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sptrfs.f File Reference

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Functions/Subroutines

subroutine sptrfs (N, NRHS, D, E, DF, EF, B, LDB, X, LDX, FERR, BERR, WORK, INFO)
 SPTRFS More...
 

Function/Subroutine Documentation

subroutine sptrfs ( integer  N,
integer  NRHS,
real, dimension( * )  D,
real, dimension( * )  E,
real, dimension( * )  DF,
real, dimension( * )  EF,
real, dimension( ldb, * )  B,
integer  LDB,
real, dimension( ldx, * )  X,
integer  LDX,
real, dimension( * )  FERR,
real, dimension( * )  BERR,
real, dimension( * )  WORK,
integer  INFO 
)

SPTRFS

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Purpose:
 SPTRFS improves the computed solution to a system of linear
 equations when the coefficient matrix is symmetric positive definite
 and tridiagonal, and provides error bounds and backward error
 estimates for the solution.
Parameters
[in]N
          N is INTEGER
          The order of the matrix A.  N >= 0.
[in]NRHS
          NRHS is INTEGER
          The number of right hand sides, i.e., the number of columns
          of the matrix B.  NRHS >= 0.
[in]D
          D is REAL array, dimension (N)
          The n diagonal elements of the tridiagonal matrix A.
[in]E
          E is REAL array, dimension (N-1)
          The (n-1) subdiagonal elements of the tridiagonal matrix A.
[in]DF
          DF is REAL array, dimension (N)
          The n diagonal elements of the diagonal matrix D from the
          factorization computed by SPTTRF.
[in]EF
          EF is REAL array, dimension (N-1)
          The (n-1) subdiagonal elements of the unit bidiagonal factor
          L from the factorization computed by SPTTRF.
[in]B
          B is REAL array, dimension (LDB,NRHS)
          The right hand side matrix B.
[in]LDB
          LDB is INTEGER
          The leading dimension of the array B.  LDB >= max(1,N).
[in,out]X
          X is REAL array, dimension (LDX,NRHS)
          On entry, the solution matrix X, as computed by SPTTRS.
          On exit, the improved solution matrix X.
[in]LDX
          LDX is INTEGER
          The leading dimension of the array X.  LDX >= max(1,N).
[out]FERR
          FERR is REAL array, dimension (NRHS)
          The 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).
[out]BERR
          BERR is REAL 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).
[out]WORK
          WORK is REAL array, dimension (2*N)
[out]INFO
          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value
Internal Parameters:
  ITMAX is the maximum number of steps of iterative refinement.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date
September 2012

Definition at line 163 of file sptrfs.f.

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