NAG Library Routine Document

f11dff (real_gen_precon_bdilu)


f11dff computes a block diagonal incomplete LU factorization of a real sparse nonsymmetric matrix, represented in coordinate storage format. The diagonal blocks may be composed of arbitrary rows and the corresponding columns, and may overlap. This factorization can be used to provide a block Jacobi or additive Schwarz preconditioner, for use in combination with f11bef or f11dgf.


Fortran Interface
Subroutine f11dff ( n, nnz, a, la, irow, icol, nb, istb, indb, lindb, lfill, dtol, pstrat, milu, ipivp, ipivq, istr, idiag, nnzc, npivm, iwork, liwork, ifail)
Integer, Intent (In):: n, nnz, la, nb, istb(nb+1), indb(lindb), lindb, lfill(nb), liwork
Integer, Intent (Inout):: irow(la), icol(la), ipivp(lindb), ipivq(lindb), ifail
Integer, Intent (Out):: istr(lindb+1), idiag(lindb), nnzc, npivm(nb), iwork(liwork)
Real (Kind=nag_wp), Intent (In):: dtol(nb)
Real (Kind=nag_wp), Intent (Inout):: a(la)
Character (1), Intent (In):: pstrat(nb), milu(nb)
C Header Interface
#include <nagmk26.h>
void  f11dff_ (const Integer *n, const Integer *nnz, double a[], const Integer *la, Integer irow[], Integer icol[], const Integer *nb, const Integer istb[], const Integer indb[], const Integer *lindb, const Integer lfill[], const double dtol[], const char pstrat[], const char milu[], Integer ipivp[], Integer ipivq[], Integer istr[], Integer idiag[], Integer *nnzc, Integer npivm[], Integer iwork[], const Integer *liwork, Integer *ifail, const Charlen length_pstrat, const Charlen length_milu)


f11dff computes an incomplete LU factorization (see Meijerink and Van der Vorst (1977) and Meijerink and Van der Vorst (1981)) of the (possibly overlapping) diagonal blocks Ab, for b=1,2,,nb, of a real sparse nonsymmetric n by n matrix A. The factorization is intended primarily for use as a block Jacobi or additive Schwarz preconditioner (see Saad (1996)), with one of the iterative solvers f11bef and f11dgf.
The nb diagonal blocks need not consist of consecutive rows and columns of A, but may be composed of arbitrarily indexed rows, and the corresponding columns, as defined in the arguments indb and istb. Any given row or column index may appear in more than one diagonal block, resulting in overlap. Each diagonal block Ab, for b=1,2,,nb, is factorized as:
Ab = Mb+Rb  
Mb = Pb Lb Db Ub Qb  
and Lb is lower triangular with unit diagonal elements, Db is diagonal, Ub is upper triangular with unit diagonals, Pb and Qb are permutation matrices, and Rb is a remainder matrix.
The amount of fill-in occurring in the factorization of block b can vary from zero to complete fill, and can be controlled by specifying either the maximum level of fill lfillb, or the drop tolerance dtolb.
The parameter pstratb defines the pivoting strategy to be used in block b. The options currently available are no pivoting, user-defined pivoting, partial pivoting by columns for stability, and complete pivoting by rows for sparsity and by columns for stability. The factorization may optionally be modified to preserve the row-sums of the original block matrix.
The sparse matrix A is represented in coordinate storage (CS) format (see Section 2.1.1 in the F11 Chapter Introduction). The array a stores all the nonzero elements of the matrix A, while arrays irow and icol store the corresponding row and column indices respectively. Multiple nonzero elements may not be specified for the same row and column index.
The preconditioning matrices Mb, for b=1,2,,nb, are returned in terms of the CS representations of the matrices
Cb = Lb + D-1b + Ub -2I .  


Meijerink J and Van der Vorst H (1977) An iterative solution method for linear systems of which the coefficient matrix is a symmetric M-matrix Math. Comput. 31 148–162
Meijerink J and Van der Vorst H (1981) Guidelines for the usage of incomplete decompositions in solving sets of linear equations as they occur in practical problems J. Comput. Phys. 44 134–155
Saad Y (1996) Iterative Methods for Sparse Linear Systems PWS Publishing Company, Boston, MA


