TESTING/LIN/dpst01.f(3)

NAME
TESTING/LIN/dpst01.f

SYNOPSIS

  Functions/Subroutines
subroutine dpst01 (uplo, n, a, lda, afac, ldafac, perm, ldperm, piv, rwork, resid, rank)
DPST01

Function/Subroutine Documentation

  subroutine dpst01 (character uplo, integer n, double precision, dimension( lda, * ) a, integer lda, double precision, dimension( ldafac, * ) afac, integer ldafac, double precision, dimension( ldperm, * ) perm, integer ldperm, integer, dimension( * ) piv, double precision, dimension( * ) rwork, double precision resid, integer rank)

DPST01

Purpose:

    !>
    !> DPST01 reconstructs a symmetric 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.
    !>

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 DOUBLE PRECISION 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 DOUBLE PRECISION 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 DOUBLE PRECISION 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 132 of file dpst01.f.

Author

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