DPORFS(l) ) DPORFS(l)NAME
DPORFS - improve the computed solution to a system of linear equations
when the coefficient matrix is symmetric positive definite,
SYNOPSIS
SUBROUTINE DPORFS( UPLO, N, NRHS, A, LDA, AF, LDAF, B, LDB, X, LDX,
FERR, BERR, WORK, IWORK, INFO )
CHARACTER UPLO
INTEGER INFO, LDA, LDAF, LDB, LDX, N, NRHS
INTEGER IWORK( * )
DOUBLE PRECISION A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
BERR( * ), FERR( * ), WORK( * ), X( LDX, * )
PURPOSE
DPORFS improves the computed solution to a system of linear equations
when the coefficient matrix is symmetric positive definite, 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.
A (input) DOUBLE PRECISION array, dimension (LDA,N)
The symmetric matrix A. If UPLO = 'U', the leading N-by-N
upper triangular part of A contains the upper triangular part
of the matrix A, and the strictly lower triangular part of A is
not referenced. If UPLO = 'L', the leading N-by-N lower trian‐
gular part of A contains the lower triangular part of the
matrix A, and the strictly upper triangular part of A is not
referenced.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
AF (input) DOUBLE PRECISION array, dimension (LDAF,N)
The triangular factor U or L from the Cholesky factorization A
= U**T*U or A = L*L**T, as computed by DPOTRF.
LDAF (input) INTEGER
The leading dimension of the array AF. LDAF >= max(1,N).
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 DPOTRS. 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 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 (output) DOUBLE PRECISION array, dimension (NRHS)
The componentwise relative backward error of each solution vec‐
tor X(j) (i.e., the smallest relative change in any element 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.
LAPACK version 3.0 15 June 2000 DPORFS(l)
