# NAG CL Interfacef11jdc (real_​symm_​precon_​ssor_​solve)

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## 1Purpose

f11jdc solves a system of linear equations involving the preconditioning matrix corresponding to SSOR applied to a real sparse symmetric matrix, represented in symmetric coordinate storage format.

## 2Specification

 #include
 void f11jdc (Integer n, Integer nnz, const double a[], const Integer irow[], const Integer icol[], const double rdiag[], double omega, Nag_SparseSym_CheckData check, const double y[], double x[], NagError *fail)
The function may be called by the names: f11jdc, nag_sparse_real_symm_precon_ssor_solve or nag_sparse_sym_precon_ssor_solve.

## 3Description

f11jdc solves a system of equations
 $Mx=y$
involving the preconditioning matrix
 $M=1ω(2-ω) (D+ωL) D-1 (D+ωL)T$
corresponding to symmetric successive-over-relaxation (SSOR) (see Young (1971)) on a linear system $Ax=b$, where $A$ is a sparse symmetric matrix stored in symmetric coordinate storage (SCS) format (see Section 2.1.2 in the F11 Chapter Introduction).
In the definition of $M$ given above $D$ is the diagonal part of $A$, $L$ is the strictly lower triangular part of $A$, and $\omega$ is a user-defined relaxation parameter.
It is envisaged that a common use of f11jdc will be to carry out the preconditioning step required in the application of f11gec to sparse linear systems. f11jdc is also used for this purpose by the Black Box function f11jec.

## 4References

Young D (1971) Iterative Solution of Large Linear Systems Academic Press, New York

## 5Arguments

1: $\mathbf{n}$Integer Input
On entry: $n$, the order of the matrix $A$.
Constraint: ${\mathbf{n}}\ge 1$.
2: $\mathbf{nnz}$Integer Input
On entry: the number of nonzero elements in the lower triangular part of $A$.
Constraint: $1\le {\mathbf{nnz}}\le {\mathbf{n}}×\left({\mathbf{n}}+1\right)/2$.
3: $\mathbf{a}\left[{\mathbf{nnz}}\right]$const double Input
On entry: the nonzero elements in the lower triangular part of 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 function f11zbc may be used to order the elements in this way.
4: $\mathbf{irow}\left[{\mathbf{nnz}}\right]$const Integer Input
5: $\mathbf{icol}\left[{\mathbf{nnz}}\right]$const Integer Input
On entry: the row and column indices of the nonzero elements supplied in array a.
Constraints:
irow and icol must satisfy these constraints (which may be imposed by a call to f11zbc):
• $1\le {\mathbf{irow}}\left[\mathit{i}\right]\le {\mathbf{n}}$ and $1\le {\mathbf{icol}}\left[\mathit{i}\right]\le {\mathbf{irow}}\left[\mathit{i}\right]$, for $\mathit{i}=0,1,\dots ,{\mathbf{nnz}}-1$;
• ${\mathbf{irow}}\left[\mathit{i}-1\right]<{\mathbf{irow}}\left[\mathit{i}\right]$ or ${\mathbf{irow}}\left[\mathit{i}-1\right]={\mathbf{irow}}\left[\mathit{i}\right]$ and ${\mathbf{icol}}\left[\mathit{i}-1\right]<{\mathbf{icol}}\left[\mathit{i}\right]$, for $\mathit{i}=1,2,\dots ,{\mathbf{nnz}}-1$.
6: $\mathbf{rdiag}\left[{\mathbf{n}}\right]$const double Input
On entry: the elements of the diagonal matrix ${D}^{-1}$, where $D$ is the diagonal part of $A$.
7: $\mathbf{omega}$double Input
On entry: the relaxation parameter $\omega$.
Constraint: $0.0<{\mathbf{omega}}<2.0$.
8: $\mathbf{check}$Nag_SparseSym_CheckData Input
On entry: specifies whether or not the input data should be checked.
${\mathbf{check}}=\mathrm{Nag_SparseSym_Check}$
Checks are carried out on the values of n, nnz, irow, icol and omega.
${\mathbf{check}}=\mathrm{Nag_SparseSym_NoCheck}$
None of these checks are carried out.
Constraint: ${\mathbf{check}}=\mathrm{Nag_SparseSym_Check}$ or $\mathrm{Nag_SparseSym_NoCheck}$.
9: $\mathbf{y}\left[{\mathbf{n}}\right]$const double Input
On entry: the right-hand side vector $y$.
10: $\mathbf{x}\left[{\mathbf{n}}\right]$double Output
On exit: the solution vector $x$.
11: $\mathbf{fail}$NagError * Input/Output
The NAG error argument (see Section 7 in the Introduction to the NAG Library CL Interface).

