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LAPACK
3.7.0
LAPACK: Linear Algebra PACKage
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subroutine spst01 | ( | character | UPLO, |
integer | N, | ||
real, dimension( lda, * ) | A, | ||
integer | LDA, | ||
real, dimension( ldafac, * ) | AFAC, | ||
integer | LDAFAC, | ||
real, dimension( ldperm, * ) | PERM, | ||
integer | LDPERM, | ||
integer, dimension( * ) | PIV, | ||
real, dimension( * ) | RWORK, | ||
real | RESID, | ||
integer | RANK | ||
) |
SPST01
SPST01 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.
[in] | 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 |
[in] | N | N is INTEGER The number of rows and columns of the matrix A. N >= 0. |
[in] | A | A is REAL array, dimension (LDA,N) The original symmetric matrix A. |
[in] | LDA | LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N) |
[in] | AFAC | AFAC is REAL array, dimension (LDAFAC,N) The factor L or U from the L*L' or U'*U factorization of A. |
[in] | LDAFAC | LDAFAC is INTEGER The leading dimension of the array AFAC. LDAFAC >= max(1,N). |
[out] | PERM | PERM is REAL 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) |
[in] | LDPERM | LDPERM is INTEGER The leading dimension of the array PERM. LDAPERM >= max(1,N). |
[in] | PIV | PIV is INTEGER array, dimension (N) PIV is such that the nonzero entries are P( PIV( K ), K ) = 1. |
[out] | RWORK | RWORK is REAL array, dimension (N) |
[out] | RESID | RESID is REAL If UPLO = 'L', norm(L*L' - A) / ( N * norm(A) * EPS ) If UPLO = 'U', norm(U'*U - A) / ( N * norm(A) * EPS ) |
[in] | RANK | RANK is INTEGER number of nonzero singular values of A. |
Definition at line 136 of file spst01.f.