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NAME
SPPRFS - improve 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 SPPRFS( UPLO, N, NRHS, AP, AFP, B, LDB, X, LDX,
FERR, BERR, WORK, IWORK, INFO )
CHARACTER UPLO
INTEGER INFO, LDB, LDX, N, NRHS
INTEGER IWORK( * )
REAL AFP( * ), AP( * ), B( LDB, * ), BERR( *
), FERR( * ), WORK( * ), X( LDX, * )
PURPOSE
SPPRFS 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) REAL 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) REAL array, dimension (N*(N+1)/2)
The triangular factor U or L from the Cholesky fac-
torization A = U**T*U or A = L*L**T, packed column-
wise in a linear array in the same format as A (see
AP).
B (input) REAL 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) REAL array, dimension (LDX,NRHS)
On entry, the solution matrix X, as computed by
SPPTRS. On exit, the improved solution matrix X.
LDX (input) INTEGER
The leading dimension of the array X. LDX >=
max(1,N).
FERR (output) REAL array, dimension (NRHS)
The estimated forward error bounds for each solution
vector X(j) (the j-th column of the solution matrix
X). If XTRUE is the true solution, FERR(j) bounds
the magnitude of the largest entry in (X(j) - XTRUE)
divided by the magnitude of the largest entry in
X(j). The quality of the error bound depends on the
quality of the estimate of norm(inv(A)) computed in
the code; if the estimate of norm(inv(A)) is accu-
rate, the error bound is guaranteed.
BERR (output) REAL array, dimension (NRHS)
The componentwise relative backward error of each
solution vector X(j) (i.e., the smallest relative
change in any entry of A or B that makes X(j) an
exact solution).
WORK (workspace) REAL 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 refine-
ment.