DPORFS(l) LAPACK routine (version 1.1) DPORFS(l)
NAME
DPORFS - improve the computed solution to a system of linear equations when
the coefficient matrix is symmetric positive definite,
SYNOPSIS
SUBROUTINE DPORFS( UPLO, N, NRHS, A, LDA, AF, LDAF, B, LDB, X, LDX, FERR,
BERR, WORK, IWORK, INFO )
CHARACTER UPLO
INTEGER INFO, LDA, LDAF, LDB, LDX, N, NRHS
INTEGER IWORK( * )
DOUBLE PRECISION A( LDA, * ), AF( LDAF, * ), B( LDB, * ), BERR(
* ), FERR( * ), WORK( * ), X( LDX, * )
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.
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.
A (input) DOUBLE PRECISION array, dimension (LDA,N)
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 refer-
enced. 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 (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
AF (input) DOUBLE PRECISION array, dimension (LDAF,N)
The triangular factor U or L from the Cholesky factorization A =
U**T*U or A = L*L**T, as computed by DPOTRF.
LDAF (input) INTEGER
The leading dimension of the array AF. LDAF >= max(1,N).
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 DPOTRS. 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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