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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/dgelsx.c
parent01f64c1ecd0d4ffa9e3a74478335f1745f26cc75 (diff)
downloadydb-90d450f74722da7859d6f510a869f6c6908fd12f.tar.gz
[] add metering mode to CLI
Diffstat (limited to 'contrib/libs/clapack/dgelsx.c')
-rw-r--r--contrib/libs/clapack/dgelsx.c438
1 files changed, 438 insertions, 0 deletions
diff --git a/contrib/libs/clapack/dgelsx.c b/contrib/libs/clapack/dgelsx.c
new file mode 100644
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+++ b/contrib/libs/clapack/dgelsx.c
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+/* dgelsx.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__0 = 0;
+static doublereal c_b13 = 0.;
+static integer c__2 = 2;
+static integer c__1 = 1;
+static doublereal c_b36 = 1.;
+
+/* Subroutine */ int dgelsx_(integer *m, integer *n, integer *nrhs,
+ doublereal *a, integer *lda, doublereal *b, integer *ldb, integer *
+ jpvt, doublereal *rcond, integer *rank, doublereal *work, integer *
+ info)
+{
+ /* System generated locals */
+ integer a_dim1, a_offset, b_dim1, b_offset, i__1, i__2;
+ doublereal d__1;
+
+ /* Local variables */
+ integer i__, j, k;
+ doublereal c1, c2, s1, s2, t1, t2;
+ integer mn;
+ doublereal anrm, bnrm, smin, smax;
+ integer iascl, ibscl, ismin, ismax;
+ extern /* Subroutine */ int dtrsm_(char *, char *, char *, char *,
+ integer *, integer *, doublereal *, doublereal *, integer *,
+ doublereal *, integer *), dlaic1_(
+ integer *, integer *, doublereal *, doublereal *, doublereal *,
+ doublereal *, doublereal *, doublereal *, doublereal *), dorm2r_(
+ char *, char *, integer *, integer *, integer *, doublereal *,
+ integer *, doublereal *, doublereal *, integer *, doublereal *,
+ integer *), dlabad_(doublereal *, doublereal *);
+ extern doublereal dlamch_(char *), dlange_(char *, integer *,
+ integer *, doublereal *, integer *, doublereal *);
+ extern /* Subroutine */ int dlascl_(char *, integer *, integer *,
+ doublereal *, doublereal *, integer *, integer *, doublereal *,
+ integer *, integer *), dgeqpf_(integer *, integer *,
+ doublereal *, integer *, integer *, doublereal *, doublereal *,
+ integer *), dlaset_(char *, integer *, integer *, doublereal *,
+ doublereal *, doublereal *, integer *), xerbla_(char *,
+ integer *);
+ doublereal bignum;
+ extern /* Subroutine */ int dlatzm_(char *, integer *, integer *,
+ doublereal *, integer *, doublereal *, doublereal *, doublereal *,
+ integer *, doublereal *);
+ doublereal sminpr, smaxpr, smlnum;
+ extern /* Subroutine */ int dtzrqf_(integer *, integer *, doublereal *,
+ integer *, doublereal *, integer *);
+
+
+/* -- LAPACK driver routine (version 3.2) -- */
+/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
+/* November 2006 */
+
+/* .. Scalar Arguments .. */
+/* .. */
+/* .. Array Arguments .. */
+/* .. */
+
+/* Purpose */
+/* ======= */
+
+/* This routine is deprecated and has been replaced by routine DGELSY. */
+
+/* DGELSX computes the minimum-norm solution to a real linear least */
+/* squares problem: */
+/* minimize || A * X - B || */
