dptrfs()

subroutine dptrfs	(	integer	n,
		integer	nrhs,
		double precision, dimension( * )	d,
		double precision, dimension( * )	e,
		double precision, dimension( * )	df,
		double precision, dimension( * )	ef,
		double precision, dimension( ldb, * )	b,
		integer	ldb,
		double precision, dimension( ldx, * )	x,
		integer	ldx,
		double precision, dimension( * )	ferr,
		double precision, dimension( * )	berr,
		double precision, dimension( * )	work,
		integer	info )

DPTRFS

Download DPTRFS + dependencies [TGZ] [ZIP] [TXT]

Purpose:

!>
!> DPTRFS improves 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.
!> 

Parameters

[in]	N	!> N is INTEGER !> The order of the matrix A. N >= 0. !>
[in]	NRHS	!> NRHS is INTEGER !> The number of right hand sides, i.e., the number of columns !> of the matrix B. NRHS >= 0. !>
[in]	D	!> D is DOUBLE PRECISION array, dimension (N) !> The n diagonal elements of the tridiagonal matrix A. !>
[in]	E	!> E is DOUBLE PRECISION array, dimension (N-1) !> The (n-1) subdiagonal elements of the tridiagonal matrix A. !>
[in]	DF	!> DF is DOUBLE PRECISION array, dimension (N) !> The n diagonal elements of the diagonal matrix D from the !> factorization computed by DPTTRF. !>
[in]	EF	!> EF is DOUBLE PRECISION array, dimension (N-1) !> The (n-1) subdiagonal elements of the unit bidiagonal factor !> L from the factorization computed by DPTTRF. !>
[in]	B	!> B is DOUBLE PRECISION array, dimension (LDB,NRHS) !> The right hand side matrix B. !>
[in]	LDB	!> LDB is INTEGER !> The leading dimension of the array B. LDB >= max(1,N). !>
[in,out]	X	!> X is DOUBLE PRECISION array, dimension (LDX,NRHS) !> On entry, the solution matrix X, as computed by DPTTRS. !> On exit, the improved solution matrix X. !>
[in]	LDX	!> LDX is INTEGER !> The leading dimension of the array X. LDX >= max(1,N). !>
[out]	FERR	!> FERR is DOUBLE PRECISION 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). !>
[out]	BERR	!> BERR is 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). !>
[out]	WORK	!> WORK is DOUBLE PRECISION array, dimension (2*N) !>
[out]	INFO	!> INFO is 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.
!> 

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.