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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/dlag2.c | |
parent | 01f64c1ecd0d4ffa9e3a74478335f1745f26cc75 (diff) | |
download | ydb-90d450f74722da7859d6f510a869f6c6908fd12f.tar.gz |
[] add metering mode to CLI
Diffstat (limited to 'contrib/libs/clapack/dlag2.c')
-rw-r--r-- | contrib/libs/clapack/dlag2.c | 356 |
1 files changed, 356 insertions, 0 deletions
diff --git a/contrib/libs/clapack/dlag2.c b/contrib/libs/clapack/dlag2.c new file mode 100644 index 0000000000..ecbc7490f4 --- /dev/null +++ b/contrib/libs/clapack/dlag2.c @@ -0,0 +1,356 @@ +/* dlag2.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" + +/* Subroutine */ int dlag2_(doublereal *a, integer *lda, doublereal *b, + integer *ldb, doublereal *safmin, doublereal *scale1, doublereal * + scale2, doublereal *wr1, doublereal *wr2, doublereal *wi) +{ + /* System generated locals */ + integer a_dim1, a_offset, b_dim1, b_offset; + doublereal d__1, d__2, d__3, d__4, d__5, d__6; + + /* Builtin functions */ + double sqrt(doublereal), d_sign(doublereal *, doublereal *); + + /* Local variables */ + doublereal r__, c1, c2, c3, c4, c5, s1, s2, a11, a12, a21, a22, b11, b12, + b22, pp, qq, ss, as11, as12, as22, sum, abi22, diff, bmin, wbig, + wabs, wdet, binv11, binv22, discr, anorm, bnorm, bsize, shift, + rtmin, rtmax, wsize, ascale, bscale, wscale, safmax, wsmall; + + +/* -- LAPACK auxiliary routine (version 3.2) -- */ +/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */ +/* November 2006 */ + +/* .. Scalar Arguments .. */ +/* .. */ +/* .. Array Arguments .. */ +/* .. */ + +/* Purpose */ +/* ======= */ + +/* DLAG2 computes the eigenvalues of a 2 x 2 generalized eigenvalue */ +/* problem A - w B, with scaling as necessary to avoid over-/underflow. */ + +/* The scaling factor "s" results in a modified eigenvalue equation */ + +/* s A - w B */ + +/* where s is a non-negative scaling factor chosen so that w, w B, */ +/* and s A do not overflow and, if possible, do not underflow, either. */ + +/* Arguments */ +/* ========= */ + +/* A (input) DOUBLE PRECISION array, dimension (LDA, 2) */ +/* On entry, the 2 x 2 matrix A. It is assumed that its 1-norm */ +/* is less than 1/SAFMIN. Entries less than */ +/* sqrt(SAFMIN)*norm(A) are subject to being treated as zero. */ + +/* LDA (input) INTEGER */ +/* The leading dimension of the array A. LDA >= 2. */ + +/* B (input) DOUBLE PRECISION array, dimension (LDB, 2) */ +/* On entry, the 2 x 2 upper triangular matrix B. It is */ +/* assumed that the one-norm of B is less than 1/SAFMIN. The */ +/* diagonals should be at least sqrt(SAFMIN) times the largest */ +/* element of B (in absolute value); if a diagonal is smaller */ +/* than that, then +/- sqrt(SAFMIN) will be used instead of */ +/* that diagonal. */ + +/* LDB (input) INTEGER */ +/* The leading dimension of the array B. LDB >= 2. */ + +/* SAFMIN (input) DOUBLE PRECISION */ +/* The smallest positive number s.t. 1/SAFMIN does not */ +/* overflow. (This should always be DLAMCH('S') -- it is an */ +/* argument in order to avoid having to call DLAMCH frequently.) */ + +/* SCALE1 (output) DOUBLE PRECISION */ +/* A scaling factor used to avoid over-/underflow in the */ +/* eigenvalue equation which defines the first eigenvalue. If */ +/* the eigenvalues are complex, then the eigenvalues are */ +/* ( WR1 +/- WI i ) / SCALE1 (which may lie outside the */ +/* exponent range of the machine), SCALE1=SCALE2, and SCALE1 */ +/* will always be positive. If the eigenvalues are real, then */ +/* the first (real) eigenvalue is WR1 / SCALE1 , but this may */ +/* overflow or underflow, and in fact, SCALE1 may be zero or */ +/* less than the underflow threshhold if the exact eigenvalue */ +/* is sufficiently large. */ + +/* SCALE2 (output) DOUBLE PRECISION */ +/* A scaling factor used to avoid over-/underflow in the */ +/* eigenvalue equation which defines the second eigenvalue. If */ +/* the eigenvalues are complex, then SCALE2=SCALE1. If the */ +/* eigenvalues are real, then the second (real) eigenvalue is */ +/* WR2 / SCALE2 , but this may overflow or underflow, and in */ +/* fact, SCALE2 may be zero or less than the underflow */ +/* threshhold if the exact eigenvalue is sufficiently large. */ + +/* WR1 (output) DOUBLE PRECISION */ +/* If the eigenvalue is real, then WR1 is SCALE1 times the */ +/* eigenvalue closest to the (2,2) element of A B**(-1). If the */ +/* eigenvalue is complex, then WR1=WR2 is SCALE1 times the real */ +/* part of the eigenvalues. */ + +/* WR2 (output) DOUBLE PRECISION */ +/* If the eigenvalue is real, then WR2 is SCALE2 times the */ +/* other eigenvalue. If the eigenvalue is complex, then */ +/* WR1=WR2 is SCALE1 times the real part of the eigenvalues. */ + +/* WI (output) DOUBLE PRECISION */ +/* If the eigenvalue is real, then WI is zero. If the */ +/* eigenvalue is complex, then WI is SCALE1 times the imaginary */ +/* part of the eigenvalues. WI will always be non-negative. */ + +/* ===================================================================== */ + +/* .. Parameters .. */ +/* .. */ +/* .. Local Scalars .. */ +/* .. */ +/* .. 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; + + /* Function Body */ + rtmin = sqrt(*safmin); + rtmax = 1. / rtmin; + safmax = 1. / *safmin; + +/* Scale A */ + +/* Computing MAX */ + d__5 = (d__1 = a[a_dim1 + 1], abs(d__1)) + (d__2 = a[a_dim1 + 2], abs( + d__2)), d__6 = (d__3 = a[(a_dim1 << 1) + 1], abs(d__3)) + (d__4 = + a[(a_dim1 << 1) + 2], abs(d__4)), d__5 = max(d__5,d__6); + anorm = max(d__5,*safmin); + ascale = 1. / anorm; + a11 = ascale * a[a_dim1 + 1]; + a21 = ascale * a[a_dim1 + 2]; + a12 = ascale * a[(a_dim1 << 1) + 1]; + a22 = ascale * a[(a_dim1 << 1) + 2]; + +/* Perturb B if necessary to insure non-singularity */ + + b11 = b[b_dim1 + 1]; + b12 = b[(b_dim1 << 1) + 1]; + b22 = b[(b_dim1 << 1) + 2]; +/* Computing MAX */ + d__1 = abs(b11), d__2 = abs(b12), d__1 = max(d__1,d__2), d__2 = abs(b22), + d__1 = max(d__1,d__2); + bmin = rtmin * max(d__1,rtmin); + if (abs(b11) < bmin) { + b11 = d_sign(&bmin, &b11); + } + if (abs(b22) < bmin) { + b22 = d_sign(&bmin, &b22); + } + +/* Scale B */ + +/* Computing MAX */ + d__1 = abs(b11), d__2 = abs(b12) + abs(b22), d__1 = max(d__1,d__2); + bnorm = max(d__1,*safmin); +/* Computing MAX */ + d__1 = abs(b11), d__2 = abs(b22); + bsize = max(d__1,d__2); + bscale = 1. / bsize; + b11 *= bscale; + b12 *= bscale; + b22 *= bscale; + +/* Compute larger eigenvalue by method described by C. van Loan */ + +/* ( AS is A shifted by -SHIFT*B ) */ + + binv11 = 1. / b11; + binv22 = 1. / b22; + s1 = a11 * binv11; + s2 = a22 * binv22; + if (abs(s1) <= abs(s2)) { + as12 = a12 - s1 * b12; + as22 = a22 - s1 * b22; + ss = a21 * (binv11 * binv22); + abi22 = as22 * binv22 - ss * b12; + pp = abi22 * .5; + shift = s1; + } else { + as12 = a12 - s2 * b12; + as11 = a11 - s2 * b11; + ss = a21 * (binv11 * binv22); + abi22 = -ss * b12; + pp = (as11 * binv11 + abi22) * .5; + shift = s2; + } + qq = ss * as12; + if ((d__1 = pp * rtmin, abs(d__1)) >= 1.) { +/* Computing 2nd power */ + d__1 = rtmin * pp; + discr = d__1 * d__1 + qq * *safmin; + r__ = sqrt((abs(discr))) * rtmax; + } else { +/* Computing 