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c----------------------------------------------------------------------c
c S P A R S K I T c
c----------------------------------------------------------------------c
c BASIC MATRIX-VECTOR OPERATIONS - MATVEC MODULE c
c Matrix-vector Mulitiplications and Triang. Solves c
c----------------------------------------------------------------------c
c contents: (as of Nov 18, 1991) c
c---------- c
c 1) Matrix-vector products: c
c--------------------------- c
c amux : A times a vector. Compressed Sparse Row (CSR) format. c
c amuxms: A times a vector. Modified Compress Sparse Row format. c
c atmux : Transp(A) times a vector. CSR format. c
c atmuxr: Transp(A) times a vector. CSR format. A rectangular. c
c amuxe : A times a vector. Ellpack/Itpack (ELL) format. c
c amuxd : A times a vector. Diagonal (DIA) format. c
c amuxj : A times a vector. Jagged Diagonal (JAD) format. c
c vbrmv : Sparse matrix-full vector product, in VBR format c
c c
c 2) Triangular system solutions: c
c------------------------------- c
c lsol : Unit Lower Triang. solve. Compressed Sparse Row (CSR) format.c
c ldsol : Lower Triang. solve. Modified Sparse Row (MSR) format. c
c lsolc : Unit Lower Triang. solve. Comp. Sparse Column (CSC) format. c
c ldsolc: Lower Triang. solve. Modified Sparse Column (MSC) format. c
c ldsoll: Lower Triang. solve with level scheduling. MSR format. c
c usol : Unit Upper Triang. solve. Compressed Sparse Row (CSR) format.c
c udsol : Upper Triang. solve. Modified Sparse Row (MSR) format. c
c usolc : Unit Upper Triang. solve. Comp. Sparse Column (CSC) format. c
c udsolc: Upper Triang. solve. Modified Sparse Column (MSC) format. c
c----------------------------------------------------------------------c
c 1) M A T R I X B Y V E C T O R P R O D U C T S c
c----------------------------------------------------------------------c
subroutine amux (n, x, y, a,ja,ia)
real*8 x(*), y(*), a(*)
integer n, ja(*), ia(*)
c-----------------------------------------------------------------------
c A times a vector
c-----------------------------------------------------------------------
c multiplies a matrix by a vector using the dot product form
c Matrix A is stored in compressed sparse row storage.
c
c on entry:
c----------
c n = row dimension of A
c x = real array of length equal to the column dimension of
c the A matrix.
c a, ja,
c ia = input matrix in compressed sparse row format.
c
c on return:
c-----------
c y = real array of length n, containing the product y=Ax
c
c-----------------------------------------------------------------------
c local variables
c
real*8 t
integer i, k
c-----------------------------------------------------------------------
do 100 i = 1,n
c
c compute the inner product of row i with vector x
c
t = 0.0d0
do 99 k=ia(i), ia(i+1)-1
t = t + a(k)*x(ja(k))
99 continue
c
c store result in y(i)
c
y(i) = t
100 continue
c
return
c---------end-of-amux---------------------------------------------------
c-----------------------------------------------------------------------
end
c-----------------------------------------------------------------------
subroutine amuxms (n, x, y, a,ja)
real*8 x(*), y(*), a(*)
integer n, ja(*)
c-----------------------------------------------------------------------
c A times a vector in MSR format
c-----------------------------------------------------------------------
c multiplies a matrix by a vector using the dot product form
c Matrix A is stored in Modified Sparse Row storage.
c
c on entry:
c----------
c n = row dimension of A
c x = real array of length equal to the column dimension of
c the A matrix.
c a, ja,= input matrix in modified compressed sparse row format.
c
c on return:
c-----------
c y = real array of length n, containing the product y=Ax
c
c-----------------------------------------------------------------------
c local variables
c
integer i, k
c-----------------------------------------------------------------------
do 10 i=1, n
y(i) = a(i)*x(i)
10 continue
do 100 i = 1,n
c
c compute the inner product of row i with vector x
c
do 99 k=ja(i), ja(i+1)-1
y(i) = y(i) + a(k) *x(ja(k))
99 continue
100 continue
c
return
c---------end-of-amuxm--------------------------------------------------
c-----------------------------------------------------------------------
end
c-----------------------------------------------------------------------
subroutine atmux (n, x, y, a, ja, ia)
real*8 x(*), y(*), a(*)
integer n, ia(*), ja(*)
c-----------------------------------------------------------------------
c transp( A ) times a vector
c-----------------------------------------------------------------------
c multiplies the transpose of a matrix by a vector when the original
c matrix is stored in compressed sparse row storage. Can also be
c viewed as the product of a matrix by a vector when the original
c matrix is stored in the compressed sparse column format.
