DPPRFS(l) LAPACK routine (version 1.1) DPPRFS(l)
NAME
DPPRFS - improve the computed solution to a system of linear equations when
the coefficient matrix is symmetric positive definite and packed, and pro-
vides error bounds and backward error estimates for the solution
SYNOPSIS
SUBROUTINE DPPRFS( UPLO, N, NRHS, AP, AFP, B, LDB, X, LDX, FERR, BERR,
WORK, IWORK, INFO )
CHARACTER UPLO
INTEGER INFO, LDB, LDX, N, NRHS
INTEGER IWORK( * )
DOUBLE PRECISION AFP( * ), AP( * ), B( LDB, * ), BERR( * ),
FERR( * ), WORK( * ), X( LDX, * )
PURPOSE
DPPRFS improves the computed solution to a system of linear equations when
the coefficient matrix is symmetric positive definite and packed, and pro-
vides 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) 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 = '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) DOUBLE PRECISION array, dimension (N*(N+1)/2)
The triangular factor U or L from the Cholesky factorization A =
U**T*U or A = L*L**T, packed columnwise in a linear array in the
same format as A (see AP).
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 DPPTRS. 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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