PDGERFS(3) ScaLAPACK routine of NEC Numeric Library Collection PDGERFS(3)
NAME
PDGERFS - improve the computed solution to a system of linear equations
and provides error bounds and backward error estimates for the solu-
tions
SYNOPSIS
SUBROUTINE PDGERFS( TRANS, N, NRHS, A, IA, JA, DESCA, AF, IAF, JAF,
DESCAF, IPIV, B, IB, JB, DESCB, X, IX, JX, DESCX,
FERR, BERR, WORK, LWORK, IWORK, LIWORK, INFO )
CHARACTER TRANS
INTEGER IA, IAF, IB, IX, INFO, JA, JAF, JB, JX, LIWORK,
LWORK, N, NRHS
INTEGER DESCA( * ), DESCAF( * ), DESCB( * ), DESCX( *
),IPIV( * ), IWORK( * )
DOUBLE PRECISION A( * ), AF( * ), B( * ), BERR( * ), FERR(
* ), WORK( * ), X( * )
PURPOSE
PDGERFS improves the computed solution to a system of linear equations
and provides error bounds and backward error estimates for the solu-
tions.
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
In the following comments, sub( A ), sub( X ) and sub( B ) denote
respectively A(IA:IA+N-1,JA:JA+N-1), X(IX:IX+N-1,JX:JX+NRHS-1) and
B(IB:IB+N-1,JB:JB+NRHS-1).
ARGUMENTS
TRANS (global input) CHARACTER*1
Specifies the form of the system of equations. = 'N': sub( A )
* sub( X ) = sub( B ) (No transpose)
= 'T': sub( A )**T * sub( X ) = sub( B ) (Transpose)
= 'C': sub( A )**T * sub( X ) = sub( B ) (Conjugate transpose =
Transpose)
N (global input) INTEGER
The order of the matrix sub( A ). N >= 0.
NRHS (global input) INTEGER
The number of right hand sides, i.e., the number of columns of
the matrices sub( B ) and sub( X ). NRHS >= 0.
A (local input) DOUBLE PRECISION pointer into the local
memory to an array of local dimension (LLD_A,LOCc(JA+N-1)).
This array contains the local pieces of the distributed matrix
sub( A ).
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.
AF (local input) DOUBLE PRECISION pointer into the local
memory to an array of local dimension (LLD_AF,LOCc(JA+N-1)).
This array contains the local pieces of the distributed factors
of the matrix sub( A ) = P * L * U as computed by PDGETRF.
IAF (global input) INTEGER
The row index in the global array AF indicating the first row
of sub( AF ).
JAF (global input) INTEGER
The column index in the global array AF indicating the first
column of sub( AF ).
DESCAF (global and local input) INTEGER array of dimension DLEN_.
The array descriptor for the distributed matrix AF.
IPIV (local input) INTEGER array of dimension LOCr(M_AF)+MB_AF.
This array contains the pivoting information as computed by
PDGETRF. IPIV(i) -> The global row local row i was swapped
with. This array is tied to the distributed matrix A.
B (local input) DOUBLE PRECISION pointer into the local
memory to an array of local dimension (LLD_B,LOCc(JB+NRHS-1)).
This array contains the local pieces of the distributed matrix
of right hand sides sub( B ).
IB (global input) INTEGER
The row index in the global array B indicating the first row of
sub( B ).
JB (global input) INTEGER
The column index in the global array B indicating the first
column of sub( B ).
DESCB (global and local input) INTEGER array of dimension DLEN_.
The array descriptor for the distributed matrix B.
X (local input and output) DOUBLE PRECISION pointer into the
local memory to an array of local dimension
(LLD_X,LOCc(JX+NRHS-1)). On entry, this array contains the
local pieces of the distributed matrix solution sub( X ). On
exit, the improved solution vectors.
IX (global input) INTEGER
The row index in the global array X indicating the first row of
sub( X ).
JX (global input) INTEGER
The column index in the global array X indicating the first
column of sub( X ).
DESCX (global and local input) INTEGER array of dimension DLEN_.
The array descriptor for the distributed matrix X.
FERR (local output) DOUBLE PRECISION array of local dimension
LOCc(JB+NRHS-1). The estimated forward error bound for each
solution vector of sub( X ). If XTRUE is the true solution
corresponding to sub( X ), FERR is an estimated upper bound for
the magnitude of the largest element in (sub( X ) - XTRUE)
divided by the magnitude of the largest element in sub( X ).
The estimate is as reliable as the estimate for RCOND, and is
almost always a slight overestimate of the true error. This
array is tied to the distributed matrix X.
BERR (local output) DOUBLE PRECISION array of local dimension
LOCc(JB+NRHS-1). The componentwise relative backward error of
each solution vector (i.e., the smallest re- lative change in
any entry of sub( A ) or sub( B ) that makes sub( X ) an exact
solution). This array is tied to the distributed matrix X.
WORK (local workspace/local output) DOUBLE PRECISION 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 >= 3*LOCr( N + MOD(IA-1,MB_A) )
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(IB-1,MB_B) ).
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.
PARAMETERS
ITMAX is the maximum number of steps of iterative refinement.
Notes
=====
This routine temporarily returns when N <= 1.
The distributed submatrices op( A ) and op( AF ) (respectively sub( X )
and sub( B ) ) should be distributed the same way on the same pro-
cesses. These conditions ensure that sub( A ) and sub( AF ) (resp. sub(
X ) and sub( B ) ) are "perfectly" aligned.
Moreover, this routine requires the distributed submatrices sub( A ),
sub( AF ), sub( X ), and sub( B ) to be aligned on a block boundary,
i.e., if f(x,y) = MOD( x-1, y ): f( IA, DESCA( MB_ ) ) = f( JA, DESCA(
NB_ ) ) = 0, f( IAF, DESCAF( MB_ ) ) = f( JAF, DESCAF( NB_ ) ) = 0, f(
IB, DESCB( MB_ ) ) = f( JB, DESCB( NB_ ) ) = 0, and f( IX, DESCX( MB_ )
) = f( JX, DESCX( NB_ ) ) = 0.
ScaLAPACK routine 31 October 2017 PDGERFS(3)