1:     n – IntegerInput
On entry: n, the order of the matrix A.
Constraint: n1.
2:     nnz – IntegerInput
On entry: the number of nonzero elements in the matrix A.
Constraint: 1nnzn2.
3:     ala – Real (Kind=nag_wp) arrayInput/Output
On entry: the nonzero elements in the matrix A, ordered by increasing row index, and by increasing column index within each row. Multiple entries for the same row and column indices are not permitted. The routine f11zaf may be used to order the elements in this way.
On exit: the first nnz entries of a contain the nonzero elements of A and the next nnzc entries contain the elements of the matrices Cb, for b=1,2,,nb stored consecutively. Within each block the matrix elements are ordered by increasing row index, and by increasing column index within each row.
4:     la – IntegerInput
On entry: the dimension of the arrays a, irow and icol as declared in the (sub)program from which f11dff is called. These arrays must be of sufficient size to store both A (nnz elements) and C (nnzc elements).
Note: the minimum value for la is only appropriate if lfill and dtol are set such that minimal fill-in occurs. If this is not the case then we recommend that la is set much larger than the minimum value indicated in the constraint.
Constraint: la2×nnz.
5:     irowla – Integer arrayInput/Output
6:     icolla – Integer arrayInput/Output
On entry: the row and column indices of the nonzero elements supplied in a.
irow and icol must satisfy these constraints (which may be imposed by a call to f11zaf):
  • 1irowin and 1icolin, for i=1,2,,nnz;
  • either irowi-1<irowi or both irowi-1=irowi and icoli-1<icoli, for i=2,3,,nnz.
On exit: the row and column indices of the nonzero elements returned in a.
7:     nb – IntegerInput
On entry: the number of diagonal blocks to factorize.
Constraint: 1nbn.
8:     istbnb+1 – Integer arrayInput
On entry: istbb, for b=1,2,,nb, holds the indices in arrays indb, ipivp, ipivq and idiag that, on successful exit from this function, define block b. istbnb+1 holds the sum of the number of rows in all blocks plus istb1.
Constraint: istb11, istbb< istbb+1 , for b=1,2,,nb.
9:     indblindb – Integer arrayInput
On entry: indb must hold the row indices appearing in each diagonal block, stored consecutively. Thus the elements indbistbb to indbistbb+1-1 are the row indices in the bth block, for b=1,2,,nb.
Constraint: 1indbmn, for m=1,2,,istbnb+1-1.
10:   lindb – IntegerInput
On entry: the dimension of the arrays indb, ipivp, ipivq and idiag as declared in the (sub)program from which f11dff is called.
Constraint: lindbistbnb+1-1.
11:   lfillnb – Integer arrayInput
On entry: if lfillb0 its value is the maximum level of fill allowed in the decomposition of the block (see Section 9.2 in f11daf). A negative value of lfillb indicates that dtolb will be used to control the fill in the block instead.
12:   dtolnb – Real (Kind=nag_wp) arrayInput
On entry: if lfillb<0 then dtolb is used as a drop tolerance in the block to control the fill-in (see Section 9.2 in f11daf); otherwise dtolb is not referenced.
Constraint: if lfillb<0, dtolb0.0, for b=1,2,,nb.
13:   pstratnb – Character(1) arrayInput
On entry: pstratb, for b=1,2,,nb, specifies the pivoting strategy to be adopted in the block as follows:
No pivoting is carried out.
Pivoting is carried out according to the user-defined input values of ipivp and ipivq.
Partial pivoting by columns for stability is carried out.
Complete pivoting by rows for sparsity, and by columns for stability, is carried out.
Suggested value: pstratb='C', for b=1,2,,nb.
Constraint: pstratb='N', 'U', 'P' or 'C', for b=1,2,,nb.
14:   milunb – Character(1) arrayInput
On entry: milub, for b=1,2,,nb, indicates whether or not the factorization in the block should be modified to preserve row-sums (see Section 9.4 in f11daf).
The factorization is modified.
The factorization is not modified.
Constraint: milub='M' or 'N', for b=1,2,,nb.
15:   ipivplindb – Integer arrayInput/Output
16:   ipivqlindb – Integer arrayInput/Output
On entry: if pstratb='U', ipivpistbb+k-1 and ipivqistbb+k-1 must specify the row and column indices of the element used as a pivot at elimination stage k of the factorization of the block. Otherwise ipivp and ipivq need not be initialized.
Constraint: if pstratb='U', the elements istbb to istbb+1-1 of ipivp and ipivq must both hold valid permutations of the integers on 1,istbb+1-istbb.
On exit: the row and column indices of the pivot elements, arranged consecutively for each block, as for indb. If ipivpistbb+k-1=i and ipivqistbb+k-1=j, the element in row i and column j of Ab was used as the pivot at elimination stage k.
17:   istrlindb+1 – Integer arrayOutput
On exit: istristbb+k-1, gives the index in the arrays a, irow and icol of row k of the matrix Cb, for b=1,2,,nb and k=1,2,,istbb+1-istbb.
istristbnb+1 contains nnz+nnzc+1.
18:   idiaglindb – Integer arrayOutput
On exit: idiagistbb+k-1, gives the index in the arrays a, irow and icol of the diagonal element in row k of the matrix Cb, for b=1,2,,nb and k=1,2,,istbb+1-istbb.
19:   nnzc – IntegerOutput
On exit: the sum total number of nonzero elements in the matrices Cb, for b=1,2,,nb.
20:   npivmnb – Integer arrayOutput
On exit: if npivmb>0 it gives the number of pivots which were modified during the factorization to ensure that Mb exists.
If npivmb=-1 no pivot modifications were required, but a local restart occurred (see Section 9.3 in f11daf). The quality of the preconditioner will generally depend on the returned values of npivmb, for b=1,2,,nb.
If npivmb is large, for some block, the preconditioner may not be satisfactory. In this case it may be advantageous to call f11dff again with an increased value of lfillb, a reduced value of dtolb, or pstratb='C'.
21:   iworkliwork – Integer arrayWorkspace
22:   liwork – IntegerInput
On entry: the dimension of the array iwork as declared in the (sub)program from which f11dff is called.
Constraint: liwork9×n+3.
23:   ifail – IntegerInput/Output
On entry: ifail must be set to 0, -1 or 1. 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 -1 or 1 is recommended. If the output of error messages is undesirable, then the value 1 is recommended. Otherwise, if you are not familiar with this argument, the recommended value is 0. When the value -1 or 1 is used it is essential to test the value of ifail on exit.
On exit: ifail=0 unless the routine detects an error or a warning has been flagged (see Section 6).

