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LAPACK-3

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LAPACK-3: improves the computed solution to a system of linear equations when the coefficient matrix is tridiagonal, and provides

NAME
LAPACK-3 - 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
SYNOPSIS
SUBROUTINE ZGTRFS( TRANS, N, NRHS, DL, D, DU, DLF, DF, DUF, DU2, IPIV, B, LDB, X, LDX, FERR, BERR, WORK, RWORK, INFO ) CHARACTER TRANS INTEGER INFO, LDB, LDX, N, NRHS INTEGER IPIV( * ) DOUBLE PRECISION BERR( * ), FERR( * ), RWORK( * ) COMPLEX*16 B( LDB, * ), D( * ), DF( * ), DL( * ), DLF( * ), DU( * ), DU2( * ), DUF( * ), WORK( * ), X( LDX, * )

PURPOSE

ZGTRFS 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) 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) COMPLEX*16 array, dimension (N-1) The (n-1) subdiagonal elements of A. D (input) COMPLEX*16 array, dimension (N) The diagonal elements of A. DU (input) COMPLEX*16 array, dimension (N-1) The (n-1) superdiagonal elements of A. DLF (input) COMPLEX*16 array, dimension (N-1) The (n-1) multipliers that define the matrix L from the LU factorization of A as computed by ZGTTRF. DF (input) COMPLEX*16 array, dimension (N) The n diagonal elements of the upper triangular matrix U from the LU factorization of A. DUF (input) COMPLEX*16 array, dimension (N-1) The (n-1) elements of the first superdiagonal of U. DU2 (input) COMPLEX*16 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) 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 ZGTTRS. 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

PARAMETERS

ITMAX is the maximum number of steps of iterative refinement. LAPACK routine (version 3.2) March 2011 LAPACK-3(3)
 
 
 

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