cporfs (l) - Linux Manuals

cporfs: improves the computed solution to a system of linear equations when the coefficient matrix is Hermitian positive definite,

NAME

CPORFS - improves the computed solution to a system of linear equations when the coefficient matrix is Hermitian positive definite,

SYNOPSIS

SUBROUTINE CPORFS(

UPLO, N, NRHS, A, LDA, AF, LDAF, B, LDB, X, LDX, FERR, BERR, WORK, RWORK, INFO )

    

CHARACTER UPLO

    

INTEGER INFO, LDA, LDAF, LDB, LDX, N, NRHS

    

REAL BERR( * ), FERR( * ), RWORK( * )

    

COMPLEX A( LDA, * ), AF( LDAF, * ), B( LDB, * ), WORK( * ), X( LDX, * )

PURPOSE

CPORFS improves the computed solution to a system of linear equations when the coefficient matrix is Hermitian positive definite, and provides error bounds and backward error estimates for the solution.

ARGUMENTS

UPLO (input) CHARACTER*1

= aqUaq: Upper triangle of A is stored;
= aqLaq: 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) COMPLEX array, dimension (LDA,N)

The Hermitian matrix A. If UPLO = aqUaq, 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 = aqLaq, 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 (input) INTEGER

The leading dimension of the array A. LDA >= max(1,N).

AF (input) COMPLEX array, dimension (LDAF,N)

The triangular factor U or L from the Cholesky factorization A = U**H*U or A = L*L**H, as computed by CPOTRF.

LDAF (input) INTEGER

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

B (input) COMPLEX 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 array, dimension (LDX,NRHS)

On entry, the solution matrix X, as computed by CPOTRS. On exit, the improved solution matrix X.

LDX (input) INTEGER

The leading dimension of the array X. LDX >= max(1,N).

FERR (output) 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 (output) 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 (workspace) COMPLEX array, dimension (2*N)

RWORK (workspace) REAL 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 refinement.