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porfs - porfs: iterative refinement

Author

Generated automatically by Doxygen for LAPACK from the source code. Version 3.12.0 Sun Jul 20 2025 01:40:05 porfs(3)

Detailed Description

Function Documentation

subroutinecporfs(characteruplo,integern,integernrhs,complex,dimension(lda,*)a,integerlda,complex,dimension(ldaf,*)af,integerldaf,complex,dimension(ldb,*)b,integerldb,complex,dimension(ldx,*)x,integerldx,real,dimension(*)ferr,real,dimension(*)berr,complex,dimension(*)work,real,dimension(*)rwork,integerinfo)CPORFSPurpose: 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. ParametersUPLO UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored. N N is INTEGER The order of the matrix A. N >= 0. NRHS NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrices B and X. NRHS >= 0. A A is 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 LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). AF AF is 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. LDAF LDAF is INTEGER The leading dimension of the array AF. LDAF >= max(1,N). B B is COMPLEX array, dimension (LDB,NRHS) The right hand side matrix B. LDB LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N). X X is COMPLEX array, dimension (LDX,NRHS) On entry, the solution matrix X, as computed by CPOTRS. On exit, the improved solution matrix X. LDX LDX is INTEGER The leading dimension of the array X. LDX >= max(1,N). 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. 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). WORK WORK is COMPLEX array, dimension (2*N) RWORK RWORK is REAL array, dimension (N) INFO INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value InternalParameters: ITMAX is the maximum number of steps of iterative refinement. Author Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. subroutinedporfs(characteruplo,integern,integernrhs,doubleprecision,dimension(lda,*)a,integerlda,doubleprecision,dimension(ldaf,*)af,integerldaf,doubleprecision,dimension(ldb,*)b,integerldb,doubleprecision,dimension(ldx,*)x,integerldx,doubleprecision,dimension(*)ferr,doubleprecision,dimension(*)berr,doubleprecision,dimension(*)work,integer,dimension(*)iwork,integerinfo)DPORFSPurpose: 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. ParametersUPLO UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored. N N is INTEGER The order of the matrix A. N >= 0. NRHS NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrices B and X. NRHS >= 0. A A is 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 LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). AF AF is 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 LDAF is INTEGER The leading dimension of the array AF. LDAF >= max(1,N). B B is DOUBLE PRECISION array, dimension (LDB,NRHS) The right hand side matrix B. LDB LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N). X X is DOUBLE PRECISION array, dimension (LDX,NRHS) On entry, the solution matrix X, as computed by DPOTRS. On exit, the improved solution matrix X. LDX LDX is INTEGER The leading dimension of the array X. LDX >= max(1,N). FERR FERR is 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 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). WORK WORK is DOUBLE PRECISION array, dimension (3*N) IWORK IWORK is INTEGER array, dimension (N) INFO INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value InternalParameters: ITMAX is the maximum number of steps of iterative refinement. Author Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. subroutinesporfs(characteruplo,integern,integernrhs,real,dimension(lda,*)a,integerlda,real,dimension(ldaf,*)af,integerldaf,real,dimension(ldb,*)b,integerldb,real,dimension(ldx,*)x,integerldx,real,dimension(*)ferr,real,dimension(*)berr,real,dimension(*)work,integer,dimension(*)iwork,integerinfo)SPORFSPurpose: 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. ParametersUPLO UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored. N N is INTEGER The order of the matrix A. N >= 0. NRHS NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrices B and X. NRHS >= 0. A A is 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 LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). AF AF is 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 LDAF is INTEGER The leading dimension of the array AF. LDAF >= max(1,N). B B is REAL array, dimension (LDB,NRHS) The right hand side matrix B. LDB LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N). X X is REAL array, dimension (LDX,NRHS) On entry, the solution matrix X, as computed by SPOTRS. On exit, the improved solution matrix X. LDX LDX is INTEGER The leading dimension of the array X. LDX >= max(1,N). 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. 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). WORK WORK is REAL array, dimension (3*N) IWORK IWORK is INTEGER array, dimension (N) INFO INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value InternalParameters: ITMAX is the maximum number of steps of iterative refinement. Author Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. subroutinezporfs(characteruplo,integern,integernrhs,complex*16,dimension(lda,*)a,integerlda,complex*16,dimension(ldaf,*)af,integerldaf,complex*16,dimension(ldb,*)b,integerldb,complex*16,dimension(ldx,*)x,integerldx,doubleprecision,dimension(*)ferr,doubleprecision,dimension(*)berr,complex*16,dimension(*)work,doubleprecision,dimension(*)rwork,integerinfo)ZPORFSPurpose: ZPORFS 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. ParametersUPLO UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored. N N is INTEGER The order of the matrix A. N >= 0. NRHS NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrices B and X. NRHS >= 0. A A is COMPLEX*16 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 LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). AF AF is COMPLEX*16 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 ZPOTRF. LDAF LDAF is INTEGER The leading dimension of the array AF. LDAF >= max(1,N). B B is COMPLEX*16 array, dimension (LDB,NRHS) The right hand side matrix B. LDB LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N). X X is COMPLEX*16 array, dimension (LDX,NRHS) On entry, the solution matrix X, as computed by ZPOTRS. On exit, the improved solution matrix X. LDX LDX is INTEGER The leading dimension of the array X. LDX >= max(1,N). FERR FERR is 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 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). WORK WORK is COMPLEX*16 array, dimension (2*N) RWORK RWORK is DOUBLE PRECISION array, dimension (N) INFO INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value InternalParameters: ITMAX is the maximum number of steps of iterative refinement. Author Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd.

Name

porfs - porfs: iterative refinement

Synopsis

Functions subroutine cporfs (uplo, n, nrhs, a, lda, af, ldaf, b, ldb, x, ldx, ferr, berr, work, rwork, info) CPORFS subroutine dporfs (uplo, n, nrhs, a, lda, af, ldaf, b, ldb, x, ldx, ferr, berr, work, iwork, info) DPORFS subroutine sporfs (uplo, n, nrhs, a, lda, af, ldaf, b, ldb, x, ldx, ferr, berr, work, iwork, info) SPORFS subroutine zporfs (uplo, n, nrhs, a, lda, af, ldaf, b, ldb, x, ldx, ferr, berr, work, rwork, info) ZPORFS

See Also