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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/csyequb.c | |
parent | 01f64c1ecd0d4ffa9e3a74478335f1745f26cc75 (diff) | |
download | ydb-90d450f74722da7859d6f510a869f6c6908fd12f.tar.gz |
[] add metering mode to CLI
Diffstat (limited to 'contrib/libs/clapack/csyequb.c')
-rw-r--r-- | contrib/libs/clapack/csyequb.c | 451 |
1 files changed, 451 insertions, 0 deletions
diff --git a/contrib/libs/clapack/csyequb.c b/contrib/libs/clapack/csyequb.c new file mode 100644 index 0000000000..d2e20e34ca --- /dev/null +++ b/contrib/libs/clapack/csyequb.c @@ -0,0 +1,451 @@ +/* csyequb.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 csyequb_(char *uplo, integer *n, complex *a, integer * + lda, real *s, real *scond, real *amax, complex *work, integer *info) +{ + /* System generated locals */ + integer a_dim1, a_offset, i__1, i__2, i__3, i__4, i__5; + real r__1, r__2, r__3, r__4; + doublereal d__1; + complex q__1, q__2, q__3, q__4; + + /* Builtin functions */ + double r_imag(complex *), sqrt(doublereal), log(doublereal), pow_ri(real * + , integer *); + + /* Local variables */ + real d__; + integer i__, j; + real t, u, c0, c1, c2, si; + logical up; + real avg, std, tol, base; + integer iter; + real smin, smax, scale; + extern logical lsame_(char *, char *); + real sumsq; + extern doublereal slamch_(char *); + extern /* Subroutine */ int xerbla_(char *, integer *); + real bignum; + extern /* Subroutine */ int classq_(integer *, complex *, integer *, real + *, real *); + real smlnum; + + +/* -- LAPACK routine (version 3.2) -- */ +/* -- Contributed by James Demmel, Deaglan Halligan, Yozo Hida and -- */ +/* -- Jason Riedy of Univ. of California Berkeley. -- */ +/* -- November 2008 -- */ + +/* -- LAPACK is a software package provided by Univ. of Tennessee, -- */ +/* -- Univ. of California Berkeley and NAG Ltd. -- */ + +/* .. */ +/* .. Scalar Arguments .. */ +/* .. */ +/* .. Array Arguments .. */ +/* .. */ + +/* Purpose */ +/* ======= */ + +/* CSYEQUB computes row and column scalings intended to equilibrate a */ +/* symmetric matrix A and reduce its condition number */ +/* (with respect to the two-norm). S contains the scale factors, */ +/* S(i) = 1/sqrt(A(i,i)), chosen so that the scaled matrix B with */ +/* elements B(i,j) = S(i)*A(i,j)*S(j) has ones on the diagonal. This */ +/* choice of S puts the condition number of B within a factor N of the */ +/* smallest possible condition number over all possible diagonal */ +/* scalings. */ + +/* Arguments */ +/* ========= */ + +/* N (input) INTEGER */ +/* The order of the matrix A. N >= 0. */ + +/* A (input) COMPLEX array, dimension (LDA,N) */ +/* The N-by-N symmetric matrix whose scaling */ +/* factors are to be computed. Only the diagonal elements of A */ +/* are referenced. */ + +/* LDA (input) INTEGER */ +/* The leading dimension of the array A. LDA >= max(1,N). */ + +/* S (output) REAL array, dimension (N) */ +/* If INFO = 0, S contains the scale factors for A. */ + +/* SCOND (output) REAL */ +/* If INFO = 0, S contains the ratio of the smallest S(i) to */ +/* the largest S(i). If SCOND >= 0.1 and AMAX is neither too */ +/* large nor too small, it is not worth scaling by S. */ + +/* AMAX (output) REAL */ +/* Absolute value of largest matrix element. If AMAX is very */ +/* close to overflow or very close to underflow, the matrix */ +/* should be scaled. */ +/* INFO (output) INTEGER */ +/* = 0: successful exit */ +/* < 0: if INFO = -i, the i-th argument had an illegal value */ +/* > 0: if INFO = i, the i-th diagonal element is nonpositive. */ + +/* Further Details */ +/* ======= ======= */ + +/* Reference: Livne, O.E. and Golub, G.H., "Scaling by Binormalization", */ +/* Numerical Algorithms, vol. 35, no. 1, pp. 97-120, January 2004. */ +/* DOI 10.1023/B:NUMA.0000016606.32820.69 */ +/* Tech report version: http://ruready.utah.edu/archive/papers/bin.pdf */ + +/* ===================================================================== */ + +/* .. Parameters .. */ +/* .. */ +/* .. Local Scalars .. */ +/* .. */ +/* .. External Functions .. */ +/* .. */ +/* .. External Subroutines .. */ +/* .. */ +/* .. Statement Functions .. */ +/* .. */ +/* Statement Function Definitions */ +/* .. */ +/* .. Executable Statements .. */ + +/* Test the input parameters. */ + + /* Parameter adjustments */ + a_dim1 = *lda; + a_offset = 1 + a_dim1; + a -= a_offset; + --s; + --work; + + /* Function Body */ + *info = 0; + if (! (lsame_(uplo, "U") || lsame_(uplo, "L"))) { + *info = -1; + } else if (*n < 0) { + *info = -2; + } else if (*lda < max(1,*n)) { + *info = -4; + } + if (*info != 0) { + i__1 = -(*info); + xerbla_("CSYEQUB", &i__1); + return 0; + } + up = lsame_(uplo, "U"); + *amax = 0.f; + +/* Quick return if possible. */ + + if (*n == 0) { + *scond = 1.f; + return 0; + } + i__1 = *n; + for (i__ = 1; i__ <= i__1; ++i__) { + s[i__] = 0.f; + } + *amax = 0.f; + if (up) { + i__1 = *n; + for (j = 1; j <= i__1; ++j) { + i__2 = j - 1; + for (i__ = 1; i__ <= i__2; ++i__) { +/* Computing MAX */ + i__3 = i__ + j * a_dim1; + r__3 = s[i__], r__4 = (r__1 = a[i__3].r, dabs(r__1)) + (r__2 = + r_imag(&a[i__ + j * a_dim1]), dabs(r__2)); + s[i__] = dmax(r__3,r__4); +/* Computing MAX */ + i__3 = i__ + j * a_dim1; + r__3 = s[j], r__4 = (r__1 = a[i__3].r, dabs(r__1)) + (r__2 = + r_imag(&a[i__ + j * a_dim1]), dabs(r__2)); + s[j] = dmax(r__3,r__4); +/* Computing MAX */ + i__3 = i__ + j * a_dim1; + r__3 = *amax, r__4 = (r__1 = a[i__3].r, dabs(r__1)) + (r__2 = + r_imag(&a[i__ + j * a_dim1]), dabs(r__2)); + *amax = dmax(r__3,r__4); + } +/* Computing MAX */ + i__2 = j + j * a_dim1; + r__3 = s[j], r__4 = (r__1 = a[i__2].r, dabs(r__1)) + (r__2 = + r_imag(&a[j + j * a_dim1]), dabs(r__2)); + s[j] = dmax(r__3,r__4); +/* Computing MAX */ + i__2 = j + j * a_dim1; + r__3 = *amax, r__4 = (r__1 = a[i__2].r, dabs(r__1)) + (r__2 = + r_imag(&a[j + j * a_dim1]), dabs(r__2)); + *amax = dmax(r__3,r__4); + } + } else { + i__1 = *n; + for (j = 1; j <= i__1; ++j) { +/* Computing MAX */ + i__2 = j + j * a_dim1; + r__3 = s[j], r__4 = (r__1 = a[i__2].r, dabs(r__1)) + (r__2 = + r_imag(&a[j + j * a_dim1]), dabs(r__2)); + s[j] = dmax(r__3,r__4); +/* Computing MAX */ + i__2 = j + j * a_dim1; + r__3 = *amax, r__4 = (r__1 = a[i__2].r, dabs(r__1)) + (r__2 = + r_imag(&a[j + j * a_dim1]), dabs(r__2)); + *amax = dmax(r__3,r__4); + i__2 = *n; + for (i__ = j + 1; i__ <= i__2; ++i__) { +/* Computing MAX */ + i__3 = i__ + j * a_dim1; + r__3 = s[i__], r__4 = (r__1 = a[i__3].r, dabs(r__1)) + (r__2 = + r_imag(&a[i__ + j * a_dim1]), dabs(r__2)); + s[i__] = dmax(r__3,r__4); +/* Computing MAX */ + i__3 = i__ + j * a_dim1; + r__3 = s[j], r__4 = (r__1 = a[i__3].r, dabs(r__1)) + (r__2 = + r_imag(&a[i__ + j * a_dim1]), dabs(r__2)); + s[j] = dmax(r__3,r__4); +/* Computing MAX */ + i__3 = i__ + j * a_dim1; + r__3 = *amax, r__4 = (r__1 = a[i__3].r, dabs(r__1)) + (r__2 = + r_imag(&a[i__ + j * a_dim1]), dabs(r__2)); + *amax = dmax(r__3,r__4); + } + } + } + i__1 = *n; + for (j = 1; j <= i__1; ++j) { + s[j] = 1.f / s[j]; + } + tol = 1.f / sqrt(*n * 2.f); + for (iter = 1; iter <= 100; ++iter) { + scale = 0.f; + sumsq = 0.f; +/* beta = |A|s */ + i__1 = *n; + for (i__ = 1; i__ <= i__1; ++i__) { + i__2 = i__; + work[i__2].r = 0.f, work[i__2].i = 0.f; + } + if (up) { + i__1 = *n; + for (j = 1; j <= i__1; ++j) { + i__2 = j - 1; + for (i__ = 1; i__ <= i__2; ++i__) { + i__3 = i__ + j * a_dim1; + t = (r__1 = a[i__3].r, dabs(r__1)) + (r__2 = r_imag(&a[ + i__ + j * a_dim1]), dabs(r__2)); + i__3 = i__; + i__4 = i__; + i__5 = i__ + j * a_dim1; + r__3 = ((r__1 = a[i__5].r, dabs(r__1)) + (r__2 = r_imag(& + a[i__ + j * a_dim1]), dabs(r__2))) * s[j]; + q__1.r = work[i__4].r + r__3, q__1.i = work[i__4].i; + work[i__3].r = q__1.r, work[i__3].i = q__1.i; + i__3 = j; + i__4 = j; + i__5 = i__ + j * a_dim1; + r__3 = ((r__1 = a[i__5].r, dabs(r__1)) + (r__2 = r_imag(& + a[i__ + j * a_dim1]), dabs(r__2))) * s[i__]; + q__1.r = work[i__4].r + r__3, q__1.i = work[i__4].i; + work[i__3].r = q__1.r, work[i__3].i = q__1.i; + } + i__2 = j; + i__3 = j; + i__4 = j + j * a_dim1; + r__3 = ((r__1 = a[i__4].r, dabs(r__1)) + (r__2 = r_imag(&a[j + + j * a_dim1]), dabs(r__2))) * s[j]; + q__1.r = work[i__3].r + r__3, q__1.i = work[i__3].i; + work[i__2].r = q__1.r, work[i__2].i = q__1.i; + } + } else { + i__1 = *n; + for (j = 1; j <= i__1; ++j) { + i__2 = j; + i__3 = j; + i__4 = j + j * a_dim1; + r__3 = ((r__1 = a[i__4].r, dabs(r__1)) + (r__2 = r_imag(&a[j + + j * a_dim1]), dabs(r__2))) * s[j]; + q__1.r = work[i__3].r + r__3, q__1.i = work[i__3].i; + work[i__2].r = q__1.r, work[i__2].i = q__1.i; + i__2 = *n; + for (i__ = j + 1; i__ <= i__2; ++i__) { + i__3 = i__ + j * a_dim1; + t = (r__1 = a[i__3].r, dabs(r__1)) + (r__2 = r_imag(&a[ + i__ + j * a_dim1]), dabs(r__2)); + i__3 = i__; + i__4 = i__; + i__5 = i__ + j * a_dim1; + r__3 = ((r__1 = a[i__5].r, dabs(r__1)) + (r__2 = r_imag(& + a[i__ + j * a_dim1]), dabs(r__2))) * s[j]; + q__1.r = work[i__4].r + r__3, q__1.i = work[i__4].i; + work[i__3].r = q__1.r, work[i__3].i = q__1.i; + i__3 = j; + i__4 = j; + i__5 = i__ + j * a_dim1; + r__3 = ((r__1 = a[i__5].r, dabs(r__1)) + (r__2 = r_imag(& + a[i__ + j * a_dim1]), dabs(r__2))) * s[i__]; + q__1.r = work[i__4].r + r__3, q__1.i = work[i__4].i; + work[i__3].r = q__1.r, work[i__3].i = q__1.i; + } + } + } +/* avg = s^T beta / n */ + avg = 0.f; + i__1 = *n; + for (i__ = 1; i__ <= i__1; ++i__) { + i__2 = i__; + i__3 = i__; + q__2.r = s[i__2] * work[i__3].r, q__2.i = s[i__2] * work[i__3].i; + q__1.r = avg + q__2.r, q__1.i = q__2.i; + avg = q__1.r; + } + avg /= *n; + std = 0.f; + i__1 = *n << 1; + for (i__ = *n + 1; i__ <= i__1; ++i__) { + i__2 = i__; + i__3 = i__ - *n; + i__4 = i__ - *n; + q__2.r = s[i__3] * work[i__4].r, q__2.i = s[i__3] * work[i__4].i; + q__1.r = q__2.r - avg, q__1.i = q__2.i; + work[i__2].r = q__1.r, work[i__2].i = q__1.i; + } + classq_(n, &work[*n + 1], &c__1, &scale, &sumsq); + std = scale * sqrt(sumsq / *n); + if (std < tol * avg) { + goto L999; + } + i__1 = *n; + for (i__ = 1; i__ <= i__1; ++i__) { + i__2 = i__ + i__ * a_dim1; + t = (r__1 = a[i__2].r, dabs(r__1)) + (r__2 = r_imag(&a[i__ + i__ * + a_dim1]), dabs(r__2)); + si = s[i__]; + c2 = (*n - 1) * t; + i__2 = *n - 2; + i__3 = i__; + r__1 = t * si; + q__2.r = work[i__3].r - r__1, q__2.i = work[i__3].i; + d__1 = (doublereal) i__2; + q__1.r = d__1 * q__2.r, q__1.i = d__1 * q__2.i; + c1 = q__1.r; + r__1 = -(t * si) * si; + i__2 = i__; + d__1 = 2.; + q__4.r = d__1 * work[i__2].r, q__4.i = d__1 * work[i__2].i; + q__3.r = si * q__4.r, q__3.i = si * q__4.i; + q__2.r = r__1 + q__3.r, q__2.i = q__3.i; + r__2 = *n * avg; + q__1.r = q__2.r - r__2, q__1.i = q__2.i; + c0 = q__1.r; + d__ = c1 * c1 - c0 * 4 * c2; + if (d__ <= 0.f) { + *info = -1; + return 0; + } + si = c0 * -2 / (c1 + sqrt(d__)); + d__ = si - s[i__]; + u = 0.f; + if (up) { + i__2 = i__; + for (j = 1; j <= i__2; ++j) { + i__3 = j + i__ * a_dim1; + t = (r__1 = a[i__3].r, dabs(r__1)) + (r__2 = r_imag(&a[j + + i__ * a_dim1]), dabs(r__2)); + u += s[j] * t; + i__3 = j; + i__4 = j; + r__1 = d__ * t; + q__1.r = work[i__4].r + r__1, q__1.i = work[i__4].i; + work[i__3].r = q__1.r, work[i__3].i = q__1.i; + } + i__2 = *n; + for (j = i__ + 1; j <= i__2; ++j) { + i__3 = i__ + j * a_dim1; + t = (r__1 = a[i__3].r, dabs(r__1)) + (r__2 = r_imag(&a[ + i__ + j * a_dim1]), dabs(r__2)); + u += s[j] * t; + i__3 = j; + i__4 = j; + r__1 = d__ * t; + q__1.r = work[i__4].r + r__1, q__1.i = work[i__4].i; + work[i__3].r = q__1.r, work[i__3].i = q__1.i; + } + } else { + i__2 = i__; + for (j = 1; j <= i__2; ++j) { + i__3 = i__ + j * a_dim1; + t = (r__1 = a[i__3].r, dabs(r__1)) + (r__2 = r_imag(&a[ + i__ + j * a_dim1]), dabs(r__2)); + u += s[j] * t; + i__3 = j; + i__4 = j; + r__1 = d__ * t; + q__1.r = work[i__4].r + r__1, q__1.i = work[i__4].i; + work[i__3].r = q__1.r, work[i__3].i = q__1.i; + } + i__2 = *n; + for (j = i__ + 1; j <= i__2; ++j) { + i__3 = j + i__ * a_dim1; + t = (r__1 = a[i__3].r, dabs(r__1)) + (r__2 = r_imag(&a[j + + i__ * a_dim1]), dabs(r__2)); + u += s[j] * t; + i__3 = j; + i__4 = j; + r__1 = d__ * t; + q__1.r = work[i__4].r + r__1, q__1.i = work[i__4].i; + work[i__3].r = q__1.r, work[i__3].i = q__1.i; + } + } + i__2 = i__; + q__4.r = u + work[i__2].r, q__4.i = work[i__2].i; + q__3.r = d__ * q__4.r, q__3.i = d__ * q__4.i; + d__1 = (doublereal) (*n); + q__2.r = q__3.r / d__1, q__2.i = q__3.i / d__1; + q__1.r = avg + q__2.r, q__1.i = q__2.i; + avg = q__1.r; + s[i__] = si; + } + } +L999: + smlnum = slamch_("SAFEMIN"); + bignum = 1.f / smlnum; + smin = bignum; + smax = 0.f; + t = 1.f / sqrt(avg); + base = slamch_("B"); + u = 1.f / log(base); + i__1 = *n; + for (i__ = 1; i__ <= i__1; ++i__) { + i__2 = (integer) (u * log(s[i__] * t)); + s[i__] = pow_ri(&base, &i__2); +/* Computing MIN */ + r__1 = smin, r__2 = s[i__]; + smin = dmin(r__1,r__2); +/* Computing MAX */ + r__1 = smax, r__2 = s[i__]; + smax = dmax(r__1,r__2); + } + *scond = dmax(smin,smlnum) / dmin(smax,bignum); + + return 0; +} /* csyequb_ */ |