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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/dsposv.c | |
parent | 01f64c1ecd0d4ffa9e3a74478335f1745f26cc75 (diff) | |
download | ydb-90d450f74722da7859d6f510a869f6c6908fd12f.tar.gz |
[] add metering mode to CLI
Diffstat (limited to 'contrib/libs/clapack/dsposv.c')
-rw-r--r-- | contrib/libs/clapack/dsposv.c | 418 |
1 files changed, 418 insertions, 0 deletions
diff --git a/contrib/libs/clapack/dsposv.c b/contrib/libs/clapack/dsposv.c new file mode 100644 index 0000000000..c7892b4da0 --- /dev/null +++ b/contrib/libs/clapack/dsposv.c @@ -0,0 +1,418 @@ +/* dsposv.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 doublereal c_b10 = -1.; +static doublereal c_b11 = 1.; +static integer c__1 = 1; + +/* Subroutine */ int dsposv_(char *uplo, integer *n, integer *nrhs, + doublereal *a, integer *lda, doublereal *b, integer *ldb, doublereal * + x, integer *ldx, doublereal *work, real *swork, integer *iter, + integer *info) +{ + /* System generated locals */ + integer a_dim1, a_offset, b_dim1, b_offset, work_dim1, work_offset, + x_dim1, x_offset, i__1; + doublereal d__1; + + /* Builtin functions */ + double sqrt(doublereal); + + /* Local variables */ + integer i__; + doublereal cte, eps, anrm; + integer ptsa; + doublereal rnrm, xnrm; + integer ptsx; + extern logical lsame_(char *, char *); + integer iiter; + extern /* Subroutine */ int daxpy_(integer *, doublereal *, doublereal *, + integer *, doublereal *, integer *), dsymm_(char *, char *, + integer *, integer *, doublereal *, doublereal *, integer *, + doublereal *, integer *, doublereal *, doublereal *, integer *), dlag2s_(integer *, integer *, doublereal *, + integer *, real *, integer *, integer *), slag2d_(integer *, + integer *, real *, integer *, doublereal *, integer *, integer *), + dlat2s_(char *, integer *, doublereal *, integer *, real *, + integer *, integer *); + extern doublereal dlamch_(char *); + extern integer idamax_(integer *, doublereal *, integer *); + extern /* Subroutine */ int dlacpy_(char *, integer *, integer *, + doublereal *, integer *, doublereal *, integer *), + xerbla_(char *, integer *); + extern doublereal dlansy_(char *, char *, integer *, doublereal *, + integer *, doublereal *); + extern /* Subroutine */ int dpotrf_(char *, integer *, doublereal *, + integer *, integer *), dpotrs_(char *, integer *, integer + *, doublereal *, integer *, doublereal *, integer *, integer *), spotrf_(char *, integer *, real *, integer *, integer *), spotrs_(char *, integer *, integer *, real *, integer *, + real *, integer *, integer *); + + +/* -- LAPACK PROTOTYPE driver routine (version 3.1.2) -- */ +/* Univ. of Tennessee, Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd.. */ +/* May 2007 */ + +/* .. */ +/* .. Scalar Arguments .. */ +/* .. */ +/* .. Array Arguments .. */ +/* .. */ + +/* Purpose */ +/* ======= */ + +/* DSPOSV computes 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. */ + +/* DSPOSV first attempts to factorize the matrix in SINGLE PRECISION */ +/* and use this factorization within an iterative refinement procedure */ +/* to produce a solution with DOUBLE PRECISION normwise backward error */ +/* quality (see below). If the approach fails the method switches to a */ +/* DOUBLE PRECISION factorization and solve. */ + +/* The iterative refinement is not going to be a winning strategy if */ +/* the ratio SINGLE PRECISION performance over DOUBLE PRECISION */ +/* performance is too small. A reasonable strategy should take the */ +/* number of right-hand sides and the size of the matrix into account. */ +/* This might be done with a call to ILAENV in the future. Up to now, we */ +/* always try iterative refinement. */ + +/* The iterative refinement process is stopped if */ +/* ITER > ITERMAX */ +/* or for all the RHS we have: */ +/* RNRM < SQRT(N)*XNRM*ANRM*EPS*BWDMAX */ +/* where */ +/* o ITER is the number of the current iteration in the iterative */ +/* refinement process */ +/* o RNRM is the infinity-norm of the residual */ +/* o XNRM is the infinity-norm of the solution */ +/* o ANRM is the infinity-operator-norm of the matrix A */ +/* o EPS is the machine epsilon