c-----------------------------------------------------------------------
c
c on entry:
c----------
c n = row dimension of A
c x = real array of length equal to the column dimension of
c the A matrix.
c a, ja,
c ia = input matrix in compressed sparse row format.
c
c on return:
c-----------
c y = real array of length n, containing the product y=transp(A)*x
c
c-----------------------------------------------------------------------
c local variables
c
integer i, k
c-----------------------------------------------------------------------
c
c zero out output vector
c
do 1 i=1,n
y(i) = 0.0
1 continue
c
c loop over the rows
c
do 100 i = 1,n
do 99 k=ia(i), ia(i+1)-1
y(ja(k)) = y(ja(k)) + x(i)*a(k)
99 continue
100 continue
c
return
c-------------end-of-atmux----------------------------------------------
c-----------------------------------------------------------------------
end
c-----------------------------------------------------------------------
subroutine atmuxr (m, n, x, y, a, ja, ia)
real*8 x(*), y(*), a(*)
integer m, n, ia(*), ja(*)
c-----------------------------------------------------------------------
c transp( A ) times a vector, A can be rectangular
c-----------------------------------------------------------------------
c See also atmux. The essential difference is how the solution vector
c is initially zeroed. If using this to multiply rectangular CSC
c matrices by a vector, m number of rows, n is number of columns.
c-----------------------------------------------------------------------
c
c on entry:
c----------
c m = column dimension of A
c n = row dimension of A
c x = real array of length equal to the column dimension of
c the A matrix.
c a, ja,
c ia = input matrix in compressed sparse row format.
c
c on return:
c-----------
c y = real array of length n, containing the product y=transp(A)*x
c
c-----------------------------------------------------------------------
c local variables
c
integer i, k
c-----------------------------------------------------------------------
c
c zero out output vector
c
do 1 i=1,m
y(i) = 0.0
1 continue
c
c loop over the rows
c
do 100 i = 1,n
do 99 k=ia(i), ia(i+1)-1
y(ja(k)) = y(ja(k)) + x(i)*a(k)
99 continue
100 continue
c
return
c-------------end-of-atmuxr---------------------------------------------
c-----------------------------------------------------------------------
end
c-----------------------------------------------------------------------
subroutine amuxe (n,x,y,na,ncol,a,ja)
real*8 x(n), y(n), a(na,*)
integer n, na, ncol, ja(na,*)
c-----------------------------------------------------------------------
c A times a vector in Ellpack Itpack format (ELL)
c-----------------------------------------------------------------------
c multiplies a matrix by a vector when the original matrix is stored
c in the ellpack-itpack sparse format.
c-----------------------------------------------------------------------
c
c on entry:
c----------
c n = row dimension of A
c x = real array of length equal to the column dimension of
c the A matrix.
c na = integer. The first dimension of arrays a and ja
c as declared by the calling program.
c ncol = integer. The number of active columns in array a.
c (i.e., the number of generalized diagonals in matrix.)
c a, ja = the real and integer arrays of the itpack format
c (a(i,k),k=1,ncol contains the elements of row i in matrix
c ja(i,k),k=1,ncol contains their column numbers)
c
c on return:
c-----------
c y = real array of length n, containing the product y=y=A*x
c
c-----------------------------------------------------------------------
c local variables
c
integer i, j
c-----------------------------------------------------------------------
do 1 i=1, n
y(i) = 0.0
1 continue
do 10 j=1,ncol
do 25 i = 1,n
y(i) = y(i)+a(i,j)*x(ja(i,j))
25 continue
10 continue
c
return
c--------end-of-amuxe---------------------------------------------------
c-----------------------------------------------------------------------
end
c-----------------------------------------------------------------------
subroutine amuxd (n,x,y,diag,ndiag,idiag,ioff)
integer n, ndiag, idiag, ioff(idiag)
real*8 x(n), y(n), diag(ndiag,idiag)
c-----------------------------------------------------------------------
c A times a vector in Diagonal storage format (DIA)
c-----------------------------------------------------------------------
c multiplies a matrix by a vector when the original matrix is stored
c in the diagonal storage format.