+/* using a complete orthogonal factorization of A. A is an M-by-N */
+/* matrix which may be rank-deficient. */
+
+/* Several right hand side vectors b and solution vectors x can be */
+/* handled in a single call; they are stored as the columns of the */
+/* M-by-NRHS right hand side matrix B and the N-by-NRHS solution */
+/* matrix X. */
+
+/* The routine first computes a QR factorization with column pivoting: */
+/* A * P = Q * [ R11 R12 ] */
+/* [ 0 R22 ] */
+/* with R11 defined as the largest leading submatrix whose estimated */
+/* condition number is less than 1/RCOND. The order of R11, RANK, */
+/* is the effective rank of A. */
+
+/* Then, R22 is considered to be negligible, and R12 is annihilated */
+/* by orthogonal transformations from the right, arriving at the */
+/* complete orthogonal factorization: */
+/* A * P = Q * [ T11 0 ] * Z */
+/* [ 0 0 ] */
+/* The minimum-norm solution is then */
+/* X = P * Z' [ inv(T11)*Q1'*B ] */
+/* [ 0 ] */
+/* where Q1 consists of the first RANK columns of Q. */
+
+/* Arguments */
+/* ========= */
+
+/* M (input) INTEGER */
+/* The number of rows of the matrix A. M >= 0. */
+
+/* N (input) INTEGER */
+/* The number of columns of the matrix A. N >= 0. */
+
+/* NRHS (input) INTEGER */
+/* The number of right hand sides, i.e., the number of */
+/* columns of matrices B and X. NRHS >= 0. */
+
+/* A (input/output) DOUBLE PRECISION array, dimension (LDA,N) */
+/* On entry, the M-by-N matrix A. */
+/* On exit, A has been overwritten by details of its */
+/* complete orthogonal factorization. */
+
+/* LDA (input) INTEGER */
+/* The leading dimension of the array A. LDA >= max(1,M). */
+
+/* B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS) */
+/* On entry, the M-by-NRHS right hand side matrix B. */
+/* On exit, the N-by-NRHS solution matrix X. */
+/* If m >= n and RANK = n, the residual sum-of-squares for */
+/* the solution in the i-th column is given by the sum of */
+/* squares of elements N+1:M in that column. */
+
+/* LDB (input) INTEGER */
+/* The leading dimension of the array B. LDB >= max(1,M,N). */
+
+/* JPVT (input/output) INTEGER array, dimension (N) */
+/* On entry, if JPVT(i) .ne. 0, the i-th column of A is an */
+/* initial column, otherwise it is a free column. Before */
+/* the QR factorization of A, all initial columns are */
+/* permuted to the leading positions; only the remaining */
+/* free columns are moved as a result of column pivoting */
+/* during the factorization. */
+/* On exit, if JPVT(i) = k, then the i-th column of A*P */
+/* was the k-th column of A. */
+
+/* RCOND (input) DOUBLE PRECISION */
+/* RCOND is used to determine the effective rank of A, which */
+/* is defined as the order of the largest leading triangular */
+/* submatrix R11 in the QR factorization with pivoting of A, */
+/* whose estimated condition number < 1/RCOND. */
+
+/* RANK (output) INTEGER */
+/* The effective rank of A, i.e., the order of the submatrix */
+/* R11. This is the same as the order of the submatrix T11 */
+/* in the complete orthogonal factorization of A. */
+
+/* WORK (workspace) DOUBLE PRECISION array, dimension */
