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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/dposvx.c
parent01f64c1ecd0d4ffa9e3a74478335f1745f26cc75 (diff)
downloadydb-90d450f74722da7859d6f510a869f6c6908fd12f.tar.gz
[] add metering mode to CLI
Diffstat (limited to 'contrib/libs/clapack/dposvx.c')
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1 files changed, 450 insertions, 0 deletions
diff --git a/contrib/libs/clapack/dposvx.c b/contrib/libs/clapack/dposvx.c
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+/* dposvx.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 dposvx_(char *fact, char *uplo, integer *n, integer *
+ nrhs, doublereal *a, integer *lda, doublereal *af, integer *ldaf,
+ char *equed, doublereal *s, doublereal *b, integer *ldb, doublereal *
+ x, integer *ldx, doublereal *rcond, doublereal *ferr, doublereal *
+ berr, doublereal *work, integer *iwork, integer *info)
+{
+ /* System generated locals */
+ integer a_dim1, a_offset, af_dim1, af_offset, b_dim1, b_offset, x_dim1,
+ x_offset, i__1, i__2;
+ doublereal d__1, d__2;
+
+ /* Local variables */
+ integer i__, j;
+ doublereal amax, smin, smax;
+ extern logical lsame_(char *, char *);
+ doublereal scond, anorm;
+ logical equil, rcequ;
+ extern doublereal dlamch_(char *);
+ logical nofact;
+ extern /* Subroutine */ int dlacpy_(char *, integer *, integer *,
+ doublereal *, integer *, doublereal *, integer *),
+ xerbla_(char *, integer *);
+ doublereal bignum;
+ extern /* Subroutine */ int dpocon_(char *, integer *, doublereal *,
+ integer *, doublereal *, doublereal *, doublereal *, integer *,
+ integer *);
+ integer infequ;
+ extern doublereal dlansy_(char *, char *, integer *, doublereal *,
+ integer *, doublereal *);
+ extern /* Subroutine */ int dlaqsy_(char *, integer *, doublereal *,
+ integer *, doublereal *, doublereal *, doublereal *, char *), dpoequ_(integer *, doublereal *, integer *,
+ doublereal *, doublereal *, doublereal *, integer *), dporfs_(
+ char *, integer *, integer *, doublereal *, integer *, doublereal
+ *, integer *, doublereal *, integer *, doublereal *, integer *,
+ doublereal *, doublereal *, doublereal *, integer *, integer *), dpotrf_(char *, integer *, doublereal *, integer *,
+ integer *);
+ doublereal smlnum;
+ extern /* Subroutine */ int dpotrs_(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 */
+/* ======= */
+
+/* DPOSVX uses the Cholesky factorization A = U**T*U or A = L*L**T to */
+/* compute the solution to a real system of linear equations */
+/* A * X = B, */
+/* where A is an N-by-N symmetric positive definite matrix and X and B */
+/* are N-by-NRHS matrices. */
+
+/* Error bounds on the solution and a condition estimate are also */
+/* provided. */
+
+/* Description */
+/* =========== */
+
+/* The following steps are performed: */
+
+/* 1. If FACT = 'E', real scaling factors are computed to equilibrate */
+/* the system: */
+/* diag(S) * A * diag(S) * inv(diag(S)) * X = diag(S) * B */
+/* Whether or not the system will be equilibrated depends on the */
+/* scaling of the matrix A, but if equilibration is used, A is */
+/* overwritten by diag(S)*A*diag(S) and B by diag(S)*B. */
+
+/* 2. If FACT = 'N' or 'E', the Cholesky decomposition is used to */
+/* factor the matrix A (after equilibration if FACT = 'E') as */
+/* A = U**T* U, if UPLO = 'U', or */
+/* A = L * L**T, if UPLO = 'L', */
+/* where U is an upper triangular matrix and L is a lower triangular */
+/* matrix. */
+
+/* 3. If the leading i-by-i principal minor is not positive definite, */
+/* then the routine returns with INFO = i. Otherwise, the factored */
+/* form of A is used to estimate the condition number of the matrix */
