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004 2081 002 Scientific Libraries Reference Manual Version 3.3 July 1999
004 2081 002 Scientific Libraries Reference Manual Version 3.3 July 1999
Manual, Volume 1
004–2081–002
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New Features
Version Description
004–2081–002 i
Scientific Libraries Reference Manual, Volume 1
arrays (BLAS_S). See the New Features page for more details about additional
functionality added at this release.
ii 004–2081–002
About This Guide
Documentation Organization
The printed versions of the Scientific Library man pages appear in 2 volumes
and are grouped according to topics. See the INTRO_LIBSCI(3S) man page for
details about the contents of each volume.
Each topic section also has an introductory man page which explains the
contents of the section and provides other information about the usage of those
routines. The following introductory man pages are available:
INTRO_BLACS(3S)
INTRO_BLAS1(3S)
INTRO_BLAS2(3S)
INTRO_BLAS3(3S)
INTRO_CORE(3S)
INTRO_FFT(3S)
INTRO_LAPACK(3S)
INTRO_MACH(3S)
INTRO_SCALAPACK(3S)
INTRO_SPARSE(3S)
004–2081–002 iii
Scientific Libraries Reference Manual, Volume 1
INTRO_SPEC(3S)
INTRO_SUPERSEDED(3S)
Related Publications
The following manuals document the CrayLibs products. All man pages in
these manuals can also be viewed online by using the man command.
• Intrinsic Procedures Reference Manual
• Application Programmer’s Library Reference Manual
• Scientific Libraries Ready Reference
• Application Programmer’s Library Ready Reference
The following manuals describe the products in the Programming Environment.
These publications describe the operating system, input/output (I/O), and
other related topics.
• Segment Loader (SEGLDR) and ld Reference Manual
• UNICOS User Commands Reference Manual
• UNICOS User Commands Ready Reference
• Guide to Parallel Vector Applications
• Application Programmer’s I/O Guide
In addition to these documents, several documents are available that describe
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manuals are:
• CF90 Ready Reference
• CF90 Commands and Directives Reference Manual
• Fortran Language Reference Manual, Volume 1
• Fortran Language Reference Manual, Volume 2
• Fortran Language Reference Manual, Volume 3
• Cray C/C++ Reference Manual
iv 004–2081–002
About This Guide
The following manuals document the compilers that are available on IRIX
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• MIPSPro 7 Fortran 90 Commands and Directives Reference Manual
• MIPSpro Assembly Language Programmer’s Guide
• MIPSpro Fortran 77 Language Reference Manual
• MIPSpro Fortran 77 Programmer’s Guide
• MIPSpro 64-Bit Porting and Transition Guide
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Conventions
The following conventions are used throughout this document:
004–2081–002 v
Scientific Libraries Reference Manual, Volume 1
Convention Meaning
command This fixed-space font denotes literal items such as
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The default shell in the UNICOS and UNICOS/mk operating systems, referred
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• X/Open Portability Guide, Issue 4 (XPG4)
The UNICOS and UNICOS/mk operating systems also support the optional use
of the C shell.
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About This Guide
004–2081–002 vii
Scientific Libraries Reference Manual, Volume 1
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viii 004–2081–002
CONTENTS
NAME
INTRO_LIBSCI – Introduction to Scientific Library routines
IMPLEMENTATION
See individual man pages for implementation details
DESCRIPTION
The printed versions of the Scientific Library routines appear in 3 volumes and are grouped according to
topics. Not all man pages are available on all hardware types; see the individual man pages for details about
supported hardware types.
Volume 1 contains the following topic sections:
• Solvers for dense linear systems and eigensystems (see INTRO_LAPACK(3S) introductory man page)
• Vector-vector linear algebra subprograms (see INTRO_BLAS1(3S) introductory man page)
• Matrix-vector linear algebra subprograms (see INTRO_BLAS2(3S) introductory man page)
• Matrix-matrix linear algebra subprograms (see INTRO_BLAS3(3S) introductory man page)
• Signal processing routines (see INTRO_FFT(3S) introductory man page)
Volume 2 contains the following topic sections:
• Solvers for dense linear systems and eigensystems (see INTRO_LAPACK(3S) introductory man page)
• Scalable LAPACK subprograms for UNICOS/mk systems (see INTRO_SCALAPACK(3S) introductory
man page)
• Solvers for sparse linear systems (not available on UNICOS/mk systems) (see INTRO_SPARSE(3S)
introductory man page)
• Solvers for special linear systems (not available on UNICOS/mk systems) (see INTRO_SPEC(3S)
introductory man page)
• Basic Linear Algebra Communication Subprograms (BLACS) routines (see INTRO_BLACS(3S)
introductory man page)
• Out-of-core routines (not available on UNICOS/mk systems) (see INTRO_CORE(3S) introductory man
page)
• Machine constant functions (see INTRO_MACH(3S) introductory man page)
• Superseded routines (not available on UNICOS/mk systems): (see INTRO_SUPERSEDED(3S)
introductory man page)
NOTES
Default kinds
When using the CF90 compiler or MIPSpro 7 Fortran 90 compiler on UNICOS, UNICOS/mk, or IRIX, all
arguments must be of default kind unless documented otherwise. On UNICOS and UNICOS/mk, default
kind is KIND=8 for integer, real, complex, and logical arguments; on IRIX, the default kind is KIND=4.
Multitasking
Many of the Scientific Library routines are multitasked. This means that a program that calls a multitasked
Scientific Library routine will run in parallel mode and take advantage of multiple processors whenever
possible, even if the program has not specifically requested multitasking. If a significant percentage of time
is spent in the Scientific Library routine, this feature can significantly reduce wall-clock time.
The NCPUS environment variable determines the maximum number of (logical) central processors that a
multitasked Scientific Library routine uses. If you do not define this variable, the default value is the
number of central processors on the system. To change the number of CPUs used, you can set the value of
NCPUS before your program is executed. If you do not want your program to run in multitasked mode, set
the value of NCPUS equal to 1.
To set the number of logical CPUs used by multitasked Scientific Library routines equal to n, use one of the
following commands.
Under the POSIX shell (sh) or Korn shell (ksh):
NCPUS= n
export NCP US
The routines are grouped by the section of the manual in which they appear, according to the list given
previously in the DESCRIPTION section of this man page. In many cases, a real variable (single-precision)
routine is paired with its complex variable equivalent.
LAPACK routines are not listed. Most LAPACK routines do not perform multiprocessing, but almost all
LAPACK routines call Level 2 BLAS and Level 3 BLAS that do multiprocessing.
The following are the multitasked Level 2 BLAS routines:
• SGBMV, CGBMV
• SGEMV, CGEMV
• SGER
• CGERC
• CGERU
• CHBMV
• SSBMV
• STRSV, CTRSV
• CHEMV
• CHER
• CHER2
• SSPR
• SSPR12
• SSYMV, CSYMV
• SSYR, CSYR
• SSYR2
• STBMV, CTBMV
• STBSV, CTBSV
• STRMV, CTRMV
The following are the multitasked Level 3 BLAS routines:
• SCOPY2, CCOPY2
• SGEMMS, CGEMMS
• SGEMM, CGEMM
• CHEMM
• CHER2K
• CHERK
• SSYMM, CSYMM
• SSYR2K, CSYR2K
• SSYRK, CSYRK
• STRMM, CTRMM
• STRSM, CTRSM
The following are the multitasked LINPACK routines:
• SCHDD, CCHDD
• SCHEX, CCHEX
• SCHUD, CCHUD
• SGBFA, CGBFA
• SGEDI
• SGEFA
• SPODI, CPODI
• SSVDC, CSVDC
• STRDI, CTRDI
The following are the multitasked Out-of-core routines:
• SCOPY2RV, CCOPY2RV
• SCOPY2VR, CCOPY2VR
• VSGEMM, VCGEMM
• VSGETRF, VCGETRF
• VSGETRS, VCGETRS
• VSPOTRF, VSPOTRS
• VSTRSM, VCTRSM
The following are the multitasked EISPACK routines:
• BAKVEC
• BALBAK
• BANDR
• CBABK2
• COMBAK
• COMLR2
• COMQR2
• CORTB
• CORTH
• FIGI2
• HQR2
• HTRIB3
• HTRIDI
• IMTQLV
• MINFIT
• QZIT
• REBAKB
• REDUC
• REDUC2
• SVD
• TRED2
The following are the multitasked Sparse routines:
• SITRSOL
• SSGETRF
• SSGETRS
• SSPOTRF
• SSPOTRS
• SSTSTRF
• SSTSTRS
The following are the multitasked Signal processing routines:
• CCNVL
• CCNVLF
• CCFFT
• CCFFTM
• CCFFT2D
• CCFFT3D
SEE ALSO
INTRO_BLACS(3S), INTRO_BLAS1(3S), INTRO_BLAS2(3S), INTRO_BLAS3(3S), INTRO_FFT(3S),
INTRO_LAPACK(3S), INTRO_MACH(3S), INTRO_SCALAPACK(3S)
The following man pages are not available on UNICOS/mk systems:
INTRO_CORE(3S), INTRO_SPARSE(3S), INTRO_SPEC(3S), INTRO_SUPERSEDED(3S)
NAME
INTRO_LAPACK – Introduction to LAPACK solvers for dense linear systems
IMPLEMENTATION
See individual man pages for implementation details
DESCRIPTION
The preferred solvers for dense linear systems are those parts of the LAPACK package included in the
current version of the Scientific Library. The LAPACK routines in the Scientific Library supersede the older
LINPACK routines (see LINPACK(3S) for more information).
LAPACK Routines
LAPACK is a public domain library of subroutines for solving dense linear algebra problems, including the
following:
• Systems of linear equations
• Linear least squares problems
• Eigenvalue problems
• Singular value decomposition (SVD) problems
For details about which routines are supported, see LAPACK Routines Contained in the Scientific Library,
which follows.
The LAPACK package is designed to be the successor to the older LINPACK and EISPACK packages. It
uses today’s high-performance computers more efficiently than the older packages. It also extends the
functionality of these packages by including equilibration, iterative refinement, error bounds, and driver
routines for linear systems, routines for computing and reordering the Schur factorization, and condition
estimation routines for eigenvalue problems.
Performance issues are addressed by implementing the most computationally-intensive algorithms by using
the Level 2 and 3 Basic Linear Algebra Subprograms (BLAS). Because most of the BLAS were optimized
in single- and multiple-processor environments for UNICOS and UNICOS/mk systems, these algorithms give
near optimal performance.
The original Fortran programs are described in the LAPACK User’s Guide by E. Anderson, Z. Bai,
C. Bischof, J. Demmel, J. Dongarra, J. Du Croz, A. Greenbaum, S. Hammarling, A. McKenney,
S. Ostrouchov, and D. Sorensen, published by the Society for Industrial and Applied Mathematics (SIAM),
Philadelphia, 1992. You can order the LAPACK User’s Guide, publication TPD– 0003.
LAPACK Routines Contained in the Scientific Library
Most of the single-precision (64-bit) real and complex routines from LAPACK 2.0 are supported in the
Scientific Library. This includes driver routines and computational routines for solving linear systems, least
squares problems, and eigenvalue and singular value problems. Selected auxiliary routines for generating
and manipulating elementary orthogonal transformations are also supported.
The Scientific Library does not include the LAPACK driver routines for certain generalized eigenvalue and
singular value computations and the divide-and-conquer routines for computing eigenvalues, which were new
for LAPACK 2.0. This may be added in a future release. Also, most of the auxiliary routines used only
internally by LAPACK have been renamed to avoid conflicts with user-defined subroutine names.
The LAPACK routines in the Scientific Library are described online in man pages. For example, to see a
description of the arguments to the expert driver routine for solving a general system of equations, enter the
following command:
% man sgesvx
The user interface to all LAPACK routines is exactly the same as the standard LAPACK interface, except
for the CPTSV(3L) and CPTSVX(3L) driver routines. An optional character argument was added to CPTSV
and CPTSVX to afford upward compatibility with the storage format in LINPACK’s CPTSL. However,
because the argument is optional the LAPACK calling sequence also is accepted.
Several enhancements were made to the public-domain LAPACK software to improve performance for
UNICOS and UNICOS/mk systems. In particular, the solve routines were redesigned to give better
performance for one or a small number of right-hand sides, and to make better use of parallelism when the
number of right-hand sides is large.
Tuning parameters for the block algorithms provided in the Scientific Library are set within the LAPACK
routine ILAENV(3L). ILAENV(3L) is an integer function subprogram that accepts information about the
problem type and dimensions, and it returns one integer parameter, such as the optimal block size, the
minimum block size for which a block algorithm should be used, or the crossover point (the problem size at
which it becomes more efficient to switch to an unblocked algorithm). The setting of tuning parameters
occurs without user intervention, but users may call ILAENV(3L) directly to discover the values that will be
used (for example, to determine how much workspace to provide).
Naming Scheme
The name of each LAPACK routine is a coded specification of its function (within the limits of standard
FORTRAN 77 six-character names).
All driver and computational routines have five- or six-character names of the form XYYZZ or XYYZZZ.
The first letter in each name, X, indicates the data type, as follows:
S REAL (single precision)
C COMPLEX
The next two letters, YY, indicate the type of matrix (or the most-significant matrix). Most of these
two-letter codes apply to both real and complex matrices, but a few apply specifically to only one or the
other. The matrix types are as follows:
BD BiDiagonal
GB General Band
GE GEneral (nonsymmetric)
GG General matrices, Generalized problem
GT General Tridiagonal
HB Hermitian Band (complex only)
HE HErmitian (possibly indefinite) (complex only)
HG Hessenberg matrix, Generalized problem
HP Hermitian Packed (possibly indefinite) (complex only)
HS upper HeSsenberg
OP Orthogonal Packed (real only)
OR ORthogonal (real only)
PB Positive definite Band (symmetric or Hermitian)
PO POsitive definite (symmetric or Hermitian)
PP Positive definite Packed (symmetric or Hermitian)
PT Positive definite Tridiagonal (symmetric or Hermitian)
SB Symmetric Band (real only)
SP Symmetric Packed (possibly indefinite)
ST Symmetric Tridiagonal
SY SYmmetric (possibly indefinite)
TB Triangular Band
TG Triangular matrices, Generalized problem
TP Triangular Packed
TR TRiangular
TZ TrapeZoidal
UN UNitary (complex only)
UP Unitary Packed (complex only)
Some LAPACK auxiliary routines also have man pages on UNICOS and UNICOS/mk systems. These
routines use the special YY designation:
LA LAPACK Auxiliary routine
For example, ILAENV(3) is the auxiliary routine that determines the block size for a particular algorithm and
problem size.
The last two or three letters, ZZ or ZZZ, indicate the computation performed. For example, SGETRF
performs a TRiangular Factorization of a Single-precision (real) GEneral matrix; CGETRF performs the
factorization of a Complex GEneral matrix.
Name Purpose
Name Purpose
Name Purpose
Name Purpose
SSYSVX Solves a real or complex symmetric indefinite system of linear equations AX = B and
CSYSVX provides an estimate of the condition number and error bounds on the solution.
Computational Routines
These computational routines are listed in alphabetical order, with real matrix routines and complex matrix
routines grouped together as appropriate.
Name Purpose
CHECON Estimates the reciprocal of the condition number of a complex Hermitian indefinite matrix,
using the factorization computed by CHETRF.
CHERFS Improves the computed solution to a complex Hermitian indefinite system of linear
equations AX = B and provides error bounds for the solution.
CHETRF Computes the factorization of a complex Hermitian indefinite matrix, using the diagonal
pivoting method.
CHETRI Computes the inverse of a complex Hermitian indefinite matrix, using the factorization
computed by CHETRF.
CHETRS Solves a complex Hermitian indefinite system of linear equations AX = B, using the
factorization computed by CHETRF.
CHPCON Estimates the reciprocal of the condition number of a complex Hermitian indefinite matrix
in packed storage, using the factorization computed by CHPTRF.
CHPRFS Improves the computed solution to a complex Hermitian indefinite system of linear
equations AX = B (A is held in packed storage) and provides error bounds for the solution.
CHPTRF Computes the factorization of a complex Hermitian indefinite matrix in packed storage,
using the diagonal pivoting method.
CHPTRI Computes the inverse of a complex Hermitian indefinite matrix in packed storage, using the
factorization computed by CHPTRF.
CHPTRS Solves a complex Hermitian indefinite system of linear equations AX = B (A is held in
packed storage) using the factorization computed by CHPTRF.
ILAENV Determines tuning parameters (such as the block size).
SBDSQR Compute the singular value decomposition of a general matrix reduced to bidiagonal form
CBDSQR
SGBCON Estimates the reciprocal of the condition number of a general band matrix, in either the 1-
CGBCON norm or the infinity-norm, using the LU factorization computed by SGBTRF or CGBTRF.
Name Purpose
SGBEQU Computes row and column scalings to equilibrate a general band matrix and reduce its
CGBEQU condition number. Does not multiprocess or call any multiprocessing routines.
SGBRFS Improves the computed solution to any of the following general banded systems of linear
CGBRFS equations and provides error bounds for the solution.
AX = B
T
A X=B
H
A X=B
SGBTRF Computes an LU factorization of a general band matrix, using partial pivoting with row
CGBTRF interchanges.
SGBTRS Solves any of the following general banded systems of linear equations using the LU
CGBTRS factorization computed by SGBTRF or CGBTRF.
AX = B
T
A X=B
H
A X=B
SGEBAK Back transform the eigenvectors of a matrix transformed by SGEBAL/CGEBAL.
CGEBAK
SGEBAL Balances a general matrix A.
CGEBAL
SGEBRD Reduces a general matrix to upper or lower bidiagonal form by an orthogonal/unitary
CGEBRD transformation.
SGECON Estimates the reciprocal of the condition number of a general matrix, in either the 1-norm or
CGECON the infinity-norm, using the LU factorization computed by SGETRF or CGETRF.
SGEEQU Computes row and column scalings to equilibrate a general rectangular matrix and to reduce
CGEEQU its condition number.
SGEHRD Reduces a general matrix to upper Hessenberg form by an orthogonal/unitary transformation.
CGEHRD
SGELQF Computes an LQ factorization of a general rectangular matrix.
CGELQF
SGEQLF Computes a QL factorization of a general rectangular matrix.
CGEQLF
SGEQPF Computes a QR factorization with column pivoting of a general rectangular matrix.
CGEQPF
Name Purpose
Name Purpose
SGTTRF Computes an LU factorization of a general tridiagonal matrix, using partial pivoting with
CGTTRF row interchanges.
SGTTRS Solves a general tridiagonal system of linear equations using the LU factorization computed
CGTTRS by SGTTRF or CGTTRF. AX = B
T
A X=B
H
A X=B
SHGEQZ Compute the eigenvalues of a matrix pair (A,B) in generalized upper Hessenberg form using
CHGEQZ the QZ method
SHSEIN Compute eigenvectors of a upper Hessenberg matrix by inverse iteration
CHSEIN
SHSEQR Compute eigenvalues, Schur form, and Schur vectors of a upper Hessenberg matrix
CHSEQR
SLAMCH Computes machine-specific constants.
SLARF Applies an elementary reflector.
CLARF
SLARFB Applies a block reflector.
CLARFB
SLARFG Generates an elementary reflector.
CLARFG
SLARFT Forms the triangular factor of a block reflector.
CLARFT
SLARGV Generate a vector of real or complex plane rotations
CLARGV
SLARNV Generates a vector of random numbers.
CLARNV
SLARTG Generates a plane rotation.
CLARTG
SLARTV Apply a vector of real or complex plane rotations to two vectors
CLARTV
SLASR Apply a sequence of real plane rotations to a matrix
CLASR
SOPGTR Generates the orthogonal/unitary matrix Q from SSPTRD/CHPTRD.
CUPGTR
Name Purpose
Name Purpose
SPBRFS Improves the computed solution to a symmetric or Hermitian positive definite banded
CPBRFS system of linear equations AX = B and provides error bounds for the solution.
SPBSTF Compute a split Cholesky factorization of a symmetric or Hermitian positive definite band
CPBSTF matrix.
SPBTRF Computes the Cholesky factorization of a symmetric or Hermitian positive definite band
CPBTRF matrix.
SPBTRS Solves a symmetric or Hermitian positive definite banded system of linear equations AX =
CPBTRS B, using the Cholesky factorization computed by SPBTRF or CPBTRF.
SPOCON Estimates the reciprocal of the condition number of a symmetric or Hermitian positive
CPOCON definite matrix, using the Cholesky factorization computed by SPOTRF or CPOTRF.
SPOEQU Computes row and column scalings to equilibrate a symmetric or Hermitian positive definite
CPOEQU matrix and reduces its condition number.
SPORFS Improves the computed solution to a symmetric or Hermitian positive definite system of
CPORFS linear equations AX = B and provides error bounds for the solution.
SPOTRF Computes the Cholesky factorization of a symmetric or Hermitian positive definite matrix.
CPOTRF
SPOTRI Computes the inverse of a symmetric or Hermitian positive definite matrix, using the
CPOTRI Cholesky factorization computed by SPOTRF or CPOTRF.
SPOTRS Solves a symmetric or Hermitian positive definite system of linear equations AX = B, using
CPOTRS the Cholesky factorization computed by SPOTRF or CPOTRF.
SPPCON Estimates the reciprocal of the condition number of a symmetric or Hermitian positive
CPPCON definite matrix in packed storage, using the Cholesky factorization computed by SPPTRF or
CPPTRF.
SPPEQU Computes row and column scalings to equilibrate a symmetric or Hermitian positive definite
CPPEQU matrix in packed storage and reduces its condition number.
SPPRFS Improves the computed solution to a symmetric or Hermitian positive definite system of
CPPRFS linear equations AX = B (A is held in packed storage) and provides error bounds for the
solution.
SPPTRF Computes the Cholesky factorization of a symmetric or Hermitian positive definite matrix in
CPPTRF packed storage.
SPPTRI Computes the inverse of a symmetric or Hermitian positive definite matrix in packed
CPPTRI storage, using the Cholesky factorization computed by SPPTRF or CPPTRF.
SPPTRS Solves a symmetric or Hermitian positive definite system of linear equations AX = B (A is
CPPTRS held in packed storage) using the Cholesky factorization computed by SPPTRF or CPPTRF.
Name Purpose
H
SPTCON Uses the LDL factorization computed by SPTTRF or CPTTRF to compute the reciprocal
CPTCON of the condition number of a symmetric or Hermitian positive definite tridiagonal matrix.
SPTEQR Compute eigenvalues and eigenvectors of a symmetric or Hermitian positive definite
CPTEQR tridiagonal matrix.
SPTRFS Improves the computed solution to a symmetric or Hermitian positive definite tridiagonal
CPTRFS system of linear equations AX = B and provides error bounds for the solution.
SPTTRF Computes the LDL H factorization of a symmetric or Hermitian positive definite tridiagonal
CPTTRF matrix.
H
SPTTRS Uses the LDL factorization computed by SPTTRF or CPTTRF to solve a symmetric or
CPTTRS Hermitian positive definite tridiagonal system of linear equations.
SSBGST Reduce a symmetric or Hermitian definite banded generalized eigenproblem to standard
CHBGST form.
SSBTRD Reduce a symmetric or Hermitian band matrix to real symmetric tridiagonal form by an
CHBTRD orthogonal/unitary transformation.
SSPCON Estimates the reciprocal of the condition number of a real or complex symmetric indefinite
CSPCON matrix in packed storage, using the factorization computed by SSPTRF or CSPTRF.
SSPGST Reduce a symmetric or Hermitian definite generalized eigenproblem to standard form, using
CHPGST packed storage.
SSPRFS Improves the computed solution to a real or complex symmetric indefinite system of linear
CSPRFS equations AX = B (A is held in packed storage) and provides error bounds for the solution.
SSPTRD Reduces a symmetric/Hermitian packed matrix A to real symmetric tridiagonal form by an
CHPTRD orthogonal/unitary transformation.
SSPTRF Computes the factorization of a real or complex symmetric indefinite matrix in packed
CSPTRF storage, using the diagonal pivoting method.
SSPTRI Computes the inverse of a real or complex symmetric indefinite matrix in packed storage,
CSPTRI using the factorization computed by SSPTRF or CSPTRF.
SSPTRS Solves a real or complex symmetric indefinite system of linear equations AX = B (A is held
CSPTRS in packed storage) using the factorization computed by SSPTRF or CSPTRF.
SSTEBZ Compute eigenvalues of a symmetric tridiagonal matrix by bisection.
SSTEIN Compute eigenvectors of a real symmetric tridiagonal matrix by inverse iteration.
CSTEIN
SSTEQR Compute eigenvalues and eigenvectors of a real symmetric tridiagonal matrix using the
CSTEQR implicit QL or QR method.
Name Purpose
SSTERF Compute all eigenvalues of a symmetric tridiagonal matrix using the root-free variant of the
QL or QR algorithm.
SSYCON Estimates the reciprocal of the condition number of a real or complex symmetric indefinite
CSYCON matrix, using the factorization computed by SSYTRF or CSYTRF.
SSYGST Reduce a symmetric or Hermitian definite generalized eigenproblem to standard form.
CHEGST
SSYRFS Improves the computed solution to a real or complex symmetric indefinite system of linear
CSYRFS equations AX = B and provides error bounds for the solution.
SSYTRD Reduces a symmetric/Hermitian matrix A to real symmetric tridiagonal form by an
CHETRD orthogonal/unitary transformation.
SSYTRF Computes the factorization of a real complex symmetric indefinite matrix, using the
CSYTRF diagonal pivoting method.
SSYTRI Computes the inverse of a real or complex symmetric indefinite matrix, using the
CSYTRI factorization computed by SSYTRF or CSYTRF.
SSYTRS Solves a real or complex symmetric indefinite system of linear equations AX = B, using the
CSYTRS factorization computed by SSYTRF or CSYTRF.
STBCON Estimates the reciprocal of the condition number of a triangular band matrix, in either the
CTBCON 1-norm or the infinity-norm.
STBRFS Provides error bounds for the solution of any of the following triangular banded systems of
CTBRFS linear equations:
AX = B
T
A X=B
H
A X=B
STBTRS Solves any of the following triangular banded systems of linear equations:
CTBTRS AX = B
T
A X=B
H
A X=B
STGEVC Compute eigenvectors of a pair of matrices (A,B) in generalized Schur form.
CTGEVC
STPCON Estimates the reciprocal of the condition number of a triangular matrix in packed storage, in
CTPCON either the 1-norm or the infinity-norm.
Name Purpose
STPRFS Provides error bounds for the solution of any of the following triangular systems of linear
CTPRFS equations where A is held in packed storage.
AX = B
T
A X=B
H
A X=B
STPTRI Computes the inverse of a triangular matrix in packed storage.
CTPTRI
STPTRS Solves any of the following triangular systems of linear equations where A is held in packed
CTPTRS storage.
AX = B
T
A X=B
H
A X=B
STRCON Estimates the reciprocal of the condition number of a triangular matrix, in either the 1-norm
CTRCON or the infinity-norm.
STREVC Compute eigenvectors of a real upper quasi-triangular matrix.
CTREVC Compute eigenvectors of a complex triangular matrix.
STREXC Exchange diagonal blocks in the real Schur factorization of a real matrix.
CTREXC Exchange diagonal elements in the Schur factorization of a complex matrix.
STRRFS Provides error bounds for the solution of any of the following triangular systems of linear
CTRRFS equations:
AX = B
T
A X=B
H
A X=B
STRSEN Compute condition numbers to measure the sensitivity of a cluster of eigenvalues and its
CTRSEN corresponding invariant subspace.
STRSNA Compute condition numbers for specified eigenvalues and eigenvectors of a real upper
quasi-triangular matrix.
CTRSNA Compute condition numbers for specified eigenvalues and eigenvectors of a complex upper
triangular matrix.
STRSYL Solve the Sylvester matrix equation
CTRSYL
Name Purpose
SEE ALSO
LINPACK(3S) which lists the names of the LINPACK routines that are superseded by the linear system
solvers in LAPACK
LAPACK User’s Guide, CRI publication TPD– 0003
NAME
EISPACK – Introduction to Eigensystem computation for dense linear systems
IMPLEMENTATION
UNICOS systems (except Cray T90 systems that support IEEE arithmetic)
DESCRIPTION
EISPACK is a package of Fortran routines for solving the eigenvalue problem and for computing and using
the singular-value decomposition.
The original Fortran versions are described in the Matrix Eigensystem Routines – EISPACK Guide, second
edition, by B. T. Smith, J. M. Boyle, J. J. Dongarra, B. S. Garbow, Y. Ikebe, V. C. Klema, and C. B. Moler,
published by Springer-Verlag, New York, 1976, Library of Congress catalog card number 76– 2662. The
original Fortran versions also are documented in the Matrix Eigensystem Routines - EISPACK Guide
Extensions (Lecture Notes in Computer Science, Vol. 51) by B. S. Garbow, J. M. Boyle, J. J. Dongarra, and
C. B. Moler, published by Springer-Verlag, New York, 1977, Library of Congress catalog card number
77– 2802.
Most EISPACK routines are superseded by routines from the more recent public domain package, LAPACK,
described in the LAPACK User’s Guide (see INTRO_LAPACK(3S) for a complete reference). Of particular
interest to EISPACK users who want to switch to LAPACK is Appendix D, "Converting from LINPACK
and EISPACK," of the LAPACK User’s Guide. This appendix contains a table that shows the name of the
LAPACK routines that are functionally equivalent to each EISPACK routine.
Each Scientific Library version of the EISPACK routines has the same name, algorithm, and calling
sequence as the original version. Optimization of each routine includes the following:
• Use of the Level 1 BLAS routines when applicable, and use of the Level 2 and 3 BLAS in TRED1,
TRED2, TRBAK, and REDUC.
• Removal of Fortran IF statements when the result of either branch is the same.
• Unrolling complicated Fortran DO loops to improve vectorization.
• Use of Fortran compiler directives to aid vector optimization.
These modifications increase vectorization and use optimized library routines; therefore, they reduce
execution time. Only the order of computations within a loop is changed; the modified versions produce the
same answers as the original versions, unless the problem is sensitive to small changes in the data.
The following table lists the routines, name, matrix or decomposition, and purpose for each routine.
Reduces matrix to upper Hessenberg form by using unitary Complex general CORTH
similarity transformations
Forms eigenvectors by back transforming those of the Real general ELMBAK
corresponding matrices determined by ELMHES
Reduces matrix to upper Hessenberg form by using Real general ELMHES
elementary similarity transformations
Accumulates transformations used in the reduction to upper Real general ELTRAN
Hessenberg form done by ELMHES
Reduces to symmetric tridiagonal matrix that has the same Real nonsymmetric tridiagonal FIGI
eigenvalues
Reduces to symmetric tridiagonal matrix that has the same Real nonsymmetric tridiagonal FIGI2
eigenvalues, retaining the diagonal similarity transformations
Finds eigenvalues by QR method Real upper Hessenberg HQR
Finds eigenvalues and eigenvectors by QR method Real upper Hessenberg HQR2
Finds eigenvectors given the eigenvectors of the real Complex Hermitian HTRIBK
symmetric tridiagonal matrix calculated by HTRIDI
(including eigenvectors calculated by TQL2 or IMTQL2)
Finds eigenvectors given the eigenvectors of the real Complex Hermitian (packed) HTRIB3
symmetric tridiagonal matrix calculated by HTRID3
(eigenvectors calculated by TQL2 or IMTQL2, among
others)
Reduces to real symmetric tridiagonal form by using unitary Complex Hermitian HTRIDI
similarity transformations
Reduces to real symmetric tridiagonal form by using unitary Complex Hermitian (packed) HTRID3
similarity transformations
Finds eigenvalues by using implicit QL method, and Real symmetric tridiagonal IMTQLV
associates them with their corresponding submatrix indices
Finds eigenvalues by implicit QL method Real symmetric tridiagonal IMTQL1
Finds eigenvalues and eigenvectors by implicit QL method Real symmetric tridiagonal IMTQL2
Finds eigenvectors that correspond to specified eigenvalues Real upper Hessenberg INVIT
by using inverse iteration
Determines the singular-value decomposition A = USV T , Real rectangular MINFIT
forming U T B rather than U by using Householder
bidiagonalization and a variant of the QR algorithm
Finds the eigenvalues that lie between specified indices by Real symmetric tridiagonal TRIDIB
using bisection
Finds the eigenvalues that lie in a specified interval and each Real symmetric tridiagonal TSTURM
corresponding eigenvector by using bisection and inverse
iteration
SEE ALSO
LAPACK User’s Guide, CRI publication TPD– 0003
NAME
LINPACK – Single-precision real and complex LINPACK routines
IMPLEMENTATION
UNICOS systems (except Cray T90 systems that support IEEE arithmetic)
DESCRIPTION
LINPACK is a public domain package of Fortran routines that solves systems of linear equations and
computes the QR, Cholesky, and singular value decompositions. The original Fortran programs are
described in the LINPACK User’s Guide by J. J. Dongarra, C. B. Moler, J. R. Bunch, and G. W. Stewart,
published by the Society for Industrial and Applied Mathematics (SIAM), Philadelphia, 1979, Library of
Congress catalog card number 78– 78206.
Most LINPACK routines are superseded by routines from the more recent public domain package, LAPACK,
described in the LAPACK User’s Guide (see INTRO_LAPACK(3S) for a complete reference). Of particular
interest to LINPACK users who want to switch to LAPACK is Appendix D, "Converting from LINPACK
and EISPACK," of the LAPACK User’s Guide. This appendix contains a table that shows the name of the
LAPACK routines that are functionally equivalent to each LINPACK routine.
Each single-precision Scientific Library version of the LINPACK routines has the same name, algorithm, and
calling sequence as the original version. Optimization of each routine includes the following:
• Replacement of calls to the BLAS routines SSCAL, SCOPY, SSWAP, SAXPY, and SROT with inline
Fortran code vectorized by the Cray Research Fortran compilers. (SROTG is still called by LINPACK.)
• Removal of Fortran IF statements in which the result of either branch is the same.
• Replacement of SDOT to solve triangular systems of linear equations in SPOSL, STRSL, and SCHDD
with more vectorizable code.
These optimizations affect only the execution order of floating-point operations in DO loops. See the
LINPACK User’s Guide for further descriptions. The complex routines have been added without much
optimization.
As mentioned previously, LAPACK does not completely supersede LINPACK. In the following table, an
asterick (*) marks LINPACK routines that are not superseded in public domain LAPACK. This table lists
the name, matrix or decomposition, and purpose for each routine.
SEE ALSO
INTRO_LAPACK(3S) for information and references about the LAPACK routines that supersede LINPACK
LAPACK User’s Guide, CRI publication TPD– 0003
Dongarra, J. J., C. B. Moler, J. R. Bunch, and G. W. Stewart, LINPACK User’s Guide. Society for
Industrial and Applied Mathematics (SIAM), Philadelphia, 1979.
NAME
INTRO_BLAS1 – Introduction to vector-vector linear algebra subprograms
IMPLEMENTATION
See individual man pages for implementation details
DESCRIPTION
The linear algebra subprograms are written to run optimally on UNICOS and UNICOS/mk systems. These
subprograms use call-by-address convention when called by a Fortran, C, or CAL program.
Level 1 Basic Linear Algebra Subprograms
The Level 1 BLAS perform basic vector-vector operations. Only the single-precision real and complex data
types are supported from the standard set of Level 1 BLAS. In addition, several half-precision subroutines
are provided as extensions to the BLAS on UNICOS/mk systems, using the following naming conventions:
H half-precision (32-bit) REAL
G half-precision (32-bit) COMPLEX
The following three types of vector-vector operations are available:
• Dot products and various vector norms
• Scaling, copying, swapping, and computing linear combination of vectors
• Generate or apply plane or modified plane rotations
Increment arguments
A vector’s description consists of the name of the array (x or y) followed by the storage spacing (increment)
in the array of vector elements (incx or incy). The increment can be positive or negative. When a vector x
consists of n elements, the corresponding actual array arguments must be of a length at least
1+(n – 1) . incx . For a negative increment, the first element of x is assumed to be x (1+(n – 1) . incx ).
The standard specification of _SCAL, _NRM2, _ASUM, and I_AMAX does not define their behavior for
negative increments, so this functionality is an extension to the standard BLAS.
Setting an increment argument to 0 can cause unpredictable results.
Fortran type declaration for functions
Always declare the data type of external functions. Declaring the data type of the complex Level 1 BLAS
functions is particularily important because, based on the first letter of their names and the Fortran data
typing rules, the default implied data type would be REAL.
Fortran type declarations for function names follow:
Type Function Name
REAL SASUM, SCASUM, SCNRM2, SDOT, SNRM2, SPDOT, SSUM
COMPLEX CDOTC, CDOTU, CSUM
When using half-precision routines, the following types can only be declared in Fortran 90:
Type Function Name
REAL(KIND=4) HDOT
COMPLEX(KIND=4) GTOC,GDOTU
Level 1 BLAS search functions
Several search functions are properly a part of Level 1 BLAS, but they are not described in this section of
the manual. See the INTRO_SORTSEARCH(3F) man page for details. These functions are as follows
(functions marked with an asterisk [*] are extensions to the standard set of Level 1 BLAS routines):
ISA MAX, ICA MAX, ISA MIN*, ISMAX* , ISM IN*
These man pages are documented in the Application Programmer’s Library Reference Manual.
Table of Level 1 BLAS routines
The following table contains the purpose, operation, and name of each Level 1 BLAS routine (except search
functions). The first routine name listed in each table block is the name of the manual page that contains
documentation for any routines listed in that block. The routines marked with an asterisk (*) are extensions
to the standard set of Level 1 BLAS routines. For complete details about each operation, see the individual
man pages.
Sums the absolute values of the real and imaginary parts scasum ← ||Real (x )||1 + ||Imag (x )||1 SCASUM
n n
Σ Real (xi ) + iΣ=1 Imag (xi )
of the elements of a complex vector =
i =1
√Σ x
Computes the Euclidean norm (also called l 2 norm) of a n SNRM2
snrm2 ← ||x ||2 = i
2
real or complex vector i =1
√
n SCNRM2
scnrm2 ← ||x || = Σ x x 2 i i
i =1
SEE ALSO
Lawson, C., Hanson, R., Kincaid, D., and Krogh, F., "Basic Linear Algebra Subprograms for Fortran Usage,"
ACM Transactions on Mathematical Software, 5 (1979), pp. 308 – 325.
NAME
CSROT – Applies a real plane rotation to a pair of complex vectors
SYNOPSIS
CALL CSROT ( n, x, incx, y, incy, c, s)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
On UNICOS/mk systems, this subroutine executes on a single processor and uses private data.
DESCRIPTION
CSROT applies a real plane rotation to a pair of complex vectors. The form of the operation is the
following:
xi c s xi
:=
yi −s c yi
SEE ALSO
CROTG(3S), SROT(3S), SROTG(3S), SROTM(3S)
NAME
HAXPY, GAXPY – Adds a scalar multiple of a real or complex vector to another real or complex vector
SYNOPSIS
CALL HAXPY (n, alpha, x, incx, y, incy)
CALL GAXPY (n, alpha, x, incx, y, incy)
IMPLEMENTATION
UNICOS/mk systems
These subroutines execute on a single processor and use private data.
DESCRIPTION
HAXPY adds a scalar multiple of a real vector to another real vector.
GAXPY adds a scalar multiple of a complex vector to another complex vector.
HAXPY and GAXPY perform the following vector operation:
y←αx+y
where α is a real or complex scalar, and x and y are real or complex vectors.
These routines have the following arguments:
n INTEGER(KIND=8). (input)
Number of elements in the vectors. If n ≤ 0, HAXPY and GAXPY return without any
computation.
alpha HAXPY: REAL(KIND=4). (input)
GAXPY: COMPLEX(KIND=4). (input)
Scalar multiplier α. If real α = 0. or complex α = 0 = 0. + 0.i, HAXPY and GAXPY return
without any computation.
x HAXPY: REAL(KIND=4) array of dimension (n– 1) . incx + 1. (input)
GAXPY: COMPLEX(KIND=4) array of dimension (n– 1) . incx + 1. (input)
Contains the vector to be scaled before summation.
incx INTEGER(KIND=8). (input)
Increment between elements of x. incx should not be 0.
y HAXPY: REAL(KIND=4) array of dimension (n– 1) . incy + 1. (input and output)
GAXPY: COMPLEX(KIND=4) array of dimension (n– 1) . incy + 1. (input and output)
Before calling the routine, y contains the vector to be summed. After the routine ends, y
contains the result of the summation.
incy INTEGER(KIND=8). (input)
Increment between elements of y. incy should not be 0.
NOTES
HAXPY and GAXPY are based on SAXPY and CAXPY from the Level 1 Basic Linear Algebra Subprograms
(Level 1 BLAS).
When working backward (incx < 0 or incy < 0), each routine starts at the end of the vector and moves
backward, as follows:
x(1– incx . (n– 1)), x(1– incx . (n– 2)), . . ., x(1)
y(1– incy . (n– 1)), y(1– incy . (n– 2)), . . ., y(1)
RETURN VALUES
When n ≤ 0, real α = 0., or complex α = 0 = 0.+0.i, these routines return immediately with no change in
their arguments.
NAME
HDOT, GDOTC, GDOTU – Computes a dot product (inner product) of two real or complex vectors
SYNOPSIS
dot = HDOT (n, x, incx, y, incy)
dot = GDOTC (n, x, incx, y, incy)
dot = GDOTU (n, x, incx, y, incy)
IMPLEMENTATION
UNICOS/mk systems
This subroutine executes on a single processor and uses private data.
DESCRIPTION
HDOT computes a dot product of two real vectors (l 2 real inner product).
GDOTC computes a dot product of the conjugate of a complex vector and another complex vector (l 2 real
inner product).
GDOTU computes a dot product of two complex vectors.
HDOT and GDOTU perform the following vector operation:
n
dot ← x T y = Σ xi yi
i =1
T
where x and y are real or complex vectors and x is the transpose of x.
GDOTC performs the following vector operation:
n
dot ← x H y = Σ xi yi
i =1
H
where x and y are complex vectors, and x is the conjugate transpose of x.
These functions have the following arguments:
dot HDOT: REAL(KIND=4). (output)
GDOTC, GDOTU: COMPLEX(KIND=4). (output)
Result (dot product). If n ≤ 0, dot is set to 0.
n INTEGER(KIND=8). (input)
Number of elements in each vector.
x HDOT: REAL(KIND=4) array of dimension (n– 1) . incx + 1. (input)
GDOTC, GDOTU: COMPLEX(KIND=4) array of dimension (n– 1) . incx + 1. (input)
Array x contains the first vector operand.
NOTES
HDOT, GDOTC, and GDOTU are based on SDOT, CDOTC, and CDOTU from the Level 1 Basic Linear Algebra
Subprograms (Level 1 BLAS).
When working backward (incx < 0 or incy < 0), each routine starts at the end of the vector and moves
backward, as follows:
x(1– incx . (n– 1)), x(1– incx . (n– 2)), . . ., x(1)
y(1– incy . (n– 1)), y(1– incy . (n– 2)), . . ., y(1)
NAME
SASUM, SCASUM – Sums the absolute value of elements in a real or complex vector
SYNOPSIS
sum = SASUM (n, x, incx)
sum = SCASUM (n, x, incx)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
On UNICOS/mk systems, these subroutines execute on a single processor and use private data.
DESCRIPTION
SASUM sums the absolute values of the elements of a real vector, as follows:
n
sum ← ||x ||1 = Σ
i =1
xi
NOTES
SASUM and SCASUM are Level 1 Basic Linear Algebra Subprograms (Level 1 BLAS).
When working backward (incx < 0), each routine starts at the end of the vector and moves backward, as
follows:
x(1– incx . (n– 1)), x(1– incx . (n– 2)), . . ., x(1)
NAME
SAXPBY, CAXPBY – Adds a scalar multiple of a real or complex vector x to a scalar multiple of another
real or complex vector y
SYNOPSIS
CALL SAXPBY (n, alpha, x, incx, beta, y, incy)
CALL CAXPBY (n, alpha, x, incx, beta, y, incy)
IMPLEMENTATION
UNICOS/mk systems
These subroutines execute on a single processor and use private data only.
DESCRIPTION
SAXPBY adds a scalar multiple of a real vector x to a scalar multiple of a real vector y.
CAXPBY adds a scalar multiple of a complex vector x to a scalar multiple of a complex vector y.
y←αx+βy
where x and y are n-vectors and α and β are scalars.
The following special cases are recognized:
α = 0: equivalent to SSCAL or CSCAL
α = 1, β = 0: equivalent to SCOPY or CCOPY
α ≠1, β = 0: like SCOPY or CCOPY, with scaling
α ≠0, β = 1: equivalent to SAXPY or CAXPY
These routines have the following arguments:
n Integer. (input)
Number of elements of the vectors x and y.
alpha SAXPBY: Real. (input)
CAXPBY: Complex. (input)
The scalar α.
x SAXPBY: Real array of dimension (1+(n– 1) . incx ). (input)
CAXPBY: Complex array of dimension (1+(n– 1) . incx ). (input)
The vector x. If incx > 0, the i-th element of the vector x is located in x(1+(i-1) . incx ). If
incx < 0, the i-th element of the vector x is located in x(1+(n-i) . incx ).
incx Integer. (input)
Increment between elements of the vector x. If incx < 0, x is processed in reverse order.
beta SAXPBY: Real. (input)
CAXPBY: Complex. (input)
The scalar β.
NAME
SAXPY, CAXPY – Adds a scalar multiple of a real or complex vector to another real or complex vector
SYNOPSIS
CALL SAXPY (n, alpha, x, incx, y, incy)
CALL CAXPY (n, alpha, x, incx, y, incy)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
On UNICOS/mk systems, this subroutine executes on a single processor and uses only private data.
DESCRIPTION
SAXPY adds a scalar multiple of a real vector to another real vector.
CAXPY adds a scalar multiple of a complex vector to another complex vector.
SAXPY and CAXPY perform the following vector operation:
y ← αx +y
where α is a real or complex scalar, and x and y are real or complex vectors.
These routines have the following arguments:
n Integer. (input)
Number of elements in the vectors. If n ≤ 0, SAXPY and CAXPY return without any
computation.
alpha SAXPY: Real. (input)
CAXPY: Complex. (input)
Scalar multiplier α. If real α = 0 or complex α = 0 = 0. + 0.i, SAXPY and CAXPY return
without any computation.
x SAXPY: Real array of dimension (n– 1) . incx + 1. (input)
CAXPY: Complex array of dimension (n– 1) . incx + 1. (input)
Contains the vector to be scaled before summation.
incx Integer. (input)
Increment between elements of x. If incx = 0, the results will be unpredictable.
NOTES
SAXPY and CAXPY are Level 1 Basic Linear Algebra Subprograms (Level 1 BLAS).
When working backward (incx < 0 or incy < 0), each routine starts at the end of the vector and moves
backward, as follows:
x(1– incx . (n– 1)), x(1– incx . (n– 2)), . . ., x(1)
y(1– incy . (n– 1)), y(1– incy . (n– 2)), . . ., y(1)
RETURN VALUES
When n ≤ 0, real α = 0., or complex α = 0 = 0.+0.i, these routines return immediately with no change in
their arguments.
NAME
SCOPY, CCOPY – Copies a real or complex vector into another real or complex vector
SYNOPSIS
CALL SCOPY (n, x, incx, y, incy)
CALL CCOPY (n, x, incx, y, incy)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
On UNICOS/mk systems, this subroutine executes on a single processor and uses private data.
DESCRIPTION
SCOPY copies a real vector into another real vector.
CCOPY copies a complex vector into another complex vector.
SCOPY and CCOPY perform the following vector operation:
y←x
where x and y are real or complex vectors.
These routines have the following arguments:
n Integer. (input)
Number of elements to be copied. If n ≤ 0, SCOPY and CCOPY return without any computation.
x SCOPY: Real array of dimension (n– 1) . incx + 1. (input)
CCOPY: Complex array of dimension (n– 1) . incx + 1. (input)
Vector from which to copy.
incx Integer. (input)
Increment between elements of x. If incx = 0, the results will be unpredictable.
y SCOPY: Real array of dimension (n– 1) . incy + 1. (output)
CCOPY: Complex array of dimension (n– 1) . incy + 1. (output)
Result vector.
incy Integer. (input)
Increment between elements of y. If incy = 0, the results will be unpredictable.
NOTES
SCOPY and CCOPY are Level 1 Basic Linear Algebra Subprograms (Level 1 BLAS).
When working backward (incx < 0 or incy < 0), each routine starts at the end of the vector and moves
backward, as follows:
x(1– incx . (n– 1)), x(1– incx . (n– 2)), . . ., x(1)
y(1– incy . (n– 1)), y(1– incy . (n– 2)), . . ., y(1)
NAME
SDOT, CDOTC, CDOTU – Computes a dot product (inner product) of two real or complex vectors
SYNOPSIS
dot = SDOT (n, x, incx, y, incy)
dot = CDOTC (n, x, incx, y, incy)
dot = CDOTU (n, x, incx, y, incy)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
On UNICOS/mk systems, this subroutine executes on a single processor and uses private data.
DESCRIPTION
SDOT computes a dot product of two real vectors l 2 real inner product).
CDOTC computes a dot product of the conjugate of a complex vector and another complex vector l 2 complex
inner product).
CDOTU computes a dot product of two complex vectors.
SDOT and CDOTU perform the following vector operation:
n
dot ← x y = Σ x i y
T
i
i =1
T
where x and y are real or complex vectors, and x is the transpose of x.
CDOTC performs the following vector operation:
n
Σ xi
H
dot ← x y = yi
i =1
H
where x and y are complex vectors, and x is the conjugate transpose of x.
These functions have the following arguments:
dot SDOT: Real. (output)
CDOTC, CDOTU: Complex. (output)
Result (dot product). If n ≤ 0, dot is set to 0.
n Integer. (input)
Number of elements in each vector.
x SDOT: Real array of dimension (n– 1) . incx + 1. (input)
CDOTC, CDOTU: Complex array of dimension (n– 1) . incx + 1. (input)
Array x contains the first vector operand.
NOTES
SDOT, CDOTC, and CDOTU are Level 1 Basic Linear Algebra Subprograms (Level 1 BLAS).
When working backward (incx < 0 or incy < 0), each routine starts at the end of the vector and moves
backward, as follows:
x(1– incx . (n– 1)), x(1– incx . (n– 2)), . . ., x(1)
y(1– incy . (n– 1)), y(1– incy . (n– 2)), . . ., y(1)
NAME
SHAD – Computes the Hadamard product of two vectors
SYNOPSIS
CALL SHAD (n, alpha, x, incx, y, incy, beta, z, incz)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
SHAD computes the Hadamard product of two vectors X and Y, storing the results in a vector Z.
z (i ) := α x (i ) y (i ) + β z (i ), i = 1, . . ., n
α = 0 is recognized as a special case. β = 0 or β = 1 is also recognized as a special case.
The SHAD routine accepts the following arguments:
n Integer. (input)
The number of elements in each vector.
alpha Real. (input)
The scalar α.
x Real array, dimension (1+(n– 1) . incx). (input)
The vector x.
If incx > 0, the ith element of the vector x is located in x(1+(i– 1) . incx).
If incx < 0, the ith element of the vector x is located in x(1+(n– i) . incx ).
incx Integer. (input)
The increment between elements of the vector x.
incx must not = 0.
y Real array, dimension (1+(n– 1) . incy). (input)
The vector y.
If incy > 0, the ith element of the vector y is located in y(1+(i– 1) . incy).
If incy < 0, the ith element of the vector y is located in y(1+(n– i) . incy ).
incy Integer. (input)
The increment between elements of the vector y. incy must not = 0.
beta Real. (input)
The scalar beta.
NAME
SNRM2, SCNRM2 – Computes the Euclidean norm of a vector
SYNOPSIS
enrm = SNRM2 (n, x, incx)
enrm = SCNRM2 (n, xi, incx)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
On UNICOS/mk systems, this subroutine executes on a single processor and uses private data.
DESCRIPTION
SNRM2 computes the Euclidean (l 2 ) norm of a real vector, as follows:
√Σ x
n
enrm ← ||x ||2 = √x T x = i
2
i =1
√
n
enrm ← ||x ||2 =√x H x = Σ xi xi
i =1
H
where x is a complex vector, and x denotes the conjugate transpose of x.
These functions have the following arguments:
enrm Real. (output)
Result (Euclidean norm). If n ≤ 0, enrm is set to 0.
n Integer. (input)
Number of elements in the operand vector.
x SNRM2: Real array of dimension (n– 1) . incx + 1. (input)
SCNRM2: Complex array of dimension (n– 1) . incx + 1. (input)
Array x contains the operand vector.
incx Integer. (input)
Increment between elements of x. If incx = 0, the results will be unpredictable.
NOTES
SNRM2 and SCNRM2 are Level 1 Basic Linear Algebra Subprograms (Level 1 BLAS).
The version of these routines on UNICOS systems does not behave the same way that the public domain
FORTRAN version behaves. For performance reasons, they do not scale the input values; input for the
routines must be within a certain range of numbers.
When working backward (incx < 0), each routine starts at the end of the vector and moves backward, as
follows:
x(1– incx . (n– 1)), x(1– incx . (n– 2)), . . ., x(1)
NAME
SPAXPY – Adds a scalar multiple of a real vector to a sparse real vector
SYNOPSIS
CALL SPAXPY (n, alpha, x, y, index)
IMPLEMENTATION
UNICOS systems
DESCRIPTION
SPAXPY adds a scalar multiple of a real vector to a sparse real vector. It performs the following vector
operation where α is a real scalar, x is a real vector, and y is a sparse real vector:
y←αx+y
This routine has the following arguments:
n Integer. (input)
Number of vector elements to be used in the computation. If n ≤ 0, SPAXPY returns without
any computation.
alpha Real. (input)
Scalar multiplier α. If α = 0.0, SPAXPY returns without any computation.
x Real array of dimension n. (input)
Contains the dense vector operand to be scaled before adding.
y Real array of dimension MAX{index(1),. . .,index(n)}. (input and output)
On input, y contains the sparse vector used in the addition. On output, y receives the resulting
vector.
index Integer array of dimension n. (input)
Contains the vector of indices for elements of y. All elements in index should be unique.
SPAXPY executes an operation equivalent to the following Fortran code:
DO 10 I=1 ,N
Y(I NDEX(I ))=ALP HA*X(I )+Y(IN DEX(I) )
10 CONTIN UE
NOTES
SPAXPY is an extension to the standard Level 1 Basic Linear Algebra Subprograms (Level 1 BLAS).
NAME
SPDOT – Computes the dot product of a real vector and a real sparse vector
SYNOPSIS
dot = SPDOT (n, y, index, x)
IMPLEMENTATION
UNICOS systems
DESCRIPTION
SPDOT computes the dot product of a real vector and a sparse real vector (l 2 real inner product). It
T
performs the following vector operation where y is a real vector, y is the transpose of y, and x is a real
sparse vector:
n
dot ← y T x = Σ yi xi
i =1
NOTES
SPDOT is an extension to the standard Level 1 Basic Linear Algebra Subprograms (Level 1 BLAS).
NAME
SROT, CROT – Applies a real plane rotation or complex coordinate rotation
SYNOPSIS
CALL SROT (n, x, incx, y, incy, c, s)
CALL CROT (n, x, incx, y, incy, c, s)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
On UNICOS/mk systems, these subroutines execute on a single processor and use private data.
DESCRIPTION
SROT applies a plane rotation matrix to a real sequence of ordered pairs:
(x i , y i ), for all i = 1, 2, . . ., n.
CROT applies a rotation matrix to a complex sequence of ordered pairs:
(x i , y i ), for all i = 1, 2, . . ., n.
These routines have the following arguments:
n Integer. (input)
Number of ordered pairs (planar points in SROT) to be rotated. If n ≤ 0, SROT or CROT returns
without computation.
x SROT: Real array of dimension (n– 1) . incx + 1. (input and output)
On input, array x contains the x-coordinate of each planar point to be rotated. On output, array x
contains the x-coordinate of each rotated planar point.
CROT: Complex array of dimension (n– 1) . incx + 1. (input and output)
On input, array x contains the first element of each ordered pair to be rotated. On output, array
x contains the first element of each rotated ordered pair.
incx Integer. (input)
Increment between elements of x. If incx = 0, the results will be unpredictable.
y SROT: Real array of dimension (n– 1) . incy + 1. (input and output)
On input, array y contains the y-coordinate of each planar point to be rotated. On output, array y
contains the y-coordinate of each rotated planar point.
CROT: Complex array of dimension (n– 1) . incy + 1. (input and output)
On input, array y contains the second element of each ordered pair to be rotated. On output,
array y contains the second element of each rotated ordered pair.
incy Integer. (input)
Increment between elements of y. If incy = 0, the results will be unpredictable.
c Real. (input)
Cosine of the angle of rotation, usually calculated using SROTG(3S) or CROTG(3S).
s SROT: Real. (input)
Sine of the angle of rotation, usually calculated using SROTG.
CROT: Complex. (input)
Complex sine of the angle of rotation, usually calculated using CROTG.
NOTES
SROT and CROT are Level 1 Basic Linear Algebra Subprograms (Level 1 BLAS). SROT applies the
following plane rotation to each pair of elements (x i , y i ):
xi c s xi
← for i =1, 2,. . ., n
yi −s c yi
2 2
If coefficients c and s satisfy c + s = 1.0, the rotation matrix is orthogonal, and the transformation is called
a Givens plane rotation. If c = 1 and s = 0, SROT returns without modifying any input parameters.
CROT applies the following rotation to each pair of complex elements (x i , y i ):
xi c s xi
← for i =1, 2,. . ., n
yi −s c yi
where s is the complex conjugate of s.
For CROT, if the coefficient c is real, and the coefficients c and s satisfy c 2 + ss = 1.0, the rotation matrix is
unitary, and the transformation is called a Givens complex rotation.
To calculate the Givens coefficients c and s from a two-element vector to determine the angle of rotation,
use SROTG(3S) or CROTG(3S).
When working backward (incx < 0 or incy < 0), each routine starts at the end of the vector and moves
backward, as follows:
x(1– incx . (n– 1)), x(1– incx . (n– 2)), . . ., x(1)
y(1– incy . (n– 1)), y(1– incy . (n– 2)), . . ., y(1)
SEE ALSO
CROTG(3S), SROTG(3S), SROTM(3S)
NAME
SROTG, CROTG – Constructs a Givens plane rotation
SYNOPSIS
CALL SROTG (a, b, c, s)
CALL CROTG (a, b, c, s)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
On UNICOS/mk systems, these subroutines execute on a single processor and use private data.
DESCRIPTION
SROTG computes the elements of a rotation matrix such that:
c s a r
. =
−s c b 0
where r =
a √aa +bb
√aa
and the notation z represents the complex conjugate of z.
These routines have the following arguments:
a SROTG: Real.
CROTG: Complex.
(input and output)
SROTG: On input, the first component of the vector to be rotated. On output, a is overwritten by r,
the first component of the vector in the rotated coordinate system, where:
r =sign ( √(a 2+b 2 ), a ), if a > b
r =sign ( √(a 2+b 2 ), b ), if a ≤ b
CROTG: On output, a is overwritten by the unique complex number r, whose size in the complex
plane is the Euclidean norm of the complex vector (a,b), and whose direction in the complex
plane is the same as that of the original complex element a.
b SROTG: Real.
CROTG: Complex.
(input and output)
On input, the second component of the vector to be rotated. On output, b contains z, where:
z=s if a > b
z=1/c if a ≤ b and c ≠0
z=1 if c = 0.
c Real. (output).
Cosine, c, of the angle of rotation.
s SROTG: Real.
CROTG: Complex.
(output)
Sine, s, of the angle of rotation.
NOTES
SROTG and CROTG are Level 1 Basic Linear Algebra Subprograms (Level 1 BLAS).
The value of z, returned in b by SROTG, gives a compact representation of the rotation matrix, which can be
used later to reconstruct c and s as in the following example:
IF (B .EQ. 1. ) THE N
C = 0.
S = 1.
ELSEIF ( ABS ( B) .LT . 1) THE N
C = SQRT( 1. - B * B)
S = B
ELSE
C = 1. / B
S = SQR T( 1 - C * C)
END IF
SEE ALSO
SROT(3S)
NAME
SROTM – Applies a modified Givens plane rotation
SYNOPSIS
CALL SROTM (n, x, incx, y, incy, rparam)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
On UNICOS/mk systems, this subroutine executes on a single processor and uses only private data.
DESCRIPTION
SROTM applies the modified Givens plane rotation constructed by SROTMG(3S).
This routine has the following arguments:
n Integer. (input)
Number of planar points to be rotated. If n ≤ 0, SROTM returns without any computation.
x Real array of dimension (n– 1) . incx + 1. (input and output)
On input, array x contains the x-coordinate of each planar point to be rotated. On output, array x
contains the x-coordinate of each rotated planar point.
incx Integer. (input)
Increment between elements of x. If incx = 0, the results will be unpredictable.
y Real array of dimension (n– 1) . incy + 1. (input and output)
On input, array y contains the y-coordinate of each planar point to be rotated. On output, array y
contains the y-coordinate of each rotated planar point.
incy Integer. (input)
Increment between elements of y. If incx = 0, the results will be unpredictable.
rparam Real array of dimension 5. (input)
Contains rotation matrix information.
SROTM computes a planar rotation, with possible scaling or reflection, as follows:
xi h 1,1 h 1,2 xi
← : for i =1, 2,. . ., n
yi h 2,1 h 2,2 yi
where the matrix that contains the elements h 1,1, h 2,1, h 1,2, and h 2,2 is called a rotation matrix.
The rparam array determines the contents of the rotation matrix, as follows:
The key parameter, rparam(1), may have one of four values:
1.0, 0.0, – 1.0, or – 2.0
If rparam(1) = 1.0:
h 11 h 1,2 rparam (2) 1.0
=
h 2,1 h 2,2 −1.0 rparam (5)
and rparam(3) and rparam(4) are ignored.
If rparam(1) = 0.0:
h 1,1 h 1,2 1.0 rparam (4)
=
h 2,1 h 2,2 rparam (3) 1.0
SEE ALSO
SROTMG(3S) for further details about the modified Givens transformation and array rparam
NAME
SROTMG – Constructs a modified Givens plane rotation
SYNOPSIS
CALL SROTMG (d 1 , d 2 , b 1 , b 2 , rparam)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
On UNICOS/mk systems, this subroutine executes on a single processor and uses only private data.
DESCRIPTION
SROTMG computes the elements of a modified Givens plane rotation matrix.
This routine has the following arguments:
d1 Real. (input and output)
On input, this value is the first diagonal element of the scaling matrix D. On the first call to
SROTMG, this value is typically 1.0. Subsequent calls typically use the value from the previous
call. On output, this value is the first diagonal element of the updated scaling matrix D’.
d2 Real. (input and output)
On input, this is the first diagonal element of the scaling matrix D. On the first call to SROTMG,
this value is typically 1.0. Subsequent calls typically use the value from the previous call. On
output, this value is the first diagonal element of the updated scaling matrix D’.
b1 Real. (input and output)
On input, this value is the x-coordinate of the vector used to define the angle of rotation, before
scaling (multiplying by the matrix D). On output, this value is the x-coordinate of the rotated
vector, before scaling (multiplying by the matrix D’).
b2 Real. (input)
On input, this value is the y-coordinate of the vector used to define the angle of rotation, before
scaling (multiplying by the matrix D). It is unchanged on output.
rparam Real array of dimension 5. (output)
This array contains rotation matrix information. SROTMG sets up the computed elements in
rparam from inputs d 1 , d 2 , b 1 , and b 2 .
Standard Givens Rotation
A standard Givens rotation (see SROTG(3S)) is based on an orthogonal matrix G that rotates points on a
Cartesian xy-coordinate plane. To calculate the rotation matrix, you must provide the angle of rotation
desired, or, equivalently, a vector (point) that lies along the angle of rotation. For a given planar point (x r ,
y r ), G is formed so that:
x ′ c s xr xr
= = G
0 −s c yr yr
where x ′ = √xr 2 + yr 2.
With this rotation matrix G, you can then convert any number of existing planar points to the new (rotated)
xy-coordinate system. For n points, the rotations would be as follows:
xi c s xi
← for i =1, 2,. . ., n
yi −s c yi
Modified Givens Rotation
The algorithm for SROTMG is based on the following observation. The rotation matrix G can be factored
into a scaling matrix (diagonal matrix) and modified rotation matrix H, for which either the diagonal or the
off-diagonal elements are units (that is, ±1). Thus, to perform m modified (scaled) rotations on n planar
points, requires only 2nm, rather than 4nm multiplications for the standard rotation.
Because you may want to perform several successive rotations, this routine assumes that you have leftover
scaling factors from your previous modified Givens rotation; that is, the routine requires you to input not
only a planar rotation vector (b 1 , b 2 ) but also the squares of the diagonal elements of the scaling matrix, d 1
and d 2 . The actual rotation vector is specified as follows:
xr √d 1
0 b1 1 b
=
1
= 2
r
y
0 √d 2 2 b D
b 2
where:
1
√d 1′ 0
′2
D =
0 √d 2′
uses the updated scaling factors d 1 ’ and d 2 ’, which are d 1 and d 2 on output.
h 1,1 h 1,2
H = h is stored in the output array argument rparam
2,1 h 2,2
b 1′ is stored as b 1 on output.
1/2 1/2
D’ H equals G D , not G, as implied earlier. You must account for the old scaling factors when
calculating the new scaling factors.
After calculating the matrix H by using SROTMG, you can then use it in SROTM(3S) to convert points to the
new coordinate system.
NOTES
If rescaling is needed, SROTMG will further modify these output values before the end of the routine. See
case 4 later in this subsection.
Case 3: √d 1b 1 ≤ √d 2b 2 ( xr ≤ yr )
In this case, the off-diagonal elements of H are units (to be specific, h 2,1 = −1 and h 1,2 = 1). Thus, the
rparam values set on output are as follows:
log ( d ′ ) log ( d ′ )
1
qi = int(logγ(√ di ′ )) = int = int , for i =1, 2.
2 i 2 i
2 12 24
Then the following is true:
qi < 0, if di ′ < γ2
qi = 0, if γ-2 ≤ di ′ ≤γ2
qi > 0, if di ′ > γ2
q
rparam (4) ← h 1,2′ = h 1,2γ 1
q
rparam (5) ← h 2,2′ = h 2,2γ 2
SEE ALSO
SROTG(3S), SROTM(3S)
Gentleman, W. M., "Least Squares Computations by Givens Transformations Without Square Roots,"
Journal of the Institute for Mathematical Applications 12 (1973), pp. 329 – 336.
Lawson, C., Hanson, R., Kincaid, D., and Krogh, F., "Basic Linear Algebra Subprograms for Fortran Usage,"
ACM Transactions on Mathematical Software, 5 (1979), pp. 308 – 325.
NAME
SSCAL, CSSCAL, CSCAL – Scales a real or complex vector
SYNOPSIS
CALL SSCAL (n, alpha, x, incx)
CALL CSSCAL (n, alpha, x, incx)
CALL CSCAL (n, alpha, x, incx)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
On UNICOS/mk systems, these subroutines execute on a single processor and use only private data.
DESCRIPTION
SSCAL scales a real vector with a real scalar.
CSSCAL scales a complex vector with a real scalar.
CSCAL scales a complex vector with a complex scalar.
These routines perform the following vector operation:
x←αx
where α is a real or complex scalar, and x is a real or complex vector.
These routines have the following arguments:
n Integer. (input)
Number of elements in the vector. If n ≤ 0, SSCAL, CSSCAL, and CSCAL return without any
computation.
alpha SSCAL, CSSCAL: Real. (input)
CSCAL: Complex. (input)
Scalar value α by which to scale the vector.
x SSCAL: Real array of dimension (n– 1) . incx + 1. (input and output)
CSSCAL, CSCAL: Complex array of dimension (n– 1) . incx + 1. (input and output)
Vector to be scaled.
incx Integer. (input)
Increment between elements of x. If incx = 0, the results will be unpredictable.
NOTES
SSCAL, CSSCAL, and CSCAL are Level 1 Basic Linear Algebra Subprograms (Level 1 BLAS).
When working backward (incx < 0), each routine starts at the end of the vector and moves backward, as
follows:
x(1– incx . (n– 1)), x(1– incx . (n– 2)), . . ., x(1)
NAME
SSUM, CSUM – Sums the elements of a real or complex vector
SYNOPSIS
sum = SSUM (n, x, incx)
sum = CSUM (n, x, incx)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
On UNICOS/mk systems, these subroutines execute on a single processor and use only private data.
DESCRIPTION
SSUM sums the elements of a real vector.
CSUM sums the elements of a complex vector.
SSUM and CSUM perform the following vector operation:
n
sum ← Σ xi
i =1
NOTES
SSUM and CSUM are extensions to the standard Level 1 Basic Linear Algebra Subprograms (Level 1 BLAS).
When working backward (incx < 0), each routine starts at the end of the vector and moves backward, as
follows:
x(1– incx . (n– 1)), x(1– incx . (n– 2)), . . ., x(1)
NAME
SSWAP, CSWAP – Swaps two real or complex vectors
SYNOPSIS
CALL SSWAP (n, x, incx, y, incy)
CALL CSWAP (n, x, incx, y, incy)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
On UNICOS/mk systems, these subroutines execute on a single processor and use only private data.
DESCRIPTION
SSWAP swaps two real vectors.
CSWAP swaps two complex vectors.
SSWAP and CSWAP perform the following vector operation:
x <→ y
where x and y are real or complex vectors.
These routines have the following arguments:
n Integer. (input)
Number of vector elements to be swapped. If n ≤ 0, SSWAP and CSWAP return without any
computation.
x SSWAP: Real array of dimension (n– 1) . incx + 1. (input and output)
CSWAP: Complex array of dimension (n– 1) . incx + 1. (input and output)
Vector to be swapped.
incx Integer. (input)
Increment between elements of x.
If incx = 0, the results will be unpredictable.
y SSWAP: Real array of dimension (n– 1) . incy + 1. (input and output)
CSWAP: Complex array of dimension (n– 1) . incy + 1. (input and output)
Vector to be swapped.
incy Integer. (input)
Increment between elements of y. If incy = 0, the results will be unpredictable.
NOTES
SSWAP and CSWAP are Level 1 Basic Linear Algebra Subprograms (Level 1 BLAS).
When working backward (incx < 0 or incy < 0), each routine starts at the end of the vector and moves
backward, as follows:
x(1– incx . (n– 1)), x(1– incx . (n– 2)), . . ., x(1)
y(1– incy . (n– 1)), y(1– incy . (n– 2)), . . ., y(1)
NAME
INTRO_BLAS2 – Introduction to matrix-vector linear algebra subprograms
IMPLEMENTATION
See individual man pages for implementation details
DESCRIPTION
The linear algebra subprograms are written to run optimally on UNICOS and UNICOS/mk systems. These
subprograms use call-by-address convention when called by a Fortran or C program, or the assembler for
your system.
Level 2 Basic Linear Algebra Subprograms
The Level 2 Basic Linear Algebra Subprograms (Level 2 BLAS) consist of CAM or CAL routines for real
and complex data. They handle matrix-vector operations. Only the single-precision real and complex data
types are supported.
Increment arguments for vectors
The description of a vector consists of the name of the array (x or y) followed by the storage spacing
(increment) in the array of vector elements (incx or incy). The increment can be positive or negative. When
a vector x consists of n elements, the corresponding actual array arguments must be of length at least
1+(n – 1) . incx . For a negative increment, the first element of x is assumed to be x (1+(n – 1) . incx .
Table of Level 2 BLAS routines
The following table describes these routines. If more than one routine name appears for a given block in the
table, the first name listed is the name of the man page that documents all routines listed in that block.
The table is in alphabetic order, except that each Hermitian matrix routine (any routine whose name begins
with CH) is grouped next to equivalent symmetric matrix routines (whose names begin with SS or CS). This
is because the Hermitian property is a type of symmetry.
Each routine in the table marked with an asterick (*) is an extension to the standard set of Level 2 BLAS
routines.
SEE ALSO
Dongarra, J., J. Du Croz, S. Hammarling, and R. Hanson, "An Extended Set of FORTRAN Basic Linear
Algebra Subprograms," ACM Transactions on Mathematical Software, Vol. 14, No. 1, March 1988, pp. 1 –
17.
NAME
CHBMV – Multiplies a complex vector by a complex Hermitian band matrix
SYNOPSIS
CALL CHBMV (uplo, n, k, alpha, a, lda, x, incx, beta, y, incy)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
On UNICOS/mk systems, this subroutine executes on a single processor and uses only private data.
DESCRIPTION
CHBMV performs the following matrix-vector operation where α and β are scalars, x and y are n-element
vectors, and A is an n-by-n Hermitian band matrix:
y ← α Ax+ β y
This routine has the following arguments:
uplo Character*1. (input)
Specifies whether the upper or lower triangular part of the band matrix A is supplied, as follows:
uplo= ’U’ or ’u’: the upper triangular part of A is being supplied.
uplo= ’L’ or ’l’: the lower triangular part of A is being supplied.
n Integer. (input)
Specifies the order of matrix A. n ≥ 0.
k Integer. (input)
Specifies the number of superdiagonals of matrix A. k ≥ 0.
alpha Complex. (input)
Scalar factor α.
a Complex array of dimension (lda,n). (input)
Before entry with uplo = ’U’ or ’u’, the leading (k+1)-by-n part of array a must contain the
upper triangular band part of the Hermitian matrix, supplied column-by-column, with the leading
diagonal of the matrix in row k+1 of the array, the first superdiagonal starting at position 2 in
row k, and so on. The top left k-by-k triangle of array a is not referenced.
Before entry with uplo = ’L’ or ’l’, the leading (k+1)-by-n part of array a must contain the lower
triangular band part of the Hermitian matrix, supplied column-by-column, with the leading
diagonal of the matrix in row 1 of the array, the first subdiagonal starting at position 1 in row 2,
and so on. The bottom right k-by-k triangle of array a is not referenced.
The imaginary parts of the diagonal elements need not be set and are assumed to be 0. See the
EXAMPLES section for examples of Fortran code that transfer a band matrix from conventional
full matrix storage to band storage.
NOTES
CHBMV is a Level 2 Basic Linear Algebra Subprogram (Level 2 BLAS).
When working backward (incx < 0 or incy < 0), this routine starts at the end of the vector and moves
backward, as follows:
x(1– incx . (n– 1)), x(1– incx . (n– 2)) , . . ., x(1)
y(1– incy . (n– 1)), y(1– incy . (n– 2)) , . . ., y(1)
EXAMPLES
The following program segment transfers the upper triangular part of a Hermitian band matrix from
conventional full matrix storage to band storage:
DO 20, J = 1, N
M = K + 1 - J
DO 10, I = MAX ( 1, J - K ), J
A( M + I, J ) = MAT RIX( I, J )
10 CONTIN UE
20 CON TINUE
The following program segment transfers the lower triangular part of a Hermitian band matrix from
conventional full matrix storage to band storage:
DO 20, J = 1, N
M = 1 - J
DO 10, I = J, MIN ( N, J + K )
A( M + I, J ) = MATRIX ( I, J )
10 CON TIN UE
20 CON TIN UE
SEE ALSO
SSBMV(3S)
NAME
CHEMV – Multiplies a complex vector by a complex Hermitian matrix
SYNOPSIS
CALL CHEMV (uplo, n, alpha, a, lda, x, incx, beta, y, incy)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
On UNICOS/mk systems, this subroutine executes on a single processor and uses only private data.
DESCRIPTION
CHEMV performs the following matrix-vector operation:
y ← α Ax + β y
where α and β are scalars, x and y are n-element vectors, and A is an n-by-n Hermitian matrix.
This routine has the following arguments:
uplo Character*1. (input)
Specifies whether the upper or lower triangular part of array a is referenced, as follows:
uplo= ’U’ or ’u’: only the upper triangular part of a is referenced.
uplo= ’L’ or ’l’: only the lower triangular part of a is referenced.
n Integer. (input)
Specifies the order of matrix A. n ≥ 0.
alpha Complex. (input)
Scalar factor α.
a Complex array of dimension (lda,n). (input)
Before entry with uplo = ’U’ or ’u’, the leading n-by-n upper triangular part of array a must
contain the upper triangular part of the Hermitian matrix. The strictly lower triangular part of a
is not referenced.
Before entry with uplo = ’L’ or ’l’, the leading n-by-n lower triangular part of array a must
contain the lower triangular part of the Hermitian matrix. The strictly upper triangular part of a
is not referenced.
The imaginary parts of the diagonal elements need not be set and are assumed to be 0.
lda Integer. (input)
Specifies the first dimension of a as declared in the calling program.
Argument lda ≥ MAX(1,n).
x Complex array of dimension 1+(n– 1) . incx . (input)
Contains vector x.
NOTES
CHEMV is a Level 2 Basic Linear Algebra Subprogram (Level 2 BLAS).
When working backward (incx < 0 or incy < 0), this routine starts at the end of the vector and moves
backward, as follows:
x(1– incx . (n– 1)), x(1– incx . (n– 2)) , . . ., x(1)
y(1– incy . (n– 1)), y(1– incy . (n– 2)) , . . ., y(1)
SEE ALSO
SSYMV(3S)
NAME
CHER – Performs Hermitian rank 1 update of a complex Hermitian matrix
SYNOPSIS
CALL CHER (uplo, n, alpha, x, incx, a, lda)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
On UNICOS/mk systems, this subroutine executes on a single processor and uses only private data.
DESCRIPTION
CHER performs the following Hermitian rank 1 operation:
H
A ←α x x + A
H
where α is a real scalar, x is an n-element vector, x is the conjugate transpose of x, and A is an n-by-n
Hermitian matrix.
This routine has the following arguments:
uplo Character*1. (input)
Specifies whether the upper or lower triangular part of array a is referenced, as follows:
uplo= ’U’ or ’u’: only the upper triangular part of a is referenced.
uplo= ’L’ or ’l’: only the lower triangular part of a is referenced.
n Integer. (input)
Specifies the order of matrix A. n ≥ 0.
alpha Real. (input)
Scalar factor α.
x Complex array of dimension 1+(n– 1) . incx . (input)
Contains vector x.
incx Integer. (input)
Specifies the increment for the elements of x. incx must not be 0.
a Complex array of dimension (lda,n). (input and output)
Before entry with uplo = ’U’ or ’u’, the leading n-by-n upper triangular part of array a must
contain the upper triangular part of the Hermitian matrix. The strictly lower triangular part of a
is not referenced. On exit, the upper triangular part of the updated matrix overwrites the upper
triangular part of array a.
Before entry with uplo = ’L’ or ’l’, the leading n-by-n lower triangular part of array a must
contain the lower triangular part of the Hermitian matrix. The strictly upper triangular part of a
is not referenced. On exit, the lower triangular part of the updated matrix overwrites the lower
triangular part of array a.
The imaginary parts of the diagonal elements need not be set. They are assumed to be 0; on
exit, they are set to 0.
lda Integer. (input)
On entry, lda specifies the first dimension of a as declared in the calling program. lda ≥
MAX(1,n).
NOTES
CHER is a Level 2 Basic Linear Algebra Subprogram (Level 2 BLAS).
When working backward (incx < 0), this routine starts at the end of the vector and moves backward, as
follows:
x(1– incx . (n– 1)), x(1– incx . (n– 2)), . . ., x(1)
SEE ALSO
SSYR(3S)
NAME
CHER2 – Performs Hermitian rank 2 update of a complex Hermitian matrix
SYNOPSIS
CALL CHER2 (uplo, n, alpha, x, incx, y, incy, a, lda)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
On UNICOS/mk systems, this subroutine executes on a single processor and uses only private data.
DESCRIPTION
CHER2 performs the following Hermitian rank 2 operation:
H H
A ← α xy + α yx + A
H H
where α is a scalar, α is the complex conjugate of α, x and y are n-element vectors, x and y conjugate
transposes of x and y, respectively, and A is an n-by-n Hermitian matrix.
This routine has the following arguments:
uplo Character*1. (input)
Specifies whether the upper or lower triangular part of array a is referenced, as follows:
uplo= ’U’ or ’u’: only the upper triangular part of a is referenced.
uplo= ’L’ or ’l’: only the lower triangular part of a is referenced.
n Integer. (input)
Specifies the order of matrix A. n ≥ 0.
alpha Complex. (input)
Scalar factor α.
x Complex array of dimension 1+(n– 1) . incx . (input)
Contains vector x.
incx Integer. (input)
Specifies the increment for the elements of x. incx must not be 0.
y Complex array of dimension 1+(n– 1) . incy . (input)
Contains vector y.
incy Integer. (input)
Specifies the increment for the elements of y. incy must not be 0.
a Complex array of dimension (lda,n). (input and output)
Before entry with uplo = ’U’ or ’u’, the leading n-by-n upper triangular part of array a must
contain the upper triangular part of the Hermitian matrix. The strictly lower triangular part of a
is not referenced. On exit, the upper triangular part of the updated matrix overwrites the upper
triangular part of array a.
Before entry with uplo = ’L’ or ’l’, the leading n-by-n lower triangular part of array a must
contain the lower triangular part of the Hermitian matrix. The strictly upper triangular part of a
is not referenced. On exit, the lower triangular part of the updated matrix overwrites the lower
triangular part of array a.
The imaginary parts of the diagonal elements need not be set. They are assumed to be 0; on
exit, they are set to 0.
lda Integer. (input)
Specifies the first dimension of a as declared in the calling program. lda ≥ MAX(1,n).
NOTES
CHER2 is a Level 2 Basic Linear Algebra Subprogram (Level 2 BLAS).
When working backward (incx < 0 or incy < 0), this routine starts at the end of the vector and moves
backward, as follows:
x(1– incx . (n– 1)), x(1– incx . (n– 2)) , . . ., x(1)
y(1– incy . (n– 1)), y(1– incy . (n– 2)) , . . ., y(1)
SEE ALSO
SSYR2(3S)
NAME
CHPMV – Multiplies a complex vector by a packed complex Hermitian matrix
SYNOPSIS
CALL CHPMV (uplo, n, alpha, ap, x, incx, beta, y, incy)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
On UNICOS/mk systems, this subroutine executes on a single processor and uses only private data.
DESCRIPTION
CHPMV performs the following matrix-vector operation:
y ← α Ax + β y
where α and β are complex scalars, x and y are n-element vectors, and A is an n-by-n packed complex
Hermitian matrix.
This routine has the following arguments:
uplo Character*1. (input)
Specifies whether the upper or lower triangular part of matrix A is packed into the array
argument ap, as follows:
uplo= ’U’ or ’u’: the upper triangular part of A is being supplied in the argument ap.
uplo= ’L’ or ’l’: the lower triangular part of A is being supplied in the argument ap.
n Integer. (input)
Specifies the order of matrix A. n ≥ 0.
alpha Complex. (input)
Scalar factor α.
n (n +1)
ap Complex array of dimension . (input)
2
Before entry with uplo = ’U’ or ’u’, array ap must contain the upper triangular part of the
Hermitian matrix packed sequentially, column-by-column, so that ap(1) contains A(1,1), ap(2)
contains A(1,2), ap(3) contains A(2,2), and so on.
Before entry with uplo = ’L’ or ’l’, array ap must contain the lower triangular part of the
Hermitian matrix packed sequentially, column-by-column, so that ap(1) contains A(1,1), ap(2)
contains A(2,1), ap(3) contains A(3,1), and so on.
x Complex array of dimension 1+(n– 1) . incx . (input)
Contains vector x.
NOTES
CHPMV is a Level 2 Basic Linear Algebra Subprogram (Level 2 BLAS).
When working backward (incx < 0 or incy < 0), this routine starts at the end of the vector and moves
backward, as follows:
x(1– incx . (n– 1)), x(1– incx . (n– 2)) , . . ., x(1)
y(1– incy . (n– 1)), y(1– incy . (n– 2)) , . . ., y(1)
SEE ALSO
SSPMV(3S)
NAME
CHPR – Performs Hermitian rank 1 update of a packed complex Hermitian matrix
SYNOPSIS
CALL CHPR (uplo, n, alpha, x, incx, ap)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
On UNICOS/mk systems, this subroutine executes on a single processor and uses private data.
DESCRIPTION
CHPR performs the following Hermitian rank 1 operation:
H
A ← α xx + A
H
where α is a real scalar, x is an n-element vector, x is the conjugate transpose of x, and A is an n-by-n
packed complex Hermitian matrix.
This routine has the following arguments:
uplo Character*1. (input)
Specifies whether the upper or lower triangular part of matrix A is packed into the array
argument ap, as follows:
uplo= ’U’ or ’u’: the upper triangular part of A is supplied in the argument ap.
uplo= ’L’ or ’l’: the lower triangular part of A is supplied in the argument ap.
n Integer. (input)
Specifies the order of matrix A. n ≥ 0.
alpha Complex. (input)
Scalar factor α.
x Complex array of dimension 1+(n– 1) . incx . (input)
Contains vector x.
incx Integer. (input)
Specifies the increment for the elements of x. incx must not be 0.
n (n +1)
ap Complex array of dimension . (input and output)
2
Before entry with uplo = ’U’ or ’u’, array ap must contain the upper triangular part of the
Hermitian matrix packed sequentially, column-by-column, so that ap(1) contains A(1,1), ap(2)
contains A(1,2), ap(3) contains A(2,2), and so on. On exit, the upper triangular part of the
updated matrix overwrites array ap.
Before entry with uplo = ’L’ or ’l’, array ap must contain the lower triangular part of the
Hermitian matrix packed sequentially, column-by-column, so that ap(1) contains A(1,1), ap(2)
contains A(2,1), ap(3) contains A(3,1), and so on. On exit, the lower triangular part of the
updated matrix overwrites array ap.
The imaginary parts of the diagonal elements need not be set. They are assumed to be 0; on
exit, they are set to 0.
NOTES
CHPR is a Level 2 Basic Linear Algebra Subprogram (Level 2 BLAS).
When working backward (incx < 0), this routine starts at the end of the vector and moves backward, as
follows:
x(1– incx . (n– 1)), x(1– incx . (n– 2)), . . ., x(1)
SEE ALSO
SSPR(3S)
NAME
CHPR2 – Performs Hermitian rank 2 update of a packed complex Hermitian matrix
SYNOPSIS
CALL CHPR2 (uplo, n, alpha, x, incx, y, incy, ap)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
On UNICOS/mk systems, this subroutine executes on a single processor and uses private data.
DESCRIPTION
CHPR2 performs the following Hermitian rank 2 operation:
H H
A ← α xy + α yx + A
H H
where α is a scalar, α is the complex conjugate of α, x and y are n-element vectors, x and y conjugate
transposes of x and y, respectively, and A is an n-by-n packed complex Hermitian matrix.
This routine has the following arguments:
uplo Character*1. (input)
Specifies whether the upper or lower triangular part of matrix A is packed into the array
argument ap, as follows:
uplo= ’U’ or ’u’: the upper triangular part of A is being supplied in the argument ap.
uplo= ’L’ or ’l’: the lower triangular part of A is being supplied in the argument ap.
n Integer. (input)
Specifies the order of matrix A. n ≥ 0.
alpha Complex. (input)
Scalar factor α.
x Complex array of dimension 1+(n– 1) . incx . (input)
Contains vector x.
incx Integer. (input)
Increment for the elements of x. incx must not be 0.
y Complex array of dimension 1+(n– 1) . incy . (input)
Contains vector y.
incy Integer. (input)
Increment for the elements of y. Argument incy must not be 0.
n (n +1)
ap Complex array of dimension . (input and output)
2
Before entry with uplo = ’U’ or ’u’, array ap must contain the upper triangular part of the
Hermitian matrix packed sequentially, column-by-column, so that ap(1) contains A(1,1), ap(2)
contains A(1,2), ap(3) contains A(2,2), and so on. On exit, the upper triangular part of the
updated matrix overwrites array ap.
Before entry with uplo = ’L’ or ’l’, array ap must contain the lower triangular part of the
Hermitian matrix packed sequentially, column-by-column, so that ap(1) contains A(1,1), ap(2)
contains A(2,1), ap(3) contains A(3,1), and so on. On exit, the lower triangular part of the
updated matrix overwrites array ap.
The imaginary parts of the diagonal elements need not be set. They are assumed to be 0; on
exit, they are set to 0.
