zpst01.f - Man Page

subroutine zpst01 (uplo, n, a, lda, afac, ldafac, perm, ldperm, piv, rwork, resid, rank)
ZPST01

ZPST01

Purpose:

 ZPST01 reconstructs an Hermitian positive semidefinite matrix A
 from its L or U factors and the permutation matrix P and computes
 the residual
    norm( P*L*L'*P' - A ) / ( N * norm(A) * EPS ) or
    norm( P*U'*U*P' - A ) / ( N * norm(A) * EPS ),
 where EPS is the machine epsilon, L' is the conjugate transpose of L,
 and U' is the conjugate transpose of U.

Parameters

UPLO

          UPLO is CHARACTER*1
          Specifies whether the upper or lower triangular part of the
          Hermitian 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 COMPLEX*16 array, dimension (LDA,N)
          The original Hermitian matrix A.

LDA

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

AFAC

          AFAC is COMPLEX*16 array, dimension (LDAFAC,N)
          The factor L or U from the L*L' or U'*U
          factorization of A.

LDAFAC

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

PERM

          PERM is COMPLEX*16 array, dimension (LDPERM,N)
          Overwritten with the reconstructed matrix, and then with the
          difference P*L*L'*P' - A (or P*U'*U*P' - A)

LDPERM

          LDPERM is INTEGER
          The leading dimension of the array PERM.
          LDAPERM >= max(1,N).

PIV

          PIV is INTEGER array, dimension (N)
          PIV is such that the nonzero entries are
          P( PIV( K ), K ) = 1.

RWORK

          RWORK is DOUBLE PRECISION array, dimension (N)

RESID

          RESID is DOUBLE PRECISION
          If UPLO = 'L', norm(L*L' - A) / ( N * norm(A) * EPS )
          If UPLO = 'U', norm(U'*U - A) / ( N * norm(A) * EPS )

RANK

          RANK is INTEGER
          number of nonzero singular values of A.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 134 of file zpst01.f.