spot03()

subroutine spot03	(	character	UPLO,
		integer	N,
		real, dimension( lda, * )	A,
		integer	LDA,
		real, dimension( ldainv, * )	AINV,
		integer	LDAINV,
		real, dimension( ldwork, * )	WORK,
		integer	LDWORK,
		real, dimension( * )	RWORK,
		real	RCOND,
		real	RESID
	)

SPOT03

Purpose:

 SPOT03 computes the residual for a symmetric matrix times its
 inverse:
    norm( I - A*AINV ) / ( N * norm(A) * norm(AINV) * 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 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,out]	AINV	AINV is REAL array, dimension (LDAINV,N) On entry, the inverse of the matrix A, stored as a symmetric matrix in the same format as A. In this version, AINV is expanded into a full matrix and multiplied by A, so the opposing triangle of AINV will be changed; i.e., if the upper triangular part of AINV is stored, the lower triangular part will be used as work space.
[in]	LDAINV	LDAINV is INTEGER The leading dimension of the array AINV. LDAINV >= max(1,N).
[out]	WORK	WORK is REAL array, dimension (LDWORK,N)
[in]	LDWORK	LDWORK is INTEGER The leading dimension of the array WORK. LDWORK >= max(1,N).
[out]	RWORK	RWORK is REAL array, dimension (N)
[out]	RCOND	RCOND is REAL The reciprocal of the condition number of A, computed as ( 1/norm(A) ) / norm(AINV).
[out]	RESID	RESID is REAL norm(I - A*AINV) / ( N * norm(A) * norm(AINV) * EPS )

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.