NAG Library Routine Document
f11dbf (real_gen_precon_ilu_solve)
1
Purpose
f11dbf solves a system of linear equations involving the incomplete
preconditioning matrix generated by
f11daf.
2
Specification
Fortran Interface
Subroutine f11dbf ( |
trans, n, a, la, irow, icol, ipivp, ipivq, istr, idiag, check, y, x, ifail) |
Integer, Intent (In) | :: | n, la, irow(la), icol(la), istr(n+1), idiag(n) | Integer, Intent (Inout) | :: | ipivp(n), ipivq(n), ifail | Real (Kind=nag_wp), Intent (In) | :: | a(la), y(n) | Real (Kind=nag_wp), Intent (Out) | :: | x(n) | Character (1), Intent (In) | :: | trans, check |
|
C Header Interface
#include <nagmk26.h>
void |
f11dbf_ (const char *trans, const Integer *n, const double a[], const Integer *la, const Integer irow[], const Integer icol[], Integer ipivp[], Integer ipivq[], const Integer istr[], const Integer idiag[], const char *check, const double y[], double x[], Integer *ifail, const Charlen length_trans, const Charlen length_check) |
|
3
Description
f11dbf solves a system of linear equations
according to the value of the argument
trans, where the matrix
, corresponds to an incomplete
decomposition of a sparse matrix stored in coordinate storage (CS) format (see
Section 2.1.1 in the F11 Chapter Introduction), as generated by
f11daf.
In the above decomposition
is a lower triangular sparse matrix with unit diagonal elements,
is a diagonal matrix,
is an upper triangular sparse matrix with unit diagonal elements and,
and
are permutation matrices.
,
and
are supplied to
f11dbf through the matrix
which is an
n by
n sparse matrix, stored in CS format, as returned by
f11daf. The permutation matrices
and
are returned from
f11daf via the arrays
ipivp and
ipivq.
It is envisaged that a common use of
f11dbf will be to carry out the preconditioning step required in the application of
f11bef to sparse linear systems.
f11dbf is used for this purpose by the Black Box routine
f11dcf.
f11dbf may also be used in combination with
f11daf to solve a sparse system of linear equations directly (see
Section 9.5 in
f11daf). This use of
f11dbf is demonstrated in
Section 10.
4
References
None.
5
Arguments
- 1: – Character(1)Input
-
On entry: specifies whether or not the matrix
is transposed.
- is solved.
- is solved.
Constraint:
or .
- 2: – IntegerInput
-
On entry:
, the order of the matrix
. This
must be the same value as was supplied in the preceding call to
f11daf.
Constraint:
.
- 3: – Real (Kind=nag_wp) arrayInput
-
On entry: the values returned in the array
a by a previous call to
f11daf.
- 4: – IntegerInput
-
On entry: the dimension of the arrays
a,
irow and
icol as declared in the (sub)program from which
f11dbf is called. This
must be the same value returned by the preceding call to
f11daf.
- 5: – Integer arrayInput
- 6: – Integer arrayInput
- 7: – Integer arrayInput
- 8: – Integer arrayInput
- 9: – Integer arrayInput
- 10: – Integer arrayInput
-
On entry: the values returned in arrays
irow,
icol,
ipivp,
ipivq,
istr and
idiag by a previous call to
f11daf.
- 11: – Character(1)Input
-
On entry: specifies whether or not the CS representation of the matrix
should be checked.
- Checks are carried on the values of n, irow, icol, ipivp, ipivq, istr and idiag.
- None of these checks are carried out.
Constraint:
or .
- 12: – Real (Kind=nag_wp) arrayInput
-
On entry: the right-hand side vector .
- 13: – Real (Kind=nag_wp) arrayOutput
-
On exit: the solution vector .
- 14: – IntegerInput/Output
-
On entry:
ifail must be set to
,
. If you are unfamiliar with this argument you should refer to
Section 3.4 in How to Use the NAG Library and its Documentation for details.
For environments where it might be inappropriate to halt program execution when an error is detected, the value
is recommended. If the output of error messages is undesirable, then the value
is recommended. Otherwise, if you are not familiar with this argument, the recommended value is
.
When the value is used it is essential to test the value of ifail on exit.
On exit:
unless the routine detects an error or a warning has been flagged (see
Section 6).
6
Error Indicators and Warnings
If on entry
or
, explanatory error messages are output on the current error message unit (as defined by
x04aaf).
Errors or warnings detected by the routine:
-
On entry, .
Constraint: or .
On entry, .
Constraint: or .
-
On entry, .
Constraint: .
-
On entry, is out of order: .
On entry, , , and .
Constraint: and .
On entry, , , .
Constraint: and .
On entry, , , .
Constraint: and .
On entry, , , .
Constraint: and .
On entry, appears to be incorrect: .
On entry, is a repeated value: .
On entry, is a repeated value: .
On entry,
istr appears to be invalid.
On entry,
is inconsistent with
irow:
.
On entry, the location () is a duplicate: .
Check that
a,
irow,
icol,
ipivp,
ipivq,
istr and
idiag have not been corrupted between calls to
f11dbf and
f11daf.
An unexpected error has been triggered by this routine. Please
contact
NAG.
See
Section 3.9 in How to Use the NAG Library and its Documentation for further information.
Your licence key may have expired or may not have been installed correctly.
See
Section 3.8 in How to Use the NAG Library and its Documentation for further information.
Dynamic memory allocation failed.
See
Section 3.7 in How to Use the NAG Library and its Documentation for further information.
7
Accuracy
If
the computed solution
is the exact solution of a perturbed system of equations
, where
is a modest linear function of
, and
is the
machine precision. An equivalent result holds when
.
8
Parallelism and Performance
f11dbf is not threaded in any implementation.
The time taken for a call to
f11dbf is proportional to the value of
nnzc returned from
f11daf.
It is expected that a common use of
f11dbf will be to carry out the preconditioning step required in the application of
f11bef to sparse linear systems. In this situation
f11dbf is likely to be called many times with the same matrix
. In the interests of both reliability and efficiency, you are recommended to set
for the first of such calls, and for all subsequent calls set
.
10
Example
This example reads in a sparse nonsymmetric matrix
and a vector
. It then calls
f11daf, with
and
, to compute the
complete
decomposition
Finally it calls
f11dbf to solve the system
10.1
Program Text
Program Text (f11dbfe.f90)
10.2
Program Data
Program Data (f11dbfe.d)
10.3
Program Results
Program Results (f11dbfe.r)