pbrfs - Man Page

pbrfs: iterative refinement

Synopsis

Functions

subroutine cpbrfs (uplo, n, kd, nrhs, ab, ldab, afb, ldafb, b, ldb, x, ldx, ferr, berr, work, rwork, info)
CPBRFS
subroutine dpbrfs (uplo, n, kd, nrhs, ab, ldab, afb, ldafb, b, ldb, x, ldx, ferr, berr, work, iwork, info)
DPBRFS
subroutine spbrfs (uplo, n, kd, nrhs, ab, ldab, afb, ldafb, b, ldb, x, ldx, ferr, berr, work, iwork, info)
SPBRFS
subroutine zpbrfs (uplo, n, kd, nrhs, ab, ldab, afb, ldafb, b, ldb, x, ldx, ferr, berr, work, rwork, info)
ZPBRFS

Detailed Description

Function Documentation

subroutine cpbrfs (character uplo, integer n, integer kd, integer nrhs, complex, dimension( ldab, * ) ab, integer ldab, complex, dimension( ldafb, * ) afb, integer ldafb, complex, dimension( ldb, * ) b, integer ldb, complex, dimension( ldx, * ) x, integer ldx, real, dimension( * ) ferr, real, dimension( * ) berr, complex, dimension( * ) work, real, dimension( * ) rwork, integer info)

CPBRFS  

Purpose:

 CPBRFS improves the computed solution to a system of linear
 equations when the coefficient matrix is Hermitian positive definite
 and banded, and provides error bounds and backward error estimates
 for the solution.
Parameters

UPLO

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

N

          N is INTEGER
          The order of the matrix A.  N >= 0.

KD

          KD is INTEGER
          The number of superdiagonals of the matrix A if UPLO = 'U',
          or the number of subdiagonals if UPLO = 'L'.  KD >= 0.

NRHS

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

AB

          AB is COMPLEX array, dimension (LDAB,N)
          The upper or lower triangle of the Hermitian band matrix A,
          stored in the first KD+1 rows of the array.  The j-th column
          of A is stored in the j-th column of the array AB as follows:
          if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
          if UPLO = 'L', AB(1+i-j,j)    = A(i,j) for j<=i<=min(n,j+kd).

LDAB

          LDAB is INTEGER
          The leading dimension of the array AB.  LDAB >= KD+1.

AFB

          AFB is COMPLEX array, dimension (LDAFB,N)
          The triangular factor U or L from the Cholesky factorization
          A = U**H*U or A = L*L**H of the band matrix A as computed by
          CPBTRF, in the same storage format as A (see AB).

LDAFB

          LDAFB is INTEGER
          The leading dimension of the array AFB.  LDAFB >= KD+1.

B

          B is COMPLEX array, dimension (LDB,NRHS)
          The right hand side matrix B.

LDB

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

X

          X is COMPLEX array, dimension (LDX,NRHS)
          On entry, the solution matrix X, as computed by CPBTRS.
          On exit, the improved solution matrix X.

LDX

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

FERR

          FERR is REAL 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

          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).

WORK

          WORK is COMPLEX array, dimension (2*N)

RWORK

          RWORK is REAL array, dimension (N)

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.

Definition at line 187 of file cpbrfs.f.

subroutine dpbrfs (character uplo, integer n, integer kd, integer nrhs, double precision, dimension( ldab, * ) ab, integer ldab, double precision, dimension( ldafb, * ) afb, integer ldafb, double precision, dimension( ldb, * ) b, integer ldb, double precision, dimension( ldx, * ) x, integer ldx, double precision, dimension( * ) ferr, double precision, dimension( * ) berr, double precision, dimension( * ) work, integer, dimension( * ) iwork, integer info)

DPBRFS  

Purpose:

 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.
Parameters

UPLO

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

N

          N is INTEGER
          The order of the matrix A.  N >= 0.

KD

          KD is INTEGER
          The number of superdiagonals of the matrix A if UPLO = 'U',
          or the number of subdiagonals if UPLO = 'L'.  KD >= 0.

NRHS

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

AB

          AB is DOUBLE PRECISION array, dimension (LDAB,N)
          The upper or lower triangle of the symmetric band matrix A,
          stored in the first KD+1 rows of the array.  The j-th column
          of A is stored in the j-th column of the array AB as follows:
          if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
          if UPLO = 'L', AB(1+i-j,j)    = A(i,j) for j<=i<=min(n,j+kd).

LDAB

          LDAB is INTEGER
          The leading dimension of the array AB.  LDAB >= KD+1.

AFB

          AFB is DOUBLE PRECISION array, dimension (LDAFB,N)
          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
          DPBTRF, in the same storage format as A (see AB).

LDAFB

          LDAFB is INTEGER
          The leading dimension of the array AFB.  LDAFB >= KD+1.

