Contents


NAME

     dporfs - improve 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, WORK2, INFO)

     CHARACTER * 1 UPLO
     INTEGER N, NRHS, LDA, LDAF, LDB, LDX, INFO
     INTEGER WORK2(*)
     DOUBLE PRECISION A(LDA,*), AF(LDAF,*),  B(LDB,*),  X(LDX,*),
     FERR(*), BERR(*), WORK(*)

     SUBROUTINE DPORFS_64(UPLO, N, NRHS, A, LDA, AF, LDAF, B, LDB, X, LDX,
           FERR, BERR, WORK, WORK2, INFO)

     CHARACTER * 1 UPLO
     INTEGER*8 N, NRHS, LDA, LDAF, LDB, LDX, INFO
     INTEGER*8 WORK2(*)
     DOUBLE PRECISION A(LDA,*), AF(LDAF,*),  B(LDB,*),  X(LDX,*),
     FERR(*), BERR(*), WORK(*)

  F95 INTERFACE
     SUBROUTINE PORFS(UPLO, [N], [NRHS], A, [LDA], AF, [LDAF], B, [LDB],
            X, [LDX], FERR, BERR, [WORK], [WORK2], [INFO])

     CHARACTER(LEN=1) :: UPLO
     INTEGER :: N, NRHS, LDA, LDAF, LDB, LDX, INFO
     INTEGER, DIMENSION(:) :: WORK2
     REAL(8), DIMENSION(:) :: FERR, BERR, WORK
     REAL(8), DIMENSION(:,:) :: A, AF, B, X

     SUBROUTINE PORFS_64(UPLO, [N], [NRHS], A, [LDA], AF, [LDAF], B, [LDB],
            X, [LDX], FERR, BERR, [WORK], [WORK2], [INFO])

     CHARACTER(LEN=1) :: UPLO
     INTEGER(8) :: N, NRHS, LDA, LDAF, LDB, LDX, INFO
     INTEGER(8), DIMENSION(:) :: WORK2
     REAL(8), DIMENSION(:) :: FERR, BERR, WORK
     REAL(8), DIMENSION(:,:) :: A, AF, B, X

  C INTERFACE
     #include <sunperf.h>
     void dporfs(char uplo, int n, int nrhs, double *a, int  lda,
               double  *af,  int ldaf, double *b, int ldb, double
               *x, int  ldx,  double  *ferr,  double  *berr,  int
               *info);

     void dporfs_64(char uplo, long n, long nrhs, double *a, long
               lda,  double  *af, long ldaf, double *b, long ldb,
               double *x, long ldx, double *ferr,  double  *berr,
               long *info);

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 esti-
     mates for the solution.

ARGUMENTS

     UPLO (input)
               = 'U':  Upper triangle of A is stored;
               = 'L':  Lower triangle of A is stored.

     N (input) The order of the matrix A.  N >= 0.

     NRHS (input)
               The number of right hand sides, i.e.,  the  number
               of columns of the matrices B and X.  NRHS >= 0.

     A (input) The symmetric matrix A.  If UPLO = 'U', the  lead-
               ing 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 refer-
               enced.  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  tri-
               angular part of A is not referenced.

     LDA (input)
               The leading dimension of  the  array  A.   LDA  >=
               max(1,N).

     AF (input)
               The triangular factor U or  L  from  the  Cholesky
               factorization  A  =  U**T*U or A = L*L**T, as com-
               puted by SPOTRF.
     LDAF (input)
               The leading dimension of the array  AF.   LDAF  >=
               max(1,N).

     B (input) The right hand side matrix B.

     LDB (input)
               The leading dimension of  the  array  B.   LDB  >=
               max(1,N).

     X (input/output)
               On entry, the solution matrix X,  as  computed  by
               SPOTRS.  On exit, the improved solution matrix X.

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

     FERR (output)
               The estimated forward error bound for  each  solu-
               tion  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  ele-
               ment 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)
               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)
               dimension(3*N)

     WORK2 (workspace)
               dimension(N)

     INFO (output)
               = 0:  successful exit
               < 0:  if INFO =  -i,  the  i-th  argument  had  an
               illegal value