subroutine dpprfs (UPLO, N, NRHS, AP, AFP, B, LDB, X, LDX, FERR, BERR, WORK, IWORK, INFO)
DPPRFS
DPPRFS
Purpose:
DPPRFS improves the computed solution to a system of linear equations when the coefficient matrix is symmetric positive definite and packed, and provides error bounds and backward error estimates for the solution.
Parameters:
UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.
N
N is INTEGER The order of the matrix A. N >= 0.
NRHS
NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrices B and X. NRHS >= 0.
AP
AP is 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
AFP is 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, as computed by DPPTRF/ZPPTRF, packed columnwise in a linear array in the same format as A (see AP).
B
B is DOUBLE PRECISION array, dimension (LDB,NRHS) The right hand side matrix B.
LDB
LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).
X
X is DOUBLE PRECISION array, dimension (LDX,NRHS) On entry, the solution matrix X, as computed by DPPTRS. On exit, the improved solution matrix X.
LDX
LDX is INTEGER The leading dimension of the array X. LDX >= max(1,N).
FERR
FERR is DOUBLE PRECISION array, dimension (NRHS) The estimated forward error bound for each solution vector X(j) (the j-th column of the solution matrix X). If XTRUE is the true solution corresponding to X(j), FERR(j) is an estimated upper bound for the magnitude of the largest element in (X(j) - XTRUE) divided by the magnitude of the largest element in X(j). The estimate is as reliable as the estimate for RCOND, and is almost always a slight overestimate of the true error.
BERR
BERR is DOUBLE PRECISION array, dimension (NRHS) The componentwise relative backward error of each solution vector X(j) (i.e., the smallest relative change in any element of A or B that makes X(j) an exact solution).
WORK
WORK is DOUBLE PRECISION array, dimension (3*N)
IWORK
IWORK is INTEGER array, dimension (N)
INFO
INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value
Internal Parameters:
ITMAX is the maximum number of steps of iterative refinement.
Author:
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
Definition at line 173 of file dpprfs.f.
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