CSPRFS(l) LAPACK routine (version 1.1) CSPRFS(l)
NAME
CSPRFS - improve 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 CSPRFS( UPLO, N, NRHS, AP, AFP, IPIV, B, LDB, X, LDX, FERR,
BERR, WORK, RWORK, INFO )
CHARACTER UPLO
INTEGER INFO, LDB, LDX, N, NRHS
INTEGER IPIV( * )
REAL BERR( * ), FERR( * ), RWORK( * )
COMPLEX AFP( * ), AP( * ), B( LDB, * ), WORK( * ), X( LDX, * )
PURPOSE
CSPRFS 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
= 'U': Upper triangle of A is stored;
= 'L': 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) COMPLEX 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 = 'U', AP(i + (j-1)*j/2) = A(i,j)
for 1<=i<=j; if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for
j<=i<=n.
AFP (input) COMPLEX 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
CSPTRF, stored as a packed triangular matrix.
IPIV (input) INTEGER array, dimension (N)
Details of the interchanges and the block structure of D as deter-
mined by CSPTRF.
B (input) COMPLEX 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) COMPLEX array, dimension (LDX,NRHS)
On entry, the solution matrix X, as computed by CSPTRS. 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 bounds for each solution vector X(j)
(the j-th column of the solution matrix X). If XTRUE is the true
solution, FERR(j) bounds the magnitude of the largest entry in
(X(j) - XTRUE) divided by the magnitude of the largest entry in
X(j). The quality of the error bound depends on the quality of the
estimate of norm(inv(A)) computed in the code; if the estimate of
norm(inv(A)) is accurate, the error bound is guaranteed.
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 entry of A or B
that makes X(j) an exact solution).
WORK (workspace) COMPLEX array, dimension (2*N)
RWORK (workspace) REAL 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.
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