Assume that we want to sort a list $S$ of $n$ real numbers. Assume that we are given a black box that can sort $\sqrt n$ real numbers instantly. How much advantage can we gain using this black box?
For example, can we sort the numbers with only $O(\sqrt n)$ calls to the black box? The best algorithm that I have found uses $n$ calls to the black box. But I haven't been able to improve it further. Here is my algorithm which is similar to merge-sort:
First partition the list $S$ into $\sqrt n$ lists $s_1, s_2, ..., s_{\sqrt n}$ with approximately $\sqrt n$ size. Then use $\sqrt n$ calls to the black box to sort these lists. Finally, merge the sorted lists using the black box as follows:
Put the smallest elements of the lists in a new list $L$,
then call the black box to sort it.
The number in $L[1]$ (first and smallest element of $L$) will be
the smallest number in $S$.
We can put it in the first place of the output list.
Assuming the element has been chosen from $s_j$,
we replace $L[1]$ with the second smallest element of sort list $s_j$,
and again run the black box on it to compute the second smallest member of $S$.
We continue till all the elements are sorted. The total number of black box calls for this part will be $n - \sqrt n$. Therefore overall the total number of calls will be $n$.
On the other hand, it looks like we should be able to obtain a lower-bound using the lower-bound on the number comparisons needed for sorting as follows: We can implement the black box using $\sqrt n \lg \sqrt n = \frac{1}{2} \sqrt n \lg n$ comparisons. If we can solve the problem with $o(\sqrt n)$ calls to the black box and merging in linear-time we can sort $n$ real numbers with $o(n \lg n)$ comparisons which is impossible.
I guess we could prove that $\Omega(n)$ is a lower-bound for the number of calls to the black box, since lots of comparisons using in the black box would be shared and therefore are recounted in our argument.
UPDATE: As the the other posts suggest, an $\sqrt n \lg n$ is also achievable.