c-----------------------------------------------------------------------
c
c on entry:
c----------
c n = row dimension of A
c x = real array of length equal to the column dimension of
c the A matrix.
c ndiag = integer. The first dimension of array adiag as declared in
c the calling program.
c idiag = integer. The number of diagonals in the matrix.
c diag = real array containing the diagonals stored of A.
c idiag = number of diagonals in matrix.
c diag = real array of size (ndiag x idiag) containing the diagonals
c
c ioff = integer array of length idiag, containing the offsets of the
c diagonals of the matrix:
c diag(i,k) contains the element a(i,i+ioff(k)) of the matrix.
c
c on return:
c-----------
c y = real array of length n, containing the product y=A*x
c
c-----------------------------------------------------------------------
c local variables
c
integer j, k, io, i1, i2
c-----------------------------------------------------------------------
do 1 j=1, n
y(j) = 0.0d0
1 continue
do 10 j=1, idiag
io = ioff(j)
i1 = max0(1,1-io)
i2 = min0(n,n-io)
do 9 k=i1, i2
y(k) = y(k)+diag(k,j)*x(k+io)
9 continue
10 continue
c
return
c----------end-of-amuxd-------------------------------------------------
c-----------------------------------------------------------------------
end
c-----------------------------------------------------------------------
subroutine amuxj (n, x, y, jdiag, a, ja, ia)
integer n, jdiag, ja(*), ia(*)
real*8 x(n), y(n), a(*)
c-----------------------------------------------------------------------
c A times a vector in Jagged-Diagonal storage format (JAD)
c-----------------------------------------------------------------------
c multiplies a matrix by a vector when the original matrix is stored
c in the jagged diagonal storage format.
c-----------------------------------------------------------------------
c
c on entry:
c----------
c n = row dimension of A
c x = real array of length equal to the column dimension of
c the A matrix.
c jdiag = integer. The number of jadded-diagonals in the data-structure.
c a = real array containing the jadded diagonals of A stored
c in succession (in decreasing lengths)
c j = integer array containing the colum indices of the
c corresponding elements in a.
c ia = integer array containing the lengths of the jagged diagonals
c
c on return:
c-----------
c y = real array of length n, containing the product y=A*x
c
c Note:
c-------
c Permutation related to the JAD format is not performed.
c this can be done by:
c call permvec (n,y,y,iperm)
c after the call to amuxj, where iperm is the permutation produced
c by csrjad.
c-----------------------------------------------------------------------
c local variables
c
integer i, ii, k1, len, j
c-----------------------------------------------------------------------
do 1 i=1, n
y(i) = 0.0d0
1 continue
do 70 ii=1, jdiag
k1 = ia(ii)-1
len = ia(ii+1)-k1-1
do 60 j=1,len
y(j)= y(j)+a(k1+j)*x(ja(k1+j))
60 continue
70 continue
c
return
c----------end-of-amuxj-------------------------------------------------
c-----------------------------------------------------------------------
end
c-----------------------------------------------------------------------
subroutine vbrmv(nr, nc, ia, ja, ka, a, kvstr, kvstc, x, b)
c-----------------------------------------------------------------------
integer nr, nc, ia(nr+1), ja(*), ka(*), kvstr(nr+1), kvstc(*)
real*8 a(*), x(*), b(*)
c-----------------------------------------------------------------------
c Sparse matrix-full vector product, in VBR format.
c-----------------------------------------------------------------------
c On entry:
c--------------
c nr, nc = number of block rows and columns in matrix A
c ia,ja,ka,a,kvstr,kvstc = matrix A in variable block row format
c x = multiplier vector in full format
c
c On return:
c---------------
c b = product of matrix A times vector x in full format
c
c Algorithm:
c---------------
c Perform multiplication by traversing a in order.
