DGBRFS(l) LAPACK routine (version 1.1) DGBRFS(l)
NAME
DGBRFS - improve the computed solution to a system of linear equations when
the coefficient matrix is banded, and provides error bounds and backward
error estimates for the solution
SYNOPSIS
SUBROUTINE DGBRFS( TRANS, N, KL, KU, NRHS, AB, LDAB, AFB, LDAFB, IPIV, B,
LDB, X, LDX, FERR, BERR, WORK, IWORK, INFO )
CHARACTER TRANS
INTEGER INFO, KL, KU, LDAB, LDAFB, LDB, LDX, N, NRHS
INTEGER IPIV( * ), IWORK( * )
DOUBLE PRECISION AB( LDAB, * ), AFB( LDAFB, * ), B( LDB, * ),
BERR( * ), FERR( * ), WORK( * ), X( LDX, * )
PURPOSE
DGBRFS improves the computed solution to a system of linear equations when
the coefficient matrix is banded, and provides error bounds and backward
error estimates for the solution.
ARGUMENTS
TRANS (input) CHARACTER*1
Specifies the form of the system of equations:
= 'N': A * X = B (No transpose)
= 'T': A**T * X = B (Transpose)
= 'C': A**H * X = B (Conjugate transpose = Transpose)
N (input) INTEGER
The order of the matrix A. N >= 0.
KL (input) INTEGER
The number of subdiagonals within the band of A. KL >= 0.
KU (input) INTEGER
The number of superdiagonals within the band of A. KU >= 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) DOUBLE PRECISION array, dimension (LDAB,N)
The original band matrix A, stored in rows 1 to KL+KU+1. The j-th
column of A is stored in the j-th column of the array AB as fol-
lows: AB(ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(n,j+kl).
LDAB (input) INTEGER
The leading dimension of the array AB. LDAB >= KL+KU+1.
AFB (input) DOUBLE PRECISION array, dimension (LDAFB,N)
Details of the LU factorization of the band matrix A, as computed
by DGBTRF. U is stored as an upper triangular band matrix with
KL+KU superdiagonals in rows 1 to KL+KU+1, and the multipliers used
during the factorization are stored in rows KL+KU+2 to 2*KL+KU+1.
LDAFB (input) INTEGER
The leading dimension of the array AFB. LDAFB >= 2*KL*KU+1.
IPIV (input) INTEGER array, dimension (N)
The pivot indices from DGBTRF; for 1<=i<=N, row i of the matrix was
interchanged with row IPIV(i).
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 DGBTRS. 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 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) DOUBLE PRECISION 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) 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.
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