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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/dpstrf.c | |
parent | 01f64c1ecd0d4ffa9e3a74478335f1745f26cc75 (diff) | |
download | ydb-90d450f74722da7859d6f510a869f6c6908fd12f.tar.gz |
[] add metering mode to CLI
Diffstat (limited to 'contrib/libs/clapack/dpstrf.c')
-rw-r--r-- | contrib/libs/clapack/dpstrf.c | 471 |
1 files changed, 471 insertions, 0 deletions
diff --git a/contrib/libs/clapack/dpstrf.c b/contrib/libs/clapack/dpstrf.c new file mode 100644 index 0000000000..909c525cad --- /dev/null +++ b/contrib/libs/clapack/dpstrf.c @@ -0,0 +1,471 @@ +/* dpstrf.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_b22 = -1.; +static doublereal c_b24 = 1.; + +/* Subroutine */ int dpstrf_(char *uplo, integer *n, doublereal *a, integer * + lda, integer *piv, integer *rank, doublereal *tol, doublereal *work, + integer *info) +{ + /* System generated locals */ + integer a_dim1, a_offset, i__1, i__2, i__3, i__4, i__5; + doublereal d__1; + + /* Builtin functions */ + double sqrt(doublereal); + + /* Local variables */ + integer i__, j, k, maxlocvar, jb, nb; + doublereal ajj; + integer pvt; + extern /* Subroutine */ int dscal_(integer *, doublereal *, doublereal *, + integer *); + extern logical lsame_(char *, char *); + extern /* Subroutine */ int dgemv_(char *, integer *, integer *, + doublereal *, doublereal *, integer *, doublereal *, integer *, + doublereal *, doublereal *, integer *); + doublereal dtemp; + integer itemp; + extern /* Subroutine */ int dswap_(integer *, doublereal *, integer *, + doublereal *, integer *); + doublereal dstop; + logical upper; + extern /* Subroutine */ int dsyrk_(char *, char *, integer *, integer *, + doublereal *, doublereal *, integer *, doublereal *, doublereal *, + integer *), dpstf2_(char *, integer *, + doublereal *, integer *, integer *, integer *, doublereal *, + doublereal *, integer *); + extern doublereal dlamch_(char *); + extern logical disnan_(doublereal *); + extern /* Subroutine */ int xerbla_(char *, integer *); + extern integer ilaenv_(integer *, char *, char *, integer *, integer *, + integer *, integer *); + extern integer dmaxloc_(doublereal *, integer *); + + +/* -- LAPACK routine (version 3.2) -- */ +/* Craig Lucas, University of Manchester / NAG Ltd. */ +/* October, 2008 */ + +/* .. Scalar Arguments .. */ +/* .. */ +/* .. Array Arguments .. */ +/* .. */ + +/* Purpose */ +/* ======= */ + +/* DPSTRF computes the Cholesky factorization with complete */ +/* pivoting of a real symmetric positive semidefinite matrix A. */ + +/* The factorization has the form */ +/* P' * A * P = U' * U , if UPLO = 'U', */ +/* P' * A * P = L * L', if UPLO = 'L', */ +/* where U is an upper triangular matrix and L is lower triangular, and */ +/* P is stored as vector PIV. */ + +/* This algorithm does not attempt to check that A is positive */ +/* semidefinite. This version of the algorithm calls level 3 BLAS. */ + +/* Arguments */ +/* ========= */ + +/* UPLO (input) CHARACTER*1 */ +/* Specifies whether the upper or lower triangular part of the */ +/* symmetric matrix A is stored. */ +/* = 'U': Upper triangular */ +/* = 'L': Lower triangular */ + +/* N (input) INTEGER */ +/* The order of the matrix A. N >= 0. */ + +/* A (input/output) DOUBLE PRECISION array, dimension (LDA,N) */ +/* On entry, the symmetric matrix A. 