F11DDF (PDF version)
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F11 Chapter Introduction
NAG Library Manual

NAG Library Routine Document


Note:  before using this routine, please read the Users' Note for your implementation to check the interpretation of bold italicised terms and other implementation-dependent details.

+ Contents

    1  Purpose
    7  Accuracy

1  Purpose

F11DDF solves a system of linear equations involving the preconditioning matrix corresponding to SSOR applied to a real sparse nonsymmetric matrix, represented in coordinate storage format.

2  Specification

REAL (KIND=nag_wp)  A(NNZ), RDIAG(N), OMEGA, Y(N), X(N)

3  Description

F11DDF solves a system of linear equations
Mx=y, or MTx=y,
according to the value of the parameter TRANS, where the matrix
M=1ω2-ω D+ω L D-1 D+ω U
corresponds to symmetric successive-over-relaxation (SSOR) (see Young (1971)) applied to a linear system Ax=b, where A is a real sparse nonsymmetric matrix stored in coordinate storage (CS) format (see Section 2.1.1 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, U is the strictly upper triangular part of A, and ω is a user-defined relaxation parameter.
It is envisaged that a common use of F11DDF will be to carry out the preconditioning step required in the application of F11BEF to sparse linear systems. For an illustration of this use of F11DDF see the example program given in Section 9. F11DDF is also used for this purpose by the Black Box routine F11DEF.

4  References

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

5  Parameters

1:     TRANS – CHARACTER(1)Input
On entry: specifies whether or not the matrix M is transposed.
Mx=y is solved.
MTx=y is solved.
Constraint: TRANS='N' or 'T'.
2:     N – INTEGERInput
On entry: n, the order of the matrix A.
Constraint: N1.
3:     NNZ – INTEGERInput
On entry: the number of nonzero elements in the matrix A.
Constraint: 1NNZN2.
4:     A(NNZ) – REAL (KIND=nag_wp) arrayInput
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.
5:     IROW(NNZ) – INTEGER arrayInput
6:     ICOL(NNZ) – INTEGER arrayInput
On entry: the row and column indices of the nonzero elements supplied in array A.
IROW and ICOL must satisfy the following 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.
7:     RDIAG(N) – REAL (KIND=nag_wp) arrayInput
On entry: the elements of the diagonal matrix D-1, where D is the diagonal part of A.
8:     OMEGA – REAL (KIND=nag_wp)Input
On entry: the relaxation parameter ω.
Constraint: 0.0<OMEGA<2.0.
9:     CHECK – CHARACTER(1)Input
On entry: specifies whether or not the CS representation of the matrix M should be checked.
Checks are carried on the values of N, NNZ, IROW, ICOL and OMEGA.
None of these checks are carried out.
See also Section 8.2.
Constraint: CHECK='C' or 'N'.
10:   Y(N) – REAL (KIND=nag_wp) arrayInput
On entry: the right-hand side vector y.
11:   X(N) – REAL (KIND=nag_wp) arrayOutput
On exit: the solution vector x.
12:   IWORK(2×N+1) – INTEGER arrayWorkspace
13:   IFAIL – INTEGERInput/Output
On entry: IFAIL must be set to 0, -1​ or ​1. If you are unfamiliar with this parameter you should refer to Section 3.3 in the Essential Introduction 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 parameter, 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).

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,TRANS'N' or 'T',
orCHECK'C' or 'N'.
On entry,N<1,
orOMEGA lies outside the interval 0.0,2.0,
On entry, the arrays IROW and ICOL fail to satisfy the following constraints:
  • 1IROWiN and 1ICOLiN, for i=1,2,,NNZ;
  • IROWi-1<IROWi or IROWi-1=IROWi and ICOLi-1<ICOLi, for i=2,3,,NNZ.
Therefore a nonzero element has been supplied which does not lie in the matrix A, is out of order, or has duplicate row and column indices. Call F11ZAF to reorder and sum or remove duplicates.
On entry, the matrix A has a zero diagonal element. The SSOR preconditioner is not appropriate for this problem.

7  Accuracy

If TRANS='N' the computed solution x is the exact solution of a perturbed system of equations M+δMx=y, where
cn is a modest linear function of n, and ε is the machine precision. An equivalent result holds when TRANS='T'.

8  Further Comments

8.1  Timing

The time taken for a call to F11DDF is proportional to NNZ.

8.2  Use of CHECK

It is expected that a common use of F11DDF will be to carry out the preconditioning step required in the application of F11BEF to sparse linear systems. In this situation F11DDF 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 CHECK='C' for the first of such calls, and for all subsequent calls set CHECK='N'.

9  Example

This example solves a sparse linear system of equations:
using RGMRES with SSOR preconditioning.
The RGMRES algorithm itself is implemented by the reverse communication routine F11BEF, which returns repeatedly to the calling program with various values of the parameter IREVCM. This parameter indicates the action to be taken by the calling program.
For further details see the routine document for F11BEF.

9.1  Program Text

Program Text (f11ddfe.f90)

9.2  Program Data

Program Data (f11ddfe.d)

9.3  Program Results

Program Results (f11ddfe.r)

F11DDF (PDF version)
F11 Chapter Contents
F11 Chapter Introduction
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2012