dporfs - improve the computed solution to a system of linear equations when the coefficient matrix is symmetric positive definite, provide error bounds and backward error estimates for the solution
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, dou- ble *af, long ldaf, double *b, long ldb, double *x, long ldx, double *ferr, double *berr, long *info);
Oracle Solaris Studio Performance Library dporfs(3P)
NAME
dporfs - improve the computed solution to a system of linear equations
when the coefficient matrix is symmetric positive definite, provide
error bounds and backward error estimates for the solution
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, dou-
ble *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 pro-
vides error bounds and backward error estimates 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 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)
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 computed by DPOTRF.
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 DPOTRS. 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 esti-
mated upper bound for the magnitude of the largest element in
(X(j) - XTRUE) divided by the magnitude of the largest ele-
ment 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 ele-
ment 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
7 Nov 2015 dporfs(3P)