## 6Error Indicators and Warnings

Consider calling f11zbc to reorder and sum or remove duplicates.
NE_ALLOC_FAIL
Dynamic memory allocation failed.
See Section 3.1.2 in the Introduction to the NAG Library CL Interface for further information.
On entry, argument $⟨\mathit{\text{value}}⟩$ had an illegal value.
NE_INT
On entry, ${\mathbf{n}}=⟨\mathit{\text{value}}⟩$.
Constraint: ${\mathbf{n}}\ge 1$.
On entry, ${\mathbf{nnz}}=⟨\mathit{\text{value}}⟩$.
Constraint: ${\mathbf{nnz}}\ge 1$.
NE_INT_2
On entry, ${\mathbf{nnz}}=⟨\mathit{\text{value}}⟩$ and ${\mathbf{n}}=⟨\mathit{\text{value}}⟩$.
Constraint: ${\mathbf{nnz}}\le {\mathbf{n}}×\left({\mathbf{n}}+1\right)/2$
NE_INTERNAL_ERROR
An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.
See Section 7.5 in the Introduction to the NAG Library CL Interface for further information.
NE_INVALID_SCS
On entry, $\mathit{I}=⟨\mathit{\text{value}}⟩$, ${\mathbf{icol}}\left[\mathit{I}-1\right]=⟨\mathit{\text{value}}⟩$ and ${\mathbf{irow}}\left[\mathit{I}-1\right]=⟨\mathit{\text{value}}⟩$.
Constraint: ${\mathbf{icol}}\left[\mathit{I}-1\right]\ge 1$ and ${\mathbf{icol}}\left[\mathit{I}-1\right]\le {\mathbf{irow}}\left[\mathit{I}-1\right]$.
On entry, $i=⟨\mathit{\text{value}}⟩$, ${\mathbf{irow}}\left[i-1\right]=⟨\mathit{\text{value}}⟩$ and ${\mathbf{n}}=⟨\mathit{\text{value}}⟩$.
Constraint: ${\mathbf{irow}}\left[i-1\right]\ge 1$ and ${\mathbf{irow}}\left[i-1\right]\le {\mathbf{n}}$.
NE_NO_LICENCE
Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library CL Interface for further information.
NE_NOT_STRICTLY_INCREASING
On entry, ${\mathbf{a}}\left[i-1\right]$ is out of order: $i=⟨\mathit{\text{value}}⟩$.
On entry, the location (${\mathbf{irow}}\left[\mathit{I}-1\right],{\mathbf{icol}}\left[\mathit{I}-1\right]$) is a duplicate: $\mathit{I}=⟨\mathit{\text{value}}⟩$.
NE_REAL
On entry, ${\mathbf{omega}}=⟨\mathit{\text{value}}⟩$.
Constraint: $0.0<{\mathbf{omega}}<2.0$
NE_ZERO_DIAG_ELEM
The matrix $A$ has no diagonal entry in row $⟨\mathit{\text{value}}⟩$.

## 7Accuracy

The computed solution $x$ is the exact solution of a perturbed system of equations $\left(M+\delta M\right)x=y$, where
 $|δM|≤c(n)ε|D+ωL||D-1||(D+ωL)T|,$
$c\left(n\right)$ is a modest linear function of $n$, and $\epsilon$ is the machine precision.

## 8Parallelism and Performance

Background information to multithreading can be found in the Multithreading documentation.
f11jdc is not threaded in any implementation.

### 9.1Timing

The time taken for a call to f11jdc is proportional to nnz.

### 9.2Use of check

It is expected that a common use of f11jdc will be to carry out the preconditioning step required in the application of f11gec to sparse symmetric linear systems. In this situation f11jdc is likely to be called many times with the same matrix $M$. In the interests of both reliability and efficiency, you are recommended to set ${\mathbf{check}}=\mathrm{Nag_SparseSym_Check}$ for the first of such calls, and to set ${\mathbf{check}}=\mathrm{Nag_SparseSym_NoCheck}$ for all subsequent calls.

## 10Example

This example solves a sparse symmetric linear system of equations
 $Ax=b,$
using the conjugate-gradient (CG) method with SSOR preconditioning.
The CG algorithm itself is implemented by the reverse communication function f11gec, which returns repeatedly to the calling program with various values of the argument irevcm. This argument indicates the action to be taken by the calling program.
• If ${\mathbf{irevcm}}=1$, a matrix-vector product $v=Au$ is required. This is implemented by a call to f11xec.
• If ${\mathbf{irevcm}}=2$, a solution of the preconditioning equation $Mv=u$ is required. This is achieved by a call to f11jdc.
• If ${\mathbf{irevcm}}=4$, f11gec has completed its tasks. Either the iteration has terminated, or an error condition has arisen.
For further details see the function document for f11gec.

### 10.1Program Text

Program Text (f11jdce.c)

### 10.2Program Data

Program Data (f11jdce.d)

### 10.3Program Results

Program Results (f11jdce.r)