ZPBRFS(3F) ZPBRFS(3F)
ZPBRFS - improve 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
SUBROUTINE ZPBRFS( UPLO, N, KD, NRHS, AB, LDAB, AFB, LDAFB, B, LDB, X,
LDX, FERR, BERR, WORK, RWORK, INFO )
CHARACTER UPLO
INTEGER INFO, KD, LDAB, LDAFB, LDB, LDX, N, NRHS
DOUBLE PRECISION BERR( * ), FERR( * ), RWORK( * )
COMPLEX*16 AB( LDAB, * ), AFB( LDAFB, * ), B( LDB, * ), WORK( *
), X( LDX, * )
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.
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.
KD (input) INTEGER
The number of superdiagonals of the matrix A if UPLO = 'U', or
the number of subdiagonals if UPLO = 'L'. KD >= 0.
NRHS (input) INTEGER
The number of right hand sides, i.e., the number of columns of
the matrices B and X. NRHS >= 0.
AB (input) DOUBLE PRECISION 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 (input) INTEGER
The leading dimension of the array AB. LDAB >= KD+1.
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ZPBRFS(3F) ZPBRFS(3F)
AFB (input) 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 (input) INTEGER
The leading dimension of the array AFB. LDAFB >= KD+1.
B (input) COMPLEX*16 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) COMPLEX*16 array, dimension (LDX,NRHS)
On entry, the solution matrix X, as computed by ZPBTRS. 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) COMPLEX*16 array, dimension (2*N)
RWORK (workspace) DOUBLE PRECISION array, dimension (N)
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
ITMAX is the maximum number of steps of iterative refinement.
ZPBRFS(3F) ZPBRFS(3F)
ZPBRFS - improve 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
SUBROUTINE ZPBRFS( UPLO, N, KD, NRHS, AB, LDAB, AFB, LDAFB, B, LDB, X,
LDX, FERR, BERR, WORK, RWORK, INFO )
CHARACTER UPLO
INTEGER INFO, KD, LDAB, LDAFB, LDB, LDX, N, NRHS
DOUBLE PRECISION BERR( * ), FERR( * ), RWORK( * )
COMPLEX*16 AB( LDAB, * ), AFB( LDAFB, * ), B( LDB, * ), WORK( *
), X( LDX, * )
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.
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.
KD (input) INTEGER
The number of superdiagonals of the matrix A if UPLO = 'U', or
the number of subdiagonals if UPLO = 'L'. KD >= 0.
NRHS (input) INTEGER
The number of right hand sides, i.e., the number of columns of
the matrices B and X. NRHS >= 0.
AB (input) DOUBLE PRECISION 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 (input) INTEGER
The leading dimension of the array AB. LDAB >= KD+1.
Page 1
ZPBRFS(3F) ZPBRFS(3F)
AFB (input) 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 (input) INTEGER
The leading dimension of the array AFB. LDAFB >= KD+1.
B (input) COMPLEX*16 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) COMPLEX*16 array, dimension (LDX,NRHS)
On entry, the solution matrix X, as computed by ZPBTRS. 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) COMPLEX*16 array, dimension (2*N)
RWORK (workspace) DOUBLE PRECISION array, dimension (N)
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
ITMAX is the maximum number of steps of iterative refinement.
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