PSGGQRF - compute a generalized QR factorization of an N-by-M matrix sub( A ) =
A(IA:IA+N-1,JA:JA+M-1) and an N-by-P matrix sub( B ) = B(IB:IB+N-1,JB:JB+P-1)
- SUBROUTINE PSGGQRF(
- N, M, P, A, IA, JA, DESCA, TAUA, B, IB, JB, DESCB, TAUB, WORK, LWORK, INFO
)
INTEGER IA, IB, INFO, JA, JB, LWORK, M, N, P INTEGER DESCA( * ), DESCB( * ) REAL
A( * ), B( * ), TAUA( * ), TAUB( * ), WORK( * )
PSGGQRF computes a generalized QR factorization of an N-by-M matrix sub( A ) =
A(IA:IA+N-1,JA:JA+M-1) and an N-by-P matrix sub( B ) = B(IB:IB+N-1,JB:JB+P-1):
sub( A ) = Q*R, sub( B ) = Q*T*Z,
where Q is an N-by-N orthogonal matrix, Z is a P-by-P orthogonal matrix, and R
and T assume one of the forms:
if N >= M, R = ( R11 ) M , or if N < M, R = ( R11 R12 ) N,
( 0 ) N-M N M-N
M
where R11 is upper triangular, and
if N <= P, T = ( 0 T12 ) N, or if N > P, T = ( T11 ) N-P,
P-N N ( T21 ) P
P
where T12 or T21 is upper triangular.
In particular, if sub( B ) is square and nonsingular, the GQR factorization of
sub( A ) and sub( B ) implicitly gives the QR factorization of inv( sub( B )
)* sub( A ):
inv( sub( B ) )*sub( A )= Z'*(inv(T)*R)
where inv( sub( B ) ) denotes the inverse of the matrix sub( B ), and Z' denotes
the transpose of matrix Z.
Notes
=====
Each global data object is described by an associated description vector. This
vector stores the information required to establish the mapping between an
object element and its corresponding process and memory location.
Let A be a generic term for any 2D block cyclicly distributed array. Such a
global array has an associated description vector DESCA. In the following
comments, the character _ should be read as "of the global array".
NOTATION STORED IN EXPLANATION
--------------- -------------- --------------------------------------
DTYPE_A(global) DESCA( DTYPE_ )The descriptor type. In this case,
DTYPE_A = 1.
CTXT_A (global) DESCA( CTXT_ ) The BLACS context handle, indicating
the BLACS process grid A is distribu-
ted over. The context itself is glo-
bal, but the handle (the integer
value) may vary.
M_A (global) DESCA( M_ ) The number of rows in the global
array A.
N_A (global) DESCA( N_ ) The number of columns in the global
array A.
MB_A (global) DESCA( MB_ ) The blocking factor used to distribute
the rows of the array.
NB_A (global) DESCA( NB_ ) The blocking factor used to distribute
the columns of the array.
RSRC_A (global) DESCA( RSRC_ ) The process row over which the first
row of the array A is distributed. CSRC_A (global) DESCA( CSRC_ ) The process
column over which the
first column of the array A is
distributed.
LLD_A (local) DESCA( LLD_ ) The leading dimension of the local
array. LLD_A >= MAX(1,LOCr(M_A)).
Let K be the number of rows or columns of a distributed matrix, and assume that
its process grid has dimension p x q.
LOCr( K ) denotes the number of elements of K that a process would receive if K
were distributed over the p processes of its process column.
Similarly, LOCc( K ) denotes the number of elements of K that a process would
receive if K were distributed over the q processes of its process row.
The values of LOCr() and LOCc() may be determined via a call to the ScaLAPACK
tool function, NUMROC:
LOCr( M ) = NUMROC( M, MB_A, MYROW, RSRC_A, NPROW ),
LOCc( N ) = NUMROC( N, NB_A, MYCOL, CSRC_A, NPCOL ). An upper bound for these
quantities may be computed by:
LOCr( M ) <= ceil( ceil(M/MB_A)/NPROW )*MB_A
LOCc( N ) <= ceil( ceil(N/NB_A)/NPCOL )*NB_A
- N (global input) INTEGER
- The number of rows to be operated on i.e the number of rows of the
distributed submatrices sub( A ) and sub( B ). N >= 0.
- M (global input) INTEGER
- The number of columns to be operated on i.e the number of columns of the
distributed submatrix sub( A ). M >= 0.
- P (global input) INTEGER
- The number of columns to be operated on i.e the number of columns of the
distributed submatrix sub( B ). P >= 0.
- A (local input/local output) REAL pointer into the
- local memory to an array of dimension (LLD_A, LOCc(JA+M-1)). On entry, the
local pieces of the N-by-M distributed matrix sub( A ) which is to be
factored. On exit, the elements on and above the diagonal of sub( A )
contain the min(N,M) by M upper trapezoidal matrix R (R is upper
triangular if N >= M); the elements below the diagonal, with the array
TAUA, represent the orthogonal matrix Q as a product of min(N,M)
elementary reflectors (see Further Details). IA (global input) INTEGER The
row index in the global array A indicating the first row of sub( A ).
- JA (global input) INTEGER
- The column index in the global array A indicating the first column of sub(
A ).
