Displaying 2 results from an estimated 2 matches for "dppsv".
Did you mean:
dposv
2014 Dec 20
2
Unexplained difference between results of dppsv and dpotri LAPACK routines
...trix, equally valid at
least in theory:
SEXP test() {
int d = 2;
int info = 0;
double mat[4] = {2.5, 0.4, 0.4, 1.7};
double id[4] = {1.0, 0.0, 0.0, 1.0};
double lmat[3];
F77_CALL(dpotrf)("L", &d, mat, &d, &info);
lmat[0] = mat[0];
lmat[1] = mat[1];
lmat[2] = mat[3];
F77_CALL(dppsv)("L", &d, &d, lmat, id, &d, &info);
// id now contains L^(-T)
F77_CALL(dpotri)("L", &d, mat, &d, &info);
// mat contains mat^(-1)
Rprintf("%f\n", id[0] * id[0]);
// owing to that id is lower triangular
Rprintf("%f\n", mat[0]);
re...
2014 Dec 20
0
Unexplained difference between results of dppsv and dpotri LAPACK routines
This isn't the help list for LAPACK, but as far as I can tell, dppsv expects a symmetric matrix input compacted as triangular, not a Choleski decomposed one. So try assigning lmat before the call to dpotrf.
-pd
> On 20 Dec 2014, at 22:06 , Pierrick Bruneau <pbruneau at gmail.com> wrote:
>
> Dear R contributors,
>
> Considering the following...