2nd power */ + d__1 = pp; + if (d__1 * d__1 + abs(qq) <= *safmin) { +/* Computing 2nd power */ + d__1 = rtmax * pp; + discr = d__1 * d__1 + qq * safmax; + r__ = sqrt((abs(discr))) * rtmin; + } else { +/* Computing 2nd power */ + d__1 = pp; + discr = d__1 * d__1 + qq; + r__ = sqrt((abs(discr))); + } + } + +/* Note: the test of R in the following IF is to cover the case when */ +/* DISCR is small and negative and is flushed to zero during */ +/* the calculation of R. On machines which have a consistent */ +/* flush-to-zero threshhold and handle numbers above that */ +/* threshhold correctly, it would not be necessary. */ + + if (discr >= 0. || r__ == 0.) { + sum = pp + d_sign(&r__, &pp); + diff = pp - d_sign(&r__, &pp); + wbig = shift + sum; + +/* Compute smaller eigenvalue */ + + wsmall = shift + diff; +/* Computing MAX */ + d__1 = abs(wsmall); + if (abs(wbig) * .5 > max(d__1,*safmin)) { + wdet = (a11 * a22 - a12 * a21) * (binv11 * binv22); + wsmall = wdet / wbig; + } + +/* Choose (real) eigenvalue closest to 2,2 element of A*B**(-1) */ +/* for WR1. */ + + if (pp > abi22) { + *wr1 = min(wbig,wsmall); + *wr2 = max(wbig,wsmall); + } else { + *wr1 = max(wbig,wsmall); + *wr2 = min(wbig,wsmall); + } + *wi = 0.; + } else { + +/* Complex eigenvalues */ + + *wr1 = shift + pp; + *wr2 = *wr1; + *wi = r__; + } + +/* Further scaling to avoid underflow and overflow in computing */ +/* SCALE1 and overflow in computing w*B. */ + +/* This scale factor (WSCALE) is bounded from above using C1 and C2, */ +/* and from below using C3 and C4. */ +/* C1 implements the condition s A must never overflow. */ +/* C2 implements the condition w B must never overflow. */ +/* C3, with C2, */ +/* implement the condition that s A - w B must never overflow. */ +/* C4 implements the condition s should not underflow. */ +/* C5 implements the condition max(s,|w|) should be at least 2. */ + + c1 = bsize * (*safmin * max(1.,ascale)); + c2 = *safmin * max(1.,bnorm); + c3 = bsize * *safmin; + if (ascale <= 1. && bsize <= 1.) { +/* Computing MIN */ + d__1 = 1., d__2 = ascale / *safmin * bsize; + c4 = min(d__1,d__2); + } else { + c4 = 1.; + } + if (ascale <= 1. || bsize <= 1.) { +/* Computing MIN */ + d__1 = 1., d__2 = ascale * bsize; + c5 = min(d__1,d__2); + } else { + c5 = 1.; + } + +/* Scale first eigenvalue */ + + wabs = abs(*wr1) + abs(*wi); +/* Computing MAX */ +/* Computing MIN */ + d__3 = c4, d__4 = max(wabs,c5) * .5; + d__1 = max(*safmin,c1), d__2 = (wabs * c2 + c3) * 1.0000100000000001, + d__1 = max(d__1,d__2), d__2 = min(d__3,d__4); + wsize = max(d__1,d__2); + if (wsize != 1.) { + wscale = 1. / wsize; + if (wsize > 1.) { + *scale1 = max(ascale,bsize) * wscale * min(ascale,bsize); + } else { + *scale1 = min(ascale,bsize) * wscale * max(ascale,bsize); + } + *wr1 *= wscale; + if (*wi != 0.) { + *wi *= wscale; + *wr2 = *wr1; + *scale2 = *scale1; + } + } else { + *scale1 = ascale * bsize; + *scale2 = *scale1; + } + +/* Scale second eigenvalue (if real) */ + + if (*wi == 0.) { +/* Computing MAX */ +/* Computing MIN */ +/* Computing MAX */ + d__5 = abs(*wr2); + d__3 = c4, d__4 = max(d__5,c5) * .5; + d__1 = max(*safmin,c1), d__2 = (abs(*wr2) * c2 + c3) * + 1.0000100000000001, d__1 = max(d__1,d__2), d__2 = min(d__3, + d__4); + wsize = max(d__1,d__2); + if (wsize != 1.) { + wscale = 1. / wsize; + if (wsize > 1.) { + *scale2 = max(ascale,bsize) * wscale * min(ascale,bsize); + } else { + *scale2 = min(ascale,bsize) * wscale * max(ascale,bsize); + } + *wr2 *= wscale; + } else { + *scale2 = ascale * bsize; + } + } + +/* End of DLAG2 */ + + return 0; +} /* dlag2_ */ |