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sporfs.f(3) LAPACK sporfs.f(3)

NAME

sporfs.f

SYNOPSIS

Functions/Subroutines


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

Function/Subroutine Documentation

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

SPORFS

Purpose:


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.

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 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

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 sporfs.f.

Author

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Tue Nov 14 2017 Version 3.8.0