PDTRRFS - provide error bounds and backward error estimates for the solution to a system of linear equations with a triangular coefficient matrix

SUBROUTINE PDTRRFS(

UPLO, TRANS, DIAG, N, NRHS, A, IA, JA, DESCA, B, IB, JB, DESCB, X, IX, JX, DESCX, FERR, BERR, WORK, LWORK, IWORK, LIWORK, INFO )

CHARACTER DIAG, TRANS, UPLO

INTEGER INFO, IA, IB, IX, JA, JB, JX, LIWORK, LWORK, N, NRHS

INTEGER DESCA( * ), DESCB( * ), DESCX( * ), IWORK( * )

DOUBLE PRECISION A( * ), B( * ), BERR( * ), FERR( * ), WORK( * ), X( * )

PDTRRFS provides error bounds and backward error estimates for the solution to a system of linear equations with a triangular coefficient matrix.

The solution matrix X must be computed by PDTRTRS or some other means before entering this routine. PDTRRFS does not do iterative refinement because doing so cannot improve the backward error.

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

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).

UPLO (global input) CHARACTER*1

= 'U': sub( A ) is upper triangular;

= 'L': sub( A ) is lower triangular.

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)

DIAG (global input) CHARACTER*1

= 'N': sub( A ) is non-unit triangular;

= 'U': sub( A ) is unit triangular.

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 original triangular distributed matrix sub( A ). If UPLO = 'U', the leading N-by-N upper triangular part of sub( A ) contains the upper triangular part of the matrix, and its strictly lower triangular part is not referenced. If UPLO = 'L', the leading N-by-N lower triangular part of sub( A ) contains the lower triangular part of the distribu- ted matrix, and its strictly upper triangular part is not referenced. If DIAG = 'U', the diagonal elements of sub( A ) are also not referenced and are assumed to be 1.

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.

B (local input) DOUBLE PRECISION pointer into the local memory

to an array of local dimension (LLD_B, LOCc(JB+NRHS-1) ). On entry, this array contains the the local pieces of the 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) 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 the local pieces of the solution vectors sub( X ).

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 bounds for each solution vector of sub( X ). If XTRUE is the true solution, FERR bounds the magnitude of the largest entry in (sub( X ) - XTRUE) divided by the magnitude of the largest entry 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.

Notes =====

This routine temporarily returns when N <= 1.

The distributed submatrices sub( X ) and sub( B ) should be distributed the same way on the same processes. These conditions ensure that sub( X ) and sub( B ) are "perfectly" aligned.

Moreover, this routine requires the distributed submatrices sub( A ), 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( IB, DESCB( MB_ ) ) = f( JB, DESCB( NB_ ) ) = 0, and f( IX, DESCX( MB_ ) ) = f( JX, DESCX( NB_ ) ) = 0.