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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/ctgsna.c | |
parent | 01f64c1ecd0d4ffa9e3a74478335f1745f26cc75 (diff) | |
download | ydb-90d450f74722da7859d6f510a869f6c6908fd12f.tar.gz |
[] add metering mode to CLI
Diffstat (limited to 'contrib/libs/clapack/ctgsna.c')
-rw-r--r-- | contrib/libs/clapack/ctgsna.c | 484 |
1 files changed, 484 insertions, 0 deletions
diff --git a/contrib/libs/clapack/ctgsna.c b/contrib/libs/clapack/ctgsna.c new file mode 100644 index 0000000000..d235cdb719 --- /dev/null +++ b/contrib/libs/clapack/ctgsna.c @@ -0,0 +1,484 @@ +/* ctgsna.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; +static complex c_b19 = {1.f,0.f}; +static complex c_b20 = {0.f,0.f}; +static logical c_false = FALSE_; +static integer c__3 = 3; + +/* Subroutine */ int ctgsna_(char *job, char *howmny, logical *select, + integer *n, complex *a, integer *lda, complex *b, integer *ldb, + complex *vl, integer *ldvl, complex *vr, integer *ldvr, real *s, real + *dif, integer *mm, integer *m, complex *work, integer *lwork, integer + *iwork, integer *info) +{ + /* System generated locals */ + integer a_dim1, a_offset, b_dim1, b_offset, vl_dim1, vl_offset, vr_dim1, + vr_offset, i__1; + real r__1, r__2; + complex q__1; + + /* Builtin functions */ + double c_abs(complex *); + + /* Local variables */ + integer i__, k, n1, n2, ks; + real eps, cond; + integer ierr, ifst; + real lnrm; + complex yhax, yhbx; + integer ilst; + real rnrm, scale; + extern /* Complex */ VOID cdotc_(complex *, integer *, complex *, integer + *, complex *, integer *); + extern logical lsame_(char *, char *); + extern /* Subroutine */ int cgemv_(char *, integer *, integer *, complex * +, complex *, integer *, complex *, integer *, complex *, complex * +, integer *); + integer lwmin; + logical wants; + complex dummy[1]; + extern doublereal scnrm2_(integer *, complex *, integer *), slapy2_(real * +, real *); + complex dummy1[1]; + extern /* Subroutine */ int slabad_(real *, real *); + extern doublereal slamch_(char *); + extern /* Subroutine */ int clacpy_(char *, integer *, integer *, complex + *, integer *, complex *, integer *), ctgexc_(logical *, + logical *, integer *, complex *, integer *, complex *, integer *, + complex *, integer *, complex *, integer *, integer *, integer *, + integer *), xerbla_(char *, integer *); + real bignum; + logical wantbh, wantdf, somcon; + extern /* Subroutine */ int ctgsyl_(char *, integer *, integer *, integer + *, complex *, integer *, complex *, integer *, complex *, integer + *, complex *, integer *, complex *, integer *, complex *, integer + *, real *, real *, complex *, integer *, integer *, integer *); + real smlnum; + logical lquery; + + +/* -- LAPACK routine (version 3.2) -- */ +/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */ +/* November 2006 */ + +/* .. Scalar Arguments .. */ +/* .. */ +/* .. Array Arguments .. */ +/* .. */ + +/* Purpose */ +/* ======= */ + +/* CTGSNA estimates reciprocal condition numbers for specified */ +/* eigenvalues and/or eigenvectors of a matrix pair (A, B). */ + +/* (A, B) must be in generalized Schur canonical form, that is, A and */ +/* B are both upper triangular. */ + +/* Arguments */ +/* ========= */ + +/* JOB (input) CHARACTER*1 */ +/* Specifies whether condition numbers are required for */ +/* eigenvalues (S) or eigenvectors (DIF): */ +/* = 'E': for eigenvalues only (S); */ +/* = 'V': for eigenvectors only (DIF); */ +/* = 'B': for both eigenvalues and eigenvectors (S and DIF). */ + +/* HOWMNY (input) CHARACTER*1 */ +/* = 'A': compute condition numbers for all eigenpairs; */ +/* = 'S': compute condition numbers for selected