SUBROUTINE PDPOTF2( UPLO, N, A, IA, JA, DESCA, INFO )
*
* -- ScaLAPACK routine (version 1.7) --
* University of Tennessee, Knoxville, Oak Ridge National Laboratory,
* and University of California, Berkeley.
* May 1, 1997
*
* .. Scalar Arguments ..
CHARACTER UPLO
INTEGER IA, INFO, JA, N
* ..
* .. Array Arguments ..
INTEGER DESCA( * )
DOUBLE PRECISION A( * )
* ..
*
* Purpose
* =======
*
* PDPOTF2 computes the Cholesky factorization of a real symmetric
* positive definite distributed matrix sub( A )=A(IA:IA+N-1,JA:JA+N-1).
*
* The factorization has the form
*
* sub( A ) = U' * U , if UPLO = 'U', or
*
* sub( A ) = L * L', if UPLO = 'L',
*
* where U is an upper triangular matrix and L is lower triangular.
*
* 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
*
* This routine requires N <= NB_A-MOD(JA-1, NB_A) and square block
* decomposition ( MB_A = NB_A ).
*
* Arguments
* =========
*
* UPLO (global input) CHARACTER
* = 'U': Upper triangle of sub( A ) is stored;
* = 'L': Lower triangle of sub( A ) is stored.
*
* N (global input) INTEGER
* The number of rows and columns to be operated on, i.e. the
* order of the distributed submatrix sub( A ). N >= 0.
*
* A (local input/local output) 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
* N-by-N symmetric distributed matrix sub( A ) to be factored.
* 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. On exit, if UPLO = 'U', the upper triangular
* part of the distributed matrix contains the Cholesky factor
* U, if UPLO = 'L', the lower triangular part of the distribu-
* ted matrix contains the Cholesky factor L.
*
* 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.
*
* INFO (local 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.
* > 0: If INFO = K, the leading minor of order K,
* A(IA:IA+K-1,JA:JA+K-1) is not positive definite, and
* the factorization could not be completed.
*
* =====================================================================
*
* .. Parameters ..
INTEGER BLOCK_CYCLIC_2D, CSRC_, CTXT_, DLEN_, DTYPE_,
$ LLD_, MB_, M_, NB_, N_, RSRC_
PARAMETER ( BLOCK_CYCLIC_2D = 1, DLEN_ = 9, DTYPE_ = 1,
$ CTXT_ = 2, M_ = 3, N_ = 4, MB_ = 5, NB_ = 6,
$ RSRC_ = 7, CSRC_ = 8, LLD_ = 9 )
DOUBLE PRECISION ONE, ZERO
PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
* ..
* .. Local Scalars ..
LOGICAL UPPER
CHARACTER COLBTOP, ROWBTOP
INTEGER IACOL, IAROW, ICOFF, ICTXT, ICURR, IDIAG, IIA,
$ IOFFA, IROFF, J, JJA, LDA, MYCOL, MYROW,
$ NPCOL, NPROW
DOUBLE PRECISION AJJ
* ..
* .. External Subroutines ..
EXTERNAL BLACS_ABORT, BLACS_GRIDINFO, CHK1MAT, DGEMV,
$ DSCAL, IGEBR2D, IGEBS2D, INFOG2L, PB_TOPGET,
$ PXERBLA
* ..
* .. Intrinsic Functions ..
INTRINSIC MOD, SQRT
* ..
* .. External Functions ..
LOGICAL LSAME
DOUBLE PRECISION DDOT
EXTERNAL LSAME, DDOT
* ..
* .. Executable Statements ..
*
* Get grid parameters
*
ICTXT = DESCA( CTXT_ )
CALL BLACS_GRIDINFO( ICTXT, NPROW, NPCOL, MYROW, MYCOL )
*
* Test the input parameters.
*
INFO = 0
IF( NPROW.EQ.-1 ) THEN
INFO = -(600+CTXT_)
ELSE
CALL CHK1MAT( N, 2, N, 2, IA, JA, DESCA, 6, INFO )
IF( INFO.EQ.0 ) THEN
UPPER = LSAME( UPLO, 'U' )
IROFF = MOD( IA-1, DESCA( MB_ ) )
ICOFF = MOD( JA-1, DESCA( NB_ ) )
IF ( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
INFO = -1
ELSE IF( N+ICOFF.GT.DESCA( NB_ ) ) THEN
INFO = -2
ELSE IF( IROFF.NE.0 ) THEN
INFO = -4
ELSE IF( ICOFF.NE.0 ) THEN
INFO = -5
ELSE IF( DESCA( MB_ ).NE.DESCA( NB_ ) ) THEN
INFO = -(600+NB_)
END IF
END IF
END IF
*
IF( INFO.NE.0 ) THEN
CALL PXERBLA( ICTXT, 'PDPOTF2', -INFO )
CALL BLACS_ABORT( ICTXT, 1 )
RETURN
END IF
*
* Quick return if possible
*
IF( N.EQ.0 )
$ RETURN
*
* Compute local information
*
CALL INFOG2L( IA, JA, DESCA, NPROW, NPCOL, MYROW, MYCOL, IIA, JJA,
$ IAROW, IACOL )
CALL PB_TOPGET( ICTXT, 'Broadcast', 'Rowwise', ROWBTOP )
CALL PB_TOPGET( ICTXT, 'Broadcast', 'Columnwise', COLBTOP )
*
IF ( UPPER ) THEN
*
* Process (IAROW, IACOL) owns block to be factorized
*
IF( MYROW.EQ.IAROW ) THEN
IF( MYCOL.EQ.IACOL ) THEN
*
* Compute the Cholesky factorization A = U'*U.