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. */ + +/* On exit, if INFO = 0, the factor U or L from the Cholesky */ +/* factorization as above. */ + +/* LDA (input) INTEGER */ +/* The leading dimension of the array A. LDA >= max(1,N). */ + +/* PIV (output) INTEGER array, dimension (N) */ +/* PIV is such that the nonzero entries are P( PIV(K), K ) = 1. */ + +/* RANK (output) INTEGER */ +/* The rank of A given by the number of steps the algorithm */ +/* completed. */ + +/* TOL (input) DOUBLE PRECISION */ +/* User defined tolerance. If TOL < 0, then N*U*MAX( A(K,K) ) */ +/* will be used. The algorithm terminates at the (K-1)st step */ +/* if the pivot <= TOL. */ + +/* WORK DOUBLE PRECISION array, dimension (2*N) */ +/* Work space. */ + +/* INFO (output) INTEGER */ +/* < 0: If INFO = -K, the K-th argument had an illegal value, */ +/* = 0: algorithm completed successfully, and */ +/* > 0: the matrix A is either rank deficient with computed rank */ +/* as returned in RANK, or is indefinite. See Section 7 of */ +/* LAPACK Working Note #161 for further information. */ + +/* ===================================================================== */ + +/* .. Parameters .. */ +/* .. */ +/* .. Local Scalars .. */ +/* .. */ +/* .. External Functions .. */ +/* .. */ +/* .. External Subroutines .. */ +/* .. */ +/* .. Intrinsic Functions .. */ +/* .. */ +/* .. Executable Statements .. */ + +/* Test the input parameters. */ + + /* Parameter adjustments */ + --work; + --piv; + a_dim1 = *lda; + a_offset = 1 + a_dim1; + a -= a_offset; + + /* Function Body */ + *info = 0; + upper = lsame_(uplo, "U"); + if (! upper && ! lsame_(uplo, "L")) { + *info = -1; + } else if (*n < 0) { + *info = -2; + } else if (*lda < max(1,*n)) { + *info = -4; + } + if (*info != 0) { + i__1 = -(*info); + xerbla_("DPSTRF", &i__1); + return 0; + } + +/* Quick return if possible */ + + if (*n == 0) { + return 0; + } + +/* Get block size */ + + nb = ilaenv_(&c__1, "DPOTRF", uplo, n, &c_n1, &c_n1, &c_n1); + if (nb <= 1 || nb >= *n) { + +/* Use unblocked code */ + + dpstf2_(uplo, n, &a[a_dim1 + 1], lda, &piv[1], rank, tol, &work[1], + info); + goto L200; + + } else { + +/* Initialize PIV */ + + i__1 = *n; + for (i__ = 1; i__ <= i__1; ++i__) { + piv[i__] = i__; +/* L100: */ + } + +/* Compute stopping value */ + + pvt = 1; + ajj = a[pvt + pvt * a_dim1]; + i__1 = *n; + for (i__ = 2; i__ <= i__1; ++i__) { + if (a[i__ + i__ * a_dim1] > ajj) { + pvt = i__; + ajj = a[pvt + pvt * a_dim1]; + } + } + if (ajj == 0. || disnan_(&ajj)) { + *rank = 0; + *info = 1; + goto L200; + } + +/* Compute stopping value if not supplied */ + + if (*tol < 0.) { + dstop = *n * dlamch_("Epsilon") * ajj; + } else { + dstop = *tol; + } + + + if (upper) { + +/* Compute the Cholesky factorization P' * A * P = U' * U */ + + i__1 = *n; + i__2 = nb; + for (k = 1; i__2 < 0 ? k >= i__1 : k <= i__1; k += i__2) { + +/* Account for last block not being NB wide */ + +/* Computing MIN */ + i__3 = nb, i__4 = *n - k + 1; + jb = min(i__3,i__4); + +/* Set relevant part of first half of WORK to zero, */ +/* holds dot products */ + + i__3 = *n; + for (i__ = k; i__ <= i__3; ++i__) { + work[i__] = 0.; +/* L110: */ + } + + i__3 = k + jb - 1; + for (j = k; j <= i__3; ++j) { + +/* Find pivot, test for exit, else swap rows and columns */ +/* Update dot products, compute possible pivots which are */ +/* stored in the second half of WORK */ + + i__4 = *n; + for (i__ = j; i__ <= i__4; ++i__) { + + if (j > k) { +/* Computing 2nd power */ + d__1 = a[j - 1 + i__ * a_dim1]; + work[i__] += d__1 * d__1; + } + work[*n + i__] = a[i__ + i__ * a_dim1] - work[i__]; + +/* L120: */ + } + + if (j > 1) { + maxlocvar = (*n << 1) - (*n + j) + 1; + itemp = dmaxloc_(&work[*n + j], &maxlocvar); + pvt = itemp + j - 1; + ajj = work[*n + pvt]; + if (ajj <= dstop || disnan_(&ajj)) { + a[j + j * a_dim1] = ajj; + goto L190; + } + } + + if (j != pvt) { + +/* Pivot OK, so can now swap pivot rows and columns */ + + a[pvt + pvt * a_dim1] = a[j + j * a_dim1]; + i__4 = j - 1; + dswap_(&i__4, &a[j * a_dim1 + 1], &c__1, &a[pvt * + a_dim1 + 1], &c__1); + if (pvt < *n) { + i__4 = *n - pvt; + dswap_(&i__4, &a[j + (pvt + 1) * a_dim1], lda, &a[ + pvt + (pvt + 1) * a_dim1], lda); + } + i__4 = pvt - j - 1; + dswap_(&i__4, &a[j + (j + 1) * a_dim1], lda, &a[j + 1 + + pvt * a_dim1], &c__1); + +/* Swap dot products and PIV */ + + dtemp = work[j]; + work[j] = work[pvt]; + work[pvt] = dtemp; + itemp = piv[pvt]; + piv[pvt] = piv[j]; + piv[j] = itemp; + } + + ajj = sqrt(ajj); + a[j + j * a_dim1] = ajj; + +/* Compute elements J+1:N of row J. */ + + if (j < *n) { + i__4 = j - k; + i__5 = *n - j; + dgemv_("Trans", &i__4, &i__5, &c_b22, &a[k + (j + 1) * + a_dim1], lda, &a[k + j * a_dim1], &c__1, & + c_b24, &a[j + (j + 1) * a_dim1], lda); + i__4 = *n - j; + d__1 = 1. / ajj; + dscal_(&i__4, &d__1, &a[j + (j + 1) * a_dim1], lda); + } + +/* L130: */ + } + +/* Update trailing matrix, J already incremented */ + + if (k + jb <= *n) { + i__3 = *n - j + 1; + dsyrk_("Upper", "Trans", &i__3, &jb, &c_b22, &a[k + j * + a_dim1], lda, &c_b24, &a[j + j * a_dim1], lda); + } + +/* L140: */ + } + + } else { + +/* Compute the Cholesky factorization P' * A * P = L * L' */ + + i__2 = *n; + i__1 = nb; + for (k = 1; i__1 < 0 ? k >= i__2 : k <= i__2; k += i__1) { + +/* Account for last block not being NB wide */ + +/* Computing MIN */ + i__3 = nb, i__4 = *n - k + 1; + jb = min(i__3,i__4); + +/* Set relevant part of first half of WORK to zero, */ +/* holds dot products */ + + i__3 = *n; + for (i__ = k; i__ <= i__3; ++i__) { + work[i__] = 0.; +/* L150: */ + } + + i__3 = k + jb - 1; + for (j = k; j <= i__3; ++j) { + +/* Find pivot, test for exit, else swap rows and columns */ +/* Update dot products, compute possible pivots which are */ +/* stored in the second half of WORK */ + + i__4 = *n; + for (i__ = j; i__ <= i__4; ++i__) { + + if (j > k) { +/* Computing 2nd power */ + d__1 = a[i__ + (j - 1) * a_dim1]; + work[i__] += d__1 * d__1; + } + work[*n + i__] = a[i__ + i__ * a_dim1] - work[i__]; + +/* L160: */ + } + + if (j > 1) { + maxlocvar = (*n << 1) - (*n + j) + 1; + itemp = dmaxloc_(&work[*n + j], &maxlocvar); + pvt = itemp + j - 1; + ajj = work[*n + pvt]; + if (ajj <= dstop || disnan_(&ajj)) { + a[j + j * a_dim1] = ajj; + goto L190; + } + } + + if (j != pvt) { + +/* Pivot OK, so can now swap pivot rows and columns */ + + a[pvt + pvt * a_dim1] = a[j + j * a_dim1]; + i__4 = j - 1; + dswap_(&i__4, &a[j + a_dim1], lda, &a[pvt + a_dim1], + lda); + if (pvt < *n) { + i__4 = *n - pvt; + dswap_(&i__4, &a[pvt + 1 + j * a_dim1], &c__1, &a[ + pvt + 1 + pvt * a_dim1], &c__1); + } + i__4 = pvt - j - 1; + dswap_(&i__4, &a[j + 1 + j * a_dim1], &c__1, &a[pvt + + (j + 1) * a_dim1], lda); + +/* Swap dot products and PIV */ + + dtemp = work[j]; + work[j] = work[pvt]; + work[pvt] = dtemp; + itemp = piv[pvt]; + piv[pvt] = piv[j]; + piv[j] = itemp; + } + + ajj = sqrt(ajj); + a[j + j * a_dim1] = ajj; + +/* Compute elements J+1:N of column J. */ + + if (j < *n) { + i__4 = *n - j; + i__5 = j - k; + dgemv_("No Trans", &i__4, &i__5, &c_b22, &a[j + 1 + k + * a_dim1], lda, &a[j + k * a_dim1], lda, & + c_b24, &a[j + 1 + j * a_dim1], &c__1); + i__4 = *n - j; + d__1 = 1. / ajj; + dscal_(&i__4, &d__1, &a[j + 1 + j * a_dim1], &c__1); + } + +/* L170: */ + } + +/* Update trailing matrix, J already incremented */ + + if (k + jb <= *n) { + i__3 = *n - j + 1; + dsyrk_("Lower", "No Trans", &i__3, &jb, &c_b22, &a[j + k * + a_dim1], lda, &c_b24, &a[j + j * a_dim1], lda); + } + +/* L180: */ + } + + } + } + +/* Ran to completion, A has full rank */ + + *rank = *n; + + goto L200; +L190: + +/* Rank is the number of steps completed. Set INFO = 1 to signal */ +/* that the factorization cannot be used to solve a system. */ + + *rank = j - 1; + *info = 1; + +L200: + return 0; + +/* End of DPSTRF */ + +} /* dpstrf_ */ |