+/* (max( min(M,N)+3*N, 2*min(M,N)+NRHS )), */
+
+/* INFO (output) INTEGER */
+/* = 0: successful exit */
+/* < 0: if INFO = -i, the i-th argument had an illegal value */
+
+/* ===================================================================== */
+
+/* .. Parameters .. */
+/* .. */
+/* .. Local Scalars .. */
+/* .. */
+/* .. External Functions .. */
+/* .. */
+/* .. External Subroutines .. */
+/* .. */
+/* .. Intrinsic Functions .. */
+/* .. */
+/* .. Executable Statements .. */
+
+ /* Parameter adjustments */
+ a_dim1 = *lda;
+ a_offset = 1 + a_dim1;
+ a -= a_offset;
+ b_dim1 = *ldb;
+ b_offset = 1 + b_dim1;
+ b -= b_offset;
+ --jpvt;
+ --work;
+
+ /* Function Body */
+ mn = min(*m,*n);
+ ismin = mn + 1;
+ ismax = (mn << 1) + 1;
+
+/* Test the input arguments. */
+
+ *info = 0;
+ if (*m < 0) {
+ *info = -1;
+ } else if (*n < 0) {
+ *info = -2;
+ } else if (*nrhs < 0) {
+ *info = -3;
+ } else if (*lda < max(1,*m)) {
+ *info = -5;
+ } else /* if(complicated condition) */ {
+/* Computing MAX */
+ i__1 = max(1,*m);
+ if (*ldb < max(i__1,*n)) {
+ *info = -7;
+ }
+ }
+
+ if (*info != 0) {
+ i__1 = -(*info);
+ xerbla_("DGELSX", &i__1);
+ return 0;
+ }
+
+/* Quick return if possible */
+
+/* Computing MIN */
+ i__1 = min(*m,*n);
+ if (min(i__1,*nrhs) == 0) {
+ *rank = 0;
+ return 0;
+ }
+
+/* Get machine parameters */
+
+ smlnum = dlamch_("S") / dlamch_("P");
+ bignum = 1. / smlnum;
+ dlabad_(&smlnum, &bignum);
+
+/* Scale A, B if max elements outside range [SMLNUM,BIGNUM] */
+
+ anrm = dlange_("M", m, n, &a[a_offset], lda, &work[1]);
+ iascl = 0;
+ if (anrm > 0. && anrm < smlnum) {
+
+/* Scale matrix norm up to SMLNUM */
+
+ dlascl_("G", &c__0, &c__0, &anrm, &smlnum, m, n, &a[a_offset], lda,
+ info);
+ iascl = 1;
+ } else if (anrm > bignum) {
+
+/* Scale matrix norm down to BIGNUM */
+
+ dlascl_("G", &c__0, &c__0, &anrm, &bignum, m, n, &a[a_offset], lda,
+ info);
+ iascl = 2;
+ } else if (anrm == 0.) {
+
+/* Matrix all zero. Return zero solution. */
+
+ i__1 = max(*m,*n);
+ dlaset_("F", &i__1, nrhs, &c_b13, &c_b13, &b[b_offset], ldb);
+ *rank = 0;
+ goto L100;
+ }
+
+ bnrm = dlange_("M", m, nrhs, &b[b_offset], ldb, &work[1]);
+ ibscl = 0;
+ if (bnrm > 0. && bnrm < smlnum) {
+
+/* Scale matrix norm up to SMLNUM */
+
+ dlascl_("G", &c__0, &c__0, &bnrm, &smlnum, m, nrhs, &b[b_offset], ldb,
+ info);
+ ibscl = 1;
+ } else if (bnrm > bignum) {
+
+/* Scale matrix norm down to BIGNUM */
+
+ dlascl_("G", &c__0, &c__0, &bnrm, &bignum, m, nrhs, &b[b_offset], ldb,
+ info);
+ ibscl = 2;
+ }
+
+/* Compute QR factorization with column pivoting of A: */
+/* A * P = Q * R */
+
+ dgeqpf_(m, n, &a[a_offset], lda, &jpvt[1], &work[1], &work[mn + 1], info);
+
+/* workspace 3*N. Details of Householder rotations stored */
+/* in WORK(1:MN). */
+
+/* Determine RANK using incremental condition estimation */
+
+ work[ismin] = 1.;
+ work[ismax] = 1.;
+ smax = (d__1 = a[a_dim1 + 1], abs(d__1));
+ smin = smax;
+ if ((d__1 = a[a_dim1 + 1], abs(d__1)) == 0.) {
+ *rank = 0;
+ i__1 = max(*m,*n);
+ dlaset_("F", &i__1, nrhs, &c_b13, &c_b13, &b[b_offset], ldb);
+ goto L100;
+ } else {
+ *rank = 1;
