NAME dgbrfs - improve the computed solution to a system of linear equations when the coefficient matrix is banded, and pro- vides error bounds and backward error estimates for the solution SYNOPSIS SUBROUTINE DGBRFS( TRANS, N, KL, KU, NRHS, AB, LDAB, AFB, LDAFB, IPIV, B, LDB, X, LDX, FERR, BERR, WORK, IWORK, INFO ) CHARACTER TRANS INTEGER INFO, KL, KU, LDAB, LDAFB, LDB, LDX, N, NRHS INTEGER IPIV( * ), IWORK( * ) DOUBLE PRECISION AB( LDAB, * ), AFB( LDAFB, * ), B( LDB, * ), BERR( * ), FERR( * ), WORK( * ), X( LDX, * ) #include <sunperf.h> void dgbrfs(char trans, int n, int kl, int ku, int nrhs, double *dab, int ldab, double *afb, int ldafb, int *ipivot, double *db, int ldb, double *dx, int ldx, double *ferr, double *berr, int *info) ; PURPOSE DGBRFS improves the computed solution to a system of linear equations when the coefficient matrix is banded, and pro- vides 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 = Tran- spose) N (input) INTEGER The order of the matrix A. N >= 0. KL (input) INTEGER The number of subdiagonals within the band of A. KL >= 0. KU (input) INTEGER The number of superdiagonals within the band of A. KU >= 0. NRHS (input) INTEGER The number of right hand sides, i.e., the number of columns of the matrices B and X. NRHS >= 0. AB (input) DOUBLE PRECISION array, dimension (LDAB,N) The original band matrix A, stored in rows 1 to KL+KU+1. The j-th column of A is stored in the j-th column of the array AB as follows: AB(ku+1+i-j,j) = A(i,j) for max(1,j- ku)<=i<=min(n,j+kl). LDAB (input) INTEGER The leading dimension of the array AB. LDAB >= KL+KU+1. AFB (input) DOUBLE PRECISION array, dimension (LDAFB,N) Details of the LU factorization of the band matrix A, as computed by DGBTRF. U is stored as an upper triangular band matrix with KL+KU superdiagonals in rows 1 to KL+KU+1, and the multipliers used during the factorization are stored in rows KL+KU+2 to 2*KL+KU+1. LDAFB (input) INTEGER The leading dimension of the array AFB. LDAFB >= 2*KL*KU+1. IPIV (input) INTEGER array, dimension (N) The pivot indices from DGBTRF; for 1<=i<=N, row i of the matrix was interchanged with row IPIV(i). 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 DGBTRS. 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 solu- tion 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 ele- ment 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 ille- gal value
Закладки на сайте Проследить за страницей |
Created 1996-2024 by Maxim Chirkov Добавить, Поддержать, Вебмастеру |