Visible to Intel only — GUID: GUID-6A483F45-1124-437D-A259-0C6C616CA930
Visible to Intel only — GUID: GUID-6A483F45-1124-437D-A259-0C6C616CA930
?trrfs
Estimates the error in the solution of a system of linear equations with a triangular coefficient matrix.
Syntax
call strrfs( uplo, trans, diag, n, nrhs, a, lda, b, ldb, x, ldx, ferr, berr, work, iwork, info )
call dtrrfs( uplo, trans, diag, n, nrhs, a, lda, b, ldb, x, ldx, ferr, berr, work, iwork, info )
call ctrrfs( uplo, trans, diag, n, nrhs, a, lda, b, ldb, x, ldx, ferr, berr, work, rwork, info )
call ztrrfs( uplo, trans, diag, n, nrhs, a, lda, b, ldb, x, ldx, ferr, berr, work, rwork, info )
call trrfs( a, b, x [,uplo] [,trans] [,diag] [,ferr] [,berr] [,info] )
Include Files
- mkl.fi, lapack.f90
Description
The routine estimates the errors in the solution to a system of linear equations A*X = B or AT*X = B or AH*X = B with a triangular 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).
The routine also estimates the component-wise forward error in the computed solution ||x - xe||∞/||x||∞ (here xe is the exact solution).
Before calling this routine, call the solver routine ?trtrs.
Input Parameters
uplo |
CHARACTER*1. Must be 'U' or 'L'. Indicates whether A is upper or lower triangular: If uplo = 'U', then A is upper triangular. If uplo = 'L', then A is lower triangular. |
trans |
CHARACTER*1. Must be 'N' or 'T' or 'C'. Indicates the form of the equations: If trans = 'N', the system has the form A*X = B. If trans = 'T', the system has the form AT*X = B. If trans = 'C', the system has the form AH*X = B. |
diag |
CHARACTER*1. Must be 'N' or 'U'. If diag = 'N', then A is not a unit triangular matrix. If diag = 'U', then A is unit triangular: diagonal elements of A are assumed to be 1 and not referenced in the array a. |
n |
INTEGER. The order of the matrix A; n≥ 0. |
nrhs |
INTEGER. The number of right-hand sides; nrhs≥ 0. |
a, b, x, work |
REAL for strrfs DOUBLE PRECISION for dtrrfs COMPLEX for ctrrfs DOUBLE COMPLEX for ztrrfs. Arrays: a(size lda by *) contains the upper or lower triangular matrix A, as specified by uplo. b(size ldb by *) contains the right-hand side matrix B. x(size ldx by *) contains the solution matrix X. work(*) is a workspace array. The second dimension of a 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(1,3*n) for real flavors and max(1,2*n) for complex flavors. |
lda |
INTEGER. The leading dimension of a; lda≥ 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). |
iwork |
INTEGER. Workspace array, size at least max(1, n). |
rwork |
REAL for ctrrfs DOUBLE PRECISION for ztrrfs. Workspace array, size at least max(1, n). |
Output Parameters
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 trrfs interface are as follows:
a |
Holds the matrix A of size (n,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'. |
trans |
Must be 'N', 'C', or 'T'. The default value is 'N'. |
diag |
Must be 'N' or 'U'. The default value is 'N'. |
Application Notes
The bounds returned in ferr are not rigorous, but in practice they almost always overestimate the actual error.
A call to this routine involves, for each right-hand side, 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 n2 floating-point operations for real flavors or 4n2 for complex flavors.