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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/dgelsx.c | |
parent | 01f64c1ecd0d4ffa9e3a74478335f1745f26cc75 (diff) | |
download | ydb-90d450f74722da7859d6f510a869f6c6908fd12f.tar.gz |
[] add metering mode to CLI
Diffstat (limited to 'contrib/libs/clapack/dgelsx.c')
-rw-r--r-- | contrib/libs/clapack/dgelsx.c | 438 |
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 index 0000000000..75217ae0d4 --- /dev/null +++ b/contrib/libs/clapack/dgelsx.c @@ -0,0 +1,438 @@ +/* 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_ */ |