209 lines
5.3 KiB
Fortran
209 lines
5.3 KiB
Fortran
*> \brief \b DPPT01
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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 DPPT01( UPLO, N, A, AFAC, RWORK, RESID )
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*
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* .. Scalar Arguments ..
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* CHARACTER UPLO
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* INTEGER 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( * ), AFAC( * ), 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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*> DPPT01 reconstructs a symmetric positive definite packed matrix A
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*> from 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 (N*(N+1)/2)
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*> The original symmetric matrix A, stored as a packed
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*> triangular matrix.
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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 (N*(N+1)/2)
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*> On entry, the factor L or U from the L*L' or U'*U
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*> factorization of A, stored as a packed triangular matrix.
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*> Overwritten with the reconstructed matrix, and then with the
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*> difference L*L' - A (or U'*U - A).
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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' - A) / ( N * norm(A) * EPS )
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*> If UPLO = 'U', norm(U'*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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*> \date November 2011
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*
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*> \ingroup double_lin
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*
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* =====================================================================
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SUBROUTINE DPPT01( UPLO, N, A, AFAC, RWORK, RESID )
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*
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* -- LAPACK test routine (version 3.4.0) --
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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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* November 2011
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*
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* .. Scalar Arguments ..
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CHARACTER UPLO
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INTEGER 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( * ), AFAC( * ), 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, K, KC, NPP
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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, DLANSP
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EXTERNAL LSAME, DDOT, DLAMCH, DLANSP
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* ..
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* .. External Subroutines ..
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EXTERNAL DSCAL, DSPR, DTPMV
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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 = DLANSP( '1', UPLO, N, A, 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'*U, overwriting U.
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*
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IF( LSAME( UPLO, 'U' ) ) THEN
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KC = ( N*( N-1 ) ) / 2 + 1
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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( KC ), 1, AFAC( KC ), 1 )
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AFAC( KC+K-1 ) = T
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*
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* Compute the rest of column K.
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*
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IF( K.GT.1 ) THEN
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CALL DTPMV( 'Upper', 'Transpose', 'Non-unit', K-1, AFAC,
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$ AFAC( KC ), 1 )
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KC = KC - ( K-1 )
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END IF
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10 CONTINUE
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*
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* Compute the product L*L', overwriting L.
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*
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ELSE
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KC = ( N*( N+1 ) ) / 2
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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.LT.N )
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$ CALL DSPR( 'Lower', N-K, ONE, AFAC( KC+1 ), 1,
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$ AFAC( KC+N-K+1 ) )
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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( KC )
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CALL DSCAL( N-K+1, T, AFAC( KC ), 1 )
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*
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KC = KC - ( N-K+2 )
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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' - A (or U'*U - A).
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*
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NPP = N*( N+1 ) / 2
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DO 30 I = 1, NPP
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AFAC( I ) = AFAC( I ) - A( I )
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30 CONTINUE
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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 = DLANSP( '1', UPLO, N, AFAC, 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 DPPT01
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*
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END
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