NOTES
CHPR2 is a Level 2 Basic Linear Algebra Subprogram (Level 2 BLAS).
When working backward (incx < 0 or incy < 0), this routine starts at the end of the vector and moves
backward, as follows:
x(1– incx . (n– 1)), x(1– incx . (n– 2)) , . . ., x(1)
y(1– incy . (n– 1)), y(1– incy . (n– 2)) , . . ., y(1)
SEE ALSO
SSPR(3S)
NAME
SGBMV, CGBMV – Multiplies a real or complex vector by a real or complex general band matrix
SYNOPSIS
CALL SGBMV (trans, m, n, kl, ku, alpha, a, lda, x, incx, beta, y, incy)
CALL CGBMV (trans, m, n, kl, ku, alpha, a, lda, x, incx, beta, y, incy)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
On UNICOS/mk systems, this subroutine executes on a single processor and uses private data.
DESCRIPTION
SGBMV multiplies a real vector by a real general band matrix.
CGBMV multiplies a complex vector by a complex general band matrix.
SGBMV and CGBMV perform one of the following matrix-vector operations:
y ← α Ax + β y
T
y ←αA x+βy
H
y ←αA x+βy
where
• α and β are scalars,
• x and y are vectors
• A is an m-by-n band matrix with kl subdiagonals and ku superdiagonals
T
• A is the transpose of A
H
• A is the conjugate transpose of A
These routines have the following arguments:
trans Character*1. (input)
Specifies the operation to be performed:
trans = ’N’ or ’n’: y ← α Ax + βy
T
trans = ’T’ or ’t’: y ← α A x + β y
T H
trans = ’C’ or ’c’: y ← α A x + β y (SGBMV), or y ← α A x + β y (CGBMV)
m Integer. (input)
Specifies the number of rows in matrix A. m ≥ 0.
n Integer. (input)
Specifies the number of columns in the matrix A. n ≥ 0.
kl Integer. (input)
Specifies the number of subdiagonals of matrix A. kl ≥ 0.
ku Integer. (input)
Specifies the number of superdiagonals of matrix A. ku ≥ 0.
alpha SGBMV: Real. (input)
CGBMV: Complex. (input)
Scalar factor α.
a SGBMV: Real array of dimension (lda,n). (input)
CGBMV: Complex array of dimension (lda,n). (input)
Before entry, the leading (kl+ku+1)-by-n part of array a must contain the matrix of coefficients,
supplied column-by-column, with the leading diagonal of the matrix in row (ku+1) of the array,
the first superdiagonal starting at position 2 in row ku, the first subdiagonal starting at position 1
in row (ku+2), and so on. Elements in array a that do not correspond to elements in the band
matrix (such as the top left ku-by-ku triangle) are not referenced.
See the NOTES section for an example of Fortran code that transfers a band matrix from
conventional full matrix storage to band storage.
lda Integer. (input)
Specifies the first dimension of a as declared in the calling program. lda ≥ (kl+ku+1).
x SGBMV: Real array of dimension 1+(kx– 1) . incx . (input)
CGBMV: Complex array of dimension 1+(kx– 1) . incx . (input)
Contains the vector x. When trans = ’N’ or ’n’, kx is n; otherwise, it is m.
incx Integer. (input)
Specifies the increment for the elements of x. incx must not be 0.
beta SGBMV: Real. (input)
CGBMV: Complex. (input)
Scalar factor β. When beta is supplied as 0, y need not be set on input.
y SGBMV: Real array of dimension 1+(ky– 1) . incy . (input and output)
CGBMV: Complex array of dimension 1+(ky– 1) . incy . (input and output)
Contains the vector y. When trans = ’N’ or ’n’, ky is m; otherwise, it is n. On exit, the updated
vector overwrites array y.
incy Integer. (input)
Specifies the increment for the elements of y.
incy must not be 0.
NOTES
The following program segment transfers a band matrix from conventional full matrix storage to band
storage:
DO 20, J = 1, N
K = KU + 1 - J
DO 10, I = MAX (1, J - KU) , MIN (M, J + KL)
A(K + I, J) = MATRIX (I, J)
10 CON TIN UE
20 CONTIN UE
SGBMV and CGBMV are Level 2 Basic Linear Algebra Subprograms (Level 2 BLAS).
When working backward (incx < 0 or incy < 0), each routine starts at the end of the vector and moves
backward, as follows:
x(1– incx . (n– 1)), x(1– incx . (n– 2)) , . . ., x(1)
y(1– incy . (n– 1)), y(1– incy . (n– 2)) , . . ., y(1)
NAME
SGEMV, CGEMV – Multiplies a real or complex vector by a real or complex general matrix
SYNOPSIS
CALL SGEMV (trans, m, n, alpha, a, lda, x, incx, beta, y, incy)
CALL CGEMV (trans, m, n, alpha, a, lda, x, incx, beta, y, incy)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
On UNICOS/mk systems, this subroutine executes on a single processor and uses private data.
DESCRIPTION
SGEMV multiplies a real vector by a real general matrix.
CGEMV multiplies a complex vector by a complex general matrix.
SGEMV and CGEMV perform one of the following matrix-vector operations:
y ← α Ax + β y
T
y ←αA x+βy
H
y ←αA x+βy
where
• α and β are scalars,
• x and y are vectors
• A is an m-by-n general matrix
T
• A is the transpose of A
H
• A is the conjugate transpose of A
These routines have the following arguments:
trans Character*1. (input)
Specifies the operation to be performed:
trans = ’N’ or ’n’: y ← α Ax + βy
T
trans = ’T’ or ’t’: y ← α A x + β y
T H
trans = ’C’ or ’c’: y ← α A x + β y (SGEMV), or y ← α A x + β y (CGEMV)
m Integer. (input)
Specifies the number of rows in matrix A. m ≥ 0.
n Integer. (input)
Specifies the number of columns in matrix A. n ≥ 0.
NOTES
SGEMV and CGEMV are Level 2 Basic Linear Algebra Subprograms (Level 2 BLAS).
When working backward (incx < 0 or incy < 0), each routine starts at the end of the vector and moves
backward, as follows:
x(1– incx . (n– 1)), x(1– incx . (n– 2)) , . . ., x(1)
y(1– incy . (n– 1)), y(1– incy . (n– 2)) , . . ., y(1)
NAME
SGER, CGERC, CGERU – Performs rank 1 update of a real general matrix
SYNOPSIS
CALL SGER (m, n, alpha, x, incx, y, incy, a, lda)
CALL CGERC (m, n, alpha, x, incx, y, incy, a, lda)
CALL CGERU (m, n, alpha, x, incx, y, incy, a, lda)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
On UNICOS/mk systems, this subroutine executes on a single processor and uses only private data.
DESCRIPTION
SGER performs a rank 1 update of a real general matrix.
CGERC performs a conjugated rank 1 update of a complex general matrix.
CGERU performs an unconjugated rank 1 update of a complex general matrix.
SGER and CGERU perform the rank 1 operation:
T
A ← α xy + A
T
where y is the transpose of y, α is a scalar, x is an m-element vector, y is an n-element vector, and A is an
m-by-n matrix.
CGERC performs the rank 1 operation:
H
A ← α xy + A
H
where y is the conjugate transpose of y, α is a scalar, x is an m-element vector, y is an n-element vector,
and A is an m-by-n matrix.
These routines have the following arguments:
m Integer. (input)
Specifies the number of rows in matrix A. m ≥ 0.
n Integer. (input)
Specifies the number of columns in matrix A. n ≥ 0.
alpha SGER: Real. (input)
CGERC, CGERU: Complex. (input)
Scalar factor α.
NOTES
SGER, CGERC, and CGERU are Level 2 Basic Linear Algebra Subprograms (Level 2 BLAS).
When working backward (incx < 0 or incy < 0), these routines start at the end of the vector and move
backward, as follows:
x(1– incx . (n– 1)), x(1– incx . (n– 2)) , . . ., x(1)
y(1– incy . (n– 1)), y(1– incy . (n– 2)) , . . ., y(1)
NAME
SGESUM, CGESUM – Adds a scalar multiple of a real or complex matrix to a scalar multiple of another real
or complex matrix
SYNOPSIS
CALL SGESUM (trans, m, n, alpha, a, lda, beta, b, ldb)
CALL CGESUM (trans, m, n, alpha, a, lda, beta, b, ldb)
IMPLEMENTATION
UNICOS/mk systems
These subroutines execute on a single processor and use private data only.
DESCRIPTION
SGESUM adds two real matrices with optional scaling; CGESUM adds two complex matrices.
B ← α op(A) + β B
where
• op(A) represents A, its transpose A T , or its conjugate transpose A H
• op(A) and B are m-by-n matrices
• α and β are scalars. β =0 is a special case, used to copy α . op (A ) to B. α =0 is a special case, used to
scale B.
These routines have the following arguments:
trans Character*1. (input)
Specifies whether the matrix A is transposed.
trans = ’N’ or ’n’: op(A) = A
T
trans = ’T’ or ’t’: op(A) = A
T H
trans = ’C’ or ’c’: op(A) = A (SGESUM), or op(A) = A (CGESUM)
m Integer. (input)
Specifies the number of rows in matrix op(A) and in matrix B.
n Integer. (input)
Specifies the number of columns in matrix op(A) and in matrix B.
alpha SGESUM: Real. (input)
CGESUM: Complex. (input)
Scalar factor α.
a SGESUM: Real array of dimension (lda,k). (input)
CGESUM: Complex array of dimension (lda,k). (input)
When trans = ’N’ or ’n’, k is n; otherwise, it is m. When trans = ’N’ or ’n’, the leading m-by-n
part of the array a contains matrix A. When trans = ’T’ or ’t’ or trans = ’C’ or ’c’, the leading
n-by-m part or the array a contains matrix A, whose transpose or conjugate transpose will be
used in the matrix sum. If alpha = 0, a need not be specified on entry.
lda Integer. (input)
Specifies the first dimension of a as declared in the calling program. When trans = ’N’ or ’n’,
lda ≥ MAX(1,m); otherwise, lda ≥ MAX(1,n).
beta SGESUM: Real. (input)
CGESUM: Complex. (input)
Scalar factor β.
b SGESUM: Real array of dimension (ldb,n). (input/output)
CGESUM: Complex array of dimension (ldb,n). (input/output)
On entry, if beta ≠0, the m-by-n matrix b contains B. (If β = 0, b need not be specifed on
entry.) On exit, b is overwritten with the matrix sum α op (A ) + β B .
ldb Integer. (input)
The leading dimension of array b. ldb ≥ MAX(1,m).
EXAMPLES
An important use of SGESUM is to copy an array to another array, in which the second array may be a
temporary workspace that has a better data layout than the first array. For example, suppose array A was
declared as follows in the main program:
REA L A(1 024, 1024)
This data layout is particularity bad for Level 3 BLAS operations that must fit a block of A in the direct-
mapped cache of UNICOS/mk systems, because every column has exactly the same cache offset as every
other column. It might be worthwhile to operate on a block of A at a time by copying a part of A into a
second array B. Give B a leading dimension that is an odd multiple of 16, so that a 16-by-64 subblock of B
will fit in the cache:
REA L B(80, 64)
CDIR$ CAC HE_ ALIGN B
SEE ALSO
SAXPBY(3S)
NAME
SSBMV – Multiplies a real vector by a real symmetric band matrix
SYNOPSIS
CALL SSBMV (uplo, n, k, alpha, a, lda, x, incx, beta, y, incy)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
On UNICOS/mk systems, this subroutine executes on a single processor and uses only private data.
DESCRIPTION
SSBMV performs the following matrix-vector operation:
y ← α Ax + β y
where α and β are scalars, x and y are n-element vectors, and A is an n-by-n symmetric band matrix.
This routine has the following arguments:
uplo Character*1. (input)
Specifies whether the upper or lower triangular part of band matrix A is supplied, as follows:
uplo= ’U’ or ’u’: the upper triangular part of A is being supplied.
uplo= ’L’ or ’l’: the lower triangular part of A is being supplied.
n Integer. (input)
Specifies the order of matrix A. n ≥ 0.
k Integer. (input)
Specifies the number of superdiagonals of matrix A. k ≥ 0.
alpha Real. (input)
Scalar factor α.
a Real array of dimension (lda,n). (input)
Before entry with uplo = ’U’ or ’u’, the leading (k+1)-by-n part of array a must contain the
upper triangular band part of the symmetric matrix, supplied column-by-column, with the leading
diagonal of the matrix in row (k+1) of the array, the first superdiagonal starting at position 2 in
row k, and so on. The top left k-by-k triangle of array a is not referenced.
Before entry with uplo = ’L’ or ’l’, the leading (k+1)-by-n part of array a must contain the lower
triangular band part of the symmetric matrix, supplied column-by-column, with the leading
diagonal of the matrix in row 1 of the array, the first subdiagonal starting at position 1 in row 2,
and so on. The bottom right k-by-k triangle of array a is not referenced.
See the NOTES section for examples of Fortran code that transfer upper and lower parts of
symmetric band matrices from conventional full matrix storage to band storage.
NOTES
The following program segment transfers the upper triangular part of a symmetric band matrix from
conventional full matrix storage to band storage:
DO 20, J = 1, N
M = K + 1 - J
DO 10, I = MAX ( 1, J - K ), J
A( M + I, J ) = MAT RIX ( I, J )
10 CON TIN UE
20 CONTIN UE
The following program segment transfers the lower triangular part of a symmetric band matrix from
conventional full matrix storage to band storage:
DO 20, J = 1, N
M = 1 - J
DO 10, I = J, MIN ( N, J + K )
A( M + I, J ) = MATRIX( I, J )
10 CON TINUE
20 CONTIN UE
NAME
SSPMV, CSPMV – Multiplies a real or complex symmetric packed matrix by a real or complex vector
SYNOPSIS
CALL SSPMV (uplo, n, alpha, ap, x, incx, beta, y, incy)
CALL CSPMV (uplo, n, alpha, ap, x, incx, beta, y, incy)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
Only the real routine executes on UNICOS/mk systems (on a single processor, using only private data).
DESCRIPTION
SSPMV and CSPMV perform the following matrix-vector operation:
y ← α Ax + β y
where α and β are scalars, x and y are n-element vectors, and A is an n-by-n symmetric packed matrix.
These routines have the following arguments:
uplo Character*1. (input)
Specifies whether the upper or lower triangular part of matrix A is packed into the array
argument ap, as follows:
uplo= ’U’ or ’u’: the upper triangular part of A is being supplied in the argument ap.
uplo= ’L’ or ’l’: the lower triangular part of A is being supplied in the argument ap.
n Integer. (input)
Specifies the order of matrix A. n ≥ 0.
alpha SSPMV: Real. (input)
CSPMV: Complex. (input) Scalar factor α .
n (n +1)
ap SSPMV: real array of dimension . (input)
2
n (n +1)
CSPMV: complex array of dimension . (input)
2
Before entry with uplo = ’U’ or ’u’, array ap must contain the upper triangular part of the
symmetric matrix packed sequentially, column-by-column, so that ap(1) contains A(1,1), ap(2)
contains A(1,2), ap(3) contains A(2,2), and so on.
Before entry with uplo = ’L’ or ’l’, array ap must contain the lower triangular part of the
symmetric matrix packed sequentially, column-by-column, so that ap(1) contains A(1,1), ap(2)
contains A(2,1), ap(3) contains A(3,1), and so on.
NOTES
SSPMV is a Level 2 Basic Linear Algebra Subprogram (Level 2 BLAS). CSPMV is an extension to Level 2
BLAS.
When working backward (incx < 0 or incy < 0), each routine starts at the end of the vector and moves
backward, as follows:
x(1– incx . (n– 1)), x(1– incx . (n– 2)) , . . ., x(1)
y(1– incy . (n– 1)), y(1– incy . (n– 2)) , . . ., y(1)
SEE ALSO
CHPMV(3S)
NAME
SSPR, CSPR – Performs symmetric rank 1 update of a real or complex symmetric packed matrix
SYNOPSIS
CALL SSPR (uplo, n, alpha, x, incx, ap)
CALL CSPR (uplo, n, alpha, x, incx, ap)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
On UNICOS/mk systems, this subroutine executes on a single processor and uses only private data.
DESCRIPTION
SSPR and CSPR each perform the following symmetric rank 1 operation:
T
A ← α xx + A
T
where x is the transpose of x, α is a real or complex scalar, x is an n-element vector, and A is an n-by-n
symmetric packed matrix.
These routines have the following arguments:
uplo Character*1. (input)
Specifies whether the upper or lower triangular part of matrix A is packed into the array
argument ap, as follows:
uplo= ’U’ or ’u’: the upper triangular part of A is being supplied in the argument ap.
uplo= ’L’ or ’l’: the lower triangular part of A is being supplied in the argument ap.
n Integer. (input)
Specifies the order of matrix A. n ≥ 0.
alpha SSPR: Real. (input)
CSPR: Complex. (input)
Scalar factor α.
x SSPR: Real array of dimension 1+(n– 1) . incx . (input)
CSPR: Complex array of dimension 1+(n– 1) . incx . (input)
Contains vector x.
incx Integer. (input)
Specifies the increment for the elements of x. incx must not be 0.
n (n +1)
ap SSPR: Real array of dimension . (input and output)
2
n (n +1)
CSPR: Complex array of dimension . (input and output)
2
Before entry with uplo = ’U’ or ’u’, array ap must contain the upper triangular part of the
symmetric matrix packed sequentially, column-by-column, so that ap(1) contains A(1,1), ap(2)
contains A(1,2), ap(3) contains A(2,2), and so on. On exit, the upper triangular part of the
updated matrix overwrites array ap.
Before entry with uplo = ’L’ or ’l’, array ap must contain the lower triangular part of the
symmetric matrix packed sequentially, column-by-column, so that ap(1) contains A(1,1), ap(2)
contains A(2,1), ap(3) contains A(3,1), and so on. On exit, the lower triangular part of the
updated matrix overwrites array ap.
NOTES
SSPR is a Level 2 Basic Linear Algebra Subprogram (Level 2 BLAS). CSPR is an extension to Level 2
BLAS.
When working backward (incx < 0), each routine starts at the end of the vector and moves backward, as
follows:
x(1– incx . (n– 1)), x(1– incx . (n– 2)), . . ., x(1)
SEE ALSO
CHPR(3S)
NAME
SSPR2 – Performs symmetric rank 2 update of a real symmetric packed matrix
SYNOPSIS
CALL SSPR2 (uplo, n, alpha, x, incx, y, incy, ap)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
On UNICOS/mk systems, this subroutine executes on a single processor and uses only private data.
DESCRIPTION
SSPR2 performs the following symmetric rank 2 operation:
T T
A ← α xy + α yx + A
T T
where x is the transpose of x, y is the transpose of y, α is a real scalar, x and y are n-element vectors,
and A is an n-by-n symmetric packed matrix.
This routine has the following arguments:
uplo Character*1. (input)
Specifies whether the upper or lower triangular part of matrix A is packed into the array
argument ap, as follows:
uplo= ’U’ or ’u’: the upper triangular part of A is being supplied in the argument ap.
uplo= ’L’ or ’l’: the lower triangular part of A is being supplied in the argument ap.
n Integer. (input)
Specifies the order of matrix A. n ≥ 0.
alpha Real. (input)
Scalar factor α.
x Real array of dimension 1+(n– 1) . incx . (input)
Contains vector x.
incx Integer. (input)
Increment for the elements of x. incx must not be 0.
y Real array of dimension 1+(n– 1) . incy . (input)
Contains vector y.
incy Integer. (input)
Increment for the elements of y. incy must not be 0.
n (n +1)
ap Real array of dimension . (input and output)
2
Before entry with uplo = ’U’ or ’u’, array ap must contain the upper triangular part of the
symmetric matrix packed sequentially, column-by-column, so that ap(1) contains A(1,1), ap(2)
contains A(1,2), ap(3) contains A(2,2), and so on. On exit, the upper triangular part of the
updated matrix overwrites array ap.
Before entry with uplo = ’L’ or ’l’, array ap must contain the lower triangular part of the
symmetric matrix packed sequentially, column-by-column, so that ap(1) contains A(1,1), ap(2)
contains A(2,1), ap(3) contains A(3,1), and so on. On exit, the lower triangular part of the
updated matrix overwrites array ap.
NOTES
SSPR2 is a Level 2 Basic Linear Algebra Subprogram (Level 2 BLAS).
When working backward (incx < 0 or incy < 0), this routine starts at the end of the vector and moves
backward, as follows:
x(1– incx . (n– 1)), x(1– incx . (n– 2)) , . . ., x(1)
y(1– incy . (n– 1)), y(1– incy . (n– 2)) , . . ., y(1)
SEE ALSO
CHPR2(3S)
NAME
SSPR12 – Performs two simultaneous symmetric rank 1 updates of a real symmetric packed matrix
SYNOPSIS
CALL SSPR12 (uplo, n, alpha, x, incx, beta, y, incy, ap)
IMPLEMENTATION
UNICOS systems
DESCRIPTION
SSPR12 performs the following matrix-vector operation:
T T
A ← α xx + β yy + A
T T
where x is the transpose of x, y is the transpose of y, α and β are real scalars, x and y are n-element
vectors, and A is an n-by-n real symmetric packed matrix.
This routine has the following arguments:
uplo Character*1. (input)
Specifies whether the upper or lower triangular part of matrix A is packed into the array
argument ap, as follows:
uplo= ’U’ or ’u’: the upper triangular part of A is being supplied in the argument ap.
uplo= ’L’ or ’l’; the lower triangular part of A is being supplied in the argument ap.
n Integer. (input)
Specifies the order of matrix A. n ≥ 0.
alpha Real. (input)
Scalar factor α.
x Real array of dimension 1+(n– 1) . incx . (input)
Contains vector x.
incx Integer. (input)
Increment for the elements of x. incx must not be 0.
beta Real. (input)
Scalar factor β.
y Real array of dimension 1+(n– 1) . incy . (input)
Contains vector y.
incy Integer. (input)
Increment for the elements of y. incy must not be 0.
n (n +1)
ap Real array of dimension . (input and output)
2
Before entry with uplo = ’U’ or ’u’, array ap must contain the upper triangular part of the
symmetric matrix packed sequentially, column-by-column, so that ap(1) contains A(1,1), ap(2)
contains A(1,2), ap(3) contains A(2,2), and so on. On exit, the upper triangular part of the
updated matrix overwrites array ap.
Before entry with uplo = ’L’ or ’l’, array ap must contain the lower triangular part of the
symmetric matrix packed sequentially, column-by-column, so that ap(1) contains A(1,1), ap(2)
contains A(2,1), ap(3) contains A(3,1), and so on. On exit, the lower triangular part of the
updated matrix overwrites array ap.
NOTES
SSPR12 is an extension to the standard Level 2 Basic Linear Algebra Subprograms (Level 2 BLAS). It is
similar in function to the Level 2 BLAS routine SSPR2(3S) and is equivalent to two rank 1 updates.
For example,
CAL L SSP R12(UP LO,N,A LPH A,X ,IN CX,BET A,Y ,INCY, AP)
is equivalent to:
CALL SSPR(U PLO,N, ALP HA, X,INCX ,AP )
CAL L SSP R(UPLO ,N,BET A,Y ,IN CY, AP)
When working backward (incx < 0 or incy < 0), this routine starts at the end of the vector and moves
backward, as follows:
x(1– incx . (n– 1)), x(1– incx . (n– 2)) , . . ., x(1)
y(1– incy . (n– 1)), y(1– incy . (n– 2)) , . . ., y(1)
NAME
SSYMV, CSYMV – Multiplies a real or complex vector by a real or complex symmetric matrix
SYNOPSIS
CALL SSYMV (uplo, n, alpha, a, lda, x, incx, beta, y, incy)
CALL CSYMV (uplo, n, alpha, a, lda, x, incx, beta, y, incy)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
On UNICOS/mk systems, this subroutine executes on a single processor and uses only private data.
DESCRIPTION
SSYMV multiplies a real vector by a real symmetric matrix.
CSYMV multiplies a complex vector by a complex symmetric matrix.
SSYMV and CSYMV perform the following matrix-vector operation:
y ← α Ax + β y
where α and β are scalars, x and y are n-element vectors, and A is an n-by-n symmetric matrix.
These routines have the following arguments:
uplo Character*1. (input)
Specifies whether the upper or lower triangular part of matrix A is being supplied, as follows:
uplo= ’U’ or ’u’: only the upper triangular part of A is being supplied.
uplo= ’L’ or ’l’: only the lower triangular part of A is being supplied.
n Integer. (input)
Specifies the order of matrix A. n ≥ 0.
alpha SSYMV: Real. (input)
CSYMV: Complex. (input)
Scalar factor α.
a SSYMV: Real array of dimension (lda,n). (input)
CSYMV: Complex array of dimension (lda,n). (input)
Before entry with uplo = ’U’ or ’u’, the leading n-by-n upper triangular part of array a must
contain the upper triangular part of the symmetric matrix. The strictly lower triangular part of a
is not referenced.
Before entry with uplo = ’L’ or ’l’, the leading n-by-n lower triangular part of array a must
contain the lower triangular part of the symmetric matrix. The strictly upper triangular part of a
is not referenced.
NOTES
SSYMV is a Level 2 Basic Linear Algebra Subprogram (Level 2 BLAS). CSYMV is an extension to Level 2
BLAS.
When working backward (incx < 0 or incy < 0), each routine starts at the end of the vector and moves
backward, as follows:
x(1– incx . (n– 1)), x(1– incx . (n– 2)) , . . ., x(1)
y(1– incy . (n– 1)), y(1– incy . (n– 2)) , . . ., y(1)
SEE ALSO
CHEMV(3S)
NAME
SSYR, CSYR – Performs symmetric rank 1 update of a real or complex symmetric matrix
SYNOPSIS
CALL SSYR (uplo, n, alpha, x, incx, a, lda)
CALL CSYR (uplo, n, alpha, x, incx, a, lda)
IMPLEMENTATION
UNICOS/mk systems
Only the real routine executes on UNICOS/mk systems, on a single processor, using only private data.
DESCRIPTION
SSYR and CSYR perform the following symmetric rank 1 operation:
T
A ← α xx + A
T
where x is the transpose of x, α is a real or complex scalar, x is an n-element vector, and A is an n-by-n
symmetric matrix.
These routines have the following arguments:
uplo Character*1. (input)
Specifies whether the upper or lower triangular part of array a is referenced, as follows:
uplo= ’U’ or ’u’: only the upper triangular part of a is referenced.
uplo= ’L’ or ’l’: only the lower triangular part of a is referenced.
n Integer. (input)
Specifies the order of matrix A. n ≥ 0.
alpha SSYR: Real. (input)
CSYR: Complex. (input)
Scalar factor α.
x SSYR: Real array of dimension 1+(n– 1) . incx . (input)
CSYR: Complex array of dimension 1+(n– 1) . incx . (input)
Contains vector x.
incx Integer. (input)
Specifies the increment for the elements of x. incx must not be 0.
a SSYR: Real array of dimension (lda,n). (input and output)
CSYR: Complex array of dimension (lda,n). (input and output)
Before entry with uplo = ’U’ or ’u’, the leading n-by-n upper triangular part of array a must
contain the upper triangular part of the symmetric matrix. The strictly lower triangular part of a
is not referenced. On exit, the upper triangular part of the updated matrix overwrites the upper
triangular part of array a.
Before entry with uplo = ’L’ or ’l’, the leading n-by-n lower triangular part of array a must
contain the lower triangular part of the symmetric matrix. The strictly upper triangular part of a
is not referenced. On exit, the lower triangular part of the updated matrix overwrites the lower
triangular part of array a.
lda Integer. (input)
Specifies the first dimension of a as declared in the calling program. lda ≥ MAX(1,n).
NOTES
SSYR is a Level 2 Basic Linear Algebra Subprogram (Level 2 BLAS). CSYR is an extension to Level 2
BLAS.
When working backward (incx < 0), each routine starts at the end of the vector and moves backward, as
follows:
x(1– incx . (n– 1)), x(1– incx . (n– 2)), . . ., x(1)
SEE ALSO
CHER(3S)
NAME
SSYR2 – Performs symmetric rank 2 update of a real symmetric matrix
SYNOPSIS
CALL SSYR2 (uplo, n, alpha, x, incx, y, incy, a, lda)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
On UNICOS/mk, this subroutine executes on a single processor and uses only private data
DESCRIPTION
SSYR2 performs the following symmetric rank 2 operation:
T T
A ← α xy + α yx + A
T T
where α is a real scalar, y is the transpose of y, x is the transpose of x, x and y are n-element vectors, and
A is an n-by-n real symmetric matrix.
This routine has the following arguments:
uplo Character*1. (input)
Specifies whether the upper or lower triangular part of matrix A is being supplied, as follows:
uplo= ’U’ or ’u’: only the upper triangular part of array a is referenced.
uplo= ’L’ or ’l’: only the lower triangular part of array a is referenced.
n Integer. (input)
Specifies the order of matrix A. n ≥ 0.
alpha Real. (input)
Scalar factor α.
x Real array of dimension 1+(n– 1) . incx . (input)
Contains vector x.
incx Integer. (input)
On entry, incx specifies the increment for the elements of x. incx must not be 0.
y Real array of dimension 1+(n– 1) . incy . (input)
Contains vector y.
incy Integer. (input)
On entry, incy specifies the increment for the elements of y. incy must not be 0.
a Real array of dimension (lda,n). (input and output)
Before entry with uplo=’U’ or ’u’, the leading n-by-n upper triangular part of array a must
contain the upper triangular part of the symmetric matrix and the strictly lower triangular part of
a is not referenced. On exit, the upper triangular part of the updated matrix overwrites the upper
triangular part of array a.
Before entry with uplo=’L’ or ’l’, the leading n-by-n lower triangular part of array a must
contain the lower triangular part of the symmetric matrix and the strictly upper triangular part of
a is not referenced. On exit, the lower triangular part of the updated matrix overwrites the lower
triangular part of array a.
lda Integer. (input)
Specifies the first dimension of a as declared in the calling program. lda ≥ MAX(1,n).
NOTES
SSYR2 is a Level 2 Basic Linear Algebra Subprogram (Level 2 BLAS).
When working backward (incx < 0 or incy < 0), this routine starts at the end of the vector and moves
backward, as follows:
x(1– incx . (n– 1)), x(1– incx . (n– 2)) , . . ., x(1)
y(1– incy . (n– 1)), y(1– incy . (n– 2)) , . . ., y(1)
SEE ALSO
CHER2(3S)
NAME
STBMV, CTBMV – Multiplies a real or complex vector by a real or complex triangular band matrix
SYNOPSIS
CALL STBMV (uplo, trans, diag, n, k, a, lda, x, incx)
CALL CTBMV (uplo, trans, diag, n, k, a, lda, x, incx)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
On UNICOS/mk systems, this subroutine executes on a single processor and uses only private data.
DESCRIPTION
STBMV multiplies a real vector by a real triangular band matrix.
CTBMV multiplies a complex vector by a complex triangular band matrix.
STBMV and CTBMV perform one of the following matrix-vector operations:
x ← Ax
T
x←A x
H
x ← A x (CTBMV only)
T H
where A is the transpose of A, A is the conjugate transpose of A, x is an n-element vector, and A may be
either a unit or nonunit n-by-n upper or lower triangular band matrix with (k+1) diagonals.
These routines have the following arguments:
uplo Character*1. (input)
Specifies whether the matrix is upper or lower triangular, as follows:
uplo = ’U’ or ’u’: A is an upper triangular matrix.
uplo = ’L’ or ’l’: A is a lower triangular matrix.
trans Character *1. (input)
Specifies the operation to be performed, as follows:
trans = ’N’ or ’n’: x ← Ax
T
trans = ’T’ or ’t’: x ← A x
T H
trans = ’C’ or ’c’: x ← A x (STBMV), or x ← A x (CTBMV)
diag Character *1. (input)
Specifies whether A is unit triangular, as follows:
diag = ’U’ or ’u’: A is assumed to be unit triangular.
diag = ’N’ or ’n’: A is not assumed to be unit triangular.
n Integer. (input)
Specifies the order of matrix A. n ≥ 0.
k Integer. (input)
uplo = ’U’ or ’u’: k specifies the number of superdiagonals of matrix A.
uplo = ’L’ or ’l’: k specifies the number of subdiagonals of matrix A.
k ≥ 0.
a STBMV: Real array of dimension (lda,n). (input)
CTBMV: Complex array of dimension (lda,n). (input)
Before entry with uplo = ’U’ or ’u’, the leading (k+1)-by-n upper part of array a must contain
the upper triangular band part of the matrix of coefficients, supplied column-by-column, with the
leading diagonal of the matrix in row (k+1) of the array, the first superdiagonal starting at
position 2 in row k, and so on. The top left k-by-k triangle of array a is not referenced.
Before entry with uplo = ’L’ or ’l’, the leading (k+1)-by-n part of array a must contain the lower
triangular band part of the matrix of coefficients, supplied column-by-column, with the leading
diagonal of the matrix in row 1 of the array, the first subdiagonal starting at position 1 in row 2,
and so on. The bottom right k-by-k triangle of array a is not referenced.
See the NOTES section for examples of Fortran code that transfer upper and lower triangular
band matrices from conventional full matrix storage to band storage.
When diag = ’U’ or ’u’, these routines assume that all elements of the array a that represent
diagonal elements of the matrix A are 1. In this case, neither of these routines will reference any
of the diagonal elements.
lda Integer. (input)
Specifies the first dimension of a as declared in the calling program. lda ≥ (k+1).
x STBMV: Real array of dimension 1+(n– 1) . incx . (input and output)
CTBMV: Complex array of dimension 1+(n– 1) . incx . (input and output)
Contains the vector x. On exit, the transformed vector overwrites array x.
incx Integer. (input)
Specifies the increment for the elements of x. incx must not be 0.
NOTES
The following program segment transfers an upper triangular band matrix from conventional full matrix
storage to band storage:
DO 20, J = 1, N
M = K + 1 - J
DO 10, I = MAX( 1, J - K ), J
A( M + I, J ) = MAT RIX( I, J )
10 CON TIN UE
20 CON TIN UE
The following program segment transfers a lower triangular band matrix from conventional full matrix
storage to band storage:
DO 20, J = 1, N
M = 1 - J
DO 10, I = J, MIN( N, J + K )
A( M + I, J ) = MAT RIX( I, J )
10 CONTIN UE
20 CON TINUE
STBMV and CTBMV are Level 2 Basic Linear Algebra Subprograms (Level 2 BLAS).
When working backward (incx < 0), each routine starts at the end of the vector and moves backward, as
follows:
x(1– incx . (n– 1)), x(1– incx . (n– 2)), . . ., x(1)
NAME
STBSV, CTBSV – Solves a real or complex triangular banded system of equations
SYNOPSIS
CALL STBSV (uplo, trans, diag, n, k, a, lda, x, incx)
CALL CTBSV (uplo, trans, diag, n, k, a, lda, x, incx)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
On UNICOS/mk systems, this subroutine executes on a single processor and uses only private data.
DESCRIPTION
STBSV solves a real triangular banded system of equations.
CTBSV solves a complex triangular banded system of equations.
STBSV and CTBSV solve one of the following systems of equations, using the operation associated with
each:
Equations Operation
–1
Ax=b x←A x
T –T
A x=b x←A x
H –H
A x=b x←A x (CTBSV only)
where
• b and x are n-element vectors
• A is either a unit or nonunit n-by-n upper or lower triangular band matrix with (k+1) diagonals
–1
• A is the inverse of A
T
• A is the transpose of A
–T T
• A is the inverse of A
H
• A is the conjugate transpose of A
–H H
• A is the inverse of A
On input, the right-hand side vector b is stored in the array argument x. On output, the solution vector x
overwrites b in the same array argument x.
These routines have the following arguments:
uplo Character*1. (input)
Specifies whether the matrix is an upper or lower triangular matrix, as follows:
NOTES
The following program segment transfers an upper triangular band matrix from conventional full matrix
storage to band storage:
DO 20, J = 1, N
M = K + 1 - J
DO 10, I = MAX( 1, J - K ), J
A( M + I, J ) = MATRIX( I, J )
10 CON TINUE
20 CONTIN UE
The following program segment transfers a lower triangular band matrix from conventional full matrix
storage to band storage:
DO 20, J = 1, N
M = 1 - J
DO 10, I = J, MIN( N, J + K )
A( M + I, J ) = MAT RIX ( I, J )
10 CONTIN UE
20 CON TINUE
Tests for singularity or near-singularity are not included in STBSV or CTBSV. You must perform such tests
before calling these routines.
STBSV and CTBSV are Level 2 Basic Linear Algebra Subprograms (Level 2 BLAS).
When working backward (incx < 0), each routine starts at the end of the vector and moves backward, as
follows:
x(1– incx . (n– 1)), x(1– incx . (n– 2)), . . ., x(1)
NAME
STPMV, CTPMV – Multiplies a real or complex vector by a real or complex triangular packed matrix
SYNOPSIS
CALL STPMV (uplo, trans, diag, n, ap, x, incx)
CALL CTPMV (uplo, trans, diag, n, ap, x, incx)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
On UNICOS/mk systems, this subroutine executes on a single processor and uses only private data.
DESCRIPTION
STPMV and CTPMV perform one of the following matrix-vector operations:
x ← Ax
T
x←A x
H
x ← A x (CTPMV only)
T H
where A is the transpose of A, A is the conjugate transpose of A, x is an n-element vector, and A may be
either a unit or nonunit n-by-n upper or lower triangular matrix.
These routines have the following arguments:
uplo Character*1. (input)
Specifies whether the matrix is an upper or lower triangular matrix, as follows:
uplo = ’U’ or ’u’: A is an upper triangular matrix.
uplo = ’L’ or ’l’: A is a lower triangular matrix.
trans Character*1. (input)
Specifies the operation to be performed, as follows:
trans = ’N’ or ’n’: x ← Ax
T
trans = ’T’ or ’t’: x ← A x
T H
trans = ’C’ or ’c’: x ← A x (STPMV), or x ← A x (CTPMV)
diag Character*1. (input)
Specifies whether A is unit triangular, as follows:
diag = ’U’ or ’u’: A is assumed to be unit triangular.
diag = ’N’ or ’n’: A is not assumed to be unit triangular.
n Integer. (input)
Specifies the order of matrix A. n ≥ 0.
n (n +1)
ap STPMV: Real array of dimension . (input)
2
n (n +1)
CTPMV: Complex array of dimension . (input)
2
Before entry with uplo = ’U’ or ’u’, array ap must contain the upper triangular matrix packed
sequentially, column-by-column, so that ap(1) contains A(1,1), ap(2) contains A(1,2), ap(3)
contains A(2,2), and so on.
Before entry with uplo = ’L’ or ’l’, array ap must contain the lower triangular matrix packed
sequentially, column-by-column, so that ap(1) contains A(1,1), ap(2) contains A(2,1), ap(3)
contains A(3,1), and so on.
When diag = ’U’ or ’u’, these routines assume that all elements of the array a that represent
diagonal elements of the matrix A are 1. In this case, neither of these routines will reference any
of the diagonal elements.
x STPMV: Real array of dimension 1+(n– 1) . incx . (input and output)
CTPMV: Complex array of dimension 1+(n– 1) . incx . (input and output)
Contains the vector x. On exit, the transformed vector overwrites array x.
incx Integer. (input)
Specifies the increment for the elements of x. incx must not be 0.
NOTES
STPMV and CTPMV are Level 2 Basic Linear Algebra Subprograms (Level 2 BLAS).
When working backward (incx < 0), each routine starts at the end of the vector and moves backward, as
follows:
x(1– incx . (n– 1)), x(1– incx . (n– 2)), . . ., x(1)
NAME
STPSV, CTPSV – Solves a real or complex triangular packed system of equations
SYNOPSIS
CALL STPSV (uplo, trans, diag, n, ap, x, incx)
CALL CTPSV (uplo, trans, diag, n, ap, x, incx)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
On UNICOS/mk systems, this subroutine executes on a single processor and uses only private data.
DESCRIPTION
STPSV and CTPSV solve one of the following systems of equations, using the operation associated with
each:
Equations Operation
–1
Ax=b x←A x
T –T
A x=b x←A x
H –H
A x=b x←A x (CTPSV only)
where
• b and x are n-element vectors
• A is either a unit or nonunit n-by-n upper or lower triangular band matrix with (k+1) diagonals
–1
• A is the inverse of A
T
• A is the transpose of A
–T T
• A is the inverse of A
H
• A is the conjugate transpose of A
–H H
• A is the inverse of A
On input, the right-hand side vector b is stored in the array argument x. On output, the solution vector x
overwrites b in the same array argument x.
These routines have the following arguments:
uplo Character*1. (input)
Specifies whether the matrix is an upper or lower triangular matrix, as follows:
uplo = ’U’ or ’u’: A is an upper triangular matrix.
uplo = ’L’ or ’l’: A is a lower triangular matrix.
NOTES
Tests for singularity or near-singularity are not included in STPSV or CTPSV. You must perform such tests
before calling either routine.
STPSV and CTPSV are Level 2 Basic Linear Algebra Subprograms (Level 2 BLAS).
When working backward (incx < 0), each routine starts at the end of the vector and moves backward, as
follows:
x(1– incx . (n– 1)), x(1– incx . (n– 2)), . . ., x(1)
NAME
STRMV, CTRMV – Multiplies a real or complex vector by a real or complex triangular matrix
SYNOPSIS
CALL STRMV (uplo, trans, diag, n, a, lda, x, incx)
CALL CTRMV (uplo, trans, diag, n, a, lda, x, incx)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
On UNICOS/mk systems, this subroutine executes on a single processor and uses only private data.
DESCRIPTION
STRMV multiplies a real vector by a real triangular matrix.
CTRMV multiplies a complex vector by a complex triangular matrix.
STRMV and CTRMV perform one of the following matrix-vector operations:
x ← Ax
T
x←A x
H
x ← A x (CTRMV only)
T H
where A is the transpose of A, A is the conjugate transpose of A, x is an n-element vector, and A may be
either a unit or nonunit n-by-n upper or lower triangular matrix.
These routines have the following arguments:
uplo Character*1. (input)
Specifies whether the matrix is upper or lower triangular, as follows:
uplo = ’U’ or ’u’: A is an upper triangular matrix.
uplo = ’L’ or ’l’: A is a lower triangular matrix.
trans Character *1. (input)
Specifies the operation to be performed, as follows:
trans = ’N’ or ’n’: x ← Ax
T
trans = ’T’ or ’t’: x ← A x
T H
trans = ’C’ or ’c’: x ← A x (STRMV), or x ← A x (CTRMV)
diag Character *1. (input)
Specifies whether A is unit triangular, as follows:
diag = ’U’ or ’u’: A is assumed to be unit triangular.
diag = ’N’ or ’n’: A is not assumed to be unit triangular.
n Integer. (input)
Specifies the order of matrix A. n ≥ 0.
a STRMV: Real array of dimension (lda,n). (input)
CTRMV: Complex array of dimension (lda,n). (input)
Before entry with uplo = ’U’ or ’u’, the leading n-by-n upper triangular part of array a must
contain the upper triangular matrix. The strictly lower triangular part of a is not referenced.
Before entry with uplo = ’L’ or ’l’, the leading n-by-n lower triangular part of array a must
contain the lower triangular matrix. The strictly upper triangular part of a is not referenced.
When diag = ’U’ or ’u’, these routines assume that all elements of array a that represent
diagonal elements of matrix A are 1. In this case, neither of these routines will reference any of
the diagonal elements.
lda Integer. (input)
Specifies the first dimension of a as declared in the calling program. lda must be at least
MAX(1,n).
x STRMV: Real array of dimension 1+(n– 1) . incx . (input and output)
CTRMV: Complex array of dimension 1+(n– 1) . incx . (input and output)
Contains the vector x. On exit, the transformed vector overwrites array x.
incx Integer. (input)
Specifies the increment for the elements of x. incx must not be 0.
NOTES
STRMV and CTRMV are Level 2 Basic Linear Algebra Subprograms (Level 2 BLAS).
When working backward (incx < 0), each routine starts at the end of the vector and moves backward, as
follows:
x(1– incx . (n– 1)), x(1– incx . (n– 2)), . . ., x(1)
NAME
STRSV, CTRSV – Solves a real or complex triangular system of equations
SYNOPSIS
CALL STRSV (uplo, trans, diag, n, a, lda, x, incx)
CALL CTRSV (uplo, trans, diag, n, a, lda, x, incx)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
On UNICOS/mk systems, this subroutine executes on a single processor and uses only private data.
DESCRIPTION
STRSV solves a real triangular system of equations.
CTRSV solves a complex triangular system of equations.
STRSV and CTRSV solve one of the following systems of equations, using the operation associated with
each:
Equations Operation
–1
Ax=b x←A x
T –T
A x=b x←A x
H –H
A x=b x←A x (CTRSV only)
where
• b and x are n-element vectors
• A is either a unit or nonunit n-by-n upper or lower triangular matrix
–1
• A is the inverse of A
T
• A is the transpose of A
–T T
• A is the inverse of A
H
• A is the conjugate transpose of A
–H H
• A is the inverse of A
On input, the right-hand side vector b is stored in array argument x. On output, the solution vector x
overwrites b in the same array argument x.
These routines have the following arguments:
uplo Character*1. (input)
Specifies whether the matrix is an upper or lower triangular matrix, as follows:
NOTES
Tests for singularity or near-singularity are not included in STRSV or CTRSV. You must perform such tests
before calling either routine.
STRSV and CTRSV are Level 2 Basic Linear Algebra Subprograms (Level 2 BLAS).
When working backward (incx < 0), each routine starts at the end of the vector and moves backward, as
follows:
x(1– incx . (n– 1)), x(1– incx . (n– 2)), . . ., x(1)
NAME
INTRO_BLAS3 – Introduction to matrix-matrix linear algebra subprograms
IMPLEMENTATION
See individual man pages for implementation details
DESCRIPTION
The Level 3 Basic Linear Algebra Subprograms (Level 3 BLAS) consist of routines for unpacked real and
complex data. They handle matrix-matrix operations.
Level 3 Basic Linear Algebra Subprograms
The following table describes these routines. If more than one routine name appears for a given block in the
table, the first name listed is the name of the man page that describes all routines listed in that block. For
complete information about each operation performed by the routine, see the individual man page for that
routine.
The table is in alphabetic order, except that each Hermitian matrix routine (any routine whose name begins
with CH) is grouped next to equivalent symmetric matrix routines (whose names begin with SS or CS). This
is because the Hermitian property is a type of symmetry.
Each routine in the table marked with an asterisk is an extension to the standard set of Level 3 BLAS
routines.
SEE ALSO
Dongarra, J., J. Du Croz, I. Duff, and S. Hammarling,"A Set of Level 3 Basic Linear Algebra Subprograms,"
ACM Transactions on Mathematical Software, Vol. 16, No. 1, March 1990, pp. 1 – 17.
NAME
CHEMM – Multiplies a complex general matrix by a complex Hermitian matrix
SYNOPSIS
CALL CHEMM (side, uplo, m, n, alpha, a, lda, b, ldb, beta, c, ldc)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
On UNICOS/mk systems, this subroutine executes on a single processor and uses only private data.
DESCRIPTION
CHEMM multiplies a complex general matrix by a complex Hermitian matrix.
CHEMM performs one of the following matrix-matrix operations:
C ← αA B + βC
C ← αB A + βC
where α and β are scalars, A is a Hermitian matrix, and B and C are m-by-n matrices.
This routine has the following arguments:
side Character*1. (input)
Specifies whether the Hermitian matrix A appears on the left or right in the operation, as
follows:
side = ’L’ or ’l’: C ← α A B + β C
side = ’R’ or ’r’: C ← α B A + β C
uplo Character*1. (input)
Specifies whether the upper or lower triangular part of the Hermitian matrix A is referenced, as
follows:
uplo = ’U’ or ’u’: only the upper triangular part of the Hermitian matrix is referenced.
uplo = ’L’ or ’l’: only the lower triangular part of the Hermitian matrix is referenced.
m Integer. (input)
Specifies the number of rows in matrix C. m must be ≥ 0.
n Integer. (input)
Specifies the number of columns in matrix C. n must be ≥ 0.
alpha Complex. (input)
Scalar factor α.
a Complex array of dimension (lda,ka). (input)
Contains matrix A. When side = ’L’ or ’l’, ka is m; otherwise, it is n.
Before entry with side = ’L’ or ’l’, the m-by-m part of array a must contain the Hermitian
matrix, such that:
• If uplo = ’U’ or ’u’, the leading m-by-m upper triangular part of array a must contain the
upper triangular part of the Hermitian matrix. The strictly lower triangular part of a is not
referenced.
• If uplo = ’L’ or ’l’, the leading m-by-m lower triangular part of array a must contain the
lower triangular part of the Hermitian matrix. The strictly upper triangular part of a is not
referenced.
Before entry with side = ’R’ or ’r’, the n-by-n part of array a must contain the Hermitian matrix,
such that:
• If uplo = ’U’ or ’u’, the leading n-by-n upper triangular part of array a must contain the
upper triangular part of the Hermitian matrix. The strictly lower triangular part of a is not
referenced.
• If uplo = ’L’ or ’l’, the leading n-by-n lower triangular part of array a must contain the lower
triangular part of the Hermitian matrix. The strictly upper triangular part of a is not
referenced.
The imaginary parts of the diagonal elements need not be set. They are assumed to be 0.
lda Integer. (input)
Specifies the first dimension of a as declared in the calling program. When side = ’L’ or ’l’, lda
≥ MAX(1,m); otherwise, lda ≥ MAX(1,n).
b Complex array of dimension (ldb,n). (input)
Contains matrix B. Before entry, the leading m-by-n part of array b must contain matrix B.
ldb Integer. (input)
Specifies the first dimension of b as declared in the calling program. ldb ≥ MAX(1,m).
beta Complex. (input)
Scalar factor β. When beta is supplied as 0, c need not be set on input.
c Complex array of dimension (ldc,n). (input and output)
Contains matrix C.
Before entry, the leading m-by-n part of array c must contain matrix C, except when beta is 0; in
which case, c need not be set. On exit, the m-by-n updated matrix overwrites array c.
ldc Integer. (input)
Specifies the first dimension of c as declared in the calling program. ldc ≥ MAX(1,m).
NOTES
CHEMM is a Level 3 Basic Linear Algebra Subprogram (Level 3 BLAS).
SEE ALSO
SSYMM(3S)
NAME
CHER2K – Performs Hermitian rank 2k update of a complex Hermitian matrix
SYNOPSIS
CALL CHER2K (uplo, trans, n, k, alpha, a, lda, b, ldb, beta, c, ldc)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
On UNICOS/mk systems, this subroutine executes on a single processor and uses only private data.
DESCRIPTION
CHER2K performs a Hermitian rank 2k update of a complex Hermitian matrix.
CHER2K performs one of the following Hermitian rank 2k operations:
H H
C ← α AB + α BA + β C
H H
C ← α A B + α B A + βC
where the following is true:
• α and β are scalars;
H H
• A H and B are the conjugate transposes of A and B, respectively;
• C is an n-by-n Hermitian matrix;
• A and B and A and B are n-by-k matrices in the first operation listed previously, and k-by-n matrices in
the second.
This routine has the following arguments:
uplo Character*1. (input)
Specifies whether the upper or lower triangular part of array c is referenced, as follows:
uplo = ’U’ or ’u’: only the upper triangular part of c is referenced.
uplo = ’L’ or ’l’: only the lower triangular part of c is referenced.
trans Character*1. (input)
Specifies the operation to be performed, as follows:
H H
trans = ’N’ or ’n’: C ← α AB + α BA + β C
H H
trans = ’C’ or ’c’: C ← α A B + α B A + βC
n Integer. (input)
Specifies the order of matrix C. n must be ≥ 0.
k Integer. (input)
On entry with trans = ’N’ or ’n’, k specifies the number of columns of matrices A and B.
On entry with trans = ’C’ or ’c’, k specifies the number of rows of matrices A and B.
k must be ≥ 0.
alpha Complex. (input)
Scalar factor α.
a Complex array of dimension (lda,ka). (input)
When trans = ’N’ or ’n’, ka is k; otherwise, it is n. Contains matrix A.
Before entry with trans = ’N’ or ’n’, the leading n-by-k part of array a must contain matrix A;
otherwise, the leading k-by-n part of array a must contain matrix A.
lda Integer. (input)
Specifies the first dimension of a as declared in the calling program.
If trans = ’N’ or ’n’, lda ≥ MAX(1,n); otherwise, lda ≥ MAX(1,k).
b Complex array of dimension (ldb,kb). (input)
When trans = ’N’ or ’n’, kb is k; otherwise, it is n. Contains matrix B.
Before entry with trans = ’N’ or ’n’, the leading n-by-k part of array b must contain matrix B;
otherwise, the leading k-by-n part of array b must contain matrix B.
ldb Integer. (input)
Specifies the first dimension of b as declared in the calling program. If trans = ’N’ or ’n’, ldb ≥
MAX(1,n); otherwise, ldb ≥ MAX(1,k).
beta Real. (input)
Scalar factor α.
c Complex array of dimension (ldc,n). (input)
Contains matrix C.
Before entry with uplo = ’U’ or ’u’, the leading n-by-n upper triangular part of array c must
contain the upper triangular part of the Hermitian matrix. The strictly lower triangular part of c
is not referenced. On exit, the upper triangular part of the updated matrix overwrites the upper
triangular part of array c.
Before entry with uplo = ’L’ or ’l’, the leading n-by-n lower triangular part of array c must
contain the lower triangular part of the Hermitian matrix. The strictly upper triangular part of c
is not referenced. On exit, the lower triangular part of the updated matrix overwrites the lower
triangular part of array c.
The imaginary parts of the diagonal elements need not be set and are assumed to be 0. On exit,
they are set to 0.
ldc Integer. (input)
Specifies the first dimension of c as declared in the calling program. ldc ≥ MAX(1,n).
NOTES
CHER2K is a Level 3 Basic Linear Algebra Subprogram (Level 3 BLAS).
SEE ALSO
SSYR2K(3S)
NAME
CHERK – Performs Hermitian rank k update of a complex Hermitian matrix
SYNOPSIS
CALL CHERK (uplo, trans, n, k, alpha, a, lda, beta, c, ldc)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
On UNICOS/mk systems, this subroutine executes on a single processor and uses only private data.
DESCRIPTION
CHERK performs a Hermitian rank k update of a complex Hermitian matrix.
CHERK performs one of the following Hermitian rank k operations:
H
C ← α AA + β C
H
C←αA A+β C
where the following is true:
• α and β are scalars;
H
• A is the conjugate transpose of A.
• C is an n-by-n Hermitian matrix;
• A is an n-by-k matrix in the first operation listed previously, and a k-by-n matrix in the second.
This routine has the following arguments:
uplo Character*1. (input)
Specifies whether the upper or lower triangular part of array c is referenced, as follows:
uplo = ’U’ or ’u’: only the upper triangular part of c is referenced.
uplo = ’L’ or ’l’: only the lower triangular part of c is referenced.
trans Character*1. (input)
Specifies the operation to be performed, as follows:
H
trans = ’N’ or ’n’: C ← α AA + β C
H
trans = ’C’ or ’c’: C ← α A A + β C
n Integer. (input)
Specifies the order of matrix C. n must be ≥ 0.
k Integer. (input)
On entry with trans = ’N’ or ’n’, k specifies the number of columns of matrix A.
On entry with trans = ’C’ or ’c’, k specifies the number of rows of matrix A.
k must be ≥ 0.
alpha Real. (input)
Scalar factor α.
a Complex array of dimension (lda,ka). (input)
When trans = ’N’ or ’n’, ka is k; otherwise, it is n. Contains matrix A.
Before entry with trans = ’N’ or ’n’, the leading n-by-k part of array a must contain matrix A;
otherwise, the leading k-by-n part of array a must contain matrix A.
lda Integer. (input)
Specifies the first dimension of a as declared in the calling program. If trans = ’N’ or ’n’, lda ≥
MAX(1,n); otherwise, lda ≥ MAX(1,k).
beta Real. (input)
Scalar factor β.
c Complex array of dimension (ldc,n). (input and output) Contains matrix C.
Before entry with uplo = ’U’ or ’u’, the leading n-by-n upper triangular part of array c must
contain the upper triangular part of the Hermitian matrix. The strictly lower triangular part of c
is not referenced. On exit, the upper triangular part of the updated matrix overwrites the upper
triangular part of array c.
Before entry with uplo = ’L’ or ’l’, the leading n-by-n lower triangular part of array c must
contain the lower triangular part of the Hermitian matrix. The strictly upper triangular part of c
is not referenced. On exit, the lower triangular part of the updated matrix overwrites the lower
triangular part of array c.
The imaginary parts of the diagonal elements need not be set and are assumed to be 0. On exit,
they are set to 0.
ldc Integer. (input)
Specifies the first dimension of c as declared in the calling (sub)program. ldc ≥ MAX(1,n).
NOTES
CHERK is a Level 3 Basic Linear Algebra Subprogram (Level 3 BLAS).
SEE ALSO
SSYRK(3S)
NAME
SCOPY2, CCOPY2 – Copies a real or complex matrix into another real or complex matrix
SYNOPSIS
CALL SCOPY2 (m, n, a, lda, b, ldb)
CALL CCOPY2 (m, n, a, lda, b, ldb)
IMPLEMENTATION
UNICOS systems
DESCRIPTION
SCOPY2 copies a real matrix into another real matrix.
CCOPY2 copies a complex matrix into another complex matrix.
SCOPY2 and CCOPY2 perform the following matrix operation:
B←A
where A and B are real or complex matrices.
This routine has the following arguments:
m Integer. (input)
Number of rows of A and B.
n Integer. (input)
Number of columns of A and B.
a SCOPY2: Real array of dimension (lda,n). (input)
CCOPY2: Complex array of dimension (lda,n). (input)
Contains matrix from which to copy.
lda Integer. (input)
Leading dimension of array a.
b SCOPY2: Real array of dimension (ldb,n). (output)
CCOPY2: Complex array of dimension (ldb,n). (output)
Contains matrix into which to copy.
ldb Integer. (input)
Leading dimension of array b.
NOTES
SCOPY2 and CCOPY2 are extensions to the standard set of Level 3 Basic Linear Algebra Subprograms
(Level 3 BLAS). They are matrix analogues of the Level 1 BLAS vector copy routines SCOPY(3S) and
CCOPY(3S).
The 2 in the routine name means "two-dimensional."
This routine vectorizes along the rows or columns, whichever is longer, and processes the other direction in
parallel.
SEE ALSO
CCOPY(3S), SCOPY(3S), SGESUM(3S)
NAME
SGEMM, CGEMM – Multiplies a real or complex general matrix by a real or complex general matrix
SYNOPSIS
CALL SGEMM (transa, transb, m, n, k, alpha, a, lda, b, ldb, beta, c, ldc)
CALL CGEMM (transa, transb, m, n, k, alpha, a, lda, b, ldb, beta, c, ldc)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
On UNICOS/mk systems, this subroutine executes on a single processor and uses only private data.
DESCRIPTION
SGEMM multiplies a real general matrix by a real general matrix.
CGEMM multiplies a complex general matrix by a complex general matrix.
SGEMM and CGEMM perform one of the matrix-matrix operations:
C ←α op(A) op(B) + β C
where op(X) is one of the following:
op(X) = X
T
op(X) = X
H
op(X) = X (CGEMM only)
where
• α and β are scalars
• A, B, and C are matrices
• op(A) is an m-by-k matrix
• op(B) is a k-by-n matrix
• C is an m-by-n matrix.
T
• X is the transpose of x
H
• X is the conjugate transpose of X.
These routines have the following arguments:
NOTES
SGEMM and CGEMM are Level 3 Basic Linear Algebra Subprograms (Level 3 BLAS).
SEE ALSO
SGEMMS(3S) to multiply general matrices by using Strassen’s algorithm
NAME
SGEMMS, CGEMMS – Multiplies a real or complex general matrix by a real or complex general matrix, using
Strassen’s algorithm
SYNOPSIS
UNICOS systems:
CALL SGEMMS (transa, transb, m, n, k, alpha, a, lda, b, ldb, beta, c, ldc, work)
CALL CGEMMS (transa, transb, m, n, k, alpha, a, lda, b, ldb, beta, c, ldc, work)
UNICOS/mk systems:
CALL SGEMMS (transa, transb, m, n, k, alpha, a, lda, b, ldb, beta, c, ldc)
CALL CGEMMS (transa, transb, m, n, k, alpha, a, lda, b, ldb, beta, c, ldc)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
DESCRIPTION
SGEMMS multiplies a real general matrix by a real general matrix. CGEMMS multiplies a complex general
matrix by a complex general matrix.
SGEMMS and CGEMMS are implementations of the Winograd’s variation of Strassen’s algorithm for matrix
multiplication. The algorithm is descibed in the NOTES section of this man page. Because of the very
different order of operations performed by the Strassen’s algorithm, numerical results from SGEMMS and
CGEMMS may differ slightly from those of SGEMM and CGEMM.
On UNICOS systems, these routines are functionally equivalent to SGEMM and CGEMM except for the
addditional argument, work.
On UNICOS/mk systems, SGEMMS and CGEMMS are functionally equivalent to SGEMM and CGEMM except
for the following:
• m, n, k must be greater than 0.
• transa and transb = ’C’ or ’c’ is invalid in SGEMMS.
The UNICOS/mk version of these routines requires a workspace which is allocated, managed, and freed by
the routines.
SGEMMS and CGEMMS perform one of the matrix-matrix operations:
C ← α op (A ) op (B ) + β C
where op(X) is one of the following:
op(X) = X
T
op(X) = X
H
op(X) = X (CGEMMS only)
where
• α and β are scalars
• A, B, and C are matrices
• op(A) is an m-by-k matrix
• op(B) is a k-by-n matrix
• C is an m-by-n matrix
T
• X is the transpose of x
H
• X is the conjugate transpose of X.
These routines have the following arguments:
transa Character*1. (input)
Specifies the form of op(A) to be used in the matrix multiplication, as follows:
If transa = ’N’ or ’n’, op(A) = A
T
If transa = ’T’ or ’t’, op(A) = A
T H
In the UNICOS version, if transa = ’C’ or ’c’, op(A) = A (SGEMMS) or op(A) = A (CGEMMS)
H
In the UNICOS/mk version, if transa = ’C’ or ’c’, op(A) = A
transb Character*1. (input)
Specifies the form of op(B) to be used in the matrix multiplication, as follows:
If transb = ’N’ or ’n’, op(B) = B
T
If transb = ’T’ or ’t’, op(B) = B
T H
In the UNICOS version, if transb = ’C’ or ’c’: op(B) = B (SGEMMS) or op(B) = B (CGEMMS)
H
In the UNICOS/mk version, if transb = ’C’ or ’c’, op(B) = B
m Integer. (input)
Specifies the number of rows in matrix op(A) and in matrix C. m must be ≥ 0 on UNICOS
systems; m must be ≥ 1 for UNICOS/mk systems..
n Integer. (input)
Specifies the number of columns in matrix op(B) and in matrix C. n must be ≥ 0 for UNICOS
systems; n must be ≥ 1 for UNICOS/mk systems.
k Integer. (input)
Specifies the number of columns of matrix op(A) and the number of rows of matrix op(B). k
must be ≥ 0 for UNICOS systems; k must be ≥ 1 for UNICOS/mk systems.
NOTES
SGEMMS and CGEMMS are extensions to the standard Level 3 Basic Linear Algebra Subprograms (Level 3
BLAS).
Strassen’s Algorithm
Strassen’s algorithm for matrix multiplication is a complex, recursive algorithm that performs the
multiplication in a manner completely different from the usual inner product method.
Suppose you want to multiply a pair of square matrices of order n. The typical inner product method for
matrix multiplication has an operations count on the order of n 3; the operations count for Strassen’s
2.8
algorithm is on the order of n . The trade-off is that Strassen’s algorithm requires an auxiliary work space.
The UNICOS implementations of SGEMMS and CGEMMS require an array work, supplied by the calling
program, of the following size (or equivalently, a real array of twice this dimension for CGEMMS):
2.34*MAX(m,k)*MAX(k,n)
The work array is overwritten, and no diagnostic is given if the supplied array is too small.
For small problem sizes of dimensions less than or equal to 128 on UNICOS systems and 360 on
UNICOS/mk systems, SGEMMS and CGEMMS call SGEMM and CGEMM, respectively, to compute the matrix
multiply. Only when the problem sizes are larger than the dimensions indicated above is the Strassen’s
algorithm used. Because of the very different order of operations carried out by Strassen’s algorithm,
numerical results of SGEMMS and CGEMMS may differ slightly from those of SGEMM and CGEMM.
SEE ALSO
SGEMM(3S) to multiply general matrices by using the more standard inner product algorithm
NAME
SSYMM, CSYMM – Multiplies a real or complex general matrix by a real or complex symmetric matrix
SYNOPSIS
CALL SSYMM (side, uplo, m, n, alpha, a, lda, b, ldb, beta, c, ldc)
CALL CSYMM (side, uplo, m, n, alpha, a, lda, b, ldb, beta, c, ldc)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
On UNICOS/mk systems, this subroutine executes on a single processor and uses only private data.
DESCRIPTION
SSYMM multiplies a real general matrix by a real symmetric matrix.
CSYMM multiplies a complex general matrix by a complex symmetric matrix.
SSYMM and CSYMM perform one of the following matrix-matrix operations:
C ← α AB + β C
where α and β are scalars, A is a symmetric matrix, and B and C are m-by-n matrices.
These routines have the following arguments:
side Character*1. (input)
Specifies whether the symmetric matrix A appears on the left or right in the operation, as
follows:
side = ’L’ or ’l’: C ← α A B + β C
side = ’R’ or ’r’; C ← α B A + β C
uplo Character*1. (input)
Specifies whether the upper or lower triangular part of the symmetric matrix A is referenced, as
follows:
uplo = ’U’ or ’u’: only the upper triangular part of the symmetric matrix is referenced.
uplo = ’L’ or ’l’: only the lower triangular part of the symmetric matrix is referenced.
m Integer. (input)
Specifies the number of rows in matrix C. m must be ≥ 0.
n Integer. (input)
Specifies the number of columns in matrix C. n must be ≥ 0.
alpha SSYMM: Real. (input)
CSYMM: Complex. (input)
Scalar factor α.
NOTES
SSYMM and CSYMM are Level 3 Basic Linear Algebra Subprograms (Level 3 BLAS).
SEE ALSO
CHEMM(3S)
NAME
SSYR2K, CSYR2K – Performs symmetric rank 2k update of a real or complex symmetric matrix
SYNOPSIS
CALL SSYR2K (uplo, trans, n, k, alpha, a, lda, b, ldb, beta, c, ldc)
CALL CSYR2K (uplo, trans, n, k, alpha, a, lda, b, ldb, beta, c, ldc)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
On UNICOS/mk systems, this subroutine executes on a single processor and uses only private data.
DESCRIPTION
SSYR2K performs a symmetric rank 2k update of a real symmetric matrix.
CSYR2K performs a symmetric rank 2k update of a complex symmetric matrix.
SSYR2K and CSYR2K perform one of the following symmetric rank 2k operations:
T T
C ← α AB + α BA + β C
T T
C←αA B+αB A+βC
where
• α and β are scalars
• C is an n-by-n symmetric matrix
• A and B are n-by-k matrices in the first operation listed previously and k-by-n matrices in the second
T T
• A and B are transposes of A and B, respectively
These routines have the following arguments:
uplo Character*1. (input)
Specifies whether the upper or lower triangular part of array c is referenced, as follows:
uplo = ’U’ or ’u’: only the upper triangular part of c is referenced.
uplo = ’L’ or ’l’: only the lower triangular part of c is referenced.
trans Character*1. (input)
Specifies the operation to be performed, as follows:
T T
trans = ’N’ or ’n’: C ← α AB + α BA + β C
T T
trans = ’T’ or ’t’:C ← α A B + α B A + β C
n Integer. (input)
Specifies the order of matrix C. n must be ≥ 0.
k Integer. (input)
On entry with trans = ’N’ or ’n’, k specifies the number of columns of matrices A and B.
On entry with trans = ’T’ or ’t’, k specifies the number of rows of matrices A and B.
k must be ≥ 0.
alpha SSYR2K: Real. (input)
CSYR2K: Complex. (input) Scalar factor α.
a SSYR2K: Real array of dimension (lda,ka). (input)
CSYR2K: Complex array of dimension (lda,ka). (input)
When trans = ’N’ or ’n’, ka is k; otherwise, it is n. Contains the matrix A.
Before entry with trans = ’N’ or ’n’, the leading n-by-k part of array a must contain matrix A;
otherwise, the leading k-by-n part of array a must contain matrix A.
lda Integer. (input)
Specifies the first dimension of a as declared in the calling program. If trans = ’N’ or ’n’, lda ≥
MAX(1,n); otherwise, lda ≥ MAX(1,k).
b SSYR2K: Real array of dimension (ldb,kb). (input)
CSYR2K: Complex array of dimension (ldb,kb). (input)
When trans = ’N’ or ’n’, kb is k; otherwise, it is n. Contains the matrix B.
Before entry with trans = ’N’ or ’n’, the leading n-by-k part of array b must contain matrix B;
otherwise, the leading k-by-n part of array b must contain matrix B.
ldb Integer. (input)
Specifies the first dimension of b as declared in the calling program. If trans = ’N’ or ’n’, ldb ≥
MAX(1,n); otherwise, ldb ≥ MAX(1,k).
beta SSYR2K: Real. (input)
CSYR2K: Complex. (input)
Scalar factor β.
c SSYR2K: Real array of dimension (ldc,n). (input and output)
CSYR2K: Complex array of dimension (ldc,n). (input and output)
Contains the matrix C.
Before entry with uplo = ’U’ or ’u’, the leading n-by-n upper triangular part of array c must
contain the upper triangular part of the symmetric matrix. The strictly lower triangular part of c
is not referenced. On exit, the upper triangular part of the updated matrix overwrites the upper
triangular part of array c.
Before entry with uplo = ’L’ or ’l’, the leading n-by-n lower triangular part of array c must
contain the lower triangular part of the symmetric matrix. The strictly upper triangular part of c
is not referenced. On exit, the lower triangular part of the updated matrix overwrites the lower
triangular part of array c.
ldc Integer. (input)
Specifies the first dimension of c as declared in the calling program. ldc ≥ MAX(1,n).
NOTES
SSYR2K and CSYR2K are Level 3 Basic Linear Algebra Subprograms (Level 3 BLAS).
SEE ALSO
CHER2K(3S)
NAME
SSYRK, CSYRK – Performs symmetric rank k update of a real or complex symmetric matrix
SYNOPSIS
CALL SSYRK (uplo, trans, n, k, alpha, a, lda, beta, c, ldc)
CALL CSYRK (uplo, trans, n, k, alpha, a, lda, beta, c, ldc)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
On UNICOS/mk systems, this subroutine executes on a single processor and uses only private data.
DESCRIPTION
SSYRK performs a symmetric rank k update of a real symmetric matrix.
CSYRK performs a symmetric rank k update of a complex symmetric matrix.
SSYRK and CSYRK perform one of the following symmetric rank k operations:
T
C ← α AA + β C
T
C←αA A+βC
T
where A is the transpose of A; α and β are scalars; C is an n-by-n symmetric matrix; A is an n-by-k matrix
in the first operation listed previously, and a k-by-n matrix in the second.
These routines have the following arguments:
uplo Character*1. (input)
Specifies whether the upper or lower triangular part of array c is referenced, as follows:
uplo = ’U’ or ’u’: only the upper triangular part of c is referenced.
uplo = ’L’ or ’l’: only the lower triangular part of c is referenced.
trans Character*1. (input)
Specifies the operation to be performed, as follows:
trans = ’N’ or ’n’: C ← α A A T + β C
trans = ’T’ or ’t’: C ← α A T A + β C
n Integer. (input)
Specifies the order of matrix C. n must be ≥ 0.
k Integer. (input)
On entry with trans = ’N’ or ’n’, k specifies the number of columns of matrix A.
On entry with trans = ’T’ or ’t’, k specifies the number of rows of matrix A.
k must be ≥ 0.
NOTES
SSYRK and CSYRK are Level 3 Basic Linear Algebra Subprograms (Level 3 BLAS).
SEE ALSO
CHERK(3S)
NAME
STRMM, CTRMM – Multiplies a real or complex general matrix by a real or complex triangular matrix
SYNOPSIS
CALL STRMM (side, uplo, transa, diag, m, n, alpha, a, lda, b, ldb)
CALL CTRMM (side, uplo, transa, diag, m, n, alpha, a, lda, b, ldb)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
On UNICOS/mk systems, this subroutine executes on a single processor and uses only private data.
DESCRIPTION
STRMM multiplies a real general matrix by a real triangular matrix.
CTRMM multiplies a complex general matrix by a complex triangular matrix.
STRMM and CTRMM perform one of the matrix-matrix operations:
B ←α op(A) B
B ←α B op(A)
where α is a scalar; B is an m-by-n matrix; A is either a unit or nonunit upper or lower triangular matrix,
and op(A) is one of the following:
• op(A) = A
• op(A) = A T
• op(A) = A H (CTRMM only)
where
• A T is the transpose of A
• A H is the conjugate transpose of A.
These routines have the following arguments:
side Character*1. (input)
Specifies whether op (A ) multiplies B from the left or right, as follows:
side = ’L’ or ’l’: B ← α op (A ) B
side = ’R’ or ’r’: B ← α B op (A )
uplo Character*1. (input)
Specifies whether matrix A is an upper or lower triangular matrix, as follows:
uplo = ’U’ or ’u’: A is an upper triangular matrix.
uplo = ’L’ or ’l’: A is a lower triangular matrix.
NOTES
STRMM and CTRMM are Level 3 Basic Linear Algebra Subprograms (Level 3 BLAS).
NAME
INTRO_FFT – Introduction to signal processing routines
IMPLEMENTATION
See individual man pages for implementation details
DESCRIPTION
The signal processing routines consist of Fast Fourier Transform (FFT) routines, filter routines, and
convolution routines.
Fast Fourier Transform Routines
These routines apply to one or more FFTs. The Standard FFT package, available only on UNICOS systems,
is discussed first. Then the superseded FFT routines, available on all Cray vector architectures, are
discussed.
Standard FFT package (UNICOS systems)
The following is a matrix of preferred FFT routines. These routines are preferred because they have more
functionality, are more generally applicable, and are more fully optimized than the superseded routines that
follow them. Each of these routines is multitasked, but they also are highly optimized for single-processor
use. Each routine can compute either a forward or inverse Fourier transform.
In this matrix, columns of the matrix represent input and output data types for the routines in each column:
• Complex-to-complex implies complex input and output. In this column, the routine name in parentheses
is the name of the equivalent UNICOS routine, which is provided in this release for backward
compatibility. Each routine named in this column has a man page in this section.
• Real-to-complex implies real input and complex output. Each routine named in this column has a man
page in this section.
• Complex-to-real implies complex input and real output. Each routine named in this column is
documented with the real-to-complex routine in the same row.
Rows of the matrix represent the number of dimensions for which the FFT is calculated for the routines in
each row:
• One-dimensional (single) calculates one FFT in one dimension.
• One-dimensional (multiple) calculates an FFT in one dimension for each column of a two-dimensional
matrix.
• Two-dimensional calculates one FFT in two dimensions.
• Three-dimensional calculates one FFT in three dimensions.
Those routines marked with an asterisk (*) are available on UNICOS/mk systems only.
Number of
FFTs Complex-to-complex Real-to-complex Complex-to-real
Purpose Name
Convolution Routines
The convolution routines compute the convolution of a complex sequence with one or more other complex
sequences. The following table contains a summary of the convolution routines. Each routine has its own
man page.
Purpose Name
UNICOS/mk Routines
These routines run only on UNICOS/mk systems. Each routine has its own man page.
Purpose Name
Purpose Name
Purpose Name
NAME
CCFFT – Applies a multitasked complex-to-complex Fast Fourier Transform (FFT)
SYNOPSIS
CALL CCFFT (isign, n, scale, x, y, table, work, isys)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
On UNICOS/mk systems, this subroutine executes on a single processor and uses private data only.
DESCRIPTION
CCFFT computes the Fast Fourier Transform (FFT) of the complex vector x, and it stores the result in vector
y.
In FFT applications, it is customary to use zero-based subscripts; the formulas are simpler that way.
Suppose that the arrays are dimensioned as follows:
COMPLE X X(0 :N- 1), Y(0 :N-1)
The output array is the FFT of the input array, using the following formula for the FFT:
n −1
Σ
. j .k
Yk = scale . X j . ωisign for k = 0, . . ., n −1
j =0
where
2.π.i
ω=e n
i = + √−1
π = 3.14159. . .
isign = ±1
Different authors use different conventions for which of the transforms, isign = +1 or isign = – 1, is the
forward or inverse transform, and what the scale factor should be in either case. You can make this routine
compute any of the various possible definitions, however, by choosing the appropriate values for isign and
scale.
The relevant fact from FFT theory is this: If you take the FFT with any particular values of isign and scale,
the mathematical inverse function is computed by taking the FFT with – isign and 1 /(n .scale ). In particular,
if you use isign = +1 and scale = 1.0 you can compute the inverse FFT by using isign = – 1 and
scale = 1.0 /n.
The output array may be the same as the input array, provided that n has at least 2 factors.
On UNICOS/mk systems only: if the length of the FFT (i.e. n) is not factorizable into powers of 2, 3 and 5
(that is, when a fast mixed-radix algorithm cannot be used) the user may specify that a fast chirp-z
transform-based algorithm be used instead of a slow O(nˆ2) algorithm. The isys variable allows the user to
exercise this option. Setting the value of isys to 0 uses the slow algorithm while setting it to 1 flags the use
of the fast algorithm. Depending on the value of isys specified, the size of the table vector and workspace
vector vary.
This routine has the following arguments:
isign Integer. (input)
Specifies whether to initialize the table array or to do the forward or inverse Fourier transform,
as follows:
If isign = 0, the routine initializes the table array and returns. In this case, the only arguments
used or checked are isign, n, and table.
If isign = +1 or – 1, the value of isign is the sign of the exponent used in the FFT formula.
n Integer. (input)
Size of the transform (the number of values in the input array). n ≥ 2.
scale Real. (input)
Scale factor. Each element of the output array is multiplied by scale after taking the Fourier
transform, as defined by the previous formula.
x Complex array of dimension (0:n– 1). (input)
Input array of values to be transformed.
y Complex array of dimension (0:n– 1). (output)
Output array of transformed values. The output array may be the same as the input array. In
that case, the transform is done in place and the input array is overwritten with the transformed
values.
table UNICOS: Real array of dimension 100 + 8 . n. (input or output)
UNICOS/mk: Real array of dimension 2n when isys = 0 and real array of dimension 12n when
isys = 1.
Table of factors and trigonometric functions.
If isign = 0, the routine initializes table (table is output only).
If isign = +1 or – 1, the values in table are assumed to be initialized already by a prior call with
isign = 0 (table is input only).
work UNICOS: Real array of dimension 8n. (workspace)
UNICOS/mk: Real array of dimension 4n when isys = 0 and real array of dimension 8n when
isys = 1 (workspace).
Work array. This is a scratch array used for intermediate calculations. Its address space must
be different address space from that of the input and output arrays.
NOTES
This section contains information about the algorithm for CCFFT, the initialization of the table array, the
declaration of dimensions for x and y arrays, some performance tips, and some implementation dependent
details.
Algorithm
UNICOS/mk:
The algorithm used is a variant of Agarwal’s algorithm when n is factorizable into powers of 2, 3 and 5. If
n is prime or is not factorizable into powers of 2, 3 and 5 then setting isys to 1 results in the use of a fast
(O(n log(n))) algorithm based on the chirp-z transform. For example, 120 and 256 are factorizable into
powers of 2, 3 and 5, but 254 = 2 . 127 is not factorizable. To obtain considerable reduction in time to
compute the FFT of a 254 length vector, the integer isys may be set to 1.
UNICOS systems:
The algorithm is the "four-step" method, in which the data is considered as a matrix of dimensions n1 by n2,
for which n1 . n2 = n , and the values of n1 and n2 are chosen for efficiency.
The rows are transformed, the phase factors are applied, the columns are transformed, and finally the matrix
is transposed to obtain the result.
Initialization
The table array stores the trigonometric tables used in calculation of the FFT. You must initialize table by
calling the routine with isign = 0 prior to doing the transforms. If the value of the problem size, n, does not
change, table does not have to be reinitialized.
Dimensions
In the preceding description, it is assumed that array subscripts were zero-based, as is customary in FFT
applications. Thus, the input and output arrays are declared as follows:
COMPLE X X(0 :N- 1)
COMPLE X Y(0 :N- 1)
However, if you prefer to use the more customary Fortran style with subscripts starting at 1 you do not have
to change the calling sequence, as in the following (assuming N > 0):
COM PLE X X(N )
COM PLE X Y(N )
Performance Tips
This routine computes an FFT for any value of n, but the performance for a given value of n depends on the
prime factorization of n. This fact is characteristic of all FFT algorithms.
Fastest performance is realized when n is a power of 2. In that case, the number of floating-point operations
is approximately 5nlog 2 (n).
If n contains factors of 3, computation time is slightly longer, because more floating-point operations are
required. If n contains powers of 5, it is longer still. Slowest performance is when n is a prime number. In
that case, the number of floating-point operations is approximately 8 . n 2 when isys = 0.
On UNICOS/mk systems only, if n is prime, setting isys = 1 results in the use of an algorithm whose
complexity is approximately the same as using a fast mixed-radix algorithm on a vector of twice the length.
The kernel routines are optimized for values of n that are products of powers of 2, 3, and 5.
(Because the kernel routines have a special case for multiples of 4, powers of 4 will be slightly faster than
odd powers of 2.)
Implementation-dependent Items
The UNICOS and UNICOS/mk FFT routines were designed so that they can be implemented efficiently on
many different architectures. The calling sequence is the same in any implementation. Certain details,
however, depend on the particular implementation. These details are confined to two areas:
• The first area is the size of the table and work arrays. Different systems may need different sizes. The
subroutine call requires no change, but you may have to change array sizes in the DIMENSION or type
statements that declare the arrays.
• The second area is the isys parameter array, an array that gives certain implementation-specific
information. All features and functions of the FFT routines specific to any particular implementation are
confined to this isys array. On any implementation, you can use the default values by using an argument
value of 0.
In the current UNICOS implementation, no special options are supported; therefore, you may specify that
the isys parameter always be given as a constant 0. Subsequent software releases may provide other
options.
EXAMPLES
These examples use the table and workspace sizes appropriate to UNICOS systems.
Example 1: Initialize the complex array table in preparation for doing an FFT of size 1024. Only the isign,
n, and table arguments are used in this case. You can use dummy arguments or zeros for the other
arguments in the subroutine call.
REAL TABLE( 100 + 8*1 024)
CALL CCF FT( 0, 102 4, 0.0 , DUM MY, DUM MY, TABLE, DUM MY, 0)
Example 2: x and y are complex arrays of dimension (0:1023). Take the FFT of x and store the results in y.
Before taking the FFT, initialize the table array, as in example 1.
COM PLE X X(0 :10 23), Y(0:10 23)
REA L TABLE( 100 + 8*1 024)
REA L WOR K(8 *10 24)
...
CAL L CCF FT(0, 1024, 1.0 , X, Y, TAB LE, WOR K, 0)
CAL L CCF FT(1, 1024, 1.0 , X, Y, TAB LE, WOR K, 0)
Example 3: Using the same x and y as in example 2, take the inverse FFT of y and store it back in x. The
scale factor 1/1024 is used. Assume that the table array is already initialized.
CAL L CCFFT( -1, 1024, 1.0 /10 24.0, Y, X, TAB LE, WORK, 0)
Example 4: Do the same computation as in example 2, but assume that the lower bound of each array is 1,
rather than 0. No change was needed in the subroutine calls.
COMPLE X X(1 024 ), Y(1 024 )
...
CALL CCFFT( 0, 102 4, 1.0, X, Y, TAB LE, WOR K, 0)
CALL CCFFT( 1, 102 4, 1.0, X, Y, TAB LE, WOR K, 0)
Example 5: Do the same computation as in example 4, but put the output back in array x to save storage
space. Assume that table is already initialized.
COM PLE X X(1 024 )
...
CALL CCFFT( 1, 102 4, 1.0, X, X, TAB LE, WOR K, 0)
SEE ALSO
CCFFTM(3S), SCFFT(3S), SCFFTM(3S)
NAME
CCFFT2D – Applies a two-dimensional complex-to-complex Fast Fourier Transform (FFT)
SYNOPSIS
CALL CCFFT2D (isign, n1, n2, scale, x, ldx, y, ldy, table, work, isys)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
On UNICOS/mk systems, these subroutines execute on a single processor and use only private data.
DESCRIPTION
CCFFT2D computes the two-dimensional complex Fast Fourier Transform (FFT) of the complex matrix X,
and it stores the results in the complex matrix Y.
In FFT applications, it is customary to use zero-based subscripts; the formulas are simpler that way.
Suppose that the arrays are dimensioned as follows:
COM PLEX X(0:n1 -1, 0:n2-1 )
COM PLEX Y(0:n1 -1, 0:n2-1 )
where
isign . 2 . π . i
ω1 = e isign n1
. 2 . π . i i = +√−1
ω2 = e n2
π = 3.14159. . .
isign = ±1
Different authors use different conventions for which of the transforms, isign = +1 or isign = – 1, is the
forward or inverse transform, and what the scale factor should be in either case. You can make this routine
compute any of the various possible definitions, however, by choosing the appropriate values for isign and
scale.
The relevant fact from FFT theory is this: If you take the FFT with any particular values of isign and scale,
the mathematical inverse function is computed by taking the FFT with – isign and 1 / (n1.n2.scale). In
particular, if you use isign = +1 and scale = 1.0 for the forward FFT, you can compute the inverse FFT by
using isign = – 1 and scale = 1 /(n1.n2).
n2 Integer. (input)
Transform size in the second dimension. If n2 is not positive, CCFFT2D returns without
performing a transform.
scale Real. (input)
Scale factor. Each element of the output array is multiplied by scale factor after taking the
Fourier transform, as defined previously.
x Complex array of dimension (0:ldx– 1, 0:n2– 1). (input)
Input array of values to be transformed.
ldx Integer. (input)
The number of rows in the x array, as it was declared in the calling program (the leading
dimension of x). ldx ≥ MAX(n1, 1).
y Complex array of dimension (0:ldy– 1, 0:n2– 1). (output)
Output array of transformed values. The output array may be the same as the input array, in
which case, the transform is done in place (the input array is overwritten with the transformed
values). In this case, it is necessary that ldx = ldy.
ldy Integer. (input)
The number of rows in the y array, as it was declared in the calling program (the leading
dimension of y). ldy ≥ MAX(n1, 1).
table UNICOS systems: real array of dimension 100 + 2(n1 + n2). (input or output)
UNICOS/mk systems: Real array of dimension 2(n1 + n2) if both isys(2) and isys(3) are equal to
zero. Private real vector of length 12(n1 + n2) if either isys(2) or isys(3) is equal to 1. (input or
output)
Table of factors and trigonometric functions.
If isign = 0, the routine initializes table (table is output only).
If isign = +1 or – 1, the values in table are assumed to be initialized already by a prior call with
isign = 0 (table is input only).
work UNICOS systems: real array of dimension 512 . MAX(n1, n2). (scratch output)
UNICOS/mk systems: Real array of dimension 2 . n1 . n2 (scratch output)
Work array. This is a scratch array used for intermediate calculations. Its address space must
be different from that of the input and output arrays.
isys UNICOS systems: ignored.
UNICOS/mk systems: Integer array of length 3. (input)
isys(1) = 2
isys(2) = 0 (if n1 is factorizable into powers of 2, 3 and 5)
1 ( if n1 is not factorizable into powers of 2, 3 and 5)
isys(3) = 0 (if n1 is factorizable into powers of 2, 3 and 5)
1 ( if n1 is not factorizable into powers of 2, 3 and 5)
NOTES
This section contains information about the algorithm for CCFFT2D, the initialization of the table array, the
declaration of dimensions for x and y arrays, some performance tips, and some implementation dependent
details.
