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, * ) #include <sunperf.h> void dporfs(char uplo, int n, int nrhs, double *da, int lda, double *af, int ldaf, double *db, int ldb, double *dx, int ldx, double *ferr, double *berr, int *info); 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 esti- mates 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 lead- ing 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 refer- enced. 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 tri- angular 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 com- puted 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 solu- tion 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 ele- ment 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 vector 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 ille- gal value
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