DPORFS(3f)

NAME
DPORFS - the computed solution to a system of linear equations when the coefficient matrix is symmetric positive definite,

SYNOPSIS

SUBROUTINE DPORFS(
    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( * )

DOUBLE
    PRECISION A( LDA, * ), AF( LDAF, * ), B( LDB, * ), BERR( * ), FERR( * ), WORK( * ), X( LDX, * )

PURPOSE
DPORFS 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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 DPOTRF.

LDAF    (input) INTEGER
    The leading dimension of the array AF. LDAF >= max(1,N).

B       (input) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (LDX,NRHS)
    On entry, the solution matrix X, as computed by DPOTRS. On exit, the improved solution matrix X.

LDX     (input) INTEGER
    The leading dimension of the array X. LDX >= max(1,N).

FERR    (output) DOUBLE PRECISION 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) 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).

WORK    (workspace) DOUBLE PRECISION 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.