The following notes are for UNICOS systems only. CCFFT2D(3S) on UNICOS/mk systems provides the
functionality of PCCFFT2D(3S) on a single PE. For notes about CCFFT2D on UNICOS/mk systems, see
PCCFFT2D(3S).
Algorithm
CCFFT2D uses a routine very much like CCFFTM(3S) to do multiple FFTs first on all columns in an input
matrix and then on all of the rows.
Initialization
The table array stores factors of n1 and n2 and also trigonometric tables that are used in calculation of the
FFT. This table must be initialized by calling the routine with isign = 0. If the values of the problem sizes,
n1 and n2, do not change, the table does not have to be reinitialized.
Dimensions
In the preceding description, it is assumed that array subscripts were zero-based, as is customary in FFT
applications. Thus, the input and output arrays are declared as follows:
COM PLEX X(0:ld x-1 , 0:n 2-1 )
COM PLEX Y(0:ld y-1 , 0:n 2-1 )
However, the calling sequence does not change if you prefer to use the more customary Fortran style with
subscripts starting at 1. The same values of ldx and ldy would be passed to the subroutine even if the input
and output arrays were dimensioned as follows:
COM PLEX X(l dx, n2)
COM PLEX Y(l dy, n2)
Performance Tips
This routine computes an FFT for any values of n1 and n2, but the performance depends on the prime
factorizations of n1 and n2. This fact is characteristic of all FFT algorithms.
Fastest performance is realized when both n1 and n2 are powers of 2. In that case, the number of floating-
point operations is approximately 5 . n1 . n2 . log 2 (n1 . n2).
If either n1 or n2 contains factors of 3, computation time is slightly longer, because more floating-point
operations are required. If they contain powers of 5, it is longer still.
The kernel routines are optimized for values of n1 and n2 that are products of powers of 2, 3, and 5.
In the UNICOS systems implementation, it is very important to make the leading dimensions of the arrays
odd numbers (or, if that is not possible, make them an odd multiple of 2) to avoid memory bank conflicts.
Implementation-dependent Items
The UNICOS and UNICOS/mk FFT routines were designed so that they could be implemented efficiently on
many different architectures. The calling sequence is the same in any implementation. Certain details,
however, depend on the particular implementation. These details are confined to three areas:
• The first area is the size of the table and work arrays. Different systems may need different sizes. No
change is required to the subroutine call, but you may have to change array sizes in the DIMENSION or
type statements that declare the arrays.
• The second area is the isys parameter array, an argument that gives certain implementation-specific
information. All features and functions of the FFT routines that are specific to any particular
implementation are confined to this isys array. On any implementation, you can use the default values by
using an argument value of 0.
In the UNICOS systems implementation, no special options are supported; therefore, you can always
specify the isys parameter as a constant 0. Subsequent software releases may provide other options.
• The third area is the issue of which problem sizes or dimensions give optimal performance in a particular
implementation. See the Performance Tips subsection.
EXAMPLES
All examples here are for UNICOS systems only.
Example 1: Initialize the TABLE array in preparation for doing a two-dimensional FFT of size 128 by 256.
In this case only the isign, n1, n2, and table arguments are used; you can use dummy arguments or zeros for
other arguments.
REA L TABLE( 100 + 2*( 128 + 256 ))
CALL CCF FT2 D (0, 128, 256 , 0.0 , DUMMY, 1, DUMMY, 1,
& TABLE, DUM MY, 0)
Example 2: X and Y are complex arrays of dimension (0:128, 0:255). The first 128 elements of each
column contain data. For performance reasons, the extra element forces the leading dimension to be an odd
number. Take the two-dimensional FFT of X and store it in Y. Initialize the TABLE array, as in example 1.
COM PLE X X(0 :12 8, 0:2 55)
COMPLE X Y(0:12 8, 0:2 55)
REA L TAB LE( 100 + 2*( 128 + 256 ))
REAL WOR K(512*256 )
...
CAL L CCFFT2 D(0, 128 , 256, 1.0 , X, 129 , Y, 129 , TAB LE, WOR K, 0)
CAL L CCF FT2 D(1, 128 , 256 , 1.0, X, 129, Y, 129 , TAB LE, WOR K, 0)
Example 3: With X and Y as in example 2, take the inverse FFT of Y and store it back in X. The scale
1
factor is used. Assume that the TABLE array is already initialized.
128.256
CAL L CCF FT2 D(-1, 128, 256 , 1.0 /(1 28. 0*256. 0), Y, 129 ,
& X, 129 , TAB LE, WOR K, 0)
Example 4: Do the same computation as in example 2, but assume that the lower bound of each array is 1,
rather than 0. The subroutine calls are not changed.
COM PLEX X(1 29, 256 )
COM PLEX Y(1 29, 256 )
...
CAL L CCFFT2 D(0 , 128 , 256 , 1.0 , X, 129 , Y, 129 , TAB LE, WOR K, 0)
CAL L CCFFT2 D(1 , 128 , 256 , 1.0 , X, 129 , Y, 129 , TAB LE, WOR K, 0)
Example 5: Do the same computation as in example 4, but put the output back in array X to save storage
space. Assume that the TABLE array is already initialized.
COM PLEX X(1 29, 256 )
...
CAL L CCFFT2 D(1 , 128 , 256 , 1.0 , X, 129 , X, 129 , TAB LE, WOR K, 0)
SEE ALSO
CCFFT(3S), CCFFT3D(3S), CCFFTM(3S), SCFFT(3S), SCFFT2D(3S), SCFFT3D(3S), SCFFTM(3S)
NAME
CCFFT3D – Applies a three-dimensional complex-to-complex Fast Fourier Transform (FFT)
SYNOPSIS
CALL CCFFT3D (isign, n1, n2, n3, scale, x, ldx, ldx2, y, ldy, ldy2, table, work, isys)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
On UNICOS/mk systems, these subroutines execute on a single processor and use only private data.
DESCRIPTION
CCFFT3D computes the three-dimensional complex FFT of the complex matrix X, and it stores the results in
the complex matrix Y.
In FFT applications, it is customary to use zero-based subscripts; the formulas are simpler that way. So
suppose the arrays are dimensioned as follows:
COM PLEX X(0:n1 -1, 0:n 2-1, 0:n 3-1)
COMPLE X Y(0 :n1-1, 0:n2-1, 0:n 3-1)
NOTES
CCFFT3D is the generalization of CCFFT2D to three dimensions. All of the notes for CCFFT2D apply,
with the obvious modifications for three dimensions.
EXAMPLES
The following examples are for UNICOS systems only. CCFFT3D(3S) on UNICOS/mk systems provides
the functionality of PCCFFT3D(3S) on a single PE. For notes on CCFFT3D(3S) on UNICOS/mk systems,
see PCCFFT3D(3S).
In all the examples shown below isys is set to 0. For better performance on small size 3D FFTs, setting isys
= 1 and providing adequate workspace would yield better performance.
Example 1: Initialize the TABLE array in preparation for doing a three-dimensional FFT of size 128 by 128
by 128. In this case, only the isign, n1, n2, n3, and table arguments are used; you can use dummy
arguments or zeros for other arguments.
REAL TABLE( 100 + 2*(128 + 128 + 128 ))
CAL L CCFFT3 D (0, 128, 128 , 128 , 0.0 , DUM MY, 1, 1, DUM MY, 1, 1,
& TAB LE, DUMMY, 0)
Example 2: X and Y are complex arrays of dimension (0:128, 0:128, 0:128). The first 128 elements of each
dimension contain data; for performance reasons, the extra element forces the leading dimensions to be odd
numbers. Take the three-dimensional FFT of X and store it in Y. Initialize the TABLE array, as in example
1.
COM PLEX X(0 :12 8, 0:1 28, 0:128)
COMPLEX Y(0:128, 0:128, 0:1 28)
REA L TAB LE(100 + 2*( 128 + 128 + 128 ))
REA L WOR K(512* 128)
...
CALL CCFFT3 D(0 , 128, 128 , 128 , 1.0 , DUM MY, 1, 1,
& DUM MY, 1, 1, TAB LE, WOR K, 0)
CALL CCFFT3D(1 , 128 , 128 , 128 , 1.0 , X, 129 , 129 ,
& Y, 129 , 129, TAB LE, WOR K, 0)
Example 3: With X and Y as in example 2, take the inverse FFT of Y and store it back in X. The scale
1
factor is used. Assume that the TABLE array is already initialized.
1283
CAL L CCF FT3 D(- 1, 128 , 128, 128, 1.0/(1 28. 0**3), Y, 129, 129 ,
& X, 129 , 129 , TAB LE, WOR K, 0)
Example 4: Do the same computation as in example 2, but assume that the lower bound of each array is 1,
rather than 0. The subroutine calls do not change.
COMPLE X X(1 29, 129, 129)
COMPLEX Y(1 29, 129 , 129 )
...
CAL L CCF FT3 D(0, 128, 128 , 128 , 1.0 , DUM MY, 1, 1,
& DUMMY, 1, 1, TABLE, WORK, 0)
CALL CCF FT3D(1, 128, 128 , 128 , 1.0 , X, 129 , 129,
& Y, 129 , 129 , TAB LE, WOR K, 0)
Example 5: Do the same computation as in example 4, but put the output back in the array X to save
storage space. Assume that the TABLE array is already initialized.
COMPLE X X(1 29, 129, 129 )
...
CAL L CCF FT3 D(1, 128 , 128, 128, 1.0, X, 129 , 129 ,
& X, 129 , 129 , TABLE, WOR K, 0)
SEE ALSO
CCFFT(3S), CCFFT2D(3S), CCFFTM(3S), SCFFT(3S), SCFFT2D(3S), SCFFT3D(3S), SCFFTM(3S)
NAME
CCFFTM – Applies multiple multitasked complex-to-complex Fast Fourier Transforms (FFTs)
SYNOPSIS
CALL CCFFTM (isign, n, lot, scale, x, ldx, y, ldy, table, work, isys)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
On UNICOS/mk systems, this subroutine executes on a single processor and uses only private data.
DESCRIPTION
CCFFTM computes the FFT of each column of the complex matrix X, and it stores the results in the columns
of complex matrix Y.
Suppose the arrays are dimensioned as follows:
COM PLEX X(0 :ldx-1 , 0:lot-1)
COM PLEX Y(0 :ldy-1 , 0:lot- 1)
where:
2 . π . i
ω=e n
i = +√−1
π = 3.14159. . . isign = ±1
lot = Number of columns to transform
Different authors use different conventions for which of the transforms, isign = +1 or isign = – 1, is the
forward or inverse transform, and what the scale factor should be in either case. You can make this routine
compute any of the various possible definitions, however, by choosing the appropriate values for isign and
scale.
The relevant fact from FFT theory is this: If you take the FFT with any particular values of isign and scale,
the mathematical inverse function is computed by taking the FFT with – isign and 1 / (n . scale). In
particular, if you use isign = +1 and scale = 1.0 for the forward FFT, you can compute the inverse FFT by
using the following: isign = – 1 and scale = 1.0 / n.
NOTES
This section contains information about the algorithm for CCFFTM, the initialization of the table array, the
declaration of dimensions for x and y arrays, some performance tips, and some implementation-dependent
details.
Algorithm
UNICOS only: CCFFTM uses decimation-in-frequency type FFT. It takes the FFT of the columns and
vectorizes the operations along the rows of the matrix. Thus, the vector length in the calculations depends
on the row size, and the strides for vector loads and stores are the leading dimensions, ldx and ldy.
On UNICOS/mk systems, this routine is not optimized.
Initialization
The table array stores the trigonometric tables used in calculation of the FFT. You must initialize the table
array by calling the routine with isign = 0 prior to doing the transforms. If the value of the problem size, n,
does not change, table does not have to be reinitialized.
Dimensions
In the preceding description, it is assumed that array subscripts were zero-based, as is customary in FFT
applications. Thus, the input and output arrays are declared as follows:
COM PLEX X(0:ld x-1, 0:lot- 1)
COM PLEX Y(0:ld y-1, 0:lot- 1)
The calling sequence does not have to change, however, if you prefer to use the more customary Fortran
style with subscripts starting at 1. The same values of ldx and ldy would be passed to the subroutine even if
the input and output arrays were dimensioned as follows:
COM PLEX X(ldx, lot )
COM PLEX Y(ldy, lot)
Performance Tips
This routine computes an FFT for any value of n, but the performance for a given value of n depends on the
prime factorization of n. This fact is characteristic of all FFT algorithms.
Fastest performance is realized when n is a power of 2. In that case, the number of floating-point operations
is approximately 5 . lot . n . log 2 (n)
If n contains factors of 3, computation time is slightly longer, because more floating-point operations are
required. If n contains powers of 5, it is longer still. Slowest performance is when n is a prime number. In
2
that case, the number of floating-point operations is approximately 8 . lot . n .
The kernel routines are optimized for values of n that are products of powers of 2, 3, and 5. Because the
kernel routines have a special case for multiples of 4, even powers of 2 will be slightly faster than odd
powers of 2.
In this implementation, to avoid memory bank conflicts, it is very important to make the leading dimensions
of the arrays odd numbers (or, if that is not possible, make them an odd multiple of 2). To attain best
vectorization performance, the lot size should be at least 64, and preferably, it should be a multiple of 64.
Implementation-dependent Items
The UNICOS and UNICOS/mk FFT routines were designed so that they can be implemented efficiently on
many different architectures. The calling sequence is the same in any implementation. Certain details,
however, depend on the particular implementation. These details are confined to three areas:
• The first area is the size of the table and work arrays. Different systems may need different sizes. The
subroutine call requires no change, but you may have to change the array sizes in the DIMENSION or
type statements that declare the arrays.
• The second area is the isys parameter array, an argument that gives certain implementation-specific
information. All features and functions of the FFT routines that are specific to any particular
implementation are confined to this isys array. On any implementation, you can use the default values by
specifying an argument value of 0.
In the UNICOS systems implementation, no special options are supported; therefore, you can always
specify the isys parameter as a constant 0. Subsequent software releases may provide other options.
• The third area is the issue of which problem sizes or dimensions give optimal performance in a particular
implementation. See the Performance Tips subsection.
EXAMPLES
Example 1: Initialize the TABLE array in preparation for doing an FFT of size 128. Only the isign, n, and
table arguments are used in this case. You can use dummy arguments or zeros for the other arguments in
the subroutine call.
REAL TABLE( 100 + 2*128)
CALL CCFFTM (0, 128, 0, 0., DUM MY, 1, DUMMY, 1, TABLE, DUMMY, 0)
Example 2: X and Y are complex arrays of dimension (0:128) by (0:55). The first 128 elements of each
column contain data. For performance reasons, the extra element forces the leading dimension to be an odd
number. Take the FFT of the first 50 columns of X and store the results in the first 50 columns of Y.
Before taking the FFT, initialize the TABLE array, as in example 1.
COM PLE X X(0 :128, 0:5 5)
COM PLE X Y(0 :128, 0:5 5)
REA L TAB LE( 100 + 2*1 28)
REA L WOR K(4 *128*50)
...
CAL L CCF FTM(0, 128 , 50, 1.0 , X, 129 , Y, 129 , TAB LE, WOR K, 0)
CAL L CCF FTM (1, 128 , 50, 1.0, X, 129 , Y, 129 , TAB LE, WOR K, 0)
Example 3: With X and Y as in example 2, take the inverse FFT of Y and store it back in X. The scale
factor 1/128 is used. Assume that the TABLE array is already initialized.
CALL CCFFTM (-1 , 128 , 50, 1./ 128 ., Y, 129, X, 129, TAB LE,WOR K,0)
Example 4: Do the same computation as in example 2, but assume that the lower bound of each array is 1,
rather than 0. The subroutine calls are not changed.
COM PLEX X(1 29, 55)
COMPLE X Y(1 29, 55)
...
CALL CCFFTM (0, 128, 50, 1.0 , X, 129, Y, 129, TAB LE, WORK, 0)
CAL L CCF FTM(1, 128 , 50, 1.0 , X, 129 , Y, 129 , TAB LE, WOR K, 0)
Example 5: Do the same computation as in example 4, but put the output back in array X to save storage
space. Assume that the TABLE array is already initialized.
COM PLE X X(129, 55)
...
CAL L CCF FTM(1, 128 , 50, 1.0 , X, 129 , X, 129 , TAB LE, WOR K, 0)
SEE ALSO
CCFFT(3S), SCFFT(3S), SCFFTM(3S)
NAME
CCNVL – Computes the convolution of a complex sequence with one or more other complex sequences
SYNOPSIS
CALL CCNVL (nh, nx, m, ny, h, inc1h, x, inc1x, inc2x, y, inc1y, inc2y)
IMPLEMENTATION
UNICOS systems
DESCRIPTION
CCNVL computes the convolution of the complex sequence h with one or more complex sequences x.
This routine has the following arguments:
nh Integer. (input)
Number of elements in the h sequence. nh ≥ 0. If nh = 0, CCNVL zeroes out all elements of
output matrix y.
nx Integer. (input)
Number of elements in each sequence of x values. nx ≥ 0. If nx = 0, CCNVL zeroes out all
elements of output matrix y.
m Integer. (input)
Number of sequences of x values. m ≥ 0. If m = 0, CCNVL returns without calculating a
convolution.
ny Integer. (input)
Number of elements in output sequence y. ny ≥ 0. If ny = 0, CCNVL returns without calculating
a convolution.
h Complex array of dimension nh. (input)
Input sequence to be convolved with x.
inc1h Integer. (input)
Address increment between elements in array h. inc1h must not be zero.
x Complex array of dimension (nx, m). (input)
Input matrix to be convolved with h.
inc1x Integer. (input)
Address increment between elements in each sequence of x values. inc1x must not be zero.
inc2x Integer. (input)
Address increment between sequences of x values. inc2x must not be 0.
y Complex array of dimension (ny, m). (output)
Output matrix of convolutions.
NOTES
The following notes define the convolution more precisely, and discuss its uses and performance.
Convolution Definition
The precise definition of convolution computed by CCNVL is as follows:
Let h be a sequence of nh elements and X be a matrix with m columns, and nx elements in each column, as
follows:
x x 0,1 x 0,2 . . . x 0,m −1
h0 0,0
h x 1,0 x 1,1 x 1,2 . . . x 1,m −1
1
h = h.2 X = x 2,0 x 2,1 x 2,2 . . . x 2,m −1
. . .. .. .. ..
. .. . . . .
hnh −1
xnx −1,0 xnx −1,1 xnx −1,2 . . . xnx −1,m −1
A complex convolution is similar to the multiplication of complex polynomials. You can think of the
sequence h as a sequence of coefficients of the polynomial
H (z ) = h 0 + h 1z + h 2z 2 + h 3z 3 + . . . + hnh −1z nh −1
Similarly, each column
x
0,j
..
xj = .
xnx −1,j
of the matrix X can be considered the coefficients of each of the polynomials
X j (z ) = x 0,j + x 1z + x 2,j z 2 + x 3,j z 3 + . . . + xnx −1,j z nx −1
The convolution product h and each column y j = h . x j is the sequence whose elements are the coefficients
of the product polynomial
Y j (z) = H(z)X j (z)
The operation of convolution is commutative, so that h . x = x . h. In this subroutine, however, h and x are
not interchangeable, because h is restricted to be a vector, but x can be a matrix of one or more vectors, all
of the same length.
Uses for Convolution
Convolutions have numerous applications in signal processing, where the convolution operation is sometimes
called filtering. The sequence h might represent a filter, and the matrix x might represent a set of input
signals. The output matrix y would represent the output signals obtained by filtering (convolving) x with h.
Performance
If the NCPUS environment variable is set and greater than 1, CCNVL multitasks on m; that is, it performs the
convolutions of successive x sequences in parallel.
This routine is efficient for any value of the arguments. For long sequences, however, there is a faster
algorithm that uses a Fourier transform technique. For details, see the CCNVLF(3S) routine.
SEE ALSO
CCNVLF(3S)
NAME
CCNVLF – Computes the convolution of a complex sequence with one or more other complex sequences by
using a Fourier transform method
SYNOPSIS
CALL CCNVLF (nh, nx, m, ny, h, inc1h, x, inc1x, inc2x, y, inc1y, inc2y, table, ntable,
work, nwork)
IMPLEMENTATION
UNICOS systems
DESCRIPTION
CCNVLF computes the convolution of the complex sequence h with one or more complex sequences x.
CCNVLF has exactly the same effect as the CCNVL(3S) routine. The difference is in the algorithm.
CCNVL(3S) computes the convolution directly, but CCNVLF uses a Fourier transform method, using a
routine similar to CCFFTM(3S). CCNVLF requires additional space for tables and workspace, but for long
sequences, it can be significantly faster than CCNVL(3S).
See the CCNVL(3S) man page for a definition of the convolution product that is computed by both routines.
This routine has the following arguments:
nh Integer. (input)
Number of elements in sequence h. nh ≥ 0. If nh = 0, CCNVLF zeroes out all elements of
output matrix y.
nx Integer. (input)
Number of elements in each sequence of x values. nx ≥ 0. If nx = 0, CCNVLF zeroes out all
elements of output matrix y.
m Integer. (input)
Number of sequences of x values. m ≥ 0. If m = 0, CCNVLF returns without calculating a
convolution.
ny Integer. (input)
Number of elements in output sequence y. ny ≥ 0. If ny = 0, CCNVLF returns without
calculating a convolution.
h Complex array of dimension nh. (input)
Input sequence to be convolved with x.
inc1h Integer. (input)
Address increment between elements in array h. inc1h must not be zero.
x Complex array of dimension (nx, m). (input)
Input matrix to be convolved with h.
NOTES
The computed output values y are the same as those computed by routine CCNVL(3S). See the CCNVL(3S)
man page for a definition of the convolution product.
The algorithm of this routine uses the famous Convolution Theorem, which states that the Fourier transform
of a convolution is the product of the Fourier transforms of the original sequences.
This routine performs a Fast Fourier Transform (FFT) on each on the sequences h and x, and an inverse FFT
on the product to compute the convolution. In each case, the order of each FFT is n = nh + nx.
The routine works correctly for any value of n, but as with all FFT routines, the performance depends on the
prime factorization of n. For the best performance, n should be a power of 2. If n is a moderately large
number that is a product of powers of 2, 3, and 5, you will still get very good performance. To obtain a
good value of n, the input sequences can be padded with zeros, if necessary. See the CCFFTM(3S) man page
for general information about FFTs.
The table array is initialized on the first call to routine CCNVLF. It is not reinitialized in subsequent calls
unless the value of n changes.
If the NCPUS environment variable is set and greater than 1, this routine multitasks on m; that is, it performs
the convolutions of successive x sequences in parallel.
SEE ALSO
CCFFTM(3S), CCNVL(3S)
NAME
CFFT – Applies a multitasked complex Fast Fourier Transform (FFT)
SYNOPSIS
CALL CFFT (isign, n, scale, x, incx, y, incy, table, ntable, work, nwork)
IMPLEMENTATION
UNICOS systems
DESCRIPTION
CFFT computes the FFT of the complex vector x, and it stores the result in vector y. For most purposes,
CFFT is superseded by the FFT routine CCFFT(3S).
Suppose arrays X and Y are dimensioned as follows:
COM PLEX X(0 :N-1), Y(0:N- 1)
where
(isign )2πi
ω=e n
isign = ±1
π = 3.14159. . . e = 2.71828. . .
i = √−1
Different authors use different conventions for which of the transforms, isign = +1 or isign = – 1, is the
forward or inverse transform, and what the scale factor should be in either case. In this routine, when
isign = +1 it is called the forward transform, and when isign = – 1 it is called the inverse transform.
This routine has the following arguments:
NOTES
This section contains information about the algorithm for CFFT, the initialization of the table array, the size
of the table and work arrays, and some performance tips.
Algorithm
The algorithm for CFFT is the "Four Step FFT," which is as follows:
Let n be the order of the transform.
Let n = n1 . n2; n1 and n2 are close to the square root of n, and they are chosen for performance. Then:
1. Perform n1 simultaneous n2-point FFTs on the n data elements, treated as an n1-by-n2 matrix.
jk
2. Multiply the resulting matrix by the phase factors α .
3. Transpose the resulting data array, treated as an n1-by-n2 matrix, into an n2-by-n1 matrix.
4. Perform n2 simultaneous n1-point FFTs on the n data elements, treated as an n2-by-n1 matrix.
CFFT includes a special case for n2 = 1, in which case, a conventional FFT is done.
Initialization
The table array is used to store factors of n1 and n2 and trigonometric tables that are used in calculation of
the FFT. You can initialize table explicitly by calling the routine with isign = 0. If you do not initialize
table, the routine does so automatically on the first call. If the value of the problem size, n, does not change
between calls, the table does not need to be reinitialized. If you call the routine with a different value of n
without first reinitializing the table, the routine reinitializes the table automatically.
Re-initialization of table is relatively time-consuming. If you are continually changing the problem size, you
might consider using more than one table array so that it will not have to be reinitialized on each subroutine
call.
If you initialize the table explicitly by calling the routine with isign = 0, the only arguments that are
significant are isign, n, table, and ntable. In this case, the other arguments are ignored.
The value of ntable is checked when the table is initialized to verify that the table space you provided is
large enough. If it is not, the routine stops after printing an error message, which indicates the amount of
table space required. (See the following subsection.)
Size of Table and Work Arrays
The precise sizes of the table and work arrays depend on the numbers n1 and n2 in the factorization of
n = n1 . n2.
ntable = 100 + 2(n1 + n2 + np)
nwork = 4np
where np = 2n if n2 is odd,
(2n + n1) if n2 is even
Because the user does not know in advance the values of n1 and n2, the estimates given in the preceding
argument list may be used in all cases. If insufficient table or workspace is provided, the subroutine stops
after printing an error message that tells exactly how much space was needed.
Performance Tips
CFFT computes an FFT for any value of n, but the performance for a given value of n depends on the
factorization of n. This is characteristic of all FFT algorithms.
Best performance is realized when n is a power of 2. In that case, the number of arithmetic operations is
proportional to nlog 2 (n).
Performance is slightly worse when n contains factors of 3; it is even worse when n contains powers of 5.
The worst performance is when n is a prime number. In that case, the number of operations is proportional
2
to n . The kernel routines are optimized for values of n that are products of powers of 2, 3, and 5.
CFFT is rather slow for small values of n (for example, n < 128) because in such cases, the vector lengths
are very short. For small n, however, performance should not matter unless you are performing many
transforms. In this case, you should use the MCFFT(3S) routine (multiple complex FFT). MCFFT(3S)
vectorizes in the "lot direction," and performance can be quite good even for small values of n.
CFFT runs in multitasked mode for large values of n. If
MIN (n1, n2)
≥ 16
ncpus
where ncpus is the number of CPUs being used, the calculation runs in multitasked mode. The values of n
must be fairly large to realize an appreciable performance gain from multitasking, however, because the
vector lengths are proportional to the square root of n.
EXAMPLES
The following is a test program for CFFT. It computes the FFT of a random sequence of complex numbers,
first using the direct definition of the Fourier Transform, and then using CFFT. Afterward, it compares the
results. Finally, it computes the inverse transform (dividing by N), and compares with the original data.
PAR AME TER (N = 4*3 *5* 7)
COM PLEX I, W, X(0 :N- 1), Y(0 :N-1), YY(0:N-1)
PARAME TER (NT ABLE = 100 + 8*N , NWO RK = 12* N)
REA L TAB LE(NTA BLE), WOR K(NWOR K)
PAR AMETER (I = (0. 0, 1.0 ))
LOG ICAL LFWD, LIN V
*----- ------ ------ --- --- --- ------ --- ------ ---------
* Ini tia liz e inp ut arr ay, X, wit h random
* com ple x num ber s.
DO 10, J = 0, N-1
X(J) = CMP LX( RAN F(), RANF() )
10 CON TINUE
*----- ------ ------ --- --- --- ------ --- ------ ------ ---
LFWD = .TRUE.
DO 40, J = 0, N-1
ERR OR = ABS (Y( J) - YY(J)) /AB S(Y (J) )
LFWD = LFWD .AND. (ERROR .LE . 1.E -6)
40 CONTINUE
IF (.N OT. LFW D) PRI NT *, ’Fa ile d for ward test’
IF (LF WD) PRI NT *, ’Forwa rd tra nsform OK’
*-- --------------- --- ------ --- --- --- ------ --- --- ---
* Com put e the inv ers e tra nsf orm of Y,
* and store it back in Y.
LINV = .TRUE.
DO 50, J = 0, N-1
ERROR = ABS(X( J) - Y(J))/ ABS (X( J))
LINV = LIN V .AND. (ER ROR .LE . 1.0 E-6 )
50 CONTINUE
IF (.N OT. LINV) PRI NT *, ’Fa ile d inv ers e tes t’
IF (LI NV) PRINT *, ’In verse tra nsf orm OK’
SEE ALSO
CCFFT(3S), which supersedes most uses of CFFT
CCFFT2D(3S), CFFT2D(3S) to calculate a two-dimensional FFT. CCFFT2D(3S) supersedes most uses of
CFFT2D(3S).
CCFFT3D(3S), CFFT3D(3S) to calculate a three-dimensional FFT. CCFFT3D(3S) supersedes most uses of
CFFT3D(3S).
CCFFTM(3S), MCFFT(3S) to calculate multiple one-dimensional FFTs. CCFFTM(3S) supersedes most uses
of MCFFT(3S).
NAME
CFFT2 – Applies a complex Fast Fourier Transform (FFT)
SYNOPSIS
CALL CFFT2 (init, ix, n, x, work, y)
IMPLEMENTATION
UNICOS systems
DESCRIPTION
CFFT2 performs the following calculation:
n −1
2πi
Σ xj
2
yk = exp (± j k ) for k = 0, . . ., n– 1, where i = – 1
j =0 n
The sign of the exponent is the same as the sign of the argument ix. This routine has the following
arguments:
init Integer. (input)
If nonzero, generates sine and cosine tables in work. If 0, calculates FFTs by using sine and
cosine tables of the previous call.
ix Integer. (input)
>0 Calculates a forward transform
<0 Calculates an inverse transform
n Integer. (input)
m
Size of the Fourier transform (2 , where m ≥ 3).
x Complex array of dimension n. (input)
Input vector. Range of x:
n 102466
≤ xi ≤ , for i = 1,2,. . .,n.
102466 n
Vector x can be equivalenced to the work vector. In this case, scratch work overwrites the
input values.
work Complex array of dimension 5 . n / 2. (scratch output)
Work storage vector.
y Complex array of dimension n. (output)
Result vector.
SEE ALSO
CCFFT(3S) (which supersedes CFFT2 only on Cray Y-MP systems), CCFFTM(3S), CRFFT2(3S),
RCFFT2(3S)
NAME
CFFT2D – Applies a multitasked two-dimensional complex Fast Fourier Transform (FFT)
SYNOPSIS
CALL CFFT2D (isign, n1, n2, scale, x, inc1x, inc2x, y, inc1y, inc2y, table, ntable, work,
nwork)
IMPLEMENTATION
UNICOS systems
DESCRIPTION
CFFT2D computes the two-dimensional complex Fourier Transform of each column of the complex matrix
X, and it stores the results in the complex matrix Y. For most purposes, CFFT2D is superseded by
CCFFT2D(3S).
Suppose the matrices are stored in Fortran arrays dimensioned as follows:
COMPLE X X(0 :N1-1, 0:N2-1)
COMPLE X Y(0 :N1-1, 0:N2-1)
n1−1 n2−1
j1.k1 j2.k2
Y k1,k2 = scale Σ Σ
j1=0 j2=0
X j1,j2 ω1 ω2 for k1 = 0, . . ., n1– 1 k2 = 0, . . ., n2– 1
where:
(isign )2πi
ω1 = e n1
isign = ±1
π = 3.14159. . . e = 2.71828. . .
(isign )2πi
i = √−1 ω2 = e n2
In this documentation, when isign = +1 it is called the forward transform, and when isign = – 1 it is called
the inverse transform.
This routine has the following arguments:
isign Integer. (input)
Specifies whether to initialize the table array, or whether to do the forward or inverse transform:
isign = 0 Initializes the table array
isign = +1 Computes the forward transform
isign = – 1 Computes the inverse transform
n1 Integer. (input)
Transform size in the first dimension. If n1 is not positive, CFFT2D returns without performing
a transform.
n2 Integer. (input)
Transform size in the second dimension. If n2 is not positive, CFFT2D returns without
performing a transform.
scale Real. (input)
Real scale factor. Each element of the output array is multiplied by scale after taking the
Fourier transform, as defined previously.
x Complex array. (input)
Input array of values to be transformed.
inc1x Integer. (input)
x increment in the first dimension (the address increment between successive complex row
elements of input array x). To use every row element in a given column, set inc1x = 1. inc1x
must not be 0.
inc2x Integer. (input)
x increment in the second dimension (the address increment between successive complex column
elements of input array x). To use every column element in a given row, set inc1x to be twice
the leading dimension of the complex array x. inc2x must not be 0.
y Complex array. (output)
Output array of transformed values. The output array may be the same as the input array. In
that case, the transform is done in place.
inc1y Integer. (input)
y increment in the first dimension (the address increment between successive complex row
elements of output array y). To use every row element in a given column, set inc1y = 1. inc1y
must not be 0.
inc2y Integer. (input)
y increment in the second dimension (the address increment between successive complex column
elements of output array y). To use every column element in a given row, set inc1y to be twice
the leading dimension of the complex array y. inc2y must not be 0.
table Real array of dimension ntable. (input or output)
Table of factors and trigonometric functions. This array may be initialized by a call to CFFT2D
with isign = 0.
ntable Integer. (input)
Number of (real) words in table. The value of ntable should be at least 2(n1 + n2) + 100. If
not enough space is provided, CFFT2D prints an error message and stops.
work Real array. (scratch output)
Work array of size nwork. This is a scratch array used for intermediate calculations. It must be
a different address space from the input and output arrays.
NOTES
This section includes information about the algorithm for CFFT2D, initialization of arrays, the significance
of the increment arguments, and performance.
Algorithm
CFFT2D uses MCFFT(3S) to do multiple FFTs, first on all of the columns of the input matrix and then on
all of the rows.
Initialization
The table array stores factors of n1 and n2 and also trigonometric tables that are used in the calculation of
the FFT. You can initialize table explicitly by calling the routine with isign = 0. If you do not initialize
table, the routine does so automatically on the first call. If the values of the problem size, n1 and n2, do not
change, the table does not need to be reinitialized. If you call the routine with different values of n1 and n2
without first reinitializing the table, the routine will reinitialize the table automatically.
Reinitialization of table is relatively time-consuming. If you are continually changing the problem size, you
might consider using more than one table array, so that it will not have to be reinitialized on each subroutine
call.
If you initialize the table explicitly by calling the routine with isign = 0, the only arguments that are
significant are isign, n1, n2, table, and ntable. In this case, the other arguments are ignored.
The value of ntable is checked when the table is initialized to verify that the table space you provided is
large enough. If it is not, the routine stops after printing an error message, which indicates the amount of
table space required.
Increment Arguments
The inc1x, inc2x, inc1y, and inc2y increment arguments describe how the matrices are stored in Fortran
arrays. These arguments are the link between the mathematical matrices and their representation in computer
memory.
Consider the following 4-by-5 matrix X:
X(1 ,1) X(1 ,2) X(1 ,3) X(1 ,4) X(1,5)
X(2 ,1) X(2 ,2) X(2 ,3) X(2 ,4) X(2,5)
X(3 ,1) X(3 ,2) X(3 ,3) X(3 ,4) X(3,5)
X(4 ,1) X(4 ,2) X(4 ,3) X(4 ,4) X(4,5)
Thus, the increment in the first dimension, inc1x, is 1. The increment in the second dimension, inc2x, is the
(address) distance between X(1,1) and X(1,2), which is 4, the leading dimension of X. Generally, the
increment in the second dimension is the leading dimension of the array as it is declared in the Fortran
program.
The increment arguments are not directly related to the values of n1 and n2, except that the matrix must fit
in the allocated address space.
Performance Tips
CFFT2D works for any values of the arguments, subject only to the restrictions as described. The
performance of this algorithm, however, depends on the values of the following arguments:
• n1 and n2 (the problem size in each dimension)
• inc1x, inc2x, inc1y, inc2y (the increment arguments)
• nwork (the amount of workspace)
Each of these factors are considered separately in the following subsections.
Performance relative to the problem size
CFFT2D computes an FFT for any values of n1 and n2, but the performance depends on the factorization of
these numbers. This is characteristic of all FFT algorithms.
Best performance is realized when n1 and n2 are each a power of 2. In that case, the number of arithmetic
operations in the calculation is proportional to n1.n2.log 2 (n1.n2).
Performance is slightly worse when n1 or n2 contain factors of 3. It is worse if n1 or n2 contain factors of 5.
Worst performance is when n1 and n2 are prime numbers. In that case, the number of arithmetic operations
2
in the calculation is proportional to (n1 . n2) .
The kernel routines are optimized for values of n1 and n2 that are products of powers of 2, 3, and 5. The
values of n1 and n2 also relate to vectorization and multitasking performance. Each of the dimensions is
used as a vector length for part of the calculation. Thus, as with all vector calculations, performance is less
than optimal if either n1 or n2 is small (for example, < 8).
If either of the dimensions is large enough, CFFT2D will multitask. If
MIN (n1,n2)
≥16
ncpus
where ncpus is the number of CPUs being used, the entire calculation runs in multitasked mode.
Performance relative to the increment arguments
The increment arguments have no effect on the algorithm itself, but their values are significant for memory
contention.
The stride for vector loads is, alternately, inc1x and inc2x. To avoid memory bank conflicts, neither number
should be a large multiple of 2. Best performance occurs when both numbers are odd. One way to do this
is to make the leading dimension of array x an odd number when the array is declared in the calling
program.
Likewise, the stride for vector stores are inc1y and inc2y, and the best performance occurs when both
numbers are odd.
Performance relative to the amount of workspace
To do all of the FFTs in one lot, the workspace required (in real words of storage) is nwork = 4 . n1 . n2.
If n1 and n2 are large, this amounts to a lot of memory. You can provide less workspace and still obtain
very good performance. At a minimum, you need the following amount of storage, in (real) words:
nwork = 4(MAX(n1, n2)MIN(n1, n2, 16ncpus))
where ncpus is the number of CPUs being used. If you give a value of nwork in the range:
4(MAX(n1, n2)MIN(n1, n2, 16ncpus)) ≤ nwork < 4(n1n2)
CFFT2D divides the work into lots, in which the size of each lot is sufficiently small to be accommodated
by the workspace provided. For best performance, nwork should be at least 128(n1n2)ncpus.
EXAMPLES
The following program computes the forward and inverse two-dimensional Fourier transform of a random
matrix of complex numbers and compares the result with the original matrix.
PAR AME TER (N1 = 256 , N2 = 300 )
COM PLEX X(N 1, N2), Y(N1, N2)
PAR AMETER (NT ABL E = 100 + 2*( N1 + N2))
PAR AME TER (NW ORK = 4*N1*N 2)
REA L TAB LE( NTA BLE), WOR K(N WOR K)
LOG ICA L LPA SS
*-- ------ --- ------ ------ --- --- ------ --- --- --- --- ---
* Fil l arr ay X with ran dom com ple x numbers.
DO 2, J = 1, N2
DO 1, I = 1, N1
X(I ,J) = CMP LX( RAN F() , RAN F())
1 CONTIN UE
2 CONTIN UE
*-- ------ --- ------ ------ --- --- ------ --- --- --- ------
* Comput e Y = 2-D Fou rie r tra nsform of X.
LPASS = .TRUE.
DO 5, J = 1, N2
DO 4, I = 1, N1
ERR OR = ABS (X( I,J )-Y(I, J)) / ABS (X( I,J))
LPASS = LPA SS .AN D. (ER ROR .LE . 1.0 E-6 )
4 CONTINUE
5 CONTINUE
IF (.NOT. LPA SS) PRINT *,’Fai led the tes t’
IF (LPASS ) PRI NT *, ’Pa sse d the tes t’
END
SEE ALSO
CCFFT(3S), CFFT(3S) to calculate a one-dimensional FFT. CCFFT(3S) supersedes most uses of CFFT(3S).
CCFFT2D(3S), which supersedes most uses of CFFT2D
CCFFT3D(3S), CFFT3D(3S) to calculate a three-dimensional FFT. CCFFT3D(3S) supersedes most uses of
CFFT3D(3S).
CCFFTM(3S), MCFFT(3S) to calculate multiple one-dimensional FFTs. CCFFTM(3S) supersedes most uses
of MCFFT(3S).
NAME
CFFT3D – Applies a multitasked three-dimensional complex Fast Fourier Transform (FFT)
SYNOPSIS
CALL CFFT3D (isign, n1, n2, n3, scale, x, inc1x, inc2x, inc3x, y, inc1y, inc2y, inc3y,
table, ntable, work, nwork)
IMPLEMENTATION
UNICOS systems
DESCRIPTION
CFFT3D computes the three-dimensional complex Fourier transform of the complex matrix X, and it stores
the results in the complex matrix Y. For most purposes, CFFT3D is superseded by CCFFT3D(3S).
On this man page, the first dimension of a three-dimensional matrix is defined as the row dimension, the
second dimension is the column dimension, and the third dimension is the plane dimension.
Suppose that the matrices are stored in Fortran arrays, which are declared as follows:
COMPLE X X(0 :N1-1, 0:N2-1, 0:N 3-1 )
COM PLEX Y(0:N1 -1, 0:N2-1 , 0:N3-1 )
i =√−1
Different authors use different conventions for which of the transforms, isign = +1 or isign = – 1, is the
forward or the inverse transform, and what the scale factor should be in either case. In this documentation,
when isign = +1, it is called the forward transform, and when isign = – 1, it is called the inverse transform.
This routine has the following arguments:
isign Integer. (input)
Specifies whether to initialize the table array or to do the forward or inverse Fourier transform,
as follows:
NOTES
This section includes information about the algorithm for CFFT3D, table initialization, increment arguments,
and performance tips.
Algorithm
CFFT3D uses MCFFT(3S) to do multiple FFTs first on all of the rows, then on all of the columns, and then
on all of the planes of the input matrix.
Table Initialization
The table array stores factors of n1, n2, and n3 and also trigonometric tables that are used in calculation of
the FFT. You can initialize table explicitly by calling CFFT3D with isign = 0. If you do not initialize
table, CFFT3D does so automatically on the first call. If the values of the problem size, n1, n2, and n3, do
not change, table does not need to be reinitialized. If you call CFFT3D with different values of n1, n2, and
n3 without reinitializing table first, CFFT3D reinitializes table automatically.
Reinitialization of table is relatively time-consuming. If you are continually changing the problem size, you
might consider using more than one table array, so that it will not have to be reinitialized on each call to
CFFT3D.
If you initialize table explicitly by calling the routine with isign = 0, the only arguments that are significant
are isign, n1, n2, n3, table, and ntable. In this case, the other arguments are ignored.
CFFT3D checks the value of ntable to ensure that enough space is available to store the entire table. If
ntable is not large enough, the routine stops after printing an error message, which indicates the amount of
table space required.
Increment Arguments
The inc1x, inc2x, inc3x, inc1y, inc2y, and inc3y increment arguments describe how the matrices are stored in
Fortran arrays. These arguments are the link between the mathematical matrices and their representation in
computer memory. The use of these increment arguments allows complete generality in specifying the
matrices. Because CFFT3D deals with three-dimensional matrices, some explanation is necessary.
Consider the following 2-by-3-by-4 matrix X:
X(1,1, 1) X(1 ,2, 1) X(1 ,3, 1)
X(2 ,1,1) X(2 ,2,1) X(2,3, 1)
Fortran stores matrices "by column," meaning that it stores the matrix so that the first index changes most
rapidly and the last index changes least rapidly, which results in the following order:
X(1 ,1, 1) –> X(2 ,1, 1) –> X(1 ,2, 1) –> X(2 ,2, 1) –> X(1 ,3, 1) –> X(2 ,3, 1) –>
X(1 ,1, 2) –> X(2 ,1, 2) –> X(1 ,2, 2) –> X(2 ,2, 2) –> X(1 ,3, 2) –> X(2 ,3, 2) –>
X(1 ,1, 3) –> X(2 ,1, 3) –> X(1 ,2, 3) –> X(2 ,2, 3) –> X(1 ,3, 3) –> X(2 ,3, 3) –>
X(1 ,1, 4) –> X(2 ,1, 4) –> X(1 ,2, 4) –> X(2 ,2, 4) –> X(1 ,3, 4) –> X(2 ,3, 4)
Thus, the increment in the first dimension, inc1x, is 1. The increment in the second dimension, inc2x, is the
(address) distance between X(1,1,1) and X(1,2,1), which is 2, the leading dimension of X.
The increment in the third dimension, inc3x, is the (address) distance between X(1,1,1) and X(1,1,2),
which is 6. This number 6 is the product of the first two leading dimensions of X.
Generally, the increment in the second dimension is the leading dimension of the array as it is declared in
the Fortran program, and the increment in the third dimension is the product of the two leading dimensions
of the array.
The increment arguments are not directly related to the values of n1, n2, and n3, except that the matrix must
fit in the allocated address space.
Negative increments are legal. If a row, column, or plane increment is negative, the address given as the x
or y argument should be the address of the first element used in the array (last in memory) by row number,
column number, or plane number.
Performance Tips
CFFT3D works for any values of the arguments, subject only to the restrictions given previously. The
performance of this algorithm, however, depends on the values of the following arguments:
• n1, n2, n3: problem size in each dimension
• inc1x, inc2x, inc3x, inc1y, inc2y, inc3y: increment arguments
• nwork: (amount of workspace)
Each of these factors is considered separately in the following subsections.
Performance relative to the problem size
CFFT3D computes an FFT for any value of n1, n2, and n3, but the performance depends on the factorization
of these numbers. This is characteristic of all FFT algorithms.
Best performance is realized when n1, n2, and n3 are each a power of 2. In that case the number of
arithmetic operations in the calculation is proportional to
n1 . n2 . n3 . log 2 (n1 . n2 . n3).
Performance is slightly worse when n1, n2, or n3 contain factors of 3. It is worse if n1, n2, or n3 contain
factors of 5. Worst performance is when n1, n2, and n3 are prime numbers. In that case, the number of
2
arithmetic operations in the calculation is proportional to (n1 . n2 . n3) .
The kernel routines are optimized for values of n1, n2, and n3 that are products of powers of 2, 3, and 5.
The values of n1, n2, and n3 also relate to vectorization and multitasking performance. Each of the
dimensions is used as a vector length for part of the calculation. Thus, as with all vector calculations,
performance will be less than optimum if either n1, n2, or n3 is small (for example, < 8).
EXAMPLES
The following program computes the forward and inverse two-dimensional Fourier transform of a random
matrix of complex numbers and compares the result with the original matrix.
PAR AME TER (N1 = 16, N2 = 18, N3 = 25)
COM PLEX X(N1, N2, N3) , Y(N1, N2, N3)
PAR AME TER (NT ABL E = 100 + 2*( N1 + N2 + N3) )
PAR AMETER (NW ORK = 4*N2*N 3)
REA L TAB LE( NTA BLE), WOR K(N WOR K)
LOG ICA L LPA SS
*----- --- ------ ------ --- --- ------ ------ --- ------ ---
* Fill array X with random com plex numbers.
DO 3, K = 1, N3
DO 2, J = 1, N2
DO 1, I = 1, N1
X(I,J, K) = CMP LX(RAN F(), RANF())
1 CONTIN UE
2 CON TINUE
3 CON TIN UE
*----- --- ------ ------ --- --- --- ------ --- ------ ------
* Comput e Y = 3-D Fou rie r tra nsform of X.
CALL CFFT3D (+1 , N1, N2, N3, 1.0 ,
& X, 1, N1, N1* N2, Y, 1, N1, N1*N2,
& TAB LE, NTABLE , WOR K, NWORK)
*----- --- ------ ------ --- --- --- ------ --- ------ ------
* Comput e Y = Inv ers e 3-D tra nsform of Y.
CALL CFFT3D (-1 , N1, N2, N3, 1.0 /(N1*N 2*N3),
& Y, 1, N1, N1* N2, Y, 1, N1, N1*N2,
& TAB LE, NTABLE , WOR K, NWORK)
*----- --- ------ ------ --- --- --- ------ --- ------ ------
* Com par e X and Y.
LPA SS = .TRUE.
DO 6, K = 1, N3
DO 5, J = 1, N2
DO 4, I = 1, N1
ERR OR = ABS(X( I,J ,K) -Y( I,J,K) )/ABS(X(I ,J,K))
LPA SS = LPASS .AN D. (ER ROR .LE . 1.0E-6 )
4 CONTIN UE
5 CON TINUE
6 CON TIN UE
IF (.N OT. LPASS) PRINT *,’ Fai led the test’
IF (LP ASS ) PRI NT *, ’Pa sse d the test’
END
SEE ALSO
CCFFT(3S), CFFT(3S) to calculate a one-dimensional FFT. CCFFT(3S) supersedes most uses of CFFT(3S).
CCFFT2D(3S), CFFT2D(3S) to calculate a two-dimensional FFT. CCFFT2D(3S) supersedes most uses of
CFFT2D(3S).
CCFFT3D(3S), which supersedes most uses of CFFT3D
CCFFTM(3S), MCFFT(3S) to calculate multiple one-dimensional FFTs. CCFFTM(3S) supersedes most uses
of MCFFT(3S).
NAME
CFFTMLT – Applies complex-to-complex Fast Fourier Transforms (FFTs) on multiple input vectors
SYNOPSIS
CALL CFFTMLT (ar, ai, work, trigs, ifax, inc, jump, n, lot, isign)
IMPLEMENTATION
UNICOS systems
DESCRIPTION
This routine is inow obsolete. It has been replaced by CCFFTM. See the CCFFTM man page for details on
its use.
CFFTMLT applies complex-to-complex FFTs on more than one input vector, as follows:
(ar (jump .l +inc .k +1),ai (jump .l +inc .k +1)) =
n −1
isign .i .2.π. j .k )
Σ exp(
j =0 n
(ar (jump .l +inc . j +1), ai (jump .l +inc . j +1))
for
k = 0,1,. . .,n– 1
l = 0, . . ., lot– 1,
i = √−1
This calculation is performed for each of the n vectors in the input.
Vectorization is achieved by doing parallel transforms, with vector length = lot.
This routine has the following arguments:
ar Real array of dimension n . lot. (input and output)
On input, it contains the real part of the input data. On output, it contains the real part of the
transformed data.
ai Real array of dimension n . lot. (input and output)
On input, it contains the imaginary part of the input data. On output, it contains the imaginary
part of the transformed data.
work Real array of dimension 4 . n . lot. (scratch output)
Work storage array.
trigs Real array of dimension 2*n. (input)
Must be initialized to contain sine and cosine tables. The following call initializes both trigs
and ifax:
CALL CFTFAX (n,ifax,trigs)
NOTES
In the division by n, the normalization used by CFFTMLT differs from that used by CFFT2, CRFFT2, and
RCFFT2.
SEE ALSO
CCFFTM(3S), which supersedes this routine only on Cray Y-MP systems
RFFTMLT(3S) to calculate multiple real-to-complex or complex-to-real FFTs
NAME
CRFFT2 – Applies a complex-to-real Fast Fourier Transform (FFT)
SYNOPSIS
CALL CRFFT2 (init, ix, n, x, work, y)
IMPLEMENTATION
UNICOS systems
DESCRIPTION
CRFFT2 calculates the following:
n −1
2πi
yk = Σ xj
j =0
exp (±
n
jk ) for k = 0,1,. . .,n– 1
NOTES
x j elements are complex and related by x j = x ((n– j)) for j = 1,2,. . .,(n / 2).
Only the first (n / 2)+1 elements are stored in x.
SEE ALSO
CFFT2(3S), RCFFT2(3S)
SCFFT(3S) for a description of CSFFT, a routine that supersedes CRFFT2 only on UNICOS systems
NAME
DESCINIT3D – Initializes a descriptor vector that contains information about the distribution of a
three-dimensional (3D) array across a 3D grid of processors
SYNOPSIS
CALL DESCINIT3D (desc, nx, ny, nz, nxpp, nypp, nzpp, pesx, pesy, pesz, ictxt, lldx, lldy,
info)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
DESCINIT3D initializes a descriptor vector desc with information about the distribution of a 3D array A
across a 3D grid of processors. The information contained in this descriptor vector allows any routine that
uses distributed 3D arrays to know how the data is distributed across the processors. To specify a lower
dimensional grid of processors, initialize the corresponding entries in the descriptor vector to be 1.
Description of the Distributed Data
Consider a 3D array A, which is passed to a distributed library routine to be operated on. Let this 3D array
A of global size nx-by-ny-by-nz be distributed over a 3D grid of processors of size npx-by-npy-by-npz where
N$PES = npx x npy x npz.
To specify a two-dimensional (2D) grid of processors, the dimension any one of npx, npy, or npz could be
initialized to 1.
Each processor is assigned an address to denote its location in the 3D grid. The routine that initializes the
3D grid is called GRIDINIT3D(3S), and the user must first call it before calling DESCINIT3D (see the
man pages for GRIDINIT3D(3S)). This sets up the processor set as a 3D grid of processors. If you
initialized a 3D grid of size npx-by-npy-by-npz, the call to GRIDINIT3D(3S) would be as follows:
CALL GRIDIN IT3 D (ictxt, npx, npy, npz)
The nxpp, nypp, and nzpp arguments are initialized to the block size along each of the dimensions. Consider
the X dimension. If all of the data along this dimension will reside on the same processor (degenerate
distribution), nxpp would have the same value as nx. If the distribution is block, nxpp would be initialized
to ICEIL(nx, npx). If the distribution were cyclic, nxpp would be initialized to 1, and if the distribution
were block-cyclic, nxpp would be initialized to the corresponding block size.
Distribution along X Dimension Value of nxpp
Degenerate nxpp = nx
Block nxpp = ICEIL(nx, npx)
Cyclic nxpp = 1
Block-cyclic nxpp = block size desired
The nypp and nzpp arguments are initialized accordingly.
As an example, consider an array A of size 128-by-200-by-100 distributed on a 128-processor 2D grid of
size 1-by-16-by-8, as follows:
nx = 128
ny = 200
nz = 100
npx = 1
npy = 16
npz = 8
Let the distribution be degenerate along the X axis, block along the Y axis, and block-cyclic with a size of 4
along the Z axis, then
nxpp = 128
nypp = ICE IL(200,16 ) = 13
nzpp = 4
The pesx, pesy, and pesz arguments are the grid coordinates of the processor specifying the location of the
first element of the global array A (that is, the processor that owns A(1,1,1)).
If the first element is in processor pes, then pesx, pesy, and pesz can be obtained by a call to
PCOORD3D(3S), as follows:
CALL PCOORD 3D (ictxt, pes, pesx, pesy, pesz)
The first global element of the array A given by A(1,1,1) is usually located in processor 0. Therefore, the
following is true:
pesx = 0
pesy = 0
pesz = 0
However, in some cases it is advantageous to align array A in a slightly skewed manner in regard to another
array to avoid some communication. The following example illustrates this in the one-dimensional case.
Consider two vectors X and Y of length N that are involved in the computation (globally speaking) of a third
vector Z, as follows:
do i = 1, N
Z(i) = X(i ) + Y(m od(i+N /2, N))
end do
In this example, the vector Y is to be stored in a skewed manner in regard to X so that the first element of X
will reside on the same processor that has Y(mod(1+N/2),N). If pesx were this processor, in the
descriptor for the vector X, the user would pass pesx to the routine to initialize that variable. You can
extend this idea to the other two dimensions.
However, as mentioned earlier, most applications would not require this flexibility in the data distribution;
therefore, pesx, pesy, and pesz in these applications would be initialized to 0.
The ictxt argument is a handle that describes the 3D partitioning of the set of processors done by
GRIDINIT3D(3S).
The lldx and lldy arguments are the leading dimensions of the local array in each processor that stores a
share of the global data.
If the distribution along the X or Y axes were degenerate, lldx ≥ nx and lldy ≥ ny, respectively.
If the distribution were block along either dimension, lldx ≥ ICEIL(nx,npx) and lldy ≥ ICEIL(ny,npy).
If the distribution were cyclic along either dimension, lldx ≥ INT(nx/npx) + 1 and lldy ≥ INT(ny/npy) + 1.
If the distribution were block-cyclic along either dimension with a block size of nxpp and nypp,
lldx ≥ INT(nx/(npx*nxpp)) + nxpp and lldy ≥ INT(ny/(npy*nypp)) + nypp.
The following example uses the previous example with this change: where the array A of size
128-by-200-by-100 was distributed on a 128-processor 2D grid of size 1-by-16-by-8 with the data along the
X axis being degenerate and the data along the Y axis being block, the following is true:
nx = 128
ny = 200
nz = 100
npx = 1
npy = 16
npz = 8
NOTES
The GRIDINIT3D(3S) routine must be called somewhere in the program before the first call to
DESCINIT3D.
SEE ALSO
GRIDINFO3D(3S), GRIDINIT3D(3S), PCOORD3D(3S), PNUM3D(3S)
NAME
FILTERG – Computes a correlation of two vectors
SYNOPSIS
CALL FILTERG (a, m, d, n, o)
IMPLEMENTATION
UNICOS systems
DESCRIPTION
FILTERG computes a correlation of two vectors.
Given the following:
(a i ) i = 1,. . .,m Filter coefficients
(d j ) j = 1,. . .,n Data
FILTERG computes the following:
m
oi = Σ
j =1
a j di +j −1 i =1,. . . n−m +1
SEE ALSO
FILTERS(3S)
NAME
FILTERS – Computes a correlation of two vectors (symmetric coefficient)
SYNOPSIS
CALL FILTERS (a, m, d, n, r)
IMPLEMENTATION
UNICOS systems
DESCRIPTION
FILTERS computes the same correlation as FILTERG(3S) except that it assumes the filter coefficient vector
is symmetric.
Given the following:
m
(c i ) i = 1, . . .,
2
(d j ) j=1,. . . n
m m
= for m even, and (m+1)/2 for m odd.
2 2
This is called the ceiling function.
FILTERS computes the following when m is an odd number:
(m −1)
2
ri = Σ
j =1
a j . (di +j −1 + di +m −j ) + a (m +1) . d
i +(
m +1)
2 2
i=1, . . ., n– m+1
FILTERS computes the following when m is an even number:
m
2
ri = Σ aj
j =1
. (di +j −1 + di +m −j )
i=1, . . ., n– m+1
This routine has the following arguments:
a Real array of dimension m / 2 . (input)
Symmetric filter coefficient vector.
m Integer. (input)
Formal length of vector a. The actual length of a is as indicated previously.
SEE ALSO
FILTERG(3S)
NAME
GGFFT – Applies a multitasked complex-to-complex Fast Fourier Transform (FFT)
SYNOPSIS
CALL GGFFT (isign, n, scale, x, y, table, work, isys)
IMPLEMENTATION
UNICOS/mk systems
On UNICOS/mk systems, this subroutine executes on a single processor and uses private data only.
DESCRIPTION
GGFFT computes the Fast Fourier Transform (FFT) of the complex vector x, and it stores the result in vector
y.
In FFT applications, it is customary to use zero-based subscripts; the formulas are simpler that way.
Suppose that the arrays are dimensioned as follows:
COMPLE X(KIND =4) X(0 :N- 1), Y(0:N-1)
The output array is the FFT of the input array, using the following formula for the FFT:
n −1
Σ
. j .k
Yk = scale . X j . ωisign for k = 0, . . ., n −1
j =0
where
2.π.i
ω=e n
i = +√−1
π = 3.14159. . .
isign = ±1
Different authors use different conventions for which of the transforms, isign = +1 or isign = – 1, is the
forward or inverse transform, and what the scale factor should be in either case. You can make this routine
compute any of the various possible definitions, however, by choosing the appropriate values for isign and
scale.
The relevant fact from FFT theory is this: If you take the FFT with any particular values of isign and scale,
the mathematical inverse function is computed by taking the FFT with – isign and 1 / (n . scale). In
particular, if you use isign = +1 and scale = 1.0 for the forward FFT, you can compute the inverse FFT by
using isign = – 1 and scale = 1.0/n.
The output array may be the same as the input array, provided that n has at least 2 factors.
NOTES
This section contains information about the algorithm for GGFFT, the initialization of the table array, the
declaration of dimensions for x and y arrays, some performance tips, and some implementation dependent
details.
Algorithm
The algorithm used is a variant of Agarwal’s algorithm.
Initialization
The table array stores the trigonometric tables used in calculation of the FFT. You must initialize table by
calling the routine with isign = 0 prior to doing the transforms. If the value of the problem size, n, does not
change, table does not have to be reinitialized.
Dimensions
In the preceding description, it is assumed that array subscripts were zero-based, as is customary in FFT
applications. Thus, the input and output arrays are declared as follows:
COM PLEX(K IND =4) X(0 :N-1)
COM PLEX(K IND =4) Y(0 :N-1)
However, if you prefer to use the more customary Fortran style with subscripts starting at 1 you do not have
to change the calling sequence, as in (assuming N > 0):
COMPLE X(K IND=4) X(N )
COMPLE X(K IND=4) Y(N )
Performance Tips
This routine computes an FFT for any value of n, but the performance for a given value of n depends on the
prime factorization of n. This fact is characteristic of all FFT algorithms.
Fastest performance is realized when n is a power of 2; in which case, the number of floating-point
operations is approximately 5n . log 2 (n).
If n contains factors of 3, computation time is slightly longer, because more floating-point operations are
required. If n contains powers of 5, it is longer still. Slowest performance is when n is a prime number; in
2
which case, the number of floating-point operations is approximately 8n .
The kernel routines are optimized for values of n that are products of powers of 2, 3, and 5. (Because the
kernel routines have a special case for multiples of 4, powers of 4 will be slightly faster than odd powers of
2.)
Implementation-dependent Items
The UNICOS and UNICOS/mk FFT routines were designed so that they can be implemented efficiently on
many different architectures. The calling sequence is the same in any implementation. Certain details,
however, depend on the particular implementation. These details are confined to two areas:
• The first area is the size of the table and work arrays. Different systems may need different sizes. The
subroutine call requires no change, but you may have to change array sizes in the DIMENSION or type
statements that declare the arrays.
• The second area is the isys parameter array, an array that gives certain implementation-specific
information. All features and functions of the FFT routines specific to any particular implementation are
confined to this isys array. On any implementation, you can use the default values by using an argument
value of 0.
EXAMPLES
Example 1: Initialize the complex array TABLE in preparation for doing an FFT of size 1024. Only the
ISIGN, N, and TABLE arguments are used in this case; you can use dummy arguments or zeros for the
other arguments in the subroutine call.
REAL(K IND =4) TAB LE( 100 + 8*1 024 )
CALL GGF FT( 0, 102 4, 0.0 , DUM MY, DUM MY, TABLE, DUM MY, 0)
Example 2: X and Y are complex arrays of dimension (0:1023). Take the FFT of X and store the results in
Y. Before taking the FFT, initialize the TABLE array, as in example 1.
COMPLE X(KIND =4) X(0:10 23), Y(0:10 23)
REAL TAB LE( 100 + 8*1024 )
REA L WOR K(8 *1024)
...
CALL GGFFT( 0, 102 4, 1.0, X, Y, TAB LE, WOR K, 0)
CALL GGFFT( 1, 102 4, 1.0, X, Y, TAB LE, WOR K, 0)
Example 3: Using the same X and Y as in example 2, take the inverse FFT of Y and store it back in X. The
scale factor 1/1024 is used. Assume that the TABLE array is already initialized.
CALL GGF FT( -1, 102 4, 1.0 /10 24.0, Y, X, TAB LE, WOR K, 0)
Example 4: Do the same computation as in example 2, but assume that the lower bound of each array is 1,
rather than 0. No change was needed in the subroutine calls.
COMPLE X X(1 024), Y(1024 )
...
CALL GGFFT( 0, 102 4, 1.0, X, Y, TABLE, WOR K, 0)
CALL GGFFT( 1, 102 4, 1.0, X, Y, TABLE, WOR K, 0)
Example 5: Do the same computation as in example 4, but put the output back in array X to save storage
space. Assume that TABLE is already initialized.
COMPLEX X(1024 )
...
CALL GGFFT( 1, 102 4, 1.0, X, X, TABLE, WOR K, 0)
SEE ALSO
CCFFT(3S), HGFFT(3S), SCFFT(3S),
NAME
HCONV – Performs the convolution of two sequences of real numbers
SYNOPSIS
CALL HCONV (nh, nx, ny, h, x, y)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
HCONV computes the convolution of the filter sequence h with the data sequence x, producing the output
sequence y.
Suppose h and x are two sequences of real numbers, having nh and nx elements, respectively. As is
customary in signal processing applications, let the subscripts start at 0, therefore:
h = h(0), h(1), . . . h(nh – 1)
x = x(0), x(1), . . . x(nx – 1)
The "convolution product," y, is the sequence having elements defined by:
y(0) = h(nh– 1) . x(0) + h(nh– 2) . x(1) + . . . + h(0) . x(nh– 1)
y(1) = h(nh– 1) . x(1) + h(nh– 2) . x(2) + . . . + h(0) . x(nh)
y(2) = h(nh– 1) . x(2) + h(nh– 2) . x(3) + . . . + h(0) . x(nh+1)
This example definition assumes nx > nh.
The precise definition of the convolution is:
Yk = Σ H (nh −1−j ) . x (k +j )
0≤j ≤min
for 0 ≤ k ≤ ny−1.
The number of terms in the output sequence is specified by an argument, ny. If ny < nx, then the output
sequence is just truncated. If ny > nx, then zeros are appended to the output sequence.
By choosing ny > nx − nh+1, the routine does what is sometimes called "post-tapered" convolution. The
effect is as though the data sequence, x, were padded on the end with zeros, except that no zeros are actually
stored and no multiplications by zero are actually done.
This routine has the following arguments:
nh INTEGER(KIND=8). (input)
Specifies the number of elements in the filter sequence, h. nh ≥ 0.
nx INTEGER(KIND=8). (input)
Specifies the number of elements in the data sequence, x. nx ≥ 0.
ny INTEGER(KIND=8). (input)
Specifies the number of elements in the output sequence, y. ny ≥ 0.
h REAL(KIND=4) array of dimension (0, nh−1). (input)
Specifies the input sequence of filter values.
x REAL(KIND=4) array of dimension (0, nx−1). (input)
Specifies the input sequence of data values.
y REAL(KIND=4) array of dimension (0, ny−1). (output)
Specifies the output matrix of convolutions.
NOTES
If ny = 0, the routine just returns. If either nh = 0 or nx = 0, the routine will zero the first ny elements in y
and return.
EXAMPLES
SEE ALSO
HCORR(3S), HCORRS(3S), SCONV(3S)
NAME
HCORR – Performs the correlation of two sequences of real numbers
SYNOPSIS
CALL HCORR (nh, nx, ny, h, x, y)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
HCORR computes the correlation of the filter sequence h with the data sequence x, producing the output
sequence y.
Suppose h and x are two sequences of real numbers, having nh and nx elements, respectively. As is
customary in signal processing applications, let the subscripts start at 0, so
h = h(0), h(1), . . ., h(nh – 1)
x = x(0), x(1), . . ., x(nx – 1)
The "correlation product", y, is the sequence having elements defined by:
y(0) = h(0) . x(0) + h(1) . x(1) + . . . + h(nh – 1) . x(nh – 1)
y(1) = h(0) . x(1) + h(1) . x(2) + . . . + h(nh – 1) . x(nh)
y(2) = h(0) . x(2) + h(1) . x(3) + . . . + h(nh – 1) . x(nh + 1)
This example definition assumes that nx ≥ nh.
The precise definition is as follows:
Yk = Σ H (nh −1−j ) . x (k +j ) for 0 ≤ k ≤ny −1
0≤j ≤MIN
The number of terms in the output sequence is specified by the argument ny. If ny < nx, the output sequence
is just truncated. If ny > nx, zeros are appended to the output sequence.
By choosing ny > nx – nh + 1, the routine does what is sometimes called "post-tapered" correlation. The
effect is as though the data sequence, x, were padded on the end with zeros, except that no zeros are actually
stored and no multiplications by zero are actually done. This routine has the following arguments:
nh INTEGER(KIND=8). (input)
Specifies the number of elements in the filter sequence, h. nh ≥ 0.
nx INTEGER(KIND=8). (input)
Specifies the number of elements in the sequence of data sequence, x. nx ≥ 0.
ny INTEGER(KIND=8). (input)
Specifies the number of elements in the output sequence, y. ny ≥ 0.
h REAL(KIND+4) array of dimension (0, nh−1). (input)
Specifies the input sequence of filter values.
NOTES
If ny = 0, the routine returns. If either nh = 0 or nx = 0, the routine will zero the first ny elements in y and
return.
EXAMPLES
SEE ALSO
HCONV(3S), HCORRS(3S), SCORR(3S)
NAME
HCORRS – Performs the correlation of two sequences of real numbers (symmetric filter)
SYNOPSIS
CALL HCORRS (nh, nx, ny, h, x, y)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
HCORRS computes the correlation of the symmetric filter sequence h with the data sequence x, producing the
output sequence y. The filter, h, is assumed to be symmetric about its middle.
The computation carried out by HCORRS is exactly the same as that done by routine HCORR, with one
exception: the filter, h, is assumed to be symmetric, so only the first half of the elements are accessed. The
values of the second half are inferred from the first half and do not actually have to be supplied by the
calling routine.
To review the definition of correlation (not necessarily assuming a symmetric filter), suppose h and x are two
sequences of real numbers, having nh and nx elements, respectively. As is customary in signal processing
applications, let the subscripts start at 0, so
h = h(0), h(1), . . ., h(nh – 1)
x = x(0), x(1), . . ., x(nx – 1)
The "correlation product", y, is the sequence having elements defined by:
y(0) = h(0) . x(0) + h(1) . x(1) + . . . + h(nh – 1) . x(nh – 1)
y(1) = h(0) . x(1) + h(1) . x(2) + . . . + h(nh – 1) . x(nh)
y(2) = h(0) . x(2) + h(1) . x(3) + . . . + h(nh – 1) . x(nh + 1)
This example definition assumes that nx ≥ nh.)
The precise definition of correlation is as follows:
Yk = Σ H (nh −1−j ) . x (k +j ) for 0 ≤ k ≤ny −1
0≤j ≤MIN
The HCORRS routine makes the assumption that the filter is symmetric; in other words, that h(nh − j) = h(j),
for 0 ≤ j ≤ nh / 2.
Only the elements h(0) through h(nh/2) are accessed by the routine. The last half of the filter values are not
accessed and do not actually have to be supplied by the calling routine.
The number of terms in the output sequence is specified by an argument, ny. If ny < nx, then the output
sequence is just truncated. If ny > nx, then zeros are appended to the output sequence.
By choosing ny > nx − nh+1, the routine does what is sometimes called "post-tapered" correlation. The
effect is as though the data sequence, x, were padded on the end with zeros, except that no zeros are actually
stored and no multiplications by zero are actually done.
This routine has the following arguments:
nh Integer. (input)
Specifies the number of elements in the filter sequence, h.
nh ≥ 0.
nx Integer. (input)
Specifies the number of elements in the data sequence, x.
nx ≥ 0.
ny Integer. (input)
Specifies the number of elements in the output sequence, y.
ny ≥ 0.
h REAL(KIND=4) array of dimension (0, nh/2). (input)
Specifies the input sequence of filter values. Only values h(0) through h(nh/2) are accessed; the
second half of the filter values are inferred from the symmetry of h.
x REAL(KIND=4) array of dimension (0, nx−1). (input)
Specifies the input sequence of data values.
y REAL(KIND=4) array of dimension (0, ny−1). (output)
Specifies the output sequence.
NOTES
If ny = 0, the routine just returns. If either nh = 0 or nx = 0, the routine will zero the first ny elements in y
and return.
EXAMPLES
SEE ALSO
HCONV(3S), HCORR(3S), SCORRS(3S)
NAME
HGFFT, GHFFT – Computes a real-to-complex or complex-to-real Fast Fourier Transform (FFT)
SYNOPSIS
CALL HGFFT (isign, n, scale, x, y, table, work, isys)
CALL GHFFT (isign, n, scale, x, y, table, work, isys)
IMPLEMENTATION
UNICOS/mk systems
On UNICOS/mk systems, this subroutine executes on a single processor and uses only private data.
DESCRIPTION
HGFFT computes the FFT of the real array X, and it stores the results in the complex array Y. GHFFT
computes the corresponding inverse complex-to-real transform.
In FFT applications, it is customary to use zero-based subscripts; the formulas are simpler that way. First
the function of HGFFT is described. Suppose that the arrays are dimensioned as follows:
REA L(K IND=4) X(0 :n- 1)
COM PLEX(K IND =4) Y(0 :n/ 2)
Then the output array is the FFT of the input array, using the following formula for the FFT:
n −1
n
Σ
. j .k
Yk = scale X j . ωisign for k = 0, . . .,
j =0 2
where
2.π.i
ω=e n
i = +√−1
π = 3.14159. . .
isign = ±1
Different authors use different conventions for which of the transforms, isign = +1 or isign = – 1, is the
forward or inverse transform, and what the scale factor should be in either case. You can make these
routines compute any of the various possible definitions, however, by choosing the appropriate values for
isign and scale.
The relevant fact from FFT theory is this: If you call HGFFT with any particular values of isign and scale,
the mathematical inverse function is computed by calling GHFFT with – isign and 1 / (n . scale). In
particular, if you use isign = +1 and scale = 1.0 in HGFFT for the forward FFT, you can compute the
inverse FFT by using GHFFT with isign = – 1 and scale = 1.0/n.
If isys(0) = 0, the default values of such parameters are used. In this case, you can specify the
argument value as the scalar integer constant 0. If isys(0)>0, isys(0) gives the upper bound of
the isys array; that is, if il=isys(0), user-specified parameters are expected in isys(1) through
isys(il).
Real-to-complex FFTs
Notice in the preceding formula that there are n real input values, and n / 2 + 1 complex output values. This
property is characteristic of real-to-complex FFTs.
The mathematical definition of the Fourier transform takes a sequence of n complex values and transforms it
to another sequence of n complex values. A complex-to-complex FFT routine, such as GGFFT(3S), will take
n complex input values, and produce n complex output values. In fact, one easy way to compute a real-to-
complex FFT is to store the input data in a complex array, then call routine GGFFT to compute the FFT.
You get the same answer when using the HGFFT routine.
The reason for having a separate real-to-complex FFT routine is efficiency. Because the input data is real,
you can make use of this fact to save almost half of the computational work.
The theory of Fourier transforms tells us that for real input data, you have to compute only the first n/2 + 1
complex output values, because the remaining values can be computed from the first half of the values by
the following simple formula:
Y(k)=conjg(Y(n-k)) for n / 2 ≤ k ≤ n-1
where the notation conjg(z) represents the complex conjugate of z.
In fact, in many applications, the second half of the complex output data is never explicitly computed or
stored. Likewise, as explained below, only the first half of the complex data has to be supplied for the
complex-to-real FFT.
Another implication of FFT theory is that, for real input data, the first output value, Y(0), will always be a
real number; therefore, the imaginary part will always be 0. If n is an even number, Y(n/2) will also be real
and thus, have zero imaginary part.
Complex-to-real FFTs
Consider the complex-to-real case. The effect of the computation is given by the preceding formula, but
with X complex and Y real.
Generally, the FFT transforms a complex sequence into a complex sequence. However, in a certain
application we may know the output sequence is real. Often, this is the case because the complex input
sequence was the transform of a real sequence. In this case, you can save about half of the computational
work.
According to the theory of Fourier transforms, for the output sequence, Y, to be a real sequence, the
following identity on the input sequence, X, must be true:
X(k) = conjg(X(n-k)) for n / 2 ≤k ≤ n-1
And, in fact, the input values X(k) for k > n/2 need not be supplied; they can be inferred from the first half
of the input.
Thus, in the complex-to-real routine, GHFFT, the arrays can be dimensioned as follows:
COMPLEX(K IND =4) X(0:n/ 2)
REAL(K IND =4) Y(0 :n- 1)
There are n / 2 + 1 complex input values and n real output values. Even though only n/2 + 1 input values
are supplied, the size of the transform is still n in this case, because implicitly you are using the FFT
formula for a sequence of length n.
Another implication of the theory is that X(0) must be a real number (that is, it must have zero imaginary
part). Also, if n is even, X(n/2) must also be real. Routine GHFFT assumes that these values are real; if you
specify a nonzero imaginary part, it is ignored.
NOTES
Table Initialization
The table array stores the trigonometric tables used in calculation of the FFT. This table must be initialized
by calling the routine with isign = 0 prior to doing the transforms. The table does not have to be
reinitialized if the value of the problem size, n, does not change. Because HGFFT and GHFFT use the same
format for table, either can be used to initialize it (GGFFT uses a different table format).
Dimensions
In the preceding description, it is assumed that array subscripts were zero-based, as is customary in FFT
applications. Thus, the input and output arrays are declared (assuming n > 0):
REA L(K IND =4) X(0 :n-1)
COM PLE X(KIND =4) Y(0 :n/2)
No change is needed in the calling sequence; however, if you prefer you can use the more customary Fortran
style with subscripts starting at 1, as in the following:
REA L(KIND =4) X(n)
COMPLE X(K IND=4) Y(n /2 + 1)
Performance Tips
These routines will compute an FFT for any value of n, provided only that n is an even number, n ≥ 2,
Performance for a given value of n depends on the prime factorization of n. This fact is characteristic of all
FFT algorithms.
Fastest performance is realized when n is a power of 2; in which case, the number of floating-point
operations is approximately
5. .
n log 2 (n)
2
If n contains factors of 3, performance is slightly worse; if n contains powers of 5, it is slightly worse still.
Worst performance is when n is a prime number; in which case, the number of operations is approximately 4
. n2.
The kernel routines are optimized for values of n that are even numbers and are products of powers of 2, 3,
and 5. (Because the kernel routines have a special case for multiples of 4, even powers of 2 will be slightly
faster than odd powers of 2.)
Implementation-dependent Items
The UNICOS and UNICOS/mk FFT routines were designed so that they could be implemented efficiently on
many different architectures. The calling sequence is the same in any implementation. Certain details,
however, depend on the particular implementation. These details are confined to two areas:
• The first area is the size of the table and work arrays. Different sizes may be needed on different
systems. No change is required to the subroutine call, but you may have to change the array sizes in the
DIMENSION or type statements that declare the arrays.
• The second area is the isys parameter array, an argument that gives certain implementation-specific
information. All features and functions of the FFT routines that are specific to any particular
implementation are confined to this isys array. On any implementation, you can use the default values by
specifying an argument value of 0.
EXAMPLES
Example 1: Initialize the complex array TABLE in preparation for doing an FFT of size 1024. In this case
only the arguments isign, n, and table are used; you can use dummy arguments or zeros for the other
arguments in the subroutine call.
REA L(K IND=4) TAB LE( 100 + 4*1 024 )
CALL HGFFT( 0, 102 4, 0.0, DUMMY, DUM MY, TAB LE, DUMMY, 0)
Example 2: X is a real array of dimension (0:1023), and Y is a complex array of dimension (0:512). Take
the FFT of X and store the results in Y. Before taking the FFT, initialize the TABLE array, as in example 1.
REA L(KIND =4) X(0:1023)
COM PLEX(K IND=4) Y(0 :512)
REAL(K IND =4) TAB LE( 100 + 4*1024 )
REA L(K IND=4) WORK(4 *1024 + 4)
...
CAL L HGF FT( 0, 102 4, 1.0 , X, Y, TABLE, WOR K, 0)
CAL L HGF FT( 1, 102 4, 1.0 , X, Y, TABLE, WOR K, 0)
Example 3: With X and Y as in example 2, take the inverse FFT of Y and store it back in X. The scale
factor 1/1024 is used. Assume that the TABLE array is initialized already.
CAL L GHF FT(-1, 102 4, 1.0/10 24. 0, Y, X, TAB LE, WOR K, 0)
Example 4: Do the same computation as in example 2, but assume that the lower bound of each array is 1,
rather than 0. The subroutine calls are not changed.
REA L(K IND=4) X(1024 )
COMPLE X(KIND =4) Y(5 13)
...
CAL L HGFFT( 0, 102 4, 1.0 , X, Y, TAB LE, WOR K, 0)
CALL HGF FT(1, 1024, 1.0, X, Y, TAB LE, WOR K, 0)
Example 5: Do the same computation as in example 4, but equivalence the input and output arrays to save
storage space. Assume that the TABLE array is initialized already.
REAL(K IND =4) X(1 024 )
COM PLEX(K IND=4) Y(5 13)
EQUIVA LENCE ( X(1), Y(1) )
...
CAL L HGFFT( 1, 102 4, 1.0 , X, Y, TAB LE, WOR K, 0)
SEE ALSO
GGFFT(3S), SCFFT(3S)
NAME
HOPFILT – Solves Weiner-Levinson linear equations
SYNOPSIS
CALL HOPFILT (m, a, b, c, r)
IMPLEMENTATION
UNICOS/mk systems
On UNICOS/mk systems, this subroutine executes on a single processor and uses private data only.
DESCRIPTION
HOPFILT computes the solution to the Weiner-Levinson system of linear equations Ta = b; T is a
symmetric Toeplitz matrix in which elements are described as follows:
t ij = R(1+MOD(m+j– i,m))
for some vector R = (R(1), R(2), . . ., R(m))
This routine has the following arguments:
m Integer. (input)
Order of the system of equations.
a REAL(KIND=4) array of dimension m. (output)
Resulting vector of filter coefficients.
b REAL(KIND=4) array of dimension m. (input)
Information auto-correlation vector (right-hand side vector in system of linear equations).
c REAL(KIND=4) array of dimension 2m. (scratch output)
Scratch vector.
r REAL(KIND=4) array of dimension m. (input)
Signal auto-correlation vector (band values of the symmetric Toeplitz matrix T).
NOTES
Although HOPFILT solves this matrix equation faster than Gaussian elimination, HOPFILT does no
pivoting; therefore, it is less numerically stable than Gaussian elimination, unless the matrix T is either
positive definite or diagonally dominant.
EXAMPLES
You can solve the following system of linear equations with the call HOPFILT (3,A,B,C,R). Vector c
has a length of at least 6.
R (1) R (2) R (3) A (1) B (1)
R (2) R (1) R (2) A (2) = B (2)
R (3) R (2) R (1) A (3) B (3)
SEE ALSO
OPFILT(3S)
NAME
MCFFT – Applies multiple multitasked complex Fast Fourier Transforms (FFTs)
SYNOPSIS
CALL MCFFT (isign, n, m, scale, x, inc1x, inc2x, y, inc1y, inc2y, table, ntable, work,
nwork)
IMPLEMENTATION
UNICOS systems
DESCRIPTION
MCFFT computes the Fourier transform of each column of the complex matrix x, and it stores the results in
the columns of matrix y. For most purposes, MCFFT is superseded by the UNICOS standard FFT routine
CCFFTM(3S).
Suppose the arrays are dimensioned as follows:
COM PLE X X(0 :N- 1, M), Y(0:N-1, M)
n −1
Yk ,l = scale
ΣX
j =0
j ,l ω jk for k = 0, . . ., n −1, l = 1, . . ., m
where
isign . 2 . π . i
ω=e n
isign =±1
π=3.14159. . .
e =2.71828. . .
i =√−1
Different authors use different conventions for which of the transforms, isign = +1 or isign = – 1, is the
forward or the inverse transform, and what the scale factor should be in either case. In this documentation,
when isign = +1, it is called the forward transform, and when isign = – 1, it is called the inverse transform.
NOTES
This section contains information about the algorithm for MCFFT, table initialization, increment arguments,
and performance tips.
Algorithm
MCFFT uses decimation-in-frequency type FFT that performs its operations on each row of the matrix. This
means that as the algorithm is transforming each column of the input matrix, it vectorizes along the rows.
Thus, the vector length in the calculations depends on the row size. The performance tips later in this
subsection give more information on the algorithm as it relates to performance.
Table Initialization
The table array stores factors of n and trigonometric tables that are used in calculation of the FFT. You can
initialize table explicitly by calling MCFFT with isign = 0. If you do not initialize table, MCFFT does so
automatically on the first call. If the value of the problem size, n, does not change, table does not have to
be reinitialized. If you call MCFFT with a different value of n without first reinitializing table, MCFFT
reinitializes table automatically.
Reinitialization of table is relatively time-consuming. If you are continually changing the problem size, you
might consider using more than one table array, so that it will not have to be reinitialized on each call to
MCFFT.
If you initialize table explicitly by calling MCFFT with isign = 0, the only arguments that are significant are
isign, n, table, and ntable. In this case, the other arguments are ignored.
The value of ntable is checked when the table is initialized to verify that the table space you provided is
large enough. If it is not, MCFFT stops after printing an error message, indicating the amount of table space
required.
Increment Arguments
The inc1x, inc2x, inc1y, and inc2y increment arguments describe how the matrices are stored in Fortran
arrays. These arguments are the link between the mathematical matrices and their representation in computer
memory.
Consider the following 4-by-5 matrix X.
X(1,1) X(1 ,2) X(1,3) X(1 ,4) X(1 ,5)
X(2,1) X(2 ,2) X(2,3) X(2 ,4) X(2 ,5)
X(3,1) X(3 ,2) X(3,3) X(3 ,4) X(3 ,5)
X(4,1) X(4 ,2) X(4,3) X(4 ,4) X(4 ,5)
Thus, the increment in the first dimension, inc1x, is just 1. The increment in the second dimension, inc2x, is
the (address) distance between X(1,1) and X(1,2), which is 4, the leading dimension of X. Generally, the
increment in the second dimension is the leading dimension of the array as it is declared in the Fortran
program, or a multiple thereof.
The previous information described transforming each column of X into a column of Y. Actually, it could
just as well have described transforming rows of X into rows of Y. MCFFT can do either one, as follows:
Suppose that X and Y have been declared with the following statement, as in the previous example:
COMPLE X X(4 , 5), Y(4 , 5)
To transform the columns of X into the columns of Y, using every element of each column, set the
following:
INC1X = 1
INC2X = 4
INC1Y = 1
INC2Y = 4
INC1X and INC1Y are 1, meaning to use every element of the column, and the values of INC2X and
INC2Y are the leading dimensions of the arrays, as they are declared.
To transform the rows of X into the rows of Y, interchange the values of INC1X and INC2X, and also of
INC1Y and INC2Y (the increment arguments) as follows:
INC1X = 4
INC2X = 1
INC1Y = 4
INC2Y = 1
Because of the way that arrays are stored in Fortran, interchanging the increments this way is equivalent to
transposing the matrices.
The increment arguments are not directly related to the values of n and m, except insofar as the matrix must
fit in the allocated address space.
Negative increments are legal. If row or column increment is negative, the address given as the x or y
argument should be the address of the element at the end of the row or column of the array (not the
beginning).
Because each transform has n elements, this implies that the increment values must satisfy the following
logical expressions:
inc2x ≥n inc1x or inc1x ≥n inc2x
inc2y ≥n inc1y or inc1y ≥n inc2y
Performance Tips
MCFFT will work for any values of the arguments, subject only to the restrictions given previously. The
performance of this algorithm, however, depends on the values of the following arguments:
• n: Order of each transform
• m: Number of transforms
• inc1x, inc2x, inc1y, inc2y: Increment arguments
• nwork: Amount of workspace
Each of these factors is considered separately in the following subsections.
Performance relative to the order of transform
MCFFT computes an FFT for any value of n, but the performance for a given value of n depends on the
factorization of n. This is characteristic of all FFT algorithms.
Best performance is realized when n is a power of 2. In that case, the number of operations is proportional
to mnlog 2 (n).
Performance is slightly worse if n contains factors of 3. It is worse if n contains powers of 5. Worst
2
performance is when n is a prime number. In that case, the number of operations is proportional to mn .
The kernel routines are optimized for values of n that are products of powers of 2, 3, and 5. The value of n
has no effect on vectorization or multitasking, which depend only on m.
Performance relative to the number of transforms
MCFFT uses a vectorized FFT algorithm that vectorizes across the rows of x and y. Thus, the vector length
for the computations is m, the number of transforms. As with all vector calculation, performance is poor if
m is small (for example, less than 8). If m ≥ 32, performance will be good. Performance is best when m is
a multiple of 64 (128 on Cray C90 series computer systems), particularly if m ≥ 256.
