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authorshmel1k <shmel1k@ydb.tech>2022-09-02 12:44:59 +0300
committershmel1k <shmel1k@ydb.tech>2022-09-02 12:44:59 +0300
commit90d450f74722da7859d6f510a869f6c6908fd12f (patch)
tree538c718dedc76cdfe37ad6d01ff250dd930d9278 /contrib/libs/clapack/cggsvd.c
parent01f64c1ecd0d4ffa9e3a74478335f1745f26cc75 (diff)
downloadydb-90d450f74722da7859d6f510a869f6c6908fd12f.tar.gz
[] add metering mode to CLI
Diffstat (limited to 'contrib/libs/clapack/cggsvd.c')
-rw-r--r--contrib/libs/clapack/cggsvd.c403
1 files changed, 403 insertions, 0 deletions
diff --git a/contrib/libs/clapack/cggsvd.c b/contrib/libs/clapack/cggsvd.c
new file mode 100644
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+++ b/contrib/libs/clapack/cggsvd.c
@@ -0,0 +1,403 @@
+/* cggsvd.f -- translated by f2c (version 20061008).
+ You must link the resulting object file with libf2c:
+ on Microsoft Windows system, link with libf2c.lib;
+ on Linux or Unix systems, link with .../path/to/libf2c.a -lm
+ or, if you install libf2c.a in a standard place, with -lf2c -lm
+ -- in that order, at the end of the command line, as in
+ cc *.o -lf2c -lm
+ Source for libf2c is in /netlib/f2c/libf2c.zip, e.g.,
+
+ http://www.netlib.org/f2c/libf2c.zip
+*/
+
+#include "f2c.h"
+#include "blaswrap.h"
+
+/* Table of constant values */
+
+static integer c__1 = 1;
+
+/* Subroutine */ int cggsvd_(char *jobu, char *jobv, char *jobq, integer *m,
+ integer *n, integer *p, integer *k, integer *l, complex *a, integer *
+ lda, complex *b, integer *ldb, real *alpha, real *beta, complex *u,
+ integer *ldu, complex *v, integer *ldv, complex *q, integer *ldq,
+ complex *work, real *rwork, integer *iwork, integer *info)
+{
+ /* System generated locals */
+ integer a_dim1, a_offset, b_dim1, b_offset, q_dim1, q_offset, u_dim1,
+ u_offset, v_dim1, v_offset, i__1, i__2;
+
+ /* Local variables */
+ integer i__, j;
+ real ulp;
+ integer ibnd;
+ real tola;
+ integer isub;
+ real tolb, unfl, temp, smax;
+ extern logical lsame_(char *, char *);
+ real anorm, bnorm;
+ logical wantq;
+ extern /* Subroutine */ int scopy_(integer *, real *, integer *, real *,
+ integer *);
+ logical wantu, wantv;
+ extern doublereal clange_(char *, integer *, integer *, complex *,
+ integer *, real *), slamch_(char *);
+ extern /* Subroutine */ int ctgsja_(char *, char *, char *, integer *,
+ integer *, integer *, integer *, integer *, complex *, integer *,
+ complex *, integer *, real *, real *, real *, real *, complex *,
+ integer *, complex *, integer *, complex *, integer *, complex *,
+ integer *, integer *);
+ integer ncycle;
+ extern /* Subroutine */ int xerbla_(char *, integer *), cggsvp_(
+ char *, char *, char *, integer *, integer *, integer *, complex *
+, integer *, complex *, integer *, real *, real *, integer *,
+ integer *, complex *, integer *, complex *, integer *, complex *,
+ integer *, integer *, real *, complex *, complex *, integer *);
+
+
+/* -- LAPACK driver routine (version 3.2) -- */
+/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
+/* November 2006 */
+
+/* .. Scalar Arguments .. */
+/* .. */
+/* .. Array Arguments .. */
+/* .. */
+
+/* Purpose */
+/* ======= */
+
