SPTRFS(l) LAPACK routine (version 1.1) SPTRFS(l)
NAME
SPTRFS - improve the computed solution to a system of linear equations when
the coefficient matrix is symmetric positive definite and tridiagonal, and
provides error bounds and backward error estimates for the solution
SYNOPSIS
SUBROUTINE SPTRFS( N, NRHS, D, E, DF, EF, B, LDB, X, LDX, FERR, BERR, WORK,
INFO )
INTEGER INFO, LDB, LDX, N, NRHS
REAL B( LDB, * ), BERR( * ), D( * ), DF( * ), E( * ), EF( *
), FERR( * ), WORK( * ), X( LDX, * )
PURPOSE
SPTRFS improves the computed solution to a system of linear equations when
the coefficient matrix is symmetric positive definite and tridiagonal, and
provides error bounds and backward error estimates for the solution.
ARGUMENTS
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.
D (input) REAL array, dimension (N)
The n diagonal elements of the tridiagonal matrix A.
E (input) REAL array, dimension (N-1)
The (n-1) subdiagonal elements of the tridiagonal matrix A.
DF (input) REAL array, dimension (N)
The n diagonal elements of the diagonal matrix D from the factori-
zation computed by SPTTRF.
EF (input) REAL array, dimension (N-1)
The (n-1) subdiagonal elements of the unit bidiagonal factor L from
the factorization computed by SPTTRF.
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 SPTTRS. 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 (2*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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