diff options
author | shmel1k <shmel1k@ydb.tech> | 2022-09-02 12:44:59 +0300 |
---|---|---|
committer | shmel1k <shmel1k@ydb.tech> | 2022-09-02 12:44:59 +0300 |
commit | 90d450f74722da7859d6f510a869f6c6908fd12f (patch) | |
tree | 538c718dedc76cdfe37ad6d01ff250dd930d9278 /contrib/libs/clapack/dposvx.c | |
parent | 01f64c1ecd0d4ffa9e3a74478335f1745f26cc75 (diff) | |
download | ydb-90d450f74722da7859d6f510a869f6c6908fd12f.tar.gz |
[] add metering mode to CLI
Diffstat (limited to 'contrib/libs/clapack/dposvx.c')
-rw-r--r-- | contrib/libs/clapack/dposvx.c | 450 |
1 files changed, 450 insertions, 0 deletions
diff --git a/contrib/libs/clapack/dposvx.c b/contrib/libs/clapack/dposvx.c new file mode 100644 index 0000000000..130455668c --- /dev/null +++ b/contrib/libs/clapack/dposvx.c @@ -0,0 +1,450 @@ +/* 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_ */ |