+/* A. If the reciprocal of the condition number is less than machine */
+/* precision, INFO = N+1 is returned as a warning, but the routine */
+/* still goes on to solve for X and compute error bounds as */
+/* described below. */
+
+/* 4. The system of equations is solved for X using the factored form */
+/* of A. */
+
+/* 5. Iterative refinement is applied to improve the computed solution */
+/* matrix and calculate error bounds and backward error estimates */
+/* for it. */
+
+/* 6. If equilibration was used, the matrix X is premultiplied by */
+/* diag(S) so that it solves the original system before */
+/* equilibration. */
+
+/* Arguments */
+/* ========= */
+
+/* FACT (input) CHARACTER*1 */
+/* Specifies whether or not the factored form of the matrix A is */
+/* supplied on entry, and if not, whether the matrix A should be */
+/* equilibrated before it is factored. */
+/* = 'F': On entry, AF contains the factored form of A. */
+/* If EQUED = 'Y', the matrix A has been equilibrated */
+/* with scaling factors given by S. A and AF will not */
+/* be modified. */
+/* = 'N': The matrix A will be copied to AF and factored. */
+/* = 'E': The matrix A will be equilibrated if necessary, then */
+/* copied to AF and factored. */
+
+/* UPLO (input) CHARACTER*1 */
+/* = 'U': Upper triangle of A is stored; */
+/* = 'L': Lower triangle of A is stored. */
+
+/* N (input) INTEGER */
+/* The number of linear equations, i.e., the order of the */
+/* matrix A. N >= 0. */
+
+/* NRHS (input) INTEGER */
+/* The number of right hand sides, i.e., the number of columns */
+/* of the matrices B and X. NRHS >= 0. */
+
+/* A (input/output) DOUBLE PRECISION array, dimension (LDA,N) */
+/* On entry, the symmetric matrix A, except if FACT = 'F' and */
+/* EQUED = 'Y', then A must contain the equilibrated matrix */
+/* diag(S)*A*diag(S). If UPLO = 'U', the leading */
+/* N-by-N upper triangular part of A contains the upper */
+/* triangular part of the matrix A, and the strictly lower */
+/* triangular part of A is not referenced. If UPLO = 'L', the */
+/* leading N-by-N lower triangular part of A contains the lower */
+/* triangular part of the matrix A, and the strictly upper */
+/* triangular part of A is not referenced. A is not modified if */
+/* FACT = 'F' or 'N', or if FACT = 'E' and EQUED = 'N' on exit. */
+
+/* On exit, if FACT = 'E' and EQUED = 'Y', A is overwritten by */
+/* diag(S)*A*diag(S). */
+
+/* LDA (input) INTEGER */
+/* The leading dimension of the array A. LDA >= max(1,N). */
+
+/* AF (input or output) DOUBLE PRECISION array, dimension (LDAF,N) */
+/* If FACT = 'F', then AF is an input argument and on entry */
+/* contains the triangular factor U or L from the Cholesky */
+/* factorization A = U**T*U or A = L*L**T, in the same storage */
+/* format as A. If EQUED .ne. 'N', then AF is the factored form */
+/* of the equilibrated matrix diag(S)*A*diag(S). */
+
+/* If FACT = 'N', then AF is an output argument and on exit */
+/* returns the triangular factor U or L from the Cholesky */
+/* factorization A = U**T*U or A = L*L**T of the original */
+/* matrix A. */
+
+/* If FACT = 'E', then AF is an output argument and on exit */
+/* returns the triangular factor U or L from the Cholesky */
+/* factorization A = U**T*U or A = L*L**T of the equilibrated */
+/* matrix A (see the description of A for the form of the */
+/* equilibrated matrix). */
+
+/* LDAF (input) INTEGER */
+/* The leading dimension of the array AF. LDAF >= max(1,N). */
+
+/* EQUED (input or output) CHARACTER*1 */
+/* Specifies the form of equilibration that was done. */
+/* = 'N': No equilibration (always true if FACT = 'N'). */
