SGTRFS(l) LAPACK routine (version 1.1) SGTRFS(l)
NAME
SGTRFS - improve the computed solution to a system of linear equations when
the coefficient matrix is tridiagonal, and provides error bounds and back-
ward error estimates for the solution
SYNOPSIS
SUBROUTINE SGTRFS( TRANS, N, NRHS, DL, D, DU, DLF, DF, DUF, DU2, IPIV, B,
LDB, X, LDX, FERR, BERR, WORK, IWORK, INFO )
CHARACTER TRANS
INTEGER INFO, LDB, LDX, N, NRHS
INTEGER IPIV( * ), IWORK( * )
REAL B( LDB, * ), BERR( * ), D( * ), DF( * ), DL( * ), DLF( *
), DU( * ), DU2( * ), DUF( * ), FERR( * ), WORK( * ), X(
LDX, * )
PURPOSE
SGTRFS improves the computed solution to a system of linear equations when
the coefficient matrix is tridiagonal, and provides error bounds and back-
ward 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.
NRHS (input) INTEGER
The number of right hand sides, i.e., the number of columns of the
matrix B. NRHS >= 0.
DL (input) REAL array, dimension (N-1)
The (n-1) subdiagonal elements of A.
D (input) REAL array, dimension (N)
The diagonal elements of A.
DU (input) REAL array, dimension (N-1)
The (n-1) superdiagonal elements of A.
DLF (input) REAL array, dimension (N-1)
The (n-1) multipliers that define the matrix L from the LU factori-
zation of A as computed by SGTTRF.
DF (input) REAL array, dimension (N)
The n diagonal elements of the upper triangular matrix U from the
LU factorization of A.
DUF (input) REAL array, dimension (N-1)
The (n-1) elements of the first superdiagonal of U.
DU2 (input) REAL array, dimension (N-2)
The (n-2) elements of the second superdiagonal of U.
IPIV (input) INTEGER array, dimension (N)
The pivot indices; for 1 <= i <= n, row i of the matrix was inter-
changed with row IPIV(i). IPIV(i) will always be either i or i+1;
IPIV(i) = i indicates a row interchange was not required.
B (input) REAL 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) REAL array, dimension (LDX,NRHS)
On entry, the solution matrix X, as computed by SGTTRS. 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) REAL 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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