DGTRFS(3F)DGTRFS(3F)NAMEDGTRFS - improve the computed solution to a system of linear equations
when the coefficient matrix is tridiagonal, and provides error bounds and
backward error estimates for the solution
SYNOPSIS
SUBROUTINE DGTRFS( TRANS, N, NRHS, DL, D, DU, DLF, DF, DUF, DU2, IPIV, B,
LDB, X, LDX, FERR, BERR, WORK, IWORK, INFO )
CHARACTER TRANS
INTEGER INFO, LDB, LDX, N, NRHS
INTEGER IPIV( * ), IWORK( * )
DOUBLE PRECISION B( LDB, * ), BERR( * ), D( * ), DF( * ), DL(
* ), DLF( * ), DU( * ), DU2( * ), DUF( * ), FERR( * ),
WORK( * ), X( LDX, * )
PURPOSEDGTRFS improves the computed solution to a system of linear equations
when the coefficient matrix is tridiagonal, and provides error bounds and
backward error estimates for the solution.
ARGUMENTS
TRANS (input) CHARACTER*1
Specifies the form of the system of equations:
= 'N': A * X = B (No transpose)
= 'T': A**T * X = B (Transpose)
= 'C': A**H * X = B (Conjugate transpose = Transpose)
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 matrix B. NRHS >= 0.
DL (input) DOUBLE PRECISION array, dimension (N-1)
The (n-1) subdiagonal elements of A.
D (input) DOUBLE PRECISION array, dimension (N)
The diagonal elements of A.
DU (input) DOUBLE PRECISION array, dimension (N-1)
The (n-1) superdiagonal elements of A.
DLF (input) DOUBLE PRECISION array, dimension (N-1)
The (n-1) multipliers that define the matrix L from the LU
factorization of A as computed by DGTTRF.
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DGTRFS(3F)DGTRFS(3F)
DF (input) DOUBLE PRECISION array, dimension (N)
The n diagonal elements of the upper triangular matrix U from the
LU factorization of A.
DUF (input) DOUBLE PRECISION array, dimension (N-1)
The (n-1) elements of the first superdiagonal of U.
DU2 (input) DOUBLE PRECISION array, dimension (N-2)
The (n-2) elements of the second superdiagonal of U.
IPIV (input) INTEGER array, dimension (N)
The pivot indices; for 1 <= i <= n, row i of the matrix was
interchanged with row IPIV(i). IPIV(i) will always be either i
or i+1; IPIV(i) = i indicates a row interchange was not required.
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 DGTTRS. 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
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DGTRFS(3F)DGTRFS(3F)PARAMETERS
ITMAX is the maximum number of steps of iterative refinement.
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