+/* CGGSVD computes the generalized singular value decomposition (GSVD) */
+/* of an M-by-N complex matrix A and P-by-N complex matrix B: */
+
+/* U'*A*Q = D1*( 0 R ), V'*B*Q = D2*( 0 R ) */
+
+/* where U, V and Q are unitary matrices, and Z' means the conjugate */
+/* transpose of Z. Let K+L = the effective numerical rank of the */
+/* matrix (A',B')', then R is a (K+L)-by-(K+L) nonsingular upper */
+/* triangular matrix, D1 and D2 are M-by-(K+L) and P-by-(K+L) "diagonal" */
+/* matrices and of the following structures, respectively: */
+
+/* If M-K-L >= 0, */
+
+/* K L */
+/* D1 = K ( I 0 ) */
+/* L ( 0 C ) */
+/* M-K-L ( 0 0 ) */
+
+/* K L */
+/* D2 = L ( 0 S ) */
+/* P-L ( 0 0 ) */
+
+/* N-K-L K L */
+/* ( 0 R ) = K ( 0 R11 R12 ) */
+/* L ( 0 0 R22 ) */
+/* where */
+
+/* C = diag( ALPHA(K+1), ... , ALPHA(K+L) ), */
+/* S = diag( BETA(K+1), ... , BETA(K+L) ), */
+/* C**2 + S**2 = I. */
+
+/* R is stored in A(1:K+L,N-K-L+1:N) on exit. */
+
+/* If M-K-L < 0, */
+
+/* K M-K K+L-M */
+/* D1 = K ( I 0 0 ) */
+/* M-K ( 0 C 0 ) */
+
+/* K M-K K+L-M */
+/* D2 = M-K ( 0 S 0 ) */
+/* K+L-M ( 0 0 I ) */
+/* P-L ( 0 0 0 ) */
+
+/* N-K-L K M-K K+L-M */
+/* ( 0 R ) = K ( 0 R11 R12 R13 ) */
+/* M-K ( 0 0 R22 R23 ) */
+/* K+L-M ( 0 0 0 R33 ) */
+
+/* where */
+
+/* C = diag( ALPHA(K+1), ... , ALPHA(M) ), */
+/* S = diag( BETA(K+1), ... , BETA(M) ), */
+/* C**2 + S**2 = I. */
+
+/* (R11 R12 R13 ) is stored in A(1:M, N-K-L+1:N), and R33 is stored */
+/* ( 0 R22 R23 ) */
+/* in B(M-K+1:L,N+M-K-L+1:N) on exit. */
+
+/* The routine computes C, S, R, and optionally the unitary */
+/* transformation matrices U, V and Q. */
+
+/* In particular, if B is an N-by-N nonsingular matrix, then the GSVD of */
+/* A and B implicitly gives the SVD of A*inv(B): */
+/* A*inv(B) = U*(D1*inv(D2))*V'. */
+/* If ( A',B')' has orthnormal columns, then the GSVD of A and B is also */
+/* equal to the CS decomposition of A and B. Furthermore, the GSVD can */
+/* be used to derive the solution of the eigenvalue problem: */
+/* A'*A x = lambda* B'*B x. */
+/* In some literature, the GSVD of A and B is presented in the form */
+/* U'*A*X = ( 0 D1 ), V'*B*X = ( 0 D2 ) */
+/* where U and V are orthogonal and X is nonsingular, and D1 and D2 are */
+/* ``diagonal''. The former GSVD form can be converted to the latter */
+/* form by taking the nonsingular matrix X as */
+
+/* X = Q*( I 0 ) */
+/* ( 0 inv(R) ) */
+
+/* Arguments */
+/* ========= */
+
+/* JOBU (input) CHARACTER*1 */
+/* = 'U': Unitary matrix U is computed; */
+/* = 'N': U is not computed. */
+
+/* JOBV (input) CHARACTER*1 */
+/* = 'V': Unitary matrix V is computed; */
+/* = 'N': V is not computed. */
+
+/* JOBQ (input) CHARACTER*1 */
+/* = 'Q': Unitary matrix Q is computed; */
+/* = 'N': Q is not computed. */
+
+/* M (input) INTEGER */
+/* The number of rows of the matrix A. M >= 0. */
+
+/* N (input) INTEGER */
+/* The number of columns of the matrices A and B. N >= 0. */
+
+/* P (input) INTEGER */
+/* The number of rows of the matrix B. P >= 0. */
+
+/* K (output) INTEGER */
+/* L (output) INTEGER */
+/* On exit, K and L specify the dimension of the subblocks */
+/* described in Purpose. */
+/* K + L = effective numerical rank of (A',B')'. */
