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 )
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 factorization
A = U**H*U or A = L*L**H, as computed by DPPTRF/ZPPTRF,
packed columnwise 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 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) 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) 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 refinement.