*
LDA = DESCA( LLD_ )
IDIAG = IIA + ( JJA - 1 ) * LDA
IOFFA = IDIAG
*
DO 10 J = JA, JA+N-1
*
* Compute U(J,J) and test for non-positive-definiteness.
*
AJJ = A( IDIAG ) -
$ DDOT( J-JA, A( IOFFA ), 1, A( IOFFA ), 1 )
IF( AJJ.LE.ZERO ) THEN
A( IDIAG ) = AJJ
INFO = J - JA + 1
GO TO 20
END IF
AJJ = SQRT( AJJ )
A( IDIAG ) = AJJ
*
* Compute elements J+1:JA+N-1 of row J.
*
IF( J.LT.JA+N-1 ) THEN
ICURR = IDIAG + LDA
CALL DGEMV( 'Transpose', J-JA, JA+N-J-1, -ONE,
$ A( IOFFA+LDA ), LDA, A( IOFFA ), 1,
$ ONE, A( ICURR ), LDA )
CALL DSCAL( N-J+JA-1, ONE / AJJ, A( ICURR ), LDA )
END IF
IDIAG = IDIAG + LDA + 1
IOFFA = IOFFA + LDA
10 CONTINUE
*
20 CONTINUE
*
* Broadcast INFO to all processes in my IAROW.
*
CALL IGEBS2D( ICTXT, 'Rowwise', ROWBTOP, 1, 1, INFO, 1 )
*
ELSE
*
CALL IGEBR2D( ICTXT, 'Rowwise', ROWBTOP, 1, 1, INFO, 1,
$ MYROW, IACOL )
END IF
*
* IAROW bcasts along columns so that everyone has INFO
*
CALL IGEBS2D( ICTXT, 'Columnwise', COLBTOP, 1, 1, INFO, 1 )
*
ELSE
*
CALL IGEBR2D( ICTXT, 'Columnwise', COLBTOP, 1, 1, INFO, 1,
$ IAROW, MYCOL )
*
END IF
*
ELSE
*
* Process (IAROW, IACOL) owns block to be factorized
*
IF( MYCOL.EQ.IACOL ) THEN
IF( MYROW.EQ.IAROW ) THEN
*
* Compute the Cholesky factorization A = L*L'.
*
LDA = DESCA( LLD_ )
IDIAG = IIA + ( JJA - 1 ) * LDA
IOFFA = IDIAG
*
DO 30 J = JA, JA+N-1
*
* Compute L(J,J) and test for non-positive-definiteness.
*
AJJ = A( IDIAG ) -
$ DDOT( J-JA, A( IOFFA ), LDA, A( IOFFA ), LDA )
IF ( AJJ.LE.ZERO ) THEN
A( IDIAG ) = AJJ
INFO = J - JA + 1
GO TO 40
END IF
AJJ = SQRT( AJJ )
A( IDIAG ) = AJJ
*
* Compute elements J+1:JA+N-1 of column J.
*
IF( J.LT.JA+N-1 ) THEN
ICURR = IDIAG + 1
CALL DGEMV( 'No transpose', JA+N-J-1, J-JA, -ONE,
$ A( IOFFA+1 ), LDA, A( IOFFA ), LDA,
$ ONE, A( ICURR ), 1 )
CALL DSCAL( JA+N-J-1, ONE / AJJ, A( ICURR ), 1 )
END IF
IDIAG = IDIAG + LDA + 1
IOFFA = IOFFA + 1
30 CONTINUE
*
40 CONTINUE
*
* Broadcast INFO to everyone in IACOL
*
CALL IGEBS2D( ICTXT, 'Columnwise', COLBTOP, 1, 1, INFO,
$ 1 )
*
ELSE
*
CALL IGEBR2D( ICTXT, 'Columnwise', COLBTOP, 1, 1, INFO,
$ 1, IAROW, MYCOL )
*
END IF
*
* IACOL bcasts INFO along rows so that everyone has it
*
CALL IGEBS2D( ICTXT, 'Rowwise', ROWBTOP, 1, 1, INFO, 1 )
*
ELSE
*
CALL IGEBR2D( ICTXT, 'Rowwise', ROWBTOP, 1, 1, INFO, 1,
$ MYROW, IACOL )
*
END IF
*
END IF
*
RETURN
*
* End of PDPOTF2
*
END