NAG Library Function Document

1Purpose

nag_sparse_sym_matvec (f11xec) computes a matrix-vector product involving a real sparse symmetric matrix stored in symmetric coordinate storage format.

2Specification

 #include #include
 void nag_sparse_sym_matvec (Integer n, Integer nnz, const double a[], const Integer irow[], const Integer icol[], Nag_SparseSym_CheckData check, const double x[], double y[], NagError *fail)

3Description

nag_sparse_sym_matvec (f11xec) computes the matrix-vector product
 $y=Ax$
where $A$ is an $n$ by $n$ symmetric sparse matrix, of arbitrary sparsity pattern, stored in symmetric coordinate storage (SCS) format (see Section 2.1.2 in the f11 Chapter Introduction). The array a stores all nonzero elements in the lower triangular part of $A$, while arrays irow and icol store the corresponding row and column indices respectively.
It is envisaged that a common use of nag_sparse_sym_matvec (f11xec) will be to compute the matrix-vector product required in the application of nag_sparse_sym_basic_solver (f11gec) to sparse symmetric linear systems. An illustration of this usage appears in nag_sparse_sym_precon_ssor_solve (f11jdc).
None.

5Arguments

1:    $\mathbf{n}$IntegerInput
On entry: $n$, the order of the matrix $A$.
Constraint: ${\mathbf{n}}\ge 1$.
2:    $\mathbf{nnz}$IntegerInput
On entry: the number of nonzero elements in the lower triangular part of $A$.
Constraint: $1\le {\mathbf{nnz}}\le {\mathbf{n}}×\left({\mathbf{n}}+1\right)/2$.
3:    $\mathbf{a}\left[{\mathbf{nnz}}\right]$const doubleInput
On entry: the nonzero elements in the lower triangular part of 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 function nag_sparse_sym_sort (f11zbc) may be used to order the elements in this way.
4:    $\mathbf{irow}\left[{\mathbf{nnz}}\right]$const IntegerInput
5:    $\mathbf{icol}\left[{\mathbf{nnz}}\right]$const IntegerInput
On entry: the row and column indices of the nonzero elements supplied in array a.
Constraints:
irow and icol must satisfy these constraints (which may be imposed by a call to nag_sparse_sym_sort (f11zbc)):
• $1\le {\mathbf{irow}}\left[\mathit{i}\right]\le {\mathbf{n}}$ and $1\le {\mathbf{icol}}\left[\mathit{i}\right]\le {\mathbf{irow}}\left[\mathit{i}\right]$, for $\mathit{i}=0,1,\dots ,{\mathbf{nnz}}-1$;
• ${\mathbf{irow}}\left[\mathit{i}-1\right]<{\mathbf{irow}}\left[\mathit{i}\right]$ or ${\mathbf{irow}}\left[\mathit{i}-1\right]={\mathbf{irow}}\left[\mathit{i}\right]$ and ${\mathbf{icol}}\left[\mathit{i}-1\right]<{\mathbf{icol}}\left[\mathit{i}\right]$, for $\mathit{i}=1,2,\dots ,{\mathbf{nnz}}-1$.
6:    $\mathbf{check}$Nag_SparseSym_CheckDataInput
On entry: specifies whether or not the SCS representation of the matrix $A$, values of n, nnz, irow and icol should be checked.
${\mathbf{check}}=\mathrm{Nag_SparseSym_Check}$
Checks are carried out on the values of n, nnz, irow and icol.
${\mathbf{check}}=\mathrm{Nag_SparseSym_NoCheck}$
None of these checks are carried out.
Constraint: ${\mathbf{check}}=\mathrm{Nag_SparseSym_Check}$ or $\mathrm{Nag_SparseSym_NoCheck}$.
7:    $\mathbf{x}\left[{\mathbf{n}}\right]$const doubleInput
On entry: the vector $x$.
8:    $\mathbf{y}\left[{\mathbf{n}}\right]$doubleOutput
On exit: the vector $y$.
9:    $\mathbf{fail}$NagError *Input/Output
The NAG error argument (see Section 3.7 in How to Use the NAG Library and its Documentation).