c
c-----------------------------------------------------------------------
c-----local variables
integer n, i, j, ii, jj, k, istart, istop
real*8 xjj
c---------------------------------
n = kvstc(nc+1)-1
do i = 1, n
b(i) = 0.d0
enddo
c---------------------------------
k = 1
do i = 1, nr
istart = kvstr(i)
istop = kvstr(i+1)-1
do j = ia(i), ia(i+1)-1
do jj = kvstc(ja(j)), kvstc(ja(j)+1)-1
xjj = x(jj)
do ii = istart, istop
b(ii) = b(ii) + xjj*a(k)
k = k + 1
enddo
enddo
enddo
enddo
c---------------------------------
return
end
c-----------------------------------------------------------------------
c----------------------end-of-vbrmv-------------------------------------
c-----------------------------------------------------------------------
c----------------------------------------------------------------------c
c 2) T R I A N G U L A R S Y S T E M S O L U T I O N S c
c----------------------------------------------------------------------c
subroutine lsol (n,x,y,al,jal,ial)
integer n, jal(*),ial(n+1)
real*8 x(n), y(n), al(*)
c-----------------------------------------------------------------------
c solves L x = y ; L = lower unit triang. / CSR format
c-----------------------------------------------------------------------
c solves a unit lower triangular system by standard (sequential )
c forward elimination - matrix stored in CSR format.
c-----------------------------------------------------------------------
c
c On entry:
c----------
c n = integer. dimension of problem.
c y = real array containg the right side.
c
c al,
c jal,
c ial, = Lower triangular matrix stored in compressed sparse row
c format.
c
c On return:
c-----------
c x = The solution of L x = y.
c--------------------------------------------------------------------
c local variables
c
integer k, j
real*8 t
c-----------------------------------------------------------------------
x(1) = y(1)
do 150 k = 2, n
t = y(k)
do 100 j = ial(k), ial(k+1)-1
t = t-al(j)*x(jal(j))
100 continue
x(k) = t
150 continue
c
return
c----------end-of-lsol--------------------------------------------------
c-----------------------------------------------------------------------
end
c-----------------------------------------------------------------------
subroutine ldsol (n,x,y,al,jal)
integer n, jal(*)
real*8 x(n), y(n), al(*)
c-----------------------------------------------------------------------
c Solves L x = y L = triangular. MSR format
c-----------------------------------------------------------------------
c solves a (non-unit) lower triangular system by standard (sequential)
c forward elimination - matrix stored in MSR format
c with diagonal elements already inverted (otherwise do inversion,
c al(1:n) = 1.0/al(1:n), before calling ldsol).
c-----------------------------------------------------------------------
c
c On entry:
c----------
c n = integer. dimension of problem.
c y = real array containg the right hand side.
c
c al,
c jal, = Lower triangular matrix stored in Modified Sparse Row
c format.
c
c On return:
c-----------
c x = The solution of L x = y .
c--------------------------------------------------------------------
c local variables
c
integer k, j
real*8 t
c-----------------------------------------------------------------------
x(1) = y(1)*al(1)
do 150 k = 2, n
t = y(k)
do 100 j = jal(k), jal(k+1)-1
t = t - al(j)*x(jal(j))
100 continue
x(k) = al(k)*t
150 continue
return
c----------end-of-ldsol-------------------------------------------------
c-----------------------------------------------------------------------
end
c-----------------------------------------------------------------------
subroutine lsolc (n,x,y,al,jal,ial)
integer n, jal(*),ial(*)
real*8 x(n), y(n), al(*)
c-----------------------------------------------------------------------
c SOLVES L x = y ; where L = unit lower trang. CSC format
c-----------------------------------------------------------------------
c solves a unit lower triangular system by standard (sequential )
c forward elimination - matrix stored in CSC format.
c-----------------------------------------------------------------------
c
c On entry:
c----------
c n = integer. dimension of problem.
c y = real*8 array containg the right side.
c
c al,
c jal,
c ial, = Lower triangular matrix stored in compressed sparse column
c format.
c
c On return:
c-----------
c x = The solution of L x = y.
