dsprfs (l) - Linux Manuals

dsprfs: improves the computed solution to a system of linear equations when the coefficient matrix is symmetric indefinite and packed, and provides error bounds and backward error estimates for the solution

NAME

DSPRFS - improves the computed solution to a system of linear equations when the coefficient matrix is symmetric indefinite and packed, and provides error bounds and backward error estimates for the solution

SYNOPSIS

SUBROUTINE DSPRFS(

UPLO, N, NRHS, AP, AFP, IPIV, B, LDB, X, LDX, FERR, BERR, WORK, IWORK, INFO )

    

CHARACTER UPLO

    

INTEGER INFO, LDB, LDX, N, NRHS

    

INTEGER IPIV( * ), IWORK( * )

    

DOUBLE PRECISION AFP( * ), AP( * ), B( LDB, * ), BERR( * ), FERR( * ), WORK( * ), X( LDX, * )

PURPOSE

DSPRFS improves the computed solution to a system of linear equations when the coefficient matrix is symmetric indefinite and packed, 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.

NRHS (input) INTEGER

The number of right hand sides, i.e., the number of columns of the matrices B and X. NRHS >= 0.

AP (input) DOUBLE PRECISION array, dimension (N*(N+1)/2)

The upper or lower triangle of the symmetric matrix A, packed columnwise in a linear array. The j-th column of A is stored in the array AP as follows: if UPLO = aqUaq, AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; if UPLO = aqLaq, AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.

AFP (input) DOUBLE PRECISION array, dimension (N*(N+1)/2)

The factored form of the matrix A. AFP contains the block diagonal matrix D and the multipliers used to obtain the factor U or L from the factorization A = U*D*U**T or A = L*D*L**T as computed by DSPTRF, stored as a packed triangular matrix.

IPIV (input) INTEGER array, dimension (N)

Details of the interchanges and the block structure of D as determined by DSPTRF.

B (input) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (LDX,NRHS)

On entry, the solution matrix X, as computed by DSPTRS. On exit, the improved solution matrix X.

LDX (input) INTEGER

The leading dimension of the array X. LDX >= max(1,N).

FERR (output) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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.