Developer Reference for Intel® oneAPI Math Kernel Library for Fortran

ID 766686
Date 12/16/2022
Public

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?pprfs

Refines the solution of a system of linear equations with a symmetric (Hermitian) positive-definite coefficient matrix stored in a packed format and estimates its error.

Syntax

call spprfs( uplo, n, nrhs, ap, afp, b, ldb, x, ldx, ferr, berr, work, iwork, info )

call dpprfs( uplo, n, nrhs, ap, afp, b, ldb, x, ldx, ferr, berr, work, iwork, info )

call cpprfs( uplo, n, nrhs, ap, afp, b, ldb, x, ldx, ferr, berr, work, rwork, info )

call zpprfs( uplo, n, nrhs, ap, afp, b, ldb, x, ldx, ferr, berr, work, rwork, info )

call pprfs( ap, afp, b, x [,uplo] [,ferr] [,berr] [,info] )

Include Files
  • mkl.fi, lapack.f90
Description

The routine performs an iterative refinement of the solution to a system of linear equations A*X = B with a symmetric (Hermitian) positive definite matrix A, with multiple right-hand sides. For each computed solution vector x, the routine computes the component-wise backward errorβ. This error is the smallest relative perturbation in elements of A and b such that x is the exact solution of the perturbed system:

|δaij| β|aij|, |δbi| β|bi| such that (A + δA)x = (b + δb).

Finally, the routine estimates the component-wise forward error in the computed solution

||x - xe||/||x||

where xe is the exact solution.

Before calling this routine:

  • call the factorization routine ?pptrf

  • call the solver routine ?pptrs.

Input Parameters

uplo

CHARACTER*1. Must be 'U' or 'L'.

Indicates how the input matrix A has been factored:

If uplo = 'U', the upper triangle of A is stored.

If uplo = 'L', the lower triangle of A is stored.

n

INTEGER. The order of the matrix A; n 0.

nrhs

INTEGER. The number of right-hand sides; nrhs 0.

ap, afp, b, x, work

REAL for spprfs

DOUBLE PRECISION for dpprfs

COMPLEX for cpprfs

DOUBLE COMPLEX for zpprfs.

Arrays:

ap(*) contains the original matrix A in a packed format, as supplied to ?pptrf.

afp(*) contains the factored matrix A in a packed format, as returned by ?pptrf.

b(ldb,*) contains the right-hand side matrix B.

x(ldx,*) contains the solution matrix X.

work(*) is a workspace array.

The dimension of arrays ap and afp must be at least max(1,n(n+1)/2); the second dimension of b and x must be at least max(1, nrhs); the dimension of work must be at least max(1, 3*n) for real flavors and max(1, 2*n) for complex flavors.

ldb

INTEGER. The leading dimension of b; ldb max(1, n).

ldx

INTEGER. The leading dimension of x; ldx max(1, n).

iwork

INTEGER. Workspace array, size at least max(1, n).

rwork

REAL for cpprfs

DOUBLE PRECISION for zpprfs.

Workspace array, size at least max(1, n).

Output Parameters

x

The refined solution matrix X.

ferr, berr

REAL for single precision flavors.

DOUBLE PRECISION for double precision flavors.

Arrays, size at least max(1, nrhs). Contain the component-wise forward and backward errors, respectively, for each solution vector.

info

INTEGER. If info=0, the execution is successful.

If info = -i, the i-th parameter had an illegal value.

LAPACK 95 Interface Notes

Routines in Fortran 95 interface have fewer arguments in the calling sequence than their FORTRAN 77 counterparts. For general conventions applied to skip redundant or reconstructible arguments, see LAPACK 95 Interface Conventions.

Specific details for the routine pprfs interface are as follows:

ap

Holds the array A of size (n*(n+1)/2).

afp

Holds the array AF of size (n*(n+1)/2).

b

Holds the matrix B of size (n, nrhs).

x

Holds the matrix X of size (n, nrhs).

ferr

Holds the vector of length (nrhs).

berr

Holds the vector of length (nrhs).

uplo

Must be 'U' or 'L'. The default value is 'U'.

Application Notes

The bounds returned in ferr are not rigorous, but in practice they almost always overestimate the actual error.

For each right-hand side, computation of the backward error involves a minimum of 4n2 floating-point operations (for real flavors) or 16n2 operations (for complex flavors). In addition, each step of iterative refinement involves 6n2 operations (for real flavors) or 24n2 operations (for complex flavors); the number of iterations may range from 1 to 5.

Estimating the forward error involves solving a number of systems of linear equations A*x = b; the number of systems is usually 4 or 5 and never more than 11. Each solution requires approximately 2n2 floating-point operations for real flavors or 8n2 for complex flavors.