Diff for /rpl/lapack/lapack/dpprfs.f between versions 1.8 and 1.9

version 1.8, 2011/07/22 07:38:10 version 1.9, 2011/11/21 20:43:02
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   *> \brief \b DPPRFS
   *
   *  =========== DOCUMENTATION ===========
   *
   * Online html documentation available at 
   *            http://www.netlib.org/lapack/explore-html/ 
   *
   *> \htmlonly
   *> Download DPPRFS + dependencies 
   *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dpprfs.f"> 
   *> [TGZ]</a> 
   *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dpprfs.f"> 
   *> [ZIP]</a> 
   *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dpprfs.f"> 
   *> [TXT]</a>
   *> \endhtmlonly 
   *
   *  Definition:
   *  ===========
   *
   *       SUBROUTINE DPPRFS( UPLO, N, NRHS, AP, AFP, B, LDB, X, LDX, FERR,
   *                          BERR, WORK, IWORK, INFO )
   * 
   *       .. Scalar Arguments ..
   *       CHARACTER          UPLO
   *       INTEGER            INFO, LDB, LDX, N, NRHS
   *       ..
   *       .. Array Arguments ..
   *       INTEGER            IWORK( * )
   *       DOUBLE PRECISION   AFP( * ), AP( * ), B( LDB, * ), BERR( * ),
   *      $                   FERR( * ), WORK( * ), X( LDX, * )
   *       ..
   *  
   *
   *> \par Purpose:
   *  =============
   *>
   *> \verbatim
   *>
   *> DPPRFS improves the computed solution to a system of linear
   *> equations when the coefficient matrix is symmetric positive definite
   *> and packed, and provides error bounds and backward error estimates
   *> for the solution.
   *> \endverbatim
   *
   *  Arguments:
   *  ==========
   *
   *> \param[in] UPLO
   *> \verbatim
   *>          UPLO is CHARACTER*1
   *>          = 'U':  Upper triangle of A is stored;
   *>          = 'L':  Lower triangle of A is stored.
   *> \endverbatim
   *>
   *> \param[in] N
   *> \verbatim
   *>          N is INTEGER
   *>          The order of the matrix A.  N >= 0.
   *> \endverbatim
   *>
   *> \param[in] NRHS
   *> \verbatim
   *>          NRHS is INTEGER
   *>          The number of right hand sides, i.e., the number of columns
   *>          of the matrices B and X.  NRHS >= 0.
   *> \endverbatim
   *>
   *> \param[in] AP
   *> \verbatim
   *>          AP is DOUBLE PRECISION array, dimension (N*(N+1)/2)
   *>          The upper or lower triangle of the symmetric matrix A, packed
   *>          columnwise in a linear array.  The j-th column of A is stored
   *>          in the array AP as follows:
   *>          if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
   *>          if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
   *> \endverbatim
   *>
   *> \param[in] AFP
   *> \verbatim
   *>          AFP is DOUBLE PRECISION array, dimension (N*(N+1)/2)
   *>          The triangular factor U or L from the Cholesky factorization
   *>          A = U**T*U or A = L*L**T, as computed by DPPTRF/ZPPTRF,
   *>          packed columnwise in a linear array in the same format as A
   *>          (see AP).
   *> \endverbatim
   *>
   *> \param[in] B
   *> \verbatim
   *>          B is DOUBLE PRECISION array, dimension (LDB,NRHS)
   *>          The right hand side matrix B.
   *> \endverbatim
   *>
   *> \param[in] LDB
   *> \verbatim
   *>          LDB is INTEGER
   *>          The leading dimension of the array B.  LDB >= max(1,N).
   *> \endverbatim
   *>
   *> \param[in,out] X
   *> \verbatim
   *>          X is DOUBLE PRECISION array, dimension (LDX,NRHS)
   *>          On entry, the solution matrix X, as computed by DPPTRS.
   *>          On exit, the improved solution matrix X.
   *> \endverbatim
   *>
   *> \param[in] LDX
   *> \verbatim
   *>          LDX is INTEGER
   *>          The leading dimension of the array X.  LDX >= max(1,N).
   *> \endverbatim
   *>
   *> \param[out] FERR
   *> \verbatim
   *>          FERR is 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.
   *> \endverbatim
   *>
   *> \param[out] BERR
   *> \verbatim
