SPORFS improves the computed solution to a system of linear


 equations when the coefficient matrix is symmetric positive definite,


 and provides error bounds and backward error estimates for the


 solution.

UPLO

          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.

A

          A is REAL 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


          triangular part of A contains the lower triangular part of


          the matrix A, and the strictly upper triangular part of A is


          not referenced.

LDA

          LDA is INTEGER


          The leading dimension of the array A.  LDA >= max(1,N).

AF

          AF is REAL 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 SPOTRF.

LDAF

          LDAF is INTEGER


          The leading dimension of the array AF.  LDAF >= max(1,N).

B

          B is REAL 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 REAL array, dimension (LDX,NRHS)


          On entry, the solution matrix X, as computed by SPOTRS.


          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 REAL 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 REAL 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 REAL 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

  ITMAX is the maximum number of steps of iterative refinement.

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

November 2011