B

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

LDB

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

X

          X is DOUBLE PRECISION array, dimension (LDX,NRHS)
          On entry, the solution matrix X, as computed by DPBTRS.
          On exit, the improved solution matrix X.

LDX

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

FERR

          FERR is 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

          BERR is 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

          WORK is DOUBLE PRECISION array, dimension (3*N)

IWORK

          IWORK is INTEGER array, dimension (N)

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.

Definition at line 187 of file dpbrfs.f.

subroutine spbrfs (character uplo, integer n, integer kd, integer nrhs, real, dimension( ldab, * ) ab, integer ldab, real, dimension( ldafb, * ) afb, integer ldafb, real, dimension( ldb, * ) b, integer ldb, real, dimension( ldx, * ) x, integer ldx, real, dimension( * ) ferr, real, dimension( * ) berr, real, dimension( * ) work, integer, dimension( * ) iwork, integer info)

SPBRFS  

Purpose:

 SPBRFS 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.
Parameters

UPLO

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

N

          N is INTEGER
          The order of the matrix A.  N >= 0.

KD

          KD is INTEGER
          The number of superdiagonals of the matrix A if UPLO = 'U',
          or the number of subdiagonals if UPLO = 'L'.  KD >= 0.

NRHS

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

AB

          AB is REAL array, dimension (LDAB,N)
          The upper or lower triangle of the symmetric band matrix A,
          stored in the first KD+1 rows of the array.  The j-th column
          of A is stored in the j-th column of the array AB as follows:
          if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
          if UPLO = 'L', AB(1+i-j,j)    = A(i,j) for j<=i<=min(n,j+kd).

LDAB

          LDAB is INTEGER
          The leading dimension of the array AB.  LDAB >= KD+1.

AFB

          AFB is REAL array, dimension (LDAFB,N)
          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 AB).

LDAFB

          LDAFB is INTEGER
          The leading dimension of the array AFB.  LDAFB >= KD+1.

B

          B is REAL array, dimension (LDB,NRHS)
          The right hand side matrix B.

LDB

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

X

          X is REAL array, dimension (LDX,NRHS)
          On entry, the solution matrix X, as computed by SPBTRS.
          On exit, the improved solution matrix X.

LDX

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

FERR

          FERR is REAL 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

          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).

WORK

          WORK is REAL array, dimension (3*N)

IWORK

          IWORK is INTEGER array, dimension (N)

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.

Definition at line 187 of file spbrfs.f.

subroutine zpbrfs (character uplo, integer n, integer kd, integer nrhs, complex*16, dimension( ldab, * ) ab, integer ldab, complex*16, dimension( ldafb, * ) afb, integer ldafb, complex*16, dimension( ldb, * ) b, integer ldb, complex*16, dimension( ldx, * ) x, integer ldx, double precision, dimension( * ) ferr, double precision, dimension( * ) berr, complex*16, dimension( * ) work, double precision, dimension( * ) rwork, integer info)

ZPBRFS  

Purpose:

 ZPBRFS improves the computed solution to a system of linear
 equations when the coefficient matrix is Hermitian positive definite
 and banded, and provides error bounds and backward error estimates
 for the solution.
Parameters

UPLO

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

N

          N is INTEGER
          The order of the matrix A.  N >= 0.

KD

          KD is INTEGER
          The number of superdiagonals of the matrix A if UPLO = 'U',
          or the number of subdiagonals if UPLO = 'L'.  KD >= 0.

NRHS

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

AB

          AB is COMPLEX*16 array, dimension (LDAB,N)
          The upper or lower triangle of the Hermitian band matrix A,
          stored in the first KD+1 rows of the array.  The j-th column
          of A is stored in the j-th column of the array AB as follows:
          if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
          if UPLO = 'L', AB(1+i-j,j)    = A(i,j) for j<=i<=min(n,j+kd).

LDAB

          LDAB is INTEGER
          The leading dimension of the array AB.  LDAB >= KD+1.

AFB

          AFB is COMPLEX*16 array, dimension (LDAFB,N)
          The triangular factor U or L from the Cholesky factorization
          A = U**H*U or A = L*L**H of the band matrix A as computed by
          ZPBTRF, in the same storage format as A (see AB).

LDAFB

          LDAFB is INTEGER
          The leading dimension of the array AFB.  LDAFB >= KD+1.

B

          B is COMPLEX*16 array, dimension (LDB,NRHS)
          The right hand side matrix B.

LDB

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

X

          X is COMPLEX*16 array, dimension (LDX,NRHS)
          On entry, the solution matrix X, as computed by ZPBTRS.
          On exit, the improved solution matrix X.

LDX

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

FERR

          FERR is 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

          BERR is 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

          WORK is COMPLEX*16 array, dimension (2*N)

RWORK

          RWORK is DOUBLE PRECISION array, dimension (N)

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.

Definition at line 187 of file zpbrfs.f.

Author

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Tue Nov 28 2023 12:08:43 Version 3.12.0 LAPACK