Developer Reference for Intel® oneAPI Math Kernel Library - C

Developer Reference

  • 0.9
  • 09/09/2020
  • Public Content
Contents

mkl_?getrfnpi

Performs LU factorization (complete or incomplete) of a general matrix without pivoting.

Syntax

lapack_int LAPACKE_mkl_sgetrfnpi
(
int
matrix_layout
,
lapack_int
m
,
lapack_int
n
,
lapack_int
nfact
,
float*
a
,
lapack_int
lda
);
lapack_int LAPACKE_mkl_dgetrfnpi
(
int
matrix_layout
,
lapack_int
m
,
lapack_int
n
,
lapack_int
nfact
,
double*
a
,
lapack_int
lda
);
lapack_int LAPACKE_mkl_cgetrfnpi
(
int
matrix_layout
,
lapack_int
m
,
lapack_int
n
,
lapack_int
nfact
,
lapack_complex_float*
a
,
lapack_int
lda
);
lapack_int LAPACKE_mkl_zgetrfnpi
(
int
matrix_layout
,
lapack_int
m
,
lapack_int
n
,
lapack_int
nfact
,
lapack_complex_double*
a
,
lapack_int
lda
);
Include Files
  • mkl.h
Description
The routine computes the LU factorization of a general
m
-by-
n
 matrix
A
 without using pivoting. It supports incomplete factorization. The factorization has the form:
A
 =
L
*
U
,
where
L
 is lower triangular with unit diagonal elements (lower trapezoidal if
m
 >
n
) and
U
 is upper triangular (upper trapezoidal if
m
 <
n
).
Incomplete factorization has the form:
where
L
 is lower trapezoidal with unit diagonal elements,
U
 is upper trapezoidal, and is the unfactored part of matrix
A
. See the application notes section for further details.
Use
?getrf
 if it is possible that the matrix is not diagonal dominant.
Input Parameters
A
<datatype>
 placeholder, if present, is used for the C interface data types in the C interface section above. See C Interface Conventions for the C interface principal conventions and type definitions.
matrix_layout
Specifies whether matrix storage layout is row major (
LAPACK_ROW_MAJOR
) or column major (
LAPACK_COL_MAJOR
).
m
The number of rows in matrix
A
;
m
≥
 0.
n
The number of columns in matrix
A
;
n
≥
 0.
nfact
The number of rows and columns to factor; 0
≤
nfact
≤
 min(
m
,
n
). Note that if
nfact
 < min(
m
,
n
), incomplete factorization is performed.
a
Array of size
at least
lda
*
n
 for column major layout and at least
lda
*
m
 for row major layout
. Contains the matrix
A
.
lda
The leading dimension of array
a
.
lda
≥
 max(1,
m
)
for column major layout and
lda
≥
 max(1,
n
) for row major layout
.
Output Parameters
a
Overwritten by
L
 and
U
. The unit diagonal elements of
L
 are not stored.
When incomplete factorization is specified by setting
nfact
 < min(
m
,
n
),
a
 also contains the unfactored submatrix . See the application notes section for further details.
Return Values
This function returns a value
info
.
If
info
=0, the execution is successful.
If
info
 = -
i
, the
i
-th parameter had an illegal value.
If
info
 =
i
,
u
ii
 is 0. The requested factorization has been completed, but
U
 is exactly singular. Division by 0 will occur if factorization is completed and factor
U
 is used for solving a system of linear equations.
Application Notes
The computed
L
 and
U
 are the exact factors of a perturbed matrix
A
 +
E
, with 
|E| ≤ c(min(m, n))ε |L||U|
where
c
(
n
)
 is a modest linear function of
n
, and
ε
 is the machine precision.
The approximate number of floating-point operations for real flavors is
(2/3)
n
3
If
m
 =
n
 =
nfact
(1/3)
n
2
(3
m
-
n
)
If
m
>
n
 =
nfact
(1/3)
m
2
(3
n
-
m
)
If
m
 =
nfact
<
n
(2/3)
n
3
 - (
n
-
nfact
)
3
If
m
 =
n
,
nfact
<
 min(
m
,
n
)
(1/3)(
n
2
(3
m
-
n
) - (
n
-
nfact
)
2
(3
m
 - 2
nfact
 -
n
))
If
m
>
n
 >
nfact
(1/3)(
m
2
(3
n
-
m
) - (
m
-
nfact
)
2
(3
n
 - 2
nfact
 -
m
))
If
nfact
 <
m
 <
n
The number of operations for complex flavors is four times greater.
When incomplete factorization is specified, the first
nfact
 rows and columns are factored, with the update of the remaining rows and columns of
A
 as follows:
If matrix
A
 is represented as a block 2-by-2 matrix:
where
  • A
    11
     is a square matrix of order
    nfact
    ,
  • A
    21
     is an (
    m
     -
    nfact
    )-by-
    nfact
     matrix,
  • A
    12
     is an
    nfact
    -by-(
    n
     -
    nfact
    ) matrix, and
  • A
    22
     is an (
    m
     -
    nfact
    )-by-(
    n
     -
    nfact
    ) matrix.
The result is
L
1
 is a lower triangular square matrix of order
nfact
 with unit diagonal and
U
1
 is an upper triangular square matrix of order
nfact
.
L
1
 and
U
1
 result from LU factorization of matrix
A
11
:
A
11
 =
L
1
U
1
.
L
2
 is an (
m
 -
nfact
)-by-
nfact
 matrix and
L
2
 =
A
21
U
1
-1
.
U
2
 is an
nfact
-by-(
n
 -
nfact
) matrix and
U
2
 =
L
1
-1
A
12
.
is an (
m
 -
nfact
)-by-(
n
 -
nfact
) matrix and =
A
22
 -
L
2
U
2
.
On exit, elements of the upper triangle
U
1
 are stored in place of the upper triangle of block
A
11
 in array
a
; elements of the lower triangle
L
1
 are stored in the lower triangle of block
A
11
 in array
a
 (unit diagonal elements are not stored). Elements of
L
2
 replace elements of
A
21
;
U
2
 replaces elements of
A
12
 and replaces elements of
A
22
.

Product and Performance Information

1

Intel's compilers may or may not optimize to the same degree for non-Intel microprocessors for optimizations that are not unique to Intel microprocessors. These optimizations include SSE2, SSE3, and SSSE3 instruction sets and other optimizations. Intel does not guarantee the availability, functionality, or effectiveness of any optimization on microprocessors not manufactured by Intel. Microprocessor-dependent optimizations in this product are intended for use with Intel microprocessors. Certain optimizations not specific to Intel microarchitecture are reserved for Intel microprocessors. Please refer to the applicable product User and Reference Guides for more information regarding the specific instruction sets covered by this notice.

Notice revision #20110804