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RedHat 9 (Linux i386) - man page for sporfs (redhat section l)

SPORFS(l)						  )						    SPORFS(l)

NAME
SPORFS - improve the computed solution to a system of linear equations when the coefficient matrix is symmet- ric positive definite,
SYNOPSIS
SUBROUTINE SPORFS( UPLO, N, NRHS, A, LDA, AF, LDAF, B, LDB, X, LDX, FERR, BERR, WORK, IWORK, INFO ) CHARACTER UPLO INTEGER INFO, LDA, LDAF, LDB, LDX, N, NRHS INTEGER IWORK( * ) REAL A( LDA, * ), AF( LDAF, * ), B( LDB, * ), BERR( * ), FERR( * ), WORK( * ), X( LDX, * )
PURPOSE
SPORFS improves the computed solution to a system of linear equations when the coefficient matrix is symmetric 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) REAL array, dimension (LDA,N) The symmetric 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) REAL array, dimension (LDAF,N) The triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T, as computed by SPOTRF. LDAF (input) INTEGER The leading dimension of the array AF. LDAF >= max(1,N). 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 SPOTRS. 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 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) 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 (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 SPORFS(l)


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