c-----------------------------------------------------------------------
c local variables
c
integer k, j
real*8 t
c-----------------------------------------------------------------------
do 140 k=1,n
x(k) = y(k)
140 continue
do 150 k = 1, n-1
t = x(k)
do 100 j = ial(k), ial(k+1)-1
x(jal(j)) = x(jal(j)) - t*al(j)
100 continue
150 continue
c
return
c----------end-of-lsolc-------------------------------------------------
c-----------------------------------------------------------------------
end
c-----------------------------------------------------------------------
subroutine ldsolc (n,x,y,al,jal)
integer n, jal(*)
real*8 x(n), y(n), al(*)
c-----------------------------------------------------------------------
c Solves L x = y ; L = nonunit Low. Triang. MSC format
c-----------------------------------------------------------------------
c solves a (non-unit) lower triangular system by standard (sequential)
c forward elimination - matrix stored in Modified Sparse Column format
c with diagonal elements already inverted (otherwise do inversion,
c al(1:n) = 1.0/al(1:n), before calling ldsol).
c-----------------------------------------------------------------------
c
c On entry:
c----------
c n = integer. dimension of problem.
c y = real array containg the right hand side.
c
c al,
c jal,
c ial, = Lower triangular matrix stored in Modified Sparse Column
c format.
c
c On return:
c-----------
c x = The solution of L x = y .
c--------------------------------------------------------------------
c local variables
c
integer k, j
real*8 t
c-----------------------------------------------------------------------
do 140 k=1,n
x(k) = y(k)
140 continue
do 150 k = 1, n
x(k) = x(k)*al(k)
t = x(k)
do 100 j = jal(k), jal(k+1)-1
x(jal(j)) = x(jal(j)) - t*al(j)
100 continue
150 continue
c
return
c----------end-of-lsolc------------------------------------------------
c-----------------------------------------------------------------------
end
c-----------------------------------------------------------------------
subroutine ldsoll (n,x,y,al,jal,nlev,lev,ilev)
integer n, nlev, jal(*), ilev(nlev+1), lev(n)
real*8 x(n), y(n), al(*)
c-----------------------------------------------------------------------
c Solves L x = y L = triangular. Uses LEVEL SCHEDULING/MSR format
c-----------------------------------------------------------------------
c
c On entry:
c----------
c n = integer. dimension of problem.
c y = real array containg the right hand side.
c
c al,
c jal, = Lower triangular matrix stored in Modified Sparse Row
c format.
c nlev = number of levels in matrix
c lev = integer array of length n, containing the permutation
c that defines the levels in the level scheduling ordering.
c ilev = pointer to beginning of levels in lev.
c the numbers lev(i) to lev(i+1)-1 contain the row numbers
c that belong to level number i, in the level shcheduling
c ordering.
c
c On return:
c-----------
c x = The solution of L x = y .
c--------------------------------------------------------------------
integer ii, jrow, i
real*8 t
c
c outer loop goes through the levels. (SEQUENTIAL loop)
c
do 150 ii=1, nlev
c
c next loop executes within the same level. PARALLEL loop
c
do 100 i=ilev(ii), ilev(ii+1)-1
jrow = lev(i)
c
c compute inner product of row jrow with x
c
t = y(jrow)
do 130 k=jal(jrow), jal(jrow+1)-1
t = t - al(k)*x(jal(k))
130 continue
x(jrow) = t*al(jrow)
100 continue
150 continue
return
c-----------------------------------------------------------------------
end
c-----------------------------------------------------------------------
subroutine usol (n,x,y,au,jau,iau)
integer n, jau(*),iau(n+1)
real*8 x(n), y(n), au(*)
c-----------------------------------------------------------------------
c Solves U x = y U = unit upper triangular.
c-----------------------------------------------------------------------
c solves a unit upper triangular system by standard (sequential )
c backward elimination - matrix stored in CSR format.
c-----------------------------------------------------------------------
c
c On entry:
c----------
c n = integer. dimension of problem.
c y = real array containg the right side.
c
c au,
c jau,
c iau, = Lower triangular matrix stored in compressed sparse row
c format.
c
c On return:
c-----------
c x = The solution of U x = y .