+/* = 'Y': Equilibration was done, i.e., A has been replaced by */
+/* diag(S) * A * diag(S). */
+/* EQUED is an input argument if FACT = 'F'; otherwise, it is an */
+/* output argument. */
+
+/* S (input or output) DOUBLE PRECISION array, dimension (N) */
+/* The scale factors for A; not accessed if EQUED = 'N'. S is */
+/* an input argument if FACT = 'F'; otherwise, S is an output */
+/* argument. If FACT = 'F' and EQUED = 'Y', each element of S */
+/* must be positive. */
+
+/* B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS) */
+/* On entry, the N-by-NRHS right hand side matrix B. */
+/* On exit, if EQUED = 'N', B is not modified; if EQUED = 'Y', */
+/* B is overwritten by diag(S) * B. */
+
+/* LDB (input) INTEGER */
+/* The leading dimension of the array B. LDB >= max(1,N). */
+
+/* X (output) DOUBLE PRECISION array, dimension (LDX,NRHS) */
+/* If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X to */
+/* the original system of equations. Note that if EQUED = 'Y', */
+/* A and B are modified on exit, and the solution to the */
+/* equilibrated system is inv(diag(S))*X. */
+
+/* LDX (input) INTEGER */
+/* The leading dimension of the array X. LDX >= max(1,N). */
+
+/* RCOND (output) DOUBLE PRECISION */
+/* The estimate of the reciprocal condition number of the matrix */
+/* A after equilibration (if done). If RCOND is less than the */
+/* machine precision (in particular, if RCOND = 0), the matrix */
+/* is singular to working precision. This condition is */
+/* indicated by a return code of INFO > 0. */
+
+/* FERR (output) DOUBLE PRECISION array, dimension (NRHS) */
+/* The estimated forward error bound for each solution vector */
+/* X(j) (the j-th column of the solution matrix X). */
+/* If XTRUE is the true solution corresponding to X(j), FERR(j) */
+/* is an estimated upper bound for the magnitude of the largest */
+/* element in (X(j) - XTRUE) divided by the magnitude of the */
+/* largest element in X(j). The estimate is as reliable as */
+/* the estimate for RCOND, and is almost always a slight */
+/* overestimate of the true error. */
+
+/* BERR (output) DOUBLE PRECISION array, dimension (NRHS) */
+/* The componentwise relative backward error of each solution */
+/* vector X(j) (i.e., the smallest relative change in */
+/* any element of A or B that makes X(j) an exact solution). */
+
+/* WORK (workspace) DOUBLE PRECISION array, dimension (3*N) */
+
+/* IWORK (workspace) INTEGER array, dimension (N) */
+
+/* INFO (output) INTEGER */
+/* = 0: successful exit */
+/* < 0: if INFO = -i, the i-th argument had an illegal value */
+/* > 0: if INFO = i, and i is */
+/* <= N: the leading minor of order i of A is */
+/* not positive definite, so the factorization */
+/* could not be completed, and the solution has not */
+/* been computed. RCOND = 0 is returned. */
+/* = N+1: U is nonsingular, but RCOND is less than machine */
+/* precision, meaning that the matrix is singular */
+/* to working precision. Nevertheless, the */
+/* solution and error bounds are computed because */
+/* there are a number of situations where the */
+/* computed solution can be more accurate than the */
+/* value of RCOND would suggest. */
+
+/* ===================================================================== */
+
+/* .. Parameters .. */
+/* .. */
+/* .. Local Scalars .. */
+/* .. */
+/* .. External Functions .. */
+/* .. */
+/* .. External Subroutines .. */
+/* .. */
+/* .. Intrinsic Functions .. */
+/* .. */
+/* .. Executable Statements .. */
+
+ /* Parameter adjustments */
+ a_dim1 = *lda;
+ a_offset = 1 + a_dim1;
+ a -= a_offset;
+ af_dim1 = *ldaf;
+ af_offset = 1 + af_dim1;