EXAMPLES
The following program illustrates the use of MCFFT. The program computes 256 one-dimensional FFTs out
of a matrix of random numbers, first by using MCFFT, then by using CFFT(3S) for each column. Then it
compares the two results.
The program then computes each inverse transform, also using MCFFT, and compares the results with the
original sequence.
PAR AME TER (N = 2*3 *5* 7, M = 256)
PAR AME TER (LD 1 = N+1 , LD2 = M+3)
COM PLEX X(LD1, LD2 ), Y(L D1, LD2 ), YY( LD1, LD2 )
PARAME TER ( NTA BLE = 100 + 8*N )
PARAME TER ( NWORK = 4*N *M )
REA L TAB LE(NTA BLE ), WOR K(NWOR K)
LOG ICAL LFWD, LIN V
*----- --- ------ ------ --- --- ------ --- ------ ------ ------ ------
* Ini tia lize input arr ay, X, to a
DO 15, J = 1, M
DO 10, I = 1, N
X(I , J) = CMP LX(RAN F() , RAN F() )
10 CON TIN UE
15 CONTIN UE
*-- ------ ------ --- --- --- ------ --- --- ------ ------ --- ------ ---
* Com put e Y(: ,J) = the Fou rie r Tra nsform of X(:,J)
* usi ng MCFFT.
DO 20, J = 1, M
CAL L CFFT(+ 1, N, 1.0, X(1 ,J), 1, YY( 1,J ), 1,
& TABLE, NTA BLE, WORK, NWO RK)
20 CONTIN UE
*----- ------ ------ --- --- --- ------ --- --- --- ------ --- --- --- ---
* Compar e Y and YY.
LIN V = .TRUE.
DO 60, I = 1, N
DO 50, J = 1, M
ERR OR = ABS ( X(I,J) -Y(I,J ) )/A BS( X(I ,J))
LINV = LIN V .AND. (ER ROR .LE . 1.0 E-6)
50 CON TINUE
60 CONTIN UE
IF (.N OT. LIN V) PRINT *, ’Fa ile d inv erse tes t’
IF (LI NV) PRI NT *, ’In ver se tra nsform OK’
IF (LI NV .AN D. LFW D) PRI NT *, ’Te st succee ded’
END
SEE ALSO
CCFFT(3S), CFFT(3S) to calculate a single one-dimensional FFT. CCFFT(3S) supersedes most uses of
CFFT(3S).
CCFFT2D(3S), CFFT2D(3S) to calculate a two-dimensional FFT. CCFFT2D(3S) supersedes most uses of
CFFT2D(3S).
CCFFT3D(3S), CFFT3D(3S) to calculate a three-dimensional FFT. CCFFT3D(3S) supersedes most uses of
CFFT3D(3S).
CCFFTM(3S), which supersedes most uses of MCFFT
NAME
OPFILT – Solves Weiner-Levinson linear equations
SYNOPSIS
CALL OPFILT (m, a, b, c, r)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
On UNICOS/mk systems, this subroutine executes on a single processor and uses private data only.
DESCRIPTION
OPFILT computes the solution to the Weiner-Levinson system of linear equations Ta = b; T is a symmetric
Toeplitz matrix in which elements are described as follows:
ti j = R(1+mod (m +j −i , m ))
for some vector R = (R(1), R(2), . . ., R(m)).
This routine has the following arguments:
m Integer. (input)
Order of the system of equations.
a Real array of dimension m. (output)
Resulting vector of filter coefficients.
b Real array of dimension m. (input)
Information auto-correlation vector (right-hand side vector in system of linear equations).
c Real array of dimension 2m. (scratch output)
Scratch vector.
r Real array of dimension m. (input)
Signal auto-correlation vector (band values of the symmetric Toeplitz matrix T).
NOTES
Although OPFILT solves this matrix equation faster than Gaussian elimination, OPFILT does no pivoting;
therefore, it is less numerically stable than Gaussian elimination, unless the matrix T is either positive
definite or diagonally dominant.
EXAMPLES
You can solve the following system of linear equations with the call OPFILT (3,A,B,C,R). Vector c
has a length of at least 6.
NAME
PCCFFT2D – Applies a two-dimensional (2D) complex-to-complex Fast Fourier Transform (FFT) to a
matrix distributed across a set of processors
SYNOPSIS
CALL PCCFFT2D (isign, n1, n2, scale, A, iA, jA, descA, B, iB, jB, descB, table, work,
isys, info)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
PCCFFT2D computes the 2D complex Fast Fourier Transform (FFT) of the distributed complex matrix A,
and it stores the results in the distributed complex matrix B.
Description of the Distributed Data
This routine considers the processors to be partitioned into a one-dimensional (1D) linear array of processors.
The 2D input matrix A is then distributed across this 1D grid of processors as discussed in the following
text.
Consider a 2D matrix A of size nr-by-nc, where nr is the number of rows and nc is the number of columns
of matrix A.
Let the processors (N$PES in number) be partitioned into a 1D grid of size 1-by-npc, where npc = N$PES is
the number of processors assigned to the column dimension of A. Let the number of processors assigned to
the row dimension be 1. To partition processors into this grid, call the BLACS_GRIDINIT routine as
shown:
CAL L BLA CS_ GRIDIN IT (ictxt, ’C’, 1, npc)
The input matrix, A, and the output matrix, B, are distributed across this 1D linear array of processors by
using the block (as defined in FORTRAN D and HPF) distribution along the columns. The distribution
along the rows is degenerate. The descriptors descA and descB provide information on the distribution of
the matrices A and B across the processor grid. The descriptors descA and descB are initialized using the
DESCINIT(3S) routine. The DESCINIT(3S) routine would have to be called after the call to
BLACS_GRIDINIT and would look like this:
CALL DES CIN IT (descA, nr, nc, nr, ICE IL(nc, npc),
pesr, pesc, ictxt, lld, info)
Given that matrix A is distributed in a block manner across the processor grid along the columns, the block
size along the columns would be the following:
ncpp = ICE IL(nc, npc)
Further assume that the user wants the 2D FFT to be performed on a submatrix starting at global address
(iA, jA). Let this submatrix be of size n1-by-n2. Then the arguments iA and jA represent the global address
of the first element of the submatrix and n1 and n2 represent the size of the submatrix over which the 2D
FFT is to be performed.
Similarly, the iB and jB arguments represent the first element of the submatrix to which the output is to be
written.
Restrictions
In the current release, the matrices A and B must be distributed identically. This means that all of the
arguments provided to DESCINIT(3S) to initalize descA and descB must be equal except for the local
leading dimension.
The flexibility of performing the FFT over any submatrix of the global input matrix is not available in the
current release. Therefore, users must initialize iA, jA, iB, and jB with 1 and n1 with nr and n2 with nc.
All processors must call this routine. In future releases, only those processors that own the matrix over
which the FFT is to be performed will participate in the computation. All other processors will exit the
routine immediately.
2D FFT Theory
In FFT applications, it is customary to use zero-based subscripts; the formulas are simpler that way.
Suppose that the arrays are dimensioned as follows:
COM PLEX A(0 :n1 -1, 0:n 2-1)
COM PLEX B(0 :n1 -1, 0:n 2-1)
where
isign . 2 . π . i
ω1 = e isign n1
. 2 . π . i i = +√−1
ω2 = e n2
π = 3.14159. . .
isign = ±1
Different authors use different conventions for which of the transforms, isign = +1 or isign = – 1, is the
forward or inverse transform, and what the scale factor should be in either case. To compute any of the
various possible definitions, however, choose the appropriate values for isign and scale.
If you take the FFT with any particular values of isign and scale, the mathematical inverse function is
computed by taking the FFT with -isign and 1 / (n1 . n2 . scale). In particular, if you use isign = +1 and
scale = 1.0 for the forward FFT, you can compute the inverse FFT by using isign = – 1 and scale = 1.0 / (n1
. n2).
If the values of either n1 or n2 are prime or not factorizable into powers of 2, 3 and 5 then significant
improvements in computational time can be obtained by using the following initializations of isys which is a
vector of length 3.
If both n1 and n2 are factorizable into powers of 2, 3 and 5, for example, n1 = 30 and n2 = 120, then
isys(1) = 2
isys(2) = 0
isys(3) = 0
If any one dimension is not factorizable into powers of 2, 3 and 5, then the following intializations of isys
yield the fastest times:
n1 not factorizable but n2 factorizable
isys(1) = 2
isys(2) = 1
isys(3) = 0
n1 factorizable but n2 not factorizable
isys(1) = 2
isys(2) = 0
isys(3) = 1
both n1 and n2 not factorizable
isys(1) = 2
isys(2) = 1
isys(3) = 1
Here isys(1) indicates the dimension of the matrix over which the FFT is being performed.
If the numbers n1 and n2 are not known ahead of time, then isys(2) and isys(3) could be initialized to 0 or 1;
if an inappropriate choice is made, the routine would compute the correct result for n1 and n2, although
slowly (if either n1 or n2 were prime). If initialized to 1, more workspace is needed; see the description of
table which follows.
The storage requirements for the vector table depend on the values of the isys vector. The PCCFFT2D
routine accepts the following arguments (all scalar values are private data):
isign Integer. (input)
Specifies whether to initialize the table array or to do the forward or inverse transform as
follows:
If isign = 0, the routine initializes the table array and returns. In this case, the only arguments
used or checked are isign, n1, n2, and table.
If isign = +1 or – 1, the value of isign is the sign of the exponent used in the FFT formula.
n1 Integer. (input)
Number of rows in the sumbatrix to be transformed.
n2 Integer. (input)
Number of columns in the sumbatrix to be transformed.
scale Real. (input)
Scale factor. Each element of the output array is multiplied by scale factor after taking the
Fourier transform.
A Private complex array of dimension (0:lldA– 1, 0:ICEIL(nc,npc)– 1). (input)
Input array of values to be transformed. lldA is the local leading dimension and is initialized
using DESCINIT(3S). A must be declared in a COMMON block.
iA With jA, the global address of the first element of the global input matrix.
jA With iA, the global address of the first element of the global input matrix.
descA Integer vector of dimension 9. (input)
Contains description of the distribution of the matrix A across a 1D processor grid.
B Private complex array of dimension (0:lldB– 1, 0:ICEIL(nc,npc)– 1). (output)
Output array of transformed values. lldB is the local leading dimension and is initialized using
DESCINIT(3S).
Output array B may be the same as the input array A in which case the input array A is
overwritten with the transformed values. B must be declared in a COMMON block.
iB With jB, the global address of the first element of the global matrix where output will be written.
jB With iB, the global address of the first element of the global matrix where output will be written.
descB Integer vector of dimension 9. (input)
Contains description of the distribution of the matrix B across a 1D processor grid. If the input
array and the output array are the same, you must use the same descriptors.
table Private real vector of length 2(n1 + n2) if both isys(2) and isys(3) are equal to zero. Private real
vector of length 12(n1 + n2) if either isys(2) or isys(3) is equal to 1. (input or output)
Table of trigonometric function values.
If isign = 0, the routine initializes table (table is output only).
If isign = +1 or – 1, the values in table are assumed to be initialized already by a prior call with
isign = 0 (table is input only).
work Private complex vector of length (n1r)(ICEIL(n2r/npc))
Where n1r and n2r are the values of n1 and n2 rounded up to the nearest powers of 2 greater
than or equal to them. work must be declared in a COMMON block.
isys Private integer vector of length 3. (input)
isys(1) indicates the dimension of the problem which is 2. isys(1) should be set to 2.
isys(2) indicates if n1 is prime or not factorizable into powers of 2, 3 and 5. Should be set to 1
if the number is not factorizable into powers of 2, 3 and 5. Should be set to 0 if it is
factorizable.
NOTES
The scale factor scale can take on values of 1.0 or 1.0 /(n1 . n2) depending on whether the forward or
inverse FFT is being computed.
Algorithm
The routine uses a very efficient single processor FFT routine, CCFFT, to do the FFT of each column on the
processors that own the submatrix. It then transposes the submatrix by using intermediate workspace that it
allocates for the purpose, and it again does the FFT along the columns (FFTs of the rows).
If either isys(2) or isys(3) or both are initialized to 1, then a fast (O(n log(n))) algorithm based on the chirp-z
transform is used for the one dimensional FFT in the corresponding direction. In this case, the vector table
must be real of length 12(n1+n2).
Workspace
The routine dynamically allocates two real work arrays:
Size of one work array:
8 . MAX(nr . nc)
Size of the other work array:
2 . MAX(nr . ICEIL(nc,npc), nc . ICEIL(nr,npc))
The workspaces are freed on exiting.
Example code for PCCFFT2D on a 16-processor partition:
com ple x A(2 56,16)
comple x B(2 56,16)
com ple x wor k(4096)
com mon /abw/ A, B, work
rea l tab le( 8192)
int eger ictxt, descA( 9), descB( 9), isi gn, isys(3 )
int eger nr, nc, ice il, inf o, np
int eger n1, n2
rea l sca le
nr = 240
nc = 181
n1 = nr
n2 = nc
np = n$p es
call des cinit( des cB, nr, nc, nr, iceil( nc, np),
0, 0, ictxt, 256 , inf o )
isi gn = -1
sca le = 1.0
isy s(1) = 2
isy s(2) = 0
isy s(3) = 1
*
* Ini tializ ing the tri g tab les
*
cal l pcc fft 2d( 0, n1, n2, sca le, A, 1, 1, descA,
B, 1, 1, descB, table, wor k, isys, inf o)
call exit(0 )
end if
SEE ALSO
BLACS_GRIDINFO(3S), BLACS_GRIDINIT(3S), BLACS_PCOORD(3S), BLACS_PNUM(3S),
DESCINIT(3S)
NAME
PCCFFT3D – Applies a three-dimensional (3D) complex-to-complex Fast Fourier Transform (FFT) to a
matrix distributed across a set of processors
SYNOPSIS
CALL PCCFFT3D (isign, n1, n2, n3, scale, A, iA, jA, kA, descA, B, iB, jB, kB, descB,
table, work, isys, info)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
PCCFFT3D computes the 3D complex Fast Fourier Transform (FFT) of the distributed complex matrix A,
and it stores the results in the distributed complex matrix B.
Description of the Distributed Data
This routine considers the processors to be partitioned into a two-dimensional (2D) grid. The 3D input
matrix A is then distributed across this 2D grid of processors as discussed in the following text.
Consider a 3D matrix A of size nx-by-ny-by-nz. nx, ny, and nz are the sizes of the matrix A along the X, Y,
and Z dimensions, respectively.
Let the processors (N$PES in number) be partitioned into a 2D grid of size npy-by-npz where npy is the
number of processors assigned to the Y dimension and npz is the number of processors assigned to the Z
dimension. Let the number of processors assigned to the X dimension be 1. To partition the processors into
this grid call the GRIDINIT3D(3S) routine as follows:
CALL GRIDIN IT3D (IC TXT, 1, npy, npz)
The input matrix, A, and the output matrix, B, are distributed across this 2D processor grid by using the
block (as defined in FORTRAN D and HPF) distribution along the Y and Z dimensions. The distribution
along the X dimension is degenerate. The descriptors descA and descB provide information on the
distribution of the matrices A and B across the processor grid. The descriptors descA and descB are
initialized using the DESCINIT3D(3S) routine.
The DESCINIT3D(3S) routine would have to be called after the call to GRIDINIT3D(3S) and would look
like this:
CALL DESCINIT3D (descA, nx, ny, nz, nx, ICEIL(ny, npy), ICEIL(nz, npz), pesx, pesy, pesz,
ictxt, lldx, lldy, info)
Given that matrix A is distributed in a block manner across the processor grid along the Y and Z dimensions,
the block size along these two dimensions would be as follows:
nypp = ICEIL(ny, npy) and nzpp = ICEIL(nz, npz)
Further assume that the user wants the 3D FFT to be performed on a submatrix starting at global address
(iA, jA, kA). Let this submatrix be of size n1-by-n2-by-n3. Then the iA, jA, and kA arguments represent the
global address of the first element of the submatrix and n1, n2, and n3 represent the size of the submatrix
over which the 3D FFT will be performed.
Similarly, the iB, jB, and kB arguments represent the first element of the submatrix to which the output will
be written.
Restrictions
In the current release, the matrices A and B must be distributed identically. This means that all of the
arguments provided to DESCINIT3D(3S) to initalize descA and descB must be equal except the local
leading dimensions.
The flexibility of performing the FFT over any submatrix of the global input matrix A is not available in the
current release. Therefore, you must initialize iA, jA, kA, iB, jB, and kB with 1 and n1 with nx, n2 with ny,
and n3 with nz.
All processors must call this routine. In future releases only those processors that own the matrix over
which the FFT is to be performed, will participate in the computation. All other processors will exit the
routine immediately.
3D FFT Theory
In FFT applications, it is customary to use zero-based subscripts; the formulas are simpler that way.
Suppose that the arrays are dimensioned as follows:
COM PLEX A(0 :n1 -1, 0:n 2-1, 0:n 3-1 )
COM PLEX B(0 :n1 -1, 0:n 2-1, 0:n3-1 )
isign . 2 . π . i
ω3 = e n3
i = +√−1
π = 3.14159. . . isign = ±1
Different authors use different conventions for which of the transforms, isign = +1 or isign = – 1, is the
forward or inverse transform, and what the scale factor should be in either case. To make this routine
compute any of the various possible definitions, however, by choosing the appropriate values for isign and
scale.
If you take the FFT with any particular values of isign and scale, the mathematical inverse function is
computed by taking the FFT with -isign and 1/(n1 . n2 . n3 . scale). In particular, if you use isign = +1 and
scale = 1.0 for the forward FFT, you can compute the inverse FFT by using isign = – 1 and scale = 1/(n1 .
n2 . n3).
If the values of either n1 or n2 are prime or not factorizable into powers of 2, 3 and 5 then significant
improvements in computational time can be obtained by using the following initializations of isys which is a
vector of length 4.
The first element of isys indicates the dimension of the problem, i.e., isys(1) = 3. The next three elements of
isys indicate if the lengths n1, n2 and n3 are factorizable into powers of 2, 3 and 5. isys(2) is set to 0 if n1
is factorizable into powers of 2, 3 and 5 and is set to 1 otherwise. Similarly isys(3) and isys(4) are set to
zero if n2 and n3 are factorizable into powers of 2, 3 and 5 and set to 1 if they are not.
For example if n1 = 256, n2 = 240 and n3 = 254, then the best computational time is obtained by setting
isys(1) = 3 (dimension of the problem)
isys(2) = 0
isys(3) = 0
isys(4) = 1
If the numbers n1, n2 and n3 are not known ahead of time, then isys(2), isys(3) and isys(4) could be
initialized to 0 or 1; if an inappropriate choice is made, the routine would compute the correct result,
although slowly (if either n1, n2 or n3 were not factorizable into powers of 2, 3 and 5). If initialized to 1,
more workspace is needed; see the description of table which follows.
The storage requirements for the vector table depend on the values of the isys vector.
The PCCFFT3D routine accepts the following arguments:
isign Integer. (input)
Specifies whether to initialize the table array or to do the forward or inverse transform as
follows:
If isign = 0, the routine initializes the table array and returns. In this case, the only arguments
used or checked are isign, n1, n2, n3, and table.
If isign = +1 or – 1, the value of isign is the sign of the exponent used in the FFT formula.
n1 Integer. (input)
Transform size in the X dimension.
n2 Integer. (input)
Transform size in the Y dimension.
n3 Integer. (input)
Transform size in the Z dimension.
scale Real. (input)
Scale factor. Each element of the output array is multiplied by scale factor after taking the
Fourier transform.
A Private complex array of the following dimension: (0:lldxA– 1, 0:lldyA– 1, 0:ICEIL(nz,npz)– 1).
(input)
Input array of values to be transformed.
lldxA and lldyA are the local leading dimensions along the X and Y dimensions, and are
initialized using DESCINIT3D(3S). A must be declared in a COMMON block.
iA With jA and kA, the global address of the first element of the global input matrix.
jA With iA and kA, the global address of the first element of the global input matrix.
kA With iA and jA, the global address of the first element of the global input matrix.
descA Integer vector of dimension 12. (input)
Contains description of the distribution of the matrix A across a 3D processor grid.
B Private complex array of the following dimension: (0:lldxB– 1, 0:lldyB– 1, 0:ICEIL(nz,npz)– 1).
(output)
Output array of transformed values.
lldxB and lldyB are the local leading dimensions along the X and Y dimensions and are
initialized using DESCINIT3D(3S).
The output array B may be the same as the input array A in which case the input array A is
overwritten with the transformed values. B must be declared in a COMMON block.
iB With jB and kB, the global address of the first element of the global matrix where output will be
written.
jB With iB and kB, the global address of the first element of the global matrix where output will be
written.
kB With iB and jB, the global address of the first element of the global matrix where output will be
written.
descB Integer vector of dimension 12. (input)
Contains description of the distribution of the matrix B across a 3D processor grid.
If the input array and the output array are the same, then the same descriptors must be used.
table Private real vector of length 2(n1 + n2 + n3) if isys(2), isys(3) and isys(4) = 0. Private real
vector of length 12(n1 + n2 + n3), if isys(2), isys(3) or isys(4) = 1. (input or output)
If isign = 0, the routine initializes table (table is output only).
If isign = +1 or – 1, the values in the table are assumed to be initialized already by a prior call
with isign = 0 (table is input only).
work Private complex vector of length (n1r . ICEIL(n2r,npy) . ICEIL(n3r,npz). (workspace)
Where n1r, n2r and n3r are the values of n1, n2, and n3 rounded up to the nearest powers of 2
greater than or equal to them. work must be declared in a COMMON block.
NOTES
The scale factor scale can take on values of 1.0 or 1.0/(n1 . n2 . n3) depending on whether the forward or
inverse FFT is being computed.
Algorithm
The routine uses a very efficient single FFT routine, CCFFT, to do the FFT of each column (X dimension)
on the processors that own the submatrix. It then transposes the submatrix along the X-Y plane, using
intermediate workspace that it allocates for the purpose, and again does the FFT along the columns (FFTs of
the Y dimension). The submatrix is again transposed along the X-Y plane to restore the original
distribution. Now the submatrix is transposed along the X-Z planes and the FFTs along the Z dimension are
computed. Finally another transpose along the X-Z plane restores the original distribution.
If either isys(2), isys(3) or isys(4) or all are initialized to 1, then a fast (O(n log(n))) algorithm based on the
chirp-z transform is used for the one dimensional FFT in the corresponding direction. In this case, the
vector table must be real of length 12(n1+n2+n3).
Workspace
The routine dynamically allocates two real work arrays:
Size of one work array:
8 . MAX(nx . ny . nz)
Size of the other work array:
2 . MAX(nx . ICEIL(ny,npy), ny . ICEIL(nx,npy), nx . ICEIL(nz,npz), nz . ICEIL(nx,npz))
The workspaces are freed on exiting.
EXAMPLES
Example code for PCCFFT3D on a 16-processor partition:
int ege r ict xt, des cA( 12) , des cB( 12), isign, isy s(4)
int ege r nx, ny, nz, npy , npz , ice il, inf o
int ege r n1, n2, n3
rea l sca le
nx = 240
ny = 181
nz = 145
n1 = nx
n2 = ny
n3 = nz
npy = 4
npz = n$pes / 4
cal l descinit3 d( des cA, nx, ny, nz, nx, ice il( ny,npy ),
ice il( nz,npz), 0, 0, 0, ictxt, 256 , 70, inf o )
cal l des cinit3 d( des cB, nx, ny, nz, nx, iceil( ny, npy),
iceil( nz, npz ), 0, 0, 0, ict xt, 256 , 70, inf o )
isign = -1
scale = 1.0
isys(1 ) = 3
isys(2 ) = 0
isys(3 ) = 1
isy s(4) = 1
*
* Ini tia lizing the tri g tab les
*
cal l pcc fft3d( 0, n1, n2, n3, sca le, A, 1, 1, 1,
descA, B, 1, 1, 1, descB, tab le, work, isy s, info)
*
* FFT
*
cal l pcc fft 3d(isi gn, n1, n2, n3, scale, A, 1, 1, 1,
descA, B, 1, 1, 1, des cB, table, wor k, isys, inf o)
cal l exit(0 )
end
SEE ALSO
DESCINIT3D(3S), GRIDINFO3D(3S), GRIDINIT3D(3S), PCOORD3D(3S), PNUM3D(3S)
NAME
PSCFFT2D, PCSFFT2D – Applies a two-dimensional (2D) real-to-complex or complex-to-real Fast Fourier
Transform (FFT) to a matrix distributed across a set of processors
SYNOPSIS
CALL PSCFFT2D (isign, n1, n2, scale, A, iA, jA, descA, B, iB, jB, descB, table, work,
isys, info)
CALL PCSFFT2D (isign, n1, n2, scale, A, iA, jA, descA, B, iB, jB, descB, table, work,
isys, info)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
PSCFFT2D computes the 2D real-to-complex Fast Fourier Transform (FFT) of the distributed real matrix A,
and it stores the results in the distributed complex matrix B.
PCSFFT2D computes the two-dimensional complex-to-real Fast Fourier Transform (FFT) of the distributed
complex matrix A, and it stores the results in the distributed real matrix B.
Description of the Distributed Data
PSCFFT2D considers the processors to be partitioned into a one-dimensional (1D) linear array of processors.
The 2D input matrix A is then distributed across this 1D grid of processors as discussed in the following
text.
Consider a 2D matrix A of size nr-by-nc, where nr is the number of rows and nc is the number of columns
of matrix A.
Let the processors (N$PES in number) be partitioned into a 1D grid of size 1-by-npc, where npc = N$PES is
the number of processors assigned to the column dimension of A. Let the number of processors assigned to
the row dimension be 1. To partition processors into this grid, call the BLACS_GRIDINIT routine as
shown:
CAL L BLA CS_ GRIDIN IT (ictxt, ’C’, 1, npc)
The input matrix, A, and the output matrix, B, are distributed across this 1D linear array of processors by
using the block (as defined in FORTRAN D and HPF) distribution along the columns. The distribution
along the rows is degenerate. The descriptors descA and descB provide information on the distribution of
the matrices A and B across the processor grid. The descriptors descA and descB are initialized using the
DESCINIT(3S) routine. The DESCINIT(3S) routine would have to be called after the call to
BLACS_GRIDINIT and would look like this:
CALL DESCINIT (descA, nr, nc, nr, ICEIL(nc, npc), pesr, pesc, llda, info)
Due to the symmetry in the FFT of A, the only computed values stored in the output matrix B are (0:(nr/2),
0:nc-1). Therefore, the call to DESCINIT(3S) for the output matrix B would look like the following:
nr
nrb = +1
2
CALL DESCINIT (descB, nrb, nc, nrb, ICEIL(nc, npc), pesr, pesc, lldb, info)
Here, llda and lldb are the local leading dimensions of the private data matrices A and B that store the local
portions of the global input and output 2D matrices participating in the FFT computation.
Given that matrix A is distributed in a block manner across the processor grid along the columns, the block
size along the columns would be the following:
ncpp = ICEIL(nc, npc)
Further assume that the user wants the 2D FFT to be performed on a submatrix starting at global address
(iA, jA). Let this submatrix be of size n1-by-n2. Then the arguments iA and jA represent the global address
of the first element of the submatrix and n1 and n2 represent the size of the submatrix over which the 2D
FFT is to be performed.
Similarly, the iB and jB arguments represent the first element of the submatrix to which the output is to be
written.
Restrictions
In the current release, it is required that the matrices A and B be distributed conformably. This means that
apart from the difference in the dimensions of A and B in the number of rows, the distribution along the
columns must be identical.
The flexibility of performing the FFT over any submatrix of the global matrix is not available in the current
release. Therefore, users must initialize iA, jA, iB, and jB with 1 and n1 with nr and n2 with nc.
All processors must call this routine. In future releases, only those processors that own the matrix over
which the FFT is to be performed will participate in the computation. All other processors will exit the
routine immediately.
2D FFT Theory
In FFT applications, it is customary to use zero-based subscripts; the formulas are simpler that way.
Suppose that the arrays are dimensioned as follows:
REAL A(0 :n1-1, 0:n2-1 )
COM PLE X B(0 :n1/2, 0:n 2-1)
where
isign . 2 . π . i isign . 2 . π . i
ω1 = e n1
ω2 = e n2
i = +√−1 π = 3.14159. . .
isign = ±1
If in a certain application it is known that the FFT of the complex input matrix is real, then instead of using
PCCFFT2D, you can save computation time by using PCSFFT2D. This is often the case because the
complex input matrix was the transform of a real matrix. In this case, you can save about half the
computational work and PCSFFT2D computes an identical formula with the input and output matrices
reversed.
Different authors use different conventions for which of the transforms, isign = +1 or isign = – 1, is the
forward or inverse transform, and what the scale factor should be in either case. To compute any of the
various possible definitions, however, choose the appropriate values for isign and scale.
If you call PSCFFT2D with any particular values of isign and scale the mathematical inverse function is
computed by calling PCSFFT2D with – isign and 1/(n1 . n2 . scale). In particular, if you use isign = +1 and
scale = 1.0 in PSCFFT2D for the forward FFT, you can compute the inverse FFT by using PCSFFT2D with
isign = – 1 and scale = 1.0/(n1 . n2).
PSCFFT2D is very similar in function to PCCFFT2D, but it takes the real-to-complex transform in the first
dimension, followed by the complex-to-complex transform in the second dimension.
PCSFFT2D does the reverse. It takes the complex-to-real FFT in the second dimension, followed by the
complex-to-real FFT in the first dimension.
See the SCFFT(3S) man page for more information about real-to-complex and complex-to-real FFTs. The
2D analog of the conjugate formula is as follows:
B(k1, k2) = conjg(B(n1 – k1, n2 – k2))
for
n1/2 < k1 ≤ n1– 1
Therefore, you have to compute only slightly more than half of the output values, namely:
B(k1, k2)
for
0 ≤ k1 ≤ n1 / 2
0 ≤ k2 ≤ n2– 1
Therefore, the only value of B that is computed is B(0:n1/2, 0:n2-1).
If the values of either n1 or n2 are prime or not factorizable into powers of 2, 3 and 5 then significant
improvements in computational time can be obtained by using the following initializations of isys which is a
vector of length 3.
If both n1 and n2 are factorizable into powers of 2, 3 and 5, for example, n1 = 30 and n2 = 120 then
isys(1) = 2
isys(2) = 0
isys(3) = 0
If any one dimension is not factorizable into powers of 2, 3 and 5 then the following intializations of isys
yield the fastest times:
n1 not factorizable but n2 factorizable
isys(1) = 2
isys(2) = 1
isys(3) = 0
n1 factorizable but n2 not factorizable
isys(1) = 2
isys(2) = 0
isys(3) = 1
both n1 and n2 not factorizable
isys(1) = 2
isys(2) = 1
isys(3) = 1
Here isys(1) indicates the dimension of the matrix over which the FFT is being performed.
If the numbers n1 and n2 are not known ahead of time, then isys(2) and isys(3) could be initialized to 0 or 1;
if an inapproriate choice is made, the routine would compute the correct result for n1 and n2, although
slowly. If initialized to 1, more workspace is needed; see the description of table which follows.
The storage requirements for the vector table depend on the values of the isys vector.
These routines accept the following arguments (all scalar values are private data):
isign Integer. (input)
Specifies whether to initialize the table array or to do the forward or inverse transform as
follows:
If isign = 0, the routine initializes the table array and returns. In this case, the only arguments
used or checked are isign, n1, n2, and table.
If isign = +1 or – 1, the value of isign is the sign of the exponent used in the FFT formula.
n1 Integer. (input)
Number of rows in the sumbatrix to be transformed.
n2 Integer. (input)
Number of columns in the sumbatrix to be transformed.
info is set to 0 if all the arguments passed to the routine are legal. If any argument has an
illegal value, the routine exits after setting info to a negative number. – info indicates the
position of the illegal argument.
The argument list for PCSFFT2D is identical to that of PSCFFT2D except that the input array for
PCSFFT2D is complex and the output array is real. If the routine PCSFFT2D was being used to compute
the inverse FFT of the matrix B (the FFT of the matrix A), then the arguments pertaining to A and B in
PSCFFT2D are reversed for PCSFFT2D.
NOTES
The scale factor scale can take on values of 1.0 or 1.0/(n1 . n2), depending on whether the forward or
inverse FFT is being computed.
The format of the vector that stores the trig tables (table) is the same for both routines. It can be initialized
by either routine.
Algorithm
The routine uses a very efficient single FFT routine, SCFFT, to do the FFT of each column on the
processors that own the submatrix. It then transposes the submatrix by using intermediate workspace that it
allocates for the purpose, and it again does the FFT along the columns (FFTs of the rows).
PCSFFT2D first transposes the matrix and performs a very efficient single processor FFT routine, CCFFT,
on the columns of the transposed matrix (that is, the rows of the original input matrix). This intermediate
matrix is then transposed again after which a complex-to-real FFT, CSFFT, is applied to the columns.
If either isys(2) or isys(3) or both are initialized to 1, then a fast (0(n log(n))) algorithm based on the chirp-z
transform is used for the 1D FFT in the corresponding direction. In this case, the vector table must be real
of length 12(n1+n2).
Workspace
The routine dynamically allocates two real work arrays:
Size of one work array:
8 . MAX(nr, nc)
Size of the other work array:
2 . MAX(nr . ICEIL(nc,npc), nc . ICEIL(nr,npc))
The workspaces are freed on exiting.
EXAMPLES
Example code for PSCFFT2D and PCSFFT2D on a 16-processor partition:
int eger ictxt, des cA( 9), des cB(9), des cC( 9), isign, isy s(3 )
int eger nr, nc, ice il, inf o, np, nrB
intege r n1, n2
real scale
nr = 240
nc = 181
nrB = (nr /2) + 1
n1 = nr
n2 = nc
np = n$p es
cal l des cinit( des cA, nr, nc, nr, ice il( nc,np) ,
0, 0, ict xt, 256 , inf o )
cal l des cin it( des cC, nr, nc, nr, ice il( nc,np) ,
0, 0, ict xt, 256 , info )
cal l des cin it( des cB, nrB , nc, nrB , ice il(nc, np),
0, 0, ict xt, 129 , inf o )
isign = -1
scale = 1.0
isy s(1) = 2
isy s(2) = 0
isy s(3) = 1
*
* Ini tia lizing the tri g tab les
*
call psc fft 2d(0, n1, n2, scale, A, 1, 1, des cA,
B, 1, 1, des cB, tab le, wor k, isy s, info)
cal l pcs fft 2d(isi gn, n1, n2, sca le, B, 1, 1, des cB,
C, 1, 1, descC, tab le, work, isys, info)
SEE ALSO
BLACS_GRIDINFO(3S), BLACS_GRIDINIT(3S), BLACS_PCOORD(3S), BLACS_PNUM(3S),
DESCINIT(3S)
NAME
PSCFFT3D, PCSFFT3D – Applies a three-dimensional (3D) real-to-complex or complex-to-real Fast Fourier
Transform (FFT) to a matrix distributed across a set of processors
SYNOPSIS
CALL PSCFFT3D (isign, n1, n2, n3, scale, A, iA, jA, kA, descA, B, iB, jB, kB, descB,
table, work, isys, info)
CALL PCSFFT3D (isign, n1, n2, n3, scale, A, iA, jA, kA, descA, B, iB, jB, kB, descB,
table, work, isys, info)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
PSCFFT3D computes the 3D real-to-complex Fast Fourier Transform (FFT) of the distributed real matrix A,
and it stores the results in the distributed complex matrix B.
PCSFFT3D computes the 3D complex-to-real Fast Fourier Transform (FFT) of the distributed complex
matrix B, and it stores the results in the distributed real matrix A.
Description of the Distributed Data
This routine considers the processors to be partitioned into a two-dimensional (2D) grid. The 3D input
matrix A is then distributed across this 2D grid of processors as discussed in the following text.
Consider a 3D matrix A of size nx-by-ny-by-nz. nx, ny, and nz are the sizes of the matrix A along the X, Y,
and Z dimensions, respectively.
Let the processors (N$PES in number) be partitioned into a 2D grid of size npy-by-npz where npy is the
number of processors assigned to the Y dimension and npz is the number of processors assigned to the Z
dimension. Let the number of processors assigned to the X dimension be 1. To partition the processors into
this grid call the GRIDINIT3D(3S) routine as follows:
CAL L GRI DIN IT3D (ICTXT, 1, npy, npz)
The input matrix, A, and the output matrix, B, are distributed across this 2D processor grid by using the
block (as defined in FORTRAN D and HPF) distribution along the Y and Z dimensions. The distribution
along the X dimension is degenerate. The descriptors descA and descB provide information on the
distribution of the matrices A and B across the processor grid. The descriptors descA and descB are
initialized using the DESCINIT3D(3S) routine. The DESCINIT3D(3S) routine would have to be called
after the call to GRIDINIT3D(3S) and would look like this:
CALL DESCINIT3D (descA, nx, ny, nz, nx, ICEIL(ny, npy), ICEIL(nz, npz), pesz, pesy, pesz,
ictxt, lldxA,
Due to the symmetry in the FFT of A, the only computed values stored in the output matrix B are (0:(nx/2),
0:ny-1, 0:nz-1). Therefore, the call to DESCINIT3D(3S) for the output matrix B would look like the
following:
nxB = (nx/2) + 1
CALL DESCINIT3D (descB, nxB, ny, nz, nxB, ICEIL(ny, npy), ICEIL(nz, npz), pesx, pesy,
pesz, ictxt, lldxB, lldyB, info)
Here, llda and lldb are the local leading dimensions of the private data matrices A and B that store the local
portions of the global input and output 3D matrices participating in the FFT computation.
Given that matrix A is distributed in a block manner across the processor grid along the Y and Z dimensions,
the block size along these two dimensions would be as follows:
nypp = ICEIL(ny, npy) and nzpp = ICEIL (nz, npz)
Further assume that the user wants the 3D FFT to be performed on a submatrix starting at global address
(iA, jA, kA). Let this submatrix be of size n1-by-n2-by-n3. Then the iA, jA, and kA arguments represent the
global address of the first element of the submatrix and n1, n2, and n3 represent the size of the submatrix
over which the 3D FFT will be performed.
Similarly, the iB, jB, and kB arguments represent the first element of the submatrix to which the output will
be written.
Restrictions
In the current release, the matrices A and B must be distributed identically. This means that all of the
arguments provided to DESCINIT3D(3S) to initalize descA and descB must be equal, except the local
leading dimensions, and the size of the matrix in the X dimension.
The flexibility of performing the FFT over any submatrix of the global matrix is not available in the current
release. Therefore, you must initialize iA, jA, kA, iB, jB, and kB with 1 and n1 with nx, n2 with ny, and n3
with nz.
All processors must call this routine. In future releases only those processors that own the matrix over
which the FFT is to be performed, will participate in the computation. All other processors will exit the
routine immediately.
3D FFT Theory
In FFT applications, it is customary to use zero-based subscripts; the formulas are simpler that way.
Suppose that the arrays are dimensioned as follows:
REAL A(0 :n1 -1, 0:n2-1 , 0:n 3-1 )
COMPLE X B(0:n1 /2, 0:n 2-1, 0:n3-1 )
n1−1 n2−1 n3−1 .k .k .k
Σ Σ Σ
j . ω2 j . ω3 j
PSCFFT3D computes the formula: Bk k k
1, 2, 3
= scale . A j ,j ,j . ω1
1 2 3
1 1 2 2 3 3
j =0 j =0 j =0
1 2 3
k 1 = 0, . . ., n 1 / 2
for k 2 = 0, . . ., n2−1
k 3 = 0, . . ., n3−1
where
isign . 2 . π . i
ω1 = e n1
π = 3.14159. . .
isign . 2 . π . i
ω2 = e n2
i = +√−1
isign . 2 . π . i
ω3 = e n3
isign = ±1
If in a certain application it is known that the FFT of the complex input matrix is real, then instead of using
PCCFFT3D, you can save computation time by using PCSFFT3D. Often, this is the case because the
complex input matrix was the transform of a real matrix. In this case, you can save about half of the
computational work and PCSFFT3D computes an identical formula with the input and output matrices
reversed.
Different authors use different conventions for which of the transforms, isign = +1 or isign = – 1, is the
forward or inverse transform, and what the scale factor should be in either case. To make this routine
compute any of the various possible definitions, however, by choosing the appropriate values for isign and
scale.
If you call PSCFFT3D with any particular values of isign and scale, the mathematical inverse function is
computed by taking the FFT with – isign and 1 /(n1 . n2 . n3 . scale). In particular, if you use isign = +1
and scale = 1.0 in PSCFFT3D for the forward FFT, you can compute the inverse FFT by using PCSFFT3D
with isign = – 1 and scale = 1/(n1 . n2 . n3).
PSCFFT3D is very similar in function to PCCFFT3D, but it takes the real-to-complex transform in the first
dimension, followed by the complex-to-complex transform in the second and third dimension. PCSFFT3D
does the reverse. It takes the complex-to-complex FFT in the third and second dimension, followed by the
complex-to-real FFT in the first dimension. See the SCFFT(3S) man page for more information about
real-to-complex and complex-to-real FFTs. The three dimensional analog of the conjugate formulate is as
follows:
B(k1, k2, k3) = conjg(B(n1 – k1, n2 – k2, n3 – k3))
for
n1 / 2 < k1 ≤ n1 – 1
0 ≤ k2 ≤ n2 – 1
0 ≤ k3 ≤ n3 – 1
where the notation conjg(z) represents the complex conjugate of z.
Therefore, you have to compute only slightly more than half of the output values, namely:
B(k1, k2, k3)
for
0 ≤ k1 ≤ n1/2
0 ≤ k2 n2– 1
0 ≤ k3 ≤ n3– 1
Therefore, the only values of B that are computed are B(0: n1 / 2, 0:n2– 1,0:n3– 1).
If the values of either n1, n2, or n3 are prime or not factorizable into powers of 2, 3 and 5 then significant
improvements in computational time can be obtained by using the following initializations of isys which is a
vector of length 4.
The first element of isys indicates the dimension of the problem, i.e., isys(1) = 3. The next three elements of
isys indicate if the lengths n1, n2 and n3 are factorizable into powers of 2, 3 and 5. isys(2) is set to 0 if n1
is factorizable into powers of 2, 3 and 5 and is set to 1 otherwise. Similarly isys(3) and isys(4) are set to
zero if n2 and n3 are factorizable into powers of 2, 3 and 5 and set to 1 if they are not.
For example if n1 = 256, n2 = 240 and n3 = 254, then the best computational time is obtained by setting
isys(1) = 3 (dimension of the problem)
isys(2) = 0
isys(3) = 0
isys(4) = 1
If the numbers n1, n2 and n3 are not known ahead of time, then isys(2), isys(3) and isys(4) could be
initialized to 0 or 1; if an inappropriate choice is made, the routine would compute the correct result,
although slowly. If initialized to 1, more workspace is needed; see the description of table which follows.
The storage requirements for the vector table depend on the values of the isys vector.
The PSCFFT3D routine accepts the following arguments:
isign Integer. (input)
Specifies whether to initialize the table array or to do the forward or inverse transform as
follows:
If isign = 0, the routine initializes the table array and returns. In this case, the only arguments
used or checked are isign, n1, n2, n3, and table.
If isign = +1 or – 1, the value of isign is the sign of the exponent used in the FFT formula.
n1 Integer. (input)
Transform size in the X dimension.
n2 Integer. (input)
Transform size in the Y dimension.
n3 Integer. (input)
Transform size in the Z dimension.
scale Real. (input)
Scale factor. Each element of the output array is multiplied by scale factor after taking the
Fourier transform.
A Private complex array of dimension (0:lldxA– 1,0:lldyA– 1,0:ICEIL(nz,npz)– 1). (input)
Input array of values to be transformed. lldxA and lldyA are the local leading dimensions along
the X and Y dimensions, and are initialized using DESCINIT3D(3S). A must be declared in a
COMMON block.
iA With jA and kA, the global address of the first element of the global input matrix.
jA With iA and kA, the global address of the first element of the global input matrix.
kA With iA and jA, the global address of the first element of the global input matrix.
descA Integer vector of dimension 12. (input)
Contains description of the distribution of the matrix A across a 3D processor grid.
B Private complex array of dimension (0:lldxB– 1,0:lldyB– 1,0:ICEIL(nz,npz)– 1). (output)
Output array of transformed values. lldxB and lldyB are the local leading dimensions along the
X and Y dimensions and are initialized using DESCINIT3D(3S). B must be declared in a
COMMON block.
The output array B may be the same as the input array A in which case the input array A is
overwritten with the transformed values.
iB With jB and kB, the global address of the first element of the global matrix where output will be
written.
jB With iB and kB, the global address of the first element of the global matrix where output will be
written.
kB With iB and jB, the global address of the first element of the global matrix where output will be
written.
descB Integer vector of dimension 12. (input)
Contains description of the distribution of the matrix B across a 3D processor grid.
If the input array and the output array are the same, then the same descriptors must be used.
table Private real vector of length 2(n1 + n2 + n3) if isys(2), isys(3) and isys(4) = 0. Private real
vector of length 12(n1 + n2 + n3), if isys(2), isys(3) or isys(4) = 1. (input or output)
If isign = 0, the routine initializes table (table is output only). If isign = +1 or – 1, the values in
the table are assumed to be initialized already by a prior call with isign = 0 (table is input only).
work Private complex vector length 2(n1r . ICEIL(n2r,npy) . ICEIL(n3r,npz)
where n1r, n2r, and n3r are the values of n1, n2 and n3 rounded up to the nearest powers of 2
greater than or equal to them. work must be declared in a COMMON block.
isys Private integer vector of length 4. (input)
isys(1) indicates the dimension of the problem which is 3. isys(1) should be set to 3.
isys(2), isys(3) and isys(4) should be set to 0 or 1, depending on whether n1, n2, or n3 is
factorizable or not into powers of 2, 3 and 5 correspondingly.
info Integer. (output)
info is set to 0 if all the arguments passed to the routine are legal. If any argument has an
illegal value, the routine exits after setting info to a negative number. – info indicates the
position of the illegal argument.
NOTES
The scale factor scale can take on values of 1.0 or 1.0/(n1 . n2 . n3) depending on whether the forward or
inverse FFT is being computed.
The format of the vector that stores the trig tables (table) is the same for both routines. It can be initizalized
by either routine.
Algorithm
The routine uses a very efficient single FFT routine, CCFFT, to do the FFT of each column (X dimension)
on the processors that own the submatrix. It then transposes the submatrix along the X-Y plane, using
intermediate ,orkspace that it allocates for the purpose, and again does the FFT along the columns (FFTs of
the Y dimension). The submatrix is again transposed along the X-Y plane to restore the original
distribution. Now the submatrix is transposed along the X-Z planes and the FFTs along the Z dimension are
computed. Finally another transpose along the X-Z plane restores the original distribution.
If either isys(2), isys(3) or isys(4) or all are initialized to 1, then a fast (O(n log(n))) algorithm based on the
chirp-z transform is used for the one dimensional FFT in the corresponding direction. In this case, the
vector table must be real of length 12(n1+n2+n3).
Workspace
The routine dynamically allocates two real work arrays:
Size of one work array:
8 . (MAX(nx,ny,nz).
Size of the other work array:
2 . MAX(nx . ICEIL(ny,npy), ny . ICEIL(nx,npy), nx . ICEIL(nz,npz), nz . ICEIL (nx,npz))
EXAMPLES
Example code for PSCFFT3D on a 16-processor system:
rea l A(2 56, 50,40)
rea l C(2 56, 50,40)
com plex B(1 29,50, 40)
com plex wor k(2097 152 )
common /abcw/ A, B, C, work
real table( 8192)
int eger ictxt, descA( 12), des cB(12) , isign, isy s(4)
intege r nx, ny, nz, npy , npz, ice il, info
int ege r n1, n2, n3
rea l sca le
nx = 240
ny = 181
nz = 145
n1 = nx
n2 = ny
n3 = nz
npy = 4
npz = n$pes / 4
call descin it3d( des cA, nx, ny, nz, nx, iceil( ny,npy ),
ice il(nz, npz ), 0, 0, 0, ict xt, 256 , 50, inf o )
call descin it3 d( des cB, nx, ny, nz, nx, ice il(ny, npy),
ice il( nz,npz), 0, 0 ,0, ictxt, 129 , 50, info)
isign = -1
scale = 1.0
isys(1 ) = 3
isys(2 ) = 0
isys(3 ) = 1
isys(4 ) = 1
*
* Ini tializ ing the trig tables
*
cal l psc fft3d( 0, n1, n2, n3, sca le, A, 1, 1, 1,
*
* FFT
*
cal l psc fft 3d(isign, n1, n2, n3, sca le, A, 1, 1, 1,
des cA, B, 1, 1, 1, des cB, table, wor k, isy s, inf o)
isign = +1
sca le = 1.0 /float (n1*n2 *n3)
*
* Inv ers e FFT
*
cal l pcsfft 3d(isign, n1, n2, n3, sca le, B, 1, 1, 1
des cB, C, 1, 1, 1, des cC, table, wor k, isy s, info)
SEE ALSO
DESCINIT3D(3S), GRIDINFO3D(3S), GRIDINIT3D(3S), PCOORD3D(3S), PNUM3D(3S)
NAME
RCFFT2 – Applies a real-to-complex Fast Fourier Transform (FFT)
SYNOPSIS
CALL RCFFT2 (init, ix, n, x, work, y)
IMPLEMENTATION
UNICOS systems
DESCRIPTION
RCFFT2 calculates the following:
n−1
2πi
yk = 2 Σ xj
j =0
exp (±
n
jk ) for k = 0,1,. . ., n / 2
2n 102466
≤ xi ≤ for i = 1,2,. . .,n.
102466 2n
work Complex array of dimension (3 . n / 2) + 2. (scratch output)
Work storage vector.
y Complex array of dimension (n / 2) + 1. (output)
Result vector.
SEE ALSO
CFFT2(3S), CRFFT2(3S)
SCFFT(3S), which supersedes this routine only on Cray Y-MP systems
NAME
RFFTMLT – Applies complex-to-real or real-to-complex Fast Fourier Transforms (FFTs) on multiple input
vectors
SYNOPSIS
CALL RFFTMLT (x, work, trigs, ifax, inc1x, inc2x, n, lot, isign)
IMPLEMENTATION
UNICOS systems
DESCRIPTION
When isign = – 1, RFFTMLT applies real-to-complex FFTs (forward transforms) on more than one input
vector. When isign = +1, RFFTMLT applies complex-to-real inverse FFTs (inverse transforms) on more than
one input vector.
This routine has the following arguments:
x Real array of dimension (0:n+1, lot). (input and output)
Contains the input values before the call to RFFTMLT, and output values after the call. On exit,
the computed output values are stored in the space originally occupied by input values. Because
the output is written back into the input array and contains n/2+1 complex values per transform,
you must size the input array to contain at least n+2 real elements per transform. (See the Data
Format subsection.)
work Real array of dimension 2 . n . lot . (scratch output)
Work storage vector.
trigs Real array of dimension 2n. (input)
Sine and cosine tables for FFT calculation. The following call initializes the vectors trigs and
ifax:
CAL L FFT FAX(n, ifax, trigs)
n Integer. (input)
Length of each data vector. n ≥ 2. n must be even. Any value of n that is not valid causes
FFTFAX to return the error code ifax(1) = – 99.
lot Integer. (input)
The number of data vectors.
isign Integer. (input)
Sign of the transform:
isign = – 1 Calculates real-to-complex (forward) FFT
isign = +1 Calculates complex-to-real (inverse) FFT
NOTES
Only the first n / 2+1 complex output vectors are computed for each vector. The theory of Fourier transforms
implies that because the input is real, the values obey the symmetry:
y n– k,m = y k,m
(where the notation z denotes the complex conjugate of z).
Thus, the last n / 2 output values are complex conjugates of the first n / 2 output values.
Although the summation in the definition runs from 0 to n– 1, actually only the first n/2+1 values for each
input vector are used. The other input values are deduced from the following symmetry:
y n– k,m = y k,m
which, according to the theory, must be true because the transform of the input data is real-valued. The
isign=– 1 and isign=+1 transforms are inverses of each other.
Data Format
The x array contains both input and output values of either the real-to-complex or complex-to-real transform.
The array is declared real, but, on output from the real-to-complex transform and on input into the
complex-to-real transform, x contains complex values. The following describes how complex values are
arranged in the real array x.
Real-to-complex (isign = – 1)
The output values are stored in the same array as the input values. On input, lot real input vectors of length
n are stored as follows:
x is stored in X(j . inc1x, m) for j = 0,1,. . .,n-1 m = 1,2,. . .,lot
j,m
Space for the values X(n . inc1x,m) and X (n+1)inc1x,m must also be reserved, although these values are
not used on input, and they may be undefined.
On output, lot complex output vectors of length n / 2 +1 (same as n+2 "real" elements per vector) are stored
in the same array elements as the real input vectors, so that
Real(y ) is stored in X(2k . inc1x,m)
(k,m)
Imaginary(y (k,m) ) is stored in X((2k+1)inc1x,m)
for k = 0,1,. . .,n / 2
m = 1,2,. . .,lot
For all lot output vectors, y 0,m and y n / 2,m have real number values. Thus, their imaginary parts are set to 0.
EXAMPLES
The following program shows how to invoke RFFTMLT.
parame ter (n = 16, lot = 2, inc = 1, jump = inc*(n +2))
real a(jump , lot), tri gs(2*n), wor k(2*n*lot)
int ege r ifa x(1 9)
. . .
end
SEE ALSO
CFFTMLT(3S), CRFFT2(3S), RCFFT2(3S)
SCFFTM(3S), which supersedes this routine only on Cray PVP systems
NAME
SCFFT, CSFFT – Computes a real-to-complex or complex-to-real Fast Fourier Transform (FFT)
SYNOPSIS
CALL SCFFT (isign, n, scale, x, y, table, work, isys)
CALL CSFFT (isign, n, scale, x, y, table, work, isys)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
On UNICOS/mk systems, this subroutine executes on a single processor and uses only private data.
DESCRIPTION
SCFFT computes the FFT of the real array X, and it stores the results in the complex array Y. CSFFT
computes the corresponding inverse complex-to-real transform.
It is customary in FFT applications to use zero-based subscripts; the formulas are simpler that way. For
SCFFT, suppose that the arrays are dimensioned as follows:
REAL X(0:n- 1)
COM PLEX Y(0:n/ 2)
Then the output array is the FFT of the input array, using the following formula for the FFT:
n −1
Σ
. j .k
Yk = scale X j . ωisign for k = 0, . . ., n ⁄ 2
j =0
where 2 . π . i
ω=e n
i = + √−1
π = 3.14159. . . isign = ±1
Different authors use different conventions for which of the transforms, isign = +1 or isign = – 1, is the
forward or inverse transform, and what the scale factor should be in either case. You can make these
routines compute any of the various possible definitions, however, by choosing the appropriate values for
isign and scale.
The relevant fact from FFT theory is this: If you call SCFFT with any particular values of isign and scale,
the mathematical inverse function is computed by calling CSFFT with – isign and 1 /(n .scale ). In particular,
if you use isign = +1 and scale = 1.0 in SCFFT for the forward FFT, you can compute the inverse FFT by
using CSFFT with isign = – 1 and scale = 1.0 / n.
This routine has the following arguments:
isign Integer. (input)
Specifies whether to initialize the table array or to do the forward or inverse Fourier transform,
as follows:
If isign = 0, the routine initializes the table array and returns. In this case, the only arguments
used or checked are isign, n, and table.
If isign = +1 or – 1, the value of isign is the sign of the exponent used in the FFT formula.
n Integer. (input)
Size of transform. If n ≤ 2, SCFFT returns without calculating the transform.
scale Real. (input)
Scale factor. Each element of the output array is multiplied by scale after taking the Fourier
transform, as defined in the preceding formula.
x SCFFT: Real array of dimension (0:n– 1). (input)
CSFFT: Complex array of dimension (0:n / 2). (input)
Input array of values to be transformed.
y SCFFT: Complex array of dimension (0:n / 2). (output)
CSFFT: Real array of dimension (0:n– 1). (output)
Output array of transformed values.
The output array, y, is the FFT of the the input array, x, computed according to the preceding
formula. The output array may be equivalenced to the input array in the calling program. Be
careful when dimensioning the arrays, in this case, to allow for the fact that the complex array
contains two (real) words more than the real array.
table UNICOS systems: Real array of dimension (100 + 4n). (input or output)
UNICOS/mk systems: Real array of dimension (2n). (input or output)
Table of factors and trigonometric functions.
If isign = 0, the table array is initialized to contain trigonometric tables needed to compute an
FFT of size n.
If isign = +1 or – 1, the values in table are assumed to be initialized already by a prior call with
isign = 0.
work UNICOS systems: Real array of dimension (4 + 4n). (scratch output)
UNICOS/mk systems: Real array of dimension (2n).
Work array used for intermediate calculations. Its address space must be different from that of
the input and output arrays.
isys Integer array of dimension (0:isys(0)). (input and output)
Use isys to specify certain processor-specific parameters or options. The first element of the
array specifies how many more elements are in the array.
If isys(0) = 0, the default values of such parameters are used. In this case, you can specify the
argument value as the scalar integer constant 0. If isys(0) > 0, isys(0) gives the upper bound of
the isys array; that is, if il = isys(0), user-specified parameters are expected in isys(1) through
isys(il).
NOTES
This subsection contains implementation information, initialization information, and performance tips.
Real-to-complex FFTs
Notice in the preceding formula that there are n real input values, and n / 2 + 1 complex output values. This
property is characteristic of real-to-complex FFTs.
The mathematical definition of the Fourier transform takes a sequence of n complex values and transforms it
to another sequence of n complex values. A complex-to-complex FFT routine, such as CCFFT(3S), will take
n complex input values, and produce n complex output values. In fact, one easy way to compute a real-to-
complex FFT is to store the input data in a complex array, then call routine CCFFT to compute the FFT.
You get the same answer when using the SCFFT routine.
The reason for having a separate real-to-complex FFT routine is efficiency. Because the input data is real,
you can make use of this fact to save almost half of the computational work. The theory of Fourier
transforms tells us that for real input data, you have to compute only the first n / 2 + 1 complex output
values, because the remaining values can be computed from the first half of the values by the simple
formula:
Y(k) = conjg(Y(n-k)) for n / 2 ≤ k ≤ n-1
where the notation conjgY represents the complex conjugate of y.
In fact, in many applications, the second half of the complex output data is never explicitly computed or
stored. Likewise, as explained later, only the first half of the complex data has to be supplied for the
complex-to-real FFT.
Another implication of FFT theory is that, for real input data, the first output value, Y(0), will always be a
real number; therefore, the imaginary part will always be 0. If n is an even number, Y(n/2) will also be real
and thus, have zero imaginary parts.
Complex-to-real FFTs
Consider the complex-to-real case. The effect of the computation is given by the preceding formula, but
with X complex and Y real.
Generally, the FFT transforms a complex sequence into a complex sequence. However, in a certain
application we may know the output sequence is real. Often, this is the case because the complex input
sequence was the transform of a real sequence. In this case, you can save about half of the computational
work.
According to the theory of Fourier transforms, for the output sequence, Y, to be a real sequence, the
following identity on the input sequence, X, must be true:
n
X(k) = conjg(X(n-k)) for ≤ k ≤ n-1
2
And, in fact, the input values X(k) for k > n / 2 need not be supplied; they can be inferred from the first half
of the input.
Thus, in the complex-to-real routine, CSFFT, the arrays can be dimensioned as follows:
COM PLEX X(0 :n/2)
REA L Y(0 :n-1)
There are n / 2 + 1 complex input values and n real output values. Even though only n / 2 + 1 input values
are supplied, the size of the transform is still n in this case, because implicitly you are using the FFT
formula for a sequence of length n.
Another implication of the theory is that X(0) must be a real number (that is, it must have zero imaginary
part). Also, if n is even, X(n/2) must also be real. Routine CSFFT assumes that these values are real; if you
specify a nonzero imaginary part, it is ignored.
Table Initialization
The table array stores the trigonometric tables used in calculation of the FFT. This table must be initialized
by calling the routine with isign = 0 prior to doing the transforms. The table does not have to be
reinitialized if the value of the problem size, n, does not change. Because SCFFT and CSFFT use the same
format for table, either can be used to initialize it (note that CCFFT uses a different table format).
Dimensions
In the preceding description, it is assumed that array subscripts were zero-based, as is customary in FFT
applications. Thus, the input and output arrays are declared (assuming n > 0):
REA L X(0:n- 1)
COM PLEX Y(0:n/ 2)
No change is needed in the calling sequence; however, if you prefer you can use the more customary Fortran
style with subscripts starting at 1, as in the following:
REA L X(n)
COMPLE X Y(n /2 + 1)
Performance Tips
These routines will compute an FFT for any value of n.
Performance for a given value of n depends on the prime factorization of n. This fact is characteristic of all
FFT algorithms.
Fastest performance is realized when n is a power of 2, in which case the number of floating-point
operations is approximately (5 / 2) . n . log 2 (n).
If n contains factors of 3, performance is slightly worse. If n contains powers of 5, it is slightly more worse.
Worst performance is when n is a prime number. In that case, the number of operations is approximately
2
4n .
The kernel routines are optimized for values of n that are even numbers and are products of powers of 2, 3,
and 5. (Because the kernel routines have a special case for multiples of 4, even powers of 2 will be slightly
faster than odd powers of 2.)
Implementation-dependent Items
The Standard FFT routines were designed so that they could be implemented efficiently on many different
architectures. The calling sequence is the same in any implementation. Certain details, however, depend on
the particular implementation. These details are confined to two areas:
• The first area is the size of the table and work arrays. Different sizes may be needed on different
systems. No change is required to the subroutine call, but you may have to change the array sizes in the
DIMENSION or type statements that declare the arrays.
• The second area is the isys parameter array, an argument that gives certain implementation-specific
information. All features and functions of the FFT routines that are specific to any particular
implementation are confined to this isys array. On any implementation, you can use the default values by
specifying an argument value of 0.
In the UNICOS systems implementation, no special options are supported; therefore, you can always
specify an isys argument as constant 0. Other options may be provided in subsequent software releases.
EXAMPLES
These examples use the table and workspace sizes appropriate to UNICOS systems.
Example 1: Initialize the complex array TABLE in preparation for doing an FFT of size 1024. In this case
only the arguments isign, n, and table are used. You can use dummy arguments or zeros for the other
arguments in the subroutine call.
REA L TAB LE(100 + 4*1 024 )
CALL SCF FT( 0, 102 4, 0.0 , DUM MY, DUM MY, TABLE, DUM MY, 0)
Example 2: X is a real array of dimension (0:1023), and Y is a complex array of dimension (0:512). Take
the FFT of X and store the results in Y. Before taking the FFT, initialize the TABLE array, as in example 1.
REAL X(0 :10 23)
COMPLEX Y(0:51 2)
REAL TABLE( 100 + 4*1 024 )
REAL WORK(4 *1024 + 4)
...
CALL SCF FT(0, 1024, 1.0 , X, Y, TABLE, WORK, 0)
CALL SCF FT(1, 1024, 1.0 , X, Y, TABLE, WORK, 0)
Example 3: With X and Y as in example 2, take the inverse FFT of Y and store it back in X. The scale
factor 1/1024 is used. Assume that the TABLE array is initialized already.
CALL CSFFT( -1, 1024, 1.0/10 24. 0, Y, X, TAB LE, WORK, 0)
Example 4: Do the same computation as in example 2, but assume that the lower bound of each array is 1,
rather than 0. The subroutine calls are not changed.
REA L X(1024 )
COMPLE X Y(513)
...
CAL L SCFFT( 0, 102 4, 1.0 , X, Y, TAB LE, WOR K, 0)
CALL SCF FT(1, 1024, 1.0, X, Y, TAB LE, WOR K, 0)
Example 5: Do the same computation as in example 4, but equivalence the input and output arrays to save
storage space. Assume that the TABLE array is initialized already.
REA L X(1024 )
COM PLE X Y(5 13)
EQU IVALENCE ( X(1), Y(1 ) )
...
CALL SCF FT(1, 102 4, 1.0, X, Y, TAB LE, WORK, 0)
SEE ALSO
CCFFT(3S), CCFFTM(3S), SCFFTM(3S)
NAME
SCFFT2D, CSFFT2D – Applies a two-dimensional real-to-complex or complex-to-real Fast Fourier
Transform (FFT)
SYNOPSIS
CALL SCFFT2D (isign, n1, n2, scale, x, ldx, y, ldy, table, work, isys)
CALL CSFFT2D (isign, n1, n2, scale, x, ldx, y, ldy, table, work, isys)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
On UNICOS/mk systems, these subroutines execute on a single processor and use only private data.
DESCRIPTION
SCFFT2D computes the two-dimensional Fast Fourier Transform (FFT) of the real matrix X, and it stores
the results in the complex matrix Y. CSFFT2D computes the corresponding inverse transform.
In FFT applications, it is customary to use zero-based subscripts; the formulas are simpler that way. First
the function of SCFFT2D is described. Suppose the arrays are dimensioned as follows:
REAL X(0 :ldx-1 , 0:n2-1 )
COMPLE X Y(0 :ldy-1 , 0:n2-1 )
where isign . 2 . π . i
ω1 = e n1
i = +√−1
isign . 2 . π . i
ω2 = e n2
π = 3.14159. . .
isign = ±1
Different authors use different conventions for which of the transforms, isign = +1 or isign = – 1, is the
forward or inverse transform, and what the scale factor should be in either case. You can make these
routines compute any of the various possible definitions, however, by choosing the appropriate values for
isign and scale.
The relevant fact from FFT theory is this: If you take the FFT with any particular values of isign and scale,
the mathematical inverse function is computed by taking the FFT with – isign and 1 / (n1 . n2 . scale). In
particular, if you use isign = +1 and scale = 1.0 for the forward FFT, you can compute the inverse FFT by
using isign = – 1 and scale = 1.0/(n1 . n2).
SCFFT2D is very similar in function to CCFFT2D, but it takes the real-to-complex transform in the first
dimension, followed by the complex-to-complex transform in the second dimension.
CSFFT2D does the reverse. It takes the complex-to-complex FFT in the second dimension, followed by the
complex-to-real FFT in the first dimension.
See the SCFFT(3S) man page for more information about real-to-complex and complex-to-real FFTs. The
two-dimensional analog of the conjugate formula is as follows:
Yk , k
=Y n1 – k , n2 – k
for n1 / 2 < k 1 ≤ n1 – 1 0 ≤ k 2 ≤ n2 – 1
1 2 1 2
The storage requirements for the vector table depend on the values of the isys vector.
This feature does not exist for UNICOS systems and isys is ignored on those machines.
These routines have the following arguments:
isign Integer. (input)
Specifies whether to initialize the table array or to do the forward or inverse Fourier transform,
as follows:
If isign = 0, the routine initializes the table array and returns. In this case, the only arguments
used or checked are isign, n1, n2, and table.
If isign = +1 or – 1, the value of isign is the sign of the exponent used in the FFT formula.
n1 Integer. (input)
Transform size in the first dimension. If n1 is not positive, SCFFT2D returns without
calculating a transform.
n2 Integer. (input)
Transform size in the second dimension. If n2 is not positive, SCFFT2D returns without
calculating a transform.
scale Real. (input)
Scale factor. Each element of the output array is multiplied by scale factor after taking the
Fourier transform, as defined previously.
x SCFFT2D: Real array of dimension (0:ldx– 1, 0:n2– 1). (input)
CSFFT2D: Complex array of dimension (0:ldx– 1, 0:n2– 1). (input)
Array of values to be transformed.
ldx Integer. (input)
The number of rows in the x array, as it was declared in the calling program. That is, the
leading dimension of x.
SCFFT2D: ldx ≥ MAX(n1, 1).
CSFFT2D: ldx ≥ MAX(n1/2 + 1, 1).
y SCFFT2D: Complex array of dimension (0:ldy– 1, 0:n2– 1). (output)
CSFFT2D: Real array of dimension (0:ldy– 1, 0:n2– 1). (output)
Output array of transformed values. The output array can be the same as the input array, in
which case, the transform is done in place and the input array is overwritten with the
transformed values. In this case, it is necessary that the following equalities hold:
SCFFT2D: ldx = 2ldy.
CSFFT2D: ldy = 2ldx.
ldy Integer. (input)
The number of rows in the y array, as it was declared in the calling program (the leading
dimension of y).
NOTES
The following notes are for UNICOS systems only. SCFFT2D(3S) and CSFFT2D(3S) on UNICOS/mk
systems provide the functionality of PCSFFT2D(3S) and PSCFFT2D on a single PE. For notes about
CSFFT2D(3S) on UNICOS/mk systems, see PSCFFT2D(3S).
Algorithm
SCFFT2D uses a routine similar to SCFFTM to do a real-to-complex FFT on the columns, then uses a
routine similar to CCFFTM to do a complex-to-complex FFT on the rows.
CSFFT2D uses a routine similar to CCFFTM to do a complex-to-complex FFT on the rows, then uses a
routine similar to CSFFTM to do a complex-to-real FFT on the columns.
Table Initialization
The table array stores factors of n1 and n2, and trigonometric tables that are used in calculation of the FFT.
table must be initialized by calling the routine with isign = 0. table does not have to be reinitialized if the
values of the problem sizes, n1 and n2, do not change.
Dimensions
In the preceding description, it is assumed that array subscripts were zero-based, as is customary in FFT
applications. Thus, the input and output arrays are declared:
REAL X(0:ld x-1, 0:n 2-1)
COMPLEX Y(0:ld y-1, 0:n 2-1)
No change is made in the calling sequence, however, if you prefer to use the more customary Fortran style
with subscripts starting at 1. The same values of ldx and ldy would be passed to the subroutine even if the
input and output arrays were dimensioned as follows:
REA L X(ldx, n2)
COM PLEX Y(ldy, n2)
Performance Tips
This routine computes an FFT for any values of n1 and n2, but the performance depends on the prime
factorizations of n1 and n2. This fact is characteristic of all FFT algorithms.
Fastest performance is realized when both n1 and n2 are powers of 2; in which case, the number of floating-
point operations is approximately 5 . n1 . n2 . log 2 (n1 . n2)
If either n1 or n2 contains factors of 3, computation time is slightly longer, because more floating-point
operations are required. If they contain powers of 5, it is longer still.
The kernel routines are optimized for values of n1 and n2 that are products of powers of 2, 3, and 5.
In UNICOS implementation, to avoid memory bank conflicts, it is very important to make the leading
dimensions of the arrays odd numbers (or, if that is not possible, make them an odd multiple of 2).
Implementation-dependent Items
The Cray Standard FFT routines were designed so that they could be implemented efficiently on many
different architectures. The calling sequence is the same in any implementation. Certain details, however,
depend on the particular implementation. These details are confined to three areas:
• The first area is the size of the table and work arrays. Different systems may need different sizes. You
do not have to change the subroutine call, but you might have to change the array sizes in the
DIMENSION or type statements that declare the arrays.
• The second area is the isys parameter array, an argument that gives certain implementation-specific
information. All features and functions of the FFT routines that are specific to any particular
implementation are confined to this isys array. On any implementation, you can use the default values by
specifying an argument value of 0.
In the UNICOS implementation, no special options are supported; therefore, you can always specify an
isys argument as constant 0. Other options may be provided in subsequent software releases.
• The third area is the issue of which problem sizes or dimensions give optimal performance in a particular
implementation. See the Performance Tips subsection.
EXAMPLES
The following examples are for UNICOS systems only.
Example 1: Initialize the TABLE array in preparation for doing a two-dimensional FFT of size 128 by 256.
In this case, only the isign, n1, n2, and table arguments are used; you can use dummy arguments or zeros for
other arguments.
REAL TAB LE( 100 + 2*(128 + 256 ))
CAL L SCFFT2 D (0, 128, 256, 0.0 , DUM MY, 1, DUM MY, 1,
& TAB LE, DUM MY, 0)
Example 2: X is a real array of size (0:128, 0: 255), and Y is a complex array of dimension (0:64, 0:255).
The first 128 elements of each column of X contain data; for performance reasons, the extra element forces
the leading dimension to be an odd number. Take the two-dimensional FFT of X and store it in Y. Initialize
the TABLE array, as in example 1.
REA L X(0 :12 8, 0:255)
COMPLE X Y(0:64 , 0:2 55)
REAL TABLE( 100 + 2*( 128 + 256 ))
REA L WOR K(512*256 )
...
CALL SCF FT2D(0 , 128, 256 , 1.0, X, 129, Y, 65, TAB LE, WOR K, 0)
CAL L SCFFT2 D(1 , 128 , 256, 1.0, X, 129, Y, 65, TAB LE, WOR K, 0)
Example 3: With X and Y as in example 2, take the inverse FFT of Y and store it back in X. The scale
factor 1/(128*256) is used. Assume that the TABLE array is initialized already.
CAL L CSF FT2 D(-1, 128 , 256, 1.0/(1 28. 0*2 56. 0), Y, 65,
& X, 130, TAB LE, WORK, 0)
Example 4: Do the same computation as in example 2, but assume that the lower bound of each array is 1,
rather than 0. No change is needed in the subroutine calls.
REAL X(1 29, 256 )
COMPLE X Y(65, 256 )
...
CALL SCF FT2D(0 , 128, 256 , 1.0, X, 129 , Y, 65, TAB LE, WOR K, 0)
CALL SCF FT2D(1, 128, 256 , 1.0 , X, 129 , Y, 65, TABLE, WOR K, 0)
Example 5: Do the same computation as in example 4, but equivalence the input and output arrays to save
storage space. In this case, a row must be added to X, because it is equivalenced to a complex array.
Assume that TABLE is already initialized.
REA L X(1 30, 256 )
COM PLE X Y(6 5, 256 )
EQUIVA LENCE ( X(1 , 1), Y(1 , 1) )
...
CALL SCF FT2D(1, 128, 256, 1.0, X, 130, Y, 65, TAB LE, WOR K, 0)
SEE ALSO
CCFFT(3S), CCFFT2D(3S), CCFFT3D(3S), CCFFTM(3S), SCFFT(3S), SCFFT3D(3S), SCFFTM(3S)
NAME
SCFFT3D, CSFFT3D – Applies a multitasked three-dimensional real-to-complex Fast Fourier Transform
(FFT)
SYNOPSIS
CALL SCFFT3D (isign, n1, n2, n3, scale, x, ldx, ldx2, y, ldy, ldy2, table, work, isys)
CALL CSFFT3D (isign, n1, n2, n3, scale, x, ldx, ldx2, y, ldy, ldy2, table, work, isys)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
On UNICOS/mk systems, these subroutines execute on a single processor and use only private data.
DESCRIPTION
SCFFT3D computes the three-dimensional Fast Fourier Transform (FFT) of the real matrix X, and it stores
the results in the complex matrix Y. CSFFT3D computes the corresponding inverse transform.
In FFT applications, it is customary to use zero-based subscripts; the formulas are simpler that way. First,
the function of SCFFT3D is described. Suppose the arrays are dimensioned as follows:
REA L X(0 :ldx-1 , 0:ldx2 -1, 0:n 3-1)
COM PLEX Y(0 :ldy-1 , 0:ldy2 -1, 0:n 3-1 )
j =0 j =0 j =0
1 2 3
k 1 = 0, . . ., n1 ⁄ 2
for k 2 = 0, . . ., n2−1
k 3 = 0, . . ., n3−1
where:
isign . 2 . π . i
ω1 = e n1
i = +√−1
isign . 2 . π . i
ω2 = e n2
π = 3.14159. . .
isign . 2 . π . i
ω3 = e n3
isign = ±1
Different authors use different conventions for which of the transforms, isign = +1 or isign = – 1, is the
forward or inverse transform, and what the scale factor should be in either case. You can make these
routines compute any of the various possible definitions, however, by choosing the appropriate values for
isign and scale.
The relevant fact from FFT theory is this: If you take the FFT with any particular values of isign and scale,
the mathematical inverse function is computed by taking the FFT with – isign and 1 / (n1 . n2 . n3 . scale).
In particular, if you use isign = +1 and scale = 1.0 for the forward FFT, you can compute the inverse FFT
by isign = – 1 and
1
scale =
n1 . n2 . n3
SCFFT3D is very similar in function to CCFFT3D(3S), but it takes the real-to-complex transform in the first
dimension, followed by the complex-to-complex transform in the second and third dimensions.
CSFFT3D does the reverse. It takes the complex-to-complex FFT in the third and second dimensions,
followed by the complex-to-real FFT in the first dimension.
See the SCFFTM(3S) man page for more information about real-to-complex and complex-to-real FFTs. The
three dimensional analog of the conjugate formula is as follows:
Yk , k , k = Y n1 – k , n2 – k , n3 – k
1 2 3 1 2 3
for n1 / 2 < k 1 ≤ n1 - 1
0 ≤ k 2 ≤ n2 - 1
0 ≤ k 3 ≤ n3 - 1
where the notation z represents the complex conjugate of z.
Thus, you have to compute only (slightly more than) half out the output values, namely:
Yk , k , k
1 2 3
for 0 ≤ k 1 ≤ n1 / 2
0 ≤ k 2 ≤ n2 - 1
0 ≤ k 3 ≤ n3 - 1
UNICOS/mk systems only
If the values of either n1, n2, or n3 are prime or not factorizable into powers of 2, 3 and 5 significant
improvements in computational time can be obtained by using the following initializations of isys, which is a
vector of length 4.
The first element of isys indicates the dimension of the problem, that is, isys(1) = 3. The next three elements
of isys indicate if the lengths n1, n2 and n3 are factorizable into powers of 2, 3 and 5. isys(2) is set to 0 if
n1 is factorizable into powers of 2, 3 and 5 and is set to 1 otherwise. Similarly, isys(3) and isys(4) are set to
zero if n2 and n3 are factorizable into powers of 2, 3 and 5 and set to 1 if they are not.
For example, if n1 = 256, n2 = 240, and n3 = 254, then the best computational time is obtained by setting
the following:
isys(1) = 3 (dimension of the problem)
isys(2) = 0
isys(3) = 0
isys(4) = 1
If the numbers n1, n2, and n3 are not known ahead of time, then isys(2), isys(3), and isys(4) could be
initialized to 0 and the routine would compute correct result, albeit slowly, if either n1, n2, or n3 were not
factorizable into powers of 2, 3, and 5.
The storage requirements for the vector table depend on the values of the isys vector.
UNICOS systems
The isys parameter is used to choose between two multitasking strategies and correspondingly different
amounts of workspace to be provided. A brief discussion about the significance of the isys parameter is
provided in the following argument list.
These routines have the following arguments:
isign Integer. (input)
Specifies whether to initialize the table array or to do the forward or inverse Fourier transform,
as follows:
If isign = 0, the routine initializes the table array and returns. In this case, the only arguments
used or checked are isign, n1, n2, n3, and table.
If isign = +1 or – 1, the value of isign is the sign of the exponent used in the FFT formula.
n1 Integer. (input)
Transform size in the first dimension. If n1 is not positive, SCFFT3D returns without
computing a transform.
n2 Integer. (input)
Transform size in the second dimension. If n2 is not positive, SCFFT3D returns without
computing a transform.
n3 Integer. (input)
Transform size in the third dimension. If n3 is not positive, SCFFT3D returns without
computing a transform.
scale Real. (input)
Scale factor. Each element of the output array is multiplied by scale after taking the Fourier
transform, as defined previously.
x SCFFT3D: Real array of dimension (0:ldx– 1, 0:ldx2– 1, 0:n3– 1). (input)
CSFFT3D: Complex array of dimension (0:ldx– 1, 0:ldx2– 1, 0:n3– 1). (input)
Array of values to be transformed.
ldx Integer. (input)
The first dimension of x, as it was declared in the calling program (the leading dimension of x).
SCFFT3D: ldx ≥ MAX(n1, 1).
CSFFT3D: ldx ≥ MAX(n1/2 + 1, 1).
ldx2 Integer. (input)
The second dimension of x, as it was declared in the calling program. ldx2 ≥ MAX(n2, 1).
isys = 0 or 1 depending on the amount of workspace the user can provide to the routine.
UNICOS/mk systems: Integer array of dimension 4. (input)
isys(1) = 3
isys(2) = 0 (if n1 is factorizable into powers of 2, 3 and 5)
1 ( if n1 is not factorizable into powers of 2, 3 and 5)
isys(3) = 0 (if n2 is factorizable into powers of 2, 3 and 5)
1 ( if n2 is not factorizable into powers of 2, 3 and 5)
isys(4) = 0 (if n3 is factorizable into powers of 2, 3 and 5)
1 ( if n3 is not factorizable into powers of 2, 3 and 5)
NOTES
The following notes are for UNICOS systems only. SCFFT3D and CSFFT3D on UNICOS/mk systems
provide the functionality of PSCFFT3D and PCSFFT3D on a single PE. For notes on SC and CSFFT3D on
UNICOS/mk systems, see PSCFFT3D(3S).
SCFFT3D is the generalization of SCFFT2D(3S) to three dimensions. All the notes for SCFFT2D(3S)
apply, with the obvious modifications for three dimensions.
Algorithm
SCFFT3D uses a routine similar to SCFFTM(3S) to do multiple FFTs first on all columns of the input
matrix, then uses a routine similar to CCFFTM(3S) on all rows of the result, and then on all planes of that
result. See SCFFTM(3S) and CCFFTM(3S) for more information about the algorithms used.
EXAMPLES
The following examples are for UNICOS systems only. In all the examples shown below isys is set to 0.
For better performance on small size 3D FFTs, setting isys = 1 and providing adequate workspace would
yield better performance.
Example 1: Initialize the TABLE array in preparation for doing a three-dimensional FFT of size 128 by 128
by 128. In this case only the isign, n1, n2, n3, and table arguments are used; you can use dummy arguments
or zeros for other arguments.
REA L TAB LE(100 + 2*( 128 + 128 + 128 ))
CAL L SCF FT3 D (0, 128 , 128 , 128 , 0.0, DUM MY, 1, 1, DUM MY, 1, 1,
& TABLE, DUM MY, 0)
Example 2: X is a real array of size (0:128, 0:128, 0:128). The first 128 elements of each dimension
contain data; for performance reasons, the extra element forces the leading dimensions to be odd numbers. Y
is a complex array of dimension (0:64, 0:128, 0:128). Take the three-dimensional FFT of X and store it in
Y. Initialize the TABLE array, as in example 1.
Example 3: With X and Y as in example 2, take the inverse FFT of Y and store it back in X. The scale
factor 1/(128**3) is used. Assume that the TABLE array is initialized already.
CAL L CSF FT3 D(-1, 128, 128, 128 , 1.0/12 8.0 **3 , Y, 65, 129 ,
& X, 130 , 129 , TAB LE, WOR K, 0)
Example 4: Do the same computation as in example 2, but assume that the lower bound of each array is 1,
rather than 0. No change is made in the subroutine calls.
REAL X(1 29, 129 , 129 )
COM PLEX Y(6 5, 129, 129)
REA L TAB LE(100 + 2*( 128 + 128 + 128 ))
REAL WOR K(512* 128 )
...
CAL L SCF FT3 D(0, 128, 128 , 128 , 1.0 , X, 129, 129,
& Y, 65, 129 , TAB LE, WOR K, 0)
CALL SCFFT3 D(1 , 128 , 128 , 128 , 1.0 , X, 129 , 129 ,
& X, 129, 129 , TABLE, WOR K, 0)
Example 5: Do the same computation as in example 4, but equivalence the input and output arrays to save
storage space. Assume that the TABLE array is initialized already.
REAL X(1 30, 129 , 129 )
COMPLE X Y(65, 129 , 129 )
EQU IVALEN CE (X( 1, 1, 1), Y(1 , 1, 1))
...
CALL SCF FT3D(1, 128, 128, 128, 1.0, X, 130 , 129 ,
& Y, 65, 129 , TAB LE, WOR K, 0)
SEE ALSO
CCFFT(3S), CCFFT2D(3S), CCFFT3D(3S), CCFFTM(3S), SCFFT(3S), SCFFT2D(3S), SCFFTM(3S)
NAME
SCFFTM, CSFFTM – Applies multiple real-to-complex or complex-to-real Fast Fourier Transforms (FFTs)
SYNOPSIS
CALL SCFFTM (isign, n, lot, scale, x, ldx, y, ldy, table, work, isys)
CALL CSFFTM (isign, n, lot, scale, x, ldx, y, ldy, table, work, isys)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
On UNICOS/mk systems, this subroutine executes on a single processor and uses only private data
DESCRIPTION
SCFFTM computes the FFT of each column of the real matrix X, and it stores the results in the
corresponding column of the complex matrix Y. CSFFTM computes the corresponding inverse transforms.
In FFT applications, it is customary to use zero-based subscripts; the formulas are simpler that way. First,
the function of SCFFTM is described. Suppose that the arrays are dimensioned as follows:
REA L X(0 :ldx-1 , 0:lot-1)
COM PLEX Y(0 :ldy-1 , 0:lot- 1)
In fact, in many applications, the second half of the complex output data is never explicitly computed or
stored. Likewise, you must supply only the first half of the complex data in each column has to be supplied
for the complex-to-real FFT.
Another implication of FFT theory is that for real input data, the first output value in each column, Y(0, L),
will always be a real number; therefore, the imaginary part will always be 0. If n is an even number, Y(n / 2,
L) will also be real and have 0 imaginary parts.
Complex-to-real FFTs
Consider the complex-to-real case. The effect of the computation is given by the preceding formula, but
with X complex and Y real.
In general, the FFT transforms a complex sequence into a complex sequence; however, in a certain
application you may know the output sequence is real, perhaps because the complex input sequence was the
transform of a real sequence. In this case, you can save about half of the computational work.
According to the theory of Fourier transforms, for the output sequence, Y, to be a real sequence, the
following identity on the input sequence, X, must be true:
n
X k,L = X n– k,L for ≤ k ≤ n– 1
2
n
And, in fact, the input values X k,L for k > do not have to be supplied, because they can be inferred from
2
the first half of the input.
Thus, in the complex-to-real routine, CSFFTM, the arrays can be dimensioned as follows:
COM PLE X X(0 :ld x-1, 0:l ot-1)
REA L Y(0 :ldy-1, 0:lot-1)
NOTES
Table Initialization
The table array contains the trigonometric tables used in calculation of the FFT. You must initialize this
table by calling the routine with isign = 0 prior to doing the transforms. table does not have to be
reinitialized if the value of the problem size, n, does not change.
Dimensions
In the preceding description, it is assumed that array subscripts were zero-based, as is customary in FFT
applications. Thus, the input and output arrays are declared (for SCFFTM):
REA L X(0:ld x-1, 0:l ot- 1)
COMPLE X Y(0:ld y-1, 0:l ot- 1)
No change is made in the calling sequence, however, if you prefer to use the more customary Fortran style
with subscripts starting at 1. The same values of ldx and ldy would be passed to the subroutine even if the
input and output arrays were dimensioned as follows:
REA L X(l dx, lot )
COM PLE X Y(l dy, lot )
Performance Tips
This routine computes an FFT for any value of n, but the performance for a given value of n depends on the
prime factorization of n. This fact is characteristic of all FFT algorithms.
Fastest performance is realized when n is a power of 2; in which case, the number of floating-point
operations is approximately:
5 .
lot . n . log 2 (n)
2
If n contains factors of 3, computation time is slightly longer, because more floating-point operations are
required. It is longer still if n contains powers of 5. Slowest performance is when n is a prime number, in
2
which case, the number of floating-point operations is approximately 4 . lot . n .
The kernel routines are optimized for values of n that are products of powers of 2, 3, and 5. (Because the
kernel routines have a special case for multiples of 4, even powers of 2 will be slightly faster than odd
powers of 2.)
In the UNICOS implementation, to avoid memory bank conflicts, it is very important to make the leading
dimensions of the arrays odd numbers (or, if that is not possible, make them an odd multiple of 2). To
attain best vectorization performance, the lot size should be at least 64, and preferably it should be a multiple
of 64.
Neither SCFFTM nor CSFFTM is optimized on UNICOS/mk systems.
