CPORFS(3F)CPORFS(3F)NAME
CPORFS - improve the computed solution to a system of linear equations
when the coefficient matrix is Hermitian positive definite,
SYNOPSIS
SUBROUTINE CPORFS( UPLO, N, NRHS, A, LDA, AF, LDAF, B, LDB, X, LDX, FERR,
BERR, WORK, RWORK, INFO )
CHARACTER UPLO
INTEGER INFO, LDA, LDAF, LDB, LDX, N, NRHS
REAL BERR( * ), FERR( * ), RWORK( * )
COMPLEX A( LDA, * ), AF( LDAF, * ), B( LDB, * ), WORK( * ), X(
LDX, * )
PURPOSE
CPORFS improves the computed solution to a system of linear equations
when the coefficient matrix is Hermitian 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) COMPLEX array, dimension (LDA,N)
The Hermitian 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) COMPLEX array, dimension (LDAF,N)
The triangular factor U or L from the Cholesky factorization A =
U**H*U or A = L*L**H, as computed by CPOTRF.
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CPORFS(3F)CPORFS(3F)
LDAF (input) INTEGER
The leading dimension of the array AF. LDAF >= max(1,N).
B (input) COMPLEX 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) COMPLEX array, dimension (LDX,NRHS)
On entry, the solution matrix X, as computed by CPOTRS. 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) COMPLEX array, dimension (2*N)
RWORK (workspace) REAL 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.
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