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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/dptrfs.c
parent01f64c1ecd0d4ffa9e3a74478335f1745f26cc75 (diff)
downloadydb-90d450f74722da7859d6f510a869f6c6908fd12f.tar.gz
[] add metering mode to CLI
Diffstat (limited to 'contrib/libs/clapack/dptrfs.c')
-rw-r--r--contrib/libs/clapack/dptrfs.c365
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
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+/* 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_ */