dpst01()

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

[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 DOUBLE PRECISION 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 DOUBLE PRECISION 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 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)
[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 DOUBLE PRECISION array, dimension (N)
[out]	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 )
[in]	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.