DPBRFS
November 2006
Modified to call DLACN2 in place of DLACON, 5 Feb 03, SJH.
Modified to call DLACN2 in place of DLACON, 5 Feb 03, SJH.
Purpose
DPBRFS improves the computed solution to a system of linear
equations when the coefficient matrix is symmetric positive definite
and banded, and provides error bounds and backward error estimates
for the solution.
equations when the coefficient matrix is symmetric positive definite
and banded, 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.
|
| KD |
(input) INTEGER
The number of superdiagonals of the matrix A if UPLO = 'U',
or the number of subdiagonals if UPLO = 'L'. KD >= 0. |
| NRHS |
(input) INTEGER
The number of right hand sides, i.e., the number of columns
of the matrices B and X. NRHS >= 0. |
| AB |
(input) DOUBLE PRECISION array, dimension (LDAB,N)
The upper or lower triangle of the symmetric band matrix A,
stored in the first KD+1 rows of the array. The j-th column of A is stored in the j-th column of the array AB as follows: if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j; if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd). |
| LDAB |
(input) INTEGER
The leading dimension of the array AB. LDAB >= KD+1.
|
| AFB |
(input) DOUBLE PRECISION array, dimension (LDAFB,N)
The triangular factor U or L from the Cholesky factorization
A = U**T*U or A = L*L**T of the band matrix A as computed by DPBTRF, in the same storage format as A (see AB). |
| LDAFB |
(input) INTEGER
The leading dimension of the array AFB. LDAFB >= KD+1.
|
| 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).
|
| X |
(input/output) DOUBLE PRECISION array, dimension (LDX,NRHS)
On entry, the solution matrix X, as computed by DPBTRS.
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) DOUBLE PRECISION array, dimension (3*N)
|
| IWORK |
(workspace) INTEGER array, dimension (N)
|
| INFO |
(output) 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.