Error Indicators and Warnings

If on entry ifail=0 or -1, explanatory error messages are output on the current error message unit (as defined by x04aaf).
Errors or warnings detected by the routine:
On entry, dtolvalue=value.
Constraint: dtolb0.0, for b=1,2,,nb.
On entry, for b=value, istbb+1=value and istbb=value.
Constraint: istbb+1>istbb, for b=1,2,,nb.
On entry, indbvalue=value and n=value.
Constraint: 1indbmn, for m=1,2,,istbnb+1-1 
On entry, istb1=value.
Constraint: istb11.
On entry, la=value and nnz=value.
Constraint: la2×nnz.
On entry, lindb=value, istbnb+1-1=value and nb=value.
Constraint: lindbistbnb+1-1.
On entry, liwork=value.
Constraint: liworkvalue.
On entry, miluvalue=value.
Constraint: milub='M' or 'N' for all b.
On entry, n=value.
Constraint: n1.
On entry, nb=value and n=value.
Constraint: 1nbn.
On entry, nnz=value.
Constraint: nnz1.
On entry, nnz=value and n=value.
Constraint: nnzn2.
On entry, pstratvalue=value.
Constraint: pstratb='N', 'U', 'P' or 'C' for all b.
On entry, element value of a was out of order.
On entry, icolvalue=value and n=value.
Constraint: 1icoljn, for j=1,2,,nnz.
On entry, irowvalue=value and n=value.
Constraint: 1irowin, for i=1,2,,nnz.
On entry, location value of irow,icol was a duplicate.
On entry, the user-supplied value of ipivp for block value lies outside its range.
On entry, the user-supplied value of ipivp for block value was repeated.
On entry, the user-supplied value of ipivq for block value lies outside its range.
On entry, the user-supplied value of ipivq for block value was repeated.
The number of nonzero entries in the decomposition is too large.
The decomposition has been terminated before completion.
Either increase la, or reduce the fill by reducing lfill, or increasing dtol.
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.


The accuracy of the factorization of each block Ab will be determined by the size of the elements that are dropped and the size of any modifications made to the pivot elements. If these sizes are small then the computed factors will correspond to a matrix close to Ab. The factorization can generally be made more accurate by increasing the level of fill lfillb, or by reducing the drop tolerance dtolb with lfillb<0.
If f11dff is used in combination with f11bef or f11dgf, the more accurate the factorization the fewer iterations will be required. However, the cost of the decomposition will also generally increase.

Parallelism and Performance

f11dff is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
Please consult the X06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this routine. Please also consult the Users' Note for your implementation for any additional implementation-specific information.

Further Comments

f11dff calls f11daf internally for each block Ab. The comments and advice provided in Section 9 in f11daf on timing, control of fill, algorithmic details, and choice of parameters, are all therefore relevant to f11dff, if interpreted blockwise.


This example program reads in a sparse matrix A and then defines a block partitioning of the row indices with a user-supplied overlap and computes an overlapping incomplete LU factorization suitable for use as an additive Schwarz preconditioner. Such a factorization is used for this purpose in the example program of f11dgf.

Program Text

Program Text (f11dffe.f90)

Program Data

Program Data (f11dffe.d)

Program Results

Program Results (f11dffe.r)