sla.chol {RScaLAPACK}R Documentation

Choleski Factorization of a real, symmetric, positive-definite, square-matrix using ScaLAPACK

Description

Compute the Choleski factorization of a real symmetric positive-definite square matrix using ScaLAPACK.

Usage

sla.chol(A, NPROWS=0, NPCOLS=0, MB=16, RFLAG = 1, SPAWN = 1 )

Arguments

A

A real symmetric, positive definite matrix

NPROWS

Number of Process Rows in the Process Grid.

NPCOLS

Number of Process Cols in the Process Grid.

MB

Block Size.

RFLAG

Flag saying whether the Process Grid should be released after computation.

SPAWN

Flag saying whether a new Process Grid should be spawned.

Details

If the number of processor rows and columns are both zero, one processor is used. If the number of processor rows is nonzero and the number of processor columns is zero, then the processor rows is taken to be a number of processors, and a grid is made accordingly.

Author(s)

Nagiza Samatova (samatovan@ornl.gov), Guruprasad Kora (koragh@ornl.gov), Srikanth Yoginath (yoginathsb@ornl.gov), David Bauer (bauerda@ornl.gov)

References

http://www.netlib.org/scalapack/

See Also

sla.solve the SCALAPACK version of the R function solve

sla.qr the SCALAPACK version of the R function qr

sla.svd the SCALAPACK version of the R function La.svd

La.chol the LAPACK function computing Choleski Factiorization in R.

Examples

c(4.16,0,0,0,-3.12,5.03,0,0,0.56,-0.83,0.76,0,-0.10,1.18,0.34,1.18)->x
dim(x)=c(4,4)
sla.chol(x, NPROWS=2, NPCOLS=2, MB=2)

[Package RScaLAPACK version 0.6.1 Index]