Implementation-dependent Items
The Standard FFT routines were designed so that they could be implemented efficiently on many different
architectures. The calling sequence is the same in any implementation. Certain details, however, depend on
the particular implementation. These details are confined to three areas:
• The first area is the size of the table and work arrays. Different systems may need different sizes. No
change is required to the subroutine call, but you might have to change the array sizes in the
DIMENSION or type statements that declare the arrays.
• The second area is the isys parameter array, an argument that gives certain implementation-specific
information. All features and functions of the FFT routines that are specific to any particular
implementation are confined to this isys array. On any implementation, you can use the default values by
specifying an argument value of 0.
No special options are supported; therefore, you can always specify an isys argument as constant 0. Other
options may be provided in subsequent software releases.
• The third area is the issue of which problem sizes or dimensions give optimal performance in a particular
implementation. See the Performance Tips subsection.
EXAMPLES
Example 1: Initialize the complex array TABLE in preparation for doing an FFT of size 128. In this case
only the isign, n, and table arguments are used; you may use dummy arguments or zeros for the other
arguments in the subroutine call.
REA L TABLE( 100 + 2*128)
CAL L SCFFTM (0, 128 , 1, 0.0 , DUM MY, 1, DUM MY, 1,
& TABLE, DUM MY, 0)
Example 2: X is a real array of dimension (0:128, 0:55), and Y is a complex array of dimension (0:64,
0:55). The first 128 elements in each column of X contain data; the extra element forces an odd leading
dimension. Take the FFT of the first 50 columns of X and store the results in the first 50 columns of Y.
Before taking the FFT, initialize the TABLE array, as in example 1.
REAL X(0:12 8, 0:5 5)
COM PLEX Y(0 :64, 0:5 5)
REA L TAB LE( 100 + 2*128)
REAL WORK(( 2*128 + 4)*50)
...
CALL SCFFTM (0, 128 , 50, 1.0 , X, 129 , Y, 65, TABLE, WOR K, 0)
CAL L SCFFTM (1, 128 , 50, 1.0, X, 129 , Y, 65, TAB LE, WOR K, 0)
Example 3: With X and Y as in example 2, take the inverse FFT of Y and store it back in X. The scale
factor 1/128 is used. Assume that the TABLE array is initialized already.
CAL L CSFFTM (-1 , 128 , 50, 1.0 /128.0 , Y, 65, X, 129 ,
& TABLE, WOR K, 0)
Example 4: Do the same computation as in example 2, but assume that the lower bound of each array is 1,
rather than 0. No change is made in the subroutine calls.
Example 5: Do the same computation as in example 4, but equivalence the input and output arrays to save
storage space. In this case, a row must be added to X, because it is equivalenced to a complex array. The
leading dimension of X is two times an odd number; therefore, memory bank conflicts are minimal. Assume
that TABLE is initialized already.
REA L X(1 30, 56)
COMPLE X Y(6 5, 56)
EQU IVALEN CE ( X(1 , 1), Y(1 , 1) )
...
CAL L SCF FTM(1, 128 , 50, 1.0 , X, 130 , Y, 65, TAB LE, WORK, 0)
SEE ALSO
CCFFT(3S), CCFFTM(3S), SCFFT(3S)
NAME
SCNVL1D – Computes a real one-dimensional (1D) convolution of two vectors
SYNOPSIS
CALL SCNVL1D (domain, isign, shape, symm, a, m, b, n, c, inc, table, work)
IMPLEMENTATION
UNICOS/mk systems
This routine executes on a single PE and uses only private data.
DESCRIPTION
SCNVL1D computes the convolution of a real filter vector a with a real data vector b, producing the output
vector c.
Let
a = a(1), a(2), . . . , a(m)
b = b(1), b(2), . . . , b(n)
be the filter and data vectors. This routine requires that m ≤ n. If m is greater than n, then a and b must be
interchanged in the calling sequence.
The convolution operation can be defined either with or without a zero-padded data vector. If we assume a
zero-padded data vector, then the convolution output sequence would be the following:
The routine allows the user to choose between computing the convolution product in either the time or
frequency domain. This can be done by setting the character variable domain to either ’F’ or ’f’ to indicate
frequency domain or ’T’ or ’t’ to indicate time domain computation.
If the user chooses to compute the convolution product in the frequency domain, then the variable isign is
used to decide if the trig tables are being initialized or the convolution product is being computed. The
SCNVL1D routine would have to be called twice (like the FFT routines), once to initialize the trig tables and
the second time to actually compute the convolution product.
If the user chooses to compute the convolution in the time domain, then the variable isign is ignored and the
convolution product is computed in the first and only pass. In addition, the two other vectors, table and
work, are also ignored.
SCNVL1D also provides a feature of immense importance in several signal processing applications. It allows
the user to set a decimation rate for the output vector. This is done using the argument inc. If inc is set to
1, then all the output elements are computed, i.e., (n+m– 1) for zero-padded convolution and (n– m+1)
elements for non zero-padded convolution. Setting inc to a positive integer greater than 1 makes the routine
compute every (inc)ˆth element of the convolution output. For example, setting inc = 2 means that the
routine computes every other output element.
For example, if m = 10, n = 200 and shape = ’V’, then setting inc = 1 would result in 200– 10+1 = 191
elements of the output vector being computed and stored in c(1), . . . , c(191). If inc is set to 2, then
trunc((n– m+inc)/inc) = 96 elements of the output vector being computed and stored in c(1), . . . , c(96).
Here, trunc is used to indicate the truncation operation.
Another feature of SCNVL1D that is of importance in certain signal processing applications such as FIR
filters is that the filter vector may be symmetric or unsymmetric. If the filter vector is symmetric, the routine
saves some computation by adding the elements of b that contribute equally to the convolution sum. The
filter vector a can be either even or odd symmetric depending on whether m is even or odd. The character
argument symm can be set to ’S’ or ’s’ to indicate symmetry and ’N’ or ’n’ to indicate that a is
non-symmetric.
This routine has the following arguments:
domain Character*1. (input)
Specifies whether the computation should proceed in the frequency domain or the time domain.
domain = ’F’ or ’f’ for frequency domain computation
domain = ’T’ or ’t’ for time domain computation
isign Integer. (input)
Specifies if the routine should initialize the trig tables or proceed with the computation of the
convolution product in the frequency domain. If the computation is to be performed in the time
domain then isign is ignored.
isign = 0 to set the trig tables
isign = 1 to compute the convolution product
shape Character*1. (input)
Specifies if the computation should proceed with or without a zero padded data vector.
NOTES
The flexibility of choosing between frequency domain and time domain computation of the convolution has
been provided so that the user may experiment between the two and choose the one that is faster for the
particular problem size at hand.
Usually when n is big and m is small, time domain computation is less expensive. If both m and n are large,
then the frequency domain computation is less expensive. For all problem sizes in between, the user is
encouraged to choose between the two modes depending on the numerical complexity of the two algorithms,
the amount of workspace available, and experimentation.
EXAMPLES
If m = 5, n = 10, a = [1 2 3 4 5], and b = [1 2 3 4 5 6 7 8 9 10], then shape = ’F’ and inc = 1 would yield
c = [1 4 10 20 35 50 65 80 95 110 114 106 85 50].
If shape = ’F’ and inc = 3, then c = [1 20 65 110 85].
If shape = ’V’ and inc = 1, then c = [35 50 65 80 95 110].
If shape = ’V’ and inc = 2, then c = [35 65 95].
SEE ALSO
SCNVL2D(3S)
NAME
SCNVL2D – Computes a real two-dimensional (2D) convolution of two matrices
SYNOPSIS
CALL SCNVL2D (domain, isign, shape, symm, A, lda, m1, m2, B, ldb, n1, n2, C, ldc,
inc1, inc2, table, work)
IMPLEMENTATION
UNICOS/mk systems
This routine executes on a single PE and uses only private data.
DESCRIPTION
SCNVL2D computes the convolution of a real filter matrix A with a real data matrix B, producing the output
matrix C.
Let the following be the filter and data matrices:
A = a(j,i) 1≤j≤m1, 1≤i≤m2
B = b(j,i) 1≤j≤n1, 1≤i≤n2
This routine requires that m1 ≤ n1 and m2 ≤ n2. If m1 > n1 and m2 > n2, then A and B must be
interchanged in the calling sequence. The following cases cannot be handled by this routine: m1 > n1 and
m2 ≤ n2, m1 ≤ n1 and m2 > n2.
The convolution operation can be defined either with or without a zero-padded data matrix. If we assume a
zero-padded data matrix, then the convolution output sequence would be the following:
If the user chooses to compute the convolution in the time domain, then the variable isign is ignored and the
convolution product is computed in the first and only pass. In addition, the two other vectors, table and
work, are also ignored.
SCNVL2D also provides a feature of immense importance in several signal processing applications. It allows
the user to set a decimation rate in both dimensions for the output matrix. This is done using the arguments
inc1 and inc2. If inc1 is set to 1, then all the output elements along the first dimension are computed, i.e.,
(n1+m1– 1) for zero-padded convolution and (n1– m1+1) elements for non zero-padded convolution. The
same is the case for inc2 = 1 along the second dimension. Setting inc1 and inc2 to a positive integer greater
than 1 makes the routine compute every (inc1)th and (inc2)th element of the convolution output in the two
dimensions. For example setting inc1 = 1 and inc2 = 2 means that the routine computes every other column
in the convolution product.
For example if m1 = 10, m2 = 12, n1 = 200, n2 = 255, and shape = ’V’, then setting inc1 = 1 and inc2 = 2
would result in (200– 10+1) *trunc((255– 12+2)/2) = 191*122 elements of the output matrix being computed
and stored in c(1,1), . . . , c(191,122). Here trunc() is used to indicate the truncation operation.
Another feature of SCNVL2D that is of importance in certain signal processing applications such as FIR
filters is that the filter matrix may be symmetric or unsymmetric. If the filter matrix is symmetric, the
routine saves some computation by adding the elements of B that contribute equally to the convolution sum.
The filter matrix A can be either even or odd symmetric depending on whether m1 and m2 are even or odd.
The character argument symm can be set to ’S’ or ’s’ to indicate symmetry and ’N’ or ’n’ to indicate that A
is non-symmetric.
One restriction in exploiting the symmetry feature is that both m1 and m2 must be either odd or even. The
user cannot have m1 even and m2 odd if symmetry is to be exploited. If symm = ’S’ is specified when m1 =
10 and m2 = 11, for example, them the routine ignores the symm flag and computes the convolution product
assuming no symmetry.
This routine has the following arguments:
domain Character*1. (input)
Specifies if the computation should proceed in the frequency domain or the time domain.
domain = ’F’ or ’f’ for frequency domain computation
domain = ’T’ or ’t’ for time domain computation
isign Integer. (input)
Specifies if the routine should initialize the trig tables or proceed with the computation of the
convolution product in the frequency domain. If the computation is to be performed in the time
domain, isign is ignored. isign = 0 to set the trig tables
isign = 1 to compute the convolution product
shape Character*1. (input)
Specifies if the computation should proceed with or without a zero-padded data vector.
shape = ’F’ or ’f’ for a zero-padded convolution product
shape = ’V’ or ’v’ for a convolution with valid data (no zero padding)
NOTES
The flexibility of choosing between frequency domain and time domain computation of the convolution has
been provided so that the user may experiment between the two and choose the one that is faster for the
particular problem size at hand.
Usually when n1 and n2 are big and m1 and m2 are small, time domain computation is less expensive. If
m1, m2, n1, and n2 and n are large, the frequency domain computation is less expensive. For all problem
sizes in between, the user is encouraged to choose between the two modes depending on the numerical
complexity of the two algorithms, the amount of workspace available, and experimentation.
EXAMPLES
If
A = 1 2 3
2 3 1
3 1 2
and
B = 1 2 3 4 5
5 1 2 3 4
4 5 1 2 3
3 4 5 1 2
2 3 4 5 1
1 4 10 16 22 22 15
7 18 32 29 41 36 17
17 37 48 51 54 40 23
26 40 60 48 51 28 17
20 43 57 60 48 31 11
13 27 44 41 38 12 5
6 11 19 25 16 11 2
C =
1 4 10 16 22 22 15
17 37 48 51 54 40 23
20 43 57 60 48 31 11
6 11 19 25 16 11 2
48 51 54
57 60 48
SEE ALSO
SCNVL1D(3S)
NAME
SCONV – Performs the convolution of two sequences of real numbers
SYNOPSIS
CALL SCONV (nh, nx, ny, h, x, y)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
SCONV computes the convolution of the filter sequence h with the data sequence x, producing the output
sequence y.
Suppose h and x are two sequences of real numbers, having nh and nx elements, respectively. As is
customary in signal processing applications, let the subscripts start at 0, so
h = h(0), h(1), . . ., h(nh – 1)
x = x(0), x(1), . . ., x(nx – 1)
The "convolution product", y, is the sequence having elements defined by:
y(0) = h(nh– 1) . x(0) + h(nh– 2) . x(1) + . . . + h(0) . x(nh – 1)
y(1) = h(nh– 1) . x(1) + h(nh– 2) . x(2) + . . . + h(0) . x(nh)
y(2) = h(nh– 1) . x(2) + h(nh– 2) . x(3) + . . . + h(0) . x(nh + 1)
This example definition assumes nx > nh.
The precise definition of the convolution is:
Yk = Σ H (nh −1−j ) . x (k +j ) for 0 ≤ k ≤ny −1
0≤j ≤MIN
The number of terms in the output sequence is specified by an argument, ny. If ny < nx, the output sequence
is just truncated. If ny > nx, zeros are appended to the output sequence.
By choosing ny > nx – nh + 1, the routine does what is sometimes called "post-tapered" convolution. The
effect is as though the data sequence, x, were padded on the end with zeros, except that no zeros are actually
stored and no multiplications by zero are actually done.
This routine has the following arguments:
nh Integer. (input)
Specifies the number of elements in the filter sequence, h. nh ≥ 0.
nx Integer. (input)
Specifies the number of elements in the data sequence, x. nx ≥ 0.
ny Integer. (input)
Specifies the number of elements in the output sequence, y. ny ≥ 0.
NOTES
If ny = 0, the routine just returns. If either nh = 0 or nx = 0, the routine will zero the first ny elements in y
and return.
EXAMPLES
SEE ALSO
SCORR(3S), SCORRS(3S)
NAME
SCORR – Performs the correlation of two sequences of real numbers
SYNOPSIS
CALL SCORR (nh, nx, ny, h, x, y)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
SCORR computes the correlation of the filter sequence h with the data sequence x, producing the output
sequence y.
Suppose h and x are two sequences of real numbers, having nh and nx elements, respectively. As is
customary in signal processing applications, let the subscripts start at 0, so
h = h(0), h(1), . . ., h(nh – 1)
x = x(0), x(1), . . ., x(nx – 1)
The "correlation product", y, is the sequence having elements defined by:
y(0) = h(0) . x(0) + h(1) . x(1) + . . . + h(nh – 1) . x(nh – 1)
y(1) = h(0) . x(1) + h(1) . x(2) + . . . + h(nh – 1) . x(nh)
y(2) = h(0) . x(2) + h(1) . x(3) + . . . + h(nh – 1) . x(nh + 1)
This example definition assumes that nx ≥ nh.
The precise definition is as follows:
Yk = Σ H (nh −1−j ) . x (k +j ) for 0 ≤ k ≤ny −1
0≤j ≤min
The number of terms in the output sequence is specified by the argument ny. If ny < nx, the output sequence
is just truncated. If ny > nx, zeros are appended to the output sequence.
By choosing ny > nx – nh + 1, the routine does what is sometimes called "post-tapered" correlation. The
effect is as though the data sequence, x, were padded on the end with zeros, except that no zeros are actually
stored and no multiplications by zero are actually done. This routine has the following arguments:
nh Integer. (input)
Specifies the number of elements in the filter sequence, h. nh ≥ 0.
nx Integer. (input)
Specifies the number of elements in the sequence of data sequence, x. nx ≥ 0.
ny Integer. (input)
Specifies the number of elements in the output sequence, y. ny ≥ 0.
h Real array of dimension (0, nh−1). (input)
Specifies the input sequence of filter values.
NOTES
If ny = 0, the routine returns. If either nh = 0 or nx = 0, the routine will zero the first ny elements in y and
return.
EXAMPLES
SEE ALSO
SCONV(3S), SCORRS(3S)
NAME
SCORRS – Performs the correlation of two sequences of real numbers (symmetric filter)
SYNOPSIS
CALL SCORRS (nh, nx, ny, h, x, y)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
SCORRS computes the correlation of the symmetric filter sequence h with the data sequence x, producing the
output sequence y. The filter, h, is assumed to be symmetric about its middle.
The computation carried out by SCORRS is exactly the same as that done by routine SCORR, with one
exception: the filter, h, is assumed to be symmetric, so only the first half of the elements are accessed. The
values of the second half are inferred from the first half and do not actually have to be supplied by the
calling routine.
To review the definition of correlation (not necessarily assuming a symmetric filter), suppose h and x are two
sequences of real numbers, having nh and nx elements, respectively. As is customary in signal processing
applications, let the subscripts start at 0, so
h = h(0), h(1), . . ., h(nh – 1)
x = x(0), x(1), . . ., x(nx – 1)
The "correlation product", y, is the sequence having elements defined by:
y(0) = h(0) . x(0) + h(1) . x(1) + . . . + h(nh– 1) . x(nh– 1)
y(1) = h(0) . x(1) + h(1) . x(2) + . . . + h(nh– 1) . x(nh)
y(2) = h(0) . x(2) + h(1) . x(3) + . . . + h(nh– 1) . x(nh+1)
This example definition assumes that nx ≥ nh.
The precise definition of correlation is as follows:
Yk = Σ H (nh −1−j ) . x (k +j ) for 0 ≤ k ≤ny −1
0≤j ≤MIN
The SCORRS routine makes the assumption that the filter is symmetric; in other words, that h(nh − j) = h(j),
for 0 ≤ j ≤ nh / 2.
Only the elements h(0) through h (nh/2) are accessed by the routine. The last half of the filter values are not
accessed and do not actually have to be supplied by the calling routine.
The number of terms in the output sequence is specified by an argument, ny. If ny < nx, then the output
sequence is just truncated. If ny > nx, then zeros are appended to the output sequence.
By choosing ny > nx − nh+1, the routine does what is sometimes called "post-tapered" correlation. The
effect is as though the data sequence, x, were padded on the end with zeros, except that no zeros are actually
stored and no multiplications by zero are actually done.
This routine has the following arguments:
nh Integer. (input)
Specifies the number of elements in the filter sequence, h. nh ≥ 0.
nx Integer. (input)
Specifies the number of elements in the data sequence, x. nx ≥ 0.
ny Integer. (input)
Specifies the number of elements in the output sequence, y. ny ≥ 0.
h Real array of dimension (0, nh/2). (input)
Specifies the input sequence of filter values. Only values h(0) through h (nh/2) are accessed; the
second half of the filter values are inferred from the symmetry of h.
x Real array of dimension (0, nx−1). (input)
Specifies the input sequence of data values.
y Real array of dimension (0, ny−1). (output)
Specifies the output sequence.
NOTES
If ny = 0, the routine returns. If either nh = 0 or nx = 0, the routine zeroes the first ny elements in y and
returns.
EXAMPLES
SEE ALSO
SCONV(3S), SCORR(3S)
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New Features
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ii 004–2081–002
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INTRO_MACH(3S)
INTRO_SCALAPACK(3S)
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viii 004–2081–002
CONTENTS
intro_lapack, INTRO_LAPACK .......................... Introduction to LAPACK solvers for dense linear systems ...................... 333
eispack, EISPACK .................................................. Introduction to Eigensystem computation for dense linear systems ......... 349
linpack, LINPACK .................................................. Single-precision real and complex LINPACK routines ............................ 355
Scalable LAPACK
intro_scalapack, INTRO_SCALAPACK ............ Introduction to the ScaLAPACK routines for distributed matrix
computations .............................................................................................. 359
descinit, DESCINIT ............................................. Initializes a descriptor vector of a distributed two-dimensional array ...... 362
indxg2p, INDXG2P .................................................. Computes the coordinate of the processing element (PE) that
possesses the entry of a distributed matrix ............................................... 364
numroc, NUMROC ...................................................... Computes the number of rows or columns of a distributed matrix
owned locally ............................................................................................ 365
pcheevx, PCHEEVX .................................................. Computes selected eigenvalues and eigenvectors of a Hermitian-
definite eigenproblem ................................................................................ 366
pchegvx, PCHEGVX .................................................. Computes selected eigenvalues and eigenvectors of a Hermitian-
definite generalized eigenproblem ............................................................. 374
psgebrd, PSGEBRD, PCGEBRD ............................... Reduces a real or complex distributed matrix to bidiagonal form ........... 382
psgelqf, PSGELQF, PCGELQF ............................... Computes an LQ factorization of a real or complex distributed matrix ... 387
psgeqlf, PSGEQLF, PCGEQLF ............................... Computes a QL factorization of a real or complex distributed matrix ..... 390
psgeqpf, PSGEQPF, PCGEQPF ............................... Computes a QR factorization with column pivoting of a real or
complex distributed matrix ........................................................................ 393
psgeqrf, PSGEQRF, PCGEQRF ............................... Computes a QR factorization of a real or complex distributed matrix ..... 396
psgerqf, PSGERQF, PCGERQF ............................... Computes a RQ factorization of a real or complex distributed matrix ..... 399
psgesv, PSGESV, PCGESV ...................................... Computes the solution to a real or complex system of linear
equations .................................................................................................... 402
psgetrf, PSGETRF, PCGETRF ............................... Computes an LU factorization of a real or complex distributed matrix ... 405
psgetri, PSGETRI, PCGETRI ............................... Computes the inverse of a real or complex distributed matrix ................. 408
psgetrs, PSGETRS, PCGETRS ............................... Solves a real or complex distributed system of linear equations .............. 411
psposv, PSPOSV, PCPOSV ...................................... Solves a real symmetric or complex Hermitian system of linear
equations .................................................................................................... 414
pspotrf, PSPOTRF, PCPOTRF ............................... Computes the Cholesky factorization of a real symmetric or complex
Hermitian positive definite distributed matrix ........................................... 418
pspotri, PSPOTRI, PCPOTRI ............................... Computes the inverse of a real symmetric or complex Hermitian
positive definite distributed matrix ............................................................ 421
pspotrs, PSPOTRS, PCPOTRS ............................... Solves a real symmetric positive definite or complex Hermitian
positive definite system of linear equations .............................................. 424
pssyevx, PSSYEVX .................................................. Computes selected eigenvalues and eigenvectors of a real symmetric
matrix ......................................................................................................... 427
pssygvx, PSSYGVX .................................................. Computes selected eigenvalues and eigenvectors of a real
symmetric-definite generalized eigenproblem ........................................... 434
pssytrd, PSSYTRD, PCHETRD ............................... Reduces a real symmetric or complex Hermitian distributed matrix to
tridiagonal form ......................................................................................... 442
pstrtri, PSTRTRI, PCTRTRI ............................... Computes the inverse of a real or complex upper or lower triangular
distributed matrix ....................................................................................... 446
pstrtrs, PSTRTRS, PCTRTRS ............................... Solves a real or complex distributed triangular system ............................ 449
BLACS routines
intro_blacs, INTRO_BLACS ............................... Introduction to Basic Linear Algebra Communication Subprograms ...... 535
blacs_barrier, BLACS_BARRIER ..................... Stops execution until all specifed processes have called a routine ........... 539
blacs_exit, BLACS_EXIT ................................... Frees all existing grids .............................................................................. 540
blacs_gridexit, BLACS_GRIDEXIT ................. Frees a grid ................................................................................................ 541
blacs_gridinfo, BLACS_GRIDINFO ................. Returns information about the two-dimensional processor grid ............... 542
blacs_gridinit, BLACS_GRIDINIT ................. Initializes counters, variables, and so on, for the BLACS routines .......... 543
blacs_gridmap, BLACS_GRIDMAP ..................... a grid of processors ................................................................................... 544
blacs_pcoord, BLACS_PCOORD .......................... Computes coordinates in two-dimensional grids ....................................... 545
blacs_pnum, BLACS_PNUM ................................... Returns the processor element number for specified coordinates in
two-dimensional grids ............................................................................... 546
gridinfo3d, GRIDINFO3D ................................... Returns information about the three-dimensional processor grid ............. 547
gridinit3d, GRIDINIT3D ................................... Initializes variables for a three-dimensional (3D) grid partition of
processor set .............................................................................................. 548
igamn2d, IGAMN2D, SGAMN2D, CGAMN2D ............ Determines minimum absolute values of rectangular matrices ................. 550
Out-of-core routines
intro_core, INTRO_CORE ................................... Introduction to the Cray Research Scientific Library out-of-core
routines for linear algebra ......................................................................... 575
scopy2rv, SCOPY2RV, CCOPY2RV ........................ Copies a submatrix of a real or complex matrix in memory into a
virtual matrix ............................................................................................. 590
scopy2vr, SCOPY2VR, CCOPY2VR ........................ Copies a submatrix of a virtual matrix to a real or complex (in
memory) matrix ......................................................................................... 593
vbegin, VBEGIN ...................................................... Initializes the out-of-core routine data structures ...................................... 595
vend, VEND ................................................................ Handles terminal processing for the out-of-core routines ......................... 598
vsgemm, VSGEMM, VCGEMM ...................................... Multiplies a virtual real or complex general matrix by a virtual real
or complex general matrix ........................................................................ 600
vsgetrf, VSGETRF, VCGETRF ............................... Computes an LU factorization of a virtual general matrix with real or
complex elements, using partial pivoting with row interchanges ............. 604
vsgetrs, VSGETRS, VCGETRS ............................... Solves a virtual system of linear equations, using the LU factorization
computed by VSGETRF(3S) or VCGETRF(3S) ......................................... 608
vspotrf, VSPOTRF .................................................. Computes the Cholesky factorization of a real symmetric positive
definite virtual matrix ................................................................................ 610
vspotrs, VSPOTRS .................................................. Solves a virtual system of linear equations with a symmetric positive
definite matrix whose Cholesky factorization has been computed by
VSPOTRF(3S) ............................................................................................ 612
vssyrk, VSSYRK ...................................................... Performs symmetric rank k update of a real or complex symmetric
virtual matrix ............................................................................................. 614
vstorage, VSTORAGE ............................................. Declares packed storage mode for a triangular, symmetric, or
Hermitian (complex only) virtual matrix .................................................. 616
vstrsm, VSTRSM, VCTRSM ...................................... Solves a virtual real or virtual complex triangular system of equations
with multiple right-hand sides ................................................................... 619
Superseded routines
intro_superseded, INTRO_SUPERSEDED ....... Introduction to superseded Scientific Library routines ............................. 631
gather, GATHER ...................................................... Gathers a vector from a source vector ...................................................... 633
minv, MINV ................................................................ Solves systems of linear equations by inverting a square matrix ............. 634
mxm, MXM ....................................................................
Computes matrix-times-matrix product (unit increments) ........................ 637
mxma, MXMA ................................................................ Computes matrix-times-matrix product (arbitrary increments) ................. 639
mxv, MXV ....................................................................
Computes matrix-times-vector product (unit increments) ......................... 642
mxva, MXVA ................................................................ Computes matrix-times-vector product (arbitrary increments) ................. 644
scatter, SCATTER .................................................. Scatters a vector into another vector ......................................................... 646
smxpy, SMXPY ........................................................... Multiplies a column vector by a matrix and adds the result to another
column vector ............................................................................................ 647
sxmpy, SXMPY ........................................................... Multiplies a row vector by a matrix and adds the result to another
row vector .................................................................................................. 649
trid, TRID ................................................................ Solves a tridiagonal system ....................................................................... 651
NAME
INTRO_LAPACK – Introduction to LAPACK solvers for dense linear systems
IMPLEMENTATION
See individual man pages for implementation details
DESCRIPTION
The preferred solvers for dense linear systems are those parts of the LAPACK package included in the
current version of the Scientific Library. The LAPACK routines in the Scientific Library supersede the older
LINPACK routines (see LINPACK(3S) for more information).
LAPACK Routines
LAPACK is a public domain library of subroutines for solving dense linear algebra problems, including the
following:
• Systems of linear equations
• Linear least squares problems
• Eigenvalue problems
• Singular value decomposition (SVD) problems
For details about which routines are supported, see LAPACK Routines Contained in the Scientific Library,
which follows.
The LAPACK package is designed to be the successor to the older LINPACK and EISPACK packages. It
uses today’s high-performance computers more efficiently than the older packages. It also extends the
functionality of these packages by including equilibration, iterative refinement, error bounds, and driver
routines for linear systems, routines for computing and reordering the Schur factorization, and condition
estimation routines for eigenvalue problems.
Performance issues are addressed by implementing the most computationally-intensive algorithms by using
the Level 2 and 3 Basic Linear Algebra Subprograms (BLAS). Because most of the BLAS were optimized
in single- and multiple-processor environments for UNICOS and UNICOS/mk systems, these algorithms give
near optimal performance.
The original Fortran programs are described in the LAPACK User’s Guide by E. Anderson, Z. Bai,
C. Bischof, J. Demmel, J. Dongarra, J. Du Croz, A. Greenbaum, S. Hammarling, A. McKenney,
S. Ostrouchov, and D. Sorensen, published by the Society for Industrial and Applied Mathematics (SIAM),
Philadelphia, 1992. You can order the LAPACK User’s Guide, publication TPD– 0003.
LAPACK Routines Contained in the Scientific Library
Most of the single-precision (64-bit) real and complex routines from LAPACK 2.0 are supported in the
Scientific Library. This includes driver routines and computational routines for solving linear systems, least
squares problems, and eigenvalue and singular value problems. Selected auxiliary routines for generating
and manipulating elementary orthogonal transformations are also supported.
The Scientific Library does not include the LAPACK driver routines for certain generalized eigenvalue and
singular value computations and the divide-and-conquer routines for computing eigenvalues, which were new
for LAPACK 2.0. This may be added in a future release. Also, most of the auxiliary routines used only
internally by LAPACK have been renamed to avoid conflicts with user-defined subroutine names.
The LAPACK routines in the Scientific Library are described online in man pages. For example, to see a
description of the arguments to the expert driver routine for solving a general system of equations, enter the
following command:
% man sgesvx
The user interface to all LAPACK routines is exactly the same as the standard LAPACK interface, except
for the CPTSV(3L) and CPTSVX(3L) driver routines. An optional character argument was added to CPTSV
and CPTSVX to afford upward compatibility with the storage format in LINPACK’s CPTSL. However,
because the argument is optional the LAPACK calling sequence also is accepted.
Several enhancements were made to the public-domain LAPACK software to improve performance for
UNICOS and UNICOS/mk systems. In particular, the solve routines were redesigned to give better
performance for one or a small number of right-hand sides, and to make better use of parallelism when the
number of right-hand sides is large.
Tuning parameters for the block algorithms provided in the Scientific Library are set within the LAPACK
routine ILAENV(3L). ILAENV(3L) is an integer function subprogram that accepts information about the
problem type and dimensions, and it returns one integer parameter, such as the optimal block size, the
minimum block size for which a block algorithm should be used, or the crossover point (the problem size at
which it becomes more efficient to switch to an unblocked algorithm). The setting of tuning parameters
occurs without user intervention, but users may call ILAENV(3L) directly to discover the values that will be
used (for example, to determine how much workspace to provide).
Naming Scheme
The name of each LAPACK routine is a coded specification of its function (within the limits of standard
FORTRAN 77 six-character names).
All driver and computational routines have five- or six-character names of the form XYYZZ or XYYZZZ.
The first letter in each name, X, indicates the data type, as follows:
S REAL (single precision)
C COMPLEX
The next two letters, YY, indicate the type of matrix (or the most-significant matrix). Most of these
two-letter codes apply to both real and complex matrices, but a few apply specifically to only one or the
other. The matrix types are as follows:
BD BiDiagonal
GB General Band
GE GEneral (nonsymmetric)
GG General matrices, Generalized problem
GT General Tridiagonal
HB Hermitian Band (complex only)
HE HErmitian (possibly indefinite) (complex only)
HG Hessenberg matrix, Generalized problem
HP Hermitian Packed (possibly indefinite) (complex only)
HS upper HeSsenberg
OP Orthogonal Packed (real only)
OR ORthogonal (real only)
PB Positive definite Band (symmetric or Hermitian)
PO POsitive definite (symmetric or Hermitian)
PP Positive definite Packed (symmetric or Hermitian)
PT Positive definite Tridiagonal (symmetric or Hermitian)
SB Symmetric Band (real only)
SP Symmetric Packed (possibly indefinite)
ST Symmetric Tridiagonal
SY SYmmetric (possibly indefinite)
TB Triangular Band
TG Triangular matrices, Generalized problem
TP Triangular Packed
TR TRiangular
TZ TrapeZoidal
UN UNitary (complex only)
UP Unitary Packed (complex only)
Some LAPACK auxiliary routines also have man pages on UNICOS and UNICOS/mk systems. These
routines use the special YY designation:
LA LAPACK Auxiliary routine
For example, ILAENV(3) is the auxiliary routine that determines the block size for a particular algorithm and
problem size.
The last two or three letters, ZZ or ZZZ, indicate the computation performed. For example, SGETRF
performs a TRiangular Factorization of a Single-precision (real) GEneral matrix; CGETRF performs the
factorization of a Complex GEneral matrix.
Name Purpose
Name Purpose
Name Purpose
Name Purpose
SSYSVX Solves a real or complex symmetric indefinite system of linear equations AX = B and
CSYSVX provides an estimate of the condition number and error bounds on the solution.
Computational Routines
These computational routines are listed in alphabetical order, with real matrix routines and complex matrix
routines grouped together as appropriate.
Name Purpose
CHECON Estimates the reciprocal of the condition number of a complex Hermitian indefinite matrix,
using the factorization computed by CHETRF.
CHERFS Improves the computed solution to a complex Hermitian indefinite system of linear
equations AX = B and provides error bounds for the solution.
CHETRF Computes the factorization of a complex Hermitian indefinite matrix, using the diagonal
pivoting method.
CHETRI Computes the inverse of a complex Hermitian indefinite matrix, using the factorization
computed by CHETRF.
CHETRS Solves a complex Hermitian indefinite system of linear equations AX = B, using the
factorization computed by CHETRF.
CHPCON Estimates the reciprocal of the condition number of a complex Hermitian indefinite matrix
in packed storage, using the factorization computed by CHPTRF.
CHPRFS Improves the computed solution to a complex Hermitian indefinite system of linear
equations AX = B (A is held in packed storage) and provides error bounds for the solution.
CHPTRF Computes the factorization of a complex Hermitian indefinite matrix in packed storage,
using the diagonal pivoting method.
CHPTRI Computes the inverse of a complex Hermitian indefinite matrix in packed storage, using the
factorization computed by CHPTRF.
CHPTRS Solves a complex Hermitian indefinite system of linear equations AX = B (A is held in
packed storage) using the factorization computed by CHPTRF.
ILAENV Determines tuning parameters (such as the block size).
SBDSQR Compute the singular value decomposition of a general matrix reduced to bidiagonal form
CBDSQR
SGBCON Estimates the reciprocal of the condition number of a general band matrix, in either the 1-
CGBCON norm or the infinity-norm, using the LU factorization computed by SGBTRF or CGBTRF.
Name Purpose
SGBEQU Computes row and column scalings to equilibrate a general band matrix and reduce its
CGBEQU condition number. Does not multiprocess or call any multiprocessing routines.
SGBRFS Improves the computed solution to any of the following general banded systems of linear
CGBRFS equations and provides error bounds for the solution.
AX = B
T
A X=B
H
A X=B
SGBTRF Computes an LU factorization of a general band matrix, using partial pivoting with row
CGBTRF interchanges.
SGBTRS Solves any of the following general banded systems of linear equations using the LU
CGBTRS factorization computed by SGBTRF or CGBTRF.
AX = B
T
A X=B
H
A X=B
SGEBAK Back transform the eigenvectors of a matrix transformed by SGEBAL/CGEBAL.
CGEBAK
SGEBAL Balances a general matrix A.
CGEBAL
SGEBRD Reduces a general matrix to upper or lower bidiagonal form by an orthogonal/unitary
CGEBRD transformation.
SGECON Estimates the reciprocal of the condition number of a general matrix, in either the 1-norm or
CGECON the infinity-norm, using the LU factorization computed by SGETRF or CGETRF.
SGEEQU Computes row and column scalings to equilibrate a general rectangular matrix and to reduce
CGEEQU its condition number.
SGEHRD Reduces a general matrix to upper Hessenberg form by an orthogonal/unitary transformation.
CGEHRD
SGELQF Computes an LQ factorization of a general rectangular matrix.
CGELQF
SGEQLF Computes a QL factorization of a general rectangular matrix.
CGEQLF
SGEQPF Computes a QR factorization with column pivoting of a general rectangular matrix.
CGEQPF
Name Purpose
Name Purpose
SGTTRF Computes an LU factorization of a general tridiagonal matrix, using partial pivoting with
CGTTRF row interchanges.
SGTTRS Solves a general tridiagonal system of linear equations using the LU factorization computed
CGTTRS by SGTTRF or CGTTRF. AX = B
T
A X=B
H
A X=B
SHGEQZ Compute the eigenvalues of a matrix pair (A,B) in generalized upper Hessenberg form using
CHGEQZ the QZ method
SHSEIN Compute eigenvectors of a upper Hessenberg matrix by inverse iteration
CHSEIN
SHSEQR Compute eigenvalues, Schur form, and Schur vectors of a upper Hessenberg matrix
CHSEQR
SLAMCH Computes machine-specific constants.
SLARF Applies an elementary reflector.
CLARF
SLARFB Applies a block reflector.
CLARFB
SLARFG Generates an elementary reflector.
CLARFG
SLARFT Forms the triangular factor of a block reflector.
CLARFT
SLARGV Generate a vector of real or complex plane rotations
CLARGV
SLARNV Generates a vector of random numbers.
CLARNV
SLARTG Generates a plane rotation.
CLARTG
SLARTV Apply a vector of real or complex plane rotations to two vectors
CLARTV
SLASR Apply a sequence of real plane rotations to a matrix
CLASR
SOPGTR Generates the orthogonal/unitary matrix Q from SSPTRD/CHPTRD.
CUPGTR
Name Purpose
Name Purpose
SPBRFS Improves the computed solution to a symmetric or Hermitian positive definite banded
CPBRFS system of linear equations AX = B and provides error bounds for the solution.
SPBSTF Compute a split Cholesky factorization of a symmetric or Hermitian positive definite band
CPBSTF matrix.
SPBTRF Computes the Cholesky factorization of a symmetric or Hermitian positive definite band
CPBTRF matrix.
SPBTRS Solves a symmetric or Hermitian positive definite banded system of linear equations AX =
CPBTRS B, using the Cholesky factorization computed by SPBTRF or CPBTRF.
SPOCON Estimates the reciprocal of the condition number of a symmetric or Hermitian positive
CPOCON definite matrix, using the Cholesky factorization computed by SPOTRF or CPOTRF.
SPOEQU Computes row and column scalings to equilibrate a symmetric or Hermitian positive definite
CPOEQU matrix and reduces its condition number.
SPORFS Improves the computed solution to a symmetric or Hermitian positive definite system of
CPORFS linear equations AX = B and provides error bounds for the solution.
SPOTRF Computes the Cholesky factorization of a symmetric or Hermitian positive definite matrix.
CPOTRF
SPOTRI Computes the inverse of a symmetric or Hermitian positive definite matrix, using the
CPOTRI Cholesky factorization computed by SPOTRF or CPOTRF.
SPOTRS Solves a symmetric or Hermitian positive definite system of linear equations AX = B, using
CPOTRS the Cholesky factorization computed by SPOTRF or CPOTRF.
SPPCON Estimates the reciprocal of the condition number of a symmetric or Hermitian positive
CPPCON definite matrix in packed storage, using the Cholesky factorization computed by SPPTRF or
CPPTRF.
SPPEQU Computes row and column scalings to equilibrate a symmetric or Hermitian positive definite
CPPEQU matrix in packed storage and reduces its condition number.
SPPRFS Improves the computed solution to a symmetric or Hermitian positive definite system of
CPPRFS linear equations AX = B (A is held in packed storage) and provides error bounds for the
solution.
SPPTRF Computes the Cholesky factorization of a symmetric or Hermitian positive definite matrix in
CPPTRF packed storage.
SPPTRI Computes the inverse of a symmetric or Hermitian positive definite matrix in packed
CPPTRI storage, using the Cholesky factorization computed by SPPTRF or CPPTRF.
SPPTRS Solves a symmetric or Hermitian positive definite system of linear equations AX = B (A is
CPPTRS held in packed storage) using the Cholesky factorization computed by SPPTRF or CPPTRF.
Name Purpose
H
SPTCON Uses the LDL factorization computed by SPTTRF or CPTTRF to compute the reciprocal
CPTCON of the condition number of a symmetric or Hermitian positive definite tridiagonal matrix.
SPTEQR Compute eigenvalues and eigenvectors of a symmetric or Hermitian positive definite
CPTEQR tridiagonal matrix.
SPTRFS Improves the computed solution to a symmetric or Hermitian positive definite tridiagonal
CPTRFS system of linear equations AX = B and provides error bounds for the solution.
SPTTRF Computes the LDL H factorization of a symmetric or Hermitian positive definite tridiagonal
CPTTRF matrix.
H
SPTTRS Uses the LDL factorization computed by SPTTRF or CPTTRF to solve a symmetric or
CPTTRS Hermitian positive definite tridiagonal system of linear equations.
SSBGST Reduce a symmetric or Hermitian definite banded generalized eigenproblem to standard
CHBGST form.
SSBTRD Reduce a symmetric or Hermitian band matrix to real symmetric tridiagonal form by an
CHBTRD orthogonal/unitary transformation.
SSPCON Estimates the reciprocal of the condition number of a real or complex symmetric indefinite
CSPCON matrix in packed storage, using the factorization computed by SSPTRF or CSPTRF.
SSPGST Reduce a symmetric or Hermitian definite generalized eigenproblem to standard form, using
CHPGST packed storage.
SSPRFS Improves the computed solution to a real or complex symmetric indefinite system of linear
CSPRFS equations AX = B (A is held in packed storage) and provides error bounds for the solution.
SSPTRD Reduces a symmetric/Hermitian packed matrix A to real symmetric tridiagonal form by an
CHPTRD orthogonal/unitary transformation.
SSPTRF Computes the factorization of a real or complex symmetric indefinite matrix in packed
CSPTRF storage, using the diagonal pivoting method.
SSPTRI Computes the inverse of a real or complex symmetric indefinite matrix in packed storage,
CSPTRI using the factorization computed by SSPTRF or CSPTRF.
SSPTRS Solves a real or complex symmetric indefinite system of linear equations AX = B (A is held
CSPTRS in packed storage) using the factorization computed by SSPTRF or CSPTRF.
SSTEBZ Compute eigenvalues of a symmetric tridiagonal matrix by bisection.
SSTEIN Compute eigenvectors of a real symmetric tridiagonal matrix by inverse iteration.
CSTEIN
SSTEQR Compute eigenvalues and eigenvectors of a real symmetric tridiagonal matrix using the
CSTEQR implicit QL or QR method.
Name Purpose
SSTERF Compute all eigenvalues of a symmetric tridiagonal matrix using the root-free variant of the
QL or QR algorithm.
SSYCON Estimates the reciprocal of the condition number of a real or complex symmetric indefinite
CSYCON matrix, using the factorization computed by SSYTRF or CSYTRF.
SSYGST Reduce a symmetric or Hermitian definite generalized eigenproblem to standard form.
CHEGST
SSYRFS Improves the computed solution to a real or complex symmetric indefinite system of linear
CSYRFS equations AX = B and provides error bounds for the solution.
SSYTRD Reduces a symmetric/Hermitian matrix A to real symmetric tridiagonal form by an
CHETRD orthogonal/unitary transformation.
SSYTRF Computes the factorization of a real complex symmetric indefinite matrix, using the
CSYTRF diagonal pivoting method.
SSYTRI Computes the inverse of a real or complex symmetric indefinite matrix, using the
CSYTRI factorization computed by SSYTRF or CSYTRF.
SSYTRS Solves a real or complex symmetric indefinite system of linear equations AX = B, using the
CSYTRS factorization computed by SSYTRF or CSYTRF.
STBCON Estimates the reciprocal of the condition number of a triangular band matrix, in either the
CTBCON 1-norm or the infinity-norm.
STBRFS Provides error bounds for the solution of any of the following triangular banded systems of
CTBRFS linear equations:
AX = B
T
A X=B
H
A X=B
STBTRS Solves any of the following triangular banded systems of linear equations:
CTBTRS AX = B
T
A X=B
H
A X=B
STGEVC Compute eigenvectors of a pair of matrices (A,B) in generalized Schur form.
CTGEVC
STPCON Estimates the reciprocal of the condition number of a triangular matrix in packed storage, in
CTPCON either the 1-norm or the infinity-norm.
Name Purpose
STPRFS Provides error bounds for the solution of any of the following triangular systems of linear
CTPRFS equations where A is held in packed storage.
AX = B
T
A X=B
H
A X=B
STPTRI Computes the inverse of a triangular matrix in packed storage.
CTPTRI
STPTRS Solves any of the following triangular systems of linear equations where A is held in packed
CTPTRS storage.
AX = B
T
A X=B
H
A X=B
STRCON Estimates the reciprocal of the condition number of a triangular matrix, in either the 1-norm
CTRCON or the infinity-norm.
STREVC Compute eigenvectors of a real upper quasi-triangular matrix.
CTREVC Compute eigenvectors of a complex triangular matrix.
STREXC Exchange diagonal blocks in the real Schur factorization of a real matrix.
CTREXC Exchange diagonal elements in the Schur factorization of a complex matrix.
STRRFS Provides error bounds for the solution of any of the following triangular systems of linear
CTRRFS equations:
AX = B
T
A X=B
H
A X=B
STRSEN Compute condition numbers to measure the sensitivity of a cluster of eigenvalues and its
CTRSEN corresponding invariant subspace.
STRSNA Compute condition numbers for specified eigenvalues and eigenvectors of a real upper
quasi-triangular matrix.
CTRSNA Compute condition numbers for specified eigenvalues and eigenvectors of a complex upper
triangular matrix.
STRSYL Solve the Sylvester matrix equation
CTRSYL
Name Purpose
SEE ALSO
LINPACK(3S) which lists the names of the LINPACK routines that are superseded by the linear system
solvers in LAPACK
LAPACK User’s Guide, CRI publication TPD– 0003
NAME
EISPACK – Introduction to Eigensystem computation for dense linear systems
IMPLEMENTATION
UNICOS systems (except Cray T90 systems that support IEEE arithmetic)
DESCRIPTION
EISPACK is a package of Fortran routines for solving the eigenvalue problem and for computing and using
the singular-value decomposition.
The original Fortran versions are described in the Matrix Eigensystem Routines – EISPACK Guide, second
edition, by B. T. Smith, J. M. Boyle, J. J. Dongarra, B. S. Garbow, Y. Ikebe, V. C. Klema, and C. B. Moler,
published by Springer-Verlag, New York, 1976, Library of Congress catalog card number 76– 2662. The
original Fortran versions also are documented in the Matrix Eigensystem Routines - EISPACK Guide
Extensions (Lecture Notes in Computer Science, Vol. 51) by B. S. Garbow, J. M. Boyle, J. J. Dongarra, and
C. B. Moler, published by Springer-Verlag, New York, 1977, Library of Congress catalog card number
77– 2802.
Most EISPACK routines are superseded by routines from the more recent public domain package, LAPACK,
described in the LAPACK User’s Guide (see INTRO_LAPACK(3S) for a complete reference). Of particular
interest to EISPACK users who want to switch to LAPACK is Appendix D, "Converting from LINPACK
and EISPACK," of the LAPACK User’s Guide. This appendix contains a table that shows the name of the
LAPACK routines that are functionally equivalent to each EISPACK routine.
Each Scientific Library version of the EISPACK routines has the same name, algorithm, and calling
sequence as the original version. Optimization of each routine includes the following:
• Use of the Level 1 BLAS routines when applicable, and use of the Level 2 and 3 BLAS in TRED1,
TRED2, TRBAK, and REDUC.
• Removal of Fortran IF statements when the result of either branch is the same.
• Unrolling complicated Fortran DO loops to improve vectorization.
• Use of Fortran compiler directives to aid vector optimization.
These modifications increase vectorization and use optimized library routines; therefore, they reduce
execution time. Only the order of computations within a loop is changed; the modified versions produce the
same answers as the original versions, unless the problem is sensitive to small changes in the data.
The following table lists the routines, name, matrix or decomposition, and purpose for each routine.
Reduces matrix to upper Hessenberg form by using unitary Complex general CORTH
similarity transformations
Forms eigenvectors by back transforming those of the Real general ELMBAK
corresponding matrices determined by ELMHES
Reduces matrix to upper Hessenberg form by using Real general ELMHES
elementary similarity transformations
Accumulates transformations used in the reduction to upper Real general ELTRAN
Hessenberg form done by ELMHES
Reduces to symmetric tridiagonal matrix that has the same Real nonsymmetric tridiagonal FIGI
eigenvalues
Reduces to symmetric tridiagonal matrix that has the same Real nonsymmetric tridiagonal FIGI2
eigenvalues, retaining the diagonal similarity transformations
Finds eigenvalues by QR method Real upper Hessenberg HQR
Finds eigenvalues and eigenvectors by QR method Real upper Hessenberg HQR2
Finds eigenvectors given the eigenvectors of the real Complex Hermitian HTRIBK
symmetric tridiagonal matrix calculated by HTRIDI
(including eigenvectors calculated by TQL2 or IMTQL2)
Finds eigenvectors given the eigenvectors of the real Complex Hermitian (packed) HTRIB3
symmetric tridiagonal matrix calculated by HTRID3
(eigenvectors calculated by TQL2 or IMTQL2, among
others)
Reduces to real symmetric tridiagonal form by using unitary Complex Hermitian HTRIDI
similarity transformations
Reduces to real symmetric tridiagonal form by using unitary Complex Hermitian (packed) HTRID3
similarity transformations
Finds eigenvalues by using implicit QL method, and Real symmetric tridiagonal IMTQLV
associates them with their corresponding submatrix indices
Finds eigenvalues by implicit QL method Real symmetric tridiagonal IMTQL1
Finds eigenvalues and eigenvectors by implicit QL method Real symmetric tridiagonal IMTQL2
Finds eigenvectors that correspond to specified eigenvalues Real upper Hessenberg INVIT
by using inverse iteration
Determines the singular-value decomposition A = USV T , Real rectangular MINFIT
forming U T B rather than U by using Householder
bidiagonalization and a variant of the QR algorithm
Finds the eigenvalues that lie between specified indices by Real symmetric tridiagonal TRIDIB
using bisection
Finds the eigenvalues that lie in a specified interval and each Real symmetric tridiagonal TSTURM
corresponding eigenvector by using bisection and inverse
iteration
SEE ALSO
LAPACK User’s Guide, CRI publication TPD– 0003
NAME
LINPACK – Single-precision real and complex LINPACK routines
IMPLEMENTATION
UNICOS systems (except Cray T90 systems that support IEEE arithmetic)
DESCRIPTION
LINPACK is a public domain package of Fortran routines that solves systems of linear equations and
computes the QR, Cholesky, and singular value decompositions. The original Fortran programs are
described in the LINPACK User’s Guide by J. J. Dongarra, C. B. Moler, J. R. Bunch, and G. W. Stewart,
published by the Society for Industrial and Applied Mathematics (SIAM), Philadelphia, 1979, Library of
Congress catalog card number 78– 78206.
Most LINPACK routines are superseded by routines from the more recent public domain package, LAPACK,
described in the LAPACK User’s Guide (see INTRO_LAPACK(3S) for a complete reference). Of particular
interest to LINPACK users who want to switch to LAPACK is Appendix D, "Converting from LINPACK
and EISPACK," of the LAPACK User’s Guide. This appendix contains a table that shows the name of the
LAPACK routines that are functionally equivalent to each LINPACK routine.
Each single-precision Scientific Library version of the LINPACK routines has the same name, algorithm, and
calling sequence as the original version. Optimization of each routine includes the following:
• Replacement of calls to the BLAS routines SSCAL, SCOPY, SSWAP, SAXPY, and SROT with inline
Fortran code vectorized by the Cray Research Fortran compilers. (SROTG is still called by LINPACK.)
• Removal of Fortran IF statements in which the result of either branch is the same.
• Replacement of SDOT to solve triangular systems of linear equations in SPOSL, STRSL, and SCHDD
with more vectorizable code.
These optimizations affect only the execution order of floating-point operations in DO loops. See the
LINPACK User’s Guide for further descriptions. The complex routines have been added without much
optimization.
As mentioned previously, LAPACK does not completely supersede LINPACK. In the following table, an
asterick (*) marks LINPACK routines that are not superseded in public domain LAPACK. This table lists
the name, matrix or decomposition, and purpose for each routine.
SEE ALSO
INTRO_LAPACK(3S) for information and references about the LAPACK routines that supersede LINPACK
LAPACK User’s Guide, CRI publication TPD– 0003
Dongarra, J. J., C. B. Moler, J. R. Bunch, and G. W. Stewart, LINPACK User’s Guide. Society for
Industrial and Applied Mathematics (SIAM), Philadelphia, 1979.
NAME
INTRO_SCALAPACK – Introduction to the ScaLAPACK routines for distributed matrix computations
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
The ScaLAPACK library contains routines for solving real or complex general, triangular, or positive definite
distributed systems. It also contains routines for reducing distributed matrices to condensed form and an
eigenvalue problem solver for real symmetric distributed matrices. Finally, it also includes a set of routines
that perform basic operations involving distributed matrices and vectors, the PBLAS.
Individual man pages exist for all routines except the PBLAS. You can find more information on the
PBLAS on the World Wide Web at the following URL: http://www.netlib.org/.
Changes from Public Domain Version
The ScaLAPACK development team is directed by Jack Dongarra and consists of groups at UT Knoxville
and UC Berkeley. A version of the package is available in the public domain on the World Wide Web at
the following URL: http://www.netlib.org/.
In the UNICOS/mk version, the calling sequences to all ScaLAPACK routines remain unchanged.
Initialization
Some of the ScaLAPACK routines require the Basic Linear Algebra Communication Subprograms (BLACS)
to be initialized. This can be done through a call to BLACS_GRIDINIT(3S). Finally, each distributed array
that is passed as an argument to a ScaLAPACK routine, requires a descriptor, which is set through a call to
DESCINIT(3S). If a call is required, it is documented on the man page for the routine.
Available Routines
The following routines are available:
Linear Solvers
PSGETRF, PCGETRF LU factorization and solution of linear general
PSGETRS, PCGETRS distributed systems of linear equations.
PSTRTRS, PCTRTRS
PSGESV, PCGESV
PSPOTRF, PCPOTRF Cholesky factorization and solution of real symmetric
PSPOTRS, PCPOTRS or complex Hermitian distributed systems of linear
PSPOSV, PCPOSV equations.
PSGEQRF, PCGEQRF QR, RQ, QL, LQ, and QR with column pivoting for general
PSGERQF, PCGERQF distributed matrices.
PSGEQLF, PCGEQLF
PSGELQF, PCGELQF
PSGEQPF, CGEQPF
PSAMAX PCAMAX
PSASUM PSCASU M
PSAXPY PCAXPY
PSNRM2 PSCNRM 2
PSCOPY PCCOPY
PSDOT PCDOTC PCD OTU
PSSCAL PCSCAL PCS SCAL
PSSWAP PCSWAP
Level 2
Level 3
SEE ALSO
BLACS_GRIDINIT(3S), DESCINIT(3S)
Choi, J., J. Dongarra, R. Pozo, and D. Walker, ‘‘Scalapack: A scalable linear algebra library for distributed
memory concurrent computers,’’ in Proceedings of the Fourth Symposium on the Frontiers of Massively
Parallel Computation, IEEE Comput. Soc. Press, 1992.
NAME
DESCINIT – Initializes a descriptor vector of a distributed two-dimensional array
SYNOPSIS
CALL DESCINIT (desc, m, n, mb, nb, irsrc, icsrc, icntxt, lld, info)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
DESCINIT associates a descriptor vector with a two-dimensional (2D) block, or block-cyclically distributed
array. The vector stores information required by the parallel 2D FFT and ScaLAPACK routines to establish
the mapping between an entry in the distributed 2D array and the processor that owns it.
The DESCINIT routine accepts the following arguments.
desc Integer array of dimension 9. (output)
Array descriptor.
m Integer. (input)
Number of global rows in the distributed matrix whose descriptor is being created.
n Integer. (input)
Number of global columns in the distributed matrix whose descriptor is being created.
mb Integer. (input)
Blocking size used to distribute the rows of the distributed matrix.
nb Integer. (input)
Blocking size used to distribute the columns of the distributed matrix.
irsrc Integer. (input)
Processor row that owns the first row of the distributed matrix.
icsrc Integer. (input)
Processor column that owns the first column of the distributed matrix.
icntxt Integer. (input)
Context handle that identifies the grid of processors over which the distributed matrix is
distributed as returned by a call to BLACS_GRIDINIT(3S).
lld Integer. (input)
The leading dimension of the local array that stores the local blocks of the distributed matrix.
info Integer. (output)
info = 0: Successful exit.
info < 0: If info = – i, the ith argument had an illegal value.
SEE ALSO
BLACS_GRIDINFO(3S), BLACS_GRIDINIT(3S), BLACS_PCOORD(3S), INTRO_BLACS(3S)
NAME
INDXG2P – Computes the coordinate of the processing element (PE) that possesses the entry of a
distributed matrix
SYNOPSIS
my_home=INDXG2P(indxglob, nb, iproc, isrcproc, nproc)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
INDXG2P computes the coordinate of the processing element (PE) that posseses the entry of a distributed
matrix specified by a global index indxglob. The formula for my_home is the following:
my_home = MOD(isrcproc+(indxglob-1)/nb, nprocs)
This routine accepts the following arguments:
indxglob Integer. (global input)
The global index of the element.
nb Integer. (global input)
Block size, size of the blocks the distributed matrix is split into.
iproc Integer. (local dummy)
Dummy argument; used to unify the calling sequence of the tool routines.
isrcproc Integer. (global input)
The coordinate of the process that possesses the first row/column of the distributed matrix.
nproc Integer. (global input)
Total number processes over which the matrix is distributed.
NAME
NUMROC – Computes the number of rows or columns of a distributed matrix owned locally
SYNOPSIS
nrows_or_cols=NUMROC(n, nb, iproc, isrcproc, nprocs)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
NUMROC computes the number of rows or columns of a distributed matrix owned locally by the processor
indicated by iproc. If only a close upper-bound on the value is needed (for example, to determine how
much to allocate for a workspace), you can use the following formula to approximate the value returned by
this function:
nrows_or_cols ~= ((n/nb)/nprocs)*nb + nb
This routine accepts the following aruguments:
n Integer. (global input)
The number of rows/columns in distributed matrix.
nb Integer. (global input)
Block size. The size of the blocks which the blocks that the distributed matrix is split into.
iproc Integer. (local input)
The coordinate of the processor with the local array row or column to be determined.
isrcproc Integer. (global input)
The coordinate of the processor that possesses the first row or column of the distributed matrix.
nprocs Integer. (global input)
The total number of processors over which the matrix is distributed.
NAME
PCHEEVX – Computes selected eigenvalues and eigenvectors of a Hermitian-definite eigenproblem
SYNOPSIS
CALL PCHEEVX (jobZ, range, uplo, n, A, iA, jA, descA, vl, vu, il, iu, abstol, m, nZ, w,
orfac, Z, iZ, jZ, descZ, work, lwork, rwork, lrwork, iwork, ifail, iclustr, gap, info)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
PCHEEVX computes all the eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix A by
calling the recommended sequence of ScaLAPACK routines. Eigenvalues/vectors can be selected by
specifying a range of vlues or a range of indices for the desired eigenvalues.
These routines require square block decomposition (MB_A = NB_A, as defined in the following comments).
A description vector is associated with each two-dimensional (2D) block-cyclicly distributed matrix. This
vector stores the information required to establish the mapping between a matrix entry and its corresponding
process and memory location.
The following comments describe the elements of a block-cyclicly distributed matrix. In these comments,
the underline character (_) should be read as "of the distributed matrix". Let A be a generic term for any 2D
block cyclicly distributed matrix. Its description vector is descA and must be initialized through a call to
DESCINIT(3S).
M_A The number of rows in the distributed matrix.
N_A The number of columns in the distributed matrix.
MB_A The blocking factor used to distribute the rows of the matrix.
NB_A The blocking factor used to distribute the columns of the matrix.
RSRC_A The process row over which the first row of the matrix is distributed.
CSRC_A The process column over which the first column of the matrix is distributed.
CTXT_A The BLACS context handle, indicating the BLACS process grid A is distributed over. The
context itself is global, but the handle (the integer value) may vary.
LLD_A The leading dimension of the local array storing the local blocks of the distributed matrix A.
LLD_A ≥ MAX(1,LOCp(M_A)).
Let K be the number of rows or columns of a distributed matrix, and assume that its process grid has
dimension p-by-q. LOCp( 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, LOCq( 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 LOCp() and LOCq() may be determined via a call to the NUMROC(3S) ScaLAPACK tool
function, as in the following:
LOCp(M )=N UMR OC(M, MB_A, MYR OW, RSR C_A, NPR OW)
LOCq(N )=N UMR OC(N, NB_A, MYC OL, CSR C_A, NPC OL)
On exit, the lower triangle (if uplo = ’L’) or the upper triangle (if uplo = ’U’) of A, including the
diagonal, is destroyed.
iA Integer. (global input)
The global row index of A, which points to the beginning of the submatrix that will be operated
on.
jA Integer. (global input)
The global column index of A which points to the beginning of the submatrix that will be operated
on.
descA Integer array of dimension dlen_. (global input)
The array descriptor for the distributed matrix A. If descA(CTXT_ ) is incorrect, this routine
cannot guarantee correct error reporting.
vl Real. (global input)
If range=’V’, the lower bound of the interval to be searched for eigenvalues. If range =’A’ or ’I’,
it is not referenced.
vu Real. (global input)
If range =’V’, the upper bound of the interval to be searched for eigenvalues. If range =’A’ or ’I’,
it is not referenced.
il Integer. (global input)
If range =’I’, the index (from smallest to largest) of the smallest eigenvalue to be returned. il ≥ 1.
If range=’A’ or ’V’, it is not referenced.
iu Integer. (global input)
If range =’I’, the index (from smallest to largest) of the largest eigenvalue to be returned.
min(il,n) ≤ iu ≤ n. If range =’A’ or ’V’, it is not referenced.
abstol Real. (global input)
If jobZ=’V’, setting abstol to PSLAMCH(CONTEXT,’U’) yields the most orthogonal
eigenvectors.
This is the absolute error tolerance for the eigenvalues. An approximate eigenvalue is accepted as
converged when it is determined to lie in an interval [a,b] of width less than or equal to the
following:
abstol + eps * MAX(|a|,|b|)
eps is the machine precision. If abstol is ≤ 0, eps * norm(T) will be used in its place, where
norm(T) is the 1-norm of the tridiagonal matrix obtained by reducing A to tridiagonal form.
Eigenvalues will be computed most accurately when abstol is set to twice the underflow threshold
2*PSLAMCH(’S’) not zero. If this routine returns with ((MOD(INFO,2).NE.0).OR.
(MOD(INFO/8,2).NE.0)), indicating that some eigenvalues or eigenvectors did not converge,
try setting abstol to 2*PSLAMCH(’S’).
If info ≥ 0
if jobZ = ’N’, work(1) equals the minimal and optimal amount of workspace;
if jobZ = ’V’, work(1) equals the minimal amount of workspace required to guarantee
orthogonal eigenvectors on the given input matrix with the given ortol. In version 1.0,
work(1) equals the minimal workspace required to compute eigenvales.
If info<0, then
if jobZ=’N’, work(1) equals the minimal and optimal amount of workspace
if jobZ=’V’
if range=’A’ or range=’I’, then work(1) equals the minimal workspace required
to compute all eigenvectors (no guarantee on orthogonality).
if range=’V’, then work(1) equals the minimal workspace required to compute
N_Z=DESCZ(N_) eigenvectors (no guarantee on orthogonality). In version 1.0,
work(1) equals the minimal workspace required to compute eigenvalues.
lwork Integer. (locak input)
Size of work array. If only eigenvalues are requested, lwork ≥ N + (NPO + MQP + NB) *
NB. If eigenvectors are requested, lwork ≥ N + MAX(NB*(NPO+1),3)
rwork Real array, dimension (lrwork). (local workspace/output)
lrwork Integer. (local input) The following variable definitions are used to define lrwork:
NN = MAX ( N, NB, 2 )
NEI G = number of eigenvectors requested
NB = des cA( MB_ ) = descA( NB_ ) = descZ( MB_ ) = descZ( NB_ )
des cA( RSR C_ ) = descA( NB_ ) = des cZ( RSRC_ ) = descZ( CSR C_ ) = 0
NP0 = NUM ROC ( NN, NB, 0, 0, NPROW )
MQ0 = NUM ROC (MA X(NEIG ,NB ,2) NV,0,0 ,NP COL)
ICEIL( X, Y ) is a ScaLAPACK function returning ceiling (X/ Y)
{W(K),...,W(K+CLUSTERSIZE-1)|W(J+1)≤ W(J)+orfac*norm(A)}
If lrwork is too small to guarantee orthogonality, PCHEEVX attempts to maintain orthogonality in
the clusters with the smallest spacing between the eigenvalues. If lrwork is too small to compute
all of the eigenvectors requested, no computation is performed and info = – 25 is returned. Note
that when range = ’V’, PCHEEVX does not know how many eigenvectors are requested until the
eigenvalues are computed. Therefore, when range = ’V’ and as long as lwork is large enough to
allow PCHEEVX to compute the eigenvalues, PCHEEVX will compute the eigenvalues and as many
eigenvectors as it can.
Relationship between workspace, orthogonality, and performance:
If CLUSTERSIZE ≥ N/SQRT(NPROW*NPCOL), providing enough space to compute all the
eigenvectors orthogonally will cause serious degradation in performance. In the limit (i.e.
CLUSTERSIZE = N-1), PCSTEIN will perform no better than CSTEIN on one processor. For
CLUSTERSIZE = N/SQRT(NPROW*NPCOL) reorthogonalizing all eigenvectors will increase the
total execution time by a factor of 2 or more.
For CLUSTERSIZE > N/SQRT(NPROW*NPCOL), execution time will grow as the square of the
cluster size, all other factors remaining equal and assuming enough workspace. Less workspace
means less reorthogonalization but faster execution.
iwork Integer array. (local workspace)
On return, iwork(1) contains the amount of integer workspace required. If the input parameters are
incorrect, iwork(1) may also be incorrect.
liwork Integer. (local input)
Size of iwork. liwork ≥ 6*NNP
where:
SEE ALSO
BLACS_GRIDINIT(3S), DESCINIT(3S), NUMROC(3S)
NAME
PCHEGVX – Computes selected eigenvalues and eigenvectors of a Hermitian-definite generalized
eigenproblem
SYNOPSIS
CALL PCHEGVX (ibtype, jobZ, range, uplo, n, A, iA, jA, descA, B, iB, jB, descB, vl, vu,
il, iu, abstol, m, nZ, w, orfac, Z, iZ, jZ, descZ, work, lwork, rwork, lrwork, iwork, ifail,
iclustr, gap, info)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
PCHEGVX computes all the eigenvalues and, optionally, eigenvectors of a complex generalized Hermitian-
definite eigenproblem, of the form:
sub(A) *x=(la mbda)* sub(B) *x, sub (A)*su b(B)x= (lambd a)*x
or
sub(B) *sub(A )*x=(l ambda) *x
CTXT_A The BLACS context handle, indicating the BLACS process grid A is distributed over. The
context itself is global, but the handle (the integer value) may vary.
LLD_A The leading dimension of the local array storing the local blocks of the distributed matrix A.
LLD_A ≥ MAX(1,LOCp(M_A)).
Let K be the number of rows or columns of a distributed matrix, and assume that its process grid has
dimension p-by-q. LOCp( 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, LOCq( 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 LOCp() and LOCq() may be determined via a call to the NUMROC(3S) ScaLAPACK tool
function, as in the following:
LOC p(M)=N UMROC( M, MB_A, MYROW, RSRC_A, NPROW)
SEE ALSO
BLACS_GRIDINIT(3S), DESCINIT(3S), NUMROC(3S)
NAME
PSGEBRD, PCGEBRD – Reduces a real or complex distributed matrix to bidiagonal form
SYNOPSIS
CALL PSGEBRD (m, n, A, iA, jA, descA, D, E, tauQ, tauP, work, liwork, info)
CALL PCGEBRD (m, n, A, iA, jA, descA, D, E, tauQ, tauP, work, liwork, info)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
PSGEBRD and PCGEBRD reduce a real or complex general m-by-n distributed matrix of the following form:
sub(A)=A(iA:iA+n-1,jA:jA+n-1)
to upper or lower bidiagonal form B by the following orthogonal transformation:
Q’ sub(A)*P = B
If m ≥ n, B is upper bidiagonal; if m < n, B is lower bidiagonal.
These routines require square block decomposition (MB_A = NB_A, as defined in the following comments).
A description vector is associated with each two-dimensional (2D) block-cyclicly distributed matrix. This
vector stores the information required to establish the mapping between a matrix entry and its corresponding
process and memory location.
The following comments describe the elements of a block-cyclicly distributed matrix. In these comments,
the underline character (_) should be read as "of the distributed matrix". Let A be a generic term for any 2D
block cyclicly distributed matrix. Its description vector is descA and must be initialized through a call to
DESCINIT(3S).
M_A The number of rows in the distributed matrix.
N_A The number of columns in the distributed matrix.
MB_A The blocking factor used to distribute the rows of the matrix.
NB_A The blocking factor used to distribute the columns of the matrix.
RSRC_A The process row over which the first row of the matrix is distributed.
CSRC_A The process column over which the first column of the matrix is distributed.
CTXT_A The BLACS context handle, indicating the BLACS process grid A is distributed over. The
context itself is global, but the handle (the integer value) may vary.
LLD_A The leading dimension of the local array storing the local blocks of the distributed matrix A.
LLD_A ≥ MAX(1,LOCp(M_A)).
Let K be the number of rows or columns of a distributed matrix, and assume that its process grid has
dimension p-by-q. LOCp( 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, LOCq( 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 LOCp() and LOCq() may be determined via a call to the NUMROC(3S) ScaLAPACK tool
function, as in the following:
LOC p(M)=N UMROC( M, MB_A, MYROW, RSRC_A, NPROW)
These routines accept the following arguments. For PCGEBRD, the following real arguments must be
complex:
m Integer. (global input)
The number of rows to be operated on (the order of the distributed submatrix sub(A)).
n Integer. (global input)
The number of columns to be operated on (the number of columns of the distributed submatrix
sub(A)). n must be ≥ 0.
A Real pointer into the local memory to an array of dimension (LLD_A, LOCq(jA+n– 1). (local
input/local output)
On entry, this array contains the local pieces of the general distributed matrix sub(A).
On exit, if m ≥ n, the diagonal and the first superdiagonal of sub(A) are overwritten with the upper
bidiagonal matrix B; the elements below the diagonal, with the array tauQ, represent the orthogonal
matrix Q as a product of elementary reflectors, and the elements above the first superdiagonal, with
the array tauP, represent the orthogonal matrix P as a product of elementary reflectors.
If m < n, the diagonal and the first subdiagonal are overwritten with the lower bidiagonal matrix B;
the elements below the first subdiagonal, with the array tauQ, represent the orthogonal matrix Q as
a product of elementary reflectors, and the elements above the diagonal, with the array tauP,
represent the orthogonal matrix P as a product of elementary reflectors. See the Further Details
subsection for more information.
iA Integer. (global input)
The global row index of A, which points to the beginning of the submatrix that will be operated on.
jA Integer. (global input)
The global column index of A which points to the beginning of the submatrix that will be operated
on.
descA Integer array of dimension 9. (input)
The array descriptor for the distributed matrix A.
and NUMROC(3S) and INDXG2P(3S) are ScaLAPACK tool functions; MYROW, MYCOL, NPROW, and
NPCOL can be determined by calling the BLACS_GRIDINFO(3S) subroutine.
info Integer. (global output)
info = 0 Successful exit.
info < 0 If the ith argument is an array and the j-entry had an illegal value, info = -(i*100+j);
if the ith argument is a scalar and had an illegal value, info = -i.
Alignment Requirements
The distributed submatrix sub(A) must verify some alignment properties, namely the following expressions
should be true:
(MB_A. EQ.NB_ A .AN D. IRO FFA.EQ .IC OFF A)
Further Details
The matrices Q and P are represented as products of elementary reflectors (if m ≥ n):
Q = H(1) H(2)...H( n) and P=G(1) G(2).. .G(n-1 )
Q = H(1 ) H(2 )...H( n)
where tauQ and tauP are real scalars, and v and u are real vectors; v(1:i-1)=0, v(i)=1, and
v(i+1:m) is stored on exit in A(iA+i:iA+m-1,jA+i-1); u(1:i)=0, u(i+1)=1, and u(i+2:n) is
stored on exit in A(iA+i-1,jA+i+1:jA+n-1); tauQ is stored in tauQ(jA+i-1), and tauP is stored
in tauP(iA+i-1).
If m < n,
Q = H(1) H(2).. .H( m-1 ) and P = G(1) G(2 )...G( m)
where tauQ and tauP are real scalars, and v and u are real vectors; v(1:i)=0, v(i+1)=1, and
v(i+2:m) is stored on exit in A(iA+i+1:iA+m-1,jA+i-1); u(1:i-1)=0, u(i)=1, and u(i+1:n)
is stored on exit in A(iA+i-1,jA+i:jA+n-1); tauQ is stored in tauQ(jA+i-1) and tauP is stored
in tauP(iA+i-1)
The following examples illustrate the contents of sub(A) on exit:
(m > n) (m < n)
m = 6 and n =5 m = 5 and n = 6
( d e u1 u1 u1 ) ( d u1 u1 u1 u1 u1 )
( v1 d e u2 u2 ) ( e d u2 u2 u2 u2 )
( v1 v2 d e u3 ) ( v1 e d u3 u3 u3 )
( v1 v2 v3 d e ) ( v1 v2 e d u4 u4 )
( v1 v2 v3 v4 d ) ( v1 v2 v3 e d u5 )
( v1 v2 v3 v4 v5 )
where d and e denote diagonal and off-diagonal elements of B, v1 denotes an element of the vector defining
H(i), and u1 an element of the vector defining G(i).
SEE ALSO
BLACS_GRIDINFO(3S), BLACS_GRIDINIT(3S), DESCINIT(3S), INDXG2P(3S), NUMROC(3S)
NAME
PSGELQF, PCGELQF – Computes an LQ factorization of a real or complex distributed matrix
SYNOPSIS
CALL PSGELQF (m, n, A, iA, jA, descA, tau, work, lwork, info)
CALL PCGELQF (m, n, A, iA, jA, descA, tau, work, lwork, info)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
PSGELQF and PCGELQF compute a LQ factorization of a real or complex distributed m-by-n matrix:
sub(A)=A(iA:iA+n-1,jA:jA+n-1)=L*Q
These routines require square block decomposition (MB_A = NB_A, as defined in the following comments).
A description vector is associated with each two-dimensional (2D) block-cyclicly distributed matrix. This
vector stores the information required to establish the mapping between a matrix entry and its corresponding
process and memory location.
The following comments describe the elements of a block-cyclicly distributed matrix. In these comments,
the underline character (_) should be read as "of the distributed matrix". Let A be a generic term for any 2D
block cyclicly distributed matrix. Its description vector is descA and must be initialized through a call to
DESCINIT(3S).
M_A The number of rows in the distributed matrix.
N_A The number of columns in the distributed matrix.
MB_A The blocking factor used to distribute the rows of the matrix.
NB_A The blocking factor used to distribute the columns of the matrix.
RSRC_A The process row over which the first row of the matrix is distributed.
CSRC_A The process column over which the first column of the matrix is distributed.
CTXT_A The BLACS context handle, indicating the BLACS process grid A is distributed over. The
context itself is global, but the handle (the integer value) may vary.
LLD_A The leading dimension of the local array storing the local blocks of the distributed matrix A.
LLD_A ≥ MAX(1,LOCp(M_A)).
Let K be the number of rows or columns of a distributed matrix, and assume that its process grid has
dimension p-by-q. LOCp( 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, LOCq( 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 LOCp() and LOCq() may be determined via a call to the NUMROC(3S) ScaLAPACK tool
function, as in the following:
LOC p( M )=NUMR OC( M, MB_ A, MYR OW, RSRC_A , NPROW )
These routines accept the following arguments. For PCGELQF, the following arguments must be complex:
m Integer. (global input)
The number of rows to be operated on; that is, the order of the distributed submatrix sub(A). m
must be ≥ 0.
n Integer. (global input)
The number of columns to be operated on; that is, the number of columns of the distributed
submatrix sub(A). n must be ≥ 0.
A Real pointer into the local memory to an array of dimension (LLD_A, LOCq(jA+n– 1). (local
input/local output)
On entry, the local pieces of the m-by-n distributed matrix sub(A) to be factored.
On exit, the elements on and below the diagonal of sub(A) contain the (MIN(m,n)-by-m) lower
trapezoidal matrix L (L is lower triangular if m ≤ n); the elements above the diagonal, with the array
tau, represent the orthogonal matrix Q as a product of elementary reflectors. See the Further Details
subsection for more information.
iA Integer. (global input)
The global row index of A, which points to the beginning of the submatrix that will be operated on.
jA Integer. (global input)
The global column index of A which points to the beginning of the submatrix that will be operated
on.
descA Integer array of dimension 9. (input)
The array descriptor for the distributed matrix A.
tau Real array, dimension LOCp(iA+MIN(m,n)-1. (local output)
This array contains the scalar factors tau of the elementary reflectors. tau is tied to the distributed
matrix A.
work Real array, dimension (lwork). (local workspace)
On exit, work(1) returns the minimal and optimal lwork.
lwork Integer. (local input)
The dimension of the array work.
and NUMROC(3S) and INDXG2P(3S) are ScaLAPACK tool functions; MYROW, MYCOL, NPROW, and
NPCOL can be determined by calling the BLACS_GRIDINFO(3S) subroutine.
info Integer. (global output)
info = 0 Successful exit.
info < 0 If the ith argument is an array and the j-entry had an illegal value, info = -(i*100+j);
if the ith argument is a scalar and had an illegal value, info = – i.
Further Details
The matrix Q is represented as a product of elementary reflectors:
Q = H(i A+k -1) H(i A+k -2) ...H(i a)
where k=MIN(m,n).
Each H(i) has the following form:
H = I - tau * v * v’
where tau 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-1:jA+i-1,jA+n-1) and tau is stored in tau(iA+i-1).
NOTES
BLACS_GRIDINIT(3S) must be called to initialize the virtual BLACS grid.
SEE ALSO
BLACS_GRIDINFO(3S), BLACS_GRIDINIT(3S), DESCINIT(3S), INDXG2P(3S), NUMROC(3S)
NAME
PSGEQLF, PCGEQLF – Computes a QL factorization of a real or complex distributed matrix
SYNOPSIS
CALL PSGEQLF (m, n, A, iA, jA, descA, tau, work, lwork, info)
CALL PCGEQLF (m, n, A, iA, jA, descA, tau, work, lwork, info)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
PSGEQLF and PCGELQF compute a QL factorization of a real or complex distributed m-by-n matrix:
sub(A)=A(iA:iA+m-1,jA:jA+n-1)=Q*L
These routines require square block decomposition (MB_A = NB_A, as defined in the following comments).
A description vector is associated with each two-dimenstional (2D) block-cyclicly distributed matrix. This
vector stores the information required to establish the mapping between a matrix entry and its corresponding
process and memory location.
The following comments describe the elements of a block-cyclicly distributed matrix. In these comments,
the underline character (_) should be read as "of the distributed matrix". Let A be a generic term for any 2D
block cyclicly distributed matrix. Its description vector is descA and must be initialized through a call to
DESCINIT(3S).
M_A The number of rows in the distributed matrix.
N_A The number of columns in the distributed matrix.
MB_A The blocking factor used to distribute the rows of the matrix.
NB_A The blocking factor used to distribute the columns of the matrix.
RSRC_A The process row over which the first row of the matrix is distributed.
CSRC_A The process column over which the first column of the matrix is distributed.
CTXT_A The BLACS context handle, indicating the BLACS process grid A is distributed over. The
context itself is global, but the handle (the integer value) may vary.
LLD_A The leading dimension of the local array storing the local blocks of the distributed matrix A.
LLD_A ≥ MAX(1,LOCp(M_A)).
Let K be the number of rows or columns of a distributed matrix, and assume that its process grid has
dimension p-by-q. LOCp( 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, LOCq( 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 LOCp() and LOCq() may be determined via a call to the NUMROC(3S) ScaLAPACK tool
function, as in the following:
LOCp( M ) = NUM ROC( M, MB_ A, MYR OW, RSRC_A, NPROW )
These routines accept the following arguments. For PCGEQLF, the following real arguments must be
complex:
m Integer. (global input)
The number of rows to be operated on (the order of the distributed submatrix sub(A)). m must be ≥
0.
n Integer. (global input)
The number of columns to be operated on (the number of columns of the distributed submatrix
sub(A)). n must be ≥ 0.
A Real pointer into the local memory to an array of dimension (LLD_A, LOCq(jA+n– 1). (local
input/local output)
On entry, the local pieces of the m-by-n distributed matrix sub(A) to be factored.
On exit, if m ≥ n, the lower triangle of the distributed submatrix sub(A) contains the n-by-n lower
triangular matrix L. If m ≤ n, the elements on and below the (n-to-m)-th superdiagonal contain the
m-by-n lower trapezoidal matrix L. The remaining elements, with the array tau, represent the
orthogonal matrix Q as a product of elementary reflectors. See the Further Details subsection for
more information.
iA Integer. (global input)
The global row index of A, which points to the beginning of the submatrix that will be operated on.
jA Integer. (global input)
The global column index of A which points to the beginning of the submatrix that will be operated
on.
descA Integer array of dimension 9. (input)
The array descriptor for the distributed matrix A.
tau Real array, dimension LOCq(N_A). (local output)
This array contains the scalar factors tau of the elementary reflectors. tau is tied to the distributed
matrix A.
work Real array, dimension (lwork). (local workspace)
On exit, work(1) returns the minimal and optimal lwork.
and NUMROC(3S) and INDXG2P(3S) are ScaLAPACK tool functions; MYROW, MYCOL, NPROW, and
NPCOL can be determined by calling the BLACS_GRIDINFO(3S) subroutine.
info Integer. (global output)
info = 0 Successful exit.
info < 0 If the ith argument is an array and the j-entry had an illegal value, info = -(i*100+j);
if the ith 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+k -1) ... H(j a+1) (H(ja)
where k=MIN(m,n)
Each H(i) has the following form:
H = I - tau * v * v’
where tau is a real scalar, and v is a real vector with v(m-k+i+1:m)=0 and v(m-k+i)=1; v(1:m-
k+i-1) is stored on exit in A(iA:iA+m-k+i-2,jA+n-k+i-1), and tau is stored in
tau(jA+n-k+i-1).
NOTES
BLACS_GRIDINIT(3S) must be called to initialize the virtual BLACS grid.
SEE ALSO
BLACS_GRIDINFO(3S), BLACS_GRIDINIT(3S), DESCINIT(3S), INDXG2P(3S), NUMROC(3S)
NAME
PSGEQPF, PCGEQPF – Computes a QR factorization with column pivoting of a real or complex distributed
matrix
SYNOPSIS
CALL PSGEQPF (m, n, A, iA, jA, descA, ipiv, tau, work, lwork, info)
CALL PCGEQPF (m, n, A, iA, jA, descA, ipiv, tau, work, lwork, info)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
PSGEQPF and PCGEQPF compute a QR factorization with column pivoting of a real or complex m-by-n
distributed matrix:
sub(A)=A(iA:iA+n-1,jA:jA+n-1)
sub(A)*P = Q*R
These routines require square block decomposition (MB_A = NB_A, as defined in the following comments).
A description vector is associated with each two-dimensional (2D) block-cyclicly distributed matrix. This
vector stores the information required to establish the mapping between a matrix entry and its corresponding
process and memory location.
The following comments describe the elements of a block-cyclicly distributed matrix. In these comments,
the underline character (_) should be read as "of the distributed matrix". Let A be a generic term for any 2D
block cyclicly distributed matrix. Its description vector is descA and must be initialized through a call to
DESCINIT(3S).
M_A The number of rows in the distributed matrix.
N_A The number of columns in the distributed matrix.
MB_A The blocking factor used to distribute the rows of the matrix.
NB_A The blocking factor used to distribute the columns of the matrix.
RSRC_A The process row over which the first row of the matrix is distributed.
CSRC_A The process column over which the first column of the matrix is distributed.
CTXT_A The BLACS context handle, indicating the BLACS process grid A is distributed over. The
context itself is global, but the handle (the integer value) may vary.
LLD_A The leading dimension of the local array storing the local blocks of the distributed matrix A.
LLD_A ≥ MAX(1,LOCp(M_A)).
Let K be the number of rows or columns of a distributed matrix, and assume that its process grid has
dimension p-by-q. LOCp( 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, LOCq( 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 LOCp() and LOCq() may be determined via a call to the NUMROC(3S) ScaLAPACK tool
function, as in the following:
LOCp( M ) = NUMROC ( M, MB_A, MYROW, RSR C_A, NPROW )
These routines accept the following arguments. For PCGEQPF, the following real arguments must be
complex:
m Integer. (global input)
The number of rows to be operated on (the order of the distributed submatrix sub(A)). m must be ≥
0.
n Integer. (global input)
The number of columns to be operated on (the number of columns of the distributed submatrix
sub(A)). n must be ≥ 0.
A Real pointer into the local memory to an array of dimension (LLD_A, LOCq(jA+n– 1). (local
input/local output)
On entry, the local pieces of the m-by-n distributed matrix sub(A) to be factored.
On exit, the elements on and above the diagonal of sub(A) contain the (MIN(m,n)-by-n) upper
trapezoidal matrix R (R is upper triangular if m ≥ n); the elements below the diagonal, with the
array tau represent the orthogonal matrix Q as a product of elementary reflectors. See the Further
Details subsection for more information.
iA Integer. (global input)
The global row index of A, which points to the beginning of the submatrix that will be operated on.
jA Integer. (global input)
The global column index of A which points to the beginning of the submatrix that will be operated
on.
descA Integer array of dimension 9. (input)
The array descriptor for the distributed matrix A.
ipiv Integer array, dimension (LOCq(jA+n-1). (local output)
On exit, if ipiv(i) = k, the local i-th column of A(iA:iA+n– 1, jA:jA+n-1)*P was the global kth
column of A(iA:iA+n-1, jA:jA+n-1). ipiv is tied to the distributed matrix A.
and NUMROC(3S) and INDXG2P(3S) are ScaLAPACK tool functions; MYROW, MYCOL, NPROW, and
NPCOL can be determined by calling the BLACS_GRIDINFO(3S) subroutine.
info Integer. (global output)
info = 0 Successful exit.
info < 0 If the ith argument is an array and the j-entry had an illegal value, info = -(i*100+j);
if the ith argument is a scalar and had an illegal value, info = – i.
Further Details
The matrix Q is represented as a product of elementary reflectors:
Q = H(1 ) H(2 ) ... H(n)
where tau is a real scalar, and v is a real vector with v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is
stored on exit in A(iA+i-1:iA+m-1,jA+i-1).
The matrix P is represented in jpvt as follows: if jpvt(j) = i the jth column of P is the ith canonical
unit vector.
SEE ALSO
BLACS_GRIDINFO(3S), DESCINIT(3S), INDXG2P(3S), NUMROC(3S)
NAME
PSGEQRF, PCGEQRF – Computes a QR factorization of a real or complex distributed matrix
SYNOPSIS
CALL PSGEQRF (m, n, A, iA, jA, descA, tau, work, lwork, info)
CALL PCGEQRF (m, n, A, iA, jA, descA, tau, work, lwork, info)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
PSGEQRF and PCGEQRF compute a QR factorization of a real or complex distributed m-by-n matrix of the
form:
sub(A)=A(iA:iA+n-1,jA:jA+n-1)=Q*R
These routines require square block decomposition (MB_A = NB_A, as defined in the comments which
follow).