+ af -= af_offset;
+ --s;
+ b_dim1 = *ldb;
+ b_offset = 1 + b_dim1;
+ b -= b_offset;
+ x_dim1 = *ldx;
+ x_offset = 1 + x_dim1;
+ x -= x_offset;
+ --ferr;
+ --berr;
+ --work;
+ --iwork;
+
+ /* Function Body */
+ *info = 0;
+ nofact = lsame_(fact, "N");
+ equil = lsame_(fact, "E");
+ if (nofact || equil) {
+ *(unsigned char *)equed = 'N';
+ rcequ = FALSE_;
+ } else {
+ rcequ = lsame_(equed, "Y");
+ smlnum = dlamch_("Safe minimum");
+ bignum = 1. / smlnum;
+ }
+
+/* Test the input parameters. */
+
+ if (! nofact && ! equil && ! lsame_(fact, "F")) {
+ *info = -1;
+ } else if (! lsame_(uplo, "U") && ! lsame_(uplo,
+ "L")) {
+ *info = -2;
+ } else if (*n < 0) {
+ *info = -3;
+ } else if (*nrhs < 0) {
+ *info = -4;
+ } else if (*lda < max(1,*n)) {
+ *info = -6;
+ } else if (*ldaf < max(1,*n)) {
+ *info = -8;
+ } else if (lsame_(fact, "F") && ! (rcequ || lsame_(
+ equed, "N"))) {
+ *info = -9;
+ } else {
+ if (rcequ) {
+ smin = bignum;
+ smax = 0.;
+ i__1 = *n;
+ for (j = 1; j <= i__1; ++j) {
+/* Computing MIN */
+ d__1 = smin, d__2 = s[j];
+ smin = min(d__1,d__2);
+/* Computing MAX */
+ d__1 = smax, d__2 = s[j];
+ smax = max(d__1,d__2);
+/* L10: */
+ }
+ if (smin <= 0.) {
+ *info = -10;
+ } else if (*n > 0) {
+ scond = max(smin,smlnum) / min(smax,bignum);
+ } else {
+ scond = 1.;
+ }
+ }
+ if (*info == 0) {
+ if (*ldb < max(1,*n)) {
+ *info = -12;
+ } else if (*ldx < max(1,*n)) {
+ *info = -14;
+ }
+ }
+ }
+
+ if (*info != 0) {
+ i__1 = -(*info);
+ xerbla_("DPOSVX", &i__1);
+ return 0;
+ }
+
+ if (equil) {
+
+/* Compute row and column scalings to equilibrate the matrix A. */
+
+ dpoequ_(n, &a[a_offset], lda, &s[1], &scond, &amax, &infequ);
+ if (infequ == 0) {
+
+/* Equilibrate the matrix. */
+
+ dlaqsy_(uplo, n, &a[a_offset], lda, &s[1], &scond, &amax, equed);
+ rcequ = lsame_(equed, "Y");
+ }
+ }
+
+/* Scale the right hand side. */
+
+ if (rcequ) {
+ i__1 = *nrhs;
+ for (j = 1; j <= i__1; ++j) {
+ i__2 = *n;
+ for (i__ = 1; i__ <= i__2; ++i__) {
+ b[i__ + j * b_dim1] = s[i__] * b[i__ + j * b_dim1];
+/* L20: */
+ }
+/* L30: */
+ }
+ }
+
+ if (nofact || equil) {
+
+/* Compute the Cholesky factorization A = U'*U or A = L*L'. */
+
+ dlacpy_(uplo, n, n, &a[a_offset], lda, &af[af_offset], ldaf);
+ dpotrf_(uplo, n, &af[af_offset], ldaf, info);
+
+/* Return if INFO is non-zero. */
+
+ if (*info > 0) {
+ *rcond = 0.;
+ return 0;
+ }
+ }
+
+/* Compute the norm of the matrix A. */
+
+ anorm = dlansy_("1", uplo, n, &a[a_offset], lda, &work[1]);
+
+/* Compute the reciprocal of the condition number of A. */
+
+ dpocon_(uplo, n, &af[af_offset], ldaf, &anorm, rcond, &work[1], &iwork[1],
+ info);
+
+/* Compute the solution matrix X. */
+
+ dlacpy_("Full", n, nrhs, &b[b_offset], ldb, &x[x_offset], ldx);
+ dpotrs_(uplo, n, nrhs, &af[af_offset], ldaf, &x[x_offset], ldx, info);
+
+/* Use iterative refinement to improve the computed solution and */
+/* compute error bounds and backward error estimates for it. */
+
+ dporfs_(uplo, n, nrhs, &a[a_offset], lda, &af[af_offset], ldaf, &b[
+ b_offset], ldb, &x[x_offset], ldx, &ferr[1], &berr[1], &work[1], &
+ iwork[1], info);
+
+/* Transform the solution matrix X to a solution of the original */
+/* system. */
+
+ if (rcequ) {
+ i__1 = *nrhs;
+ for (j = 1; j <= i__1; ++j) {
+ i__2 = *n;
+ for (i__ = 1; i__ <= i__2; ++i__) {
+ x[i__ + j * x_dim1] = s[i__] * x[i__ + j * x_dim1];
+/* L40: */
+ }
+/* L50: */
+ }
+ i__1 = *nrhs;
+ for (j = 1; j <= i__1; ++j) {
+ ferr[j] /= scond;
+/* L60: */
+ }
+ }
+
+/* Set INFO = N+1 if the matrix is singular to working precision. */
+
+ if (*rcond < dlamch_("Epsilon")) {
+ *info = *n + 1;
+ }
+
+ return 0;
+
+/* End of DPOSVX */
+
+} /* dposvx_ */