   *>          BERR is 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).
   *> \endverbatim
   *>
   *> \param[out] WORK
   *> \verbatim
   *>          WORK is DOUBLE PRECISION array, dimension (3*N)
   *> \endverbatim
   *>
   *> \param[out] IWORK
   *> \verbatim
   *>          IWORK is INTEGER array, dimension (N)
   *> \endverbatim
   *>
   *> \param[out] INFO
   *> \verbatim
   *>          INFO is INTEGER
   *>          = 0:  successful exit
   *>          < 0:  if INFO = -i, the i-th argument had an illegal value
   *> \endverbatim
   *
   *> \par Internal Parameters:
   *  =========================
   *>
   *> \verbatim
   *>  ITMAX is the maximum number of steps of iterative refinement.
   *> \endverbatim
   *
   *  Authors:
   *  ========
   *
   *> \author Univ. of Tennessee 
   *> \author Univ. of California Berkeley 
   *> \author Univ. of Colorado Denver 
   *> \author NAG Ltd. 
   *
   *> \date November 2011
   *
   *> \ingroup doubleOTHERcomputational
   *
   *  =====================================================================
       SUBROUTINE DPPRFS( UPLO, N, NRHS, AP, AFP, B, LDB, X, LDX, FERR,        SUBROUTINE DPPRFS( UPLO, N, NRHS, AP, AFP, B, LDB, X, LDX, FERR,
      $                   BERR, WORK, IWORK, INFO )       $                   BERR, WORK, IWORK, INFO )
 *  *
 *  -- LAPACK routine (version 3.2) --  *  -- LAPACK computational routine (version 3.4.0) --
 *  -- LAPACK is a software package provided by Univ. of Tennessee,    --  *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
 *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--  *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
 *     November 2006  *     November 2011
 *  
 *     Modified to call DLACN2 in place of DLACON, 5 Feb 03, SJH.  
 *  *
 *     .. Scalar Arguments ..  *     .. Scalar Arguments ..
       CHARACTER          UPLO        CHARACTER          UPLO
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      $                   FERR( * ), WORK( * ), X( LDX, * )       $                   FERR( * ), WORK( * ), X( LDX, * )
 *     ..  *     ..
 *  *
 *  Purpose  
 *  =======  
 *  
 *  DPPRFS improves the computed solution to a system of linear  
 *  equations when the coefficient matrix is symmetric positive definite  
 *  and packed, and provides error bounds and backward error estimates  
 *  for the solution.  
 *  
 *  Arguments  
 *  =========  
 *  
 *  UPLO    (input) CHARACTER*1  
 *          = 'U':  Upper triangle of A is stored;  
 *          = 'L':  Lower triangle of A is stored.  
 *  
 *  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.  
 *  
 *  AP      (input) DOUBLE PRECISION array, dimension (N*(N+1)/2)  
 *          The upper or lower triangle of the symmetric matrix A, packed  
 *          columnwise in a linear array.  The j-th column of A is stored  
 *          in the array AP as follows:  
 *          if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;  
 *          if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.  
 *  
 *  AFP     (input) DOUBLE PRECISION array, dimension (N*(N+1)/2)  
 *          The triangular factor U or L from the Cholesky factorization  
 *          A = U**T*U or A = L*L**T, as computed by DPPTRF/ZPPTRF,  
 *          packed columnwise in a linear array in the same format as A  
 *          (see AP).  
 *  
 *  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 DPPTRS.  
 *          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) 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 illegal value  
 *  
 *  Internal Parameters  
 *  ===================  
 *  
 *  ITMAX is the maximum number of steps of iterative refinement.  
 *  
 *  =====================================================================  *  =====================================================================
 *  *
 *     .. Parameters ..  *     .. Parameters ..

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  Added in v.1.9


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