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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/dgglse.c
parent01f64c1ecd0d4ffa9e3a74478335f1745f26cc75 (diff)
downloadydb-90d450f74722da7859d6f510a869f6c6908fd12f.tar.gz
[] add metering mode to CLI
Diffstat (limited to 'contrib/libs/clapack/dgglse.c')
-rw-r--r--contrib/libs/clapack/dgglse.c340
1 files changed, 340 insertions, 0 deletions
diff --git a/contrib/libs/clapack/dgglse.c b/contrib/libs/clapack/dgglse.c
new file mode 100644
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+++ b/contrib/libs/clapack/dgglse.c
@@ -0,0 +1,340 @@
+/* dgglse.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 integer c_n1 = -1;
+static doublereal c_b31 = -1.;
+static doublereal c_b33 = 1.;
+
+/* Subroutine */ int dgglse_(integer *m, integer *n, integer *p, doublereal *
+ a, integer *lda, doublereal *b, integer *ldb, doublereal *c__,
+ doublereal *d__, doublereal *x, doublereal *work, integer *lwork,
+ integer *info)
+{
+ /* System generated locals */
+ integer a_dim1, a_offset, b_dim1, b_offset, i__1, i__2;
+
+ /* Local variables */
+ integer nb, mn, nr, nb1, nb2, nb3, nb4, lopt;
+ extern /* Subroutine */ int dgemv_(char *, integer *, integer *,
+ doublereal *, doublereal *, integer *, doublereal *, integer *,
+ doublereal *, doublereal *, integer *), dcopy_(integer *,
+ doublereal *, integer *, doublereal *, integer *), daxpy_(integer
+ *, doublereal *, doublereal *, integer *, doublereal *, integer *)
+ , dtrmv_(char *, char *, char *, integer *, doublereal *, integer
+ *, doublereal *, integer *), dggrqf_(
+ integer *, integer *, integer *, doublereal *, integer *,
+ doublereal *, doublereal *, integer *, doublereal *, doublereal *,
+ integer *, integer *), xerbla_(char *, integer *);
+ extern integer ilaenv_(integer *, char *, char *, integer *, integer *,
+ integer *, integer *);
+ integer lwkmin;
+ extern /* Subroutine */ int dormqr_(char *, char *, integer *, integer *,
+ integer *, doublereal *, integer *, doublereal *, doublereal *,
+ integer *, doublereal *, integer *, integer *),
+ dormrq_(char *, char *, integer *, integer *, integer *,
+ doublereal *, integer *, doublereal *, doublereal *, integer *,
+ doublereal *, integer *, integer *);
+ integer lwkopt;
+ logical lquery;
+ extern /* Subroutine */ int dtrtrs_(char *, char *, char *, integer *,
+ integer *, doublereal *, integer *, doublereal *, integer *,
+ integer *);
+
+
+/* -- LAPACK driver routine (version 3.2) -- */
+/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
+/* November 2006 */
+
+/* .. Scalar Arguments .. */
+/* .. */
+/* .. Array Arguments .. */
+/* .. */
+
+/* Purpose */
+/* ======= */
+
+/* DGGLSE solves the linear equality-constrained least squares (LSE) */
+/* problem: */
+
+/* minimize || c - A*x ||_2 subject to B*x = d */
+
+/* where A is an M-by-N matrix, B is a P-by-N matrix, c is a given */
+/* M-vector, and d is a given P-vector. It is assumed that */
+/* P <= N <= M+P, and */
+
+/* rank(B) = P and rank( (A) ) = N. */
+/* ( (B) ) */
+
+/* These conditions ensure that the LSE problem has a unique solution, */
+/* which is obtained using a generalized RQ factorization of the */
+/* matrices (B, A) given by */
+
+/* B = (0 R)*Q, A = Z*T*Q. */