6Error Indicators and Warnings

NE_ALLOC_FAIL
Dynamic memory allocation failed.
See Section 2.3.1.2 in How to Use the NAG Library and its Documentation for further information.
On entry, argument $〈\mathit{\text{value}}〉$ had an illegal value.
NE_INT
On entry, ${\mathbf{n}}=〈\mathit{\text{value}}〉$.
Constraint: ${\mathbf{n}}\ge 1$.
On entry, ${\mathbf{nnz}}=〈\mathit{\text{value}}〉$.
Constraint: ${\mathbf{nnz}}\ge 1$.
NE_INT_2
On entry, ${\mathbf{nnz}}=〈\mathit{\text{value}}〉$ and ${\mathbf{n}}=〈\mathit{\text{value}}〉$.
Constraint: ${\mathbf{nnz}}\le {\mathbf{n}}×\left({\mathbf{n}}+1\right)/2$.
NE_INTERNAL_ERROR
An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.
See Section 2.7.6 in How to Use the NAG Library and its Documentation for further information.
NE_INVALID_SCS
On entry, $\mathit{I}=〈\mathit{\text{value}}〉$, ${\mathbf{icol}}\left[\mathit{I}-1\right]=〈\mathit{\text{value}}〉$ and ${\mathbf{irow}}\left[\mathit{I}-1\right]=〈\mathit{\text{value}}〉$.
Constraint: ${\mathbf{icol}}\left[\mathit{I}-1\right]\ge 1$ and ${\mathbf{icol}}\left[\mathit{I}-1\right]\le {\mathbf{irow}}\left[\mathit{I}-1\right]$.
On entry, $i=〈\mathit{\text{value}}〉$, ${\mathbf{irow}}\left[i-1\right]=〈\mathit{\text{value}}〉$ and ${\mathbf{n}}=〈\mathit{\text{value}}〉$.
Constraint: ${\mathbf{irow}}\left[i-1\right]\ge 1$ and ${\mathbf{irow}}\left[i-1\right]\le {\mathbf{n}}$.
NE_NO_LICENCE
Your licence key may have expired or may not have been installed correctly.
See Section 2.7.5 in How to Use the NAG Library and its Documentation for further information.
NE_NOT_STRICTLY_INCREASING
On entry, ${\mathbf{a}}\left[i-1\right]$ is out of order: $i=〈\mathit{\text{value}}〉$.
On entry, the location (${\mathbf{irow}}\left[\mathit{I}-1\right],{\mathbf{icol}}\left[\mathit{I}-1\right]$) is a duplicate: $\mathit{I}=〈\mathit{\text{value}}〉$. Consider calling nag_sparse_sym_sort (f11zbc) to reorder and sum or remove duplicates.

7Accuracy

The computed vector $y$ satisfies the error bound
 $y-Ax∞≤cnεA∞x∞,$
where $c\left(n\right)$ is a modest linear function of $n$, and $\epsilon$ is the machine precision.

8Parallelism and Performance

nag_sparse_sym_matvec (f11xec) is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
nag_sparse_sym_matvec (f11xec) makes calls to BLAS and/or LAPACK routines, which may be threaded within the vendor library used by this implementation. Consult the documentation for the vendor library for further information.
Please consult the x06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this function. Please also consult the Users' Note for your implementation for any additional implementation-specific information.

9.1Timing

The time taken for a call to nag_sparse_sym_matvec (f11xec) is proportional to nnz.

9.2Use of check

It is expected that a common use of nag_sparse_sym_matvec (f11xec) will be to compute the matrix-vector product required in the application of nag_sparse_sym_basic_solver (f11gec) to sparse symmetric linear systems. In this situation nag_sparse_sym_matvec (f11xec) is likely to be called many times with the same matrix $A$. In the interests of both reliability and efficiency you are recommended to set ${\mathbf{check}}=\mathrm{Nag_SparseSym_Check}$ for the first of such calls, and to set ${\mathbf{check}}=\mathrm{Nag_SparseSym_NoCheck}$ for all subsequent calls.

10Example

This example reads in a symmetric positive definite sparse matrix $A$ and a vector $x$. It then calls nag_sparse_sym_matvec (f11xec) to compute the matrix-vector product $y=Ax$.

10.1Program Text

Program Text (f11xece.c)

10.2Program Data

Program Data (f11xece.d)

10.3Program Results

Program Results (f11xece.r)

© The Numerical Algorithms Group Ltd, Oxford, UK. 2017