spot01.f - Man Page

subroutine spot01 (uplo, n, a, lda, afac, ldafac, rwork, resid)
SPOT01

SPOT01

Purpose:

 SPOT01 reconstructs a symmetric positive definite matrix  A  from
 its L*L' or U'*U factorization and computes the residual
    norm( L*L' - A ) / ( N * norm(A) * EPS ) or
    norm( U'*U - A ) / ( N * norm(A) * EPS ),
 where EPS is the machine epsilon.

Parameters

UPLO

          UPLO is CHARACTER*1
          Specifies whether the upper or lower triangular part of the
          symmetric matrix A is stored:
          = 'U':  Upper triangular
          = 'L':  Lower triangular

N

          N is INTEGER
          The number of rows and columns of the matrix A.  N >= 0.

A

          A is REAL array, dimension (LDA,N)
          The original symmetric matrix A.

LDA

          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N)

AFAC

          AFAC is REAL array, dimension (LDAFAC,N)
          On entry, the factor L or U from the L * L**T or U**T * U
          factorization of A.
          Overwritten with the reconstructed matrix, and then with
          the difference L * L**T - A (or U**T * U - A).

LDAFAC

          LDAFAC is INTEGER
          The leading dimension of the array AFAC.  LDAFAC >= max(1,N).

RWORK

          RWORK is REAL array, dimension (N)

RESID

          RESID is REAL
          If UPLO = 'L', norm(L * L**T - A) / ( N * norm(A) * EPS )
          If UPLO = 'U', norm(U**T * U - A) / ( N * norm(A) * EPS )

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 103 of file spot01.f.