A description vector is associated with each two-dimenstional (2D) block-cyclicly distributed matrix. This
vector stores the information required to establish the mapping between a matrix entry and its corresponding
process and memory location.
The following comments describe the elements of a block-cyclicly distributed matrix. In these comments,
the underline character (_) should be read as "of the distributed matrix". Let A be a generic term for any 2D
block cyclicly distributed matrix. Its description vector is descA and must be initialized through a call to
DESCINIT(3S).
M_A The number of rows in the distributed matrix.
N_A The number of columns in the distributed matrix.
MB_A The blocking factor used to distribute the rows of the matrix.
NB_A The blocking factor used to distribute the columns of the matrix.
RSRC_A The process row over which the first row of the matrix is distributed.
CSRC_A The process column over which the first column of the matrix is distributed.
CTXT_A The BLACS context handle, indicating the BLACS process grid A is distributed over. The
context itself is global, but the handle (the integer value) may vary.
LLD_A The leading dimension of the local array storing the local blocks of the distributed matrix A.
LLD_A ≥ MAX(1,LOCp(M_A)).
Let K be the number of rows or columns of a distributed matrix, and assume that its process grid has
dimension p-by-q. LOCp( 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, LOCq( 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 LOCp() and LOCq() may be determined via a call to the NUMROC(3S) ScaLAPACK tool
function, as in the following:
LOCp(M )=N UMR OC(M, MB_A, MYR OW, RSR C_A, NPR OW)
LOCq(N )=N UMR OC(N, NB_A, MYC OL, CSR C_A, NPC OL)
These routines accept the following arguments. For PCGEQRF, the following real arguments must be
complex:
m Integer. (global input)
The number of rows to be operated on (the order of the distributed submatrix sub(A)). m must be ≥
0.
n Integer. (global input)
The number of columns to be operated on (the number of columns of the distributed submatrix
sub(A)). n must be ≥ 0.
A Real pointer into the local memory to an array of dimension (LLD_A, LOCq(jA+n– 1). (local
input/local output)
On entry, the local pieces of the m-by-n distributed matrix sub(A) to be factored.
On exit, the elements on and above the diagonal of sub(A) contain the (MIN(m,n) by n) upper
trapezoidal matrix R (R is upper triangular if m ≥ n); the elements below the diagonal, with the
array tau represent the orthogonal matrix Q as a product of elementary reflectors. See the Further
Details subsection for more information.
iA Integer. (global input)
The global row index of A, which points to the beginning of the submatrix that will be operated on.
jA Integer. (global input)
The global column index of A which points to the beginning of the submatrix that will be operated
on.
descA Integer array of dimension 9. (input)
The array descriptor for the distributed matrix A.
tau Real array, dimension LOCq(jA+MIN(m,n)-1). (local output)
This array contains the scalar factors tau of the elementary reflectors. tau is tied to the distributed
matrix A.
work Real array, dimension (lwork). (local workspace)
On exit, work(1) returns the minimal and optimal lwork.
and NUMROC(3S) and INDXG2P(3S) are ScaLAPACK tool functions; MYROW, MYCOL, NPROW, and
NPCOL can be determined by calling the BLACS_GRIDINFO(3S) subroutine.
info Integer. (global output)
info = 0 Successful exit.
info < 0 If the ith argument is an array and the j-entry had an illegal value, info = -(i*100+j);
if the ith 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(j A) H(j A+1 ) ... H(jA+k-1)
where k = min(m,n).
Each H(i) has the following form:
H = I - tau * v * v’
where tau is a real scalar, and v is a real vector with v(1:i-1)=0 and v(i)=1; v(i+1:m) is stored on
exit in A(iA+i-1:iA+m-1,jA+i-1) and tau is stored in TAU(jA+i-1).
NOTES
BLACS_GRIDINIT(3S) must be called to initialize the virtual BLACS grid.
SEE ALSO
BLACS_GRIDINFO(3S), BLACS_GRIDINIT(3S), DESCINIT(3S), INDXG2P(3S), NUMROC(3S)
NAME
PSGERQF, PCGERQF – Computes a RQ factorization of a real or complex distributed matrix
SYNOPSIS
CALL PSGERQF (m, n, A, iA, jA, descA, tau, work, lwork, info)
CALL PCGERQF (m, n, A, iA, jA, descA, tau, work, lwork, info)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
PSGERQF and PCGERQF compute a RQ factorization of a real or complex distributed m-by-n matrix:
sub(A) = A(iA:iA+m-1,jA:jA+n-1) = R * Q
These routines require square block decomposition (MB_A = NB_A, as defined in the following comments).
A description vector is associated with each two-dimensional (2D) block-cyclicly distributed matrix. This
vector stores the information required to establish the mapping between a matrix entry and its corresponding
process and memory location.
The following comments describe the elements of a block-cyclicly distributed matrix. In these comments,
the underline character (_) should be read as "of the distributed matrix". Let A be a generic term for any 2D
block cyclicly distributed matrix. Its description vector is descA and must be initialized through a call to
DESCINIT(3S).
M_A The number of rows in the distributed matrix.
N_A The number of columns in the distributed matrix.
MB_A The blocking factor used to distribute the rows of the matrix.
NB_A The blocking factor used to distribute the columns of the matrix.
RSRC_A The process row over which the first row of the matrix is distributed.
CSRC_A The process column over which the first column of the matrix is distributed.
CTXT_A The BLACS context handle, indicating the BLACS process grid A is distributed over. The
context itself is global, but the handle (the integer value) may vary.
LLD_A The leading dimension of the local array storing the local blocks of the distributed matrix A.
LLD_A ≥ MAX(1,LOCp(M_A)).
Let K be the number of rows or columns of a distributed matrix, and assume that its process grid has
dimension p-by-q. LOCp( 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, LOCq( 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 LOCp() and LOCq() may be determined via a call to the NUMROC(3S) ScaLAPACK tool
function, as in the following:
LOCp(M )=N UMR OC(M, MB_A, MYR OW, RSRC_A, NPROW)
These routines accept the following arguments. For PCGERQF, the following real arguments must be
complex:
m Integer. (global input)
The number of rows to be operated on (the order of the distributed submatrix sub(A)).
n Integer. (global input)
The number of columns to be operated on (the number of columns of the distributed submatrix
sub(A)). n must be ≥ 0.
A Real pointer into the local memory to an array of dimension (LLD_A, LOCq(jA+n– 1). (local
input/local output)
On entry, the local pieces of the m-by-n distributed matrix sub(A) to be factored.
On exit, if m≤ n, the upper triangle of sub(A) contains the m-by-m upper triangular matrix R. If m
≥ n, the elements on and above the (m-to-n)-th subdiagonal contain the m-by-n upper trapezoidal
matrix R; the remaining elements, with the array tau, represent the orthogonal matrix Q as a product
of elementary reflectors (see the Further Details subsection).
iA Integer. (global input)
The global row index of A, which points to the beginning of the submatrix that will be operated on.
jA Integer. (global input)
The global column index of A which points to the beginning of the submatrix that will be operated
on.
descA Integer array of dimension 9. (global and local input)
The array descriptor for the distributed matrix A.
tau Real array, dimension LOCp(M_A). (local output)
This array contains the scalar factors tau of the elementary reflectors. tau is tied to the distributed
matrix A.
work Real array, dimension (lwork). (local workspace)
On exit, work(1) returns the minimal and optimal lwork.
lwork Integer. (local input)
lwork ≥ MB_A * (Mp0 + Nq0 + MB_A)
where
and NUMROC(3S) and INDXG2P(3S) are ScaLAPACK tool functions; MYROW, MYCOL, NPROW, and
NPCOL can be determined by calling the BLACS_GRIDINFO(3S) subroutine.
info Integer. (global output)
info = 0 Successful exit.
info < 0 If the ith argument is an array and the j-entry had an illegal value, info = -(i*100+j);
if the ith argument is a scalar and had an illegal value, info = – i.
Further Details
The matrix Q is represented as a product of elementary reflectors:
Q = H(i A) H(i A+1 ) ... H(iA+k-1)
where k = MIN(m,n).
Each H(i) has the following form:
H = I - tau * v * v’
where tau is a real scalar, and v is a real vector with v(n-k+i+1:n)=0 and v(n-k+1)=1;
v(1:n-k+1-1) is stored on exit in A(iA+i-1:iA+m-1,jA+i-1) and tau is stored in
TAU(iA+m-k+i-1).
BLACS_GRIDINIT(3S) must be called to initialize the virtual BLACS grid.
SEE ALSO
BLACS_GRIDINFO(3S), BLACS_GRIDINIT(3S), DESCINIT(3S), INDXG2P(3S), NUMROC(3S)
NAME
PSGESV, PCGESV – Computes the solution to a real or complex system of linear equations
SYNOPSIS
CALL PSGESV (n, nrhs, A, iA, jA, descA, ipiv, B, iB, jB, descB, info)
CALL PCGESV (n, nrhs, A, iA, jA, descA, ipiv, B, iB, jB, descB, info)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
PSGESV and PCGESV compute the solution to a real or complex system of linear equations:
sub(A) X = sub(B)
where sub(A)=A(iA:iA+n-1,jA:jA+n-1) is an n-by-n distributed matrix and X and sub(B)=B(iB:iB+n-
1, jB:jB+nrhs-1) are n-by-nrhs distributed matrices.
The LU decomposition with partial pivoting and row interchanges is used to factor sub(A) as sub(A) = P *
L * U, where P is a permutation matrix, L is unit lower triangular, and U is upper triangular. L and U are
stored in sub(A). The factored form of sub(A) is then used to solve the system of equations sub(A)X=sub(B).
These routines require square block decomposition (MB_A = NB_A, as defined in the following comments).
A description vector is associated with each two-dimensional (2D) block-cyclicly distributed matrix. This
vector stores the information required to establish the mapping between a matrix entry and its corresponding
process and memory location.
The following comments describe the elements of block-cyclicly distributed matrics. In these comments, the
underline character (_) should be read as "of the distributed matrix". Let A be a generic term for any 2D
block cyclicly distributed matrix. Its description vector is descA and must be initialized through a call to
DESCINIT(3S).
M_A The number of rows in the distributed matrix.
N_A The number of columns in the distributed matrix.
MB_A The blocking factor used to distribute the rows of the matrix.
NB_A The blocking factor used to distribute the columns of the matrix.
RSRC_A The process row over which the first row of the matrix is distributed.
CSRC_A The process column over which the first column of the matrix is distributed.
CTXT_A The BLACS context handle, indicating the BLACS process grid A is distributed over. The
context itself is global, but the handle (the integer value) may vary.
LLD_A The leading dimension of the local array storing the local blocks of the distributed matrix A.
LLD_A ≥ MAX(1,LOCp(M_A)).
Let K be the number of rows or columns of a distributed matrix, and assume that its process grid has
dimension p-by-q. LOCp( 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, LOCq( 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 LOCp() and LOCq() may be determined via a call to the NUMROC(3S) ScaLAPACK tool
function, as in the following:
LOC p(M ) = NUM ROC (M, MB_ A, MYR OW, RSRC_A , NPROW)
LOC q(N )=N UMROC(N, NB_ A, MYC OL, CSR C_A , NPCOL)
These routines accept the following arguments. For PCGESV, the following real arguments must be
complex:
n Integer. (global input)
The number of rows and columns to be operated on (the order of the distributed submatrix sub(A)).
n must be ≥ 0.
nrhs Integer. (global input)
The number of right hand sides (the number of columns of the distributed submatrix sub(A)). nrhs
must be ≥ 0.
A Real pointer into the local memory to an array of dimension (LLD_A, LOCq(jA+n– 1). (local
input/local output)
On entry, the local pieces of the n-by-n distributed matrix sub(A) to be factored.
On exit, this array contains the local pieces of the factors L and U from the factorization sub(A) =
P*L*U; the unit diagonal elements of L are not stored.
iA Integer. (global input)
The global row index of A, which points to the beginning of the submatrix that will be operated on.
jA Integer. (global input)
The global column index of A which points to the beginning of the submatrix that will be operated
on.
descA Integer array of dimension 9. (input)
The array descriptor for the distributed matrix A.
ipiv Integer array, dimension ( LOCp(M_A)+MB_A ). (local output)
This array contains the pivoting information ipiv(i), which is the global row that local row i was
swapped with. This array is tied to the distributed matrix A.
B Real pointer into the local memory to an array of dimension (LLD_B,LOCq(jB+nrhs– 1). (local
input/local output)
On entry, the right hand side distributed matrix sub(B).
On exit, if info=0, sub(B) is overwritten by the solution distributed matrix X.
iB Integer. (global input)
The global row index of B, which points to the beginning of the submatrix that will be operated on.
jB Integer. (global input)
The global column index of B, which points to the beginning of the submatrix that will be operated
on.
descB Integer array of dimension 9. (input)
The array descriptor for the distributed matrix B.
info Integer. (global output)
info = 0 Successful exit.
info < 0 If the ith argument is an array and the j-entry had an illegal value, info = -(i*100+j);
if the ith argument is a scalar and had an illegal value, info = – i.
info > 0 If info = K, U(iA+K-1,jA+K-1) is exactly 0. The factorization has been completed,
but the factor U is exactly singular, so the solution could not be computed.
NOTES
BLACS_GRIDINIT(3S) must be called to initialize the virtual BLACS grid.
SEE ALSO
BLACS_GRIDINFO(3S), BLACS_GRIDINIT(3S), DESCINIT(3S), INDXG2P(3S), NUMROC(3S)
NAME
PSGETRF, PCGETRF – Computes an LU factorization of a real or complex distributed matrix
SYNOPSIS
CALL PSGETRF (m, n, A, iA, jA, descA, ipiv, info)
CALL PCGETRF (m, n, A, iA, jA, descA, ipiv, info)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
PSGETRF and PCGETRF compute an LU factorization of a real or complex general m-by-n distributed
matrix of the form:
sub(A)=(iA:iA+m-1,jA:jA+n-1)
by using partial pivoting with row interchanges.
The factorization has the following form:
sub(A) = P * L * U
P is a permutation matrix, L is lower triangular with unit diagonal elements (lower trapezoidal if m > n), and
U is upper triangular (upper trapezoidal if m < n). L and U are stored in sub(A).
This is the right-looking Parallel Level 3 BLAS version of the algorithm.
These routines require square block decomposition (MB_A = NB_A, as defined in the following comments).
A description vector is associated with each two-dimensional (2D) block-cyclicly distributed matrix. This
vector stores the information required to establish the mapping between a matrix entry and its corresponding
process and memory location.
The following comments describe the elements of a block-cyclicly distributed matrix. In these comments,
the underline character (_) should be read as "of the distributed matrix". Let A be a generic term for any 2D
block cyclicly distributed matrix. Its description vector is descA and must be initialized through a call to
DESCINIT(3S).
M_A The number of rows in the distributed matrix.
N_A The number of columns in the distributed matrix.
MB_A The blocking factor used to distribute the rows of the matrix.
NB_A The blocking factor used to distribute the columns of the matrix.
RSRC_A The process row over which the first row of the matrix is distributed.
CSRC_A The process column over which the first column of the matrix is distributed.
CTXT_A The BLACS context handle, indicating the BLACS process grid A is distributed over. The
context itself is global, but the handle (the integer value) may vary.
LLD_A The leading dimension of the local array storing the local blocks of the distributed matrix A.
LLD_A ≥ MAX(1,LOCp(M_A)).
Let K be the number of rows or columns of a distributed matrix, and assume that its process grid has
dimension p-by-q. LOCp( 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, LOCq( 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 LOCp() and LOCq() may be determined via a call to the NUMROC(3S) ScaLAPACK tool
function, as in the following:
LOCp(M)=N UMROC( M, MB_A, MYR OW, RSRC_A , NPROW)
These routines accept the following arguments. For PCGETRF, the following real arguments must be
complex:
m Integer. (global input)
The number of rows to be operated on (the order of the distributed submatrix sub(A)). m must be ≥
0.
n Integer. (global input)
The number of columns to be operated on (the number of columns of the distributed submatrix
sub(A)). n must be ≥ 0.
A Real pointer into the local memory to an array of dimension (LLD_A, LOCq(jA+n– 1). (local
input/local output)
On entry, the local pieces of the m-by-n distributed matrix sub(A) to be factored.
On exit, this array contains the local pieces of the factors L and U from the factorization sub(A) =
P*L*U; the unit diagonal elements of L are not stored.
iA Integer. (global input)
The global row index of A, which points to the beginning of the submatrix that will be operated on.
jA Integer. (global input)
The global column index of A, which points to the beginning of the submatrix that will be operated
on.
descA Integer array of dimension 9. (input)
The array descriptor for the distributed matrix A.
ipiv Integer array, dimension ( LOCp(M_A)+MB_A). (local output)
This array contains the pivoting information. ipiv(i) is the global row that local row i was swapped
with. This array is tied to the distributed matrix A.
NOTES
BLACS_GRIDINIT(3S) must be called to initialize the virtual BLACS grid.
SEE ALSO
BLACS_GRIDINIT(3S), DESCINIT(3S)
NAME
PSGETRI, PCGETRI – Computes the inverse of a real or complex distributed matrix
SYNOPSIS
CALL PSGETRI (n, A, iA, jA, descA, ipiv, work, lwork, iwork, liwork, info)
CALL PCGETRI (n, A, iA, jA, descA, ipiv, work, lwork, iwork, liwork, info)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
PSGETRI and PCGETRI compute the inverse of a real or complex distributed matrix by using the LU
factorization computed by PSGETRF(3S) or PCGETRF(3S). This method inverts U and then computes the
inverse of InvA, which is the following:
sub(A)=A(iA:iA+n-1,jA:jA+n-1)
It does this by solving the system InvA*L=inv(U) for InvA.
These routines require square block decomposition (MB_A = NB_A, as defined in the following comments).
A description vector is associated with each two-dimensional (2D) block-cyclicly distributed matrix. This
vector stores the information required to establish the mapping between a matrix entry and its corresponding
process and memory location.
The following comments describe the elements of a block-cyclicly distributed matrix. In these comments,
the underline character (_) should be read as "of the distributed matrix". Let A be a generic term for any 2D
block cyclicly distributed matrix. Its description vector is descA and must be initialized through a call to
DESCINIT(3S).
M_A The number of rows in the distributed matrix.
N_A The number of columns in the distributed matrix.
MB_A The blocking factor used to distribute the rows of the matrix.
NB_A The blocking factor used to distribute the columns of the matrix.
RSRC_A The process row over which the first row of the matrix is distributed.
CSRC_A The process column over which the first column of the matrix is distributed.
CTXT_A The BLACS context handle, indicating the BLACS process grid A is distributed over. The
context itself is global, but the handle (the integer value) may vary.
LLD_A The leading dimension of the local array storing the local blocks of the distributed matrix A.
LLD_A ≥ MAX(1,LOCp(M_A)).
Let K be the number of rows or columns of a distributed matrix, and assume that its process grid has
dimension p-by-q. LOCp( 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, LOCq( 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 LOCp() and LOCq() may be determined via a call to the NUMROC(3S) ScaLAPACK tool
function, as in the following:
LOC p(M)=N UMROC( M, MB_A, MYROW, RSRC_A, NPROW)
These routines accept the following arguments. For PCGETRI, the following real arguments must be
complex:
n Integer. (global input)
The number of columns to be operated on (the number of columns of the distributed submatrix
sub(A)). n must be ≥ 0.
A Real pointer into the local memory to an array of dimension (LLD_A, LOCq(jA+n– 1). (local
input/local output)
On entry, the local pieces of the L and U obtained by the factorization sub(A)=P*L*U computed by
PSGETRF(3F).
On exit, if info = 0, sub(A) contains the inverse of the original distributed matrix sub(A).
iA Integer. (global input)
The global row index of A, which points to the beginning of the submatrix that will be operated on.
jA Integer. (global input)
The global column index of A, which points to the beginning of the submatrix that will be operated
on.
descA Integer array of dimension 9. (input)
The array descriptor for the distributed matrix A.
ipiv Integer array, dimension ( LOCp(M_A)+MB_A. (local output)
This arrray keeps track of the pivoting information. ipiv(i) is the global row index that the local
row i was swapped with. This array is tied to the distributed matrix A.
work Real array, dimension (lwork). (local workspace)
On exit, if info = 0, work(1) returns the minimal and optimal lwork.
lwork Integer. (local input)
lwork=LOCp(n+MOD(iA-1,MB_A))*NB_A. lwork is used to keep a copy of (at maximum) an
entire column block of sub(A).
iwork Integer array, dimension (liwork). (local workspace)
On exit, if info = 0, iwork(1) returns the minimal and optimal liwork.
NOTES
BLACS_GRIDINIT(3S) must be called to initialize the virtual BLACS grid.
SEE ALSO
BLACS_GRIDINIT(3S), DESCINIT(3S), PCGETRF(3S), PSGETRF(3S)
NAME
PSGETRS, PCGETRS – Solves a real or complex distributed system of linear equations
SYNOPSIS
CALL PSGETRS (trans, n, nrhs, A, iA, jA, descA, ipiv, B, iB, jB, descB, info)
CALL PCGETRS (trans, n, nrhs, A, iA, jA, descA, ipiv, B, iB, jB, descB, info)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
PSGETRS and PCGETRS solve a system of real or complex distributed linear equations
op (sub(A)) * X = sub(B)
with a general n-by-n distributed matrix sub(A) by using the LU factorization computed by PSGETRF(3S).
sub(A) denotes
sub(A)=A(iA:iA+n-1,jA:jA+n-1)
T
and op(A)=A or A , and sub(B) denotes B(iB:iB+ n– 1, jB:jB+nrhs -1).
These routines require square block decomposition (MB_A = NB_A, as defined in the following comments).
A description vector is associated with each two-dimensional (2D) block-cyclicly distributed matrix. This
vector stores the information required to establish the mapping between a matrix entry and its corresponding
process and memory location.
The following comments describe the elements of a block-cyclicly distributed matrix. In these comments,
the underline character (_) should be read as "of the distributed matrix". Let A be a generic term for any 2D
block cyclicly distributed matrix. Its description vector is descA and must be initialized through a call to
DESCINIT(3S).
M_A The number of rows in the distributed matrix.
N_A The number of columns in the distributed matrix.
MB_A The blocking factor used to distribute the rows of the matrix.
NB_A The blocking factor used to distribute the columns of the matrix.
RSRC_A The process row over which the first row of the matrix is distributed.
CSRC_A The process column over which the first column of the matrix is distributed.
CTXT_A The BLACS context handle, indicating the BLACS process grid A is distributed over. The
context itself is global, but the handle (the integer value) may vary.
LLD_A The leading dimension of the local array storing the local blocks of the distributed matrix A.
LLD_A ≥ MAX(1,LOCp(M_A)).
Let K be the number of rows or columns of a distributed matrix, and assume that its process grid has
dimension p-by-q. LOCp( 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, LOCq( 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 LOCp() and LOCq() may be determined via a call to the NUMROC(3S) ScaLAPACK tool
function, as in the following:
LOCp(M ) = NUM ROC (M, MB_ A, MYROW, RSRC_A, NPROW)
LOC q(N) = NUMROC (N, NB_ A, MYC OL, CSR C_A , NPC OL)
These routines accept the following arguments. For PCGETRS, the following real arguments must be
complex:
trans Character. (global input)
Specifies the form of the system of equations:
trans = ’N’: sub(A) * X = sub(B) (No transpose)
T
trans = ’T’: sub(A) * X = sub(B) (Transpose)
T
trans = ’C’: sub(A) * X = sub(B) (Transpose)
n Integer. (global input)
The number of columns to be operated on; (the number of columns of the distributed submatrix
sub(A)). n must be ≥ 0.
nrhs Integer. (global input)
The number of right-hand sides (the number of columns of the distributed submatrix sub(B)). nrhs
must be ≥ 0.
A Real pointer into the local memory to an array of dimension (LLD_A, LOCq(jA+n– 1). (local
input/local output)
On entry, the local pieces of the of the factors L and U from the factorization sub(A)=P*L*U; the
unit diagonal elements of L are not stored.
iA Integer. (global input)
The global row index of A, which points to the beginning of the submatrix that will be operated on.
jA Integer. (global input)
The global column index of A which points to the beginning of the submatrix that will be operated
on.
descA Integer array of dimension 9. (input)
The array descriptor for the distributed matrix A.
ipiv Integer array, dimension (LOCp(M_A+MB_A). (local input)
This array contains the pivoting information, ipiv(i), which is the global row that local row i was
swapped with. This array is tied to the distributed matrix A.
B Real pointer into the local memory to an array of dimension (LLD_B, LOCq(jB +nrhs– 1)). (local
input/local output)
On entry, the right-hand side of distributed matrix sub(B).
On exit, sub(B) is overwritten by the solution distributed matrix X.
iB Integer. (global input)
The global row index of B, which points to the beginning of the submatrix that will be operated on.
jB Integer. (global input)
The global column index of B, which points to the beginning of the submatrix that will be operated
on.
descB Integer array of dimension 9. (input)
The array descriptor for the distributed matrix B.
info Integer. (global output)
info = 0 Successful exit.
info < 0 If the ith argument is an array and the j-entry had an illegal value, info = -(i*100+j);
if the ith argument is a scalar and had an illegal value, then info = – i.
NOTES
BLACS_GRIDINIT(3S) must be called to initialize the virtual BLACS grid.
SEE ALSO
BLACS_GRIDINIT(3S), DESCINIT(3S), NUMROC(3S), PSGETRF(3S)
NAME
PSPOSV, PCPOSV – Solves a real symmetric or complex Hermitian system of linear equations
SYNOPSIS
CALL PSPOSV (uplo, n, nrhs, A, iA, jA, descA, B, iB, jB, descB, info)
CALL PCPOSV (uplo, n, nrhs, A, iA, jA, descA, B, iB, jB, descB, info)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
PSPOSV computes the solution to a real symmetric positive definite system of linear equations, as in the
following:
sub(A) X = sub(B)
where sub(A) denotes the following:
sub(A)=A(iA:iA+n-1,jA:jA+n-1)
sub(A) is an n-by-n symmetric distributed positive definite matrix and X and sub(B), which denotes the
following, are n-by-nrhs distributed matrices:
B(iB:iB+n-1,jB:jB+nrhs-1)
In the case of PCPOSV, the matrix must be Hermitian positive definite.
The Cholesky decomposition is used to factor sub(A) in the following way:
T
sub(A)=U * U if uplo = ’U’
T
sub(A)=L * L if uplo = ’L’
U is an upper triangular matrix, and L is a lower triangular matrix. The factored form of sub(A) is then used
to solve the system of equations.
These routines require square block decomposition (MB_A = NB_A, as defined in the following comments).
A description vector is associated with each two-dimensional (2D) block-cyclicly distributed matrix. This
vector stores the information required to establish the mapping between a matrix entry and its corresponding
process and memory location.
The following comments describe the elements of a block-cyclicly distributed matrix. In these comments,
the underline character (_) should be read as "of the distributed matrix". Let A be a generic term for any 2D
block cyclicly distributed matrix. Its description vector is descA and must be initialized through a call to
DESCINIT(3S).
These routines accept the following arguments. For PCPOSV, the following real arguments must be
complex:
uplo Character. (global input)
uplo = ’U’: Upper triangle of sub(A) is stored.
uplo = ’L’: Lower triangle of sub(A) is stored.
n Integer. (global input)
The number of columns to be operated on (the number of columns of the distributed submatrix
sub(A)). n must be ≥ 0.
nrhs Integer. (global input)
The number of right-hand sides (the number of columns of the distributed submatrix sub(B)). nrhs
must be ≥ 0.
A Real pointer into the local memory to an array of dimension (LLD_A, LOCq(jA+n– 1). (local
input/local output)
On entry, 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 refrenced.
If uplo = ’L’, the leading n-by-n lower triangular part of sub(A) contains the lower triangular part of
the distributed matrix, and its strictly upper triangular part is not referenced.
On exit, if info = 0, this array contains the local pieces of the factor U or L from the Cholesky
T T
factorization sub(A) = U * U or L * L .
iA Integer. (global input)
The global row index of A, which points to the beginning of the submatrix that will be operated on.
jA Integer. (global input)
The global column index of A which points to the beginning of the submatrix that will be operated
on.
descA Integer array of dimension 9. (input)
The array descriptor for the distributed matrix A.
B Real pointer into the local memory to an array of dimension (LLD_B,LOC(jB+nrhs– 1). (local
input/local output)
On entry, the right hand side distributed matrix sub(BfR).
On exit, if info = 0, sub(B) is overwritten by the solution distributed matrix X.
iB Integer. (global input)
The global row index of B, which points to the beginning of the submatrix that will be operated on.
jB Integer. (global input)
The global column index of B, which points to the beginning of the submatrix that will be operated
on.
descB Integer array of dimension 9. (input)
The array descriptor for the distributed matrix B.
info Integer. (global output)
info = 0 Successful exit.
info < 0 If the ith argument is an array and the j-entry had an illegal value, info = -(i*100+j);
if the ith argument is a scalar and had an illegal value, info = – i.
>0 If info = K, the leading minor of order K, A(iA:iA+K-1,jA+K-1) is not positive
definite. The factorization could not be completed, and the solution could not be
computed.
NOTES
BLACS_GRIDINIT(3S) must be called to initialize the virtual BLACS grid.
SEE ALSO
BLACS_GRIDINIT(3S), DESCINIT(3S), NUMROC(3S)
NAME
PSPOTRF, PCPOTRF – Computes the Cholesky factorization of a real symmetric or complex Hermitian
positive definite distributed matrix
SYNOPSIS
CALL PSPOTRF (uplo, n, A, iA, jA, descA, info)
CALL PCPOTRF (uplo, n, A, iA, jA, descA, info)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
PSPOTRF computes the Cholesky factorization of an n-by-n real symmetric positive definite distributed
matrix of the form:
sub(A)=A(iA:iA+n-1,jA:jA+n-1)
PCPOTRF computes the Cholesky factorization of a Hermitian positive definite distributed matrix.
The factorization has the following form; U is an upper triangular matrix, and L is a lower triangular matrix.
sub(A)=U’ * U if uplo=’U’
sub(A)=L * L’ if uplo=’L’
These routines require square block decomposition (MB_A = NB_A, as defined in the following comments).
A description vector is associated with each two-dimensional (2D) block-cyclicly distributed matrix. This
vector stores the information required to establish the mapping between a matrix entry and its corresponding
process and memory location.
The following comments describe the elements of a block-cyclicly distributed matrix. In these comments,
the underline character (_) should be read as "of the distributed matrix". Let A be a generic term for any 2D
block cyclicly distributed matrix. Its description vector is descA and must be initialized through a call to
DESCINIT(3S).
M_A The number of rows in the distributed matrix.
N_A The number of columns in the distributed matrix.
MB_A The blocking factor used to distribute the rows of the matrix.
NB_A The blocking factor used to distribute the columns of the matrix.
RSRC_A The process row over which the first row of the matrix is distributed.
CSRC_A The process column over which the first column of the matrix is distributed.
CTXT_A The BLACS context handle, indicating the BLACS process grid A is distributed over. The
context itself is global, but the handle (the integer value) may vary.
LLD_A The leading dimension of the local array storing the local blocks of the distributed matrix A.
LLD_A ≥ MAX(1,LOCp(M_A)).
Let K be the number of rows or columns of a distributed matrix, and assume that its process grid has
dimension p-by-q. LOCp( 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, LOCq( 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 LOCp() and LOCq() may be determined via a call to the NUMROC(3S) ScaLAPACK tool
function, as in the following:
LOC p(M)=N UMROC( M, MB_A, MYROW, RSRC_A, NPROW)
LOC q(N)=N UMROC( N, NB_A, MYCOL, CSRC_A, NPCOL)
These routines accept the following arguments. For PCPOTRF, the following real arguments must be
complex:
uplo Character. (global input)
uplo= ’U’: Upper triangle of sub(A) is stored;
uplo = ’L’: Lower triangle of sub(A) is stored.
n Integer. (global input)
The number of columns to be operated on (the number of columns of the distributed submatrix
sub(A)). n must be ≥ 0.
A Real pointer into the local memory to an array of dimension (LLD_A, LOCq(jA+n– 1). (local
input/local output)
On entry, 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 the matrix sub(A) contains the upper
triangular matrix, and its strictly lower triangular part of sub(A) is not referenced.
If uplo = ’L’, the leading n-by-n lower triangular part of the matrix sub(A) contains the lower
triangular matrix, and the strictly upper triangular part of sub(A) 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 distributed matrix contains the Cholesky
factor L.
iA Integer. (global input)
The global row index of A, which points to the beginning of the submatrix that will be operated on.
jA Integer. (global input)
The global column index of A, which points to the beginning of the submatrix that will be operated
on.
descA Integer array of dimension 9. (input)
The array descriptor for the distributed matrix A.
NOTES
BLACS_GRIDINIT(3S) must be called to initialize the virtual BLACS grid.
SEE ALSO
BLACS_GRIDINIT(3S), DESCINIT(3S), NUMROC(3S)
NAME
PSPOTRI, PCPOTRI – Computes the inverse of a real symmetric or complex Hermitian positive definite
distributed matrix
SYNOPSIS
CALL PSPOTRI (uplo, n, A, iA, jA, descA, info)
CALL PCPOTRI (uplo, n, A, iA, jA, descA, info)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
PSPOTRI computes the inverse of a real symmetric positive definite distributed matrix of the form:
sub(A)=A(iA:iA+n-1,jA:jA+n-1)
T T
by using the Cholesky factorization sub(A)=U * U or L * L computed by PSPOTRF(3S).
PCPOTRI computes the inverse of a complex Hermitian positive definite matrix using the output from
PCPOTRF(3S).
These routines require square block decomposition (MB_A = NB_A, as defined in the following comments).
A description vector is associated with each two-dimensional (2D) block-cyclicly distributed matrix. This
vector stores the information required to establish the mapping between a matrix entry and its corresponding
process and memory location.
The following comments describe the elements of a block-cyclicly distributed matrix. In these comments,
the underline character (_) should be read as "of the distributed matrix". Let A be a generic term for any 2D
block cyclicly distributed matrix. Its description vector is descA and must be initialized through a call to
DESCINIT(3S).
M_A The number of rows in the distributed matrix.
N_A The number of columns in the distributed matrix.
MB_A The blocking factor used to distribute the rows of the matrix.
NB_A The blocking factor used to distribute the columns of the matrix.
RSRC_A The process row over which the first row of the matrix is distributed.
CSRC_A The process column over which the first column of the matrix is distributed.
CTXT_A The BLACS context handle, indicating the BLACS process grid A is distributed over. The
context itself is global, but the handle (the integer value) may vary.
LLD_A The leading dimension of the local array storing the local blocks of the distributed matrix A.
LLD_A ≥ MAX(1,LOCp(M_A)).
Let K be the number of rows or columns of a distributed matrix, and assume that its process grid has
dimension p-by-q. LOCp( 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, LOCq( 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 LOCp() and LOCq() may be determined via a call to the NUMROC(3S) ScaLAPACK tool
function, as in the following:
LOCp(M)=N UMROC( M, MB_A, MYR OW, RSRC_A , NPROW)
These routines accept the following arguments. For PCPOTRI, the following real arguments must be
complex:
uplo Character. (global input)
uplo = ’U’: Upper triangle of sub(A) is stored.
uplo = ’L’: Lower triangle of sub(A) is stored.
n Integer. (global input)
The number of columns to be operated on (the number of columns of the distributed submatrix
sub(A)). n must be ≥ 0.
A Real pointer into the local memory to an array of dimension (LLD_A, LOCq(jA+n– 1). (local
input/local output)
On entry, the local pieces of the triangular factor U or L from the Cholesky factorization of the
T T
distributed matrix sub(A)=U * U or L * L , as computed by PSPOTRF(3S).
On exit, the local pieces of the upper or lower triangle of the (symmetric) inverse of sub(A),
overwriting the input factor U or L.
iA Integer. (global input)
The global row index of A, which points to the beginning of the submatrix that will be operated on.
jA Integer. (global input)
The global column index of A, which points to the beginning of the submatrix that will be operated
on.
descA Integer array of dimension 9. (input)
The array descriptor for the distributed matrix A.
info Integer. (global output)
info = 0 Successful exit.
info < 0 If the ith argument is an array and the j-entry had an illegal value, info = -(i*100+j);
if the ith argument is a scalar and had an illegal value, info = – i.
info > 0 If info = i, the (i,i) element of the factor U or L is 0, and the inverse could not be
computed.
NOTES
BLACS_GRIDINIT(3S) must be called to initialize the virtual BLACS grid.
SEE ALSO
BLACS_GRIDINIT(3S), DESCINIT(3S), NUMROC(3S), PSPOTRF(3S)
NAME
PSPOTRS, PCPOTRS – Solves a real symmetric positive definite or complex Hermitian positive definite
system of linear equations
SYNOPSIS
CALL PSPOTRS (uplo, n, nrhs, A, iA, jA, descA, B, iB, jB, descB, info)
CALL PCPOTRS (uplo, n, nrhs, A, iA, jA, descA, B, iB, jB, descB, info)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
PSPOTRS solves a real symmetric positive definite system of linear equations of the form:
sub(A) * X = sub(B)
where sub(A) denotes the following:
sub(A)=A(iA:iA+n-1,jA:jA+n-1)
sub(A) is an n-by-n symmetric positive definite distributed matrix using the following Cholesky factorization
and computed by PSPOTRF(3S):
T
sub(A)=U * U
or
T
L*L
sub(B) denotes the following distributed matrix B:
sub(B)=B(iB:iB+n-1,jB:jB+nrhs-1)
PCPOTRS requires a Hermitian positive definite matrix.
These routines require square block decomposition (MB_A = NB_A, as defined in the following comments).
A description vector is associated with each two-dimensional (2D) block-cyclicly distributed matrix. This
vector stores the information required to establish the mapping between a matrix entry and its corresponding
process and memory location.
The following comments describe the elements of a block-cyclicly distributed matrix. In these comments,
the underline character (_) should be read as "of the distributed matrix". Let A be a generic term for any 2D
block cyclicly distributed matrix. Its description vector is descA and must be initialized through a call to
DESCINIT(3S).
M_A The number of rows in the distributed matrix.
N_A The number of columns in the distributed matrix.
MB_A The blocking factor used to distribute the rows of the matrix.
NB_A The blocking factor used to distribute the columns of the matrix.
RSRC_A The process row over which the first row of the matrix is distributed.
CSRC_A The process column over which the first column of the matrix is distributed.
CTXT_A The BLACS context handle, indicating the BLACS process grid A is distributed over. The
context itself is global, but the handle (the integer value) may vary.
LLD_A The leading dimension of the local array storing the local blocks of the distributed matrix A.
LLD_A ≥ MAX(1,LOCp(M_A)).
Let K be the number of rows or columns of a distributed matrix, and assume that its process grid has
dimension p-by-q. LOCp( 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, LOCq( 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 LOCp() and LOCq() may be determined via a call to the NUMROC(3S) ScaLAPACK tool
function, as in the following:
LOC p(M)=N UMROC( M, MB_A, MYROW, RSRC_A, NPROW)
These routines accept the following arguments. For PCPOTRS, the following real arguments must be
complex:
uplo Character. (global input)
uplo = ’U’: Upper triangle of sub(A) is stored.
uplo = ’L’: Lower triangle of sub(A) is stored.
n Integer. (global input)
The number of columns to be operated on (the number of columns of the distributed submatrix
sub(A)). n must be ≥ 0.
nrhs Integer. (global input)
The number of right-hand sides (the number of columns of the distributed submatrix sub(B)). nrhs
must be ≥ 0.
A Real pointer into the local memory to an array of dimension (LLD_A, LOCq(jA+n– 1). (local
input/local output)
T
On entry, this array contains the factors L or U from the Cholesky factorization sub(A)=L * L or
T
U * U, as computed by PSPOTRF(3S).
iA Integer. (global input)
The global row index of A, which points to the beginning of the submatrix that will be operated on.
NOTES
BLACS_GRIDINIT(3S) must be called to initialize the virtual BLACS grid.
SEE ALSO
BLACS_GRIDINIT(3S), DESCINIT(3S), NUMROC(3S), PSPOTRF(3S)
NAME
PSSYEVX – Computes selected eigenvalues and eigenvectors of a real symmetric matrix
SYNOPSIS
CALL PSSYEVX (jobZ, range, uplo, n, A, iA, jA, descA, vl, vu, il, iu, abstol, m, nZ, w,
orfac, Z, iZ, jZ, descZ, work, lwork, iwork, liwork, ifail, iclustr, gap, info)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
PSSYEVX computes selected eigenvalues and, optionally, eigenvectors of a real symmetric matrix A by
calling the recommended sequence of ScaLAPACK routines. Eigenvalues/vectors can be selected by
specifying a range of values or a range of indices for the desired eigenvalues.
These routines require square block decomposition (MB_A = NB_A, as defined in the following comments).
A description vector is associated with each two-dimensional (2D) block-cyclicly distributed matrix. This
vector stores the information required to establish the mapping between a matrix entry and its corresponding
process and memory location.
The following comments describe the elements of a block-cyclicly distributed matrix. In these comments,
the underline character (_) should be read as "of the distributed matrix". Let A be a generic term for any 2D
block cyclicly distributed matrix. Its description vector is descA and must be initialized through a call to
DESCINIT(3S).
M_A The number of rows in the distributed matrix.
N_A The number of columns in the distributed matrix.
MB_A The blocking factor used to distribute the rows of the matrix.
NB_A The blocking factor used to distribute the columns of the matrix.
RSRC_A The process row over which the first row of the matrix is distributed.
CSRC_A The process column over which the first column of the matrix is distributed.
CTXT_A The BLACS context handle, indicating the BLACS process grid A is distributed over. The
context itself is global, but the handle (the integer value) may vary.
LLD_A The leading dimension of the local array storing the local blocks of the distributed matrix A.
LLD_A ≥ MAX(1,LOCp(M_A)).
Let K be the number of rows or columns of a distributed matrix, and assume that its process grid has
dimension p-by-q. LOCp( 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, LOCq( 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 LOCp() and LOCq() may be determined via a call to the NUMROC(3S) ScaLAPACK tool
function, as in the following:
LOCp(M )=N UMR OC(M, MB_A, MYR OW, RSRC_A, NPROW)
In describing the following arguments, NP, the number of rows local to a given processor, and NQ, the
number of columns local to a given processor, are used.
These routines accept the following arguments:
jobZ Character*1. (global input)
Specifies whether to compute the eigenvectors:
jobZ =’N’: Compute only eigenvalues.
jobZ =’V’: Compute eigenvalues and eigenvectors.
range Character*1. (global input)
range =’A’: All eigenvalues will be found.
range =’V’: All eigenvalues in the half-open interval (vl,vu) will be found.
range =’I’: The ilth through iuth eigenvalues will be found.
uplo Character. (global input)
Specifies whether the upper or lower triangular part of the symmetric matrix A is stored:
uplo =’U’: Upper triangle of sub(A) is stored.
uplo =’L’: Lower triangle of sub(A) is stored.
n Integer. (global input)
The number of columns to be operated on (the number of columns of the distributed submatrix
sub(A)). n must be ≥ 0.
A Block cyclic real array. (local input/workspace)
Global dimension (n,n), local dimension (descA(9), NQ)
On entry, the symmetric matrix A.
If uplo=’U’, only the upper triangular part of A is used to define the elements of the symmetric
matrix.
If uplo=’L’, only the lower triangular part of A is used to define the elements of the symmetric
matrix.
On exit, the lower triangle (if iplo=’L’) or the upper triangle (if uplo=’U’) of A, including the
diagonal, is destroyed.
NN = MAX( N, NB, 2 )
NEI G = number of eigenvectors requested
NB = des cA( 3 ) = des cA( 4 ) = descZ( 3 ) = des cZ( 4 )
des cA( 5 ) = des cA( 4 ) = des cZ( 5 ) = des cZ( 6 ) = 0
IA = JA = IZ = JZ = 1
NP = NUMROC ( N, NB, MYR OW, 0, NPROW )
NP0 = NUMROC( NN, NB, 0, 0, NPR OW )
NQ0 = MAX ( NUM ROC( NEI G, NB, 0, 0, NPC OL ), NB )
ICE IL( X, Y ) is a ScaLAPACK function returning ceiling (X/ Y)
If no eigenvectors are requested (jobZ = ’N’), lwork ≥ 5*N + MAX( 5*NN, NB*(NP+1) ).
If eigenvectors are requested (jobZ = ’V’), the amount of workspace required to guarantee that all
eigenvectors are computed is the following:
work≥5*N+MAX(5*NN,NP0*NQ0)+ICEIL(NEIG,NPROW*NPCOL)*NN+2*NB*NB
The computed eigenvectors may not be orthogonal if the minimal workspace is supplied and ortol
is too small. If you want to guarantee orthogonality (at the cost of potentially poor performance)
you should add the following to lwork:
(CLUSTERSIZE-1)*N
CLUSTERSIZE is the number of eigenvalues in the largest cluster, where a cluster is defined as a
set of close eigenvalues:
{W(K),...,W(K+CLUSTERSIZE-1)|W(J+1)≤ W(J)+orfac*norm(A)}
If lwork is too small to guarantee orthogonality, PSSYEVX attempts to maintain orthogonality in
the clusters with the smallest spacing between the eigenvalues. If lwork is too small to compute all
of the eigenvectors requested, no computation is performed and info = – 23 is returned. Note that
when range = ’V’, PSSYEVX does not know how many eigenvectors are requested until the
eigenvalues are computed. Therefore, when range = ’V’ and as long as lwork is large enough to
allow PSSYEVX to compute the eigenvalues, PSSYEVX will compute the eigenvalues and as many
eigenvectors as it can.
Relationship between workspace, orthogonality, and performance:
If CLUSTERSIZE ≥ N/SQRT(NPROW*NPCOL), providing enough space to compute all the
eigenvectors orthogonally will cause serious degradation in performance. In the limit (i.e.
CLUSTERSIZE = N-1), PSSTEIN will perform no better than DSTEIN on one processor. For
CLUSTERSIZE = N/SQRT(NPROW*NPCOL) reorthogonalizing all eigenvectors will increase the
total execution time by a factor of 2 or more.
For CLUSTERSIZE > N/SQRT(NPROW*NPCOL), execution time will grow as the square of the
cluster size, all other factors remaining equal and assuming enough workspace. Less workspace
means less reorthogonalization but faster execution.
NAME
PSSYGVX – Computes selected eigenvalues and eigenvectors of a real symmetric-definite generalized
eigenproblem
SYNOPSIS
CALL PSSYGVX (ibtype, jobZ, range, uplo, n, A, iA, jA, descA, B, iB, jB, descB, vl, vu,
il, iu, abstol, m, nZ, w, orfac, Z, iZ, jZ, descZ, work, lwork, iwork, liwork, ifail, iclustr,
gap, info)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
PSSYGVX computes all the eigenvalues and, optionally, eigenvectors of a real generalized SY-definite
eigenproblem, of the form:
sub(A) *x=(la mbda)* sub(B) *x, sub (A)*su b(B)x= (lambd a)*x
or
sub(B) *sub(A )*x=(l ambda) *x
Here sub(A) denoting A(IA:IA+N-1, JA:JA+N-1) is assumed to be SY, and sub(B) denoting
B(IB:IB+N-1, JB:JB+N-1) is assumed to be symmetric positive definite.
These routines require square block decomposition (MB_A = NB_A, as defined in the following comments).
A description vector is associated with each two-dimensional (2D) block-cyclicly distributed matrix. This
vector stores the information required to establish the mapping between a matrix entry and its corresponding
process and memory location.
The following comments describe the elements of a block-cyclicly distributed matrix. In these comments,
the underline character (_) should be read as "of the distributed matrix". Let A be a generic term for any 2D
block cyclicly distributed matrix. Its description vector is descA and must be initialized through a call to
DESCINIT(3S).
M_A The number of rows in the distributed matrix.
N_A The number of columns in the distributed matrix.
MB_A The blocking factor used to distribute the rows of the matrix.
NB_A The blocking factor used to distribute the columns of the matrix.
RSRC_A The process row over which the first row of the matrix is distributed.
CSRC_A The process column over which the first column of the matrix is distributed.
CTXT_A The BLACS context handle, indicating the BLACS process grid A is distributed over. The
context itself is global, but the handle (the integer value) may vary.
LLD_A The leading dimension of the local array storing the local blocks of the distributed matrix A.
LLD_A ≥ MAX(1,LOCp(M_A)).
Let K be the number of rows or columns of a distributed matrix, and assume that its process grid has
dimension p-by-q. LOCp( 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, LOCq( 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 LOCp() and LOCq() may be determined via a call to the NUMROC(3S) ScaLAPACK tool
function, as in the following:
LOC p(M)=N UMROC( M, MB_A, MYROW, RSRC_A, NPROW)
If no eigenvectors are requested (jobZ = ’N’), lwork ≥ 5*N + MAX( 5*NN, NB*(NP+1) ).
If eigenvectors are requested (jobZ = ’V’), the amount of workspace required to guarantee that all
eigenvectors are computed is the following:
lwork≥5*N+MAX(5*NN,NP0*MQ0+2*NB*NB) +ICEIL(NEIG,NPROW*NPCOL)*NN
The computed eigenvectors may not be orthogonal if the minimal workspace is supplied and ortol
is too small. If you want to guarantee orthogonality (at the cost of potentially poor performance)
you should add the following to lwork:
(CLUSTERSIZE-1)*N
CLUSTERSIZE is the number of eigenvalues in the largest cluster, where a cluster is defined as a
set of close eigenvalues:
{W(K),...,W(K+CLUSTERSIZE-1)|W(J+1)≤ W(J)+orfac*norm(A)}
If lwork is too small to guarantee orthogonality, PSSYGVX attempts to maintain orthogonality in
the clusters with the smallest spacing between the eigenvalues. If lwork is too small to compute all
of the eigenvectors requested, no computation is performed and info = – 23 is returned. Note that
when range = ’V’, PSSYGVX does not know how many eigenvectors are requested until the
eigenvalues are computed. Therefore, when range = ’V’ and as long as lwork is large enough to
allow PSSYGVX to compute the eigenvalues, PSSYGVX will compute the eigenvalues and as many
eigenvectors as it can.
Relationship between workspace, orthogonality, and performance:
If CLUSTERSIZE ≥ N/SQRT(NPROW*NPCOL), providing enough space to compute all the
eigenvectors orthogonally will cause serious degradation in performance. In the limit (i.e.
CLUSTERSIZE = N-1), PSSTEIN will perform no better than SSTEIN on one processor. For
CLUSTERSIZE = N/SQRT(NPROW*NPCOL) reorthogonalizing all eigenvectors will increase the
total execution time by a factor of 2 or more.
For CLUSTERSIZE > N/SQRT(NPROW*NPCOL), execution time will grow as the square of the
cluster size, all other factors remaining equal and assuming enough workspace. Less workspace
means less reorthogonalization but faster execution.
iwork Integer array. (local workspace)
On return, iwork(1) contains the amount of integer workspace required. If the input parameters are
incorrect, iwork(1) may also be incorrect.
liwork Integer. (local input)
Size of iwork. liwork ≥ 6*NNP
where:
SEE ALSO
BLACS_GRIDINIT(3S), DESCINIT(3S), NUMROC(3S)
NAME
PSSYTRD, PCHETRD – Reduces a real symmetric or complex Hermitian distributed matrix to tridiagonal
form
SYNOPSIS
CALL PSSYTRD (uplo, n, A, iA, jA, descA, D, E, tau, work, lwork, info)
CALL PCHETRD (uplo, n, A, iA, jA, descA, D, E, tau, work, lwork, info)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
PSSYTRD reduces a real symmetric matrix sub(A) to symmetric tridiagonal form T by an orthogonal
similarity transformation:
Q’ sub(A) * Q = T
where sub(A)= A(iA:iA+n– 1, jA:jA+n– 1).
PCHETRD requires a complex Hermitian matrix.
These routines require square block decomposition (MB_A = NB_A, as defined in the following comments).
A description vector is associated with each two-dimensional (2D) block-cyclicly distributed matrix. This
vector stores the information required to establish the mapping between a matrix entry and its corresponding
process and memory location.
The following comments describe the elements of a block-cyclicly distributed matrix. In these comments,
the underline character (_) should be read as "of the distributed matrix". Let A be a generic term for any 2D
block cyclicly distributed matrix. Its description vector is descA and must be initialized through a call to
DESCINIT(3S).
M_A The number of rows in the distributed matrix.
N_A The number of columns in the distributed matrix.
MB_A The blocking factor used to distribute the rows of the matrix.
NB_A The blocking factor used to distribute the columns of the matrix.
RSRC_A The process row over which the first row of the matrix is distributed.
CSRC_A The process column over which the first column of the matrix is distributed.
CTXT_A The BLACS context handle, indicating the BLACS process grid A is distributed over. The
context itself is global, but the handle (the integer value) may vary.
LLD_A The leading dimension of the local array storing the local blocks of the distributed matrix A.
LLD_A ≥ MAX(1,LOCp(M_A)).
Let K be the number of rows or columns of a distributed matrix, and assume that its process grid has
dimension p-by-q. LOCp( 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, LOCq( 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 LOCp() and LOCq() may be determined via a call to the NUMROC(3S) ScaLAPACK tool
function, as in the following:
LOC p(M)=N UMROC( M, MB_A, MYROW, RSRC_A, NPROW)
These routines accept the following arguments. For PCHETRD, the following real arguments must be
complex:
uplo Character. (global input)
uplo = ’U’: Upper triangle of sub(A) is stored.
uplo = ’L’: Lower triangle of sub(A) is stored.
n Integer. (global input)
The number of columns to be operated on (the number of columns of the distributed submatrix
sub(A)). n must be ≥ 0.
A Real pointer into the local memory to an array of dimension (LLD_A, LOCq(jA+n– 1). (local
input/local output)
On entry, the local pieces of the 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 refrenced.
If uplo = ’L’, the leading n-by-n lower triangular part of sub(A) contains the lower triangular part of
the distributed matrix, and its strictly upper triangular part is not referenced.
On exit, if uplo = ’U’, the diagonal and first superdiagonal of sub(A) are overwritten by the
corresponding elements of the tridiagonal matrix T, and the elements above the first superdiagonal,
with the array tau, represent the orthogonal matrix Q as a product of elementary reflectors; if uplo =
’L’, the diagonal and first subdiagonal of sub(A) are overwritten by the corresponding elements of
the tridiagonal matrix T, and the elements below the first subdiagonal, with the array tau, represent
the orthogonal matrix Q as a product of elementary reflectors. See the Further Details subsection
for more information.
iA Integer. (global input)
The global row index of A, which points to the beginning of the submatrix that will be operated on.
jA Integer. (global input)
The global column index of A which points to the beginning of the submatrix that will be operated
on.
NUMROC(3S) and INDXG2P(3S) are ScaLAPACK tool function; MYROW, MYCOL, NPROW, and
NPCOL can be determined by calling the BLACS_GRIDINFO(3S) subroutine.
info Integer. (global output)
info = 0 Successful exit.
info < 0 If the ith argument is an array and the j-entry had an illegal value, info = -(i*100+j);
if the ith argument is a scalar and had an illegal value, info = – i.
Alignment Requirements
The distributed submatrix sub(A) must verify some alignment properties, namely the following expression
should be true:
( MB_ A.E Q.N B_A .AN D. IRO FFA .EQ .ICOFFA .AND. IRO FFA.EQ.0 )
Further Details
If uplo = ’U’, the matrix Q is represented as a product of elementary reflectors
Q = H(n-1) ... H(2 ) H(1 )
tau is a real scalar, and v is a real vector with v(i+1:n) = 0 and v(i) = 1; v(1:i-1) is stored on
exit in A(iA+i-1:iA+m-1,jA+i-1), and tau is stored in tau(jA+i-1).
If uplo = ’L’, the matrix Q is represented as a product of elementary reflectors
Q = H(1) ... H(2) H(n -1)
where tau is a real scalar, and v is a real vector with v(1:i) = 0 and v(i+1) = 1; v(i+1:n) is
stored on exit in A(iA+i-1:iA+m-1,jA+i-1), and tau is stored in tau(jA+i-1).
The contents of sub(A) on exit are illustrated by the following examples with n = 5:
if uplo = ’U’: if uplo = ’L’:
( d e v2 v3 v4 ) ( d )
( d e v3 v4 ) ( e d )
( d e v4 ) ( v1 e d )
( d e ) ( v1 v2 e d )
( d ) ( v1 v2 v3 e d )
In this example, d and e denote diagonal and off-diagonal elements of T, and v1 denotes an element of the
vector defining H(i).
NOTES
BLACS_GRIDINIT(3S) must be called to initialize the virtual BLACS grid.
SEE ALSO
BLACS_GRIDINFO(3S), BLACS_GRIDINIT(3S), INDXG2P(3S), NUMROC(3S)
NAME
PSTRTRI, PCTRTRI – Computes the inverse of a real or complex upper or lower triangular distributed
matrix
SYNOPSIS
CALL PSTRTRI (uplo, diag, n, A, iA, jA, descA, info)
CALL PCTRTRI (uplo, diag, n, A, iA, jA, descA, info)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
PSTRTRI and PCTRTRI compute the inverse of a real or complex upper or lower triangular distributed
matrix of the form:
sub(A)=A(iA:iA+n-1,jA:jA+n-1)
These routines require square block decomposition (MB_A = NB_A, as defined in the following comments).
A description vector is associated with each two-dimensional (2D) block-cyclicly distributed matrix. This
vector stores the information required to establish the mapping between a matrix entry and its corresponding
process and memory location.
The following comments describe the elements of a block-cyclicly distributed matrix. In these comments,
the underline character (_) should be read as "of the distributed matrix". Let A be a generic term for any 2D
block cyclicly distributed matrix. Its description vector is descA and must be initialized through a call to
DESCINIT(3S).
M_A The number of rows in the distributed matrix.
N_A The number of columns in the distributed matrix.
MB_A The blocking factor used to distribute the rows of the matrix.
NB_A The blocking factor used to distribute the columns of the matrix.
RSRC_A The process row over which the first row of the matrix is distributed.
CSRC_A The process column over which the first column of the matrix is distributed.
CTXT_A The BLACS context handle, indicating the BLACS process grid A is distributed over. The
context itself is global, but the handle (the integer value) may vary.
LLD_A The leading dimension of the local array storing the local blocks of the distributed matrix A.
LLD_A ≥ MAX(1,LOCp(M_A)).
Let K be the number of rows or columns of a distributed matrix, and assume that its process grid has
dimension p-by-q. LOCp( 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, LOCq( 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 LOCp() and LOCq() may be determined via a call to the NUMROC(3S) ScaLAPACK tool
function, as in the following:
LOC p(M)=N UMROC( M, MB_A, MYROW, RSRC_A, NPROW)
These routines accept the following arguments. For PCTRTRI, the following real arguments must be
complex:
uplo Character. (global input)
Specifies whether the distributed matrix sub(A) is upper or lower triangular:
uplo = ’U’: Upper triangle of sub(A) is stored.
uplo = ’L’: Lower triangle of sub(A) is stored.
diag Character. (global input)
Specifies whether the distributed matrix sub(A) is unit triangular:
diag = ’N’: Non-unit triangular.
diag = ’U’: Unit triangular.
n Integer. (global input)
The number of columns to be operated on (the number of columns of the distributed submatrix
sub(A)). n must be ≥ 0.
A Real pointer into the local memory to an array of dimension (LLD_A, LOCq(jA+n-1). (local
input/local output)
On entry, the local pieces of the triangular matrix sub(A).
If uplo = ’U’, the leading n-by-n upper triangular part of the matrix sub(A) contains the upper
triangular matrix to be inverted, and the strictly lower triangular part of sub(A) is not referenced.
If uplo = ’L’, the leading n-by-n lower triangular part of the matrix sub(A) contains the lower
triangular matrix, and the strictly upper triangular part of sub(A) is not referenced.
iA Integer. (global input)
The global row index of A, which points to the beginning of the submatrix that will be operated on.
jA Integer. (global input)
The global column index of A which points to the beginning of the submatrix that will be operated
on.
NOTES
BLACS_GRIDINIT(3S) must be called to initialize the virtual BLACS grid.
SEE ALSO
BLACS_GRIDINIT(3S), DESCINIT(3S), NUMROC(3S)
NAME
PSTRTRS, PCTRTRS – Solves a real or complex distributed triangular system
SYNOPSIS
CALL PSTRTRS (uplo, trans, diag, n, nrhs, A, iA, jA, descA, B, iB, jB, descB, info)
CALL PCTRTRS (uplo, trans, diag, n, nrhs, A, iA, jA, descA, B, iB, jB, descB, info)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
PSTRTRS and PCTRTRS solve a real or complex triangular system of the form
sub(A) * X = sub(B)
or
T
sub(A) * X = sub(B)
where sub(A) denotes the following:
sub(A)=A(iA:iA+n-1,jA:jA+n-1)
and sub(A) is a triangular distributed matrix of order N, and the following is an n-by-nrhs distributed matrix
denoted by sub(B):
sub(B)=B(iB:iB+n-1,jB:jB+n-1)
A check is made to verify that sub(A) is nonsingular.
These routines require square block decomposition (MB_A = NB_A, as defined in the following comments).
A description vector is associated with each two-dimensional (2D) block-cyclicly distributed matrix. This
vector stores the information required to establish the mapping between a matrix entry and its corresponding
process and memory location.
The following comments describe the elements of a block-cyclicly distributed matrix. In these comments,
the underline character (_) should be read as "of the distributed matrix". Let A be a generic term for any 2D
block cyclicly distributed matrix. Its description vector is descA and must be initialized through a call to
DESCINIT(3S).
M_A The number of rows in the distributed matrix.
N_A The number of columns in the distributed matrix.
MB_A The blocking factor used to distribute the rows of the matrix.
NB_A The blocking factor used to distribute the columns of the matrix.
RSRC_A The process row over which the first row of the matrix is distributed.
CSRC_A The process column over which the first column of the matrix is distributed.
CTXT_A The BLACS context handle, indicating the BLACS process grid A is distributed over. The
context itself is global, but the handle (the integer value) may vary.
LLD_A The leading dimension of the local array storing the local blocks of the distributed matrix A.
LLD_A ≥ MAX(1,LOCp(M_A)).
Let K be the number of rows or columns of a distributed matrix, and assume that its process grid has
dimension p-by-q. LOCp( 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, LOCq( 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 LOCp() and LOCq() may be determined via a call to the NUMROC(3S) ScaLAPACK tool
function, as in the following:
LOCp(M)=N UMROC( M, MB_A, MYR OW, RSRC_A , NPROW)
These routines accept the following arguments. For PCTRTRS, the following real arguments must be
complex:
uplo Character. (input)
uplo = ’U’: sub(A)=A(iA:iA+n-1,jA:jA+n-1) is upper triangular.
uplo = ’L’: sub(A)=A(iA:iA+n-1,jA:jA+n-1) is lower triangular.
trans Character. (global input)
Specifies the form of the system of equations:
trans = ’N’: sub(A) * X = sub(B) (No transpose).
T
trans = ’T’: sub(A) * X = sub(B) (Transpose).
T
trans = ’C’: sub(A) * X = sub(B) (Transpose).
diag Character. (global input)
diag = ’N’: sub(A) is non-unit triangular
diag = ’U’: sub(A) is unit triangular
n Integer. (global input)
The number of columns to be operated on (the number of columns of the distributed submatrix
sub(A)). n must be ≥ 0.
nrhs Integer. (global input)
The number of right-hand sides (the number of columns of the distributed matrix sub(B)). nrhs
must be ≥ 0.
A Real pointer into the local memory to an array of dimension (LLD_A, LOCq(jA+n-1). (local
input/local output)
If uplo = ’U’, the leading n-by-n upper triangular part of the matrix sub(A) contains the upper
triangular matrix and its strictly lower triangular part of sub(A) is not referenced.
If uplo = ’L’, the leading n-by-n lower triangular part of the matrix sub(A) contains the lower
triangular matrix, and the strictly upper triangular part of sub(A) is not referenced.
If diag = ’U’, the diagonal elements of sub(A) are also not referenced and are assumed to be 1.
iA Integer. (global input)
The global row index of A, which points to the beginning of the submatrix that will be operated
on.
jA Integer. (global input)
The global column index of A which points to the beginning of the submatrix that will be
operated on.
descA Integer array of dimension 9. (input)
The array descriptor for the distributed matrix A.
B Real pointer into the local memory to an array of dimension (LLD_B, LOCq(jB +nrhs– 1). (local
input/local output)
On entry, the right-hand side distributed matrix sub(B).
On exit, if info = 0, sub(B) is overwritten by the solution distributed matrix X.
iB Integer. (global input)
The global row index of B, which points to the beginning of the submatrix that will be operated
on.
jB Integer. (global input)
The global column index of B, which points to the beginning of the submatrix that will be
operated on.
descB Integer array of dimension 9. (input)
The array descriptor for the distributed matrix B.
info Integer. (global output)
info = 0 Successful exit.
info < 0 If the ith argument is an array and the j-entry had an illegal value,
info = -(i*100+j); if the ith argument is a scalar and had an illegal value, info = – i.
info > 0: If info = i, the i-ith diagonal element of sub(A) is 0, which indicates that the
submatrix is singular and the solutions have not been computed.
NOTES
BLACS_GRIDINIT(3S) must be called to initialize the virtual BLACS grid.
SEE ALSO
BLACS_GRIDINIT(3S), DESCINIT(3S), NUMROC(3S)
NAME
INTRO_SPARSE – Introduction to solvers for sparse linear systems
IMPLEMENTATION
UNICOS systems
DESCRIPTION
The following table lists the purpose and name of the sparse linear system routines.
Purpose Name
A sparse matrix is a matrix that has relatively few nonzero values. This type of matrix occurs frequently in
key computational steps of a variety of engineering and scientific applications. Most sparse matrix software
takes advantage of this "sparseness" to reduce the amount of storage and arithmetic required by keeping track
of only the nonzero entries in the matrix.
Storage Formats
Suppose that the n-by-n input matrix A has nza nonzero entries. The data structure used to represent A is a
column-oriented format, which is referred to as the sparse column format, in which the entries are grouped
by columns. In this format, the row indices of the nonzero elements in the first column are stored
contiguously in ascending order in an array irowind; then the row indices are stored for the second column,
and so on. The corresponding values are stored in an array values. A pointer array, icolptr, points to the
first entry in each column of A in irowind and values. icolptr(n+1) is set to nza+1. irowind and values are
arrays of length nza, and icolptr is of length n+1. Hence, 2nza+n+1 words of storage are required to
2
represent A, rather than the usual n words in the corresponding dense matrix format. Moreover, in the case
when A is symmetric, there is an even more compact symmetric column pointer format, in which only the
lower triangular part of A is stored.
Suppose A is a 5-by-5 matrix with 13 nonzero elements defined as follows:
11 0 0 41 0
0 22 32 0 52
A = 0 32 33 43 0
41 0 43 44 0
0 52 0 0 55
The full sparse column format representation of A is as follows:
values = (11 41 22 32 52 32 33 43 41 43 44 52 55 )
irowind = ( 1 4 2 3 5 2 3 4 1 3 4 2 5 )
icolptr = ( 1 3 6 9 12 14 )
Because A is symmetric, the following symmetric sparse column format representation of A also is valid:
values = (11 41 22 32 52 33 43 44 55 )
irowind = ( 1 4 2 3 5 3 4 4 5 )
icolptr = ( 1 3 6 8 9 10 )
Direct Versus Iterative Solution
Techniques for the solution of sparse linear systems can be divided into two broad classes: direct and
iterative.
Direct solution
An explicit factorization of the matrix is computed, and it is used to solve for a solution of the linear system
given a right-hand side. The solution obtained by direct methods is certain to be as accurate as the problem
definition.
Iterative solution
A sequence of approximations is generated iteratively, which should converge to a solution of the linear
system. Unlike direct methods, iterative methods tend to be more special-purpose, and it is well known that
no general, effective iterative algorithms exist for an arbitrary sparse linear system. However, for certain
classes of problems, the use of an appropriate iterative method can yield an approximate solution
significantly faster than direct methods. Also, iterative methods typically require less memory than direct
methods, making iterative methods the only feasible approach for some large problems. In an attempt to
compensate for the lack of robustness of any single iterative method and preconditioner, this package
provides a variety of methods and preconditioners. All are preconditioned conjugate gradient-type methods.
You can find a reference to a good introduction to these methods in the SEE ALSO section.
Analyze Phase for the Direct Sparse
In the direct solution of sparse linear systems, the structure of the input matrix usually is preprocessed prior
to the numerical factorization and the numerical solution phase. This is often referred to as the Analyze
phase. Only the structure of the matrix (that is, icolptr and irowind) is required at this stage. As
implemented in the package, the Analyze phase is further divided into the following:
• Fill-reduction reordering phase
• Symbolic factorization phase
• Execution sequence and memory management phase
Fill-reduction reordering phase
For a given sparse symmetric matrix A, the lower triangular matrix L from the LDL T factorization of A is
generally much more dense than A because of the fill-in generated at locations in which Ai j = 0. To reduce
this amount of fill-in, the routine applies an appropriate symmetric row and column permutation P to A
before carrying out the numerical factorization on PAP T . The system to be solved is then
PAP T y = Pb , x =P T y .
The reordering heuristic used in the package is based on the multiple minimum degree algorithm (see the
SEE ALSO section for a reference), which has proven to be a very effective practical method for reducing
the amount of fill-in created during the factorization. Moreover, in most problems, some of the columns of
the resultant factor L naturally have identical sparsity structure. These columns are grouped into what is
commonly referred to as supernode, and they are processed together in subsequent stages. This results in
significant performance improvement over previous sparse matrix solvers. The supernode concept can be
relaxed further by allowing additional fill-ins in L, so that more columns can be grouped together, resulting
in fewer and larger supernodes.
Experience shows that more often than not this trade-off of additional fill-ins (and therefore, more
operations) for fewer but larger supernodes reduces the execution time overall.
Symbolic factorization phase
Given the structure of the input matrix and a permutation matrix P as determined from the fill-reduction
reordering phase, the symbolic factorization phase builds the data structure for the nonzero entries of L.
EXAMPLES
The following examples show the use of the iterative and direct sparse solver routines.
PRO GRAM EX1
PAR AME TER (NM AX = 5, NZA S = 9, NZA U = 13)
PAR AMETER (LI WORK = 350 , LWO RK = LIW ORK )
INT EGER NEQ NS, NZA , IPA TH, IER R, ROWU(N ZAU ), COL U(NZAU ),
& ROW S(N ZAS), COLS(N MAX +1) , IWO RK( LIW ORK), IPA RAM(40 )
REA L AMA TU(NZA U), AMATS( NZA S), RPA RAM (30 ), X(N MAX ), B(N MAX),
& BGE(NM AX) , BPO (NM AX) , BTS (NMAX) , SOL N(N MAX ), WORK(L WOR K)
CHA RAC TER *3 METHOD
c
c --- ------ --- --- --------- --- --- -
c Def ine mat rix , sol uti on and RHS
c --- ------ --- --- --------- --- --- -
c
c.. ...Ful l col umn pointer format
DATA COLU / 1, 4, 7, 9, 12, 14/
DAT A ROW U / 1, 2, 4, 1, 2, 3, 2, 3, 1, 4, 5, 4, 5/
DAT A AMA TU / 4., -1.,-1 .,- 1., 4., -1. ,-1 ., 4., -1. , 4., -1. ,-1 ., 4./
c
c.....Symmet ric col umn pointe r for mat
DAT A COL S / 1, 4, 6, 7, 9, 10/
DAT A ROW S / 1, 2, 4, 2, 3, 3, 4, 5, 5/
DATA AMA TS / 4., -1.,-1 ., 4., -1. , 4., 4.,-1. , 4./
c
DATA SOLN / 1., 1., 1., 1., 1. /
DATA B / 2., 2., 3., 2., 3. /
DATA BGE / 2., 2., 3., 2., 3. /
DATA BPO / 2., 2., 3., 2., 3. /
DATA BTS / 2., 2., 3., 2., 3. /
c
NEQNS = 5
c
c ------ --- --- ------ ------ ---
c Solve proble m using SIT RSO L
SEE ALSO
Golub, G. H. and C. F. Van Loan, Matrix Computations, second edition. Baltimore, MD: Johns Hopkins
University Press, 1989.
Liu, J. W., "Modification of the Minimum Degree Algorithm by Multiple Elimination," ACM Transactions
on Math Software, 11, (1985): pp. 141– 153.
NAME
DFAULTS – Assigns default values to the parameter arguments for SITRSOL(3S)
SYNOPSIS
CALL DFAULTS (iparam, rparam)
IMPLEMENTATION
UNICOS systems
DESCRIPTION
Users of SITRSOL usually would have to explicitly define each required parameter in the iparam and
rparam array arguments. DFAULTS lets you easily assign default values to the parameters in iparam and
rparam. After you set the default values by using DFAULTS, you can then change any of the parameter
values explicitly, as needed.
This routine has the following arguments:
iparam Integer array of dimension 40. (output)
Array of integer parameters required by SITRSOL.
rparam Real array of dimension 30. (output)
Array of real parameters required by SITRSOL.
To see the complete range of valid values for these arguments, see the SITRSOL(3S) man page.
Many of these parameters are set on exit from SITRSOL. After a call to SITRSOL, the DFAULTS setting
of these parameters is destructive.
The default values for iparam and rparam (output of DFAULTS) are as follows:
iparam
iparam(1): isym Full or symmetric format flag.
=1 Matrix is in symmetric column pointer format.
iparam(2): itest Stopping criterion.
=0 Use ’natural’ (cheapest) stopping criterion for the chosen iterative
method.
iparam(3): maxiter Maximum number of iterations allowed.
= 500
iparam(4): niter On exit, SITRSOL sets this to the number of iterations actually performed.
=0
iparam(5): msglvl Flag to control the level of messages output.
=2 Warning and fatal messages only.
iparam(17): nvorth Number of previous Krylov basis vectors to which each new basis vector is made
orthogonal. (GMRES method only.)
= 10
iparam(18): nrstrt Number of iterations between restart in OMN[k].
= 20
iparam(19): irestrt Save-and-restart control flag.
=0 No save-and-restart.
iparam(20): iosave Save-and-restart unit number of the unformatted file, which is assumed to have
been opened by the user.
=0 This is not a valid unit number for the save-and-restart operation. If
you change the value of irestrt to enable save-and-restart, you also must
change the value of iosave.
iparam(21): mvformat Desired format for computation of matrix-vector products.
=1 Use jagged diagonal form. This requires more storage, but it offers
faster performance.
iparam(22): nicfmax Maximum number of times to try IC[k] factorization by using shifted IC
factorization. (See rparam(15) and rparam(16).)
= 11
iparam(23): nicfacs On exit, SITRSOL sets this to the actual number of shifted IC[k] factorizations
tried. (See rparam(15) and rparam(16).)
=0
iparam(24) — iparam(40)
Presently unused. These parameters are reserved for future use.
rparam
rparam(1): tol Stopping criterion tolerance.
–6
= 1.0
rparam(2): err On exit, SITRSOL sets this to the computed error estimate at each iteration.
= 0.0
rparam(3): alpha Absolute value of the estimate of the smallest eigenvalue of A. Currently, this
parameter is unused and is assumed to be 0.
= 0.0
rparam(4): beta Absolute value of the estimate of the largest eigenvalue of A. This is needed only
by the least-squares polynomial preconditioner (ipretyp=5).
= 0.0 SITRSOL computes an estimate of the spectral radius.
rparam(5): timscal On exit, SITRSOL sets this to the accumulated time (in seconds) to scale and
unscale the user matrix. (See the NOTES section.)
= 0.0
rparam(6): timsets On exit, SITRSOL sets this to the accumulated time (in seconds) to compute the
symbolic incomplete factorization. (See the NOTES section.)
= 0.0
rparam(7): timsetn On exit, SITRSOL sets this to the accumulated time (in seconds) to compute the
numerical incomplete factorization. (See the NOTES section.)
= 0.0
rparam(8): timset On exit, SITRSOL sets this to the accumulated total time (in seconds) to perform
the preconditioner setup. If incomplete factorization is used, this includes both
timsets and timsetn. (See the NOTES section.)
= 0.0
rparam(9): timpre On exit, SITRSOL sets this to the accumulated total time (in seconds) to apply the
preconditioner in the iteration phase of the solution process. (See the NOTES
section.)
= 0.0
rparam(10): timmvs On exit, SITRSOL sets this to the accumulated time (in seconds) to convert from
column pointer to jagged diagonal format. If parallel processing is used, this also
includes the setup time to perform the parallel matrix vector operations. (See the
NOTES section.)
= 0.0
rparam(11): timmv On exit, SITRSOL sets this to the accumulated time (in seconds) to perform the
matrix vector product (not including those performed in applying the polynomial
preconditioners). (See the NOTES section.)
= 0.0
rparam(12): timmtv On exit, SITRSOL sets this to the accumulated time (in seconds) to perform the
transpose matrix vector product (not including those in applying the polynomial
preconditioners). (See the NOTES section.)
= 0.0
rparam(13): timit On exit, SITRSOL sets this to the accumulated time (in seconds) spent in the
iterative routine (not including the time spent computing matrix vector products or
applying the preconditioners). (See the NOTES section.)
= 0.0
rparam(14): timtot On exit, SITRSOL sets this to the accumulated total time (in seconds) for this call
to SITRSOL, plus that of previous calls if not reset. (See the NOTES section.)
= 0.0
rparam(15): gammin Minimum value for shift factor γ. For some problems, IC[k] preconditioning fails in
the factorization. In many cases, "shifting" the diagonal elements allows the
factorization to be computed for this modified matrix.
= 0.0
rparam(16): gammax Maximum value for shift factor γ. If the IC[k] factorization fails, SITRSOL
increments γ and tries again. γ may take on nicfmax different values between
gammin and gammax.
On exit from SITRSOL (if nicfacs > 1), gammax contains the actual value of
gamma used to compute the factorization.
= 0.3
rparam(17) – rparam(30)
Presently unused. These parameters are reserved for future use.
NOTES
If the timing parameters, rparam(5) through rparam(14), are not reset to 0.0 (for example, by DFAULTS),
timing information for subsequent calls to SITRSOL will be added to existing timing information.
If multiple CPUs are used, rparam(5) through rparam(14) report the cumulative time for all CPUs.
SEE ALSO
INTRO_SPARSE(3S) for an example of a Fortran program that uses DFAULTS and SITRSOL
SITRSOL(3S) for a more complete description of iparam and rparam
Scientific Libraries User’s Guide
NAME
SITRSOL – Solves a real general sparse system, using a preconditioned conjugate gradient-like method
SYNOPSIS
CALL SITRSOL (method, ipath, neqns, nvars, x, b, icolptr, irowind, value, liwork, iwork,
lrwork, rwork, iparam, rparam, ierr)
IMPLEMENTATION
UNICOS systems
DESCRIPTION
SITRSOL uses any of several iterative techniques to solve a real general sparse system of equations.
Because no single robust iterative algorithm for solving sparse linear systems exists, SITRSOL lets users
select from a wide variety of iterative techniques, preconditioning schemes, and many tuning parameters.
You can initialize the iparam and rparam tuning parameter arguments by using a call to DFAULTS. Then
you must change only selected parameter values, rather than setting up the entire arrays of parameters
manually.
This routine has the following arguments:
method Character*3. (input)
Name used to select the iterative method.
= ’BCG’ Biconjugate gradient method
= ’CGN’ Conjugate gradient method applied to the equations:
T T
AA y = b x = A y (Craig’s method)
= ’CGS’ Conjugate gradient squared method
= ’GMR’ Generalized minimum residual (GMRES) method
= ’GMN’ Orthomin or generalized conjugate residual (GCR) method
= ’PCG’ Preconditioned conjugate gradient method
ipath Integer. (input)
Value used to control the execution path in the solver. This argument is useful when the driver is
used to solve similar problems or a large problem in pieces.
= 1 Processes only the structure of the matrix. No solution is computed.
= 2 Processes both the structure and values of the matrix. The solution is computed.
= 3 Processes only the values of the matrix. The solution is computed. It is assumed that
SITRSOL has been called with ipath equal to 1 or 2 and that the structure previously set up
is used.
= 4 Solves the same linear system with different right-hand side.
= 5 Restarts from a previously saved run.
neqns Integer. (input)
Number of equations (rows) in the system.
rparam(7): timsetn Accumulated time (in seconds) to compute the numerical incomplete factorization.
(input and output)
DFAULTS returns timsetn = 0.0.
rparam(8): timset Accumulated total time (in seconds) to perform the preconditioner setup. (input and
output)
If incomplete factorization is used, this includes both timsets and timsetn.
DFAULTS returns timset = 0.0.
rparam(9): timpre Accumulated total time (in seconds) to apply the preconditioner in the iteration phase
of the solution process. (input and output)
DFAULTS returns timpre = 0.0.
rparam(10): timmvs Accumulated time (in seconds) to convert from column pointer to jagged diagonal
format. (input and output)
If you use parallel processing, this also includes the setup time to perform the parallel
matrix vector operations.
DFAULTS returns timmvs = 0.0.
rparam(11): timmv Accumulated time (in seconds) to perform the matrix vector product. (input and
output)
This does not include the products that apply the polynomial preconditioners.
DFAULTS returns timmv = 0.0.
rparam(12): timmtv Accumulated time (in seconds) to perform the transpose matrix vector product. (input
and output)
This does not include the products that apply the polynomial preconditioners.
DFAULTS returns timmtv = 0.0.
rparam(13): timit Accumulated time (in seconds) spent in the iterative routine. (input and output)
This does not include the time spent computing matrix vector products or applying
the preconditioners.
DFAULTS returns timit = 0.0.
rparam(14): timtot Accumulated total time (in seconds) for this call to SITRSOL. (input and output)
DFAULTS returns timtot = 0.0.
rparam(15): gammin Minimum value for shift factor γ. (input)
For some problems, IC[k] preconditioning fails in the factorization. In many cases,
"shifting" the diagonal elements (that is, letting a(i,i) = (1 + γ) . a(i,i)) allows the
factorization to be computed for this modified matrix.
DFAULTS returns gammin=0.0.
Workspace
The following are three methods for estimating your workspace needs:
Rough estimate Fastest (only one multiply), but least accurate.
SITRSOL estimate Much slower, but also a lot more accurate.
Hand-coded estimate If you already know certain information about the size of the final factorization, a
hand-coded SITRSOL estimation algorithm with your information will be more
accurate than SITRSOL’s calculations.
Rough estimate
You can make a very rough estimate of your workspace needs by setting
liwork =lrwork =6 . nza
where nza is the number of nonzero elements in matrix A (= icolptr(neqns+1)– 1). This estimate is usually
sufficient.
If you are not using certain memory-intensive preconditioning or matrix formatting options, you can refine
this estimate further:
A. If you are not using IC[k] or ILU[k] preconditioning, subtract 2 . nza from your previous estimate for
liwork and lrwork.
B. If you are not using jagged diagonal format, subtract 2 . nza from your previous estimate for liwork and
lrwork.
One, both, or neither of the preceding conditions might be true; therefore, the estimate could end up being
any of the following:
4 . nza If only one or the other of A and B were true
2 . nza If both A and B were true
6 . nza If neither A nor B were true
SITRSOL estimate
You can get a more accurate estimate by calling SITRSOL with liwork or lrwork set to 0. This causes
SITRSOL to generate an error flag (– 10004 or – 10005) and to return an estimate of workspace requirements
in iwork(1) for lrwork and iwork(2) for liwork. You can then use these estimates in another call to
SITRSOL. In computing this estimate, SITRSOL uses the precise formulas that follow in the Algorithm for
Accurate Workspace Estimate subsection.
Hand-coded estimate
If you are using IC[k] or ILU[k] preconditioning and you already know the number of nonzero elements in
the IC[k] factor matrix L or in the ILU[k] factor matrices L and U, you can get the most accurate estimate
by hand-coding the high-precision algorithm used by SITRSOL.
Then you can use your exact numbers in the algorithm in formulas for which SITRSOL has only estimates.
This means your final result will be more accurate than SITRSOL’s, even though the algorithm is the same.
NOTES
This section discusses parallel processing and workspace considerations.
Using Parallel Processing in SITRSOL
SITRSOL is designed to exploit the parallel processing capabilities of Cray Y-MP systems. In particular,
the preconditioners and matrix-vector operations are designed to achieve significant speedup on multiple
CPUs; however, the parallelism is designed to be effective only for large problems. Small problems will not
benefit, and performance probably will be degraded. What constitutes a "small" problem or a "large"
problem is difficult to define. Also, a large gray area exists in which using fewer than all CPUs gives better
performance than using all CPUs. Experimentation is the best way to decide on the optimal number of
CPUs.
To select the number of CPUs, define the NCPUS environment variable to the desired value. SITRSOL will
then obtain this value and try to use that number of CPUs. In a batch environment, it is unusual to get all of
the physical CPUs on the machine. In this case, it is better to request a smaller number of CPUs than is
physically available. If you do not define the NCPUS variable, the default value for NCPUS will be the total
number of physical processors on the machine.
Timing and parallel processing
SITRSOL uses the system timing function SECOND(3F), which is a real-valued function that returns the
accumulated CPU time for all processors. If you use parallel processing and you want wall-clock timing
information, replace the SECOND function with the following function, which uses IRTC(3I) to do the
timing:
REAL FUNCTION SEC OND ()
C.....CRAY Y-M P C-9 0 clock period
PARAME TER ( CP= 4.2E-9 )
C.. ...CRA Y Y-MP clo ck period
C PAR AME TER ( CP=6.0 E-9 )
C
SEC OND = FLOAT( IRTC() )*C P
RET URN
END
Based on your system, use the appropriate parameter CP. You should replace the SECOND system function
because it returns the accumulated CPU time for all CPUs; if you do not replace SECOND, the multiple-CPU
timings will always be worse than the single-CPU timings.
A drawback exists to using the IRTC function. It returns the real system time and does not subtract time
spent being swapped out. Thus, in a batch environment, timing information typically will not be consistent
between two identical runs.
If ( mvformat = 0 ) then
Iuse(1)= Iret(1) = neqns
Ruse(1)= Rret(1) = nscale
Else
Iuse(1)= nzpap + 4*neqns + maxnz + nsegs + 2
Iret(1)= nzpap + 3*neqns + maxnz + nsegs + 2
Ruse(1)= nzpap + neqns + nscale
Rret(1)= nzpap + nscale
End If
where
If ( iscale > 0 ) then
nscale = neqns
Else If ( iscale = 0 ) then
nscale = 0
End If
where
• nzlE = Estimated number of nonzero elements in L as defined by maxlfil on input
• nzlA = Actual number of nonzero elements in L as defined by maxlfil on exit from the preconditioner
setup phase
If ( ncpus = 1 ) Then
nparU = nparR = 0
Else If ( ncpus > 1 ) Then
nparU = 6*neqns + 4
nparR = 4*neqns + 4
End If
In the hand-coded version, if you already know the value of nzlA, you can improve your workspace estimate
by setting nzlE = nzlA.
For incomplete LU preconditioning:
Iuse(2) = max( (4*neqns + 2*nzlE + nzuE + 3), (2*neqns + nzlA + nzuA + 2 + nparU) )
Iret(2) = nzlA + nzuA + 2*neqns + 2 + nparR
If ( ncpus = 1 ) then
Ruse(2) = nzlA + nzuA + neqns
Else If ( ncpus > 1 ) then
Ruse(2) = nzlA + nzuA + max(ncpus*neqns, nzlA, nzuA )
Rret(2) = nzlA + nzuA
where
• nzlE = Estimated number of nonzero elements in L as defined by maxlfil on input
• nzuE = Estimated number of nonzero elements in U as defined by maxufil on input
• nzlA = Actual number of nonzero elements in L as defined by maxlfil on exit from the preconditioner
setup phase
• nzuA = Actual number of nonzero elements in U as defined by maxufil on exit from the preconditioner
setup phase
If ( ncpus = 1 ) Then
nparU = nparR = 0
Else If ( ncpus > 1 ) Then
nparU = max(nzlA,nzuA) + 5*neqns + 4
nparR = 4*neqns + 4
End If
In the hand-coded version, if you already know the values of nzlA and nzuA, you can improve your
workspace estimate by setting nzlE = nzlA and nzuE = nzuA.