- DESCA (global and local input) INTEGER array of dimension DLEN_.
- The array descriptor for the distributed matrix A.
- TAUA (local output) REAL, array, dimension
- LOCc(JA+MIN(N,M)-1). This array contains the scalar factors TAUA of the
elementary reflectors which represent the orthogonal matrix Q. TAUA is
tied to the distributed matrix A. (see Further Details). B (local
input/local output) REAL pointer into the local memory to an array of
dimension (LLD_B, LOCc(JB+P-1)). On entry, the local pieces of the N-by-P
distributed matrix sub( B ) which is to be factored. On exit, if N <=
P, the upper triangle of B(IB:IB+N-1,JB+P-N:JB+P-1) contains the N by N
upper triangular matrix T; if N > P, the elements on and above the
(N-P)-th subdiagonal contain the N by P upper trapezoidal matrix T; the
remaining elements, with the array TAUB, represent the orthogonal matrix Z
as a product of elementary reflectors (see Further Details). IB (global
input) INTEGER The row index in the global array B indicating the first
row of sub( B ).
- JB (global input) INTEGER
- The column index in the global array B indicating the first column of sub(
B ).
- DESCB (global and local input) INTEGER array of dimension DLEN_.
- The array descriptor for the distributed matrix B.
- TAUB (local output) REAL, array, dimension LOCr(IB+N-1)
- This array contains the scalar factors of the elementary reflectors which
represent the orthogonal unitary matrix Z. TAUB is tied to the distributed
matrix B (see Further Details).
- WORK (local workspace/local output) REAL array,
- dimension (LWORK) On exit, WORK(1) returns the minimal and optimal
LWORK.
- LWORK (local or global input) INTEGER
- The dimension of the array WORK. LWORK is local input and must be at least
LWORK >= MAX( NB_A * ( NpA0 + MqA0 + NB_A ), MAX( (NB_A*(NB_A-1))/2,
(PqB0 + NpB0)*NB_A ) + NB_A * NB_A, MB_B * ( NpB0 + PqB0 + MB_B ) ), where
IROFFA = MOD( IA-1, MB_A ), ICOFFA = MOD( JA-1, NB_A ), IAROW = INDXG2P( IA,
MB_A, MYROW, RSRC_A, NPROW ), IACOL = INDXG2P( JA, NB_A, MYCOL, CSRC_A,
NPCOL ), NpA0 = NUMROC( N+IROFFA, MB_A, MYROW, IAROW, NPROW ), MqA0 =
NUMROC( M+ICOFFA, NB_A, MYCOL, IACOL, NPCOL ),
IROFFB = MOD( IB-1, MB_B ), ICOFFB = MOD( JB-1, NB_B ), IBROW = INDXG2P( IB,
MB_B, MYROW, RSRC_B, NPROW ), IBCOL = INDXG2P( JB, NB_B, MYCOL, CSRC_B,
NPCOL ), NpB0 = NUMROC( N+IROFFB, MB_B, MYROW, IBROW, NPROW ), PqB0 =
NUMROC( P+ICOFFB, NB_B, MYCOL, IBCOL, NPCOL ),
and NUMROC, INDXG2P are ScaLAPACK tool functions; MYROW, MYCOL, NPROW and
NPCOL can be determined by calling the subroutine BLACS_GRIDINFO.
If LWORK = -1, then LWORK is global input and a workspace query is assumed;
the routine only calculates the minimum and optimal size for all work
arrays. Each of these values is returned in the first entry of the
corresponding work array, and no error message is issued by PXERBLA.
- INFO (global output) INTEGER
- = 0: successful exit
< 0: If the i-th argument is an array and the j-entry had an illegal
value, then INFO = -(i*100+j), if the i-th argument is a scalar and had an
illegal value, then INFO = -i.
The matrix Q is represented as a product of elementary reflectors
Q = H(ja) H(ja+1) . . . H(ja+k-1), where k = min(n,m).
Each H(i) has the form
H(i) = I - taua * v * v'
where taua is a real scalar, and v is a real vector with
v(1:i-1) = 0 and v(i) = 1; v(i+1:n) is stored on exit in
A(ia+i:ia+n-1,ja+i-1), and taua in TAUA(ja+i-1).
To form Q explicitly, use ScaLAPACK subroutine PSORGQR.
To use Q to update another matrix, use ScaLAPACK subroutine PSORMQR.
The matrix Z is represented as a product of elementary reflectors
Z = H(ib) H(ib+1) . . . H(ib+k-1), where k = min(n,p).
Each H(i) has the form
H(i) = I - taub * v * v'
where taub is a real scalar, and v is a real vector with
v(p-k+i+1:p) = 0 and v(p-k+i) = 1; v(1:p-k+i-1) is stored on exit in
B(ib+n-k+i-1,jb:jb+p-k+i-2), and taub in TAUB(ib+n-k+i-1). To form Z
explicitly, use ScaLAPACK subroutine PSORGRQ.
To use Z to update another matrix, use ScaLAPACK subroutine PSORMRQ.
Alignment requirements
======================
The distributed submatrices sub( A ) and sub( B ) must verify some alignment
properties, namely the following expression should be true:
( MB_A.EQ.MB_B .AND. IROFFA.EQ.IROFFB .AND. IAROW.EQ.IBROW )