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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/dpprfs.c | |
parent | 01f64c1ecd0d4ffa9e3a74478335f1745f26cc75 (diff) | |
download | ydb-90d450f74722da7859d6f510a869f6c6908fd12f.tar.gz |
[] add metering mode to CLI
Diffstat (limited to 'contrib/libs/clapack/dpprfs.c')
-rw-r--r-- | contrib/libs/clapack/dpprfs.c | 413 |
1 files changed, 413 insertions, 0 deletions
diff --git a/contrib/libs/clapack/dpprfs.c b/contrib/libs/clapack/dpprfs.c new file mode 100644 index 0000000000..2eef815bd9 --- /dev/null +++ b/contrib/libs/clapack/dpprfs.c @@ -0,0 +1,413 @@ +/* dpprfs.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 doublereal c_b12 = -1.; +static doublereal c_b14 = 1.; + +/* Subroutine */ int dpprfs_(char *uplo, integer *n, integer *nrhs, + doublereal *ap, doublereal *afp, doublereal *b, integer *ldb, + doublereal *x, integer *ldx, doublereal *ferr, doublereal *berr, + doublereal *work, integer *iwork, integer *info) +{ + /* System generated locals */ + integer b_dim1, b_offset, x_dim1, x_offset, i__1, i__2, i__3; + doublereal d__1, d__2, d__3; + + /* Local variables */ + integer i__, j, k; + doublereal s; + integer ik, kk; + doublereal xk; + integer nz; + doublereal eps; + integer kase; + doublereal safe1, safe2; + extern logical lsame_(char *, char *); + integer isave[3]; + extern /* Subroutine */ int dcopy_(integer *, doublereal *, integer *, + doublereal *, integer *), daxpy_(integer *, doublereal *, + doublereal *, integer *, doublereal *, integer *); + integer count; + extern /* Subroutine */ int dspmv_(char *, integer *, doublereal *, + doublereal *, doublereal *, integer *, doublereal *, doublereal *, + integer *); + logical upper; + extern /* Subroutine */ int dlacn2_(integer *, doublereal *, doublereal *, + integer *, doublereal *, integer *, integer *); + extern doublereal dlamch_(char *); + doublereal safmin; + extern /* Subroutine */ int xerbla_(char *, integer *); + doublereal lstres; + extern /* Subroutine */ int dpptrs_(char *, integer *, integer *, + doublereal *, doublereal *, integer *, integer *); + + +/* -- LAPACK routine (version 3.2) -- */ +/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */ +/* November 2006 */ + +/* Modified to call DLACN2 in place of DLACON, 5 Feb 03, SJH. */ + +/* .. Scalar Arguments .. */ +/* .. */ +/* .. Array Arguments .. */ +/* .. */ + +/* Purpose */ +/* ======= */ + +/* DPPRFS improves the computed solution to a system of linear */ +/* equations when the coefficient matrix is symmetric positive definite */ +/* and packed, and provides error bounds and backward error estimates */ +/* for the solution. */ + +/* Arguments */ +/* ========= */ + +/* UPLO (input) CHARACTER*1 */ +/* = 'U': Upper triangle of A is stored; */ +/* = 'L': Lower triangle of A is stored. */ + +/* N (input) INTEGER */ +/* 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. */ + +/* AP (input) DOUBLE PRECISION array, dimension (N*(N+1)/2) */ +/* The upper or lower triangle of the symmetric matrix A, packed */ +/* columnwise in a linear array. The j-th column of A is stored */ +/* in the array AP as follows: */ +/* if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; */ +/* if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n. */ + +/* AFP (input) DOUBLE PRECISION array, dimension (N*(N+1)/2) */ +/* The triangular factor U or L from the Cholesky