sla.chol2inv {RScaLAPACK}R Documentation

Invert a Matrix from the Cholesky Decomposition (Using ScaLAPACK)

Description

Invert a symmetric, positive definite, square matrix from its Choleski decomposition using ScaLAPACK.

Usage

sla.chol2inv(A, NPROWS=0, NPCOLS=0, MB=16, RFLAG = 1, SPAWN = 1 )

Arguments

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.

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.

Value

The inverse of the decomposed matrix is returned.

Author(s)

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

References

http://mathworld.wolfram.com/CholeskyDecomposition.html

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

See Also

chol2inv for the normal R version.

Examples

rnorm(10000)->x
dim(x)=c(100,100)
# Generate a symmetric, positive definite matrix
sla.chol2inv(x, NPROWS=2, NPCOLS=2)->y


[Package RScaLAPACK version 0.6.1 Index]