TRRFS - 5.2 English - 68552

TRRFS provides error bounds and backward error estimates for the

solution to a system of linear equations.

Purpose:

  TRRFS provides error bounds and backward error estimates for the
  solution to a system of linear equations with a triangular
  coefficient matrix.

  The solution matrix X must be computed by STRTRS or some other
  means before entering this routine.  STRRFS does not do iterative
  refinement because doing so cannot improve the backward error.

Parameters:

• UPLO – [in]

  UPLO is CHARACTER*1

  = ‘U’: A is upper triangular;

  = ‘L’: A is lower triangular.

• TRANS – [in]

  TRANS is 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 = Transpose)

• DIAG – [in]

  DIAG is CHARACTER*1

  = ‘N’: A is non-unit triangular;

  = ‘U’: A is unit triangular.

• N – [in]

  N is INTEGER

  The order of the matrix A. N >= 0.

• NRHS – [in]

  NRHS is INTEGER

  The number of right hand sides, i.e., the number of columns of the matrices B and X. NRHS >= 0.

• A – [in]

  A is REAL array, dimension (LDA,N)

  The triangular matrix A. If UPLO = ‘U’, the leading N-by-N upper triangular part of the array A contains the upper triangular matrix, and the strictly lower triangular part of A is not referenced. If UPLO = ‘L’, the leading N-by-N lower triangular part of the array A contains the lower triangular matrix, and the strictly upper triangular part of A is not referenced. If DIAG = ‘U’, the diagonal elements of A are also not referenced and are assumed to be 1.

• LDA – [in]

  LDA is INTEGER

  The leading dimension of the array A. LDA >= fla_max(1,N).

• B – [in]

  B is REAL array, dimension (LDB,NRHS)

  The right hand side matrix B.

• LDB – [in]

  LDB is INTEGER

  The leading dimension of the array B. LDB >= fla_max(1,N).

• X – [in]

  X is REAL array, dimension (LDX,NRHS)

  The solution matrix X.

• LDX – [in]

  LDX is INTEGER

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

• FERR – [out]

  FERR is REAL 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 – [out]

  BERR is REAL 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 – [out] WORK is REAL array, dimension (3*N)

• IWORK – [out] IWORK is INTEGER array, dimension (N)

• INFO – [out]

  INFO is INTEGER

  = 0: successful exit

  < 0: if INFO = -i, the i-th argument had an illegal value