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220 lines
5.7 KiB
220 lines
5.7 KiB
*> \brief \b DPOT01
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*
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* =========== DOCUMENTATION ===========
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*
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* Online html documentation available at
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* http://www.netlib.org/lapack/explore-html/
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*
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* Definition:
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* ===========
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*
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* SUBROUTINE DPOT01( UPLO, N, A, LDA, AFAC, LDAFAC, RWORK, RESID )
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*
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* .. Scalar Arguments ..
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* CHARACTER UPLO
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* INTEGER LDA, LDAFAC, N
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* DOUBLE PRECISION RESID
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* ..
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* .. Array Arguments ..
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* DOUBLE PRECISION A( LDA, * ), AFAC( LDAFAC, * ), RWORK( * )
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* ..
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*
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*
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*> \par Purpose:
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* =============
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*>
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*> \verbatim
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*>
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*> DPOT01 reconstructs a symmetric positive definite matrix A from
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*> its L*L' or U'*U factorization and computes the residual
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*> norm( L*L' - A ) / ( N * norm(A) * EPS ) or
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*> norm( U'*U - A ) / ( N * norm(A) * EPS ),
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*> where EPS is the machine epsilon.
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*> \endverbatim
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*
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* Arguments:
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* ==========
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*
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*> \param[in] UPLO
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*> \verbatim
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*> UPLO is CHARACTER*1
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*> Specifies whether the upper or lower triangular part of the
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*> symmetric matrix A is stored:
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*> = 'U': Upper triangular
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*> = 'L': Lower triangular
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*> \endverbatim
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*>
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*> \param[in] N
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*> \verbatim
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*> N is INTEGER
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*> The number of rows and columns of the matrix A. N >= 0.
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*> \endverbatim
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*>
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*> \param[in] A
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*> \verbatim
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*> A is DOUBLE PRECISION array, dimension (LDA,N)
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*> The original symmetric matrix A.
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*> \endverbatim
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*>
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*> \param[in] LDA
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*> \verbatim
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*> LDA is INTEGER
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*> The leading dimension of the array A. LDA >= max(1,N)
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*> \endverbatim
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*>
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*> \param[in,out] AFAC
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*> \verbatim
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*> AFAC is DOUBLE PRECISION array, dimension (LDAFAC,N)
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*> On entry, the factor L or U from the L * L**T or U**T * U
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*> factorization of A.
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*> Overwritten with the reconstructed matrix, and then with
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*> the difference L * L**T - A (or U**T * U - A).
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*> \endverbatim
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*>
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*> \param[in] LDAFAC
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*> \verbatim
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*> LDAFAC is INTEGER
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*> The leading dimension of the array AFAC. LDAFAC >= max(1,N).
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*> \endverbatim
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*>
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*> \param[out] RWORK
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*> \verbatim
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*> RWORK is DOUBLE PRECISION array, dimension (N)
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*> \endverbatim
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*>
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*> \param[out] RESID
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*> \verbatim
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*> RESID is DOUBLE PRECISION
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*> If UPLO = 'L', norm(L * L**T - A) / ( N * norm(A) * EPS )
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*> If UPLO = 'U', norm(U**T * U - A) / ( N * norm(A) * EPS )
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*> \endverbatim
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*
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* Authors:
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* ========
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*
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*> \author Univ. of Tennessee
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*> \author Univ. of California Berkeley
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*> \author Univ. of Colorado Denver
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*> \author NAG Ltd.
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*
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*> \ingroup double_lin
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*
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* =====================================================================
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SUBROUTINE DPOT01( UPLO, N, A, LDA, AFAC, LDAFAC, RWORK, RESID )
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*
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* -- LAPACK test routine --
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* -- LAPACK is a software package provided by Univ. of Tennessee, --
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* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
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*
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* .. Scalar Arguments ..
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CHARACTER UPLO
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INTEGER LDA, LDAFAC, N
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DOUBLE PRECISION RESID
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* ..
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* .. Array Arguments ..
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DOUBLE PRECISION A( LDA, * ), AFAC( LDAFAC, * ), RWORK( * )
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* ..
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*
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* =====================================================================
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*
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* .. Parameters ..
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DOUBLE PRECISION ZERO, ONE
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PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
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* ..
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* .. Local Scalars ..
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INTEGER I, J, K
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DOUBLE PRECISION ANORM, EPS, T
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* ..
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* .. External Functions ..
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LOGICAL LSAME
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DOUBLE PRECISION DDOT, DLAMCH, DLANSY
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EXTERNAL LSAME, DDOT, DLAMCH, DLANSY
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* ..
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* .. External Subroutines ..
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EXTERNAL DSCAL, DSYR, DTRMV
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* ..
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* .. Intrinsic Functions ..
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INTRINSIC DBLE
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* ..
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* .. Executable Statements ..
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*
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* Quick exit if N = 0.
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*
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IF( N.LE.0 ) THEN
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RESID = ZERO
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RETURN
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END IF
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*
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* Exit with RESID = 1/EPS if ANORM = 0.
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*
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EPS = DLAMCH( 'Epsilon' )
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ANORM = DLANSY( '1', UPLO, N, A, LDA, RWORK )
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IF( ANORM.LE.ZERO ) THEN
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RESID = ONE / EPS
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RETURN
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END IF
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*
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* Compute the product U**T * U, overwriting U.
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*
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IF( LSAME( UPLO, 'U' ) ) THEN
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DO 10 K = N, 1, -1
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*
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* Compute the (K,K) element of the result.
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*
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T = DDOT( K, AFAC( 1, K ), 1, AFAC( 1, K ), 1 )
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AFAC( K, K ) = T
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*
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* Compute the rest of column K.
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*
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CALL DTRMV( 'Upper', 'Transpose', 'Non-unit', K-1, AFAC,
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$ LDAFAC, AFAC( 1, K ), 1 )
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*
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10 CONTINUE
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*
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* Compute the product L * L**T, overwriting L.
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*
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ELSE
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DO 20 K = N, 1, -1
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*
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* Add a multiple of column K of the factor L to each of
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* columns K+1 through N.
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*
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IF( K+1.LE.N )
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$ CALL DSYR( 'Lower', N-K, ONE, AFAC( K+1, K ), 1,
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$ AFAC( K+1, K+1 ), LDAFAC )
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*
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* Scale column K by the diagonal element.
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*
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T = AFAC( K, K )
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CALL DSCAL( N-K+1, T, AFAC( K, K ), 1 )
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*
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20 CONTINUE
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END IF
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*
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* Compute the difference L * L**T - A (or U**T * U - A).
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*
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IF( LSAME( UPLO, 'U' ) ) THEN
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DO 40 J = 1, N
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DO 30 I = 1, J
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AFAC( I, J ) = AFAC( I, J ) - A( I, J )
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30 CONTINUE
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40 CONTINUE
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ELSE
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DO 60 J = 1, N
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DO 50 I = J, N
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AFAC( I, J ) = AFAC( I, J ) - A( I, J )
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50 CONTINUE
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60 CONTINUE
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END IF
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*
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* Compute norm(L*U - A) / ( N * norm(A) * EPS )
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*
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RESID = DLANSY( '1', UPLO, N, AFAC, LDAFAC, RWORK )
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*
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RESID = ( ( RESID / DBLE( N ) ) / ANORM ) / EPS
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*
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RETURN
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*
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* End of DPOT01
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*
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END
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