On 10/20/11 6:01 AM, Sven Hammarling wrote:
Unless I misunderstand (quite likely!), I think that Zlatko and
Zvonimir showed a similar example in Figure 1 of LAWN 176 - it
certainly has a deep spike.
Once ScaLAPACK gets the LAPACK fix it will be interesting to see the
result on David's example.
In that figure, the "true" answer is around macheps * norm(A), and
down way below that. So everything is tiny. I think this is the only way
get such completely out-of-order R(i,i), when everything is
and so possibly totally losing all leading digits.
In the example from David Wang below, R(3,3) is O(norm(A)) = O(1), and
R(2,2) = O(macheps), which can't be explained by the bug Zlatko and
R(0,0) -0.707107 + 0i
R(1,1) -0.707107 + 0i
R(2,2) 8.16273e-17 + 0i
R(3,3) -0.243173 + 0i
R(4,4) 4.82605e-17 + 0i