dpbrfs
dpbrfs - improve the computed solution to a system of linear equations when the coefficient matrix is symmetric positive definite and banded, and provides error bounds and backward error estimates for the solution
SUBROUTINE DPBRFS( UPLO, N, NDIAG, NRHS, A, LDA, AF, LDAF, B, LDB,
* X, LDX, FERR, BERR, WORK, WORK2, INFO)
CHARACTER * 1 UPLO
INTEGER N, NDIAG, NRHS, LDA, LDAF, LDB, LDX, INFO
INTEGER WORK2(*)
DOUBLE PRECISION A(LDA,*), AF(LDAF,*), B(LDB,*), X(LDX,*), FERR(*), BERR(*), WORK(*)
SUBROUTINE DPBRFS_64( UPLO, N, NDIAG, NRHS, A, LDA, AF, LDAF, B,
* LDB, X, LDX, FERR, BERR, WORK, WORK2, INFO)
CHARACTER * 1 UPLO
INTEGER*8 N, NDIAG, NRHS, LDA, LDAF, LDB, LDX, INFO
INTEGER*8 WORK2(*)
DOUBLE PRECISION A(LDA,*), AF(LDAF,*), B(LDB,*), X(LDX,*), FERR(*), BERR(*), WORK(*)
SUBROUTINE PBRFS( UPLO, [N], NDIAG, [NRHS], A, [LDA], AF, [LDAF], B,
* [LDB], X, [LDX], FERR, BERR, [WORK], [WORK2], [INFO])
CHARACTER(LEN=1) :: UPLO
INTEGER :: N, NDIAG, NRHS, LDA, LDAF, LDB, LDX, INFO
INTEGER, DIMENSION(:) :: WORK2
REAL(8), DIMENSION(:) :: FERR, BERR, WORK
REAL(8), DIMENSION(:,:) :: A, AF, B, X
SUBROUTINE PBRFS_64( UPLO, [N], NDIAG, [NRHS], A, [LDA], AF, [LDAF],
* B, [LDB], X, [LDX], FERR, BERR, [WORK], [WORK2], [INFO])
CHARACTER(LEN=1) :: UPLO
INTEGER(8) :: N, NDIAG, NRHS, LDA, LDAF, LDB, LDX, INFO
INTEGER(8), DIMENSION(:) :: WORK2
REAL(8), DIMENSION(:) :: FERR, BERR, WORK
REAL(8), DIMENSION(:,:) :: A, AF, B, X
#include <sunperf.h>
void dpbrfs(char uplo, int n, int ndiag, 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 dpbrfs_64(char uplo, long n, long ndiag, long nrhs, double *a, long lda, double *af, long ldaf, double *b, long ldb, double *x, long ldx, double *ferr, double *berr, long *info);
dpbrfs improves the computed solution to a system of linear
equations when the coefficient matrix is symmetric positive definite
and banded, and provides error bounds and backward error estimates
for the solution.
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* UPLO (input)
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* N (input)
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The order of the matrix A. N >= 0.
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* NDIAG (input)
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The number of superdiagonals of the matrix A if UPLO = 'U',
or the number of subdiagonals if UPLO = 'L'. NDIAG >= 0.
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* NRHS (input)
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The number of right hand sides, i.e., the number of columns
of the matrices B and X. NRHS >= 0.
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* A (input)
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The upper or lower triangle of the symmetric band matrix A,
stored in the first NDIAG+1 rows of the array. The j-th column
of A is stored in the j-th column of the array A as follows:
if UPLO = 'U', A(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
if UPLO = 'L', A(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
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* LDA (input)
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The leading dimension of the array A. LDA >= NDIAG+1.
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* AF (input)
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The triangular factor U or L from the Cholesky factorization
A = U**T*U or A = L*L**T of the band matrix A as computed by
SPBTRF, in the same storage format as A (see A).
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* LDAF (input)
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The leading dimension of the array AF. LDAF >= NDIAG+1.
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* B (input)
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The right hand side matrix B.
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* LDB (input)
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The leading dimension of the array B. LDB >= max(1,N).
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* X (input/output)
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On entry, the solution matrix X, as computed by SPBTRS.
On exit, the improved solution matrix X.
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* LDX (input)
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The leading dimension of the array X. LDX >= max(1,N).
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* FERR (output)
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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.
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* BERR (output)
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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).
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* WORK (workspace)
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dimension(2*N)
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* WORK2 (workspace)
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* INFO (output)
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