STRRFS - provide error bounds and backward error estimates for the solution to a system of linear equations with a triangular coefficient matrix

SUBROUTINE STRRFS(

UPLO, TRANS, DIAG, N, NRHS, A, LDA, B, LDB, X, LDX, FERR, BERR, WORK, IWORK, INFO )

CHARACTER DIAG, TRANS, UPLO

INTEGER INFO, LDA, LDB, LDX, N, NRHS

INTEGER IWORK( * )

REAL A( LDA, * ), B( LDB, * ), BERR( * ), FERR( * ), WORK( * ), X( LDX, * )

STRRFS 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.

UPLO (input) CHARACTER*1

= 'U': A is upper triangular;

= 'L': A is lower triangular.

TRANS (input) 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 (input) CHARACTER*1

= 'N': A is non-unit triangular;

= 'U': A is unit triangular.

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.

A (input) 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 (input) INTEGER

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

B (input) REAL array, dimension (LDB,NRHS)

The right hand side matrix B.

LDB (input) INTEGER

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

X (input) REAL array, dimension (LDX,NRHS)

The solution matrix X.

LDX (input) INTEGER

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

FERR (output) 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 (output) 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 (workspace) REAL 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