+
+/* Arguments */
+/* ========= */
+
+/* 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. 0 <= P <= N <= M+P. */
+
+/* A (input/output) DOUBLE PRECISION array, dimension (LDA,N) */
+/* On entry, the M-by-N matrix A. */
+/* On exit, the elements on and above the diagonal of the array */
+/* contain the min(M,N)-by-N upper trapezoidal matrix T. */
+
+/* LDA (input) INTEGER */
+/* The leading dimension of the array A. LDA >= max(1,M). */
+
+/* B (input/output) DOUBLE PRECISION array, dimension (LDB,N) */
+/* On entry, the P-by-N matrix B. */
+/* On exit, the upper triangle of the subarray B(1:P,N-P+1:N) */
+/* contains the P-by-P upper triangular matrix R. */
+
+/* LDB (input) INTEGER */
+/* The leading dimension of the array B. LDB >= max(1,P). */
+
+/* C (input/output) DOUBLE PRECISION array, dimension (M) */
+/* On entry, C contains the right hand side vector for the */
+/* least squares part of the LSE problem. */
+/* On exit, the residual sum of squares for the solution */
+/* is given by the sum of squares of elements N-P+1 to M of */
+/* vector C. */
+
+/* D (input/output) DOUBLE PRECISION array, dimension (P) */
+/* On entry, D contains the right hand side vector for the */
+/* constrained equation. */
+/* On exit, D is destroyed. */
+
+/* X (output) DOUBLE PRECISION array, dimension (N) */
+/* On exit, X is the solution of the LSE problem. */
+
+/* WORK (workspace/output) DOUBLE PRECISION 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,M+N+P). */
+/* For optimum performance LWORK >= P+min(M,N)+max(M,N)*NB, */
+/* where NB is an upper bound for the optimal blocksizes for */
+/* DGEQRF, SGERQF, DORMQR and SORMRQ. */
+
+/* If LWORK = -1, then a workspace query is assumed; the routine */
+/* only calculates the optimal size of the WORK array, returns */
+/* this value as the first entry of the WORK array, and no error */
+/* message related to LWORK is issued by XERBLA. */
+
+/* INFO (output) INTEGER */
+/* = 0: successful exit. */
+/* < 0: if INFO = -i, the i-th argument had an illegal value. */
+/* = 1: the upper triangular factor R associated with B in the */
+/* generalized RQ factorization of the pair (B, A) is */
+/* singular, so that rank(B) < P; the least squares */
+/* solution could not be computed. */
+/* = 2: the (N-P) by (N-P) part of the upper trapezoidal factor */
+/* T associated with A in the generalized RQ factorization */
+/* of the pair (B, A) is singular, so that */
+/* rank( (A) ) < N; the least squares solution could not */
+/* ( (B) ) */
+/* be computed. */
+
+/* ===================================================================== */
+
+/* .. Parameters .. */
+/* .. */
+/* .. Local Scalars .. */
+/* .. */
+/* .. External Subroutines .. */
+/* .. */
+/* .. External Functions .. */
+/* .. */
+/* .. Intrinsic Functions .. */
+/* .. */
+/* .. Executable Statements .. */
+
+/* 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;
+ --c__;
+ --d__;
+ --x;
+ --work;
+
+ /* Function Body */
+ *info = 0;
+ mn = min(*m,*n);
+ lquery = *lwork == -1;
+ if (*m < 0) {
+ *info = -1;
+ } else if (*n < 0) {
+ *info = -2;
+ } else if (*p < 0 || *p > *n || *p < *n - *m) {
+ *info = -3;
+ } else if (*lda < max(1,*m)) {
+ *info = -5;
+ } else if (*ldb < max(1,*p)) {
