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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/dptrfs.c | |
parent | 01f64c1ecd0d4ffa9e3a74478335f1745f26cc75 (diff) | |
download | ydb-90d450f74722da7859d6f510a869f6c6908fd12f.tar.gz |
[] add metering mode to CLI
Diffstat (limited to 'contrib/libs/clapack/dptrfs.c')
-rw-r--r-- | contrib/libs/clapack/dptrfs.c | 365 |
1 files changed, 365 insertions, 0 deletions
diff --git a/contrib/libs/clapack/dptrfs.c b/contrib/libs/clapack/dptrfs.c new file mode 100644 index 0000000000..2a0491ccc5 --- /dev/null +++ b/contrib/libs/clapack/dptrfs.c @@ -0,0 +1,365 @@ +/* dptrfs.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_b11 = 1.; + +/* Subroutine */ int dptrfs_(integer *n, integer *nrhs, doublereal *d__, + doublereal *e, doublereal *df, doublereal *ef, doublereal *b, integer + *ldb, doublereal *x, integer *ldx, doublereal *ferr, doublereal *berr, + doublereal *work, integer *info) +{ + /* System generated locals */ + integer b_dim1, b_offset, x_dim1, x_offset, i__1, i__2; + doublereal d__1, d__2, d__3; + + /* Local variables */ + integer i__, j; + doublereal s, bi, cx, dx, ex; + integer ix, nz; + doublereal eps, safe1, safe2; + extern /* Subroutine */ int daxpy_(integer *, doublereal *, doublereal *, + integer *, doublereal *, integer *); + integer count; + extern doublereal dlamch_(char *); + extern integer idamax_(integer *, doublereal *, integer *); + doublereal safmin; + extern /* Subroutine */ int xerbla_(char *, integer *); + doublereal lstres; + extern /* Subroutine */ int dpttrs_(integer *, integer *, doublereal *, + doublereal *, doublereal *, integer *, integer *); + + +/* -- LAPACK routine (version 3.2) -- */ +/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */ +/* November 2006 */ + +/* .. Scalar Arguments .. */ +/* .. */ +/* .. Array Arguments .. */ +/* .. */ + +/* Purpose */ +/* ======= */ + +/* DPTRFS improves the computed solution to a system of linear */ +/* equations when the coefficient matrix is symmetric positive definite */ +/* and tridiagonal, and provides error bounds and backward error */ +/* estimates for the solution. */ + +/* Arguments */ +/* ========= */ + +/* 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 matrix B. NRHS >= 0. */ + +/* D (input) DOUBLE PRECISION array, dimension (N) */ +/* The n diagonal elements of the tridiagonal matrix A. */ + +/* E (input) DOUBLE PRECISION array, dimension (N-1) */ +/* The (n-1) subdiagonal elements of the tridiagonal matrix A. */ + +/* DF (input) DOUBLE PRECISION array, dimension (N) */ +/* The n diagonal elements of the diagonal matrix D from the */ +/* factorization computed by DPTTRF. */ + +/* EF (input) DOUBLE PRECISION array, dimension (N-1) */ +/* The (n-1) subdiagonal elements of the unit bidiagonal factor */ +/* L from the factorization computed by DPTTRF. */ + +/* 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 DPTTRS. */ +/* 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 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). */ + +/* 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 (2*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 .. */ +/* .. */ +/* .. External Subroutines .. */ +/* .. */ +/* .. Intrinsic Functions .. */ +/* .. */ +/* .. External Functions .. */ +/* .. */ +/* .. Executable Statements .. */ + +/* Test the input parameters. */ + + /* Parameter adjustments */ + --d__; + --e; + --df; + --ef; + 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; + + /* Function Body */ + *info = 0; + if (*n < 0) { + *info = -1; + } else if (*nrhs < 0) { + *info = -2; + } else if (*ldb < max(1,*n)) { + *info = -8; + } else if (*ldx < max(1,*n)) { + *info = -10; + } + if (*info != 0) { + i__1 = -(*info); + xerbla_("DPTRFS", &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 = 4; + 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. Also compute */ +/* abs(A)*abs(x) + abs(b) for use in the backward error bound. */ + + if (*n == 1) { + bi = b[j * b_dim1 + 1]; + dx = d__[1] * x[j * x_dim1 + 1]; + work[*n + 1] = bi - dx; + work[1] = abs(bi) + abs(dx); + } else { + bi = b[j * b_dim1 + 1]; + dx = d__[1] * x[j * x_dim1 + 1]; + ex = e[1] * x[j * x_dim1 + 2]; + work[*n + 1] = bi - dx - ex; + work[1] = abs(bi) + abs(dx) + abs(ex); + i__2 = *n - 1; + for (i__ = 2; i__ <= i__2; ++i__) { + bi = b[i__ + j * b_dim1]; + cx = e[i__ - 1] * x[i__ - 1 + j * x_dim1]; + dx = d__[i__] * x[i__ + j * x_dim1]; + ex = e[i__] * x[i__ + 1 + j * x_dim1]; + work[*n + i__] = bi - cx - dx - ex; + work[i__] = abs(bi) + abs(cx) + abs(dx) + abs(ex); +/* L30: */ + } + bi = b[*n + j * b_dim1]; + cx = e[*n - 1] * x[*n - 1 + j * x_dim1]; + dx = d__[*n] * x[*n + j * x_dim1]; + work[*n + *n] = bi - cx - dx; + work[*n] = abs(bi) + abs(cx) + abs(dx); + } + +/* 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. */ + + 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); + } +/* L40: */ + } + 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. */ + + dpttrs_(n, &c__1, &df[1], &ef[1], &work[*n + 1], n, info); + daxpy_(n, &c_b11, &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. */ + + 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; + } +/* L50: */ + } + ix = idamax_(n, &work[1], &c__1); + ferr[j] = work[ix]; + +/* Estimate the norm of inv(A). */ + +/* Solve M(A) * x = e, where M(A) = (m(i,j)) is given by */ + +/* m(i,j) = abs(A(i,j)), i = j, */ +/* m(i,j) = -abs(A(i,j)), i .ne. j, */ + +/* and e = [ 1, 1, ..., 1 ]'. Note M(A) = M(L)*D*M(L)'. */ + +/* Solve M(L) * x = e. */ + + work[1] = 1.; + i__2 = *n; + for (i__ = 2; i__ <= i__2; ++i__) { + work[i__] = work[i__ - 1] * (d__1 = ef[i__ - 1], abs(d__1)) + 1.; +/* L60: */ + } + +/* Solve D * M(L)' * x = b. */ + + work[*n] /= df[*n]; + for (i__ = *n - 1; i__ >= 1; --i__) { + work[i__] = work[i__] / df[i__] + work[i__ + 1] * (d__1 = ef[i__], + abs(d__1)); +/* L70: */ + } + +/* Compute norm(inv(A)) = max(x(i)), 1<=i<=n. */ + + ix = idamax_(n, &work[1], &c__1); + ferr[j] *= (d__1 = work[ix], abs(d__1)); + +/* 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); +/* L80: */ + } + if (lstres != 0.) { + ferr[j] /= lstres; + } + +/* L90: */ + } + + return 0; + +/* End of DPTRFS */ + +} /* dptrfs_ */ |