PSPOCON(3) ScaLAPACK routine of NEC Numeric Library Collection PSPOCON(3)
NAME
PSPOCON - estimate the reciprocal of the condition number (in the
1-norm) of a real symmetric positive definite distributed matrix using
the Cholesky factorization A = U**T*U or A = L*L**T computed by PSPOTRF
SYNOPSIS
SUBROUTINE PSPOCON( UPLO, N, A, IA, JA, DESCA, ANORM, RCOND, WORK,
LWORK, IWORK, LIWORK, INFO )
CHARACTER UPLO
INTEGER IA, INFO, JA, LIWORK, LWORK, N
REAL ANORM, RCOND
INTEGER DESCA( * ), IWORK( * )
REAL A( * ), WORK( * )
PURPOSE
PSPOCON estimates the reciprocal of the condition number (in the
1-norm) of a real symmetric positive definite distributed matrix using
the Cholesky factorization A = U**T*U or A = L*L**T computed by
PSPOTRF. An estimate is obtained for
norm(inv(A(IA:IA+N-1,JA:JA+N-1))), and the reciprocal of the condition
number is computed as
RCOND = 1 / ( norm( A(IA:IA+N-1,JA:JA+N-1) ) *
norm( inv(A(IA:IA+N-1,JA:JA+N-1)) ) ).
Notes
=====
Each global data object is described by an associated description vec-
tor. This vector stores the information required to establish the map-
ping between an object element and its corresponding process and memory
location.
Let A be a generic term for any 2D block cyclicly distributed array.
Such a global array has an associated description vector DESCA. In the
following comments, the character _ should be read as "of the global
array".
NOTATION STORED IN EXPLANATION
--------------- -------------- --------------------------------------
DTYPE_A(global) DESCA( DTYPE_ )The descriptor type. In this case,
DTYPE_A = 1.
CTXT_A (global) DESCA( CTXT_ ) The BLACS context handle, indicating
the BLACS process grid A is distribu-
ted over. The context itself is glo-
bal, but the handle (the integer
value) may vary.
M_A (global) DESCA( M_ ) The number of rows in the global
array A.
N_A (global) DESCA( N_ ) The number of columns in the global
array A.
MB_A (global) DESCA( MB_ ) The blocking factor used to distribute
the rows of the array.
NB_A (global) DESCA( NB_ ) The blocking factor used to distribute
the columns of the array.
RSRC_A (global) DESCA( RSRC_ ) The process row over which the first
row of the array A is distributed.
CSRC_A (global) DESCA( CSRC_ ) The process column over which the
first column of the array A is
distributed.
LLD_A (local) DESCA( LLD_ ) The leading dimension of the local
array. LLD_A >= MAX(1,LOCr(M_A)).
Let K be the number of rows or columns of a distributed matrix, and
assume that its process grid has dimension p x q.
LOCr( K ) denotes the number of elements of K that a process would
receive if K were distributed over the p processes of its process col-
umn.
Similarly, LOCc( K ) denotes the number of elements of K that a process
would receive if K were distributed over the q processes of its process
row.
The values of LOCr() and LOCc() may be determined via a call to the
ScaLAPACK tool function, NUMROC:
LOCr( M ) = NUMROC( M, MB_A, MYROW, RSRC_A, NPROW ),
LOCc( N ) = NUMROC( N, NB_A, MYCOL, CSRC_A, NPCOL ). An upper
bound for these quantities may be computed by:
LOCr( M ) <= ceil( ceil(M/MB_A)/NPROW )*MB_A
LOCc( N ) <= ceil( ceil(N/NB_A)/NPCOL )*NB_A
ARGUMENTS
UPLO (global input) CHARACTER
Specifies whether the factor stored in A(IA:IA+N-1,JA:JA+N-1)
is upper or lower triangular.
= 'U': Upper triangular
= 'L': Lower triangular
N (global input) INTEGER
The order of the distributed matrix A(IA:IA+N-1,JA:JA+N-1). N
>= 0.
A (local input) REAL pointer into the local memory to
an array of dimension ( LLD_A, LOCc(JA+N-1) ). On entry, this
array contains the local pieces of the factors L or U from the
Cholesky factorization A(IA:IA+N-1,JA:JA+N-1) = U'*U or L*L',
as computed by PSPOTRF.
IA (global input) INTEGER
The row index in the global array A indicating the first row of
sub( A ).
JA (global input) INTEGER
The column index in the global array A indicating the first
column of sub( A ).
DESCA (global and local input) INTEGER array of dimension DLEN_.
The array descriptor for the distributed matrix A.
ANORM (global input) REAL
The 1-norm (or infinity-norm) of the symmetric distributed
matrix A(IA:IA+N-1,JA:JA+N-1).
RCOND (global output) REAL
The reciprocal of the condition number of the distributed
matrix A(IA:IA+N-1,JA:JA+N-1), computed as
RCOND = 1 / ( norm( A(IA:IA+N-1,JA:JA+N-1) ) *
norm( inv(A(IA:IA+N-1,JA:JA+N-1)) ) ).
WORK (local workspace/local output) REAL array,
dimension (LWORK) On exit, WORK(1) returns the minimal and
optimal LWORK.
LWORK (local or global input) INTEGER
The dimension of the array WORK. LWORK is local input and must
be at least LWORK >= 2*LOCr(N+MOD(IA-1,MB_A)) +
2*LOCc(N+MOD(JA-1,NB_A))+ MAX( 2,
MAX(NB_A*CEIL(NPROW-1,NPCOL),LOCc(N+MOD(JA-1,NB_A)) +
NB_A*CEIL(NPCOL-1,NPROW)) ).
If LWORK = -1, then LWORK is global input and a workspace query
is assumed; the routine only calculates the minimum and optimal
size for all work arrays. Each of these values is returned in
the first entry of the corresponding work array, and no error
message is issued by PXERBLA.
IWORK (local workspace/local output) INTEGER array,
dimension (LIWORK) On exit, IWORK(1) returns the minimal and
optimal LIWORK.
LIWORK (local or global input) INTEGER
The dimension of the array IWORK. LIWORK is local input and
must be at least LIWORK >= LOCr(N+MOD(IA-1,MB_A)).
If LIWORK = -1, then LIWORK is global input and a workspace
query is assumed; the routine only calculates the minimum and
optimal size for all work arrays. Each of these values is
returned in the first entry of the corresponding work array,
and no error message is issued by PXERBLA.
INFO (global output) INTEGER
= 0: successful exit
< 0: If the i-th argument is an array and the j-entry had an
illegal value, then INFO = -(i*100+j), if the i-th argument is
a scalar and had an illegal value, then INFO = -i.
ScaLAPACK routine 31 October 2017 PSPOCON(3)