LINRG

Routine LINRG computes the inverse of a real general matrix. The underlying code is based on either LINPACK , LAPACK, or ScaLAPACK code depending upon which supporting libraries are used during linking. For a detailed explanation see “Using ScaLAPACK, LAPACK, LINPACK, and EISPACK” in the Introduction section of this manual. LINRG first uses the routine LFCRG to compute an LU factorization of the coefficient matrix and to estimate the condition number of the matrix. Routine LFCRG computes U and the information needed to compute L-1. LINRT is then used to compute U-1. Finally, A-1 is computed using A-1 = U-1L-1.

The routine LINRG fails if U, the upper triangular part of the factorization, has a zero diagonal element or if the iterative refinement algorithm fails to converge. This error occurs only if A is singular or very close to a singular matrix.

If the estimated condition number is greater than 1/ɛ (where ɛ is machine precision), a warning error is issued. This indicates that very small changes in A can cause very large changes in A-1.

Comments

1. Workspace may be explicitly provided, if desired, by use of L2NRG/DL2NRG. The reference is:

CALL L2NRG (N, A, LDA, AINV, LDAINV, WK, IWK)

The additional arguments are as follows:

WK — Work vector of length N + N(N − 1)/2.

IWK — Integer work vector of length N.

2. Informational errors

Type	Code	Description
3	1	The input matrix is too ill-conditioned. The inverse might not be accurate.
4	2	The input matrix is singular.

ScaLAPACK Usage Notes

The arguments which differ from the standard version of this routine are:

A0 — MXLDA by MXCOL local matrix containing the local portions of the distributed matrix A. A contains the matrix to be inverted. (Input)

AINV0 — MXLDA by MXCOL local matrix containing the local portions of the distributed matrix AINV. AINV contains the inverse of the matrix A. (Output)
If A is not needed, A and AINV can share the same storage locations.

All other arguments are global and are the same as described for the standard version of the routine. In the argument descriptions above, MXLDA and MXCOL can be obtained through a call to SCALAPACK_GETDIM (see Utilities) after a call to SCALAPACK_SETUP (see Utilities) has been made. See the ScaLAPACK Example below.

Examples

Example

The inverse is computed for a real general 3 × 3 matrix.

USE LINRG_INT

USE WRRRN_INT

! Declare variables

PARAMETER (LDA=3, LDAINV=3)

INTEGER I, J, NOUT

REAL A(LDA,LDA), AINV(LDAINV,LDAINV)

! Set values for A

! A = ( 1.0 3.0 3.0)

! ( 1.0 3.0 4.0)

! ( 1.0 4.0 3.0)

DATA A/1.0, 1.0, 1.0, 3.0, 3.0, 4.0, 3.0, 4.0, 3.0/

CALL LINRG (A, AINV)

! Print results

CALL WRRRN (’AINV’, AINV)

END

Output

AINV

1 2 3

1 7.000 -3.000 -3.000

2 -1.000 0.000 1.000

3 -1.000 1.000 0.000

ScaLAPACK Example

The inverse of the same 3 × 3 matrix is computed as a distributed example. SCALAPACK_MAP and SCALAPACK_UNMAP are IMSL utility routines (see Chapter 11, “Utilities”) used to map and unmap arrays to and from the processor grid. They are used here for brevity. DESCINIT is a ScaLAPACK tools routine which initializes the descriptors for the local arrays.

USE MPI_SETUP_INT

USE LINRG_INT

USE WRRRN_INT

USE SCALAPACK_SUPPORT

IMPLICIT NONE

INCLUDE ‘mpif.h’

! Declare variables

INTEGER LDA, LDAINV, N, DESCA(9)

INTEGER INFO, MXCOL, MXLDA

REAL, ALLOCATABLE :: A(:,:), AINV(:,:)

REAL, ALLOCATABLE :: A0(:,:), AINV0(:,:)

PARAMETER (LDA=3, LDAINV=3, N=3)

! Set up for MPI

MP_NPROCS = MP_SETUP()

IF(MP_RANK .EQ. 0) THEN

ALLOCATE (A(LDA,N), AINV(LDAINV,N))

! Set values for A

A(1,:) = (/ 1.0, 3.0, 3.0/)

A(2,:) = (/ 1.0, 3.0, 4.0/)

A(3,:) = (/ 1.0, 4.0, 3.0/)

ENDIF

! Set up a 1D processor grid and define

! its context ID, MP_ICTXT

CALL SCALAPACK_SETUP(N, N, .TRUE., .TRUE.)

! Get the array descriptor entities MXLDA,

! and MXCOL

CALL SCALAPACK_GETDIM(N, N, MP_MB, MP_NB, MXLDA, MXCOL)

! Set up the array descriptors

CALL DESCINIT(DESCA, N, N, MP_MB, MP_NB, 0, 0, MP_ICTXT, MXLDA, INFO)

! Allocate space for the local arrays

ALLOCATE(A0(MXLDA,MXCOL), AINV0(MXLDA,MXCOL))

! Map input arrays to the processor grid

CALL SCALAPACK_MAP(A, DESCA, A0)

! Get the inverse

CALL LINRG (A0, AINV0)

! Unmap the results from the distributed

! arrays back to a non-distributed array.

! After the unmap, only Rank=0 has the full

! array.

CALL SCALAPACK_UNMAP(AINV0, DESCA, AINV)

! Print results

! Only Rank=0 has the solution, AINV.

IF(MP_RANK.EQ.0) CALL WRRRN (’AINV’, AINV)

IF (MP_RANK .EQ. 0) DEALLOCATE(A, AINV)

DEALLOCATE(A0, AINV0)

! Exit ScaLAPACK usage

CALL SCALAPACK_EXIT(MP_ICTXT)

! Shut down MPI

MP_NPROCS = MP_SETUP(‘FINAL’)

END