eigenpairs */ +/* specified by the array SELECT. */ + +/* SELECT (input) LOGICAL array, dimension (N) */ +/* If HOWMNY = 'S', SELECT specifies the eigenpairs for which */ +/* condition numbers are required. To select condition numbers */ +/* for the corresponding j-th eigenvalue and/or eigenvector, */ +/* SELECT(j) must be set to .TRUE.. */ +/* If HOWMNY = 'A', SELECT is not referenced. */ + +/* N (input) INTEGER */ +/* The order of the square matrix pair (A, B). N >= 0. */ + +/* A (input) COMPLEX array, dimension (LDA,N) */ +/* The upper triangular matrix A in the pair (A,B). */ + +/* LDA (input) INTEGER */ +/* The leading dimension of the array A. LDA >= max(1,N). */ + +/* B (input) COMPLEX array, dimension (LDB,N) */ +/* The upper triangular matrix B in the pair (A, B). */ + +/* LDB (input) INTEGER */ +/* The leading dimension of the array B. LDB >= max(1,N). */ + +/* VL (input) COMPLEX array, dimension (LDVL,M) */ +/* IF JOB = 'E' or 'B', VL must contain left eigenvectors of */ +/* (A, B), corresponding to the eigenpairs specified by HOWMNY */ +/* and SELECT. The eigenvectors must be stored in consecutive */ +/* columns of VL, as returned by CTGEVC. */ +/* If JOB = 'V', VL is not referenced. */ + +/* LDVL (input) INTEGER */ +/* The leading dimension of the array VL. LDVL >= 1; and */ +/* If JOB = 'E' or 'B', LDVL >= N. */ + +/* VR (input) COMPLEX array, dimension (LDVR,M) */ +/* IF JOB = 'E' or 'B', VR must contain right eigenvectors of */ +/* (A, B), corresponding to the eigenpairs specified by HOWMNY */ +/* and SELECT. The eigenvectors must be stored in consecutive */ +/* columns of VR, as returned by CTGEVC. */ +/* If JOB = 'V', VR is not referenced. */ + +/* LDVR (input) INTEGER */ +/* The leading dimension of the array VR. LDVR >= 1; */ +/* If JOB = 'E' or 'B', LDVR >= N. */ + +/* S (output) REAL array, dimension (MM) */ +/* If JOB = 'E' or 'B', the reciprocal condition numbers of the */ +/* selected eigenvalues, stored in consecutive elements of the */ +/* array. */ +/* If JOB = 'V', S is not referenced. */ + +/* DIF (output) REAL array, dimension (MM) */ +/* If JOB = 'V' or 'B', the estimated reciprocal condition */ +/* numbers of the selected eigenvectors, stored in consecutive */ +/* elements of the array. */ +/* If the eigenvalues cannot be reordered to compute DIF(j), */ +/* DIF(j) is set to 0; this can only occur when the true value */ +/* would be very small anyway. */ +/* For each eigenvalue/vector specified by SELECT, DIF stores */ +/* a Frobenius norm-based estimate of Difl. */ +/* If JOB = 'E', DIF is not referenced. */ + +/* MM (input) INTEGER */ +/* The number of elements in the arrays S and DIF. MM >= M. */ + +/* M (output) INTEGER */ +/* The number of elements of the arrays S and DIF used to store */ +/* the specified condition numbers; for each selected eigenvalue */ +/* one element is used. If HOWMNY = 'A', M is set to N. */ + +/* WORK (workspace/output) COMPLEX array, dimension (MAX(1,LWORK)) */ +/* On exit, if INFO = 0, WORK(1) returns the optimal LWORK. */ + +/* LWORK (input) INTEGER */ +/* The dimension of the array WORK. LWORK >= max(1,N). */ +/* If JOB = 'V' or 'B', LWORK >= max(1,2*N*N). */ + +/* IWORK (workspace) INTEGER array, dimension (N+2) */ +/* If JOB = 'E', IWORK is not referenced. */ + +/* INFO (output) INTEGER */ +/* = 0: Successful exit */ +/* < 0: If INFO = -i, the i-th argument had an illegal value */ + +/* Further Details */ +/* =============== */ + +/* The reciprocal of the condition number of the i-th generalized */ +/* eigenvalue w = (a, b) is defined as */ + +/* S(I) = (|v'Au|**2 + |v'Bu|**2)**(1/2) / (norm(u)*norm(v)) */ + +/* where u and v are the right and left eigenvectors of (A, B) */ +/* corresponding to w; |z| denotes the absolute value of the complex */ +/* number, and norm(u) denotes the 2-norm of the vector u. The pair */ +/* (a, b) corresponds to an eigenvalue w = a/b (= v'Au/v'Bu) of the */ +/* matrix pair (A, B). If both a and b equal zero, then (A,B) is */ +/* singular and S(I) = -1 is returned. */ + +/* An approximate error bound on the chordal distance between the i-th */ +/* computed generalized eigenvalue w and the corresponding exact */ +/* eigenvalue lambda is */ + +/* chord(w, lambda) <= EPS * norm(A, B) / S(I), */ + +/* where EPS is the machine precision. */ + +/* The reciprocal of the condition number of the right eigenvector u */ +/* and left eigenvector v corresponding to the generalized eigenvalue w */ +/* is defined as follows. Suppose */ + +/* (A, B) = ( a * ) ( b * ) 1 */ +/* ( 0 A22 ),( 0 B22 ) n-1 */ +/* 1 n-1 1 n-1 */ + +/* Then the reciprocal condition number DIF(I) is */ + +/* Difl[(a, b), (A22, B22)] = sigma-min( Zl ) */ + +/* where sigma-min(Zl) denotes the smallest singular value of */ + +/* Zl = [ kron(a, In-1) -kron(1, A22) ] */ +/* [ kron(b, In-1) -kron(1, B22) ]. */ + +/* Here In-1 is the identity matrix of size n-1 and X' is the conjugate */ +/* transpose of X. kron(X, Y) is the Kronecker product between the */ +/* matrices X and Y. */ + +/* We approximate the smallest singular value of Zl with an upper */ +/* bound. This is done by CLATDF. */ + +/* An approximate error bound for a computed eigenvector VL(i) or */ +/* VR(i) is given by */ + +/* EPS * norm(A, B) / DIF(i). */ + +/* See ref. [2-3] for more details and further references. */ + +/* Based on contributions by */ +/* Bo Kagstrom and Peter Poromaa, Department of Computing Science, */ +/* Umea University, S-901 87 Umea, Sweden. */ + +/* References */ +/* ========== */ + +/* [1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the */ +/* Generalized Real Schur Form of a Regular Matrix Pair (A, B), in */ +/* M.S. Moonen et al (eds), Linear Algebra for Large Scale and */ +/* Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218. */ + +/* [2] B. Kagstrom and P. Poromaa; Computing Eigenspaces with Specified */ +/* Eigenvalues of a Regular Matrix Pair (A, B) and Condition */ +/* Estimation: Theory, Algorithms and Software, Report */ +/* UMINF - 94.04, Department of Computing Science, Umea University, */ +/* S-901 87 Umea, Sweden, 1994. Also as LAPACK Working Note 87. */ +/* To appear in Numerical Algorithms, 1996. */ + +/* [3] B. Kagstrom and P. Poromaa, LAPACK-Style Algorithms and Software */ +/* for Solving the Generalized Sylvester Equation and Estimating the */ +/* Separation between Regular Matrix Pairs, Report UMINF - 93.23, */ +/* Department of Computing Science, Umea University, S-901 87 Umea, */ +/* Sweden, December 1993, Revised April 1994, Also as LAPACK Working */ +/* Note 75. */ +/* To appear in ACM Trans. on Math. Software, Vol 22, No 1, 1996. */ + +/* ===================================================================== */ + +/* .. Parameters .. */ +/* .. */ +/* .. Local Scalars .. */ +/* .. */ +/* .. Local Arrays .. */ +/* .. */ +/* .. External Functions .. */ +/* .. */ +/* .. External Subroutines .. */ +/* .. */ +/* .. Intrinsic Functions .. */ +/* .. */ +/* .. Executable Statements .. */ + +/* Decode and test the input parameters */ + + /* Parameter adjustments */ + --select; + a_dim1 = *lda; + a_offset = 1 + a_dim1; + a -= a_offset; + b_dim1 = *ldb; + b_offset = 1 + b_dim1; + b -= b_offset; + vl_dim1 = *ldvl; + vl_offset = 1 + vl_dim1; + vl -= vl_offset; + vr_dim1 = *ldvr; + vr_offset = 1 + vr_dim1; + vr -= vr_offset; + --s; + --dif; + --work; + --iwork; + + /* Function Body */ + wantbh = lsame_(job, "B"); + wants = lsame_(job, "E") || wantbh; + wantdf = lsame_(job, "V") || wantbh; + + somcon = lsame_(howmny, "S"); + + *info = 0; + lquery = *lwork == -1; + + if (! wants && ! wantdf) { + *info = -1; + } else if (! lsame_(howmny, "A") && ! somcon) { + *info = -2; + } else if (*n < 0) { + *info = -4; + } else if (*lda < max(1,*n)) { + *info = -6; + } else if (*ldb < max(1,*n)) { + *info = -8; + } else if (wants && *ldvl < *n) { + *info = -10; + } else if (wants && *ldvr < *n) { + *info = -12; + } else { + +/* Set M to the number of eigenpairs for which condition numbers */ +/* are required, and test MM. */ + + if (somcon) { + *m = 0; + i__1 = *n; + for (k = 1; k <= i__1; ++k) { + if (select[k]) { + ++(*m); + } +/* L10: */ + } + } else { + *m = *n; + } + + if (*n == 0) { + lwmin = 1; + } else if (lsame_(job, "V") || lsame_(job, + "B")) { + lwmin = (*n << 1) * *n; + } else { + lwmin = *n; + } + work[1].r = (real) lwmin, work[1].i = 0.f; + + if (*mm < *m) { + *info = -15; + } else if (*lwork < lwmin && ! lquery) { + *info = -18; + } + } + + if (*info != 0) { + i__1 = -(*info); + xerbla_("CTGSNA", &i__1); + return 0; + } else if (lquery) { + return 0; + } + +/* Quick return if possible */ + + if (*n == 0) { + return 0; + } + +/* Get machine constants */ + + eps = slamch_("P"); + smlnum = slamch_("S") / eps; + bignum = 1.f / smlnum; + slabad_(&smlnum, &bignum); + ks = 0; + i__1 = *n; + for (k = 1; k <= i__1; ++k) { + +/* Determine whether condition numbers are required for the k-th */ +/* eigenpair. */ + + if (somcon) { + if (! select[k]) { + goto L20; + } + } + + ++ks; + + if (wants) { + +/* Compute the reciprocal condition number of the k-th */ +/* eigenvalue. */ + + rnrm = scnrm2_(n, &vr[ks * vr_dim1 + 1], &c__1); + lnrm = scnrm2_(n, &vl[ks * vl_dim1 + 1], &c__1); + cgemv_("N", n, n, &c_b19, &a[a_offset], lda, &vr[ks * vr_dim1 + 1] +, &c__1, &c_b20, &work[1], &c__1); + cdotc_(&q__1, n, &work[1], &c__1, &vl[ks * vl_dim1 + 1], &c__1); + yhax.r = q__1.r, yhax.i = q__1.i; + cgemv_("N", n, n, &c_b19, &b[b_offset], ldb, &vr[ks * vr_dim1 + 1] +, &c__1, &c_b20, &work[1], &c__1); + cdotc_(&q__1, n, &work[1], &c__1, &vl[ks * vl_dim1 + 1], &c__1); + yhbx.r = q__1.r, yhbx.i = q__1.i; + r__1 = c_abs(&yhax); + r__2 = c_abs(&yhbx); + cond = slapy2_(&r__1, &r__2); + if (cond == 0.f) { + s[ks] = -1.f; + } else { + s[ks] = cond / (rnrm * lnrm); + } + } + + if (wantdf) { + if (*n == 1) { + r__1 = c_abs(&a[a_dim1 + 1]); + r__2 = c_abs(&b[b_dim1 + 1]); + dif[ks] = slapy2_(&r__1, &r__2); + } else { + +/* Estimate the reciprocal condition number of the k-th */ +/* eigenvectors. */ + +/* Copy the matrix (A, B) to the array WORK and move the */ +/* (k,k)th pair to the (1,1) position. */ + + clacpy_("Full", n, n, &a[a_offset], lda, &work[1], n); + clacpy_("Full", n, n, &b[b_offset], ldb, &work[*n * *n + 1], + n); + ifst = k; + ilst = 1; + + ctgexc_(&c_false, &c_false, n, &work[1], n, &work[*n * *n + 1] +, n, dummy, &c__1, dummy1, &c__1, &ifst, &ilst, &ierr) + ; + + if (ierr > 0) { + +/* Ill-conditioned problem - swap rejected. */ + + dif[ks] = 0.f; + } else { + +/* Reordering successful, solve generalized Sylvester */ +/* equation for R and L, */ +/* A22 * R - L * A11 = A12 */ +/* B22 * R - L * B11 = B12, */ +/* and compute estimate of Difl[(A11,B11), (A22, B22)]. */ + + n1 = 1; + n2 = *n - n1; + i__ = *n * *n + 1; + ctgsyl_("N", &c__3, &n2, &n1, &work[*n * n1 + n1 + 1], n, + &work[1], n, &work[n1 + 1], n, &work[*n * n1 + n1 + + i__], n, &work[i__], n, &work[n1 + i__], n, & + scale, &dif[ks], dummy, &c__1, &iwork[1], &ierr); + } + } + } + +L20: + ; + } + work[1].r = (real) lwmin, work[1].i = 0.f; + return 0; + +/* End of CTGSNA */ + +} /* ctgsna_ */ |