SEE ALSO
DFAULTS(3S)
INTRO_SPARSE(3S) for an example of using this routine and the other sparse matrix routines
NAME
SSGETRF – Factors a real sparse general matrix with threshold pivoting implemented
SYNOPSIS
CALL SSGETRF (ido, neqns, icolptr, irowind, value, lwork, work, iparam, thresh, ierror)
IMPLEMENTATION
UNICOS systems
DESCRIPTION
Given a real sparse general matrix A, SSGETRF computes the LU factorization of PA(transpose of P), in
which P is an internally computed permutation matrix. Threshold pivoting is implemented for stability.
This routine has the following arguments:
ido Integer. (input)
Controls the execution path through the routine. ido is a two-digit integer whose digits are
represented on this man page as i and j. i indicates the starting phase of execution, and j
indicates the ending phase. For SSGETRF, there are four phases of execution, as follows:
Phase 1: Fill reduction reordering
Phase 2: Symbolic factorization
Phase 3: Determination of the node execution sequence and the storage requirement for the
frontal matrices
Phase 4: Numerical factorization
If a previous call to the routine has computed information from previous phases, execution can
start at any phase.
ido = 10i + j 1≤i≤j≤4
neqns Integer. (input)
Number of equations (or unknowns, rows, or columns).
icolptr Integer array of dimension neqns + 1. (input)
Column pointer array for the sparse matrix A. The first and last elements of the array must be
set as follows:
icolptr(1) = 1 icolptr(neqns+1) = nza + 1
where nza is the number of nonzero elements in the sparse matrix A.
irowind Integer array of dimension nza (see icolptr). (input)
Row indices array for the sparse matrix A.
value Real array of dimension nza (see icolptr). (input)
Array of nonzero values for the sparse matrix A. The icolptr, irowind, and value arguments
taken together contain the input matrix in sparse column format. See the introduction to the
sparse solvers (INTRO_SPARSE(3S)) for a full description of the sparse column format.
lwork Integer. (input)
Length of the work array work. Workspace requirements vary from phase to phase. If lwork is
not sufficient to execute a particular phase successfully, the routine will return with an indication
of how much workspace is required to continue. See the Workspace subsection.
work Real array of dimension lwork. (input and output)
Work array used to hold the results of each phase that are needed to process the next phase.
Between calls to SSGETRF to compute subsequent phases, the user must not modify this array.
iparam Integer array of dimension 13. (input)
List of user control parameters. The value of iparam(1) controls the use of the parameter array:
0 Uses default values for all parameters.
1 Overrides default values by using iparam.
For a full description, see the Parameters subsection.
thresh Real. (input)
The thresh variable determines whether pivoting occurs. 0 ≤ thresh ≤ 1.
ierror Integer. (output)
Error code to report any error condition detected.
0 Normal completion.
–1 ido is not a valid path for a fresh start.
–2 ido is not a valid path for a restart run.
– 10000 Input matrix structure is incorrect.
– k0001 Insufficient storage allocated for phase k. (1 ≤ k ≤ 4)
– 20002 Fatal error from the symbolic factorization. Either the input structure is incorrect or the
active part of array work was changed between successive calls to SSGETRF.
– 40002 Input matrix structure is not consistent with the structure of the lower triangular factor.
The active part of array work may have been changed between successive calls to
SSGETRF.
– 40301 Fatal error from the numerical factorization. The input matrix is numerically singular.
Parameters
The following is a list of user control parameters and their default values to be used by SSGETRF and
SSGETRS routines. To use the default values, pass a constant 0 as the iparam argument, as follows:
CALL SSGETR F(IDO, NEQ ,IC OL, IROW,V AL, LWK ,WO RK, 0 ,TH R,I ER)
Phase 1:
Use(1) = 150 + 12*neqns + 4*nza + 4
Ret(1) = 150 + 5*neqns + 3*nsup + nnzsym + 3
Phase 2:
I1 = Ret(1) + ngssubs + 4*neqns + nsup + 2
I2 = Ret(1) + 2*ngssubs + 10*nsup + 2*neqns + 4
If adjacency structure is saved
Use(2) = max ( I1, I2 )
Ret(2) = I2
Otherwise
Use(2) = max ( I1, I2 - nnzsym - neqns - 1 )
Ret(2) = I2(1)
Phase 3:
Use(3) = Ret(2) + 3*nsup
Ret(3) = Ret(2) + nsup
Phase 4:
If the sort information is saved
Use(4) ≥ Ret(3) + 5*neqns + nfctnzs + 3*nza + 4
Ret(4) = Ret(3) + nza + lusize
Otherwise
Use(4) ≥ Ret(3) + 6*neqns + nfctnzs + 2*nza + 4
Ret(4) = Ret(3) + lusize
SEE ALSO
INTRO_SPARSE(3S) for general information on sparse solvers and a usage example
SSGETRS(3S) to solve one or more right-hand sides by using the factorization computed by SSGETRF
NAME
SSGETRS – Solves a real sparse general system, using the factorization computed in SSGETRF(3S)
SYNOPSIS
CALL SSGETRS (ido, lwork, work, nrhs, rhs, ldrhs, iparam, ierror)
IMPLEMENTATION
UNICOS systems
DESCRIPTION
Given the LU factorization computed from SSGETRF and a (set of) right-hand side(s), SSGETRS solves the
linear systems.
This routine has the following arguments:
ido Integer. (input)
Variable used to control the execution path in SSGETRS.
= 1 Solve AX = B
= 2 Forward solve
= 3 Backward solve
Calling SSGETRS with ido = 2 and again with ido = 3 gives the same result as calling SSGETRS
once with ido = 1.
lwork Integer. (input)
Length of the work array work as in SSGETRF.
work Real array of dimension lwork. (input and output)
Work array exactly as output from SSGETRF. The user must not have modified this array because
it contains information about the LU factorization.
nrhs Integer. (input)
Number of right-hand sides.
rhs Real array of dimension (ldrhs,nrhs). (input and output)
On entry, rhs contains the nrhs vectors. If ido = 1 or 2, the vectors are the right-hand side vectors
b from the system of equations Ax = b. If ido = 3, the right-hand sides should be the intermediate
result z obtained by calling SSGETRS with ido = 2.
On exit, rhs contains the nrhs corresponding solution vectors.
ldrhs Integer. (input)
Leading dimension of array rhs exactly as specified in the calling program.
iparam Integer array of dimension 13. (input)
List of user control options as in SSGETRF. Only four elements, iparam(1), iparam(2), iparam(3),
and iparam(5), are required for the solution phase.
SEE ALSO
INTRO_SPARSE(3S) for general information on sparse solvers and a usage example
SSGETRF(3S) to compute the factorization used by SSGETRS
NAME
SSPOTRF – Factors a real sparse symmetric definite matrix
SYNOPSIS
CALL SSPOTRF (ido, neqns, icolptr, irowind, value, lwork, work, iparam, ierror)
IMPLEMENTATION
UNICOS systems
DESCRIPTION
Given a real sparse symmetric definite matrix A, SSPOTRF computes the LD(transpose of L) factorization of
(PA(transpose of P); P is an internally computed permutation matrix.
This routine has the following arguments:
ido Integer. (input)
Controls the execution path through the routine. ido is a two-digit integer whose digits are
represented on this man page as i and j. i indicates the starting phase of execution, and j indicates
the ending phase. For SSPOTRF, there are four phases of execution, as follows:
Phase 1: Fill reduction reordering
Phase 2: Symbolic factorization
Phase 3: Determination of the node execution sequence and the storage requirement for the
frontal matrices
Phase 4: Numerical factorization
If a previous call to the routine has computed information from previous phases, execution can
start at any phase.
ido = 10i + j 1≤i≤j≤4
neqns Integer. (input)
Number of equations (or unknowns, rows, or columns).
icolptr Integer array of dimension neqns + 1. (input)
Column pointer array for the sparse matrix A. The first and last elements of the array must be set
as follows:
icolptr(1) = 1 icolptr(neqns+1) = nza + 1
where nza is the number of nonzero elements in the sparse matrix A.
irowind Integer array of dimension nza (see icolptr). (input)
Row indices array for the sparse matrix A.
Workspace
You can determine the amount of workspace needed to execute phase k (denoted Use(k)) and the amount of
workspace retained after the execution of phase k (denoted Ret(k)) by using the following notation:
ncpus = Number of CPUs.
neqns = Number of unknowns or equations.
nsup = Number of supernodes.
This can be obtained from work(32) after phase 1.
nza = Number of nonzero elements in A (=icolptr(neqns+1)– 1).
nadj = 2*(nza – neqns), size of the adjacency structure of A.
nfctnzs = Number of nonzero elements in L.
This can be obtained from work(11) after phase 1.
gs subs = Number of row subscripts required to represent L.
This can be obtained from work(14) after phase 1.
maxrow = Maximum number of nonzero elements in a row of L.
This can be obtained from work(20) after phase 1.
maxsup = Maximum size of a supernode.
This can be obtained from work(21) after phase 1.
minstk = Minimum amount of workspace required for the temporary frontal matrices.
This can be obtained from work(22) after phase 3.
Phase 1:
Use(1) = 150 + 2*nadj + 11*neqns + 4
Ret(1) = 150 + 4*neqns + 3*nsup + nadj + 3
Phase 2:
I1 = Ret(1) + ngssubs + 3*neqns + nsup + 1
I2 = Ret(1) + 2*ngssubs + 10*nsup + 3
If saving the adjacency structure
Use(2) = max ( I1, I2-(2*nza+1) )
Ret(2) = 150 + 3*neqns + 2*ngssubs + 13*nsup + 5
Otherwise
Use(2) = max ( I1, I2 )
Ret(2) = Ret(1) + 2*ngssubs + 10*nsup + 3
Phase 3:
For single processing (ncpus = 1)
Use(3) = Ret(2) + 2*nsup
Ret(3) = Ret(2)
For multiple processing (ncpus > 1)
Use(3) = Ret(2) + 12*nsup + 2
Ret(3) = Ret(2) + 8*nsup + 1
Phase 4:
For single processing (ncpus = 1)
Use(4) = Ret(3) + neqns + nfctnzs + 2*(maxsup+maxrow) +
nsup + minstk
For multiple processing (ncpus > 1)
Use(4) = Ret(3) + neqns + nfctnzs + ncpus + maxsup + 3*(nsup) +
(ncpus+1)*(maxsup+2*maxrow) + minstk
Ret(4) = Ret(3) + neqns + nfctnzs
SEE ALSO
INTRO_SPARSE(3S) for general information on sparse solvers and a usage example
SSPOTRS(3S) to solve one or more right-hand sides, using the factorization computed by SSPOTRF
NAME
SSPOTRS – Solves a real sparse symmetric definite system, using the factorization computed in
SSPOTRF(3S)
SYNOPSIS
CALL SSPOTRS (ido, lwork, work, nrhs, rhs, ldrhs, iparam, ierror)
IMPLEMENTATION
UNICOS systems
DESCRIPTION
T T
Given the LDL factorization of PAP computed from SSPOTRF and a (set of) right-hand side(s),
SSPOTRS solves the following linear system for the solution of the system Ax = b. P is an internally
computed permutation matrix.
T T
PAP y = Pb, x = P y
This routine has the following arguments:
ido Integer. (input)
Variable used to control the execution path in SSPOTRS.
T T T
ido = 1 Solves P (LDL )(Px) = P P(b))
ido = 2 Solves L(Px) = P(rhs)
ido = 3 Solves Dx = rhs
T T T
ido = 4 Solves P L x = P (rhs)
1/2
ido = 5 Solves (LD )(Px) = P(rhs)
T 1/2 T T
ido = 6 Solves P (LD ) x = P (rhs)
lwork Integer. (input)
Length of the work array work as in SSPOTRF.
work Real array of dimension lwork. (input and output)
Work array exactly as output from SSPOTRF. The user must not have modified this array because
it contains information about the LD(transpose of L) factorization.
nrhs Integer. (input)
Number of right-hand sides.
rhs Real array of dimension (ldrhs,nrhs). (input and output)
On entry, rhs contains the nrhs right-hand side b for which to solve. On exit, rhs contains the nrhs
corresponding solutions.
ldrhs Integer. (input)
Leading dimension of array rhs exactly as specified in the calling program.
SEE ALSO
INTRO_SPARSE(3S) for general information on sparse solvers and a usage example
SSPOTRF(3S) to compute the factorization used by SSPOTRS
NAME
SSTSTRF – Factors a real sparse general matrix with a symmetric nonzero pattern (no form of pivoting is
implemented)
SYNOPSIS
CALL SSTSTRF (ido, neqns, icolptr, irowind, value, lwork, work, iparam, ierror)
IMPLEMENTATION
UNICOS systems
DESCRIPTION
Given a real sparse general matrix A with a symmetric nonzero pattern, SSTSTRF computes the LU
factorization of PA(transpose of P). P is an internally computed permutation matrix. No form of pivoting is
implemented.
This routine has the following arguments:
ido Integer. (input)
Controls the execution path through the routine. ido is a two-digit integer whose digits are
represented on this man page as i and j. i indicates the starting phase of execution, and j
indicates the ending phase. For SSTSTRF, there are four phases of execution, as follows:
Phase 1: Fill reduction reordering
Phase 2: Symbolic factorization
Phase 3: Determination of the node execution sequence and the storage requirement for the
frontal matrices
Phase 4: Numerical factorization
If a previous call to the routine has computed information from previous phases, execution may
start at any phase.
ido = 10i + j 1≤i≤j≤4
neqns Integer. (input)
Number of equations (or unknowns, rows, or columns).
icolptr Integer array of dimension neqns + 1 . (input)
Column pointer array for the sparse matrix A. The first and last elements of the array must be
set as follows:
icolptr(1) = 1 icolptr(neqns+1) = nza + 1
where nza is the number of nonzero elements in the sparse matrix A.
irowind Integer array of dimension nza (see icolptr). (input)
Row indices array for the sparse matrix A.
Parameters
The following is a list of user control parameters and their default values to be used by SSTSTRF and
SSTSTRS routines. iparam(1)=0.
CAL L SST STRF(I DO,NEQ ,ICOL, IROW,V AL,LWK ,WO RK, 0 ,IER)
iparam(11) Size of the fixed block to accommodate the grouping of temporary frontal matrices. This is
needed only when you want to exploit the parallelism in the elimination of independent
supernodes; in this case, workspace for temporary frontal and update matrices of the
independent supernodes are allocated using a fixed-block scheme. When in use, iparam(11)
must be greater than or equal to iparam(10).
Default is 0.
iparam(12) 0 Check for valid input structure.
1 Do not check input structure.
Default is 0.
Workspace
You can determine the amount of workspace needed to execute phase k (denoted Use(k)) and the amount of
workspace retained after the execution of phase k (denoted Ret(k)) by using the following notation:
ncpus = Number of CPUs.
neqns = Number of unknowns or equations.
nsup = Number of supernodes. This can be obtained from work(32) after phase 1.
nza = Number of nonzero elements in A (=icolptr(neqns+1)– 1).
nadj = (nza – neqns), size of the adjacency structure of A.
nfctnzs = Number of nonzero elements in L. This can be obtained from work(11) after phase 1.
ngssubs = Number of row subscripts required to represent L. This can be obtained from work(14) after
phase 1.
minstk = Minimum amount of workspace required for the temporary frontal matrices. This can be
obtained from work(22) after phase 3.
Phase 1:
Use(1) = 150 + 2*nadj + 11*neqns + 4
Ret(1) = 150 + 4*neqns + 3*nsup + nadj + 3
Phase 2:
Use(2) = Ret(1) + 2*ngssubs + 10*nsup + neqns + 5
Phase 3:
For single processing (ncpus = 1)
Use(3) = Ret(2) + 2*nsup
Ret(3) = Ret(2)
Phase 4:
For single processing (ncpus = 1)
Use(4) = Ret(3) + neqns + nfctnzs + nsup + minstk
SEE ALSO
INTRO_SPARSE(3S) for general information on sparse solvers and a usage example
SSTSTRS(3S) to solve one or more right-hand sides, using the factorization computed by SSTSTRF
NAME
SSTSTRS – Solves a real sparse general system with a symmetric nonzero pattern, using the factorization
computed in SSTSTRF(3S)
SYNOPSIS
CALL SSTSTRS (ido, lwork, work, nrhs, rhs, ldrhs, iparam, ierror)
IMPLEMENTATION
UNICOS systems
DESCRIPTION
T
Given the LU factorization of PAP computed from SSTSTRF(3S) and a (set of) right-hand side(s),
SSTSTRS solves the following linear system for the solution of the system Ax = b.
T
P is an internally computed permutation matrix. P is the transpose of P.
T T
PAP y = Pb, x = P
This routine has the following arguments:
ido Integer. (input)
Variable used to control the execution path in SSTSTRS.
T
ido = 1 Solves P (LU)Px = b (that is, Ax = b) for x
T
ido = 2 Solves P Lz = b for z
ido = 3 Solves UPx = z for x
Calling SSTSTRS with ido = 2 and again with ido = 3 has the same result as calling SSTSTRS
once with ido = 1.
lwork Integer. (input)
Length of the work array work as in SSTSTRF.
work Real array of dimension lwork. (input and output)
Work array exactly as output from SSTSTRF. The user must not have modified this array
because it contains information about the LU factorization.
nrhs Integer. (input)
Number of right-hand sides.
rhs Real array of dimension (ldrhs, nrhs). (input and output)
On entry, rhs contains the nrhs right-hand side vectors. If ido = 1 or 2, the right-hand side
vectors should be b from the system of equations Ax = b. If ido = 3, the right-hand sides
should be the intermediate result z obtained by calling SSTSTRS with ido = 2.
On exit, rhs contains the nrhs solution vectors.
ldrhs Integer. (input)
Leading dimension of array rhs exactly as specified in the calling program.
SEE ALSO
INTRO_SPARSE(3S) for general information on sparse solvers and a usage example
SSTSTRF(3S) to compute the factorization used by SSTSTRF
NAME
INTRO_SPEC – Introduction to solvers for special linear systems
IMPLEMENTATION
UNICOS systems
DESCRIPTION
All solvers for special linear systems run only on Cray PVP systems.
The following table lists the solvers for special linear systems. The first name in each block of the table is
the name of the man page that documents all of the routines listed in that block.
Purpose Name
NAME
FOLR, FOLRP – Solves first-order linear recurrences
SYNOPSIS
CALL FOLR (n, x, incx, a, inca)
CALL FOLRP (n, x, incx, a, inca)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
DESCRIPTION
FOLR solves first-order linear recurrences, as follows:
a1 = a1
a i = a i – x i a i– 1 for i = 2, 3, . . ., n
FOLRP solves first-order linear recurrences, as follows:
a1 = a1
a i = a i + x i a i– 1 for i = 2, 3, . . ., n
These routines have the following arguments:
n Integer. (input)
Length of linear recurrence. If n ≤ 1, neither routine performs any computation.
x Real array of dimension 1+(n – 1) . incx . (input)
Contains multiplier vector. The first element of x in the recurrence is arbitrary.
incx Integer. (input)
Increment between elements of x.
a Real array of dimension 1+(n – 1) . inca . (input and output)
Contains operand vector. On input, a contains the initial values for the recurrence relation. On
output, a receives the result of the linear recurrence.
inca Integer. (input)
Increment between recurrence elements of a.
NOTES
When working backward (incx < 0 or inca < 0), each routine starts at the end of the vector and moves
backward, as follows:
CAUTIONS
Do not specify inca as 0, because unpredictable results may occur.
EXAMPLES
The following examples illustrate the use of these routines with positive and negative increments. (The first
three executable statements of each example are Fortran 90 array syntax.)
Example 1: FOLR with positive increments
PRO GRAM EX1
PARAME TER (NMAX = 100)
REA L X(N MAX), A(N MAX ), A1( NMAX)
C
C.. ...Loa d vec tor s wit h ran dom number s, initializ e N.
X = RAN F()
A = RANF()
A1 = A
N = NMA X
C
C.. ... Call to FOLR
CALL FOLR(N,X, 1,A 1,1)
C
C.. ...Equ iva len t FOR TRA N cod e
A(1 )=A (1)
DO 10 I = 2, N
A(I )=A (I) -X(I)* A(I-1)
10 CON TINUE
C
C.. ... Ver ify res ult s
A = A - A1
PRINT* ,’D iff erence = ’,S NRM2(N ,A, 1)
END
SEE ALSO
FOLR2(3S) and FOLR2P(3S) to solve the same recurrences as solved by FOLR and FOLRP, without
overwriting the a operand
FOLRC(3S) to solve a first-order linear recurrence by using scalar multiplier
FOLRN(3S) and FOLRNP(3S) to solve for only the last term of the same recurrences as solved by FOLR and
FOLRP
SOLR(3S), SOLR3(3S), SOLRN(3S) to solve various forms of second-order linear recurrence
NAME
FOLR2, FOLR2P – Solves first-order linear recurrences without overwriting the operand vector
SYNOPSIS
CALL FOLR2 (n, x, incx, a, inca, b, incb)
CALL FOLR2P (n, x, incx, a, inca, b, incb)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
DESCRIPTION
B(1)=A (1)
DO 10 I=2 ,N
B(I )=A (I)-X( I)*B(I -1)
10 CONTIN UE
The following is the Fortran equivalent of FOLR2P (given for case incx = inca = incb = 1):
B(1 )=A(1)
DO 10 I=2 ,N
B(I)=A (I) +X( I)*B(I-1)
10 CON TINUE
NOTES
When working backward (incx < 0, inca < 0 or incb < 0), each routine starts at the end of the vector and
moves backward, as follows:
x (1−incx . (n −1)), x (1−incx . (n −2)),. . ., x (1)
a (1−inca . (n −1)), a (1−inca . (n −2)),. . ., a (1)
b (1−incb . (n −1)), b (1−incb . (n −2)),. . ., b (1)
CAUTIONS
Do not specify inca or incb as 0, because unpredictable results may occur.
SEE ALSO
FOLR(3S), FOLRP(3S) to solve the same recurrences as solved by FOLR2 and FOLRP2, but they overwrite
the a operand rather than producing a separate result vector
FOLRC(3S) to solve a first-order linear recurrence by using scalar multiplier
FOLRN(3S), FOLRNP(3S) to solve for only the last term of the same recurrences as solved by FOLR and
FOLRP
SOLR(3S), SOLR3(3S), SOLRN(3S) to solve various forms of second-order linear recurrence
NAME
FOLRC – Solves a first-order linear recurrence with a scalar multiplier
SYNOPSIS
CALL FOLRC (n, b, incb, a, inca, alpha)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
DESCRIPTION
FOLRC solves first-order linear recurrences, as follows:
b1 = a1
b i = a i + α . b i– 1 for i = 2, 3, . . ., n
This routine has the following arguments:
n Integer. (input)
Length of linear recurrence. If n ≤ 0, FOLRC returns without any computation.
b Real array of dimension 1+(n – 1) . incb . (output)
Contains result vector.
incb Integer. (input)
Increment between recurrence elements of b.
a Real array of dimension 1+(n – 1) . inca . (input)
Contains operand vector.
inca Integer. (input)
Increment between recurrence elements of a.
alpha Real. (input)
Scalar multiplier α.
The following is the Fortran equivalent of FOLRC (given for case inca = incb = 1):
B(1)=A (1)
DO 10 I=2 ,N
B(I )=A(I) +ALPHA *B( I-1 )
10 CON TIN UE
NOTES
When working backward (inca < 0 or incb < 0), this routine starts at the end of the vector and moves
backward, as follows:
a (1−inca . (n −1)), a (1−inca . (n −2)),. . ., a (1)
b (1−incb . (n −1)), b (1−incb . (n −2)),. . ., b (1)
CAUTIONS
Do not specify incb as 0, because unpredictable results may occur.
SEE ALSO
FOLR(3S), FOLRP(3S) to solve recurrences similar to that solved by FOLRC, but they require a vector of
multipliers rather than one scalar multiplier
FOLR2(3S), FOLR2P(3S) to solve the same recurrences as solved by FOLR and FOLRP, without overwriting
the a operand
FOLRN(3S), FOLRNP(3S) to solve for only the last term of the same recurrences as solved by FOLR and
FOLRP
RECPS(3S) to perform a partial summation operation (same as FOLRC with α = 1.0)
SOLR(3S), SOLR3(3S), SOLRN(3S) to solve various forms of second-order linear recurrence
NAME
FOLRN, FOLRNP – Solves for the last term of first-order linear recurrence
SYNOPSIS
r = FOLRN (n, x, incx, a, inca)
r = FOLRNP (n, x, incx, a, inca)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
DESCRIPTION
FOLRN solves for r, the last term of first-order linear recurrence, as follows:
r ← a1
r ← a i – x i r for i = 2,3,. . .,n
FOLRNP solves for r, the last term of first-order linear recurrence, as follows:
r ← a1
r ← a i + x i r for i = 2,3,. . .,n
These functions have the following arguments:
r Real. (output)
Value of the last term of the linear recurrence.
n Integer. (input)
Length of linear recurrence. If n ≤ 0, neither routine performs any computation.
x Real array of dimension 1+(n – 1) . incx . (input)
Contains multiplier vector. The first element of x in the recurrence is arbitrary.
incx Integer. (input)
Increment between recurrence elements of x.
a Real array of dimension 1+(n – 1) . inca . (input)
Contains operand vector.
inca Integer. (input)
Increment between recurrence elements of a.
The following is the Fortran equivalent of FOLRN (given for case incx = inca = 1):
R=A (1)
DO 10 I=2 ,N
R=A (I) -X(I)* R
10 CON TIN UE
The following is the Fortran equivalent of FOLRNP (given for case incx = inca = 1):
R=A (1)
DO 10 I=2,N
R=A (I)+X( I)*R
10 CON TIN UE
NOTES
When working backward (incx < 0 or inca < 0), each routine starts at the end of the vector and moves
backward, as follows:
x (1−incx . (n −1)), x (1−incx . (n −2)),. . ., x (1)
a (1−inca . (n −1)), a (1−inca . (n −2)),. . ., a (1)
CAUTIONS
Do not specify inca as 0, because unpredictable results may occur.
EXAMPLES
You can use FOLRNP to perform Horner’s rule, an efficient method for evaluation of polynomials.
m
Let p (x ) = Σ
i =0
ai x m−i , a polynomial of degree m.
Thus, the following is the Fortran equivalent to Horner’s rule for evaluating p(x):
REA L A(0 :M) , PX, X
. . .
PX = A(0)
DO 10 I = 1, M
PX = PX * X + A(I)
10 CON TINUE
This is the same as the Fortran equivalent to FOLRNP, when x is a scalar (incx = 0); that is, the following is
also an equivalent to Horner’s rule for evaluating p(x):
SEE ALSO
FOLR(3S), FOLRP(3S) to solve for all terms (not just the last term) in the same recurrences as solved by
FOLRN and FOLRNP, overwriting the a operand with the results
FOLR2(3S), FOLR2P(3S) to solve for all terms in the same recurrences as solved by FOLRN and FOLRNP,
without overwriting the a operand
FOLRC(3S) to solve for all terms in a first-order linear recurrence by using scalar multiplier
SOLR(3S), SOLR3(3S), SOLRN(3S) to solve various forms of second-order linear recurrence
NAME
RECPP, RECPS – Solves a partial product or partial summation problem
SYNOPSIS
CALL RECPP (n, y, incy, x,
incx)
CALL RECPS (n, y, incy, x, incx)
IMPLEMENTATION
UNICOS systems
DESCRIPTION
RECPP solves a partial product problem, as follows:
y1 ← x1
y 1 ← x 1 . y i– 1 for i = 2, 3 . . ., n
RECPS solves a partial summation problem, as follows:
y1 ← x1
y i ← x i + y i– 1 for i = 2, 3 . . ., n
These routines have the following arguments:
n Integer. (input)
Length of linear recurrence. If n ≤ 0, neither routine performs any computation.
y Real array of dimension 1+(n – 1) . incy . (output)
Contains recurrent operand vector. Array y receives the result.
incy Integer. (input)
Increment between recurrence elements of y.
x Real array of dimension 1+(n – 1) . incx . (input)
Contains nonrecurrent operand vector.
incx Integer. (input)
Increment between recurrence elements of x.
NOTES
When working backward (incx < 0 or incy < 0), this routine starts at the end of the vector and moves
backward, as follows:
CAUTIONS
Do not specify incy as 0, because unpredictable results may occur.
NAME
SDTSOL, CDTSOL – Solves a real-valued or complex-valued tridiagonal system with one right-hand side
SYNOPSIS
CALL SDTSOL (n, c, d, e, inct, b, incb)
CALL CDTSOL (n, c, d, e, inct, b, incb)
IMPLEMENTATION
UNICOS systems
DESCRIPTION
SDTSOL solves a real-valued tridiagonal system with one right-hand side by combination of
burn-at-both-ends and 3:1 cyclic reduction.
CDTSOL solves a complex-valued tridiagonal system with one right-hand side by combination of
burn-at-both-ends and 3:1 cyclic reduction.
These routines have the following arguments:
n Integer. (input)
Dimension of the tridiagonal matrix. If n < 1, these routines return without any computation.
c SDTSOL: Real array of dimension (1+(n – 1) . inct ). (input and output)
Lower off-diagonal of the real-valued tridiagonal matrix with c(1) = 0.0.
CDTSOL: Complex array of dimension (1+(n – 1) . inct ). (input and output)
Lower off-diagonal of the complex-valued tridiagonal matrix with c(1) = (0.0,0.0).
d SDTSOL: Real array of dimension (1+(n – 1) . inct ). (input and output)
Main diagonal of the real-valued tridiagonal matrix.
CDTSOL: Complex array of dimension (1+(n – 1) . inct ). (input and output)
Main diagonal of the complex-valued tridiagonal matrix.
e SDTSOL: Real array of dimension (1+(n – 1) . inct ). (input and output)
Upper off-diagonal of the real-valued tridiagonal matrix with e (1+(n – 1) . inct ) = 0.0.
CDTSOL: Complex array of dimension (1+(n – 1) . inct ). (input and output)
Upper off-diagonal of the complex-valued tridiagonal matrix with e (1+(n – 1) . inct )=(0.0,0.0).
inct Integer. (input)
Increment between elements in each of the input vectors c, d, and e. inct must be positive.
Typically inct = 1, in which case, the elements of c are contiguous in memory, as are the elements
of d and e.
b SDTSOL: Real array of dimension (1+(n – 1) . incb ). (input and output)
CDTSOL: Complex array of dimension (1+(n – 1) . incb ). (input and output)
NOTES
A 3:1 cyclic reduction is used until the size of the system is reduced to 40. Then the reduced system is
solved directly using a burn-at-both-ends algorithm. The remaining values are obtained by backfilling.
When calling these routines, the elements of c(1) and e (1+(n – 1) . inct ) must be allocated and set equal to
0.0. See the EXAMPLES section.
These routines are appropriate only for tridiagonal matrices that require no pivoting.
EXAMPLES
The following example shows how to set up the arguments c, d, and e, given the tridiagonal matrix T.
Let T be the tridiagonal matrix:
11 12 0 0 0
21 22 23 0 0
T = 0 32 33 34 0
0 0 43 44 45
0 0 0 54 55
Then to pass T to TRID (with inct = 1), set the following:
0 11 12
21 22 23
c = 32 d = 33 e = 34
43 44 45
54 55 0
NAME
SDTTRF, CDTTRF – Factors a real-valued or complex-valued tridiagonal system
SYNOPSIS
CALL SDTTRF (n, c, d, e, inct, work, lwork, info)
CALL CDTTRF (n, c, d, e, inct, work, lwork, info)
IMPLEMENTATION
UNICOS systems
DESCRIPTION
SDTTRF factors a real-valued tridiagonal system by combination of burn-at-both-ends and 3:1 cyclic
reduction.
CDTTRF factors a complex-valued tridiagonal system by combination of burn-at-both-ends and 3:1 cyclic
reduction.
These routines have the following arguments:
n Integer. (input)
Dimension of the tridiagonal matrix. If n < 1, these routines return without any computation.
c SDTTRF: Real array of dimension (1+(n – 1) . inct ). (input and output)
Lower off-diagonal of the real-valued tridiagonal matrix with c(1) = 0.0.
CDTTRF: Complex array of dimension (1+(n – 1) . inct ). (input and output)
Lower off-diagonal of the complex-valued tridiagonal matrix with c(1) = (0.0,0.0).
d SDTTRF: Real array of dimension (1+(n – 1) . inct ). (input and output)
Main diagonal of the real-valued tridiagonal matrix.
CDTTRF: Complex array of dimension (1+(n – 1) . inct ). (input and output)
Main diagonal of the complex-valued tridiagonal matrix.
e SDTTRF: Real array of dimension (1+(n – 1) . inct ). (input and output)
Upper off-diagonal of the real-valued tridiagonal matrix with e (1+(n – 1) . inct ) = 0.0.
CDTTRF: Complex array of dimension (1+(n – 1) . inct ). (input and output)
Upper off-diagonal of the complex-valued tridiagonal matrix with e (1+(n – 1) . inct )=(0.0,0.0).
inct Integer. (input)
Increment between elements in each of the input vectors c, d, and e. inct must be positive.
Typically, inct = 1, in which case, the elements of c are contiguous in memory as are the
elements of d and e.
work SDTTRF: Real array of dimension (lwork). (output)
Storage for intermediate results needed for subsequent calls to SDTTRS. This space must not be
modified between calls to this routine and SDTTRS.
NOTES
A 3:1 cyclic reduction is used until the size of the system is reduced to 40. Then the reduced system is
factored directly using a burn-at-both-ends algorithm. You should use these routines with SDTTRS or
CDTTRS, either of which solves for one right-hand side given the factorization computed in SDTTRF or
CDTTRF, respectively.
When calling these routines, the elements of c(1) and e (1+(n – 1) . inct ) must be allocated and set equal to 0.
See the EXAMPLES section.
These routines are appropriate only for tridiagonal matrices that require no pivoting.
CDTTRF only: Because this routine is for complex data, the amount of memory needed is 4n words, which
is 2n complex elements.
EXAMPLES
The following example shows how to set up the arguments c, d, and e, given the tridiagonal matrix T.
Let T be the tridiagonal matrix:
11 12 0 0 0
21 22 23 0 0
T= 0 32 33 34 0
0 0 43 44 45
0 0 0 54 55
Then to pass T to TRID (with inct = 1), set the following:
0 11 12
21 22 23
c = 32 d = 33 e = 34
43 44 45
54 55 0
SEE ALSO
SDTSOL(3S) for a description of SDTSOL and CDTSOL, which factor and solve tridiagonal systems
SDTTRS(3S) for a description of SDTTRS(3S) and CDTTRS(3S), which solve tridiagonal systems based on
the factorization computed by SDTTRF or CDTTRF, respectively
NAME
SDTTRS, CDTTRS – Solves a real-valued or complex-valued tridiagonal system with one right-hand side,
using its factorization as computed by SDTTRF(3S) or CDTTRF(3)
SYNOPSIS
CALL SDTTRS (n, c, d, e, inct, b, incb, work, lwork, info)
CALL CDTTRS (n, c, d, e, inct, b, incb, work, lwork, info)
IMPLEMENTATION
UNICOS systems
DESCRIPTION
SDTTRS solves a real-valued tridiagonal system with one right-hand-side by combination of
burn-at-both-ends and 3:1 cyclic reduction. SDTTRF(3S) must be called first to factor the matrix.
CDTTRS solves a complex-valued tridiagonal system with one right-hand-side by combination of
burn-at-both-ends and 3:1 cyclic reduction. CDTTRF(3S) must be called first to factor the matrix.
These routines have the following arguments:
n Integer. (input)
Dimension of the tridiagonal matrix. If n < 1, these routines return without any computation.
c SDTTRS: Real array of dimension (1+(n – 1) . inct ). (input)
Factored lower off-diagonal of the real-valued tridiagonal matrix as computed by SDTTRF.
CDTTRS: Complex array of dimension (1+(n – 1) . inct ). (input)
Factored lower off-diagonal of the complex-valued tridiagonal matrix as computed by CDTTRF.
d SDTTRS: Real array of dimension (1+(n – 1) . inct ). (input)
Factored main diagonal of the real-valued tridiagonal matrix as computed by SDTTRF.
CDTTRS: Complex array of dimension (1+(n – 1) . inct ). (input)
Factored main diagonal of the complex-valued tridiagonal matrix as computed by CDTTRF.
e SDTTRS: Real array of dimension (1+(n – 1) . inct ). (input)
Factored upper off-diagonal of the real-valued tridiagonal matrix as computed by SDTTRF.
CDTTRS: Complex array of dimension (1+(n – 1) . inct ). (input)
Factored upper off-diagonal of the complex-valued tridiagonal matrix as computed by CDTTRF.
inct Integer. (input)
Increment between elements in each of the input vectors c, d, and e. inct must be positive.
Typically, inct = 1, in which case, the elements of c are contiguous in memory as are the
elements of d and e.
NOTES
A 3:1 cyclic reduction is used until the size of the system is reduced to 40. Then the reduced system is
solved directly using a burn-at-both-ends algorithm. You should use these routines after factoring the
tridiagonal matrix with SDTTRF or CDTTRF.
CDTTRS only: Because this routine is for complex data, the amount of memory needed is 4n words, which
is 2n complex elements.
EXAMPLES
The following example shows how to set up the arguments c, d, and e, given the tridiagonal matrix T.
Let T be the tridiagonal matrix:
11 12 0 0 0
21 22 23 0 0
T= 0 32 33 34 0
0 0 43 44 45
0 0 0 54 55
SEE ALSO
SDTSOL(3S) for a description of SDTSOL and CDTSOL, which factor and solve tridiagonal systems
SDTTRF(3S) for a description of SDTTRF(3S) and CDTTRF(3S), which compute the factorization used by
SDTTRS or CDTTRS, respectively
NAME
SOLR – Solves a second-order linear recurrence
SYNOPSIS
CALL SOLR (n, x, incx, y, incy, a, inca)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
DESCRIPTION
SOLR solves second-order linear recurrences, as in the following equation:
a i ← x i– 1 a i– 1 + y i– 2 a i– 2 for i = 3, . . ., n
a 1 and a 2 are input to this routine, and a 3 , a 4 , . . ., a n are output.
This routine has the following arguments:
n Integer. (input)
Length of linear recurrence. If n ≤ 2, SOLR returns without any computation.
x Real array of dimension 1+(n – 1) . incx . (input)
Contains vector of multipliers for the first-order term of the recurrence.
If incx > 0, x (incx . (n – 2)+1) and x (incx . (n – 1)+1) are arbitrary.
If incx < 0, x(1) and x(1– incx) are arbitrary.
If incx = 0, x is a scalar multiplier.
incx Integer. (input)
Increment between elements of x.
y Real array of dimension 1+(n – 1) . incy . (input)
Contains vector of multipliers for the second-order term of the recurrence.
If incy > 0, y (incy . (n – 2)+1) and y (incy . (n – 1)+1) are arbitrary.
If incy < 0, y(1) and y(1– incy) are arbitrary.
If incy = 0, y is a scalar multiplier.
incy Integer. (input)
Increment between elements of y.
a Real array of dimension 1+(n – 1) . inca . (input and output)
Contains result vector.
inca Integer. (input)
Increment between elements of a.
The following is the Fortran equivalent of SOLR (given for case incx = incy = inca = 1):
DO 10 I=3 ,N
A(I)=X (I- 2)*A(I -1)+Y( I-2 )*A (I- 2)
10 CON TINUE
NOTES
When working backward (incx < 0, incy < 0, or inca < 0), each routine starts at the end of the vector and
moves backward, as follows:
x (1−incx . (n −1)), x (1−incx . (n −2)),. . ., x (1−2 . incx)
y (1−incy . (n −1)), y (1−incy . (n −2)),. . ., y (1−2 . incy)
a (1−inca . (n −1)), a (1−inca . (n −2)),. . ., a (1)
CAUTIONS
Do not specify inca as 0, because unpredictable results may occur.
SEE ALSO
FOLR(3S), FOLR2(3S), FOLR2P(3S), FOLRC(3S), FOLRN(3S), FOLRNP(3S), FOLRP(3S) to solve various
forms of first-order linear recurrence
SOLR3(3S) to solve a three-term, second-order linear recurrence
SOLRN(3S) to solve the same recurrence as SOLR, but SOLRN calculates only the last term
NAME
SOLR3 – Solves a second-order linear recurrence for three terms
SYNOPSIS
CALL SOLR3 (n, x, incx, y, incy, a, inca)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
DESCRIPTION
SOLR3 solves second-order linear recurrences of three terms, as in the following equation:
a i ← a i + x i– 1 a i– 1 + y i– 2 a i– 2 for i = 3, . . ., n
All values of a are input to this routine, and a 3 , a 4 , . . ., a n are output.
This routine has the following arguments:
n Integer. (input)
Length of linear recurrence. If n ≤ 2, SOLR3 returns without any computation.
x Real array of dimension 1+(n – 1) . incx . (input)
Contains vector of multipliers for the first-order term of the recurrence.
If incx > 0, x (incx . (n – 2)+1) and x (incx . (n – 1)+1) are arbitrary.
If incx < 0, x(1) and x(1– incx) are arbitrary.
If incx = 0, x is a scalar multiplier.
incx Integer. (input)
Increment between elements of x.
y Real array of dimension 1+(n – 1) . incy . (input)
Contains vector of multipliers for the second-order term of the recurrence.
If incy > 0, y (incy . (n – 2)+1) and y (incy . (n – 1)+1) are arbitrary.
If incy < 0, y(1) and y(1– incy) are arbitrary.
If incy = 0, y is a scalar multiplier.
incy Integer. (input)
Increment between elements of y.
a Real array of dimension 1+(n – 1) . inca . (input and output)
Contains result vector.
inca Integer. (input)
Increment between elements of a.
The following is the Fortran equivalent of SOLR (given for case incx = incy = inca = 1):
DO 10 I=3 ,N
A(I)=A (I)+X( I-2 )*A (I-1)+ Y(I -2) *A( I-2)
10 CON TINUE
NOTES
When working backward (incx < 0, incy < 0, or inca < 0), each routine starts at the end of the vector and
moves backward, as follows:
x (1−incx . (n −1)), x (1−incx . (n −2)),. . ., x (1−incx . 2)
y (1−incy . (n −1)), y (1−incy . (n −2)),. . ., y (1−incy . 2)
a (1−inca . (n −1)), a (1−inca . (n −2)),. . ., a (1)
If incx = 0 or incy = 0, x or y (respectively) is a scalar multiplier.
CAUTIONS
Do not specify inca as 0, because unpredictable results may occur.
EXAMPLES
You can use SOLR3 to solve a lower triangular two-subdiagonal system of linear equations La = b. That is,
because
| 1 0 0 0 . . . . 0| |a( 1)| |b( 1)|
|e( 1) 1 0 0 . . . . 0| |a( 2)| |b( 2)|
|f( 1) e(2 ) 1 0 . . . . 0| |a( 3)| |b( 3)|
| 0 f(2 ) e(3 ) 1 0 . . . 0| |a( 4)| |b( 4)|
La =| 0 0 f(3 ) e(4 ) 1 0 . . 0| | . | = | . | = b
| . . . . . . . . 0| | . | | . |
| . . . . . . . . 0| | . | | . |
| . . . . . . . . 0| | . | | . |
| 0 0 0 . . . f(n -2) e(n -1) 1| |a( n)| |b( n)|
DO 10 I=1,N- 1
10 E(I )=-E(I )
DO 20 I=1 ,N-2
20 F(I )=-F(I )
B(2 )=B(2) +E(1)* B(1 )
CALL SOLR3( N,E(2) ,1, F(1),1 ,B(1), 1)
SEE ALSO
FOLR(3S), FOLR2(3S), FOLR2P(3S), FOLRC(3S), FOLRN(3S), FOLRNP(3S), FOLRP(3S) to solve various
forms of first-order linear recurrence
SOLR(3S) to solve a two-term second-order linear recurrence
SOLRN(3S) to solve the same recurrence as SOLR, but SOLRN calculates only the last term
NAME
SOLRN – Solves a second-order linear recurrence for only the last term
SYNOPSIS
r = SOLRN (n, x, incx, y, incy, a, inca)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
DESCRIPTION
SOLRN solves for r, the last term in the following second-order linear recurrence:
a i ← x i– 2 a i– 1 + y i– 2 a i– 2 i = 3,4,. . .,n
r ← an
Only a 1 and a 2 are used as input. The remaining elements of a are workspace that is overwritten on output.
This function has the following arguments:
r Real. (output)
Value of the last term of the linear recurrence.
If n ≤ 0, r is set to 0.
If n = 1, r is set to the first element of a.
If n = 2, r is set to the second element of a.
n Integer. (input)
Length of linear recurrence.
x Real array of dimension 1+(n – 1) . incx . (input)
Contains vector of multipliers for the first-order term of the recurrence.
If incx > 0, x (incx . (n – 2)+1) and x (incx . (n – 1)+1) are arbitrary.
If incx < 0, x(1) and x(1– incx) are arbitrary.
If incx = 0, x is a scalar multiplier.
incx Integer. (input)
Increment between elements of x.
y Real array of dimension 1+(n – 1) . incy . (input)
Contains vector of multipliers for the second-order term of the recurrence.
If incy > 0, y (incy . (n – 2)+1) and y (incy . (n – 1)+1) are arbitrary.
If incy < 0, y(1) and y(1– incy) are arbitrary.
If incy = 0, y is a scalar multiplier.
incy Integer. (input)
Increment between elements of y.
For SOLRN, even though only the last term is computed, array a (A in this Fortran code) is used to hold
intermediate results and, therefore, it is overwritten.
NOTES
When working backward (incx < 0, incy < 0, or inca < 0), each routine starts at the end of the vector and
moves backward, as follows:
x (1−incx . (n −1)), x (1−incx . (n −2)),. . ., x (1−2 . incx)
y (1−incy . (n −1)), y (1−incy . (n −2)),. . ., y (1−2 . incy)
a (1−inca . (n −1)), a (1−inca . (n −2)),. . ., a (1)
If incx = 0 or incy = 0, x or y (respectively) is a scalar multiplier.
CAUTIONS
Do not specify inca as 0, because unpredictable results may occur.
EXAMPLES
SOLRN might be used to find r 2 of the calculation
x 1 y 1 x 2 y 2 . . . x n−2 y n−2 a 2 = r 2
1 0 1 0 1 0 a1 r1
with the following call:
R2 = SOL RN( N,X,1, Y,1,A, 1)
R1=A(1 )
R2=A(2 )
DO 10 I=1,N- 2
TEM P=R2
R2= X(I)*R 2+Y(I) *R1
R1= TEMP
10 CON TIN UE
SEE ALSO
FOLR(3S), FOLR2(3S), FOLR2P(3S), FOLRC(3S), FOLRN(3S), FOLRNP(3S), FOLRP(3S) to solve various
forms of first-order linear recurrence
SOLR(3S) to solve the same recurrence as SOLRN, but it calculates all terms, not just the last term
SOLR3(3S) to solve a three-term second-order linear recurrence
NAME
INTRO_BLACS – Introduction to Basic Linear Algebra Communication Subprograms
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
The Basic Linear Algebra Communication Subprograms (BLACS) is a package of routines for UNICOS/mk
systems that provides the same functionality for message-passing linear algebra communication as the Basic
Linear Algebra Subprograms (BLAS) provide for linear algebra computation. With these two packages,
software for dense linear algebra on UNICOS/mk systems can use calls to the BLAS for computation and
calls to the BLACS for communication.
The BLACS consist of communication primitives routines, and global reduction routines. There are several
support routines.
The current version of the BLACS is compatible with the version last released by the ScaLAPACK group at
the University of Tennessee. Arrays passed to the BLACS routines must not be dynamically allocated from
the heap.
Communication Primitives
The communication primitives send a matrix to another processor or receive a matrix from another
processor; if a processor has data to be broadcast to all or a subset of processors, a broadcast communication
primitive must be used to send or receive the data. Any processor involved in a send or receive operation
must have the same amount of available matrix space.
The communication primitives can work on matrices (as indicated by the m, n, and lda arguments to the
routines) of data types of integer, real, or complex. The user can specify that only a portion of the matrix (a
trapezoidal matrix) be referenced in the operation. The uplo argument specifies whether the upper or lower
trapezoid should be used; the diag argument specifies if the matrix is a unit trapedoizal matrix or a non-unit
trapezoidal matrix.
When using the scope argument for the BLACS routines, operations can be expressed in terms of all
processors, a row of processors, or a column of processors. All processors indicated by the scope argument
will be involved in the operation being performed, even if the processor does not have data to contribute or
does not need the data being communicated.
When broadcast operations are involved, a communication pattern must be selected. The top argument
denotes the communication topology for a communication primitive or global operation.
The following table describes the available communication primitives, the routine names, and the man page
where the primitive is described:
Routine
Description name Man page
The following table describes the available global reduction routines, the routine names, and the man page
name where the primitive is described:
Routine
Description name Man page
Topologies
Different communication topologies can be used to optimize performance. Several factors can be used to
determine the best topologies. For example, a ring topology is often preferred if one processor’s time is
preferred over another processor’s; or a minimum spanning tree can be used if all processors need the
information as quickly as possible. The following topologies are supported on UNICOS/mk systems:
• Unidirectional ring. Using the unidirectional ring topology, the source processor issues one broadcast,
and each processor then receives and forwards the message. There are two types of unidirectional rings:
the increasing ring topology and the decreasing ring topology. These are "quiet" topologies (only one
processor is communicating at a time).
• Hypercube or minimum spanning tree. Hypercube broadcasts follow the physical connection of the
system; these are most useful when distributing information to all processors is more important than
saving processor time. In addition, hypercube broadcasts are more noisy, because several processors are
sending data simultaneously.
Support Routines
The BLACS package contains several routines that are not directly releated to linear processing. These
routines are used to compute grid coordinates, to initialize routines, and to return information about
processors.
The following table describes the available support routines, the routine names, and the man page name
where the routine is described:
Context Argument
A new feature in this release of the BLACS is the added capability for the BLACS routines to communicate
over any of many coexisting grids or contexts. Each of the grids (contexts) is identified by an integer called
a context handle. The context handle is output by BLACS_GRIDINIT upon the creation of the grid.
SEE ALSO
Dongarra, Jack J. and Robert A. van de Geijn, "Two Dimensional Basic Linear Algebra Communication
Subprograms," Technical Report CS-91-138, University of Tennessee, October 1991.
NAME
BLACS_BARRIER – Stops execution until all specifed processes have called a routine
SYNOPSIS
CALL BLACS_BARRIER (icntxt, scope)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
BLACS_BARRIER stops execution until all specified processes have called a routine.
This routine has the following arguments:
icntxt Integer. (input)
Context handle returned by a call to BLACS_GRIDINIT(3S).
scope Character*1. (input)
Specifies the processors that participate in the operation, using the grid specified by a previous
call to BLACS_GRIDINIT.
scope = R or r: row of processors
scope = C or c: column of processors
scope = A or a: all processors
SEE ALSO
BLACS_GRIDINIT(3S), INTRO_BLACS(3S)
NAME
BLACS_EXIT – Frees all existing grids
SYNOPSIS
CALL BLACS_EXIT()
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
BLACS_EXIT frees all the grids that have been created in the course of a user’s program. The call frees
internal buffer space that was allocated when the different grids were created.
SEE ALSO
BLACS_GRIDEXIT(3S), BLACS_GRIDINIT(3S), INTRO_BLACS(3S)
NAME
BLACS_GRIDEXIT – Frees a grid
SYNPOSIS
CALL BLACS_GRIDEXIT(icntxt)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
BLACS_GRIDEXIT frees a grid that has been created by a call to BLACS_GRIDINIT(3S). The call frees
internal buffer space that has been allocated upon the creation of the grid.
This routine has the following argument:
icntxt Integer. (input)
The context handle identifying the grid returned by BLACS_GRIDINIT(3S) upon the creation
of the grid.
NOTES
If a call to a BLACS routine is made after a call to BLACS_GRIDEXIT with the same context handle, the
program will abort.
SEE ALSO
BLACS_EXIT(3S), BLACS_GRIDINIT(3S), INTRO_BLACS(3S)
NAME
BLACS_GRIDINFO – Returns information about the two-dimensional processor grid
SYNOPSIS
CALL BLACS_GRIDINFO (icntxt, nprow, npcol, myrow, mycol)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
BLACS_GRIDINFO returns information about the processor grid, such as: the number of processor rows,
the number of processor columns, and the grid coordinates of the calling processor.
This routine has the following arguments:
icntxt Integer. (input)
Context handle returned by a call to BLACS_GRIDINIT(3S). This argument must be passed
but is currently ignored internally.
nprow Integer. (output)
The number of processor rows.
npcol Integer. (output)
The number of processor columns.
myrow Integer. (output)
Row coordinate of processor.
mycol Integer. (output)
Column coordinate of processor.
SEE ALSO
BLACS_GRIDINIT(3S), INTRO_BLACS(3S)
NAME
BLACS_GRIDINIT – Initializes counters, variables, and so on, for the BLACS routines
SYNOPSIS
CALL BLACS_GRIDINIT (icntxt, order, nprow, npcol)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
BLACS_GRIDINIT initializes a nprow-by-npcol grid of processors in a row-major or column-major fashion.
The BLACS_GRIDINIT routine assigns grid coordinates to each processor. Users must call this routine and
it must be called before any access to the other BLACS routines, ScaLAPACK routines, BLAS_S routines,
or the parallel two-dimensional FFT routines. The arguments should be the same on all nodes.
This routine has the following arguments:
icntxt Integer. (output)
Context handle identifying the grid being initialized.
order Character*1. (input)
Specifies whether the grid of processors will be initialized in row-major or col-major order. If
the grid is to match the distribution of a SHARED array, the order should be c.
order = R or r: row-major order
order = C or c: col-major order
nprow Integer. (input)
Indicates the number of processor rows for the processor grid.
npcol Integer. (input)
Indicates the number of processor columns for the processor grid.
SEE ALSO
INTRO_BLACS(3S)
NAME
BLACS_GRIDMAP – a grid of processors
SYNOPSIS
CALL BLACS_GRIDMAP (icntxt, gridmap ld, nprow, npcol)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
BLACS_GRIDMAP initializes a nprow-by-npcol grid of processors in the image of the (input) array gridmap.
This routine can be used as an alternative to BLACS_GRIDINIT in cases where the user’s application
requires a mapping of the processors to the grid that is different from those implemented in
BLACS_GRIDINIT.
This routine has the following arguments:
icntxt Integer. (output)
The context handle identifying the grid being initialized.
gridmap Integer array of dimension (ld, npcol). (input)
Array specifying the map of the processors to the grid. gridmap(i, j) will fill the (i-1)-th
row and (j-1)-th column of the grid (assuming indexing starts from 1).
ld Integer. (input)
Specifies the first dimension of array gridmap as declared in the calling program.
nprow Integer. (input)
Indicates the number of processor rows for the processor grid.
npcol Integer. (input)
Indicates the number of processor columns for the processor grid.
SEE ALSO
BLACS_GRIDINIT(3S), INTRO_BLACS(3S)
NAME
BLACS_PCOORD – Computes coordinates in two-dimensional grids
SYNOPSIS
CALL BLACS_PCOORD (icntxt, pe_num, prow, pcol)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
BLACS_PCOORD computes processor grid coordinates prow and pcol by using pe_num.
This routine has the following arguments:
icntxt Integer. (input)
The context handle returned by a call to BLACS_GRIDINIT(3S). This argument must be
passed but is currently ignored internally.
pe_num Integer. (input)
Processing element.
prow Integer. (output)
Row coordinate for processor.
pcol Integer. (output)
Column coordinate for processor.
SEE ALSO
BLACS_GRIDINIT(3S), INTRO_BLACS(3S)
NAME
BLACS_PNUM – Returns the processor element number for specified coordinates in two-dimensional grids
SYNOPSIS
PE_number = BLACS_PNUM (icntxt, prow, pcol)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
BLACS_PNUM returns the processor element number at grid coordinate prow, pcol.
This routine has the following arguments:
icntxt Integer. (input)
The context handle returned by a call to BLACS_GRIDINIT(3S). This argument must be
passed but is currently ignored internally.
prow Integer. (input)
Row coordinate of processor.
pcol Integer. (output)
Column coordinate of processor.
SEE ALSO
BLACS_GRIDINIT(3S), INTRO_BLACS(3S)
NAME
GRIDINFO3D – Returns information about the three-dimensional processor grid
SYNOPSIS
CALL GRIDINFO3D (ictxt, npx, npy, npz, mypex, mypey, mypez)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
GRIDINFO3D returns information about the processor grid, such as the number of processors assigned to the
X, Y, and Z dimensions and the grid coordinates of the calling processor.
The following arguments are available with this routine:
ictxt Integer. (input)
Handle that describes the grid initialized by GRIDINIT3D(3S).
npx Integer. (output)
Number of processors assigned to the X dimension.
npy Integer. (output)
Number of processors assigned to the Y dimension.
npz Integer. (output)
Number of processors assigned to the Z dimension.
mypex Integer. (output)
X coordinate of processor.
mypey Integer. (output)
Y coordinate of processor.
mypez Integer. (output)
Z coordinate of processor.
NOTES
The GRIDINIT3D(3S) routine must be called somewhere in the program before the first call to
GRIDINFO3D.
SEE ALSO
DESCINIT3D(3S), GRIDINIT3D(3S), PCOORD3D(3S), PNUM3D(3S)
NAME
GRIDINIT3D – Initializes variables for a three-dimensional (3D) grid partition of processor set
SYNOPSIS
CALL GRIDINIT3D (ictxt, npx, npy, npz)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
GRIDINIT3D initializes a npx-by-npy-by-npz grid of processors in a column-major fashion. The
GRIDINIT3D routine assigns grid coordinates to each processor. Users must call this routine before calling
any routine that uses information about the 3D grid of processors. The arguments should be the same on all
nodes.
The GRIDINIT3D routine accepts the following arguments:
ictxt Integer. (output)
Handle that describes the 3D grid.
npx Integer. (input)
Number of processors assigned to the X dimension of the processor grid. This argument must
be a power of 2.
npy Integer. (input)
Number of processors assigned to the Y dimension of the processor grid. This argument must
be a power of 2.
npz Integer. (input)
Number of processors assigned to the Z dimension of the processor grid. This argument must be
a power of 2.
As an example, consider a partition of 16 processors (N$PES = 16) that will be initialized as a 3D grid of
size 2-by-4-by-2 (that is, 2 processors assigned to the X dimension, 4 to the Y dimension and 2 to the Z
dimension). GRIDINIT3D assigns the following coordinates to the processors:
Z = 0
Y 0 1 2 3
X |----| ----|- --- |-- --|
0 | 0 | 2 | 4 | 6 |
|-- --|--- -|- ---|-- --|
1 | 1 | 3 | 5 | 7 |
|-- --| ----|- ---|-- --|
Z = 1
Y 0 1 2 3
X |-- --| ----|- ---|-- --|
0 | 8 | 10 | 12 | 14 |
|----| ----|- --- |-- --|
1 | 9 | 11 | 13 | 15 |
|-- --|--- -|- ---|----|
In this case processor 2 would have coordinates (0,1,0) and processor 13 would have coordinates (1,2,1).
SEE ALSO
DESCINIT3D(3S), GRIDINFO3D(3S), PCOORD3D(3S), PNUM3D(3S)
NAME
IGAMN2D, SGAMN2D, CGAMN2D – Determines minimum absolute values of rectangular matrices
SYNOPSIS
CALL IGAMN2D (icntxt, scope, top, m, n, a, lda, ra, ca, ldia, rdest, cdest)
CALL SGAMN2D (icntxt, scope, top, m, n, a, lda, ra, ca, ldia, rdest, cdest)
CALL CGAMN2D (icntxt, scope, top, m, n, a, lda, ra, ca, ldia, rdest, cdest)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
IGAMN2D determines minimum absolute values of rectangular matrices.
IGAMN2D communicates integer data. SGAMN2D communicates real data. CGAMN2D communicates
complex data.
These routines have the following arguments:
icntxt Integer. (input)
Context handle returned by a call to BLACS_GRIDINIT(3S).
scope Character*1. (input)
Specifies the processors that participate in the operation, using the grid specified by a previous
call to BLACS_GRIDINIT(3S).
scope = R or r: row of processors
scope = C or c: column of processors
scope = A or a: all processors
top Character*1. (input)
Network topology. Only the h topology (minimum spanning tree) is currently supported.
m Integer. (input)
Specifies the number of rows in matrix a. m must be ≥ 0.
n Integer. (input)
Specifies the number of columns in matrix a. n must be ≥ 0.
a IGAMN2D: Integer array, dimension (lda,n). (input/output)
SGAMN2D: Real array, dimension (lda,n). (input/output)
CGAMN2D: Complex array, dimension (lda,n). (input/output)
On entry, a is an m-by-n matrix of values. a is such that, a(i, j) is the element of maximum
absolute value from the (i, j) entry of all the input arrays.
NOTES
The m, n, and lda arguments determine the matrix shape. For an operation to proceed, all processors
indicated by the scope argument must call the given routine. The result is left on all processors indicated by
the scope argument.
These routines were named IGMIN2D, SGMIN2D, and CGMIN2D in a previous release.
SEE ALSO
BLACS_GRIDINIT(3S), IGAMX2D(3S), IGSUM2D(3S), INTRO_BLACS(3S)
NAME
IGAMX2D, SGAMX2D, CGAMX2D – Determines maximum absolute values of rectangular matrices
SYNOPSIS
CALL IGAMX2D (icntxt, scope, top, m, n, a, lda, ra, ca, ldia, rdest, cdest)
CALL SGAMX2D (icntxt, scope, top, m, n, a, lda, ra, ca, ldia, rdest, cdest)
CALL CGAMX2D (icntxt, scope, top, m, n, a, lda, ra, ca, ldia, rdest, cdest)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
IGAMX2D determines maximum absolute values of rectangular matrices.
IGAMX2D communicates integer data. SGAMX2D communicates real data. CGAMX2D communicates
complex data.
These routines have the following arguments:
icntxt Integer. (input)
Context handle returned by a call to BLACS_GRIDINIT(3S).
scope Character*1. (input)
Specifies the processors that participate in the operation, using the grid specified by a previous
call to BLACS_GRIDINIT(3S).
scope = R or r: row of processors
scope = C or c: column of processors
scope = A or a: all processors
top Character*1. (input)
Network topology. Only the h topology (minimum spanning tree) is currently supported.
m Integer. (input)
Specifies the number of rows in matrix a. m must be ≥ 0
n Integer. (input)
Specifies the number of columns in matrix a. n must be ≥ 0.
a IGAMX2D: Integer array, dimension (lda,n). (input/output)
SGAMX2D: Real array, dimension (lda,n). (input/output)
CGMAX: Complex array, dimension (lda,n). (input/output)
On entry, a is an m-by-n matrix of values. On exit, a is such that a(i, j) is the element of
maximum absolute value from the (i, j) entry of all the input arrays.
NOTES
The m, n, and lda arguments determine the matrix shape. For an operation to proceed, all processors
indicated by the scope argument must call the given routine. The result is left on all processors indicated by
the scope argument.
These routines were named IGMAX2D, SGMAX2D, and CGMAX2D in a previous release.
SEE ALSO
BLACS_GRIDINIT(3S), IGAMN2D(3S), IGSUM2D(3S), INTRO_BLACS(3S)
NAME
IGEBR2D, SGEBR2D, CGEBR2D – Receives a broadcast general rectangular matrix from all or a subset of
processors
SYNOPSIS
CALL IGEBR2D (icntxt, scope, top, m, n, a, lda, rsrc, csrc)
CALL IGEBR2D (icntxt, scope, top, m, n, a, lda, rsrc, csrc)
CALL IGEBR2D (icntxt, scope, top, m, n, a, lda, rsrc, csrc)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
IGEBR2D receives a broadcast general rectangular matrix from all or a subset of processors. The source of
the broadcast uses the IGEBS2D(3S) routine to send the matrix. Execution does not resume until the data
arrives.
IGEBR2D communicates integer data. SGEBR2D communicates real data. CGEBR2D communicates
complex data.
These routines have the following arguments:
icntxt Integer. (input)
Context handle returned by a call to BLACS_GRIDINIT(3S).
scope Character*1. (input)
Specifies the processors that participate in the operation, using the grid specified by a previous
call to BLACS_GRIDINIT(3S).
scope = R or r: row of processors
scope = C or c: column of processors
scope = A or a: all processors
top Character*1. (input)
Specifies the network topology used by the broadcast.
top = I or i: increasing ring
top = D or d: decreasing ring
top = H or h: hypercube
m Integer. (input)
Specifies the number of rows in matrix a. m must be ≥ 0.
n Integer. (input)
Specifies the number of columns in matrix a. n must be ≥ 0.
NOTES
The m, n, and lda arguments determine the matrix shape. Any processor using a send operation and the
matching receive operation must have the same m and n.
For an operation to proceed, all processors indicated by the scope argument must call the routine.
These routines will default to the h topology if called with any of the other values of top that are supported
by the standard version of the BLACS from the University of Tennessee (except on UNICOS/mk systems).
SEE ALSO
BLACS_GRIDINIT(3S), IGEBS2D(3S), INTRO_BLACS(3S)
NAME
IGEBS2D, SGEBS2D, CGEBS2D – Broadcasts a general rectangular matrix to all or a subset of processors
SYNOPSIS
CALL IGEBS2D (icntxt, scope, top, m, n, a, lda)
CALL SGEBS2D (icntxt, scope, top, m, n, a, lda)
CALL CGEBS2D (icntxt, scope, top, m, n, a, lda)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
IGEBS2D broadcasts a general rectangular matrix to all or a subsection of processors. The other processors
use the IGERV2D(3S) routine to receive the broadcast matrix. Execution does not resume until the data
arrives.
IGEBS2D communicates integer data. SGEBS2D communicates real data. CGEBS2D communicates
complex data.
These routines have the following arguments:
icntxt Integer. (input)
Context handle returned by a call to BLACS_GRIDINIT(3S).
scope Character*1. (input)
Specifies the processors that participate in the operation, using the grid specified by a previous
call to BLACS_GRIDINIT(3S).
scope = R or r: row of processors
scope = C or c: column of processors
scope = A or a: all processors
top Character*1. (input)
Specifies the network topology used by the broadcast.
top = I or i: increasing ring
top = D or d: decreasing ring
top = H or h: hypercube
m Integer. (input)
Specifies the number of rows in matrix a. m must be ≥ 0.
n Integer. (input)
Specifies the number of columns in matrix a. n must be ≥ 0.
NOTES
The m, n, and lda arguments determine the matrix shape. Any processor using a send operation and the
matching receive operation must have the same m and n.
For an operation to proceed, all processors indicated by the scope argument must call the routine.
These routines will default to the h topology if called with any of the other values of top that are supported
by the standard version of the BLACS from the University of Tennessee (except on Cray T3D systems).
SEE ALSO
BLACS_GRIDINIT(3S), IGEBR2D(3S), IGERV2D(3S), INTRO_BLACS(3S)
NAME
IGERV2D, SGERV2D, CGERV2D – Receives a general rectangular matrix from another processor
SYNOPSIS
CALL IGERV2D (icntxt, m, n, a, lda, rsrc, csrc)
CALL SGERV2D (icntxt, m, n, a, lda, rsrc, csrc)
CALL CGERV2D (icntxt, m, n, a, lda, rsrc, csrc)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
IGERV2D receives a general rectangular matrix from another processor. The other processor uses the
IGESD2D(3S) routine to send the matrix. Execution does not resume until the data arrives.
IGERV2D communicates integer data. SGERV2D communicates real data. CGERV2D communicates
complex data.
These routines have the following arguments:
icntxt Integer. (input)
Context handle returned by a call to BLACS_GRIDINIT(3S).
m Integer. (input)
Specifies the number of rows in matrix a. m must be ≥ 0.
n Integer. (input)
Specifies the number of columns in matrix a. n must be ≥ 0.
a IGERV2D: Integer array, dimension (lda,n). (output)
SGERV2D: Real array, dimension (lda,n). (output)
CGERV2D: Complex array, dimension (lda,n). (output)
The m-by-n array at which the message is to be received.
lda Integer. (input)
The leading dimension of the array a. lda ≥ MAX(m,1).
rsrc Integer. (input)
Row index of source processor.
csrc Integer. (input)
Column index of source processor.
NOTES
The m, n, and lda arguments determine the matrix shape. Any processor using a send operation and the
matching receive operation must have the same m and n.
SEE ALSO
BLACS_GRIDINIT(3S), IGESD2D(3S), INTRO_BLACS(3S)
NAME
IGESD2D, SGESD2D, CGESD2D – Sends a general rectangular matrix to another processor
SYNOPSIS
CALL IGESD2D (icntxt, m, n, a, lda, rdest, cdest)
CALL SGESD2D (icntxt, m, n, a, lda, rdest, cdest)
CALL CGESD2D (icntxt, m, n, a, lda, rdest, cdest)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
IGESD2D sends a general rectangular matrix to another processor. The other processor uses the
IGERV2D(3S) routine to receive the matrix. Execution does not resume until the data arrives.
IGESD2D communicates integer data. SGESD2D communicates real data. CGESD2D communicates
complex data.
These routines have the following arguments:
icntxt Integer. (input)
Context handle returned by a call to BLACS_GRIDINIT(3S).
m Integer. (input)
Specifies the number of rows in matrix a. m must be ≥ 0.
n Integer. (input)
Specifies the number of columns in matrix a. n must be ≥ 0.
a IGESD2D: Integer array, dimension (lda,n). (input)
SGESD2D: Real array, dimension (lda,n). (input)
CGESD2D: Complex array, dimension (lda,n). (input)
The m-by-n array to be sent.
lda Integer. (input)
The leading dimension of the array a. lda ≥ MAX(m,1).
rdest Integer. (input)
Row index of destination processor.
cdest Integer. (input)
Column index of destination processor.
NOTES
The m, n, and lda arguments determine the matrix shape. Any processor using a send operation and the
matching receive operation must have the same m and n.
SEE ALSO
BLACS_GRIDINIT(3S), IGERV2D(3S), INTRO_BLACS(3S)
NAME
IGSUM2D, SGSUM2D, CGSUM2D – Performs element summation operations on rectangular matrices
SYNOPSIS
CALL IGSUM2D (icntxt, scope, top, m, n, a, lda, rdest, cdest)
CALL SGSUM2D (icntxt, scope, top, m, n, a, lda, rdest, cdest)
CALL CGSUM2D (icntxt, scope, top, m, n, a, lda, rdest, cdest)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
IGSUM2D performs element summation operations on rectangular matrices.
IGSUM2D communicates integer data. SGSUM2D communicates real data. CGSUM2D communicates
complex data.
These routines have the following arguments:
icntxt Integer. (input)
Context handle returned by a call to BLACS_GRIDINIT(3S).
scope Character*1. (input)
Specifies the processors that participate in the operation, using the grid specified by a previous
call to BLACS_GRIDINIT(3S).
scope = R or r: row of processors
scope = C or c: column of processors
scope = A or a: all processors
top Character*1. (input)
Network topology. Only the h topology (minimum spanning tree) is currently supported.
m Integer. (input)
Specifies the number of rows in matrix a. m must be ≥ 0.
n Integer. (input)
Specifies the number of columns in matrix a. n must be ≥ 0.
a IGSUM2D: Integer array, dimension (lda,n). (input/output)
SGSUM2D: Real array, dimension (lda,n). (input/output)
CGSUM2D: Complex array, dimension (lda,n). (input/output)
On exit, a is such that a(i, j) is the sum of all (i, j) entries in the input arrays.
lda Integer. (input)
The leading dimension of the array a. lda ≥ MAX(m,1).
rdest Ignored.
cdest Ignored.
NOTES
The m, n, and lda arguments determine the matrix shape. For an operation to proceed, all processors
indicated by the scope argument must call the given routine. The result is left on all processors indicated by
the scope argument.
SEE ALSO
BLACS_GRIDINIT(3S), IGAMX2D(3S), IGAMN2D(3S), INTRO_BLACS(3S)
NAME
ITRBR2D, STRBR2D, CTRBR2D – Receives a broadcast trapezoidal rectangular matrix from all or a subset
of processors
SYNOPSIS
CALL ITRBR2D (icntxt, scope, top, uplo, diag, m, n, a, lda, rsrc, csrc)
CALL STRBR2D (icntxt, scope, top, uplo, diag, m, n, a, lda, rsrc, csrc)
CALL CTRBR2D (icntxt, scope, top, uplo, diag, m, n, a, lda, rsrc, csrc)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
ITRBR2D receives a broadcast trapezoidal matrix from all or a subset of processors. The source of the
broadcast uses the ITRBS2D(3S) routine to send the matrix. Execution does not resume until the data
arrives.
ITRBR2D communicates integer data. STRBR2D communicates real data. CTRBR2D communicates
complex data.
These routines have the following arguments:
icntxt Integer. (input)
Context handle returned by a call to BLACS_GRIDINIT(3S).
scope Character*1. (input)
Specifies the processors that participate in the operation, using the grid specified by a previous
call to BLACS_GRIDINIT(3S).
scope = R or r: row of processors
scope = C or c: column of processors
scope = A or a: all processors
top Character*1. (input)
Specifies the network topology used by the broadcast.
top = I or i: increasing ring
top = D or d: decreasing ring
top = H or h: hypercube
uplo Character*1. (input)
Specifies whether the trapezoid is in the upper or lower triangular part of the matrix a, as
follows:
If uplo = ’U’ or ’u’, the trapezoid is in the upper triangular part of the matrix.
If uplo = ’L’ or ’l’, the trapezoid is in the lower triangular part of the matrix.
NOTES
The m, n, and lda arguments determine the matrix shape. Any processor using a send operation and the
matching receive operation must have the same m and n.
For an operation to proceed, all processors indicated by the scope argument must call the routine.
These routines will default to the h topology if called with any of the other values of top that are supported
by the standard version of the BLACS from the University of Tennessee (except on Cray T3D systems).
SEE ALSO
BLACS_GRIDINIT(3S), INTRO_BLACS(3S), ITRBS2D(3S)
NAME
ITRBS2D, STRBS2D, CTRBS2D – Broadcasts a trapezoidal rectangular matrix to all or a subset of
processors
SYNOPSIS
CALL ITRBS2D (icntxt, scope, top, uplo, diag, m, n, a, lda)
CALL STRBS2D (icntxt, scope, top, uplo, diag, m, n, a, lda)
CALL CTRBS2D (icntxt, scope, top, uplo, diag, m, n, a, lda)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
ITRBS2D broadcasts a trapezoidal rectangular matrix to all or a subset of processors. The other processors
use the ITRBR2D(3S) routine to receive the broadcast matrix. Execution does not resume until the data
arrives.
ITRBS2D communicates integer data. STRBS2D communicates real data. CTRBS2D communicates
complex data.
These routines have the following arguments:
icntxt Integer. (input)
Context handle returned by a call to BLACS_GRIDINIT(3S).
scope Character*1. (input)
Specifies the processors that participate in the operation, using the grid specified by a previous
call to BLACS_GRIDINIT(3S).
scope = R or r: row of processors
scope = C or c: column of processors
scope = A or a: all processors
top Character*1. (input)
Specifies the network topology used by the broadcast.
top = I or i: increasing ring
top = D or d: decreasing ring
top = H or h: hypercube
uplo Character*1. (input)
Specifies whether the trapezoid is in the upper or lower triangular part of the matrix a, as
follows:
If uplo = ’U’ or ’u’, the trapezoid is in the upper triangular part of the matrix.
If uplo = ’L’ or ’l’, the trapezoid is in the lower triangular part of the matrix.
NOTES
The m, n, and lda arguments determine the matrix shape. Any processor using a send operation and the
matching receive operation must have the same m and n.
For an operation to proceed, all processors indicated by the scope argument must call the routine.
These routines will default to the h topology if called with any of the other values of top that are supported
by the standard version of the BLACS from the University of Tennessee (except on Cray T3D systems).
SEE ALSO
BLACS_GRIDINIT(3S), INTRO_BLACS(3S), ITRBR2D(3S)
NAME
ITRRV2D, STRRV2D, CTRRV2D – Receives a trapezoidal rectangular matrix from another processor
SYNOPSIS
CALL ITRRV2D (icntxt, uplo, diag, m, n, a, lda, rsrc, csrc)
CALL STRRV2D (icntxt, uplo, diag, m, n, a, lda, rsrc, csrc)
CALL CTRRV2D (icntxt, uplo, diag, m, n, a, lda, rsrc, csrc)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
ITRRV2D receives a trapezoidal matrix from another processor. The other processor uses the ITRSD2D(3S)
routine to send the matrix. Execution does not resume until the data arrives.
ITRRV2D communicates integer data. STRRV2D communicates real data. CTRRV2D communicates
complex data.
These routines have the following arguments:
icntxt Integer. (input)
Context handle returned by a call to BLACS_GRIDINIT(3S).
uplo Character*1. (input)
Specifies whether the trapezoid is in the upper or lower triangular part of the matrix a, as
follows:
If uplo = ’U’ or ’u’, the trapezoid is in the upper triangular part of the matrix.
If uplo = ’L’ or ’l’, the trapezoid is in the lower triangular part of the matrix.
diag Character*1. (input)
Specifies whether the matrix a has ones on the diagonal, as follows:
If diag = ’U’ or ’u’, specifies a unit trapezoidal matrix.
If diag = ’N’ or ’n’, specifies a non-unit trapezoidal matrix.
m Integer. (input)
Specifies the number of rows in matrix a. m must be ≥ 0.
n Integer. (input)
Specifies the number of columns in matrix a. n must be ≥ 0.
a ITRRV2D: Integer array, dimension (lda,n). (output)
STRRV2D: Real array, dimension (lda,n). (output)
CTRRV2D: Complex array, dimension (lda,n). (output)
The m-by-n matrix containing the trapezoidal matrix to be sent.
NOTES
The m, n, and lda arguments determine the matrix shape. Any processor using a send operation and the
matching receive operation must have the same m and n.
SEE ALSO
INTRO_BLACS(3S), ITRSD2D(3S)
NAME
ITRSD2D, STRSD2D, CTRSD2D – Sends a trapezoidal rectangular matrix to another processor
SYNOPSIS
CALL ITRSD2D (icntxt, uplo, diag, m, n, a, lda, rdest, cdest)
CALL STRSD2D (icntxt, uplo, diag, m, n, a, lda, rdest, cdest)
CALL CTRSD2D (icntxt, uplo, diag, m, n, a, lda, rdest, cdest)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
ITRSD2D sends a trapezoidal matrix to another processor. The other processor uses the ITRRV2D(3S)
routine to receive the matrix. Execution does not resume until the data arrives.
ITRSD2D communicates integer data. STRSD2D communicates real data. CTRSD2D communicates
complex data.
These routines have the following arguments:
icntxt Integer. (input)
Context handle returned by a call to BLACS_GRIDINIT(3S).
uplo Character*1. (input)
Specifies whether the trapezoid is in the upper or lower triangular part of the matrix a, as
follows:
If uplo = ’U’ or ’u’, the trapezoid is in the upper triangular part of the matrix.
If uplo = ’L’ or ’l’, the trapezoid is in the lower triangular part of the matrix.
diag Character*1. (input)
Specifies whether the matrix a has ones on the diagonal, as follows:
If diag = ’U’ or ’u’, specifies a unit trapezoidal matrix.
If diag = ’N’ or ’n’, specifies a non-unit trapezoidal matrix.
m Integer. (input)
Specifies the number of rows in matrix a. m must be ≥ 0.
n Integer. (input)
Specifies the number of columns in matrix a. n must be ≥ 0.
a ITRSD2D: Integer array, dimension (lda,n). (input)
STRSD2D: Real array, dimension (lda,n). (input)
CTRSD2D: Complex array, dimension (lda,n). (input)
The m-by-n matrix containing the trapezoidal matrix where the message is to be sent.
NOTES
The m, n, and lda arguments determine the matrix shape. Any processor using a send operation and the
matching receive operation must have the same m and n.
SEE ALSO
BLACS_GRIDINIT(3S), INTRO_BLACS(3S), ITRRV2D(3S)
NAME
MYNODE – Returns the calling processor’s assigned number
SYNOPSIS
MY_NUMBER = MYNODE()
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
MYNODE returns a number between 0 and NPES– 1, where NPES is the number of processors in the
mainframe partition on which the program is executing.
SEE ALSO
BLACS_GRIDINFO(3S), BLACS_PCOORD(3S), BLACS_PNUM(3), INTRO_BLACS(3S)
NAME
PCOORD3D – Computes three-dimensional (3D) processor grid coordinates
SYNOPSIS
CALL PCOORD3D (ictxt, pe_num, pex, pey, pez)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
PCOORD3D computes processor grid coordinates pex, pey, and pez by using pe_num.
This routine accepts the following arguments:
ictxt Integer. (input)
Handle that describes the grid initalized by GRIDINIT3D(3S).
pe_num Integer. (input)
Processing element.
pex Integer. (output)
X coordinate for processor.
pey Integer. (output)
Y coordinate for processor.
pez Integer. (output)
Z coordinate for processor.
NOTES
The GRIDINIT3D(3S) routine must be called somewhere in the program before the first call to PCOORD3D.
SEE ALSO
DESCINIT3D(3S), GRIDINFO3D(3S), GRIDINIT3D(3S), PNUM3D(3S)
NAME
PNUM3D – Returns the processor element number for specified three-dimensional (3D) coordinates
SYNOPSIS
PE_number = PNUM3D (ictxt, pex, pey, pez)
IMPLEMENTATION
UNICOS/mk systems
DESCRIPTION
PNUM3D returns the processor element number at grid coordinate pex, pey, and pez.
This routine accepts the following arguments:
ictxt Integer. (input)
Handle that describes the grid initalized by GRIDINIT3D(3S).
pex Integer. (input)
X coordinate of processor.
pey Integer. (input)
Y coordinate of processor.
pez Integer. (input)
Z coordinate of processor.
NOTES
The routine GRIDINIT3D(3S) must be called somewhere in the program before the first call to PNUM3D.
SEE ALSO
DESCINIT3D(3S), GRIDINFO3D(3S), GRIDINIT3D(3S), PCOORD3D(3S)
NAME
INTRO_CORE – Introduction to the Scientific Library out-of-core routines for linear algebra
IMPLEMENTATION
UNICOS systems
DESCRIPTION
The Scientific Library out-of-core routines for linear algebra let you solve problems in which it is not
possible, or not convenient, to store all of the data in main memory during program execution. The central
concept on which these routines are based is the idea of the virtual matrix, which is stored outside main
memory (perhaps on disk or on SSD), and referenced through a Fortran I/O unit number.
The following list describes the purpose and name of each out-of-core routine. The first name listed is the
name of the man page that documents the routines.
Virtual Matrix Initialization and Termination Routines
• VBEGIN: Initializes out-of-core routine data structures.
• VEND: Handles terminal processing for the out-of-core routines.
• VSTORAGE: Declares packed storage mode for a triangular, symmetric, or Hermitian virtual matrix.
Virtual Matrix Copy Routines
• SCOPY2RV, CCOPY2RV: Copies a submatrix of a real (in memory) matrix to a virtual matrix.
• SCOPY2VR, CCOPY2VR: Copies a submatrix of a virtual matrix to a real (in memory) matrix.
Virtual Linear Algebra Package Routines
• VSGETRF, VCGETRF: Computes an LU factorization of a virtual general matrix, using partial pivoting
with row interchanges.
• VSGETRS, VCGETRS: Solves a system of linear equations AX = B; A is a virtual general matrix whose
LU factorization has been computed by VSGETRF(3S).
• VSPOTRF: Computes the Cholesky factorization of a virtual real symmetric positive definite matrix.
• VSPOTRS: Solves a system of linear equations AX = B; A is a virtual real symmetric positive definite
matrix whose Cholesky factorization has been computed by VSPOTRF(3S).
Virtual Level 3 Basic Linear Algebra
• VSGEMM, VCGEMM: Multiplies a virtual general matrix by a virtual general matrix.
• VSTRSM, VCTRSM: Solves a virtual triangular system of equations with multiple right-hand sides.
• VSSYRK: Performs symmetric rank k update of virtual symmetric matrix.
General Introduction
Some problems are so large that it is not possible, or at least not convenient, to store all of the data in main
memory during program execution. For such problems, you can use an out-of-core technique. This term is
an anachronism, referring as it does to magnetic core memory, but the name is still used to refer to
algorithms that combine input and output with computation to solve problems in which the data resides on
disk or some other secondary random-access storage device.
Consider the problem of solving a system of simultaneous linear equations. If the system contains n
equations with n unknowns, the amount of data required to represent the problem is n 2 floating-point
numbers. The amount of computation required to compute a solution is approximately 2n 3 ⁄ 3 floating-point
operations. For example, if n = 30,000, the amount of memory required to store the matrix is 900 Mwords.
If the effective computational rate were 2.0 GFLOPS, the amount of time required to solve the problem
would be 9,000 seconds (2.5 hours).
This amount of computation is large compared to the amount of input and output required, so this problem is
computationally intensive. Therefore, it is an excellent candidate for solution by an out-of-core technique
(especially because solving large problems of this type is of great practical importance in many areas of
application).
Out-of-core Linear Algebra Software
The Scientific Library contains a unified set of routines for out-of-core solution of problems in dense linear
algebra. These routines are designed to be easy to use and highly efficient. The design of the out-of-core
routines is parallel to the design of library software that solves similar problems "in-core" (in memory),
namely LAPACK (Linear Algebra PACKage) and BLAS (Basic Linear Algebra Subprograms).
The LAPACK library is a state-of-the-art package for solving problems in dense linear algebra (see the
INTRO_LAPACK(3S) man page for more information on the Cray implementation of LAPACK). For out-
of-core problems in dense linear algebra, the Scientific Library has followed a software design which, from a
user perspective, is very similar to the LAPACK routines, and which uses similar or identical algorithms.
These routines are called the Virtual LAPACK, or VLAPACK, routines.
The LAPACK routines perform much of their computational work through calls to the Level 3 Basic Linear
Algebra Subprograms (Level 3 BLAS), which are designed to perform very efficiently on parallel vector
computers (see the INTRO_BLAS3(3S) man page for more information on the Level 3 BLAS routines).
Likewise, the Virtual LAPACK routines are based on a set of Virtual BLAS, called VBLAS.
Some features of these out-of-core library routines include the following:
• The routines are based on state-of-the-art algorithms for numerical linear algebra.
• Highly-efficient computational kernels perform at peak attainable speed on the hardware.
• Highly-efficient input and output is done automatically by the software; therefore, users do not have to be
involved in the details of the I/O routines.
• Virtual matrices are easy to create and use.
• Detailed performance measurement capabilities are built in. Performance statistics can be printed
automatically to give users complete information on software and hardware performance.
• Users can easily change certain tuning parameters to optimize the software for each specific problem and
computing environment.
Virtual Matrices
An important concept in the out-of-core routines is that of a virtual matrix. You can think of a virtual
matrix as a mathematical matrix, the elements of which are accessed in a certain way, using subroutine calls.
In some ways, a virtual matrix is like a two-dimensional Fortran array. Like a Fortran array, a virtual matrix
has elements that are real numbers. Like a Fortran array, a virtual matrix has subscripts that are integers
between 1 and some positive number n, and has a certain "leading dimension," which the user defines when
creating the virtual matrix.
Unlike a Fortran array, a virtual matrix is not accessed directly from a Fortran (or C) program. Instead, you
access a virtual matrix by using calls to the out-of-core routines.
These subroutines provide the only mechanism for manipulating a virtual matrix. In particular, a user never
has to do any explicit input or output to read or write a virtual matrix. Even though a virtual matrix is
actually stored as a file, users do not have to be concerned with the actual I/O. The library software handles
the I/O details automatically and efficiently, leaving users free to concentrate on the mathematical solution to
the problem at hand, and for the most part, to ignore the fact that out-of-core techniques are in use.
