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zpprfs


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

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

          CHARACTER      UPLO

          INTEGER        INFO, LDB, LDX, N, NRHS

          DOUBLE         PRECISION BERR( * ), FERR( * ), RWORK( *
                         )

          COMPLEX*16     AFP( * ), AP( * ), B( LDB, * ), WORK( *
                         ), X( LDX, * )

 PURPOSE
      ZPPRFS improves the computed solution to a system of linear
      equations when the coefficient matrix is Hermitian 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) COMPLEX*16 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*16 array, dimension (N*(N+1)/2)
              The triangular factor U or L from the Cholesky fac-
              torization A = U**H*U or A = L*L**H, packed column-
              wise in a linear array in the same format as A (see
              AP).

      B       (input) COMPLEX*16 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*16 array, dimension (LDX,NRHS)
              On entry, the solution matrix X, as computed by
              ZPPTRS.  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 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) DOUBLE PRECISION 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*16 array, dimension (2*N)

      RWORK   (workspace) DOUBLE PRECISION 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.