+
+/* A (input/output) COMPLEX array, dimension (LDA,N) */
+/* On entry, the M-by-N matrix A. */
+/* On exit, A contains the triangular matrix R, or part of R. */
+/* See Purpose for details. */
+
+/* LDA (input) INTEGER */
+/* The leading dimension of the array A. LDA >= max(1,M). */
+
+/* B (input/output) COMPLEX array, dimension (LDB,N) */
+/* On entry, the P-by-N matrix B. */
+/* On exit, B contains part of the triangular matrix R if */
+/* M-K-L < 0. See Purpose for details. */
+
+/* LDB (input) INTEGER */
+/* The leading dimension of the array B. LDB >= max(1,P). */
+
+/* ALPHA (output) REAL array, dimension (N) */
+/* BETA (output) REAL array, dimension (N) */
+/* On exit, ALPHA and BETA contain the generalized singular */
+/* value pairs of A and B; */
+/* ALPHA(1:K) = 1, */
+/* BETA(1:K) = 0, */
+/* and if M-K-L >= 0, */
+/* ALPHA(K+1:K+L) = C, */
+/* BETA(K+1:K+L) = S, */
+/* or if M-K-L < 0, */
+/* ALPHA(K+1:M)= C, ALPHA(M+1:K+L)= 0 */
+/* BETA(K+1:M) = S, BETA(M+1:K+L) = 1 */
+/* and */
+/* ALPHA(K+L+1:N) = 0 */
+/* BETA(K+L+1:N) = 0 */
+
+/* U (output) COMPLEX array, dimension (LDU,M) */
+/* If JOBU = 'U', U contains the M-by-M unitary matrix U. */
+/* If JOBU = 'N', U is not referenced. */
+
+/* LDU (input) INTEGER */
+/* The leading dimension of the array U. LDU >= max(1,M) if */
+/* JOBU = 'U'; LDU >= 1 otherwise. */
+
+/* V (output) COMPLEX array, dimension (LDV,P) */
+/* If JOBV = 'V', V contains the P-by-P unitary matrix V. */
+/* If JOBV = 'N', V is not referenced. */
+
+/* LDV (input) INTEGER */
+/* The leading dimension of the array V. LDV >= max(1,P) if */
+/* JOBV = 'V'; LDV >= 1 otherwise. */
+
+/* Q (output) COMPLEX array, dimension (LDQ,N) */
+/* If JOBQ = 'Q', Q contains the N-by-N unitary matrix Q. */
+/* If JOBQ = 'N', Q is not referenced. */
+
+/* LDQ (input) INTEGER */
+/* The leading dimension of the array Q. LDQ >= max(1,N) if */
+/* JOBQ = 'Q'; LDQ >= 1 otherwise. */
+
+/* WORK (workspace) COMPLEX array, dimension (max(3*N,M,P)+N) */
+
+/* RWORK (workspace) REAL array, dimension (2*N) */
+
+/* IWORK (workspace/output) INTEGER array, dimension (N) */
+/* On exit, IWORK stores the sorting information. More */
+/* precisely, the following loop will sort ALPHA */
+/* for I = K+1, min(M,K+L) */
+/* swap ALPHA(I) and ALPHA(IWORK(I)) */
+/* endfor */
+/* such that ALPHA(1) >= ALPHA(2) >= ... >= ALPHA(N). */
+
+/* INFO (output) INTEGER */
+/* = 0: successful exit. */
+/* < 0: if INFO = -i, the i-th argument had an illegal value. */
+/* > 0: if INFO = 1, the Jacobi-type procedure failed to */
+/* converge. For further details, see subroutine CTGSJA. */
+
+/* Internal Parameters */
+/* =================== */
+
+/* TOLA REAL */
+/* TOLB REAL */
+/* TOLA and TOLB are the thresholds to determine the effective */
+/* rank of (A',B')'. Generally, they are set to */
+/* TOLA = MAX(M,N)*norm(A)*MACHEPS, */
+/* TOLB = MAX(P,N)*norm(B)*MACHEPS. */
+/* The size of TOLA and TOLB may affect the size of backward */
+/* errors of the decomposition. */
+
+/* Further Details */
+/* =============== */
+
+/* 2-96 Based on modifications by */
+/* Ming Gu and Huan Ren, Computer Science Division, University of */
+/* California at Berkeley, USA */
