dpprfs.f.html

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      SUBROUTINE <a name="DPPRFS.1"></a><a href="dpprfs.f.html#DPPRFS.1">DPPRFS</a>( UPLO, N, NRHS, AP, AFP, B, LDB, X, LDX, FERR,
     $                   BERR, WORK, IWORK, INFO )
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  -- LAPACK routine (version 3.1) --
</span><span class="comment">*</span><span class="comment">     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
</span><span class="comment">*</span><span class="comment">     November 2006
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     Modified to call <a name="DLACN2.8"></a><a href="dlacn2.f.html#DLACN2.1">DLACN2</a> in place of <a name="DLACON.8"></a><a href="dlacon.f.html#DLACON.1">DLACON</a>, 5 Feb 03, SJH.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     .. Scalar Arguments ..
</span>      CHARACTER          UPLO
      INTEGER            INFO, LDB, LDX, N, NRHS
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. Array Arguments ..
</span>      INTEGER            IWORK( * )
      DOUBLE PRECISION   AFP( * ), AP( * ), B( LDB, * ), BERR( * ),
     $                   FERR( * ), WORK( * ), X( LDX, * )
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  Purpose
</span><span class="comment">*</span><span class="comment">  =======
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  <a name="DPPRFS.23"></a><a href="dpprfs.f.html#DPPRFS.1">DPPRFS</a> improves the computed solution to a system of linear
</span><span class="comment">*</span><span class="comment">  equations when the coefficient matrix is symmetric positive definite
</span><span class="comment">*</span><span class="comment">  and packed, and provides error bounds and backward error estimates
</span><span class="comment">*</span><span class="comment">  for the solution.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  Arguments
</span><span class="comment">*</span><span class="comment">  =========
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  UPLO    (input) CHARACTER*1
</span><span class="comment">*</span><span class="comment">          = 'U':  Upper triangle of A is stored;
</span><span class="comment">*</span><span class="comment">          = 'L':  Lower triangle of A is stored.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  N       (input) INTEGER
</span><span class="comment">*</span><span class="comment">          The order of the matrix A.  N &gt;= 0.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  NRHS    (input) INTEGER
</span><span class="comment">*</span><span class="comment">          The number of right hand sides, i.e., the number of columns
</span><span class="comment">*</span><span class="comment">          of the matrices B and X.  NRHS &gt;= 0.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  AP      (input) DOUBLE PRECISION array, dimension (N*(N+1)/2)
</span><span class="comment">*</span><span class="comment">          The upper or lower triangle of the symmetric matrix A, packed
</span><span class="comment">*</span><span class="comment">          columnwise in a linear array.  The j-th column of A is stored
</span><span class="comment">*</span><span class="comment">          in the array AP as follows:
</span><span class="comment">*</span><span class="comment">          if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1&lt;=i&lt;=j;
</span><span class="comment">*</span><span class="comment">          if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j&lt;=i&lt;=n.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  AFP     (input) DOUBLE PRECISION array, dimension (N*(N+1)/2)
</span><span class="comment">*</span><span class="comment">          The triangular factor U or L from the Cholesky factorization
</span><span class="comment">*</span><span class="comment">          A = U**T*U or A = L*L**T, as computed by <a name="DPPTRF.51"></a><a href="dpptrf.f.html#DPPTRF.1">DPPTRF</a>/<a name="ZPPTRF.51"></a><a href="zpptrf.f.html#ZPPTRF.1">ZPPTRF</a>,
</span><span class="comment">*</span><span class="comment">          packed columnwise in a linear array in the same format as A
</span><span class="comment">*</span><span class="comment">          (see AP).
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  B       (input) DOUBLE PRECISION array, dimension (LDB,NRHS)
</span><span class="comment">*</span><span class="comment">          The right hand side matrix B.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  LDB     (input) INTEGER
</span><span class="comment">*</span><span class="comment">          The leading dimension of the array B.  LDB &gt;= max(1,N).
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  X       (input/output) DOUBLE PRECISION array, dimension (LDX,NRHS)
</span><span class="comment">*</span><span class="comment">          On entry, the solution matrix X, as computed by <a name="DPPTRS.62"></a><a href="dpptrs.f.html#DPPTRS.1">DPPTRS</a>.
</span><span class="comment">*</span><span class="comment">          On exit, the improved solution matrix X.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  LDX     (input) INTEGER
</span><span class="comment">*</span><span class="comment">          The leading dimension of the array X.  LDX &gt;= max(1,N).
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  FERR    (output) DOUBLE PRECISION array, dimension (NRHS)
</span><span class="comment">*</span><span class="comment">          The estimated forward error bound for each solution vector
</span><span class="comment">*</span><span class="comment">          X(j) (the j-th column of the solution matrix X).
