Subroutine for U^TU or LL^T

[jgpallero]

Hello,
I'm a recent user of lapack and I'm some confused. I've computed the cholesky factorization of a matrix and I would like to test if the decomposition is right. Exist any function for compute U^TU or LL^T for recover the original matrix? I found dlauum.f, but the operations that computes are UU^t or L^tL. Thanks

[admin]

Hi you can take a look at the routine dpot01 that we are using in the testing: TESTING/LIN/dpot01.f

* Purpose
* =======
*
* DPOT01 reconstructs a symmetric positive definite matrix A from
* its L*L' or U'*U factorization and computes the residual
* norm( L*L' - A ) / ( N * norm(A) * EPS ) or
* norm( U'*U - A ) / ( N * norm(A) * EPS ),
* where EPS is the machine epsilon.

The routine was not designed for performance but at least it does the check.
Julie