Refining the Solution and Estimating Its Error:
LAPACK Computational Routines
This section describes the LAPACK routines for
refining the computed solution of a system of linear equations and estimating
the solution error. You can call these routines after factorizing the matrix of
the system of equations and computing the solution (see
Routines for Matrix
Factorization and
Routines for Solving Systems of Linear
Equations).