factorization */ +/* A = U**T*U or A = L*L**T, as computed by DPPTRF/ZPPTRF, */ +/* packed columnwise in a linear array in the same format as A */ +/* (see AP). */ + +/* B (input) DOUBLE PRECISION array, dimension (LDB,NRHS) */ +/* The right hand side matrix B. */ + +/* LDB (input) INTEGER */ +/* The leading dimension of the array B. LDB >= max(1,N). */ + +/* X (input/output) DOUBLE PRECISION array, dimension (LDX,NRHS) */ +/* On entry, the solution matrix X, as computed by DPPTRS. */ +/* On exit, the improved solution matrix X. */ + +/* LDX (input) INTEGER */ +/* The leading dimension of the array X. LDX >= max(1,N). */ + +/* 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 */ + +/* Internal Parameters */ +/* =================== */ + +/* ITMAX is the maximum number of steps of iterative refinement. */ + +/* ===================================================================== */ + +/* .. Parameters .. */ +/* .. */ +/* .. Local Scalars .. */ +/* .. */ +/* .. Local Arrays .. */ +/* .. */ +/* .. External Subroutines .. */ +/* .. */ +/* .. Intrinsic Functions .. */ +/* .. */ +/* .. External Functions .. */ +/* .. */ +/* .. Executable Statements .. */ + +/* Test the input parameters. */ + + /* Parameter adjustments */ + --ap; + --afp; + 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; + upper = lsame_(uplo, "U"); + if (! upper && ! lsame_(uplo, "L")) { + *info = -1; + } else if (*n < 0) { + *info = -2; + } else if (*nrhs < 0) { + *info = -3; + } else if (*ldb < max(1,*n)) { + *info = -7; + } else if (*ldx < max(1,*n)) { + *info = -9; + } + if (*info != 0) { + i__1 = -(*info); + xerbla_("DPPRFS", &i__1); + return 0; + } + +/* Quick return if possible */ + + if (*n == 0 || *nrhs == 0) { + i__1 = *nrhs; + for (j = 1; j <= i__1; ++j) { + ferr[j] = 0.; + berr[j] = 0.; +/* L10: */ + } + return 0; + } + +/* NZ = maximum number of nonzero elements in each row of A, plus 1 */ + + nz = *n + 1; + eps = dlamch_("Epsilon"); + safmin = dlamch_("Safe minimum"); + safe1 = nz * safmin; + safe2 = safe1 / eps; + +/* Do for each right hand side */ + + i__1 = *nrhs; + for (j = 1; j <= i__1; ++j) { + + count = 1; + lstres = 3.; +L20: + +/* Loop until stopping criterion is satisfied. */ + +/* Compute residual R = B - A * X */ + + dcopy_(n, &b[j * b_dim1 + 1], &c__1, &work[*n + 1], &c__1); + dspmv_(uplo, n, &c_b12, &ap[1], &x[j * x_dim1 + 1], &c__1, &c_b14, & + work[*n + 1], &c__1); + +/* Compute componentwise relative backward error from formula */ + +/* max(i) ( abs(R(i)) / ( abs(A)*abs(X) + abs(B) )(i) ) */ + +/* where abs(Z) is the componentwise absolute value of the matrix */ +/* or vector Z. If the i-th component of the denominator is less */ +/* than SAFE2, then SAFE1 is added to the i-th components of the */ +/* numerator and denominator before dividing. */ + + i__2 = *n; + for (i__ = 1; i__ <= i__2; ++i__) { + work[i__] = (d__1 = b[i__ + j * b_dim1], abs(d__1)); +/* L30: */ + } + +/* Compute abs(A)*abs(X) + abs(B). */ + + kk = 1; + if (upper) { + i__2 = *n; + for (k = 1; k <= i__2; ++k) { + s = 0.; + xk = (d__1 = x[k + j * x_dim1], abs(d__1)); + ik = kk; + i__3 = k - 1; + for (i__ = 1; i__ <= i__3; ++i__) { + work[i__] += (d__1 = ap[ik], abs(d__1)) * xk; + s += (d__1 = ap[ik], abs(d__1)) * (d__2 = x[i__ + j * + x_dim1], abs(d__2)); + ++ik; +/* L40: */ + } + work[k] = work[k] + (d__1 = ap[kk + k - 1], abs(d__1)) * xk + + s; + kk += k; +/* L50: */ + } + } else { + i__2 = *n; + for (k = 1; k <= i__2; ++k) { + s = 0.; + xk = (d__1 = x[k + j * x_dim1], abs(d__1)); + work[k] += (d__1 = ap[kk], abs(d__1)) * xk; + ik = kk + 1; + i__3 = *n; + for (i__ = k + 1; i__ <= i__3; ++i__) { + work[i__] += (d__1 = ap[ik], abs(d__1)) * xk; + s += (d__1 = ap[ik], abs(d__1)) * (d__2 = x[i__ + j * + x_dim1], abs(d__2)); + ++ik; +/* L60: */ + } + work[k] += s; + kk += *n - k + 1; +/* L70: */ + } + } + s = 0.; + i__2 = *n; + for (i__ = 1; i__ <= i__2; ++i__) { + if (work[i__] > safe2) { +/* Computing MAX */ + d__2 = s, d__3 = (d__1 = work[*n + i__], abs(d__1)) / work[ + i__]; + s = max(d__2,d__3); + } else { +/* Computing MAX */ + d__2 = s, d__3 = ((d__1 = work[*n + i__], abs(d__1)) + safe1) + / (work[i__] + safe1); + s = max(d__2,d__3); + } +/* L80: */ + } + berr[j] = s; + +/* Test stopping criterion. Continue iterating if */ +/* 1) The residual BERR(J) is larger than machine epsilon, and */ +/* 2) BERR(J) decreased by at least a factor of 2 during the */ +/* last iteration, and */ +/* 3) At most ITMAX iterations tried. */ + + if (berr[j] > eps && berr[j] * 2. <= lstres && count <= 5) { + +/* Update solution and try again. */ + + dpptrs_(uplo, n, &c__1, &afp[1], &work[*n + 1], n, info); + daxpy_(n, &c_b14, &work[*n + 1], &c__1, &x[j * x_dim1 + 1], &c__1) + ; + lstres = berr[j]; + ++count; + goto L20; + } + +/* Bound error from formula */ + +/* norm(X - XTRUE) / norm(X) .le. FERR = */ +/* norm( abs(inv(A))* */ +/* ( abs(R) + NZ*EPS*( abs(A)*abs(X)+abs(B) ))) / norm(X) */ + +/* where */ +/* norm(Z) is the magnitude of the largest component of Z */ +/* inv(A) is the inverse of A */ +/* abs(Z) is the componentwise absolute value of the matrix or */ +/* vector Z */ +/* NZ is the maximum number of nonzeros in any row of A, plus 1 */ +/* EPS is machine epsilon */ + +/* The i-th component of abs(R)+NZ*EPS*(abs(A)*abs(X)+abs(B)) */ +/* is incremented by SAFE1 if the i-th component of */ +/* abs(A)*abs(X) + abs(B) is less than SAFE2. */ + +/* Use DLACN2 to estimate the infinity-norm of the matrix */ +/* inv(A) * diag(W), */ +/* where W = abs(R) + NZ*EPS*( abs(A)*abs(X)+abs(B) ))) */ + + i__2 = *n; + for (i__ = 1; i__ <= i__2; ++i__) { + if (work[i__] > safe2) { + work[i__] = (d__1 = work[*n + i__], abs(d__1)) + nz * eps * + work[i__]; + } else { + work[i__] = (d__1 = work[*n + i__], abs(d__1)) + nz * eps * + work[i__] + safe1; + } +/* L90: */ + } + + kase = 0; +L100: + dlacn2_(n, &work[(*n << 1) + 1], &work[*n + 1], &iwork[1], &ferr[j], & + kase, isave); + if (kase != 0) { + if (kase == 1) { + +/* Multiply by diag(W)*inv(A'). */ + + dpptrs_(uplo, n, &c__1, &afp[1], &work[*n + 1], n, info); + i__2 = *n; + for (i__ = 1; i__ <= i__2; ++i__) { + work[*n + i__] = work[i__] * work[*n + i__]; +/* L110: */ + } + } else if (kase == 2) { + +/* Multiply by inv(A)*diag(W). */ + + i__2 = *n; + for (i__ = 1; i__ <= i__2; ++i__) { + work[*n + i__] = work[i__] * work[*n + i__]; +/* L120: */ + } + dpptrs_(uplo, n, &c__1, &afp[1], &work[*n + 1], n, info); + } + goto L100; + } + +/* Normalize error. */ + + lstres = 0.; + i__2 = *n; + for (i__ = 1; i__ <= i__2; ++i__) { +/* Computing MAX */ + d__2 = lstres, d__3 = (d__1 = x[i__ + j * x_dim1], abs(d__1)); + lstres = max(d__2,d__3); +/* L130: */ + } + if (lstres != 0.) { + ferr[j] /= lstres; + } + +/* L140: */ + } + + return 0; + +/* End of DPPRFS */ + +} /* dpprfs_ */ |