c--------------------------------------------------------------------
c local variables
c
integer k, j
real*8 t
c-----------------------------------------------------------------------
x(n) = y(n)
do 150 k = n-1,1,-1
t = y(k)
do 100 j = iau(k), iau(k+1)-1
t = t - au(j)*x(jau(j))
100 continue
x(k) = t
150 continue
c
return
c----------end-of-usol--------------------------------------------------
c-----------------------------------------------------------------------
end
c-----------------------------------------------------------------------
subroutine udsol (n,x,y,au,jau)
integer n, jau(*)
real*8 x(n), y(n),au(*)
c-----------------------------------------------------------------------
c Solves U x = y ; U = upper triangular in MSR format
c-----------------------------------------------------------------------
c solves a non-unit upper triangular matrix by standard (sequential )
c backward elimination - matrix stored in MSR format.
c with diagonal elements already inverted (otherwise do inversion,
c au(1:n) = 1.0/au(1:n), before calling).
c-----------------------------------------------------------------------
c
c On entry:
c----------
c n = integer. dimension of problem.
c y = real array containg the right side.
c
c au,
c jau, = Lower triangular matrix stored in modified sparse row
c format.
c
c On return:
c-----------
c x = The solution of U x = y .
c--------------------------------------------------------------------
c local variables
c
integer k, j
real*8 t
c-----------------------------------------------------------------------
x(n) = y(n)*au(n)
do 150 k = n-1,1,-1
t = y(k)
do 100 j = jau(k), jau(k+1)-1
t = t - au(j)*x(jau(j))
100 continue
x(k) = au(k)*t
150 continue
c
return
c----------end-of-udsol-------------------------------------------------
c-----------------------------------------------------------------------
end
c-----------------------------------------------------------------------
subroutine usolc (n,x,y,au,jau,iau)
real*8 x(*), y(*), au(*)
integer n, jau(*),iau(*)
c-----------------------------------------------------------------------
c SOUVES U x = y ; where U = unit upper trang. CSC format
c-----------------------------------------------------------------------
c solves a unit upper triangular system by standard (sequential )
c forward elimination - matrix stored in CSC format.
c-----------------------------------------------------------------------
c
c On entry:
c----------
c n = integer. dimension of problem.
c y = real*8 array containg the right side.
c
c au,
c jau,
c iau, = Uower triangular matrix stored in compressed sparse column
c format.
c
c On return:
c-----------
c x = The solution of U x = y.
c-----------------------------------------------------------------------
c local variables
c
integer k, j
real*8 t
c-----------------------------------------------------------------------
do 140 k=1,n
x(k) = y(k)
140 continue
do 150 k = n,1,-1
t = x(k)
do 100 j = iau(k), iau(k+1)-1
x(jau(j)) = x(jau(j)) - t*au(j)
100 continue
150 continue
c
return
c----------end-of-usolc-------------------------------------------------
c-----------------------------------------------------------------------
end
c-----------------------------------------------------------------------
subroutine udsolc (n,x,y,au,jau)
integer n, jau(*)
real*8 x(n), y(n), au(*)
c-----------------------------------------------------------------------
c Solves U x = y ; U = nonunit Up. Triang. MSC format
c-----------------------------------------------------------------------
c solves a (non-unit) upper triangular system by standard (sequential)
c forward elimination - matrix stored in Modified Sparse Column format
c with diagonal elements already inverted (otherwise do inversion,
c auuuul(1:n) = 1.0/au(1:n), before calling ldsol).
c-----------------------------------------------------------------------
c
c On entry:
c----------
c n = integer. dimension of problem.
c y = real*8 array containg the right hand side.
c
c au,
c jau, = Upper triangular matrix stored in Modified Sparse Column
c format.
c
c On return:
c-----------
c x = The solution of U x = y .
c--------------------------------------------------------------------
c local variables
c
integer k, j
real*8 t
c-----------------------------------------------------------------------
do 140 k=1,n
x(k) = y(k)
140 continue
do 150 k = n,1,-1
x(k) = x(k)*au(k)
t = x(k)
do 100 j = jau(k), jau(k+1)-1
x(jau(j)) = x(jau(j)) - t*au(j)
100 continue
150 continue
c
return
c----------end-of-udsolc------------------------------------------------
c-----------------------------------------------------------------------
end
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