sla.chol2inv {RScaLAPACK} | R Documentation |
Invert a symmetric, positive definite, square matrix from its Choleski decomposition using ScaLAPACK.
sla.chol2inv(A, NPROWS=0, NPCOLS=0, MB=16, RFLAG = 1, SPAWN = 1 )
A |
a matrix. The upper triangle should hold the Choleski Decomposition to compute the inverse of. |
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. |
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.
The inverse of the decomposed matrix is returned.
Nagiza Samatova (samatovan@ornl.gov), Guruprasad Kora (koragh@ornl.gov), Srikanth Yoginath (yoginathsb@ornl.gov), David Bauer (bauerda@ornl.gov)
http://mathworld.wolfram.com/CholeskyDecomposition.html
http://www.netlib.org/scalapack/
chol2inv
for the normal R version.
rnorm(10000)->x dim(x)=c(100,100) # Generate a symmetric, positive definite matrix sla.chol2inv(x, NPROWS=2, NPCOLS=2)->y