dporfs.f (3) Linux Manual Page
dporfs.f –
Synopsis
Functions/Subroutines
subroutine dporfs (UPLO, N, NRHS, A, LDA, AF, LDAF, B, LDB, X, LDX, FERR, BERR, WORK, IWORK, INFO)DPORFS
Function/Subroutine Documentation
subroutine dporfs (characterUPLO, integerN, integerNRHS, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( ldaf, * )AF, integerLDAF, double precision, dimension( ldb, * )B, integerLDB, double precision, dimension( ldx, * )X, integerLDX, double precision, dimension( * )FERR, double precision, dimension( * )BERR, double precision, dimension( * )WORK, integer, dimension( * )IWORK, integerINFO)
DPORFS Purpose:
DPORFS improves the computed solution to a system of linear
equations when the coefficient matrix is symmetric positive definite,
and provides error bounds and backward error estimates for the
solution.
Parameters:
- UPLO
UPLO is CHARACTER*1
N
= ‘U’: Upper triangle of A is stored;
= ‘L’: Lower triangle of A is stored.N is INTEGER
NRHS
The order of the matrix A. N >= 0.NRHS is INTEGER
A
The number of right hand sides, i.e., the number of columns
of the matrices B and X. NRHS >= 0.A is DOUBLE PRECISION array, dimension (LDA,N)
LDA
The symmetric matrix A. If UPLO = ‘U’, the leading N-by-N
upper triangular part of A contains the upper triangular part
of the matrix A, and the strictly lower triangular part of A
is not referenced. If UPLO = ‘L’, the leading N-by-N lower
triangular part of A contains the lower triangular part of
the matrix A, and the strictly upper triangular part of A is
not referenced.LDA is INTEGER
AF
The leading dimension of the array A. LDA >= max(1,N).AF is DOUBLE PRECISION array, dimension (LDAF,N)
LDAF
The triangular factor U or L from the Cholesky factorization
A = U**T*U or A = L*L**T, as computed by DPOTRF.LDAF is INTEGER
B
The leading dimension of the array AF. LDAF >= max(1,N).B is DOUBLE PRECISION array, dimension (LDB,NRHS)
LDB
The right hand side matrix B.LDB is INTEGER
X
The leading dimension of the array B. LDB >= max(1,N).X is DOUBLE PRECISION array, dimension (LDX,NRHS)
LDX
On entry, the solution matrix X, as computed by DPOTRS.
On exit, the improved solution matrix X.LDX is INTEGER
FERR
The leading dimension of the array X. LDX >= max(1,N).FERR is DOUBLE PRECISION array, dimension (NRHS)
BERR
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 is DOUBLE PRECISION array, dimension (NRHS)
WORK
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 is DOUBLE PRECISION array, dimension (3*N)
IWORKIWORK is INTEGER array, dimension (N)
INFOINFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
Internal Parameters:
ITMAX is the maximum number of steps of iterative refinement.
Author:
- Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
Definition at line 183 of file dporfs.f.
