Applications

Linear algebra is often the kernel of most numerical computations. It deals with vectors and matrices and simple operations like addition and multiplication on these objects. Vectors are one-dimensional arrays of say n real or complex numbers x0, x1, . . . , xn−1. We denote such a vector by x and think of it as a column vector, On a sequential computer, these numbers occupy n consecutive memory locations. This is also true, at least conceptually, on a shared memory multiprocessor computer. On distributed memory multicomputers, the primary issue is how to distribute vectors on the memory of the processors involved in the computation. Matrices are two-dimensional arrays of the form The n · m real (complex) matrix elements aij are stored in n · m (respectively 2 · n ·m if complex datatype is available) consecutive memory locations. This is achieved by either stacking the columns on top of each other or by appending row after row. The former is called column-major, the latter row-major order. The actual procedure depends on the programming language. In Fortran, matrices are stored in column-major order, in C in row-major order. There is no principal difference, but for writing efficient programs one has to respect how matrices are laid out. To be consistent with the libraries that we will use that are mostly written in Fortran, we will explicitly program in column-major order. Thus, the matrix element aij of the m×n matrix A is located i+j · m memory locations after a00. Therefore, in our C codes we will write a[i+j*m]. Notice that there is no such simple procedure for determining the memory location of an element of a sparse matrix. In Section 2.3, we outline data descriptors to handle sparse matrices. In this and later chapters we deal with one of the simplest operations one wants to do with vectors and matrices: the so-called saxpy operation (2.3). In Tables 2.1 and 2.2 are listed some of the acronyms and conventions for the basic linear algebra subprograms discussed in this book.