PDPOCON - 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 PDPOTRF

SUBROUTINE PDPOCON(

UPLO, N, A, IA, JA, DESCA, ANORM, RCOND, WORK, LWORK, IWORK, LIWORK, INFO )

CHARACTER UPLO

INTEGER IA, INFO, JA, LIWORK, LWORK, N

DOUBLE PRECISION ANORM, RCOND

INTEGER DESCA( * ), IWORK( * )

DOUBLE PRECISION A( * ), WORK( * )

PDPOCON 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 PDPOTRF.

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) DOUBLE PRECISION 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 PDPOTRF.

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) DOUBLE PRECISION

The 1-norm (or infinity-norm) of the symmetric distributed matrix A(IA:IA+N-1,JA:JA+N-1).

RCOND (global output) DOUBLE PRECISION

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) 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 >= 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.