+
+/* ===================================================================== */
+
+/* .. Local Scalars .. */
+/* .. */
+/* .. External Functions .. */
+/* .. */
+/* .. External Subroutines .. */
+/* .. */
+/* .. Intrinsic Functions .. */
+/* .. */
+/* .. Executable Statements .. */
+
+/* Decode and test the input parameters */
+
+ /* Parameter adjustments */
+ a_dim1 = *lda;
+ a_offset = 1 + a_dim1;
+ a -= a_offset;
+ b_dim1 = *ldb;
+ b_offset = 1 + b_dim1;
+ b -= b_offset;
+ --alpha;
+ --beta;
+ u_dim1 = *ldu;
+ u_offset = 1 + u_dim1;
+ u -= u_offset;
+ v_dim1 = *ldv;
+ v_offset = 1 + v_dim1;
+ v -= v_offset;
+ q_dim1 = *ldq;
+ q_offset = 1 + q_dim1;
+ q -= q_offset;
+ --work;
+ --rwork;
+ --iwork;
+
+ /* Function Body */
+ wantu = lsame_(jobu, "U");
+ wantv = lsame_(jobv, "V");
+ wantq = lsame_(jobq, "Q");
+
+ *info = 0;
+ if (! (wantu || lsame_(jobu, "N"))) {
+ *info = -1;
+ } else if (! (wantv || lsame_(jobv, "N"))) {
+ *info = -2;
+ } else if (! (wantq || lsame_(jobq, "N"))) {
+ *info = -3;
+ } else if (*m < 0) {
+ *info = -4;
+ } else if (*n < 0) {
+ *info = -5;
+ } else if (*p < 0) {
+ *info = -6;
+ } else if (*lda < max(1,*m)) {
+ *info = -10;
+ } else if (*ldb < max(1,*p)) {
+ *info = -12;
+ } else if (*ldu < 1 || wantu && *ldu < *m) {
+ *info = -16;
+ } else if (*ldv < 1 || wantv && *ldv < *p) {
+ *info = -18;
+ } else if (*ldq < 1 || wantq && *ldq < *n) {
+ *info = -20;
+ }
+ if (*info != 0) {
+ i__1 = -(*info);
+ xerbla_("CGGSVD", &i__1);
+ return 0;
+ }
+
+/* Compute the Frobenius norm of matrices A and B */
+
+ anorm = clange_("1", m, n, &a[a_offset], lda, &rwork[1]);
+ bnorm = clange_("1", p, n, &b[b_offset], ldb, &rwork[1]);
+
+/* Get machine precision and set up threshold for determining */
+/* the effective numerical rank of the matrices A and B. */
+
+ ulp = slamch_("Precision");
+ unfl = slamch_("Safe Minimum");
+ tola = max(*m,*n) * dmax(anorm,unfl) * ulp;
+ tolb = max(*p,*n) * dmax(bnorm,unfl) * ulp;
+
+ cggsvp_(jobu, jobv, jobq, m, p, n, &a[a_offset], lda, &b[b_offset], ldb, &
+ tola, &tolb, k, l, &u[u_offset], ldu, &v[v_offset], ldv, &q[
+ q_offset], ldq, &iwork[1], &rwork[1], &work[1], &work[*n + 1],
+ info);
+
+/* Compute the GSVD of two upper "triangular" matrices */
+
+ ctgsja_(jobu, jobv, jobq, m, p, n, k, l, &a[a_offset], lda, &b[b_offset],
+ ldb, &tola, &tolb, &alpha[1], &beta[1], &u[u_offset], ldu, &v[
+ v_offset], ldv, &q[q_offset], ldq, &work[1], &ncycle, info);
+
+/* Sort the singular values and store the pivot indices in IWORK */
+/* Copy ALPHA to RWORK, then sort ALPHA in RWORK */
+
+ scopy_(n, &alpha[1], &c__1, &rwork[1], &c__1);
+/* Computing MIN */
+ i__1 = *l, i__2 = *m - *k;
+ ibnd = min(i__1,i__2);
+ i__1 = ibnd;
+ for (i__ = 1; i__ <= i__1; ++i__) {
+
+/* Scan for largest ALPHA(K+I) */
+
+ isub = i__;
+ smax = rwork[*k + i__];
+ i__2 = ibnd;
+ for (j = i__ + 1; j <= i__2; ++j) {
+ temp = rwork[*k + j];
+ if (temp > smax) {
+ isub = j;
+ smax = temp;
+ }
+/* L10: */
+ }
+ if (isub != i__) {
+ rwork[*k + isub] = rwork[*k + i__];
+ rwork[*k + i__] = smax;
+ iwork[*k + i__] = *k + isub;
+ } else {
+ iwork[*k + i__] = *k + i__;
+ }
+/* L20: */
+ }
+
+ return 0;
+
+/* End of CGGSVD */
+
+} /* cggsvd_ */