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porfs(3) Library Functions Manual porfs(3)

NAME

porfs - porfs: iterative refinement

SYNOPSIS

Functions


subroutine CPORFS (uplo, n, nrhs, a, lda, af, ldaf, b, ldb, x, ldx, ferr, berr, work, rwork, info)
CPORFS subroutine DPORFS (uplo, n, nrhs, a, lda, af, ldaf, b, ldb, x, ldx, ferr, berr, work, iwork, info)
DPORFS subroutine SPORFS (uplo, n, nrhs, a, lda, af, ldaf, b, ldb, x, ldx, ferr, berr, work, iwork, info)
SPORFS subroutine ZPORFS (uplo, n, nrhs, a, lda, af, ldaf, b, ldb, x, ldx, ferr, berr, work, rwork, info)
ZPORFS

Detailed Description

Function Documentation

subroutine CPORFS (character uplo, integer n, integer nrhs, complex, dimension( lda, * ) a, integer lda, complex, dimension( ldaf, * ) af, integer ldaf, complex, dimension( ldb, * ) b, integer ldb, complex, dimension( ldx, * ) x, integer ldx, real, dimension( * ) ferr, real, dimension( * ) berr, complex, dimension( * ) work, real, dimension( * ) rwork, integer info)

CPORFS

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.
!>

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 COMPLEX array, dimension (LDA,N)
!>          The Hermitian 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 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

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

B

!>          B is COMPLEX 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 COMPLEX array, dimension (LDX,NRHS)
!>          On entry, the solution matrix X, as computed by CPOTRS.
!>          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 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

!>          BERR is 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

!>          WORK is COMPLEX array, dimension (2*N)
!>

RWORK

!>          RWORK is REAL 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.

Definition at line 181 of file cporfs.f.

subroutine DPORFS (character uplo, integer n, integer nrhs, double precision, dimension( lda, * ) a, integer lda, double precision, dimension( ldaf, * ) af, integer ldaf, double precision, dimension( ldb, * ) b, integer ldb, double precision, dimension( ldx, * ) x, integer ldx, double precision, dimension( * ) ferr, double precision, dimension( * ) berr, double precision, dimension( * ) work, integer, dimension( * ) iwork, integer info)

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.

Definition at line 181 of file dporfs.f.

subroutine SPORFS (character uplo, integer n, integer nrhs, real, dimension( lda, * ) a, integer lda, real, dimension( ldaf, * ) af, integer ldaf, real, dimension( ldb, * ) b, integer ldb, real, dimension( ldx, * ) x, integer ldx, real, dimension( * ) ferr, real, dimension( * ) berr, real, dimension( * ) work, integer, dimension( * ) iwork, integer info)

SPORFS

Purpose:

!>
!> SPORFS 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 REAL 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 REAL 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 SPOTRF.
!>

LDAF

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

B

!>          B is REAL 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 REAL array, dimension (LDX,NRHS)
!>          On entry, the solution matrix X, as computed by SPOTRS.
!>          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 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

!>          BERR is 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

!>          WORK is REAL 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.

Definition at line 181 of file sporfs.f.

subroutine ZPORFS (character uplo, integer n, integer nrhs, complex*16, dimension( lda, * ) a, integer lda, complex*16, dimension( ldaf, * ) af, integer ldaf, complex*16, dimension( ldb, * ) b, integer ldb, complex*16, dimension( ldx, * ) x, integer ldx, double precision, dimension( * ) ferr, double precision, dimension( * ) berr, complex*16, dimension( * ) work, double precision, dimension( * ) rwork, integer info)

ZPORFS

Purpose:

!>
!> ZPORFS 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.
!>

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 COMPLEX*16 array, dimension (LDA,N)
!>          The Hermitian 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 COMPLEX*16 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 ZPOTRF.
!>

LDAF

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

B

!>          B is COMPLEX*16 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 COMPLEX*16 array, dimension (LDX,NRHS)
!>          On entry, the solution matrix X, as computed by ZPOTRS.
!>          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 COMPLEX*16 array, dimension (2*N)
!>

RWORK

!>          RWORK is DOUBLE PRECISION 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.

Definition at line 181 of file zporfs.f.

Author

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