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PDPOTF2 - compute the Cholesky factorization of a real symmetric positive definite distributed matrix sub( A )=A(IA:IA+N-1,JA:JA+N-1)

SUBROUTINE PDPOTF2( UPLO, N, A, IA, JA, DESCA, INFO ) CHARACTER UPLO INTEGER IA, INFO, JA, N INTEGER DESCA( * ) DOUBLE PRECISION A( * )

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 ).

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.