</span><span class="comment">*</span><span class="comment">          If XTRUE is the true solution corresponding to X(j), FERR(j)
</span><span class="comment">*</span><span class="comment">          is an estimated upper bound for the magnitude of the largest
</span><span class="comment">*</span><span class="comment">          element in (X(j) - XTRUE) divided by the magnitude of the
</span><span class="comment">*</span><span class="comment">          largest element in X(j).  The estimate is as reliable as
</span><span class="comment">*</span><span class="comment">          the estimate for RCOND, and is almost always a slight
</span><span class="comment">*</span><span class="comment">          overestimate of the true error.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  BERR    (output) DOUBLE PRECISION array, dimension (NRHS)
</span><span class="comment">*</span><span class="comment">          The componentwise relative backward error of each solution
</span><span class="comment">*</span><span class="comment">          vector X(j) (i.e., the smallest relative change in
</span><span class="comment">*</span><span class="comment">          any element of A or B that makes X(j) an exact solution).
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  WORK    (workspace) DOUBLE PRECISION array, dimension (3*N)
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  IWORK   (workspace) INTEGER array, dimension (N)
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  INFO    (output) INTEGER
</span><span class="comment">*</span><span class="comment">          = 0:  successful exit
</span><span class="comment">*</span><span class="comment">          &lt; 0:  if INFO = -i, the i-th argument had an illegal value
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  Internal Parameters
</span><span class="comment">*</span><span class="comment">  ===================
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  ITMAX is the maximum number of steps of iterative refinement.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  =====================================================================
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     .. Parameters ..
</span>      INTEGER            ITMAX
      PARAMETER          ( ITMAX = 5 )
      DOUBLE PRECISION   ZERO
      PARAMETER          ( ZERO = 0.0D+0 )
      DOUBLE PRECISION   ONE
      PARAMETER          ( ONE = 1.0D+0 )
      DOUBLE PRECISION   TWO
      PARAMETER          ( TWO = 2.0D+0 )
      DOUBLE PRECISION   THREE
      PARAMETER          ( THREE = 3.0D+0 )
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. Local Scalars ..
</span>      LOGICAL            UPPER
      INTEGER            COUNT, I, IK, J, K, KASE, KK, NZ
      DOUBLE PRECISION   EPS, LSTRES, S, SAFE1, SAFE2, SAFMIN, XK
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. Local Arrays ..
</span>      INTEGER            ISAVE( 3 )
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. External Subroutines ..
</span>      EXTERNAL           DAXPY, DCOPY, <a name="DLACN2.119"></a><a href="dlacn2.f.html#DLACN2.1">DLACN2</a>, <a name="DPPTRS.119"></a><a href="dpptrs.f.html#DPPTRS.1">DPPTRS</a>, DSPMV, <a name="XERBLA.119"></a><a href="xerbla.f.html#XERBLA.1">XERBLA</a>
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. Intrinsic Functions ..
</span>      INTRINSIC          ABS, MAX
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. External Functions ..
</span>      LOGICAL            <a name="LSAME.125"></a><a href="lsame.f.html#LSAME.1">LSAME</a>
      DOUBLE PRECISION   <a name="DLAMCH.126"></a><a href="dlamch.f.html#DLAMCH.1">DLAMCH</a>
      EXTERNAL           <a name="LSAME.127"></a><a href="lsame.f.html#LSAME.1">LSAME</a>, <a name="DLAMCH.127"></a><a href="dlamch.f.html#DLAMCH.1">DLAMCH</a>
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. Executable Statements ..
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     Test the input parameters.
</span><span class="comment">*</span><span class="comment">
</span>      INFO = 0
      UPPER = <a name="LSAME.134"></a><a href="lsame.f.html#LSAME.1">LSAME</a>( UPLO, <span class="string">'U'</span> )
      IF( .NOT.UPPER .AND. .NOT.<a name="LSAME.135"></a><a href="lsame.f.html#LSAME.1">LSAME</a>( UPLO, <span class="string">'L'</span> ) ) THEN
         INFO = -1
      ELSE IF( N.LT.0 ) THEN
         INFO = -2
      ELSE IF( NRHS.LT.0 ) THEN
         INFO = -3
      ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
         INFO = -7
      ELSE IF( LDX.LT.MAX( 1, N ) ) THEN
         INFO = -9
      END IF
      IF( INFO.NE.0 ) THEN
         CALL <a name="XERBLA.147"></a><a href="xerbla.f.html#XERBLA.1">XERBLA</a>( <span class="string">'<a name="DPPRFS.147"></a><a href="dpprfs.f.html#DPPRFS.1">DPPRFS</a>'</span>, -INFO )
         RETURN
      END IF
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     Quick return if possible
</span><span class="comment">*</span><span class="comment">
</span>      IF( N.EQ.0 .OR. NRHS.EQ.0 ) THEN
         DO 10 J = 1, NRHS
            FERR( J ) = ZERO
            BERR( J ) = ZERO
   10    CONTINUE
         RETURN
12

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