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
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( * )
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 vector. This vector stores the information required to establish the mapping 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 column.
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
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.