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dsprfs


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

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

          CHARACTER      UPLO

          INTEGER        INFO, LDB, LDX, N, NRHS

          INTEGER        IPIV( * ), IWORK( * )

          DOUBLE         PRECISION AFP( * ), AP( * ), B( LDB, * ),
                         BERR( * ), FERR( * ), WORK( * ), X( LDX,
                         * )

 PURPOSE
      DSPRFS improves the computed solution to a system of linear
      equations when the coefficient matrix is symmetric 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) 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 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**T or A = L*D*L**T as computed by DSPTRF,

              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 DSPTRF.

      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).

 (LDX,NRHS)
      X       (input/output) DOUBLE PRECISION array, dimension
              On entry, the solution matrix X, as computed by
              DSPTRS.  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) 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

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