dporfs.f(3)

NAME
dporfs.f -

SYNOPSIS

  Functions/Subroutines
subroutine dporfs (UPLO, N, NRHS, A, LDA, AF, LDAF, B, LDB, X, LDX, FERR, BERR, WORK, IWORK, INFO)
DPORFS

Function/Subroutine Documentation

  subroutine dporfs (characterUPLO, integerN, integerNRHS, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( ldaf, * )AF, integerLDAF, 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)

DPORFS

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 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 DOUBLE PRECISION 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 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 computed by DPOTRF.

    LDAF

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

    B

              B is DOUBLE PRECISION 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 DOUBLE PRECISION array, dimension (LDX,NRHS)
              On entry, the solution matrix X, as computed by DPOTRS.
              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 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.

    BERR

              BERR 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).

    WORK

              WORK is DOUBLE PRECISION 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:
    November 2011

Definition at line 183 of file dporfs.f.

Author

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