?syrfs

Refines the solution of a system of linear equations with a symmetric matrix and estimates its error.

Syntax

FORTRAN 77:

call ssyrfs( uplo, n, nrhs, a, lda, af, ldaf, ipiv, b, ldb, x, ldx, ferr, berr, work, iwork, info )

call dsyrfs( uplo, n, nrhs, a, lda, af, ldaf, ipiv, b, ldb, x, ldx, ferr, berr, work, iwork, info )

call csyrfs( uplo, n, nrhs, a, lda, af, ldaf, ipiv, b, ldb, x, ldx, ferr, berr, work, rwork, info )

call zsyrfs( uplo, n, nrhs, a, lda, af, ldaf, ipiv, b, ldb, x, ldx, ferr, berr, work, rwork, info )

FORTRAN 95:

call syrfs( a, af, ipiv, b, x [,uplo] [,ferr] [,berr] [,info] )

lapack_int LAPACKE_ssyrfs( int matrix_order, char uplo, lapack_int n, lapack_int nrhs, const float* a, lapack_int lda, const float* af, lapack_int ldaf, const lapack_int* ipiv, const float* b, lapack_int ldb, float* x, lapack_int ldx, float* ferr, float* berr );

lapack_int LAPACKE_dsyrfs( int matrix_order, char uplo, lapack_int n, lapack_int nrhs, const double* a, lapack_int lda, const double* af, lapack_int ldaf, const lapack_int* ipiv, const double* b, lapack_int ldb, double* x, lapack_int ldx, double* ferr, double* berr );

lapack_int LAPACKE_csyrfs( int matrix_order, char uplo, lapack_int n, lapack_int nrhs, const lapack_complex_float* a, lapack_int lda, const lapack_complex_float* af, lapack_int ldaf, const lapack_int* ipiv, const lapack_complex_float* b, lapack_int ldb, lapack_complex_float* x, lapack_int ldx, float* ferr, float* berr );

lapack_int LAPACKE_zsyrfs( int matrix_order, char uplo, lapack_int n, lapack_int nrhs, const lapack_complex_double* a, lapack_int lda, const lapack_complex_double* af, lapack_int ldaf, const lapack_int* ipiv, const lapack_complex_double* b, lapack_int ldb, lapack_complex_double* x, lapack_int ldx, double* ferr, double* berr );

Include Files

Fortran: mkl_lapack.fi and mkl_lapack.h
Fortran 95: lapack.f90
C: mkl_lapacke.h

Description

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

|δa_ij| ≤ β|a_ij|, |δb_i| ≤ β|b_i| such that (A + δA)x = (b + δb).

Finally, the routine estimates the component-wise forward error in the computed solution ||x - x_e||_∞/||x||_∞ (here x_e is the exact solution).

Before calling this routine:

call the factorization routine ?sytrf
call the solver routine ?sytrs.

Input Parameters

The data types are given for the Fortran interface. A <datatype> placeholder, if present, is used for the C interface data types in the C interface section above. See C Interface Conventions for the C interface principal conventions and type definitions.

uplo	CHARACTER*1. Must be 'U' or 'L'. 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.
a,af,b,x,work	REAL for ssyrfs DOUBLE PRECISION for dsyrfs COMPLEX for csyrfs DOUBLE COMPLEX for zsyrfs. Arrays: `a(lda,)` contains the original matrix `A`, as supplied to ?sytrf. `af(ldaf,)` contains the factored matrix `A`, as returned by ?sytrf. `b(ldb,)` contains the right-hand side matrix `B`. `x(ldx,)` contains the solution matrix `X`. `work()` is a workspace array. The second dimension of `a` and `af` must be at least `max(1, n)`; the second dimension of `b` and `x` must be at least `max(1, nrhs)`; the dimension of `work` must be at least `max(1, 3n)` for real flavors and `max(1, 2*n)` for complex flavors.
lda	INTEGER. The leading dimension of `a`; `lda ≥ max(1, n)`.
ldaf	INTEGER. The leading dimension of `af`; `ldaf ≥ max(1, n)`.
ldb	INTEGER. The leading dimension of `b`; `ldb ≥ max(1, n)`.
ldx	INTEGER. The leading dimension of `x`; `ldx ≥ max(1, n)`.
ipiv	INTEGER. Array, DIMENSION at least `max(1, n)`. The `ipiv` array, as returned by ?sytrf.
iwork	INTEGER. Workspace array, DIMENSION at least `max(1, n)`.
rwork	REAL for csyrfs DOUBLE PRECISION for zsyrfs. Workspace array, DIMENSION at least `max(1, n)`.

Output Parameters

The refined solution matrix X.

ferr, berr

REAL for single precision flavors

DOUBLE PRECISION for double precision flavors.

Arrays, DIMENSION 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.

Fortran 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 Fortran 95 Interface Conventions.

Specific details for the routine syrfs interface are as follows:

a	Holds the matrix `A` of size (`n,n`).
af	Holds the matrix `AF` of size (`n,n`).
ipiv	Holds the vector of length `n`.
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 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.