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dporfs.f(3) LAPACK dporfs.f(3)

NAME

dporfs.f

SYNOPSIS

Functions/Subroutines


subroutine dporfs (UPLO, N, NRHS, A, LDA, AF, LDAF, B, LDB, X, LDX, FERR, BERR, WORK, IWORK, INFO)
DPORFS

Function/Subroutine Documentation

subroutine dporfs (character UPLO, integer N, integer NRHS, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( ldaf, * ) AF, integer LDAF, double precision, dimension( ldb, * ) B, integer LDB, double precision, dimension( ldx, * ) X, integer LDX, double precision, dimension( * ) FERR, double precision, dimension( * ) BERR, double precision, dimension( * ) WORK, integer, dimension( * ) IWORK, integer INFO)

DPORFS

Purpose:


DPORFS 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.

Parameters:

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 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
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 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


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

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 DPOTRS.
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 Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date:

December 2016

Definition at line 185 of file dporfs.f.

Author

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Tue Nov 14 2017 Version 3.8.0