DPTRFS(3F) DPTRFS(3F)
DPTRFS - improve the computed solution to a system of linear equations
when the coefficient matrix is symmetric positive definite and
tridiagonal, and provides error bounds and backward error estimates for
the solution
SUBROUTINE DPTRFS( N, NRHS, D, E, DF, EF, B, LDB, X, LDX, FERR, BERR,
WORK, INFO )
INTEGER INFO, LDB, LDX, N, NRHS
DOUBLE PRECISION B( LDB, * ), BERR( * ), D( * ), DF( * ), E(
* ), EF( * ), FERR( * ), WORK( * ), X( LDX, * )
DPTRFS improves the computed solution to a system of linear equations
when the coefficient matrix is symmetric positive definite and
tridiagonal, and provides error bounds and backward error estimates for
the solution.
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 matrix B. NRHS >= 0.
D (input) DOUBLE PRECISION array, dimension (N)
The n diagonal elements of the tridiagonal matrix A.
E (input) DOUBLE PRECISION array, dimension (N-1)
The (n-1) subdiagonal elements of the tridiagonal matrix A.
DF (input) DOUBLE PRECISION array, dimension (N)
The n diagonal elements of the diagonal matrix D from the
factorization computed by DPTTRF.
EF (input) DOUBLE PRECISION array, dimension (N-1)
The (n-1) subdiagonal elements of the unit bidiagonal factor L
from the factorization computed by DPTTRF.
B (input) DOUBLE PRECISION array, dimension (LDB,NRHS)
The right hand side matrix B.
LDB (input) INTEGER
The leading dimension of the array B. LDB >= max(1,N).
Page 1
DPTRFS(3F) DPTRFS(3F)
X (input/output) DOUBLE PRECISION array, dimension (LDX,NRHS)
On entry, the solution matrix X, as computed by DPTTRS. 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 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).
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) DOUBLE PRECISION array, dimension (2*N)
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
ITMAX is the maximum number of steps of iterative refinement.
DPTRFS(3F) DPTRFS(3F)
DPTRFS - improve the computed solution to a system of linear equations
when the coefficient matrix is symmetric positive definite and
tridiagonal, and provides error bounds and backward error estimates for
the solution
SUBROUTINE DPTRFS( N, NRHS, D, E, DF, EF, B, LDB, X, LDX, FERR, BERR,
WORK, INFO )
INTEGER INFO, LDB, LDX, N, NRHS
DOUBLE PRECISION B( LDB, * ), BERR( * ), D( * ), DF( * ), E(
* ), EF( * ), FERR( * ), WORK( * ), X( LDX, * )
DPTRFS improves the computed solution to a system of linear equations
when the coefficient matrix is symmetric positive definite and
tridiagonal, and provides error bounds and backward error estimates for
the solution.
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 matrix B. NRHS >= 0.
D (input) DOUBLE PRECISION array, dimension (N)
The n diagonal elements of the tridiagonal matrix A.
E (input) DOUBLE PRECISION array, dimension (N-1)
The (n-1) subdiagonal elements of the tridiagonal matrix A.
DF (input) DOUBLE PRECISION array, dimension (N)
The n diagonal elements of the diagonal matrix D from the
factorization computed by DPTTRF.
EF (input) DOUBLE PRECISION array, dimension (N-1)
The (n-1) subdiagonal elements of the unit bidiagonal factor L
from the factorization computed by DPTTRF.
B (input) DOUBLE PRECISION array, dimension (LDB,NRHS)
The right hand side matrix B.
LDB (input) INTEGER
The leading dimension of the array B. LDB >= max(1,N).
Page 1
DPTRFS(3F) DPTRFS(3F)
X (input/output) DOUBLE PRECISION array, dimension (LDX,NRHS)
On entry, the solution matrix X, as computed by DPTTRS. 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 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).
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) DOUBLE PRECISION array, dimension (2*N)
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
ITMAX is the maximum number of steps of iterative refinement.
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