08-29-2006
Thanks
Thanks Jim
That is a very viable and workable solution that I had not thought of.
Thanks
DanL
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LEARN ABOUT REDHAT
dpprfs
DPPRFS(l) ) DPPRFS(l)
NAME
DPPRFS - improve 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
SYNOPSIS
SUBROUTINE DPPRFS( UPLO, N, NRHS, AP, AFP, B, LDB, X, LDX, FERR, BERR, WORK, IWORK, INFO )
CHARACTER UPLO
INTEGER INFO, LDB, LDX, N, NRHS
INTEGER IWORK( * )
DOUBLE PRECISION AFP( * ), AP( * ), B( LDB, * ), BERR( * ), FERR( * ), WORK( * ), X( LDX, * )
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.
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.
AP (input) 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 (input) 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 column-
wise in a linear array in the same format as A (see AP).
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 DPPTRS. 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
PARAMETERS
ITMAX is the maximum number of steps of iterative refinement.
LAPACK version 3.0 15 June 2000 DPPRFS(l)