LAPACK 3.12.0
LAPACK: Linear Algebra PACKage
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◆ cpbrfs()

subroutine cpbrfs ( character uplo,
integer n,
integer kd,
integer nrhs,
complex, dimension( ldab, * ) ab,
integer ldab,
complex, dimension( ldafb, * ) afb,
integer ldafb,
complex, dimension( ldb, * ) b,
integer ldb,
complex, dimension( ldx, * ) x,
integer ldx,
real, dimension( * ) ferr,
real, dimension( * ) berr,
complex, dimension( * ) work,
real, dimension( * ) rwork,
integer info )

CPBRFS

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

Purpose:
!>
!> CPBRFS improves the computed solution to a system of linear
!> equations when the coefficient matrix is Hermitian positive definite
!> and banded, and provides error bounds and backward error estimates
!> for the solution.
!> 
Parameters
[in]UPLO
!>          UPLO is CHARACTER*1
!>          = 'U':  Upper triangle of A is stored;
!>          = 'L':  Lower triangle of A is stored.
!> 
[in]N
!>          N is INTEGER
!>          The order of the matrix A.  N >= 0.
!> 
[in]KD
!>          KD is INTEGER
!>          The number of superdiagonals of the matrix A if UPLO = 'U',
!>          or the number of subdiagonals if UPLO = 'L'.  KD >= 0.
!> 
[in]NRHS
!>          NRHS is INTEGER
!>          The number of right hand sides, i.e., the number of columns
!>          of the matrices B and X.  NRHS >= 0.
!> 
[in]AB
!>          AB is COMPLEX array, dimension (LDAB,N)
!>          The upper or lower triangle of the Hermitian band matrix A,
!>          stored in the first KD+1 rows of the array.  The j-th column
!>          of A is stored in the j-th column of the array AB as follows:
!>          if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
!>          if UPLO = 'L', AB(1+i-j,j)    = A(i,j) for j<=i<=min(n,j+kd).
!> 
[in]LDAB
!>          LDAB is INTEGER
!>          The leading dimension of the array AB.  LDAB >= KD+1.
!> 
[in]AFB
!>          AFB is COMPLEX array, dimension (LDAFB,N)
!>          The triangular factor U or L from the Cholesky factorization
!>          A = U**H*U or A = L*L**H of the band matrix A as computed by
!>          CPBTRF, in the same storage format as A (see AB).
!> 
[in]LDAFB
!>          LDAFB is INTEGER
!>          The leading dimension of the array AFB.  LDAFB >= KD+1.
!> 
[in]B
!>          B is COMPLEX 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 COMPLEX array, dimension (LDX,NRHS)
!>          On entry, the solution matrix X, as computed by CPBTRS.
!>          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 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.
!> 
[out]BERR
!>          BERR is 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).
!> 
[out]WORK
!>          WORK is COMPLEX array, dimension (2*N)
!> 
[out]RWORK
!>          RWORK is REAL array, dimension (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.