sgtrfs.f (3)

Functions/Subroutines

subroutine sgtrfs (TRANS, N, NRHS, DL, D, DU, DLF, DF, DUF, DU2, IPIV, B, LDB, X, LDX, FERR, BERR, WORK, IWORK, INFO)

SGTRFS

subroutine sgtrfs (characterTRANS, integerN, integerNRHS, real, dimension( * )DL, real, dimension( * )D, real, dimension( * )DU, real, dimension( * )DLF, real, dimension( * )DF, real, dimension( * )DUF, real, dimension( * )DU2, integer, dimension( * )IPIV, real, dimension( ldb, * )B, integerLDB, real, dimension( ldx, * )X, integerLDX, real, dimension( * )FERR, real, dimension( * )BERR, real, dimension( * )WORK, integer, dimension( * )IWORK, integerINFO)

SGTRFS

Purpose:

 SGTRFS 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.

Parameters:

TRANS

          TRANS is 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

          N is INTEGER
          The order of the matrix A.  N >= 0.

NRHS

          NRHS is INTEGER
          The number of right hand sides, i.e., the number of columns
          of the matrix B.  NRHS >= 0.

DL

          DL is REAL array, dimension (N-1)
          The (n-1) subdiagonal elements of A.

D

          D is REAL array, dimension (N)
          The diagonal elements of A.

DU

          DU is REAL array, dimension (N-1)
          The (n-1) superdiagonal elements of A.

DLF

          DLF is REAL array, dimension (N-1)
          The (n-1) multipliers that define the matrix L from the
          LU factorization of A as computed by SGTTRF.

DF

          DF is REAL array, dimension (N)
          The n diagonal elements of the upper triangular matrix U from
          the LU factorization of A.

DUF

          DUF is REAL array, dimension (N-1)
          The (n-1) elements of the first superdiagonal of U.

DU2

          DU2 is REAL array, dimension (N-2)
          The (n-2) elements of the second superdiagonal of U.

IPIV

          IPIV is 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

          B is REAL array, dimension (LDB,NRHS)
          The right hand side matrix B.

LDB

          LDB is INTEGER
          The leading dimension of the array B.  LDB >= max(1,N).

X

          X is REAL array, dimension (LDX,NRHS)
          On entry, the solution matrix X, as computed by SGTTRS.
          On exit, the improved solution matrix X.

LDX

          LDX is INTEGER
          The leading dimension of the array X.  LDX >= max(1,N).

FERR

          FERR is REAL 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

          BERR is REAL 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

          WORK is REAL array, dimension (3*N)

IWORK

          IWORK is INTEGER array, dimension (N)

INFO

          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value

Internal Parameters:

  ITMAX is the maximum number of steps of iterative refinement.

Author:

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date:

September 2012

Definition at line 208 of file sgtrfs.f.

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