NAME

TESTING/LIN/dgtt01.f

SYNOPSIS

Functions/Subroutines

subroutine dgtt01 (n, dl, d, du, dlf, df, duf, du2, ipiv, work, ldwork, rwork, resid)
DGTT01

Function/Subroutine Documentation

subroutine dgtt01 (integer n, double precision, dimension( * ) dl, double precision, dimension( * ) d, double precision, dimension( * ) du, double precision, dimension( * ) dlf, double precision, dimension( * ) df, double precision, dimension( * ) duf, double precision, dimension( * ) du2, integer, dimension( * ) ipiv, double precision, dimension( ldwork, * ) work, integer ldwork, double precision, dimension( * ) rwork, double precision resid)

DGTT01

Purpose:



 DGTT01 reconstructs a tridiagonal matrix A from its LU factorization


 and computes the residual


    norm(L*U - A) / ( norm(A) * EPS ),


 where EPS is the machine epsilon.

Parameters



          N is INTEGER


          The order of the matrix A.  N >= 0.



          DL is DOUBLE PRECISION array, dimension (N-1)


          The (n-1) sub-diagonal elements of A.



          D is DOUBLE PRECISION array, dimension (N)


          The diagonal elements of A.



          DU is DOUBLE PRECISION array, dimension (N-1)


          The (n-1) super-diagonal elements of A.

DLF



          DLF is DOUBLE PRECISION array, dimension (N-1)


          The (n-1) multipliers that define the matrix L from the


          LU factorization of A.



          DF is DOUBLE PRECISION array, dimension (N)


          The n diagonal elements of the upper triangular matrix U from


          the LU factorization of A.

DUF



          DUF is DOUBLE PRECISION array, dimension (N-1)


          The (n-1) elements of the first super-diagonal of U.

DU2



          DU2 is DOUBLE PRECISION array, dimension (N-2)


          The (n-2) elements of the second super-diagonal of U.

IPIV



          IPIV is INTEGER array, dimension (N)


          The pivot indices; for 1 <= i <= n, row i of the matrix was


          interchanged with row IPIV(i).  IPIV(i) will always be either


          i or i+1; IPIV(i) = i indicates a row interchange was not


          required.

WORK



          WORK is DOUBLE PRECISION array, dimension (LDWORK,N)

LDWORK



          LDWORK is INTEGER


          The leading dimension of the array WORK.  LDWORK >= max(1,N).

RWORK



          RWORK is DOUBLE PRECISION array, dimension (N)

RESID



          RESID is DOUBLE PRECISION


          The scaled residual:  norm(L*U - A) / (norm(A) * EPS)

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 132 of file dgtt01.f.

Author

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