The next subsection, "Subroutine Types," briefly describes these routines. After that, the NOTES section
provides more specific information about virtual matrices.
Subroutine Types
The Scientific Library out-of-core software user interface comprises four types of subroutines:
• Initialization and termination routines
• Virtual matrix copy (VCOPY) routines
• Virtual LAPACK (VLAPACK) routines
• Virtual Level 3 BLAS (VBLAS) routines
The subsections that follow describe each subroutine.
Initialization and termination routines
You must initialize the underlying library routines by a call to the VBEGIN(3S) routine. This routine has
several optional arguments, all of which relate to tuning performance of the package. The most important
argument is an integer that specifies how many words to use for buffer space. VBEGIN(3S) automatically
allocates the requested amount of memory, using a call to the operating system. Likewise, you must call the
VEND(3S) routine when you are done with virtual linear algebra. VEND(3S) closes any open files that are
being used for virtual matrices and deallocates the memory that was allocated by VBEGIN(3S).
VSTORAGE(3S) declares that an existing virtual matrix (initialized with VBEGIN(3S)) is stored and
referenced in packed form. See the NOTES section for more on packed storage.
For applications in which the matrices contain complex numbers, rather than real numbers, you can use the
Virtual LAPACK routines VCGETRF(3S) and VCGETRS(3S).
Virtual Level 3 BLAS routines
The LAPACK routines perform much of their actual computation by calling Level 3 BLAS routines, which
are designed for speed and efficiency on parallel-vector computers (see the INTRO_BLAS3(3S) man page).
Likewise, the Virtual LAPACK routines are based on a set of Virtual Level 3 BLAS (VBLAS).
For example, the BLAS routine to perform a matrix multiply is called SGEMM(3S) (single-precision real) or
CGEMM(3S) (complex). The corresponding out-of-core routine for virtual matrices is VSGEMM(3S) or
VCGEMM(3S), respectively.
The calling sequences of the Virtual LAPACK and Virtual BLAS routines are similar to those of the
corresponding LAPACK and BLAS routines, but when an in-memory routine requires a matrix argument, the
corresponding virtual routine requires one or more arguments that specify a virtual matrix.
NOTES
This section describes further aspects of virtual matrices and the out-of-core routines that operate on them.
Unit Numbers
The name of a virtual matrix is an integer number between 1 and 99, inclusive. The name identifies the
Fortran unit number of the file in which the virtual matrix file is stored. By default, unit number 1 is
associated with file fort.1, unit 2 with file fort.2, and so on.
Do not use any unit number that your program is using for another purpose.
Also, do not use any of the following units: 0, 5, 6, 100, 101, or 102, because these unit numbers are, by
default, associated with the following special files:
stdin 5 and 100
stdout 6 and 101
stderr 0 and 102
You may close and reopen units 0, 5, and 6 as virtual matrices, but not units 100, 101, and 102.
You can associate a particular file with a particular unit number by using the "assign by unit" option of the
assign(1) command (see the assign(1) man page for more information about the assign command).
As an example, suppose you want to store your virtual matrix on a file in directory /tmp/xxx and call the
file mydata. If you choose to use Fortran unit number 3 for the file, prior to executing the program that
calls the out-of-core software, you could issue the following command line:
ass ign -a /tm p/xxx/ myd ata u:3
Within the out-of-core subroutines, you would use the number 3 as the value of the argument for the virtual
matrix name.
File Format
A virtual matrix is actually stored as a file, in a special format that is useful only for the virtual linear
algebra routines. But outside of the program, at the operating system level, such a file can be copied,
moved, archived, compressed, and so on, just like any other binary file. The assign(1) command
determines the actual characteristics of the file, including the device to which it is assigned (that is, disk or
SSD).
Technically, a virtual matrix is a binary unblocked file. You do not have to specify the -s u option on the
assign command; you cannot use other formats or conversions in conjunction with the out-of-core
routines. If you try to use other formats or conversions, your program will abort with an Asynchronous
Queued I/O (AQIO) error message. Actually, the virtual matrix file is blocked into "pages," but this
blocking is done by the Scientific Library out-of-core routines, not by the system I/O routines; therefore, for
the assign command, the virtual matrix file is considered to be an unblocked file.
The actual input and output is done internally using a feature called Asynchronous Queued I/O (AQIO).
This feature allows highly-efficient, random-access I/O without using any unnecessary intermediate buffering
of data.
If you want to use a file of data that was created by some means other than using Virtual LAPACK or
Virtual BLAS routines, you should write a program that reads the file, using the usual Fortran I/O facilities,
and copies the file, one section at a time, to a virtual matrix, by using the virtual copy routines. Likewise, if
you want to use a virtual matrix as input to some other program, you should write a program that uses the
virtual copy routines to get data from the virtual matrix, and then write it out using the usual Fortran I/O
facilities. If only the virtual linear algebra routines use the data, it is most convenient to just work with the
virtual matrix files themselves, using the subroutines provided.
Leading Virtual Dimension
A virtual matrix has a certain "leading dimension" (that is, the first dimension) just like a Fortran
two-dimensional array. For instance, if the virtual matrix is 1000 by 2000 elements, the first (leading)
dimension is 1000. You should supply the value 1000 for the leading dimension argument in the
subroutines.
You can use any value for the leading dimension, but after it is defined, you cannot change it. If you
originally created the virtual matrix with 1000 for the leading dimension, you must always use the same
value in subsequent subroutine calls.
Definition and Redefinition of Elements
When accessing elements of a virtual matrix, the value of the first subscript must be in the range
1 ≤ i ≤ lvd
where i is the subscript, and lvd is the leading virtual dimension, as defined in the subroutine call. The
second subscript must be a positive integer. No set upper limit to the value of the second subscript exists.
When you first create a virtual matrix, you must explicitly define every element of the matrix before you use
it in a computation. You can consider that any element you have not explicitly defined is undefined, and it
should not be referenced. For example, if you want to create an identity matrix of size 2000 by 2000, you
could zero out all 4,000,000 elements, then set the 2000 diagonal elements to 1, using the virtual copy
routines. You should not just set the diagonal elements to 1 and assume that the off-diagonal elements are 0.
After the elements of a virtual matrix are defined, their values remain defined unless you explicitly change
them or remove the file.
File Size
The size (in words) of a virtual matrix file is slightly larger than the total number of elements it contains.
Thus, a virtual matrix of size 5000 by 5000 would contain slightly more than 25 million words, or 200
Mbytes of data. The reason that it is not exactly 25 million words has to do with the way that the software
organizes data internally into pages.
When you define the value of a virtual matrix element, you are implicitly creating file space for all elements
up to the one you define. For example, if you declare that a virtual matrix has a leading dimension of 5000,
and you define a value for element (1, 1000), the software will create a virtual matrix file large enough to
contain elements (i, j) for 1 ≤ i ≤ 5000, 1 ≤ j ≤ 1000, which is 5 Mwords, or 40 Mbytes of file space.
Page Size
At the internal level, the software organizes virtual matrices into "pages." The size of a page is, by default,
256 by 256 words, or 65,536 words. I/O transfers, internally, are done in minimum units of one page. For
both disk and SSD, this size gives excellent performance.
You may redefine the page size that the out-of-core routines use, although it is not recommended unless
special performance tuning considerations are involved. The internal file structure of a virtual matrix
depends on the page size. Thus, a virtual matrix created with a certain page size could not later be read or
written using a different page size; but instead, it would have to be re-created.
Lower-level Routines
The user-level out-of-core routines are built on lower-level routines that manage work request queues, active
page queues, and other tasks. These routines in turn, depend on the AQIO routines and the operating system
routines.
Strassen’s Algorithm
Strassen’s algorithm for matrix multiplication is a recursive algorithm that is slightly faster than the ordinary
(inner product) algorithm. This additional speed is purchased at the expense of requiring some additional
memory for intermediate workspace. Because the Virtual LAPACK and Virtual BLAS routines are
managing their own memory anyway, and performing their work on individual page size blocks, it is an easy
matter to use Strassen’s algorithm everywhere that a matrix multiplication is required.
Strassen’s algorithm performs the floating-point operations for matrix multiplication in an order that is very
different than the usual vector method. In some cases, this could cause differences in round-off, possibly
leading to numerical differences in the result.
You may choose whether to use Strassen’s algorithm when calling VBEGIN(3S), either by passing an
argument to VBEGIN(3S), or by setting the VBLAS_STRASSEN environment variable before run time. For
C shell, use the following command:
set env VBLAS_ STRASS EN
If the user selects Strassen’s algorithm, VBEGIN(3S) automatically allocates the necessary workspace. In
subsequent virtual matrix computations, Strassen’s algorithm is then automatically used for all matrix
multiplications, including matrix multiplications done as part of the VSGEMM(3S) and VSTRSM(3S) routines.
Multitasking
Like most of the Scientific Library routines, the Virtual LAPACK and Virtual BLAS routines perform
multitasking automatically. To control the use of multitasking, set the value of the NCPUS environment
variable before run time to an integer number that indicates the number of processors you want to use. For
example, to use only one CPU (which effectively turns off multitasking), use one of the following
commands. For the C shell, enter the following command:
set env NCP US 1
the software will try to use four CPUs. The actual number of CPUs used depends on the availability of
resources (see the INTRO_LIBSCI(3S) man page for more information on multitasking in the Scientific
Library).
Complex Routines
Most of the out-of-core software described previously deals with matrices of real numbers. There are also
counterparts to these routines that work with matrices of complex numbers (numbers that have a real and
imaginary part). For example, the complex two-dimensional counterpart of the virtual copy routine
SCOPY2RV(3S) is routine CCOPY2RV(3S). Likewise, routine VCGETRF(3S) factors a general complex
virtual matrix. In the naming conventions for all routines, the letter "S" denotes real (that is, "single-
precision") data; the letter "C" denotes complex data.
Packed Storage
Packed storage of a triangular or symmetric matrix means that only half of the matrix is actually stored on
disk or SSD. If a real matrix is declared to be lower triangular, only the lower triangle is stored; if upper
triangular, only the upper triangle is stored. If the matrix is symmetric, either the lower or upper triangular
part may be stored.
Likewise, a complex matrix may be lower or upper triangular, or may be symmetric, with only the lower or
upper triangle being stored. Additionally, a complex matrix may be Hermitian (equal to the conjugate of its
transpose), with either the lower or upper triangle being stored.
For the purpose of storing a matrix, the out-of-core routines do not have to distinguish between a triangular,
symmetric, or Hermitian matrix; they must know only which part of the matrix is being stored (that is, the
full matrix, the lower triangle, or the upper triangle).
In the Level 2 BLAS routines, packed storage implies a linearized storage scheme. For the out-of-core
routines, packed storage is similar, but more complicated. Because it is the page structure of the virtual
matrix binary file that is linearized, pages that correspond to the upper (or lower) part of a triangular matrix
are omitted.
Three possible storage modes are possible:
• FULL — The full matrix is stored
• LOWER — Only the lower triangle is stored
• UPPER — Only the upper triangle is stored
To define this storage mode, call the VSTORAGE(3S) routine, which has the calling sequence:
CAL L VSTORAGE( nunit, mode)
The nunit argument is an integer that gives the unit number of the virtual matrix, and mode is a character
string giving the storage mode. See VSTORAGE(3S) for further information.
Performance Measurement
The out-of-core software has a built-in feature for performance measurement, and it will collect various
performance statistics automatically. The user can print these statistics when calling the VEND(3S) routine,
either by providing a nonzero argument to the VEND(3S) routine (within the program) or by setting the
VBLAS_STATISTICS environment variable (before run time). To set this environment variable in the C
shell, enter the following:
set env VBL AS_ STA TISTIC S
You may use this feature in addition to the usual performance tools (for example, see the procstat(1)
man page).
Error Reporting
When the out-of-core software diagnoses an error, it writes an error diagnostic to stderr and aborts. If the
error is diagnosed by the out-of-core routines themselves, the error message should be complete and self-
explanatory. For instance, a common error is to provide an insufficient amount of memory for workspace.
In this case, the error diagnostic will indicate how much memory was needed.
Example:
*** Error in rou tin e: VBE GIN
*** Insuff ici ent mem ory was given;
min imum req uired (decim al wor ds) = 198 144
If the error was diagnosed by a lower-level system or library routine, the diagnostic will include the error
code. Usually, you can use the explain(1) command to get more information about the error by entering
one of the following commands:
exp lai n sys -xxx
explai n lib-xxx
The character string xxx represents the error code listed in the diagnostic. Use explain sys for error
status codes less than 100, and explain lib for higher-numbered codes (see the explain(1) man page
in the UNICOS User Commands Reference Manual, for more information).
For example, suppose that unit 1 was assigned to file /tmp/xxx/yyy/zzz, using the command:
ass ign -a /tm p/xxx/ yyy/zz z u:1
But suppose that the /tmp/xxx/yyy directory has not been created. When the out-of-core routine tries to
create the file, it cannot, and aborts after printing the following message:
*** Error in routin e: pag e_requ est
*** Error sta tus on AQO PEN for uni t num ber : 1
*** Error sta tus on AQOPEN = -2
Because AQIO routines are used internally for input and output, the error is usually detected by
AQOPEN(3F), AQREAD(3F), or AQWRITE(3F). In this case, it was AQOPEN. Of more concern to users,
however, is the specific error status. The diagnostic denotes that the error occurred on unit number 1, and
that the error status code was -2. You can enter the following command, which prints a further description,
that explains that one of the directories in a path name does not exist:
exp lain sys -2
Performance Tuning
The most important tuning parameter for the out-of-core routines is the value of nwork, the amount of buffer
space. This value is set either as an explicit argument to VBEGIN(3S) or by setting the
VBLAS_WORKSPACE environment variable before run time. If the virtual matrix is disk resident, larger
buffer space means faster I/O performance, within certain limits.
CPU time is essentially unaffected by this parameter; only I/O wait time, and hence, total wall-clock time,
are affected.
As always with out-of-core techniques, a trade-off exists between performance and size. If you use more
memory, performance will be better, but the program size increases. It is difficult to give firm rules for how
much memory you should use, but the following are some guidelines:
• The absolute minimum amount of out-of-core routine page-buffer space must be enough to hold three
pages.
• If the virtual matrix is disk resident, larger buffer space means better I/O performance, within certain
limits.
• If the virtual matrix is SSD resident, much less buffer space is needed to obtain good performance.
• If running in a dedicated environment, you should use as much memory as is available.
• If running in a batch environment, it may be desirable to use less memory, so that the job can be
scheduled and run at the same time that other user jobs are running; that is, the turnaround time of a
smaller job might be much less than for a large job, even if the I/O wait time for the smaller job is larger.
• Use enough buffer space for one "column" of pages; that is, n . np words, for which np is the number of
columns per page, and n is the leading dimension of the matrix (rounded up to a multiple of np). If you
use twice this much memory, performance will improve.
• The use of Strassen’s algorithm almost always speeds the computation for a small increase in memory.
The VBLAS statistics report the amount of memory used by Strassen’s algorithm.
• Packed storage mode should be used when appropriate, because it will save disk space with no penalty in
CPU time.
For solution of a general matrix (with VSGETRF and VSGETRS, or with VCGETRF and VCGETRS), a
special memory requirement exists. These routines need enough buffer space to contain one "column" of
pages; that is, if the matrix is 5000 by 5000, the buffer space must be 5000 by 256 (assuming 256 is the
page size). This requirement is necessary because of the nature of Gaussian elimination with partial
pivoting. To do the pivots, the performance might be extremely poor if less memory was used.
ENVIRONMENT VARIABLES
These environment variables change the default behavior of either the VBEGIN or the VEND routine. You
can override the effect of any of these settings by the corresponding argument of the affected routine.
VBLAS_PAGESIZE
Numeric value of the default page size, np. VBEGIN uses this variable to set up in-memory pages
for virtual matrices. Each page acts as an np-by-np submatrix of a virtual matrix. If unspecified,
VBEGIN defaults to np = 256.
VBLAS_STATISTICS
Flag to determine whether to print performance statistics after using the out-of-core routines.
VEND uses this variable to determine whether it should print statistics to stdout after terminating
out-of-core processing. If this variable is set (even if it has no value), the default behavior of
VEND is to print the statistics. If unspecified, VEND prints no statistics by default.
VBLAS_STRASSEN
Flag to determine whether to use Strassen’s algorithm for matrix multiplication. VBEGIN uses this
variable to determine whether it should set up data structures for Strassen’s algorithm. If the data
structures are set up, all virtual matrix multiplies use Strassen’s algorithm. If this variable is set
(even if it has no value), the default behavior of VBEGIN is to set up for Strassen’s algorithm. If
unspecified, VBEGIN defaults to the regular (inner product) matrix multiply algorithm.
VBLAS_WORKSPACE
Numeric value of nwork, the number of words of memory to set aside for I/O buffering (pages). If
unspecified, VBEGIN defaults to nwork =6 . np 2 (the number of words of memory required for six
pages).
EXAMPLES
Some short examples illustrate how you can use these subroutines to manipulate virtual matrices. For an
explanation of the specific arguments to the subroutines, see the man pages for the individual routines.
Example 1: This example shows how you can use routine SCOPY2RV(3S) to create a virtual matrix. This
program creates a virtual matrix on unit number 1 (which, by default, is on file fort.1). Within the
program, this matrix is referred to as V, which corresponds to IV, an integer parameter set equal to 1.
The first step is to call routine VBEGIN(3S) for initialization. Next, create a vector, X, of random numbers,
and copy it to one column of the virtual matrix, using routine SCOPY2RV(3S). This procedure is repeated
for each column J of the virtual matrix. The program is as follows:
* Cre ate a vir tual mat rix of ran dom number s of siz e n by n.
INTEGE R N
PARAME TER (N = 2000)
INTEGE R IV ! uni t num ber of the vir tual matrix V
PARAME TER (IV = 1)
REAL X(N) ! vec tor for sto rin g a col umn of V
CALL VBEGIN
CAL L VEND
END
Example 2: This example illustrates the Virtual BLAS routine VSGEMM(3S) and multiplying a virtual matrix
by itself. The example assumes that the virtual matrix on unit 1 was already created, possibly by the
program in example 1. The example multiplies this virtual matrix by itself, resulting in a new virtual matrix,
called W, that corresponds to unit number 2 (integer IW). The following program copies the first column of
the result matrix W into array X, and then it prints out the first element of X, which is the value of virtual
matrix element W(1,1):
INT EGE R N
PARAME TER (N = 200 0)
INT EGER IV, IW ! uni t num bers of the virtua l matric es
PARAME TER (IV = 1, IW = 2)
REAL X(N) ! vec tor for sto ring a col umn of W
CALL VBEGIN
CAL L VSG EMM(’N OTR ANS POS E’, ’NOTRA NSPOSE ’, N, N, N, 1.0 ,
& IV, 1, 1, N, IV, 1, 1, N, 0.0 , IW, 1, 1, N)
CAL L VEN D
END
Example 3: This example shows sample usage protocol for solving systems of equations. A program to
solve a large system of equations by using the Virtual LAPACK routines might be organized according to
the following general outline. This sample outline assumes that the user can generate the original matrix one
row at a time (by computing it, reading it, or whatever).
1. Call VBEGIN(3S) to initialize the virtual matrix routines.
2. For each row of the matrix, call a virtual copy routine to store the row in a virtual matrix. Likewise,
create a virtual matrix of right-hand sides.
3. Call routine VSGETRF(3S) to factor the general matrix.
4. Call routine VSGETRS(3S) to solve the right-hand sides.
5. For each column of the solution matrix, call a virtual copy routine to fetch the solution vector and
process it.
6. Call the VEND(3S) routine to terminate the virtual matrix routines and to close the files.
NAME
SCOPY2RV, CCOPY2RV – Copies a submatrix of a real or complex matrix in memory into a virtual matrix
SYNOPSIS
CALL SCOPY2RV (m, n, a, lda, nunit, iv, jv, ldv)
CALL CCOPY2RV (m, n, a, lda, nunit, iv, jv, ldv)
IMPLEMENTATION
UNICOS systems
DESCRIPTION
SCOPY2RV copies a matrix contained in a two-dimensional array of type REAL located in central memory
into a submatrix of a virtual matrix.
CCOPY2RV copies a matrix contained in a two-dimensional array of type COMPLEX located in central
memory into a submatrix of a virtual matrix.
These routines have the following arguments:
m Integer. (input)
Number of rows.
n Integer. (input)
Number of columns.
a SCOPY2RV: Real array of dimension (lda, *). (input)
CCOPY2RV: Complex array of dimension (lda, *). (input)
Contains real (in memory) input matrix.
lda Integer. (input)
Leading (first) dimension of a.
nunit Integer. (input)
Unit number of the virtual matrix.
This routine changes the contents of the virtual matrix. The virtual matrix itself contains either
real (SCOPY2RV) or complex (CCOPY2RV) elements.
iv Integer. (input)
Starting row index of the virtual matrix (1 to ldv).
jv Integer. (input)
Starting column of the virtual matrix (1 to n).
ldv Integer. (input)
Leading (first) dimension of the virtual matrix.
NOTES
These routines are two-dimensional analogues of the Level 1 BLAS routines SCOPY and CCOPY (see
SCOPY(3S)). The initial S in SCOPY2RV means "single-precision real," the initial C in CCOPY2RV means
"complex," the 2 means "two-dimensional," and the RV means "real (in memory) to virtual (on disk or
SSD)."
These routines provide the only available method for reading data directly from memory into a virtual
matrix. Companion routines SCOPY2VR and CCOPY2VR go in the opposite direction: virtual to real.
EXAMPLES
The following examples show how to copy various types of matrices from central memory into a virtual
matrix.
Example 1: Copy vector X, of N real elements, to row I of the virtual matrix on unit number 3. Suppose
that the virtual matrix is of size N by N, so that the leading dimension is N. Because X is a vector, the
leading dimension of X is irrelevant, and you can use the constant 1 for the lda argument.
CAL L SCO PY2 RV(1, N, X, 1, 3, I, 1, N)
Example 2: Copy vector X, of N complex elements, to column J of the virtual matrix on unit number 3,
with the same assumptions as in example 1.
CALL CCOPY2 RV( N, 1, X, 1, 3, 1, J, N)
Example 3: Copy the 100-by-100 matrix A to the 100-by-100 submatrix of the virtual matrix on unit
NUNIT, beginning at virtual matrix subscript location (I, J). Assume that the virtual matrix has leading
dimension 3000.
CALL SCOPY2 RV( 100 , 100, A, 100, NUN IT, I, J, 300 0)
Example 4: Copy the single element X(I, J) of a complex matrix X to element (IV, JV) of the virtual
matrix on unit NUNITX. Assume that the leading dimension of the virtual matrix is LDXV. Because this
subroutine call copies one element, the leading dimension of X is irrelevant, and you can use the constant 1
for the lda argument.
CALL CCOPY2 RV( 1, 1, X(I, J), 1, NUNITX , IV, JV, LDX V)
Example 5: Copy the lower triangular part (the part below the main diagonal) of the first 100 rows and
columns of matrix A to the lower triangular part of the virtual matrix NVA, of leading dimension 1000,
starting at virtual array element NVA(101, 101).
CALL VSTORA GE( NVA , ’LOWER ’)
DO, I = 1, 100
CAL L SCO PY2 RV(1, I, A(I , 1), 100 , NVA , 100+I, 101 , 1000)
END DO
SEE ALSO
INTRO_CORE(3S) for an introduction to the out-of-core routines, including usage examples
MSCOPY2VR(3S) for a desciption of SCOPY2VR and CCOPY2VR, each of which copy a submatrix of a real
or complex virtual matrix into a real or complex matrix in central memory (the copy routines for the
opposite direction are SCOPY2RV and CCOPY2RV)
NAME
SCOPY2VR, CCOPY2VR – Copies a submatrix of a virtual matrix to a real or complex (in memory) matrix
SYNOPSIS
CALL SCOPY2VR (m, n, nunit, iv, jv, ldv, a, lda)
CALL CCOPY2VR (m, n, nunit, iv, jv, ldv, a, lda)
IMPLEMENTATION
UNICOS systems
DESCRIPTION
SCOPY2VR copies a submatrix of a virtual matrix into a two-dimensional array of type REAL located in
central memory.
CCOPY2VR copies a submatrix of a virtual matrix into a two-dimensional array of type COMPLEX located in
central memory.
These routines have the following arguments:
m Integer. (input)
Number of rows.
n Integer. (input)
Number of columns.
nunit Integer. (input)
Unit number of the virtual matrix. The virtual matrix itself contains either real (SCOPY2VR) or
complex (CCOPY2VR) elements.
iv Integer. (input)
Starting row index of the virtual matrix (1 to m).
jv Integer. (input)
Starting column of the virtual matrix (1 to n).
ldv Integer. (input)
Leading (first) dimension of the virtual matrix.
a SCOPY2VR: Real array of dimension (lda, *). (output)
CCOPY2VR: Complex array of dimension (lda, *). (output)
Contains real (in memory) output matrix.
lda Integer. (input)
Leading (first) dimension of a.
NOTES
These routines are two-dimensional analogues of the Level 1 BLAS routines SCOPY and CCOPY (see
SCOPY(3S)). The initial S in SCOPY2VR means "single-precision real," the initial C in CCOPY2VR means
"complex," the 2 means "two-dimensional," and the VR means "virtual (on disk or SSD) to real (in
memory)."
These routines provide the only available method for reading data from a virtual matrix into memory.
Companion routines SCOPY2RV and CCOPY2RV go in the opposite direction: real to virtual.
EXAMPLES
The following examples show how to copy various types of matrices from a virtual matrix into central
memory.
Example 1: Copy row I of the virtual matrix on unit number 3 to the real vector X. Suppose that the
virtual matrix is of size N by N, so that the leading dimension is N. Because X is a vector, the leading
dimension of X is irrelevant, and you can use the constant 1 for the lda argument.
Example 2: Copy column J of the complex virtual matrix on unit number 3 to the complex vector X, with
the same assumptions as in example 1.
Example 3: Copy the 100-by-100 submatrix of the virtual matrix on unit NUNIT, beginning at virtual
matrix subscript location (I, J), to the 100-by-100 matrix A. Assume that the virtual matrix has leading
dimension 3000.
Example 4: Copy the single element of the complex virtual matrix on unit NUNITX, at subscript position
(IV, JV), to the single element X(I, J) of the complex matrix X. Assume that the leading dimension
of the virtual matrix is LDXV. Because this subroutine call copies one element, the leading dimension of X
is irrelevant, and you can use the constant 1 for the lda argument.
SEE ALSO
INTRO_CORE(3S) for an introduction to the out-of-core routines, including usage examples
SCOPY2RV(3S), which documents SCOPY2RV and CCOPY2RV, each of which copies a submatrix of a real
or complex matrix in central memory into a virtual matrix (the copy routines for the opposite direction are
SCOPY2VR and CCOPY2VR)
NAME
VBEGIN – Initializes the out-of-core routine data structures
SYNOPSIS
CALL VBEGIN
CALL VBEGIN [(nwork)]
CALL VBEGIN [(nwork, nstrassen)]
CALL VBEGIN [(nwork, nstrassen, np)]
IMPLEMENTATION
UNICOS systems
DESCRIPTION
VBEGIN initializes the data structures in memory that are used to handle virtual matrices. A program must
call VBEGIN once before beginning virtual matrix work and must call the companion routine, VEND(3S),
after virtual matrix work is complete. A program can have more than one "code block" of virtual matrix
work, but each block must begin with a call to VBEGIN and end with a call to VEND.
This routine takes as its first argument the minimum size of the I/O buffer space the user wants to allocate.
The routine allocates this much memory for buffers (using a malloc(3C) library call). The routine also
allocates a small additional amount of memory for its own data structures. When the VEND(3S) routine is
called to handle terminal processing, all allocated memory is freed. Other arguments determine some of the
inner working of the out-of-core routines.
All of these arguments are optional; you can specify them by using environment variables, with the
following order of precedence:
1. Explicit argument; if the argument is given explicitly in the VBEGIN call, any conflicting settings are
ignored.
2. Environment variable; if no explicit argument is given, but there is an environment variable setting, that
setting is used.
3. If neither the argument nor the environment variable is set, there is an internal default (shown in the
argument list that follows as "DEFAULT: . . .").
This routine has the following optional arguments:
nwork Integer. (input)
Minimum number of words to use for buffer space for I/O. The minimum number of words is
3 . np 2, enough space for three "pages" (see the np argument description).
The corresponding environment variable is VBLAS_WORKSPACE, which you should set to a
numeric value that gives the number of words to use.
DEFAULT: nwork = 6 . np 2, enough space for six "pages."
NOTES
The most important tuning parameter for the out-of-core routines is the value of nwork, the minimum
amount of buffer space.
If the virtual matrix is disk resident, larger buffer space means faster I/O performance, within certain limits.
CPU time is essentially unaffected by the amount of buffer space; only I/O wait time, and hence, total wall-
clock time, are affected.
As always with out-of-core techniques, a trade-off exists between performance and size. If you use more
memory, performance will be better, but the program size increases. It is difficult to give firm guidelines as
to how much memory you should use. If running in a multiuser environment, it may be desirable to use less
memory, so that the job can be scheduled and run at the same time that other user jobs are running. This
means that the turnaround time of a smaller job might be much less than for a large job, even if the I/O wait
time for the smaller job is larger. If running in a dedicated environment, it would make sense to use as
much available memory as possible.
One rule of thumb for good performance is to use enough buffer space for one column of pages. For
example, if the page size is np and the largest of the leading dimensions of your virtual matrices (rounded up
to the next multiple of np) is n, set the minimum buffer size to be nwork = n . np . If you use twice this
much memory (nwork = 2 . n . np ), performance will improve.
If the virtual matrix resides in SSD, much less buffer space is needed to obtain good performance.
For solving a general virtual matrix (with VSGETRF(3S) and VSGETRS(3S)), the preceding rule of thumb
becomes a minimum memory requirement. These routines need enough buffer space to contain one column
of pages; that is, if you are factoring a virtual matrix of size 5000 by 4000 and the page size is np = 256, the
minimum buffer space setting must be nwork = 5000 . 256 = 1,280,000words. This size restriction is needed
because of the nature of Gaussian elimination with partial pivoting. If less memory is used, the performance
when doing pivots might be extremely poor.
ENVIRONMENT VARIABLES
These environment variables change the default behavior of the VBEGIN routine. To override the effect of
any of these settings, use the corresponding argument of VBEGIN.
VBLAS_PAGESIZE
Numeric value of the default page size, np. VBEGIN uses this variable to set up in-memory pages
for virtual matrices. Each page acts as an np-by-np submatrix of a virtual matrix. If unspecified,
VBEGIN defaults to np = 256.
VBLAS_STRASSEN
Flag to determine whether to use Strassen’s algorithm for matrix multiplication. VBEGIN uses this
variable to determine whether it should set up data structures for Strassen’s algorithm. If the data
structures are set up, all virtual matrix multiplies use Strassen’s algorithm. If this variable is set
(even if it has no value), the default behavior of VBEGIN is to set up for Strassen’s algorithm. If
unspecified, VBEGIN defaults to the regular (inner product) matrix multiply algorithm.
VBLAS_WORKSPACE
Numeric value of nwork, the number of words of memory to set aside for I/O buffering (pages). If
unspecified, VBEGIN defaults to nwork = 6 . np 2 (the number of words of memory required for
six pages).
SEE ALSO
INTRO_CORE(3S) for an introduction to the out-of-core routines, including usage examples
VEND(3S), VSGETRF(3S), VSGETRS(3S)
malloc(3C) in the UNICOS System Libraries Reference Manual
NAME
VEND – Handles terminal processing for the out-of-core routines
SYNOPSIS
CALL VEND [(info)]
IMPLEMENTATION
UNICOS systems
DESCRIPTION
The VEND routine does termination processing for the out-of-core routines. You must call VEND as the last
step in out-of-core processing. This routine ensures that any output in progress from the out-of-core routines
is completed, and then it deallocates all of the storage space that VBEGIN(3S) allocated.
After calling VEND, you can call the VBEGIN(3S) routine again, if you desire, to reinitialize the out-of-core
routines (including their performance statistics).
This routine has the following optional argument:
info Integer. (input)
Flag to request out-of-core routine performance statistics output.
If you supply this argument with a nonzero value, a set of performance statistics about the out-of-
core routines is printed on stdout. If you omit the argument, the statistics are printed if and only
if the VBLAS_STATISTICS environment variable is set. Statistics reported include the following:
• Total elapsed time
• Total CPU time
• Total I/O wait time
• Total workspace used
• Number of words read and written
• A distribution of wait times
You can use this performance statistics feature in addition to the usual performance tools.
NOTES
If a program terminates abnormally before VEND is called, you should assume that any virtual matrices
created or changed by the program were destroyed, because the integrity of their data cannot be guaranteed.
Virtual matrices used only for input will remain valid.
You can use the optional statistics report that VEND prints to judge whether using more or less memory for
buffer space would significantly affect performance.
Generally, if the total I/O wait time is a small percentage of wall-clock time, the program is compute-bound
and no more memory is needed.
Other useful statistics are the virtual read and write rates. These statistics measure the amount of data
transferred divided by the time when the out-of-core routines were idle because they were waiting for I/O. If
the virtual read and write rates are much faster than the physical speed of the device being used, ample
memory was used for buffer space.
ENVIRONMENT VARIABLES
The following environment variable changes the default behavior of the VEND routine. To override the
effect of this setting use the info argument.
VBLAS_STATISTICS
Flag to determine whether to print performance statistics after using the out-of-core routines.
VEND uses this variable to determine whether it should print statistics to stdout after terminating
out-of-core processing. If this variable is set (even if it has no value), the default behavior of
VEND is to print the statistics. If unspecified, VEND prints no statistics by default.
SEE ALSO
INTRO_CORE(3S) for an introduction to the out-of-core routines, including usage examples
VBEGIN(3S)
NAME
VSGEMM, VCGEMM – Multiplies a virtual real or complex general matrix by a virtual real or complex general
matrix
SYNOPSIS
CALL VSGEMM (transa, transb, m, n, l, alpha, nunita, ia1, ja1, lda, nunitb, ib1, jb1, ldb,
beta, nunitc, ic1, jc1, ldc)
CALL VCGEMM (transa, transb, m, n, l, alpha, nunita, ia1, ja1, lda, nunitb, ib1, jb1, ldb,
beta, nunitc, ic1, jc1, ldc)
IMPLEMENTATION
UNICOS systems
DESCRIPTION
VSGEMM and VCGEMM each perform one of the following matrix-matrix operations:
C ← α op(A)op(B) + β C
where α and β are scalars; A, B, and C are virtual matrices or submatrices; op(A) is an m-by-k matrix; op(B)
is a k-by-n matrix; C is an m-by-n matrix; and op(X) is one of the following:
op(X) = X
T
op(X) = X (transpose of X)
H
op(X) = X (conjugate transpose of X; VCGEMM only)
These routines have the following arguments:
transa Character*1. (input)
Specifies the form of op(A) to be used in the matrix multiplication, as follows:
transa = ’N’ or ’n’: op(A) = A
T
transa = ’T’ or ’t’: op(A) = A
T H
transa = ’C’ or ’c’: op(A) = A (VSGEMM), or op(A) = A (VCGEMM)
This argument can be any length. Only the first character is significant (for example, ’t’ and
’transpose’ have the same effect).
transb Character*1. (input)
Specifies the form of op (B ) to be used in the matrix multiplication, as follows:
transb = ’N’ or ’n’: op(B) = B
T
transb = ’T’ or ’t’: op(B) = B
T H
transb = ’C’ or ’c’: op(B) = B (VSGEMM), or op(B) = B (VCGEMM)
This argument can be any length. Only the first character is significant (for example, ’t’ and
’transpose’ have the same effect).
m Integer. (input)
Number of rows of output matrix.
n Integer. (input)
Number of columns of output matrix.
l Integer. (input)
Number of columns of A = number of rows of B.
alpha VSGEMM: Real. (input)
VCGEMM: Complex. (input)
Scalar factor α.
nunita Integer. (input)
Fortran unit number of virtual matrix A. The virtual matrix itself is composed of real numbers
(VSGEMM) or complex numbers (VCGEMM).
ia1 Integer. (input)
Row subscript of first element of virtual matrix A.
ja1 Integer. (input)
Column subscript of first element of A.
lda Integer. (input)
Leading virtual dimension of virtual matrix A.
nunitb Integer. (input)
Fortran unit number of virtual matrix B. The virtual matrix itself is composed of real numbers
(VSGEMM) or complex numbers (VCGEMM).
ib1 Integer. (input)
Row subscript of first element of virtual matrix B.
jb1 Integer. (input)
Column subscript of first element of B.
ldb Integer. (input)
Leading virtual dimension of virtual matrix B.
beta VSGEMM: Real. (input)
VCGEMM: Complex. (input)
Scalar factor β.
nunitc Integer. (input)
Fortran unit number of virtual matrix C. The virtual matrix itself is composed of real numbers
(VSGEMM) or complex numbers (VCGEMM), and it is changed by this routine.
ic1 Integer. (input)
Row subscript of first element of virtual matrix C.
jc1 Integer. (input)
Column subscript of first element of C.
NOTES
This routine is the virtual counterpart of the Level 3 BLAS routine SGEMM. The calling sequence is similar
to SGEMM. The difference is that in SGEMM a matrix operand (A, for example) would be defined by the
following two arguments:
a(i,j) The starting position of the matrix A within array a
lda The leading dimension of the array a (distance between adjacent elements of a row of A)
In VSGEMM, however, a matrix operand (A) would be defined by the following four arguments:
nunita The Fortran unit number of the file that contains the virtual matrix
ia1 Row subscript within the virtual matrix file at which the submatrix A begins
ja1 Column subscript within the virtual matrix file at which the submatrix A begins
lda Leading virtual dimension of the virtual matrix file (virtual subscript distance between adjacent
elements of a row of the submatrix A)
EXAMPLES
Two examples of virtual matrix multiplication follow.
Example 1: Multiply the complex virtual matrix V, of dimension N-by-N, by itself, creating complex virtual
matrix W = V * V. Assume the virtual matrix V was already created, on unit 1, and that this operation will
create the virtual matrix W on unit 2.
INT EGER V, W
PAR AMETER (V = 1, W = 2)
CAL L VBE GIN
CALL VEN D
END
Example 2: Let X be an in-memory vector of length N, consisting of random numbers. Copy X to the
virtual matrix on unit 1, which is defined as the parameter VX, that has dimension N-by-1. Multiply this
virtual matrix by its transpose, giving an N-by-N virtual matrix on unit 2, which is defined as the VY
parameter.
INT EGE R N
PARAME TER (N = 100 0)
REAL X(N)
INT EGE R VX, VY
PARAME TER (VX = 1, VY = 2)
C initia lize
CAL L VBEGIN
CAL L VEN D
END
SEE ALSO
INTRO_CORE(3S) for an introduction to the out-of-core routines, including usage examples
SGEMM(3S) for a description of SGEMM(3S) and CGEMM(3S), the in-memory equivalents of the out-of-core
routines VSGEMM and VCGEMM
NAME
VSGETRF, VCGETRF – Computes an LU factorization of a virtual general matrix with real or complex
elements, using partial pivoting with row interchanges
SYNOPSIS
CALL VSGETRF (m, n, nunita, lda, ipiv, info)
CALL VCGETRF (m, n, nunita, lda, ipiv, info)
IMPLEMENTATION
UNICOS systems
DESCRIPTION
VSGETRF and VCGETRF are the out-of-core versions of SGETRF and CGETRF (see SGETRF(3L)). Each
computes an LU factorization of a real (VSGETRF) or complex (VCGETRF) general m-by-n matrix A, using
partial pivoting with row interchanges.
The factorization has the form:
A =P .L .U
where P is a permutation matrix, L is lower triangular with unit diagonal elements (lower trapezoidal if
m > n), and U is upper triangular (upper trapezoidal if m < n).
These routines have the following arguments.
m Integer. (input)
The number of rows of the virtual matrix A. m ≥ 0.
n Integer. (input)
The number of columns of the virtual matrix A. n ≥ 0.
nunita Integer. (input)
VSGETRF: Unit number of the virtual real matrix of dimension (lda, n).
VCGETRF: Unit number of the virtual complex matrix of dimension (lda, n).
The virtual matrix itself is used for both input and output.
On entry, A, the m-by-n matrix to be factored, is stored in the virtual matrix file, starting at
subscript (1,1). On exit, the virtual matrix A is replaced by the triangular matrix factors L and
U; the unit diagonal elements of L are not stored.
lda Integer. (input)
The leading (first) dimension of the virtual matrix A. lda ≥ MAX(1,m).
ipiv Integer array of dimension (MIN(m,n)). (output)
The pivot indices. Row i of the matrix was interchanged with row ipiv(i).
info Integer. (output)
=0 Successful exit.
<0 If info = – k, the kth argument had an illegal value.
>0 If info = k, U(k,k) is exactly 0. The factorization has been completed, but the factor U is
exactly singular, and division by 0 will occur if it is used to solve a system of equations or
to compute the inverse of A.
NOTES
This routine requires workspace of two types:
• If m is the first argument (number of rows) and np is the page size established by VBEGIN(3S), the
amount of buffer space that was allocated in the VBEGIN(3S) routine must be at least m . np words.
This minimum size of workspace is necessary to prevent a huge amount of page thrashing (excessive I/O
to reread data) when doing the partial pivoting operations.
• In addition to the buffer space allocated by VBEGIN(3S), this routine also allocates m . np words of
workspace for its own use. Thus, the total memory requirement is a minimum of 2 . np . m (plus the
much smaller workspace for data structures that is also allocated by VBEGIN(3S)).
If insufficient memory is available, the routine exits with an error message, which indicates how much
memory was needed.
EXAMPLES
This example illustrates using both VSGETRF and VSGETRS to solve a set of 1000 linear equations in 1000
unknowns. It is assumed that a virtual matrix of size 1000 by 1000 was created on unit 1 (defined as
parameter VA), representing the equations, and that a virtual matrix of size 1000 by 1 was created on unit 2
(defined as parameter VB), representing the right-hand side. The square matrix is factored and that
factorization is used, along with the right-hand side matrix, to compute a solution matrix.
C Com pute the LU fac tor izatio n of the virtua l mat rix A on uni t 1,
C which is ass umed to hav e bee n cre ate d pre vio usl y and hav e
C dimens ion 1000 by 100 0.
C Sol ve the equ ati on A*X = B
C where B is a virtua l mat rix on uni t 2, ass umed to have dim ension
C 100 0 by 1.
C
INTEGE R M, LD, VA, VB
PARAME TER (M = 100 0, LD = M, VA = 1, VB = 2)
INTEGE R IPI V(L D)
REAL X(LD)
CALL VBEGIN
C
C LU fac toriza tio n
C
DO, i = 1, 5
PRI NT *, ’X( ’, I, ’) = ’, X(I )
END DO
CALL VEND
PRI NT *, ’done’
END
SEE ALSO
INTRO_CORE(3S) for an introduction to the out-of-core routines, including usage examples
VBEGIN(3S)
VSGETRS(3S) (which documents VSGETRS(3S) and VCGETRS(3S)) to solve linear systems based on the
factorization computed by VSGETRF or VCGETRF, respectively
SGETRF(3L) (available only online) for a description of SGETRF(3L) and CGETRF(3L), which are the in-
memory equivalents of the out-of-core routines VSGETRF and VCGETRF
NAME
VSGETRS, VCGETRS – Solves a virtual system of linear equations, using the LU factorization computed by
VSGETRF(3S) or VCGETRF(3S)
SYNOPSIS
CALL VSGETRS (trans, n, nrhs, nunita, lda, ipiv, nunitb, ldb, info)
CALL VCGETRS (trans, n, nrhs, nunita, lda, ipiv, nunitb, ldb, info)
IMPLEMENTATION
UNICOS systems
DESCRIPTION
VSGETRS and VCGETRS are virtual matrix versions of the LAPACK routines SGETRS and CGETRS (see
SGETRS(3L)). VSGETRS or VCGETRS uses the LU factorization of matrix A as computed by
VSGETRF(3S) or VCGETRF(3S), respectively.
VSGETRS and VCGETRS solve one of the following linear systems:
AX = B
T
A X= B
H
A X = B (VCGETRS only)
T H
A is the transpose of A, A is the conjugate transpose of A, A is an n-by-n matrix, and X and B are n-by-
nrhs matrices.
These routines have the following arguments:
trans Character*1. (input)
Specifies the solution, X, to be computed as follows:
trans = ’N’ or ’n’ (no transpose): AX = B
T
trans = ’T’ or ’t’ (transpose): A X = B
H T
trans = ’C’ or ’c’ (conjugate transpose): A X = B (VCGETRS), or A X = B (VSGETRS)
This argument can be any length. Only the first character is significant (for example, ’t’ and
’transpose’ have the same effect).
n Integer. (input)
Number of rows and columns of the matrix A. n ≥ 0.
nrhs Integer. (input)
Number of right-hand sides. The number of columns of the matrix B. nrhs ≥ 0.
nunita Integer. (input)
VSGETRS: Unit number of the real virtual matrix of dimension (lda, n).
VCGETRS: Unit number of the complex virtual matrix of dimension (lda, n).
nunita is itself a virtual matrix file used only for input. The matrix contains the LU factorization
of the matrix A, which must be computed by VSGETRF or VCGETRF before calling VSGETRS
or VCGETRS, respectively.
lda Integer. (input)
Leading (first) dimension of the virtual matrix A. lda ≥ MAX(1, n).
ipiv Integer array of dimension n. (input)
Array of pivot indices as determined by VSGETRF or VCGETRF.
nunitb Integer. (input)
VSGETRS: Unit number of the real virtual matrix B of dimension (ldb, n).
VCGETRS: Unit number of the complex virtual matrix B of dimension (ldb, n).
nunitb is itself a virtual matrix file used for input and output. On entry, B contains the right-
hand side vectors for the systems of linear equations. On exit, the solution vectors, columns of
the matrix X, replace the right-hand side vectors.
ldb Integer. (input)
Leading (first) dimension of the virtual matrix B. ldb ≥ MAX(1, n).
info Integer. (output)
= 0 Normal return (successful exit).
< 0 If info = – k, the kth argument has an illegal value.
NOTES
This routine requires workspace of two types:
• The amount of buffer space that was allocated in the VBEGIN routine must be at least m . np words; m
is the first argument (number of rows), and np is the page size established by VBEGIN(3S). This
minimum size of workspace is necessary to prevent a huge amount of page thrashing (excessive I/O to
reread data) when doing the partial pivoting operations.
• In addition to the buffer space allocated by VBEGIN, this routine also allocates m*np words of workspace
for its own use. Thus, the total memory requirement is a minimum of 2 . np . m (plus the much smaller
workspace for data structures that is also allocated by VBEGIN).
If insufficient memory is available, the routine exits with an error message, which indicates how much
memory is needed.
SEE ALSO
INTRO_CORE(3S) for an introduction to the out-of-core routines, including usage examples
VSGETRF(3S) for an example of using VSGETRS in conjunction with VSGETRF
VBEGIN(3S), VCGETRF(3S)
SGETRS(3L) (available only online) for a description of SGETRS and CGETRS, which are the LAPACK
routines on which VSGETRS and VCGETRS are based
NAME
VSPOTRF – Computes the Cholesky factorization of a real symmetric positive definite virtual matrix
SYNOPSIS
CALL VSPOTRF (uplo, n, nunita, lda, info)
IMPLEMENTATION
UNICOS systems
DESCRIPTION
VSPOTRF is the virtual (out-of-core) implementation of the LAPACK routine SPOTRF(3L) (documented
online). It computes the Cholesky factorization of the real symmetric positive definite virtual matrix A,
which is accessed through the I/O unit number nunita. It uses an out-of-core technique based on the Virtual
Level 3 Basic Linear Algebra Subroutines (Virtual Level 3 BLAS or VBLAS).
This routine has the following arguments:
uplo Character*1. (input)
Specifies whether the upper or lower triangular part of the symmetric matrix A is stored.
uplo = ’U’ or ’u’: the upper triangle of matrix A is stored.
uplo = ’L’ or ’l’: the lower triangle of matrix A is stored.
n Integer. (input)
Number of columns in virtual matrix A. n ≥ 0.
nunita Integer. (input)
Unit number of the file that contains the virtual matrix A.
The virtual matrix A is a real array of dimension (lda, n). The virtual matrix file nunita is used
for both input and output. On entry, the virtual matrix contains the symmetric positive definite
matrix to be factored.
If uplo = ’U’ or ’u’, the leading n-by-n upper triangular part of array a contains the upper
triangular part of matrix A, and the strictly lower triangular part of a is not referenced.
If uplo = ’L’ or ’l’, the leading n-by-n lower triangular part of array a contains the lower
triangular part of matrix A, and the strictly upper triangular part of a is not referenced.
On exit, the triangular factor L or U from the Cholesky factorization of matrix A overwrites
virtual matrix A. Given L or U, you can write the factorization as one of the following:
T T
A = U . U, where U is an upper triangular matrix, and U is the transpose of U.
T T
A = L . L , where L is a lower triangular matrix, and L is the transpose of L.
1 ≤ nunita ≤ 99
You may use packed storage mode for the virtual matrix. See the NOTES section.
NOTES
This routine allocates workspace of size (np . np )words ; np is the page size used by the virtual matrix
routines.
See INTRO_CORE(3S) for general information about Virtual BLAS and Virtual LAPACK out-of-core
software.
You can use packed storage mode to store virtual matrix A, reducing the required amount of disk space by
about 50%. The uplo argument itself does not necessarily imply that packed storage mode will be used;
however, if packed storage is used, the storage mode must agree with the value of uplo (that is, both ’U’ or
both ’L’).
To specify packed storage mode, you must use a prior call to the VSTORAGE(3S) routine.
SEE ALSO
INTRO_CORE(3S) for an introduction to the out-of-core routines, including usage examples
VSPOTRS(3S) to solve linear systems by using the factorization computed by VSPOTRF
VSTORAGE(3S) for a definition of the packed storage mode for the virtual matrix used by VSPOTRF
SPOTRF(3L) (available only online), which is the in-memory equivalent of the out-of-core routine VSPOTRF
NAME
VSPOTRS – Solves a virtual system of linear equations with a symmetric positive definite matrix whose
Cholesky factorization has been computed by VSPOTRF(3S)
SYNOPSIS
CALL VSPOTRS (uplo, n, nrhs, nunita, lda, nunitb, ldb, info)
IMPLEMENTATION
UNICOS systems
DESCRIPTION
VSPOTRS is the virtual (out-of-core) implementation of the LAPACK routine. SPOTRS(3L). It solves a
system of linear equations AX = B; A is a symmetric positive definite virtual matrix (stored on I/O unit
nunita), whose Cholesky factorization has been computed by VSPOTRF(3S).
This routine has the following arguments:
uplo Character*1. (input)
Specifies whether the Cholesky factor stored in virtual matrix A is upper triangular or lower
triangular.
uplo = ’U’ or ’u’: the factor is upper triangular.
uplo = ’L’ or ’l’: the factor is lower triangular.
n Integer. (input)
Number of rows (or columns) of virtual matrix A. n ≥ 0.
nrhs Integer. (input)
Number of right-hand sides. (The number of columns of matrix B.) nrhs ≥ 0.
nunita Integer. (input)
Unit number of the virtual matrix of dimension (lda, n).
The virtual matrix contains a Cholesky factor of A. The virtual matrix file nunita is used only
for input. On entry, the virtual matrix must contain the upper or lower triangular Cholesky
factor of the original virtual matrix A, as computed by VSPOTRF(3S). 1 ≤ nunita ≤ 99.
lda Integer. (input)
Leading dimension of the virtual matrix A. lda ≥ MAX(1, n).
nunitb Integer. (input)
Unit number of the virtual matrix B of dimension (ldb, nrhs). The virtual matrix file nunitb is
used for both input and output. On entry, the virtual matrix stores the right-hand-side vectors
(columns of B) for the system of linear equations. On exit, the virtual matrix contains the
solution vectors (columns of X). 1 ≤ nunitb ≤ 99.
NOTES
See INTRO_CORE(3S) for general information about the Virtual BLAS and Virtual LAPACK out-of-core
software.
You can use packed storage mode to store virtual matrix A, reducing the required amount of disk space by
about 50%. The uplo argument itself does not necessarily imply that packed storage mode will be used;
however, if packed storage is used, the storage mode must agree with the value of uplo (that is, both ’U’ or
both ’L’).
To specify packed storage mode, you must use a prior call to the VSTORAGE(3S) routine.
SEE ALSO
INTRO_CORE(3S) for an introduction to the out-of-core routines, including usage examples
VSPOTRF(3S) to compute the factorization used by VSPOTRS
VSTORAGE(3S) for a definition of the packed storage mode for the virtual matrix used by VSPOTRS
SPOTRS(3L) (available only online), which is the in-memory equivalent of the out-of-core routine VSPOTRS
NAME
VSSYRK – Performs symmetric rank k update of a real or complex symmetric virtual matrix
SYNOPSIS
CALL VSSYRK (uplo, trans, n, k, alpha, nunita, ia1, ja1, lda, beta, nunitc, ic1, jc1, ldc)
IMPLEMENTATION
UNICOS systems
DESCRIPTION
VSSYRK is the virtual matrix equivalent of the Level 3 Basic Linear Algebra Subprogram (Level 3 BLAS)
routines SSYRK(3S). VSSYRK performs a symmetric rank k update of a real symmetric virtual matrix.
VSSYRK performs one of the following symmetric rank k operations:
T
C ← α AA + β C
T
C←αA A+βC
T
where A is the transpose of A, α and β are scalars, C is an n-by-n symmetric virtual matrix, and A is an
n-by-k virtual matrix in the first operation listed previously, or a k-by-n virtual matrix in the second.
This routine has the following arguments:
uplo Character*1. (input)
Specifies whether the upper or lower triangular part of virtual matrix C is referenced, as follows:
uplo = ’U’ or ’u’: only the upper triangular part of c is referenced.
uplo = ’L’ or ’l’: only the lower triangular part of c is referenced.
trans Character*1. (input)
Specifies the operation to be performed, as follows:
T
trans = ’N’ or ’n’: C ← α AA + β C
T
trans = ’T’ or ’t’: C ← α A A + β C
n Integer. (input)
Specifies the order of virtual matrix C (the number of rows or columns in C). n ≥ 0.
k Integer. (input)
On entry with trans = ’N’ or ’n’: k specifies the number of columns of matrix A.
On entry with trans = ’T’ or ’t’: k specifies the number of rows of matrix A.
k ≥ 0.
alpha VSSYRK: Real. (input)
Scalar factor α.
NOTES
Each calling sequence is similar to that of the equivalent Level 3 BLAS routine, except that a real (in-
memory) matrix is specified by the following:
• Location (for example, A(I,J))
• Leading dimension (LDA)
A virtual (out-of-core) matrix is specified by the following:
• Unit number (NUNITA)
• Location within the file (IA1, JA1)
• Leading dimension (LDA)
SEE ALSO
INTRO_CORE(3S) for an introduction to the out-of-core routines, including usage examples
SSYRK(3S) for the in-memory equivalent of the out-of-core routine VSSYRK
NAME
VSTORAGE – Declares packed storage mode for a triangular, symmetric, or Hermitian (complex only)
virtual matrix
SYNOPSIS
CALL VSTORAGE (nunit, mode)
IMPLEMENTATION
UNICOS systems
DESCRIPTION
VSTORAGE declares the mode of packed storage, mode, on the I/O unit nunit that contains a triangular,
symmetric, or Hermitian virtual matrix. These packed storage modes are for use with out-of-core routines in
the Level 3 Virtual Basic Linear Algebra Subprograms (Virtual BLAS or VBLAS) and the Virtual LAPACK
routines.
Packed storage of a triangular or symmetric matrix means that only half of the matrix is actually stored. If a
real virtual matrix is declared to be lower triangular, only the lower triangle is stored; if upper triangular,
only the upper triangle is stored. If the matrix is symmetric, either the lower or upper triangular part is
stored.
Likewise, a complex matrix may be lower or upper triangular, or it may be symmetric, with only the lower
or upper triangle being stored. In addition, a complex matrix may be Hermitian (equal to the conjugate of
its transpose), with only the lower or upper triangle being stored.
When reading from or writing to a virtual matrix, the out-of-core routines do not have to distinguish between
a triangular, symmetric, or Hermitian matrix. They must know only which part of the matrix is being stored:
the full matrix, the lower triangle, or the upper triangle. This defines the three modes of storage for a virtual
matrix:
• Full. The full matrix is stored.
• Lower. Only the lower triangle is stored.
• Upper. Only the upper triangle is stored.
VSTORAGE associates one of these modes of storage with the unit number of a virtual matrix. Then,
whenever an out-of-core routine has that unit number as a virtual matrix argument, it handles the virtual
matrix according to the mode of storage declared in the VSTORAGE call (see the NOTES section).
This routine has the following arguments:
nunit Integer. (input)
Fortran unit number of a virtual matrix.
mode Character*1. (input)
The storage mode of the virtual matrix stored in nunit.
NOTES
For a given virtual matrix, if VSTORAGE is used to set mode = ’L’ or ’l’, any out-of-core routine that
accesses that virtual matrix must not refer to any elements above the main diagonal. Similarly, if
VSTORAGE is used to set mode = ’U’ or ’u’, any out-of-core routine that accesses the virtual matrix must
not refer to any elements below the main diagonal. If the program tries to access any such elements, it will
terminate with the following error message:
Tried to acc ess the upp er part of a low er triang ular
matrix (or vice versa) , uni t num ber nunit.
Use one call to VSTORAGE for each virtual matrix, unless the virtual matrix uses full storage mode. In this
case, calling VSTORAGE is not necessary, because full matrix storage is the default.
The call (or calls) to VSTORAGE should occur right after the call to the VBEGIN(3S) routine. For a given
virtual matrix, any call to VSTORAGE must occur before the first reference to the virtual matrix. After the
mode is defined for a given virtual matrix, that matrix cannot change modes; the same mode applies to all
subsequent references to the matrix, up until the call to VEND(3S).
In the LAPACK and Level 3 BLAS routines, "packed storage" implies a linearized storage scheme. For the
Virtual LAPACK and VBLAS routines, "packed storage" is similar, but more complicated, because it is the
page structure of the virtual matrix binary file that is linearized; therefore, pages that correspond to the upper
(or lower) part of a triangular matrix are omitted.
EXAMPLES
The following program defines a virtual matrix on unit 1 to be stored in upper triangular packed mode, and
it sets all elements on or above the main diagonal to 1.
INT EGER I
REA L X(N )
CAL L VEN D
END
SEE ALSO
INTRO_CORE(3S) for an introduction to the out-of-core routines, including usage examples
VBEGIN(3S), VEND(3S)
NAME
VSTRSM, VCTRSM – Solves a virtual real or virtual complex triangular system of equations with multiple
right-hand sides
SYNOPSIS
CALL VSTRSM (side, uplo, transa, diag, m, n, alpha, nunita, ia1, ja1, lda, nunitb, ib1,
jb1, ldb)
CALL VCTRSM (side, uplo, transa, diag, m, n, alpha, nunita, ia1, ja1, lda, nunitb, ib1,
jb1, ldb)
IMPLEMENTATION
UNICOS systems
DESCRIPTION
VSTRSM solves a virtual real triangular system of equations with multiple right-hand sides. VCTRSM solves
a virtual complex triangular system of equations with multiple right-hand sides. VSTRSM and VCTRSM are
out-of-core versions of STRSM(3S) and CTRSM(3S), which are Level 3 Basic Linear Algebra Subprograms
(Level 3 BLAS).
VSTRSM and VCTRSM each solve one of the following matrix equations, using the operation associated with
each:
Equation Operation
op (A )X = α B B ← α op (A −1)B
X op (A ) = α B B ← α B op (A −1)
–1
where A is the inverse of A, α is a scalar, X and B are m-by-n matrices, A is either a unit or nonunit upper
or lower triangular matrix, and op(A) is one of the following:
op(A)=A
T
op(A)=A
H
op(A)=A (VCTRSM only)
T H
where A is the transpose of A, and A is the conjugate transpose of A.
SEE ALSO
INTRO_CORE(3S) for an introduction to the out-of-core routines
STRSM(3S) for a description of STRSM(3S) and CTRSM(3S), which are the in-memory equivalents of the
out-of-core routines VSTRSM and VCTRSM
NAME
INTRO_MACH – Introduction to machine constant functions
IMPLEMENTATION
UNICOS and UNICOS/mk systems
DESCRIPTION
These functions return machine constants for UNICOS systems.
The SLAMCH routine runs on UNICOS and UNICOS/mk systems. The R1MACH(3S) and SMACH(3S)
routines run only on UNICOS systems.
The following table contains the purpose and name of each machine constant function. The first routine is
the name of the man page that documents all of the listed routines.
• R1MACH: Returns machine constants
• SLAMCH: LAPACK routine (see INTRO_LAPACK(3S)) which returns a wide variety of machine
constants
• SMACH, CMACH: Returns machine epsilon, numerically safe small and large normalized numbers
NAME
R1MACH – Returns UNICOS machine constants
SYNOPSIS
r = R1MACH (i)
IMPLEMENTATION
UNICOS systems (except Cray T90 systems that support IEEE arithmetic)
DESCRIPTION
The R1MACH function returns UNICOS machine constants.
This function has the following arguments:
r Real. (output)
Machine constant returned.
i Integer. (input)
Indicates the machine constant to be returned.
Must be an integer from 1 to 5; any other value prints an error message on standard output and
executes a Fortran STOP (thus aborting the program). The following lists the machine constant
returned for each valid value of i:
Value Machine Constant Returned
1 B**(EMIN– 1), the smallest positive magnitude
2 B**EMAX*(1 – B**(– T)), the largest magnitude
3 B**(– T), the smallest relative spacing
4 B**(1– T), the largest relative spacing
5 LOG10(B); B is the base or radix of the machine
where
B = Base of the machine
T = Number of base-B digits in the mantissa
EMIN = Minimum exponent before underflow
EMAX = Largest exponent before overflow
The constants that define the model of rounded floating-point arithmetic on Cray Research systems are as
follows:
B = 2 EMIN = -81 89
T = 47 EMAX = 8190
Because of the characteristics of Cray Research floating-point hardware, the constant used for R1MACH(1)
is one bit larger than the smallest magnitude defined by the model. The constants that R1MACH returns, in
both decimal and the internal representation, are as follows:
R1M ACH (1) = 0.3 667207 735109 720E-2 465 020 003400 000 000 000 0001
R1M ACH (2) = 0.2 726870 339 048520 E+2466 057 776 777777 777 777 777 6
R1MACH (3) = 0.7105 427357 601 002E-1 4 037 722 400 000 000000 000 0
R1MACH (4) = 0.1421085 471520 200 E-1 3 037 723400 000 000 000000 0
R1MACH (5) = 0.3 010299 956639 813 E+0 0 037777 464202 324 117 572 0
SEE ALSO
SMACH(3S)
NAME
SLAMCH – Determines single-precision machine parameters
SYNOPSIS
s = SLAMCH(cmach)
IMPLEMENTATION
UNICOS and UNICOS/mk systems
DESCRIPTION
SLAMCH determines single-precision machine parameters.
This routine accepts the following arguments:
cmach Specifies the value to be returned by SLAMCH.
CHARACTER*1. (input)
’B’ or ’b’ = base (base of the machine)
’E’ or ’e’ = eps (epsilon, relative machine precision, base*(1– t))
’L’ or ’l’ = emax (largest exponent before overflow)
’M’ or ’m’ = emin (minimum exponent before (gradual) overflow)
’N’ or ’n’ = t (number of (base) digits in the mantissa)
’O’ or ’o’ = rmax (overflow threshold, (base*emax)*(1– eps))
’P’ or ’p’ = prec (precision)
’R’ or ’r’ = rnd (1.0 if rounding occurs in addition; otherwise, 0.0)
’S’ or ’s’ = sfmin (safe minimum such that 1/sfmin does not overflow)
’U’ or ’u’ = rmin (underflow threshold, base*(emin– 1))
NOTES
The constants used to define the model of rounded floating-point arithmetic on UNICOS systems are as
follows:
base = 2
t = 47
emin = – 8189
emax = 8190
Two exceptions are the values used for sfmin and rmin. They are taken to be 1 bit larger than the smallest
magnitude defined by the model to ensure that reciprocal operations on these values do not become smaller
than sfmin or larger than rmax. The values returned by SLAMCH on UNICOS systems are as follows:
The constants used to define the model of rounded floating-point arithmetic on UNICOS/mk systems are as
follows:
base = 2
t = 53
emin = – 1021
emax = 1023
The values returned by SLMACH are as follows:
SLA MCH (’B’) = 2
SLA MCH (’E’) = 0.222044604925031308E– 15
SLA MCH(’L’) = 1023
SLAMCH (’M’) = – 1021
SLAMCH (’N’) = 53
SLAMCH (’O’) = 0.898846567431157754E+308
SLAMCH (’P’) = 0.444089209850062616E– 15
SLAMCH(’R’) = 1
SLA MCH(’S’) = 0.222507385850720138E– 307
SLAMCH (’U’) = 0.222507385850720138E– 307
NAME
SMACH, CMACH – Returns machine epsilon, small or large normalized numbers
SYNOPSIS
result = SMACH (int)
result = CMACH (int)
IMPLEMENTATION
UNICOS systems (except Cray T90 systems that support IEEE arithmetic)
DESCRIPTION
The SMACH and CMACH routines return machine epsilon, small or large normalized numbers.
These routines have the following arguments:
result Real. (output)
Machine constant returned.
int Integer. (input)
Selects machine constant to be returned.
1 ≤ int ≤ 3. Any other value returns an error message.
For SMACH, int indicates that one of the following machine constants is returned as result:
int result
1 0.7105427357601002E-14
The machine epsilon (the smallest positive machine number ε for which 1.0 ± ε ≠ 1.0).
2 0.1290284014791423E-2449
A "numerically safe" number close to the smallest normalized, representable number.
3 0.7750231643082450E+2450
A "numerically safe" number close to the largest normalized, representable number.
For CMACH, int indicates that one of the following machine constants is returned as result:
int result
1 0.7105427357601002E-14
The machine epsilon (the smallest positive machine number ε for which 1.0 ± ε ≠ 1.0).
2 0.1347558278913286E-1216
A "numerically safe" number close to the square root of the smallest normalized, representable
number.
3 0.7420829329967288E+1217
A "numerically safe" number close to the square root of the largest normalized, representable number.
You can use CMACH(2) and CMACH(3) to prevent overflow during complex arithmetic.
SEE ALSO
Lawson, C. L., Hanson, R. J., Kincaid, D. R., and Krogh, F. T., "Basic Linear Algebra Subprograms for
Fortran Usage – An Extended Report," Sandia Technical Report SAND 77-0898, Sandia Laboratories,
Albuquerque, NM, 1977.
NAME
INTRO_SUPERSEDED – Introduction to superseded Scientific Library routines
IMPLEMENTATION
UNICOS systems
DESCRIPTION
The routines is this section are superseded by newer routines. Many routines and one software package
(LINPACK) are almost, but not totally, superseded. Each of these superseded routines or packages is
documented in another section, according to its purpose.
Each of these routines, whether fully, mostly, or partially superseded, is minimally supported to maintain
continuity.
These routines are not available on Cray T90 systems that support IEEE arithmetic.
Fully Superseded Routines
The following table contains the purpose and name of each superseded Scientific Library routine. Column 3
contains a reference to the preferred replacement for each superseded routine. Each superseded routine has
its own man page.
Superseded
Purpose routine Preferred routine
Gathers a vector from a source vector GATHER None needed (see GATHER(3S))
Solves a system of linear equations by inverting a MINV SGESV (see
square matrix INTRO_LAPACK(3S))
Multiplies a matrix by a vector (unit increments) MXV SGEMV(3S)
Multiplies a matrix by a vector (arbitrary increments) MXVA SGEMV(3S)
Multiplies a matrix by a matrix (unit increments) MXM SGEMM(3S)
Multiplies a matrix by a matrix (arbitrary increments) MXMA SGEMM(3S)
Multiplies a matrix by a column vector and adds the SMXPY SGEMV(3S)
result to another column vector
Multiplies a matrix by a row vector and adds the result SXMPY SGEMV(3S)
to another row vector
Scatters a vector into another vector SCATTER None needed (see SCATTER(3S))
Solves a tridiagonal system TRID SGTSV (see
INTRO_LAPACK(3S))
NAME
GATHER – Gathers a vector from a source vector
SYNOPSIS
CALL GATHER (n, a, b, index)
IMPLEMENTATION
UNICOS systems (except Cray T90 systems that support IEEE arithmetic)
DESCRIPTION
GATHER is defined as follows:
ai = b j i
where i = 1, . . ., n
CAUTIONS
You should not use this routine on systems that have Compress-Index Gather-Scatter (CIGS) hardware,
because it will degrade performance.
SEE ALSO
SCATTER(3S)
NAME
MINV – Solves systems of linear equations by inverting a square matrix
SYNOPSIS
CALL MINV (ab, n, ldab, scratch, det, tol, m, mode)
IMPLEMENTATION
UNICOS systems (except Cray T90 systems that support IEEE arithmetic)
DESCRIPTION
MINV computes the determinant of a matrix A, subject to the restriction imposed by tol (see the CAUTIONS
section. You may also use it to solve systems of linear equations (if m > 0) or to compute the inverse of a
square matrix (if mode ≠ 0).
If m>0, MINV solves the following matrix equation:
AX = B
where B represents an n-by-m matrix of known values, and X represents an n-by-m matrix of unknowns for
which to solve.
You may consider each column of B to be the right-hand side values of a system of linear equations, and
each corresponding column of X to be the unknowns for the system of linear equations defined by A and the
corresponding column of A. On output, the solution matrix X overwrites the right-hand side matrix B.
If mode ≠ 0, MINV calculates A −1, which overwrites A. If mode = 0, A is still overwritten, but not by A −1.
This routine has the following arguments:
ab Real array of dimension (ldab,n+m). (input and output)
On input, ab contains the augmented matrix A:B. A is the square matrix to be inverted (if
mode ≠ 0), and B is the matrix whose columns are the right-hand sides for the systems of linear
equations to be solved.
On output, ab contains the augmented matrix Z:X. Z is either A −1 (mode ≠ 0), the inverse of A
(mode is nonzero), or some other n-by-n matrix replacing A. X is the matrix, each column of
which is the solution vector for the system of linear equations defined by the corresponding
column of B.
n Integer. (input)
Order of matrix A; that is, the number of rows in A (same as number of columns).
ldab Integer. (input)
Leading dimension of array ab.
ldab ≥ n .
NOTES
MINV solves linear equations by using a partial pivot search (one unused row) and Gauss-Jordan reduction.
MINV is superseded by the LAPACK routines SGETRF(3L) and SGETRI(3L) (which together can calculate
the determinant and inverse of a general square matrix), or by the LAPACK routine SGESV(3L) (which
solves the matrix equation AX = B). LAPACK routines are preferred because they are the emerging de facto
standard linear systems interface. Using LAPACK routines will enhance your program’s portability, and also
should enhance its performance portability.
Man pages for the LAPACK routines SGETRF(3L), SGETRI(3L), SGESV(3L) are available only online,
using the man(1) command.
CAUTIONS
At each reduction step, MINV computes the partial product of pivot elements. If this product’s magnitude is
less than or equal to tol, MINV aborts computation. Therefore, if the value returned in det is less or equal in
magnitude to the value input as tol, MINV did not invert A or solve for X (although A:B may have been
overwritten); in this case, the value returned in det may not be the determinant of A.
SEE ALSO
INTRO_LAPACK(3S) for more information and further references regarding the preferred routines
SGETRF(3L), SGETRI(3L), SGESV(3L) (available only online)
man(1) in the UNICOS User Commands Reference Manual
Partial Pivoting Linear Equation Solver (MINV), publication SN– 0215 (1980), which contains more
information on the algorithm used by MINV
Knuth, D.E., The Art of Computer Programming, Volume 1 (Fundamental Algorithms), Reading, MA:
Addison-Wesley, 1973; pp. 301– 302
NAME
MXM – Computes matrix-times-matrix product (unit increments)
SYNOPSIS
CALL MXM (a, nra, b, nca, c, ncb)
IMPLEMENTATION
UNICOS systems (except Cray T90 systems that support IEEE arithmetic)
DESCRIPTION
MXM computes the nra-by-ncb matrix product C = AB of the nra-by-nca matrix A and the nca-by-ncb matrix
B.
This routine has the following arguments:
a Real array of dimension (nra,nca). (input)
Matrix A, the first factor.
nra Integer. (input)
Number of rows in A (same as number of rows in C).
b Real array of dimension (nca,ncb). (input)
Matrix B, the second factor.
nca Integer. (input)
Number of columns in A (same as number of rows in B).
c Real array of dimension (nra,ncb). (output)
Matrix C, the product AB.
ncb Integer. (input)
Number of columns in B (same as number of columns in C).
NOTES
You should use the Level 3 Basic Linear Algebra Subprogram (Level 3 BLAS) SGEMM(3S) rather than MXM.
BLAS routines are preferred because they are the de facto standard linear algebra interface. Using Level 3
BLAS routines will enhance your program’s portability, and also should enhance its performance portability.
For example,
CAL L MXM (A, NRA, B, NCA, C, NCB )
is equivalent to,
CALL SGEMM (’N ’, ’N’, NRA , NCB, NCA , 1.0 ,
$ A, NRA , B, NCA , 0.0, C, NRA )
MXM is restricted to multiplying matrices that have elements stored by columns in successive memory
locations. MXMA(3S) is a general subroutine for multiplying matrices that can be used to multiply matrices
that do not satisfy the requirements of MXM (although SGEMM also supersedes MXMA). If B and C have only
one column, MXV(3S) or MXVA(3S) (both superseded by Level 2 BLAS routine SGEMV, see SGEMV(3S)) are
similar subroutines, each of which computes the product of a matrix and a vector.
CAUTIONS
The product must not overwrite either factor. For example, the following call will not (in general) assign the
product AB to A:
CALL MXM (A,NRA,B, NCA ,A,NCA)
SEE ALSO
MXMA(3S) to multiply less strictly declared matrices
MXV(3S), MXVA(3S) to perform a matrix-vector multiply
SGEMM(3S), which supersedes MXM and MXMA
SGEMV(3S), which supersedes MXV and MXVA
NAME
MXMA – Computes matrix-times-matrix product (arbitrary increments)
SYNOPSIS
CALL MXMA (sa, iac, iar, sb, ibc, ibr, sc, icc, icr, nrp, m, ncp)
IMPLEMENTATION
UNICOS systems (except Cray T90 systems that support IEEE arithmetic)
DESCRIPTION
MXMA calculates the following nrp-by-ncp matrix product where A is a nrp-by-m matrix, and B is a m-by-ncp
matrix:
C = AB
NOTES
You should use the Level 3 Basic Linear Algebra Subprogram (Level 3 BLAS) SGEMM (see SGEMM(3S))
rather than MXMA, because they are the de facto standard linear algebra interface. Using Level 3 BLAS
routines will enhance your program’s portability, and also should enhance its performance portability.
MXMA is a general subroutine for multiplying matrices. It can be used to compute a product of matrices in
which one or more of the operands or the product must be transposed. You can use MXMA to multiply any
matrices whose elements are not stored by columns in successive memory locations, provided only that the
elements of rows and columns are spaced by increments constant for each matrix. (The preferred routine,
SGEMM, also can do these operations.)
If B and C have only one column, MXVA(3S) (superseded by Level 2 BLAS routine SGEMV, see SGEMV(3S))
is a similarly general subroutine that computes the product of a matrix and a vector.
The product of matrices whose elements are stored by columns in successive memory locations can be
computed slightly faster using MXM(3S) (superseded by SGEMM) for matrices of more than one column or
MXV(3S) (superseded by SGEMV) for matrices B and C which have only one column.
The following subroutine calls are equivalent:
CALL MXM A(SA,1,NR P,S B,1,M,SC,1,N CP,NRP,M,NCP )
(The product elements computed by MXM are also stored by columns in successive memory locations.)
CAUTIONS
To be computed correctly, the product must not overwrite either operand. Thus, if ALPHA is a
one-dimensional array,
CALL MXM A(ALPHA,3 ,9, BETA,1,2,ALP HA(2),1,3, 3,2,2)
correctly computes the product of the matrices defined in ALPHA and BETA, whereas the following does not
(in general):
CAL L MXM A(A LPHA,3 ,9,BET A,1 ,2,ALPHA, 1,3 , 3,2 ,2)
SEE ALSO
MXM(3S) to multiply more strictly declared matrices
MXV(3S), MXVA(3S) to perform a matrix-vector multiply
SGEMM(3S), which supersedes MXM and MXMA
SGEMV(3S), which supersedes MXV and MXVA
NAME
MXV – Computes matrix-times-vector product (unit increments)
SYNOPSIS
CALL MXV (a, nra, b, nca, c)
IMPLEMENTATION
UNICOS systems (except Cray T90 systems that support IEEE arithmetic)
DESCRIPTION
MXV computes the nra vector product c = Ab of the nra-by-nca matrix A and the nca vector b.
This routine has the following arguments:
a Real array of dimension (nra,nca). (input)
Matrix factor.
nra Integer. (input)
Number of rows in the matrix.
b Real array of dimension nca. (input)
Vector factor.
nca Integer. (input)
Number of columns in the matrix.
c Real array of dimension nra. (output)
Vector product.
NOTES
You should use the Level 2 Basic Linear Algebra Subprogram (Level 2 BLAS) SGEMV (see SGEMV(3S))
rather than MXV, because they are the de facto standard linear algebra interface. Using Level 2 BLAS
routines will enhance your program’s portability, and also should enhance its performance portability. For
example,
CAL L MXV (A, NRA , B, NCA, C)
is equivalent to,
CALL SGEMV (’N’, NRA, NCA, 1.0 , A, NRA, B, 1, 0.0, C, 1)
MXV is restricted to using matrix and vector arguments that have elements stored by columns in successive
memory locations. MXVA(3S) is a general matrix-vector multiply subroutine that can use matrix and vector
arguments that do not satisfy the requirements of MXV (although SGEMV also supersedes MXVA).
CAUTIONS
MXV is restricted to multiplying a vector that occupies successive memory locations (in order) by a matrix
whose elements are stored by columns in successive memory locations. MXVA is a general subroutine for
multiplying a matrix and a vector, which can be used to multiply a vector by a matrix stored with arbitrary
column and row increments.
SEE ALSO
MXM(3S), MXMA(3S) to perform a matrix-matrix multiply
MXVA(3S) to multiply with less strictly declared matrix and vector arguments
SGEMM(3S), which supersedes MXM and MXMA
SGEMV(3S), which supersedes MXV and MXVA
NAME
MXVA – Computes matrix-times-vector product (arbitrary increments)
SYNOPSIS
CALL MXVA (sa, iac, iar, sb, ib, sc, ic, nra, nca)
IMPLEMENTATION
UNICOS systems (except Cray T90 systems that support IEEE arithmetic)
DESCRIPTION
MXVA calculates the following nra matrix-vector product:
c = Ab
Then
CAL L MXV A(SA,IAC, LDS A,SB,I B,SC,IC,NCA, NCA)
multiplies a square submatrix A of sa times a vector b from sb, storing the product c in sc, while
CAL L MXV A(SA,LDSA ,IA C,SB,I B,SC,IC,NCA, NCA)
NOTES
You should use the Level 2 Basic Linear Algebra Subprogram (Level 2 BLAS) SGEMV(3S) rather than
MXVA, because they are the de facto standard linear algebra interface. Using Level 2 BLAS routines will
enhance your program’s portability, and also should enhance its performance portability.
MXVA is a general matrix-vector multiply subroutine. As demonstrated earlier, you can use MXVA with a
matrix or its transpose. You can use MXVA to multiply any vector or matrix arguments whose elements are
not stored by columns in successive memory locations, provided only that the elements of rows and columns
are spaced by increments constant for each matrix. (The preferred routine, SGEMV, also can do these
operations.)
The the matrix-vector product whose elements are stored by columns in successive memory locations can be
computed slightly faster using MXV(3S) (superseded by SGEMV).
The following two subroutine calls have the same result:
CAL L MXVA(S A,1,NR A,S B,1 ,SC ,1,NRA ,NC A)
(The product elements computed by MXV are also stored in successive memory locations.)
CAUTIONS
To be computed correctly, the product must not overwrite either operand. Thus, for example, the following
call will not (in general) compute correctly the product of the matrix in sa and the vector in sb:
CAL L MXVA(S A,IAC, IAR ,SB ,IB ,SB,IB ,NR A,N CA)
SEE ALSO
MXM(3S), MXMA(3S) to perform a matrix-matrix multiply
MXV(3S) to multiply with more strictly declared matrix and vector arguments
SGEMM(3S), which supersedes MXM and MXMA
SGEMV(3S), which supersedes MXV and MXVA
NAME
SCATTER – Scatters a vector into another vector
SYNOPSIS
CALL SCATTER (n, a, index, b)
IMPLEMENTATION
UNICOS systems (except Cray T90 systems that support IEEE arithmetic)
DESCRIPTION
SCATTER is defined as follows:
a j = bi
i
where i = 1, . . ., n
This routine has the following arguments:
n Integer. (input)
Number of elements in arrays index and b (not in a).
a Real or integer array of dimension max(index(i): i=1,. . .,n). (output)
Contains the result vector.
b Real or integer array of dimension n. (input)
Contains the source vector.
index Integer array of dimension n. (input)
Contains the vector of indices.
The Fortran equivalent of this routine is as follows:
DO 100 I=1 ,N
A(I NDEX(I ))= B(I)
100 CONTIN UE
CAUTIONS
You should not use this routine on systems that have Compress-Index Gather-Scatter (CIGS) hardware,
because it will degrade performance.
SEE ALSO
GATHER(3S)
NAME
SMXPY – Multiplies a column vector by a matrix and adds the result to another column vector
SYNOPSIS
CALL SMXPY (n1, y, n2, ldam, x, am)
IMPLEMENTATION
UNICOS systems (except Cray T90 systems that support IEEE arithmetic)
DESCRIPTION
SMXPY performs the matrix-vector operation:
y ← y + Mx
where y is a vector of length n1, M is an n1-by-n2 matrix, and x is a vector of length n2.
This routine has the following arguments:
n1 Integer. (input)
Number of elements in y (same as number of rows in M).
y Real array of dimension n1. (input and output)
On input, y is the vector to be added to the product of M and x. On output, the result vector
overwrites y.
n2 Integer. (input)
Number of elements in x (same as number of columns in M).
ldam Integer. (input)
Leading dimension of array am, which contains the matrix M.
n1 ≤ ldam.
x Real array of dimension n2. (input)
Vector used in the matrix-vector product.
am Real array of dimension (ldam, n2). (input)
Contains the n1-by-n2 matrix M used in the matrix-vector product.
NOTES
You should use the Level 2 Basic Linear Algebra Subprogram (Level 2 BLAS) SGEMV (see SGEMV(3S))
rather than SMXPY, because they are the de facto standard linear algebra interface. Using Level 2 BLAS
routines will enhance your program’s portability, and also should enhance its performance portability.
SEE ALSO
SGEMV(3S), which supersedes SMXPY
SXMPY(3S) (also superseded by SGEMV) to multiply a row vector by a matrix and add the result to another
row vector
NAME
SXMPY – Multiplies a row vector by a matrix and adds the result to another row vector
SYNOPSIS
CALL SXMPY (n1, ldy, sy, n2, ldx, sx, ldam, am)
IMPLEMENTATION
UNICOS systems (except Cray T90 systems that support IEEE arithmetic)
DESCRIPTION
SXMPY performs the matrix-vector operation:
y <-- y + xM
where y is a row vector of length n1, x is a vector of length n2, and M is an n2-by-n1 matrix.
These "row vectors" would normally be written as transposes in the more conventional "column vector"
notation; however, SXMPY assumes that these vectors are actual rows from matrices Y and X, not merely lists
of elements considered to be a row for algebraic purposes. For some numbers l and m, the elements of y
and x are as follows:
yi = Yli for i = 1,. . .,n1 x j = Xm j for j = 1,. . .,n2
This routine has the following arguments:
n1 Integer. (input)
Number of columns in Y (same as number of elements in y, same as number of columns in M).
ldy Integer. (input)
Leading dimension of Y (same as increment between elements of y).
sy Real element from array of dimension (ldy, n1). (input and output)
sy locates the first element of the vector y; that is, Yl 1, or Y(l,1).
On input, y is the vector to be added to the product of x and M. On output, the result vector
overwrites y.
n2 Integer. (input)
Number of columns in X (same as number of elements in x, same as number of rows in M).
ldx Integer. (input)
Leading dimension of X (same as increment between elements of x).
sx Real element from array of dimension (ldx, n2). (input)
sx locates the first element of the vector x; that is, Xm 1, or X(m,1).
x is the row vector used in the vector-matrix product.
ldam Integer. (input)
Leading dimension of array am.
n2 ≤ ldam.
NOTES
Cray Research recommends that you use the Level 2 Basic Linear Algebra Subprogram (Level 2 BLAS)
SGEMV (see SGEMV(3S)) rather than SXMPY, because they are the de facto standard linear algebra interface.
Using Level 2 BLAS routines will enhance your program’s portability, and also should enhance its
performance portability.
SEE ALSO
SGEMV(3S), which supersedes SXMPY
SMXPY(3S) (also superseded by SGEMV), to multiply a matrix by a column vector and add the result to
another column vector
NAME
TRID – Solves a tridiagonal system
SYNOPSIS
CALL TRID (tl, tc, tr, inct, n, s, incs)
IMPLEMENTATION
UNICOS systems (except Cray T90 systems that support IEEE arithmetic)
DESCRIPTION
TRID solves a tridiagonal system for a single right-hand side by a combination of burn-at-both-ends and 3:1
cyclic reduction. 3:1 cyclic reduction is used until the size of the system is reduced to 40. Then the reduced
system is solved directly using a burn-at-both-ends algorithm. The remaining values are obtained by
backfilling. No type of pivoting is done.
This routine has the following arguments:
tl Real array of dimension (n– 1)*inct+1. (input)
Contains the lower off-diagonal of the tridiagonal matrix with tl(1) = 0.0.
tc Real array of dimension (n– 1)*inct+1. (input)
Contains the main diagonal of the tridiagonal matrix.
tr Real array of dimension (n– 1)*inct+1. (input)
Contains the upper off-diagonal of the tridiagonal matrix with tr(1+(n– 1)*inct) = 0.0.
inct Integer. (input)
Increment between elements of tl, tc, and tr.
Typically, inct = 1.
n Integer. (input)
Contains the dimension of the matrix system being solved.
s Real array of dimension (n– 1)*incs+1. (input and output)
On input, s contains the right-hand side values of the matrix system. On output, s contains the
solution of the matrix system.
incs Integer. (input)
Increment between elements of s.
Typically, incs = 1.
NOTES
To perform this operation using the same algorithm, CRI recommends that you use the newer routine
SDTSOL(3S) rather than TRID. SDTSOL(3S) uses the same algorithm as TRID, but SDTSOL(3S) is part of
a larger package of tridiagonal system routines, including SDTTRF(3S) to factor the tridiagonal matrix, and
SDTTRS(3S) to solve systems based on that factorization. There are also complex versions of these
routines: CDTSOL(3S), CDTTRF(3S), and CDTTRS(3S).
To perform this operation for ill-conditioned systems, CRI recommends the LAPACK routine SGTSV(3L),
which uses partial pivoting for better numerical stability.
When calling TRID, the elements tl(1) and tr(1+(n– 1)*inct) must be allocated and set equal to 0.
EXAMPLES
The following examples show how to set up arguments tl, tc, and tr, given the tridiagonal matrix T. Let T
be the tridiagonal matrix:
11 12 0 0 0
21 22 23 0 0
T= 0 32 33 34 0
0 0 43 44 45
0 0 0 54 55
Then to pass T to TRID (with inct = 1), set
0 11 12
21 22 23
tl = 32 tc = 33 tr = 34
43 44 45
54 55 0
SEE ALSO
SDTSOL(3S), SDTTRF(3S), SDTTRS(3S) to factor and solve tridiagonal systems by using the same
algorithm as TRID
SGTSV(3L) (available only online) to solve tridiagonal system by using Gaussian elimination with partial
pivoting