chprfs

NAME

chprfs - improve the computed solution to a system of linear equations when the coefficient matrix is Hermitian indefinite and packed, and provides error bounds and backward error estimates for the solution

SYNOPSIS

  SUBROUTINE CHPRFS( UPLO, N, NRHS, A, AF, IPIVOT, B, LDB, X, LDX, 
 *      FERR, BERR, WORK, WORK2, INFO)
  CHARACTER * 1 UPLO
  COMPLEX A(*), AF(*), B(LDB,*), X(LDX,*), WORK(*)
  INTEGER N, NRHS, LDB, LDX, INFO
  INTEGER IPIVOT(*)
  REAL FERR(*), BERR(*), WORK2(*)
 
  SUBROUTINE CHPRFS_64( UPLO, N, NRHS, A, AF, IPIVOT, B, LDB, X, LDX, 
 *      FERR, BERR, WORK, WORK2, INFO)
  CHARACTER * 1 UPLO
  COMPLEX A(*), AF(*), B(LDB,*), X(LDX,*), WORK(*)
  INTEGER*8 N, NRHS, LDB, LDX, INFO
  INTEGER*8 IPIVOT(*)
  REAL FERR(*), BERR(*), WORK2(*)

F95 INTERFACE

  SUBROUTINE HPRFS( UPLO, [N], [NRHS], A, AF, IPIVOT, B, [LDB], X, 
 *       [LDX], FERR, BERR, [WORK], [WORK2], [INFO])
  CHARACTER(LEN=1) :: UPLO
  COMPLEX, DIMENSION(:) :: A, AF, WORK
  COMPLEX, DIMENSION(:,:) :: B, X
  INTEGER :: N, NRHS, LDB, LDX, INFO
  INTEGER, DIMENSION(:) :: IPIVOT
  REAL, DIMENSION(:) :: FERR, BERR, WORK2
 
  SUBROUTINE HPRFS_64( UPLO, [N], [NRHS], A, AF, IPIVOT, B, [LDB], X, 
 *       [LDX], FERR, BERR, [WORK], [WORK2], [INFO])
  CHARACTER(LEN=1) :: UPLO
  COMPLEX, DIMENSION(:) :: A, AF, WORK
  COMPLEX, DIMENSION(:,:) :: B, X
  INTEGER(8) :: N, NRHS, LDB, LDX, INFO
  INTEGER(8), DIMENSION(:) :: IPIVOT
  REAL, DIMENSION(:) :: FERR, BERR, WORK2

C INTERFACE

#include <sunperf.h>

void chprfs(char uplo, int n, int nrhs, complex *a, complex *af, int *ipivot, complex *b, int ldb, complex *x, int ldx, float *ferr, float *berr, int *info);

void chprfs_64(char uplo, long n, long nrhs, complex *a, complex *af, long *ipivot, complex *b, long ldb, complex *x, long ldx, float *ferr, float *berr, long *info);

PURPOSE

chprfs improves the computed solution to a system of linear equations when the coefficient matrix is Hermitian indefinite and packed, and provides error bounds and backward error estimates for the solution.

ARGUMENTS

* UPLO (input)
* 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 upper or lower triangle of the Hermitian matrix A, packed columnwise in a linear array. The j-th column of A is stored in the array A as follows: if UPLO = 'U', A(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; if UPLO = 'L', A(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
* AF (input): The factored form of the matrix A. AF contains the block diagonal matrix D and the multipliers used to obtain the factor U or L from the factorization A = U*D*U**H or A = L*D*L**H as computed by CHPTRF, stored as a packed triangular matrix.
* IPIVOT (input): Details of the interchanges and the block structure of D as determined by CHPTRF.
* 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 CHPTRS. 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 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): 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(2*N)
* WORK2 (workspace)
* INFO (output)