+ *info = -7;
+ }
+
+/* Calculate workspace */
+
+ if (*info == 0) {
+ if (*n == 0) {
+ lwkmin = 1;
+ lwkopt = 1;
+ } else {
+ nb1 = ilaenv_(&c__1, "DGEQRF", " ", m, n, &c_n1, &c_n1);
+ nb2 = ilaenv_(&c__1, "DGERQF", " ", m, n, &c_n1, &c_n1);
+ nb3 = ilaenv_(&c__1, "DORMQR", " ", m, n, p, &c_n1);
+ nb4 = ilaenv_(&c__1, "DORMRQ", " ", m, n, p, &c_n1);
+/* Computing MAX */
+ i__1 = max(nb1,nb2), i__1 = max(i__1,nb3);
+ nb = max(i__1,nb4);
+ lwkmin = *m + *n + *p;
+ lwkopt = *p + mn + max(*m,*n) * nb;
+ }
+ work[1] = (doublereal) lwkopt;
+
+ if (*lwork < lwkmin && ! lquery) {
+ *info = -12;
+ }
+ }
+
+ if (*info != 0) {
+ i__1 = -(*info);
+ xerbla_("DGGLSE", &i__1);
+ return 0;
+ } else if (lquery) {
+ return 0;
+ }
+
+/* Quick return if possible */
+
+ if (*n == 0) {
+ return 0;
+ }
+
+/* Compute the GRQ factorization of matrices B and A: */
+
+/* B*Q' = ( 0 T12 ) P Z'*A*Q' = ( R11 R12 ) N-P */
+/* N-P P ( 0 R22 ) M+P-N */
+/* N-P P */
+
+/* where T12 and R11 are upper triangular, and Q and Z are */
+/* orthogonal. */
+
+ i__1 = *lwork - *p - mn;
+ dggrqf_(p, m, n, &b[b_offset], ldb, &work[1], &a[a_offset], lda, &work[*p
+ + 1], &work[*p + mn + 1], &i__1, info);
+ lopt = (integer) work[*p + mn + 1];
+
+/* Update c = Z'*c = ( c1 ) N-P */
+/* ( c2 ) M+P-N */
+
+ i__1 = max(1,*m);
+ i__2 = *lwork - *p - mn;
+ dormqr_("Left", "Transpose", m, &c__1, &mn, &a[a_offset], lda, &work[*p +
+ 1], &c__[1], &i__1, &work[*p + mn + 1], &i__2, info);
+/* Computing MAX */
+ i__1 = lopt, i__2 = (integer) work[*p + mn + 1];
+ lopt = max(i__1,i__2);
+
+/* Solve T12*x2 = d for x2 */
+
+ if (*p > 0) {
+ dtrtrs_("Upper", "No transpose", "Non-unit", p, &c__1, &b[(*n - *p +
+ 1) * b_dim1 + 1], ldb, &d__[1], p, info);
+
+ if (*info > 0) {
+ *info = 1;
+ return 0;
+ }
+
+/* Put the solution in X */
+
+ dcopy_(p, &d__[1], &c__1, &x[*n - *p + 1], &c__1);
+
+/* Update c1 */
+
+ i__1 = *n - *p;
+ dgemv_("No transpose", &i__1, p, &c_b31, &a[(*n - *p + 1) * a_dim1 +
+ 1], lda, &d__[1], &c__1, &c_b33, &c__[1], &c__1);
+ }
+
+/* Solve R11*x1 = c1 for x1 */
+
+ if (*n > *p) {
+ i__1 = *n - *p;
+ i__2 = *n - *p;
+ dtrtrs_("Upper", "No transpose", "Non-unit", &i__1, &c__1, &a[
+ a_offset], lda, &c__[1], &i__2, info);
+
+ if (*info > 0) {
+ *info = 2;
+ return 0;
+ }
+
+/* Put the solutions in X */
+
+ i__1 = *n - *p;
+ dcopy_(&i__1, &c__[1], &c__1, &x[1], &c__1);
+ }
+
+/* Compute the residual vector: */
+
+ if (*m < *n) {
+ nr = *m + *p - *n;
+ if (nr > 0) {
+ i__1 = *n - *m;
+ dgemv_("No transpose", &nr, &i__1, &c_b31, &a[*n - *p + 1 + (*m +
+ 1) * a_dim1], lda, &d__[nr + 1], &c__1, &c_b33, &c__[*n -
+ *p + 1], &c__1);
+ }
+ } else {
+ nr = *p;
+ }
+ if (nr > 0) {
+ dtrmv_("Upper", "No transpose", "Non unit", &nr, &a[*n - *p + 1 + (*n
+ - *p + 1) * a_dim1], lda, &d__[1], &c__1);
+ daxpy_(&nr, &c_b31, &d__[1], &c__1, &c__[*n - *p + 1], &c__1);
+ }
+
+/* Backward transformation x = Q'*x */
+
+ i__1 = *lwork - *p - mn;
+ dormrq_("Left", "Transpose", n, &c__1, p, &b[b_offset], ldb, &work[1], &x[
+ 1], n, &work[*p + mn + 1], &i__1, info);
+/* Computing MAX */
+ i__1 = lopt, i__2 = (integer) work[*p + mn + 1];
+ work[1] = (doublereal) (*p + mn + max(i__1,i__2));
+
+ return 0;
+
+/* End of DGGLSE */
+
+} /* dgglse_ */