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author | shmel1k <shmel1k@ydb.tech> | 2022-09-02 12:44:59 +0300 |
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committer | shmel1k <shmel1k@ydb.tech> | 2022-09-02 12:44:59 +0300 |
commit | 90d450f74722da7859d6f510a869f6c6908fd12f (patch) | |
tree | 538c718dedc76cdfe37ad6d01ff250dd930d9278 /contrib/libs/clapack/cggsvd.c | |
parent | 01f64c1ecd0d4ffa9e3a74478335f1745f26cc75 (diff) | |
download | ydb-90d450f74722da7859d6f510a869f6c6908fd12f.tar.gz |
[] add metering mode to CLI
Diffstat (limited to 'contrib/libs/clapack/cggsvd.c')
-rw-r--r-- | contrib/libs/clapack/cggsvd.c | 403 |
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 index 0000000000..9415098a22 --- /dev/null +++ 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_ */ |