DTRRFS - provide error bounds and backward error estimates
for the solution to a system of linear equations with a
triangular coefficient matrix
SYNOPSIS
SUBROUTINE DTRRFS( UPLO, TRANS, DIAG, N, NRHS, A, LDA, B,
LDB, X, LDX, FERR, BERR, WORK, IWORK,
INFO )
CHARACTER DIAG, TRANS, UPLO
INTEGER INFO, LDA, LDB, LDX, N, NRHS
INTEGER IWORK( * )
DOUBLE PRECISION A( LDA, * ), B( LDB, * ),
BERR( * ), FERR( * ), WORK( * ), X(
LDX, * )
PURPOSE
DTRRFS provides error bounds and backward error estimates
for the solution to a system of linear equations with a
triangular coefficient matrix. The solution matrix X must
be computed by DTRTRS or some other means before entering
this routine. DTRRFS does not do iterative refinement
because doing so cannot improve the backward error.
ARGUMENTS
UPLO (input) CHARACTER*1
= 'U': A is upper triangular;
= 'L': A is lower triangular.
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)
DIAG (input) CHARACTER*1
= 'N': A is non-unit triangular;
= 'U': A is unit triangular.
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.
A (input) DOUBLE PRECISION array, dimension (LDA,N)
The triangular matrix A. If UPLO = 'U', the
A contains the upper triangular matrix, and the
strictly lower triangular part of A is not refer
enced. If UPLO = 'L', the leading N-by-N lower
triangular part of the array A contains the lower
triangular matrix, and the strictly upper triangu
lar part of A is not referenced. If DIAG = 'U',
the diagonal elements of A are also not referenced
and are assumed to be 1.
LDA (input) INTEGER
The leading dimension of the array A. LDA >=
max(1,N).
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) DOUBLE PRECISION array, dimension
(LDX,NRHS)
The 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 solu
tion vector X(j) (the j-th column of the solution
matrix X). If XTRUE is the true solution corre
sponding 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 reli
able 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
gal value
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