05-23-2011
Please do not remove your question if you've found the solution yourself. Instead, please, post your solution, so that others who encounter the same or similar problem can benefit from your solution.
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LEARN ABOUT REDHAT
sptrfs
SPTRFS(l) ) SPTRFS(l)
NAME
SPTRFS - 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
SYNOPSIS
SUBROUTINE SPTRFS( N, NRHS, D, E, DF, EF, B, LDB, X, LDX, FERR, BERR, WORK, INFO )
INTEGER INFO, LDB, LDX, N, NRHS
REAL B( LDB, * ), BERR( * ), D( * ), DF( * ), E( * ), EF( * ), FERR( * ), WORK( * ), X( LDX, * )
PURPOSE
SPTRFS improves the computed solution to a system of linear equations when the coefficient matrix is symmetric positive definite and tridi-
agonal, and provides error bounds and backward error estimates for the solution.
ARGUMENTS
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) REAL array, dimension (N)
The n diagonal elements of the tridiagonal matrix A.
E (input) REAL array, dimension (N-1)
The (n-1) subdiagonal elements of the tridiagonal matrix A.
DF (input) REAL array, dimension (N)
The n diagonal elements of the diagonal matrix D from the factorization computed by SPTTRF.
EF (input) REAL array, dimension (N-1)
The (n-1) subdiagonal elements of the unit bidiagonal factor L from the factorization computed by SPTTRF.
B (input) REAL 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) REAL array, dimension (LDX,NRHS)
On entry, the solution matrix X, as computed by SPTTRS. On exit, the improved solution matrix X.
LDX (input) INTEGER
The leading dimension of the array X. LDX >= max(1,N).
FERR (output) REAL 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) 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 (workspace) REAL array, dimension (2*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 SPTRFS(l)