spbrfs (l) - Linux Manuals
spbrfs: improves the computed solution to a system of linear equations when the coefficient matrix is symmetric positive definite and banded, and provides error bounds and backward error estimates for the solution
Command to display spbrfs manual in Linux: $ man l spbrfs
NAME
SPBRFS - improves the computed solution to a system of linear equations when the coefficient matrix is symmetric positive definite and banded, and provides error bounds and backward error estimates for the solution
SYNOPSIS
- SUBROUTINE SPBRFS(
-
UPLO, N, KD, NRHS, AB, LDAB, AFB, LDAFB, B,
LDB, X, LDX, FERR, BERR, WORK, IWORK, INFO )
-
CHARACTER
UPLO
-
INTEGER
INFO, KD, LDAB, LDAFB, LDB, LDX, N, NRHS
-
INTEGER
IWORK( * )
-
REAL
AB( LDAB, * ), AFB( LDAFB, * ), B( LDB, * ),
BERR( * ), FERR( * ), WORK( * ), X( LDX, * )
PURPOSE
SPBRFS improves the computed solution to a system of linear
equations when the coefficient matrix is symmetric positive definite
and banded, and provides error bounds and backward error estimates
for the solution.
ARGUMENTS
- UPLO (input) CHARACTER*1
-
= aqUaq: Upper triangle of A is stored;
= aqLaq: Lower triangle of A is stored.
- N (input) INTEGER
-
The order of the matrix A. N >= 0.
- KD (input) INTEGER
-
The number of superdiagonals of the matrix A if UPLO = aqUaq,
or the number of subdiagonals if UPLO = aqLaq. KD >= 0.
- NRHS (input) INTEGER
-
The number of right hand sides, i.e., the number of columns
of the matrices B and X. NRHS >= 0.
- AB (input) REAL array, dimension (LDAB,N)
-
The upper or lower triangle of the symmetric band matrix A,
stored in the first KD+1 rows of the array. The j-th column
of A is stored in the j-th column of the array AB as follows:
if UPLO = aqUaq, AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
if UPLO = aqLaq, AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
- LDAB (input) INTEGER
-
The leading dimension of the array AB. LDAB >= KD+1.
- AFB (input) REAL array, dimension (LDAFB,N)
-
The triangular factor U or L from the Cholesky factorization
A = U**T*U or A = L*L**T of the band matrix A as computed by
SPBTRF, in the same storage format as A (see AB).
- LDAFB (input) INTEGER
-
The leading dimension of the array AFB. LDAFB >= KD+1.
- B (input) REAL array, dimension (LDB,NRHS)
-
The right hand side matrix B.
- LDB (input) INTEGER
-
The leading dimension of the array B. LDB >= max(1,N).
- X (input/output) REAL array, dimension (LDX,NRHS)
-
On entry, the solution matrix X, as computed by SPBTRS.
On exit, the improved solution matrix X.
- LDX (input) INTEGER
-
The leading dimension of the array X. LDX >= max(1,N).
- FERR (output) REAL array, dimension (NRHS)
-
The estimated forward error bound for each solution vector
X(j) (the j-th column of the solution matrix X).
If XTRUE is the true solution corresponding to X(j), FERR(j)
is an estimated upper bound for the magnitude of the largest
element in (X(j) - XTRUE) divided by the magnitude of the
largest element in X(j). The estimate is as reliable as
the estimate for RCOND, and is almost always a slight
overestimate of the true error.
- BERR (output) REAL array, dimension (NRHS)
-
The componentwise relative backward error of each solution
vector X(j) (i.e., the smallest relative change in
any element of A or B that makes X(j) an exact solution).
- WORK (workspace) REAL array, dimension (3*N)
-
- IWORK (workspace) INTEGER array, dimension (N)
-
- INFO (output) INTEGER
-
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
PARAMETERS
ITMAX is the maximum number of steps of iterative refinement.