Library Functions Manual

NAME¶

pprfs - pprfs: iterative refinement

SYNOPSIS¶

Functions¶

subroutine CPPRFS (uplo, n, nrhs, ap, afp, b, ldb, x, ldx, ferr, berr, work, rwork, info)
CPPRFS subroutine DPPRFS (uplo, n, nrhs, ap, afp, b, ldb, x, ldx, ferr, berr, work, iwork, info)
DPPRFS subroutine SPPRFS (uplo, n, nrhs, ap, afp, b, ldb, x, ldx, ferr, berr, work, iwork, info)
SPPRFS subroutine ZPPRFS (uplo, n, nrhs, ap, afp, b, ldb, x, ldx, ferr, berr, work, rwork, info)
ZPPRFS

Detailed Description¶

Function Documentation¶

subroutine CPPRFS (character uplo, integer n, integer nrhs, complex, dimension( * ) ap, complex, dimension( * ) afp, 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)¶

CPPRFS

Purpose:

!>
!> CPPRFS 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.
!>

Parameters

UPLO

!>          UPLO is CHARACTER*1
!>          = 'U':  Upper triangle of A is stored;
!>          = 'L':  Lower triangle of A is stored.
!>

!>          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.
!>

!>          AP is COMPLEX 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

!>          AFP is COMPLEX 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 SPPTRF/CPPTRF,
!>          packed columnwise in a linear array in the same format as A
!>          (see AP).
!>

!>          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 is COMPLEX array, dimension (LDX,NRHS)
!>          On entry, the solution matrix X, as computed by CPPTRS.
!>          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 169 of file cpprfs.f.

subroutine DPPRFS (character uplo, integer n, integer nrhs, double precision, dimension( * ) ap, double precision, dimension( * ) afp, 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)¶

DPPRFS

Purpose:

!>
!> DPPRFS improves the computed solution to a system of linear
!> equations when the coefficient matrix is symmetric positive definite
!> and packed, 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 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.
!>

!>          AP is DOUBLE PRECISION array, dimension (N*(N+1)/2)
!>          The upper or lower triangle of the symmetric 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

!>          AFP is DOUBLE PRECISION array, dimension (N*(N+1)/2)
!>          The triangular factor U or L from the Cholesky factorization
!>          A = U**T*U or A = L*L**T, as computed by DPPTRF/ZPPTRF,
!>          packed columnwise in a linear array in the same format as A
!>          (see AP).
!>

!>          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 is DOUBLE PRECISION array, dimension (LDX,NRHS)
!>          On entry, the solution matrix X, as computed by DPPTRS.
!>          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 169 of file dpprfs.f.

subroutine SPPRFS (character uplo, integer n, integer nrhs, real, dimension( * ) ap, real, dimension( * ) afp, 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)¶

SPPRFS

Purpose:

!>
!> SPPRFS improves the computed solution to a system of linear
!> equations when the coefficient matrix is symmetric positive definite
!> and packed, 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 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.
!>

!>          AP is REAL array, dimension (N*(N+1)/2)
!>          The upper or lower triangle of the symmetric 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

!>          AFP is REAL array, dimension (N*(N+1)/2)
!>          The triangular factor U or L from the Cholesky factorization
!>          A = U**T*U or A = L*L**T, as computed by SPPTRF/CPPTRF,
!>          packed columnwise in a linear array in the same format as A
!>          (see AP).
!>

!>          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 is REAL array, dimension (LDX,NRHS)
!>          On entry, the solution matrix X, as computed by SPPTRS.
!>          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 169 of file spprfs.f.

subroutine ZPPRFS (character uplo, integer n, integer nrhs, complex16, dimension( ) ap, complex16, dimension( ) afp, complex16, dimension( ldb, ) b, integer ldb, complex16, dimension( ldx, ) x, integer ldx, double precision, dimension( * ) ferr, double precision, dimension( * ) berr, complex16, dimension( ) work, double precision, dimension( * ) rwork, integer info)¶

ZPPRFS

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.
!>

Parameters

UPLO

!>          UPLO is CHARACTER*1
!>          = 'U':  Upper triangle of A is stored;
!>          = 'L':  Lower triangle of A is stored.
!>

!>          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.
!>

!>          AP is 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

!>          AFP is 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 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 is COMPLEX*16 array, dimension (LDX,NRHS)
!>          On entry, the solution matrix X, as computed by ZPPTRS.
!>          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 169 of file zpprfs.f.

Author¶

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