+ }
+
+L10:
+ if (*rank < mn) {
+ i__ = *rank + 1;
+ dlaic1_(&c__2, rank, &work[ismin], &smin, &a[i__ * a_dim1 + 1], &a[
+ i__ + i__ * a_dim1], &sminpr, &s1, &c1);
+ dlaic1_(&c__1, rank, &work[ismax], &smax, &a[i__ * a_dim1 + 1], &a[
+ i__ + i__ * a_dim1], &smaxpr, &s2, &c2);
+
+ if (smaxpr * *rcond <= sminpr) {
+ i__1 = *rank;
+ for (i__ = 1; i__ <= i__1; ++i__) {
+ work[ismin + i__ - 1] = s1 * work[ismin + i__ - 1];
+ work[ismax + i__ - 1] = s2 * work[ismax + i__ - 1];
+/* L20: */
+ }
+ work[ismin + *rank] = c1;
+ work[ismax + *rank] = c2;
+ smin = sminpr;
+ smax = smaxpr;
+ ++(*rank);
+ goto L10;
+ }
+ }
+
+/* Logically partition R = [ R11 R12 ] */
+/* [ 0 R22 ] */
+/* where R11 = R(1:RANK,1:RANK) */
+
+/* [R11,R12] = [ T11, 0 ] * Y */
+
+ if (*rank < *n) {
+ dtzrqf_(rank, n, &a[a_offset], lda, &work[mn + 1], info);
+ }
+
+/* Details of Householder rotations stored in WORK(MN+1:2*MN) */
+
+/* B(1:M,1:NRHS) := Q' * B(1:M,1:NRHS) */
+
+ dorm2r_("Left", "Transpose", m, nrhs, &mn, &a[a_offset], lda, &work[1], &
+ b[b_offset], ldb, &work[(mn << 1) + 1], info);
+
+/* workspace NRHS */
+
+/* B(1:RANK,1:NRHS) := inv(T11) * B(1:RANK,1:NRHS) */
+
+ dtrsm_("Left", "Upper", "No transpose", "Non-unit", rank, nrhs, &c_b36, &
+ a[a_offset], lda, &b[b_offset], ldb);
+
+ i__1 = *n;
+ for (i__ = *rank + 1; i__ <= i__1; ++i__) {
+ i__2 = *nrhs;
+ for (j = 1; j <= i__2; ++j) {
+ b[i__ + j * b_dim1] = 0.;
+/* L30: */
+ }
+/* L40: */
+ }
+
+/* B(1:N,1:NRHS) := Y' * B(1:N,1:NRHS) */
+
+ if (*rank < *n) {
+ i__1 = *rank;
+ for (i__ = 1; i__ <= i__1; ++i__) {
+ i__2 = *n - *rank + 1;
+ dlatzm_("Left", &i__2, nrhs, &a[i__ + (*rank + 1) * a_dim1], lda,
+ &work[mn + i__], &b[i__ + b_dim1], &b[*rank + 1 + b_dim1],
+ ldb, &work[(mn << 1) + 1]);
+/* L50: */
+ }
+ }
+
+/* workspace NRHS */
+
+/* B(1:N,1:NRHS) := P * B(1:N,1:NRHS) */
+
+ i__1 = *nrhs;
+ for (j = 1; j <= i__1; ++j) {
+ i__2 = *n;
+ for (i__ = 1; i__ <= i__2; ++i__) {
+ work[(mn << 1) + i__] = 1.;
+/* L60: */
+ }
+ i__2 = *n;
+ for (i__ = 1; i__ <= i__2; ++i__) {
+ if (work[(mn << 1) + i__] == 1.) {
+ if (jpvt[i__] != i__) {
+ k = i__;
+ t1 = b[k + j * b_dim1];
+ t2 = b[jpvt[k] + j * b_dim1];
+L70:
+ b[jpvt[k] + j * b_dim1] = t1;
+ work[(mn << 1) + k] = 0.;
+ t1 = t2;
+ k = jpvt[k];
+ t2 = b[jpvt[k] + j * b_dim1];
+ if (jpvt[k] != i__) {
+ goto L70;
+ }
+ b[i__ + j * b_dim1] = t1;
+ work[(mn << 1) + k] = 0.;
+ }
+ }
+/* L80: */
+ }
+/* L90: */
+ }
+
+/* Undo scaling */
+
+ if (iascl == 1) {
+ dlascl_("G", &c__0, &c__0, &anrm, &smlnum, n, nrhs, &b[b_offset], ldb,
+ info);
+ dlascl_("U", &c__0, &c__0, &smlnum, &anrm, rank, rank, &a[a_offset],
+ lda, info);
+ } else if (iascl == 2) {
+ dlascl_("G", &c__0, &c__0, &anrm, &bignum, n, nrhs, &b[b_offset], ldb,
+ info);
+ dlascl_("U", &c__0, &c__0, &bignum, &anrm, rank, rank, &a[a_offset],
+ lda, info);
+ }
+ if (ibscl == 1) {
+ dlascl_("G", &c__0, &c__0, &smlnum, &bnrm, n, nrhs, &b[b_offset], ldb,
+ info);
+ } else if (ibscl == 2) {
+ dlascl_("G", &c__0, &c__0, &bignum, &bnrm, n, nrhs, &b[b_offset], ldb,
+ info);
+ }
+
+L100:
+
+ return 0;
+
+/* End of DGELSX */
+
+} /* dgelsx_ */