search for: dppsv

Displaying 2 results from an estimated 2 matches for "dppsv".

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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...