DPPRFS(3)

NAME
DPPRFS - the computed solution to a system of linear equations when the coefficient matrix is symmetric positive definite and packed, and provides error bounds and backward error estimates for the solution

SYNOPSIS

SUBROUTINE DPPRFS(
    UPLO, N, NRHS, AP, AFP, B, LDB, X, LDX, FERR, BERR, WORK, IWORK, INFO )

CHARACTER
    UPLO

INTEGER
    INFO, LDB, LDX, N, NRHS

INTEGER
    IWORK( * )

DOUBLE
    PRECISION AFP( * ), AP( * ), B( LDB, * ), BERR( * ), FERR( * ), WORK( * ), X( LDX, * )

PURPOSE
DPPRFS improves the computed solution to a system of linear equations when the coefficient matrix is symmetric positive definite and packed, and provides error bounds and backward error estimates for the solution.

ARGUMENTS

UPLO    (input) CHARACTER*1
    = 'U': Upper triangle of A is stored;
    = 'L': Lower triangle of A is stored.

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

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

AP      (input) DOUBLE PRECISION array, dimension (N*(N+1)/2)
    The upper or lower triangle of the symmetric matrix A, packed columnwise in a linear array. The j-th column of A is stored in the array AP as follows: if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.

AFP     (input) DOUBLE PRECISION array, dimension (N*(N+1)/2)
    The triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T, as computed by DPPTRF/ZPPTRF, packed columnwise in a linear array in the same format as A (see AP).

B       (input) DOUBLE PRECISION array, dimension (LDB,NRHS)
    The right hand side matrix B.

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

X       (input/output) DOUBLE PRECISION array, dimension (LDX,NRHS)
    On entry, the solution matrix X, as computed by DPPTRS. On exit, the improved solution matrix X.

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

FERR    (output) 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    (output) 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    (workspace) DOUBLE PRECISION array, dimension (3*N)

IWORK   (workspace) INTEGER array, dimension (N)

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

PARAMETERS
ITMAX is the maximum number of steps of iterative refinement.