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PDPOEQU - compute row and column scalings intended to equilibrate a distributed symmetric positive definite matrix sub( A ) = A(IA:IA+N-1,JA:JA+N-1) and reduce its condition number (with respect to the two-norm)

SUBROUTINE PDPOEQU( N, A, IA, JA, DESCA, SR, SC, SCOND, AMAX, INFO ) INTEGER IA, INFO, JA, N DOUBLE PRECISION AMAX, SCOND INTEGER DESCA( * ) DOUBLE PRECISION A( * ), SC( * ), SR( * )

PDPOEQU computes row and column scalings intended to equilibrate a distributed symmetric positive definite matrix sub( A ) = A(IA:IA+N-1,JA:JA+N-1) and reduce its condition number (with respect to the two-norm). SR and SC contain the scale factors, S(i) = 1/sqrt(A(i,i)), chosen so that the scaled distri- buted matrix B with elements B(i,j) = S(i)*A(i,j)*S(j) has ones on the diagonal. This choice of SR and SC puts the condition number of B within a factor N of the smallest possible condition number over all possible diagonal scalings. The scaling factor are stored along process rows in SR and along process columns in SC. The duplication of information simplifies greatly the application of the factors. 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

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) DOUBLE PRECISION pointer into the local memory to an array of local dimension ( LLD_A, LOCc(JA+N-1) ), the N-by-N symmetric positive definite distributed matrix sub( A ) whose scaling factors are to be computed. Only the diagonal elements of sub( A ) are referenced. 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. SR (local output) DOUBLE PRECISION array, dimension LOCr(M_A) If INFO = 0, SR(IA:IA+N-1) contains the row scale factors for sub( A ). SR is aligned with the distributed matrix A, and replicated across every process column. SR is tied to the distributed matrix A. SC (local output) DOUBLE PRECISION array, dimension LOCc(N_A) If INFO = 0, SC(JA:JA+N-1) contains the column scale factors for A(IA:IA+M-1,JA:JA+N-1). SC is aligned with the distribu- ted matrix A, and replicated down every process row. SC is tied to the distributed matrix A. SCOND (global output) DOUBLE PRECISION If INFO = 0, SCOND contains the ratio of the smallest SR(i) (or SC(j)) to the largest SR(i) (or SC(j)), with IA <= i <= IA+N-1 and JA <= j <= JA+N-1. If SCOND >= 0.1 and AMAX is neither too large nor too small, it is not worth scaling by SR (or SC). AMAX (global output) DOUBLE PRECISION Absolute value of largest matrix element. If AMAX is very close to overflow or very close to underflow, the matrix should be scaled. 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. > 0: If INFO = K, the K-th diagonal entry of sub( A ) is nonpositive.