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chprfs


 NAME
      CHPRFS - improve the computed solution to a system of linear
      equations when the coefficient matrix is Hermitian indefin-
      ite and packed, and provides error bounds and backward error
      estimates for the solution

 SYNOPSIS
      SUBROUTINE CHPRFS( UPLO, N, NRHS, AP, AFP, IPIV, B, LDB, X,
                         LDX, FERR, BERR, WORK, RWORK, INFO )

          CHARACTER      UPLO

          INTEGER        INFO, LDB, LDX, N, NRHS

          INTEGER        IPIV( * )

          REAL           BERR( * ), FERR( * ), RWORK( * )

          COMPLEX        AFP( * ), AP( * ), B( LDB, * ), WORK( *
                         ), X( LDX, * )

 PURPOSE
      CHPRFS improves the computed solution to a system of linear
      equations when the coefficient matrix is Hermitian indefin-
      ite 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) COMPLEX array, dimension (N*(N+1)/2)
              The upper or lower triangle of the Hermitian 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) COMPLEX array, dimension (N*(N+1)/2)
              The factored form of the matrix A.  AFP contains the
              block diagonal matrix D and the multipliers used to
              obtain the factor U or L from the factorization A =

              U*D*U**H or A = L*D*L**H as computed by CHPTRF,
              stored as a packed triangular matrix.

      IPIV    (input) INTEGER array, dimension (N)
              Details of the interchanges and the block structure
              of D as determined by CHPTRF.

      B       (input) COMPLEX 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) COMPLEX array, dimension (LDX,NRHS)
              On entry, the solution matrix X, as computed by
              CHPTRS.  On exit, the improved solution matrix X.

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

      FERR    (output) REAL array, dimension (NRHS)
              The estimated forward error bounds for each solution
              vector X(j) (the j-th column of the solution matrix
              X).  If XTRUE is the true solution, FERR(j) bounds
              the magnitude of the largest entry in (X(j) - XTRUE)
              divided by the magnitude of the largest entry in
              X(j).  The quality of the error bound depends on the
              quality of the estimate of norm(inv(A)) computed in
              the code; if the estimate of norm(inv(A)) is accu-
              rate, the error bound is guaranteed.

      BERR    (output) REAL array, dimension (NRHS)
              The componentwise relative backward error of each
              solution vector X(j) (i.e., the smallest relative
              change in any entry of A or B that makes X(j) an
              exact solution).

      WORK    (workspace) COMPLEX array, dimension (2*N)

      RWORK   (workspace) REAL array, dimension (N)

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

 PARAMETERS
      ITMAX is the maximum number of steps of iterative refine-
      ment.