ZPORFS(3)
improves the computed solution to a system of linear equations when the coefficient matrix is Hermitian positive definite,
SYNOPSIS
- SUBROUTINE ZPORFS(
-
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
-
DOUBLE
PRECISION BERR( * ), FERR( * ), RWORK( * )
-
COMPLEX*16
A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
WORK( * ), X( LDX, * )
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.
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.
- A (input) 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 (input) INTEGER
-
The leading dimension of the array A. LDA >= max(1,N).
- AF (input) 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 (input) INTEGER
-
The leading dimension of the array AF. LDAF >= max(1,N).
- 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 ZPOTRS.
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.