Previous: zppequ Up: ../lapack-z.html Next: zppsv
NAME ZPPRFS - improve the computed solution to a system of linear equations when the coefficient matrix is Hermitian positive definite and packed, and provides error bounds and backward error estimates for the solution SYNOPSIS SUBROUTINE ZPPRFS( UPLO, N, NRHS, AP, AFP, B, LDB, X, LDX, FERR, BERR, WORK, RWORK, INFO ) CHARACTER UPLO INTEGER INFO, LDB, LDX, N, NRHS DOUBLE PRECISION BERR( * ), FERR( * ), RWORK( * ) COMPLEX*16 AFP( * ), AP( * ), B( LDB, * ), WORK( * ), X( LDX, * ) PURPOSE ZPPRFS improves the computed solution to a system of linear equations when the coefficient matrix is Hermitian positive definite and packed, and provides 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. AP (input) COMPLEX*16 array, dimension (N*(N+1)/2) The upper or lower triangle of the Hermitian matrix A, packed columnwise in a linear array. The j-th column of A is stored in the array AP as follows: if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n. AFP (input) COMPLEX*16 array, dimension (N*(N+1)/2) The triangular factor U or L from the Cholesky fac- torization A = U**H*U or A = L*L**H, packed column- wise in a linear array in the same format as A (see AP). B (input) COMPLEX*16 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) COMPLEX*16 array, dimension (LDX,NRHS) On entry, the solution matrix X, as computed by ZPPTRS. 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 bounds for each solution vector X(j) (the j-th column of the solution matrix X). If XTRUE is the true solution, FERR(j) bounds the magnitude of the largest entry in (X(j) - XTRUE) divided by the magnitude of the largest entry in X(j). The quality of the error bound depends on the quality of the estimate of norm(inv(A)) computed in the code; if the estimate of norm(inv(A)) is accu- rate, the error bound is guaranteed. 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 entry of A or B that makes X(j) an exact solution). WORK (workspace) COMPLEX*16 array, dimension (2*N) RWORK (workspace) DOUBLE PRECISION 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 refine- ment.