NAME
PSGGQRF - compute a generalized QR factorization of an N-by-M matrix
sub( A ) = A(IA:IA+N-1,JA:JA+M-1) and an N-by-P matrix sub( B ) =
B(IB:IB+N-1,JB:JB+P-1)
SYNOPSIS
SUBROUTINE PSGGQRF( N, M, P, A, IA, JA, DESCA, TAUA, B, IB, JB, DESCB,
TAUB, WORK, LWORK, INFO )
INTEGER IA, IB, INFO, JA, JB, LWORK, M, N, P
INTEGER DESCA( * ), DESCB( * )
REAL A( * ), B( * ), TAUA( * ), TAUB( * ), WORK( * )
PURPOSE
PSGGQRF computes a generalized QR factorization of an N-by-M matrix
sub( A ) = A(IA:IA+N-1,JA:JA+M-1) and an N-by-P matrix sub( B ) =
B(IB:IB+N-1,JB:JB+P-1):
sub( A ) = Q*R, sub( B ) = Q*T*Z,
where Q is an N-by-N orthogonal matrix, Z is a P-by-P orthogonal
matrix, and R and T assume one of the forms:
if N >= M, R = ( R11 ) M , or if N < M, R = ( R11 R12 ) N,
( 0 ) N-M N M-N
M
where R11 is upper triangular, and
if N <= P, T = ( 0 T12 ) N, or if N > P, T = ( T11 ) N-P,
P-N N ( T21 ) P
P
where T12 or T21 is upper triangular.
In particular, if sub( B ) is square and nonsingular, the GQR
factorization of sub( A ) and sub( B ) implicitly gives the QR
factorization of inv( sub( B ) )* sub( A ):
inv( sub( B ) )*sub( A )= Z’*(inv(T)*R)
where inv( sub( B ) ) denotes the inverse of the matrix sub( B ), and
Z’ denotes the transpose of matrix Z.
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
ARGUMENTS
N (global input) INTEGER
The number of rows to be operated on i.e the number of rows of
the distributed submatrices sub( A ) and sub( B ). N >= 0.
M (global input) INTEGER
The number of columns to be operated on i.e the number of
columns of the distributed submatrix sub( A ). M >= 0.
P (global input) INTEGER
The number of columns to be operated on i.e the number of
columns of the distributed submatrix sub( B ). P >= 0.
A (local input/local output) REAL pointer into the
local memory to an array of dimension (LLD_A, LOCc(JA+M-1)).
On entry, the local pieces of the N-by-M distributed matrix
sub( A ) which is to be factored. On exit, the elements on and
above the diagonal of sub( A ) contain the min(N,M) by M upper
trapezoidal matrix R (R is upper triangular if N >= M); the
elements below the diagonal, with the array TAUA, represent the
orthogonal matrix Q as a product of min(N,M) elementary
reflectors (see Further Details). 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.
TAUA (local output) REAL, array, dimension
LOCc(JA+MIN(N,M)-1). This array contains the scalar factors
TAUA of the elementary reflectors which represent the
orthogonal matrix Q. TAUA is tied to the distributed matrix A.
(see Further Details). B (local input/local output) REAL
pointer into the local memory to an array of dimension (LLD_B,
LOCc(JB+P-1)). On entry, the local pieces of the N-by-P
distributed matrix sub( B ) which is to be factored. On exit,
if N <= P, the upper triangle of B(IB:IB+N-1,JB+P-N:JB+P-1)
contains the N by N upper triangular matrix T; if N > P, the
elements on and above the (N-P)-th subdiagonal contain the N by
P upper trapezoidal matrix T; the remaining elements, with the
array TAUB, represent the orthogonal matrix Z as a product of
elementary reflectors (see Further Details). 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.
TAUB (local output) REAL, array, dimension LOCr(IB+N-1)
This array contains the scalar factors of the elementary
reflectors which represent the orthogonal unitary matrix Z.
TAUB is tied to the distributed matrix B (see Further Details).
WORK (local workspace/local output) REAL 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 >= MAX( NB_A * ( NpA0 + MqA0 + NB_A ), MAX(
(NB_A*(NB_A-1))/2, (PqB0 + NpB0)*NB_A ) + NB_A * NB_A, MB_B * (
NpB0 + PqB0 + MB_B ) ), where
IROFFA = MOD( IA-1, MB_A ), ICOFFA = MOD( JA-1, NB_A ), IAROW
= INDXG2P( IA, MB_A, MYROW, RSRC_A, NPROW ), IACOL = INDXG2P(
JA, NB_A, MYCOL, CSRC_A, NPCOL ), NpA0 = NUMROC( N+IROFFA,
MB_A, MYROW, IAROW, NPROW ), MqA0 = NUMROC( M+ICOFFA, NB_A,
MYCOL, IACOL, NPCOL ),
IROFFB = MOD( IB-1, MB_B ), ICOFFB = MOD( JB-1, NB_B ), IBROW
= INDXG2P( IB, MB_B, MYROW, RSRC_B, NPROW ), IBCOL = INDXG2P(
JB, NB_B, MYCOL, CSRC_B, NPCOL ), NpB0 = NUMROC( N+IROFFB,
MB_B, MYROW, IBROW, NPROW ), PqB0 = NUMROC( P+ICOFFB, NB_B,
MYCOL, IBCOL, NPCOL ),
and NUMROC, INDXG2P are ScaLAPACK tool functions; MYROW, MYCOL,
NPROW and NPCOL can be determined by calling the subroutine
BLACS_GRIDINFO.
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.
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.
FURTHER DETAILS
The matrix Q is represented as a product of elementary reflectors
Q = H(ja) H(ja+1) . . . H(ja+k-1), where k = min(n,m).
Each H(i) has the form
H(i) = I - taua * v * v’
where taua is a real scalar, and v is a real vector with
v(1:i-1) = 0 and v(i) = 1; v(i+1:n) is stored on exit in
A(ia+i:ia+n-1,ja+i-1), and taua in TAUA(ja+i-1).
To form Q explicitly, use ScaLAPACK subroutine PSORGQR.
To use Q to update another matrix, use ScaLAPACK subroutine PSORMQR.
The matrix Z is represented as a product of elementary reflectors
Z = H(ib) H(ib+1) . . . H(ib+k-1), where k = min(n,p).
Each H(i) has the form
H(i) = I - taub * v * v’
where taub is a real scalar, and v is a real vector with
v(p-k+i+1:p) = 0 and v(p-k+i) = 1; v(1:p-k+i-1) is stored on exit in
B(ib+n-k+i-1,jb:jb+p-k+i-2), and taub in TAUB(ib+n-k+i-1). To form Z
explicitly, use ScaLAPACK subroutine PSORGRQ.
To use Z to update another matrix, use ScaLAPACK subroutine PSORMRQ.
Alignment requirements
======================
The distributed submatrices sub( A ) and sub( B ) must verify some
alignment properties, namely the following expression should be true:
( MB_A.EQ.MB_B .AND. IROFFA.EQ.IROFFB .AND. IAROW.EQ.IBROW )