SPBRFS(l) LAPACK routine (version 1.1) SPBRFS(l)
NAME
SPBRFS - improve the computed solution to a system of linear equations when
the coefficient matrix is symmetric positive definite and banded, and pro-
vides error bounds and backward error estimates for the solution
SYNOPSIS
SUBROUTINE SPBRFS( UPLO, N, KD, NRHS, AB, LDAB, AFB, LDAFB, B, LDB, X, LDX,
FERR, BERR, WORK, IWORK, INFO )
CHARACTER UPLO
INTEGER INFO, KD, LDAB, LDAFB, LDB, LDX, N, NRHS
INTEGER IWORK( * )
REAL AB( LDAB, * ), AFB( LDAFB, * ), B( LDB, * ), BERR( * ),
FERR( * ), WORK( * ), X( LDX, * )
PURPOSE
SPBRFS improves the computed solution to a system of linear equations when
the coefficient matrix is symmetric positive definite and banded, 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.
KD (input) INTEGER
The number of superdiagonals of the matrix A if UPLO = 'U', or the
number of subdiagonals if UPLO = 'L'. KD >= 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) REAL array, dimension (LDAB,N)
The upper or lower triangle of the symmetric band matrix A, stored
in the first KD+1 rows of the array. The j-th column of A is
stored in the j-th column of the array AB as follows: if UPLO =
'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j; if UPLO = 'L',
AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
LDAB (input) INTEGER
The leading dimension of the array AB. LDAB >= KD+1.
AFB (input) REAL array, dimension (LDAFB,N)
The triangular factor U or L from the Cholesky factorization A =
U**T*U or A = L*L**T of the band matrix A as computed by SPBTRF, in
the same storage format as A (see AB).
LDAFB (input) INTEGER
The leading dimension of the array AFB. LDAFB >= KD+1.
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 SPBTRS. 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.
Back to the listing of computational routines for linear equations