DPBRFS (3) - Linux Manuals
NAME
dpbrfs.f -
SYNOPSIS
Functions/Subroutines
subroutine dpbrfs (UPLO, N, KD, NRHS, AB, LDAB, AFB, LDAFB, B, LDB, X, LDX, FERR, BERR, WORK, IWORK, INFO)
DPBRFS
Function/Subroutine Documentation
subroutine dpbrfs (characterUPLO, integerN, integerKD, integerNRHS, double precision, dimension( ldab, * )AB, integerLDAB, double precision, dimension( ldafb, * )AFB, integerLDAFB, double precision, dimension( ldb, * )B, integerLDB, double precision, dimension( ldx, * )X, integerLDX, double precision, dimension( * )FERR, double precision, dimension( * )BERR, double precision, dimension( * )WORK, integer, dimension( * )IWORK, integerINFO)
DPBRFS
Purpose:
-
DPBRFS improves the computed solution to a system of linear equations when the coefficient matrix is symmetric positive definite and banded, 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.
NN is INTEGER The order of the matrix A. N >= 0.
KDKD is INTEGER The number of superdiagonals of the matrix A if UPLO = 'U', or the number of subdiagonals if UPLO = 'L'. KD >= 0.
NRHSNRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrices B and X. NRHS >= 0.
ABAB is DOUBLE PRECISION array, dimension (LDAB,N) The upper or lower triangle of the symmetric band matrix A, stored in the first KD+1 rows of the array. The j-th column of A is stored in the j-th column of the array AB as follows: if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j; if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
LDABLDAB is INTEGER The leading dimension of the array AB. LDAB >= KD+1.
AFBAFB is DOUBLE PRECISION array, dimension (LDAFB,N) The triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T of the band matrix A as computed by DPBTRF, in the same storage format as A (see AB).
LDAFBLDAFB is INTEGER The leading dimension of the array AFB. LDAFB >= KD+1.
BB is DOUBLE PRECISION array, dimension (LDB,NRHS) The right hand side matrix B.
LDBLDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).
XX is DOUBLE PRECISION array, dimension (LDX,NRHS) On entry, the solution matrix X, as computed by DPBTRS. On exit, the improved solution matrix X.
LDXLDX is INTEGER The leading dimension of the array X. LDX >= max(1,N).
FERRFERR 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.
BERRBERR 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).
WORKWORK is DOUBLE PRECISION array, dimension (3*N)
IWORKIWORK is INTEGER array, dimension (N)
INFOINFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value
Internal Parameters:
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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:
- November 2011
Definition at line 189 of file dpbrfs.f.
Author
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