returned by DLAMCH('Epsilon') */ +/* The value ITERMAX and BWDMAX are fixed to 30 and 1.0D+00 */ +/* respectively. */ + +/* Arguments */ +/* ========= */ + +/* UPLO (input) CHARACTER */ +/* = '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 matrix B. NRHS >= 0. */ + +/* A (input or input/ouptut) 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 iterative refinement has been successfully used */ +/* (INFO.EQ.0 and ITER.GE.0, see description below), then A is */ +/* unchanged, if double precision factorization has been used */ +/* (INFO.EQ.0 and ITER.LT.0, see description below), then the */ +/* array A contains the factor U or L from the Cholesky */ +/* factorization A = U**T*U or A = L*L**T. */ + + +/* LDA (input) INTEGER */ +/* The leading dimension of the array A. LDA >= max(1,N). */ + +/* B (input) DOUBLE PRECISION array, dimension (LDB,NRHS) */ +/* The N-by-NRHS right hand side matrix 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, the N-by-NRHS solution matrix X. */ + +/* LDX (input) INTEGER */ +/* The leading dimension of the array X. LDX >= max(1,N). */ + +/* WORK (workspace) DOUBLE PRECISION array, dimension (N*NRHS) */ +/* This array is used to hold the residual vectors. */ + +/* SWORK (workspace) REAL array, dimension (N*(N+NRHS)) */ +/* This array is used to use the single precision matrix and the */ +/* right-hand sides or solutions in single precision. */ + +/* ITER (output) INTEGER */ +/* < 0: iterative refinement has failed, double precision */ +/* factorization has been performed */ +/* -1 : the routine fell back to full precision for */ +/* implementation- or machine-specific reasons */ +/* -2 : narrowing the precision induced an overflow, */ +/* the routine fell back to full precision */ +/* -3 : failure of SPOTRF */ +/* -31: stop the iterative refinement after the 30th */ +/* iterations */ +/* > 0: iterative refinement has been sucessfully used. */ +/* Returns the number of iterations */ + +/* INFO (output) INTEGER */ +/* = 0: successful exit */ +/* < 0: if INFO = -i, the i-th argument had an illegal value */ +/* > 0: if INFO = i, the leading minor of order i of (DOUBLE */ +/* PRECISION) A is not positive definite, so the */ +/* factorization could not be completed, and the solution */ +/* has not been computed. */ + +/* ========= */ + +/* .. Parameters .. */ + + + + +/* .. Local Scalars .. */ + +/* .. External Subroutines .. */ +/* .. */ +/* .. External Functions .. */ +/* .. */ +/* .. Intrinsic Functions .. */ +/* .. */ +/* .. Executable Statements .. */ + + /* Parameter adjustments */ + work_dim1 = *n; + work_offset = 1 + work_dim1; + work -= work_offset; + a_dim1 = *lda; + a_offset = 1 + a_dim1; + a -= a_offset; + b_dim1 = *ldb; + b_offset = 1 + b_dim1; + b -= b_offset; + x_dim1 = *ldx; + x_offset = 1 + x_dim1; + x -= x_offset; + --swork; + + /* Function Body */ + *info = 0; + *iter = 0; + +/* Test the input parameters. */ + + if (! lsame_(uplo, "U") && ! lsame_(uplo, "L")) { + *info = -1; + } else if (*n < 0) { + *info = -2; + } else if (*nrhs < 0) { + *info = -3; + } else if (*lda < max(1,*n)) { + *info = -5; + } else if (*ldb < max(1,*n)) { + *info = -7; + } else if (*ldx < max(1,*n)) { + *info = -9; + } + if (*info != 0) { + i__1 = -(*info); + xerbla_("DSPOSV", &i__1); + return 0; + } + +/* Quick return if (N.EQ.0). */ + + if (*n == 0) { + return 0; + } + +/* Skip single precision iterative refinement if a priori slower */ +/* than double precision factorization. */ + + if (FALSE_) { + *iter = -1; + goto L40; + } + +/* Compute some constants. */ + + anrm = dlansy_("I", uplo, n, &a[a_offset], lda, &work[work_offset]); + eps = dlamch_("Epsilon"); + cte = anrm * eps * sqrt((doublereal) (*n)) * 1.; + +/* Set the indices PTSA, PTSX for referencing SA and SX in SWORK. */ + + ptsa = 1; + ptsx = ptsa + *n * *n; + +/* Convert B from double precision to single precision and store the */ +/* result in SX. */ + + dlag2s_(n, nrhs, &b[b_offset], ldb, &swork[ptsx], n, info); + + if (*info != 0) { + *iter = -2; + goto L40; + } + +/* Convert A from double precision to single precision and store the */ +/* result in SA. */ + + dlat2s_(uplo, n, &a[a_offset], lda, &swork[ptsa], n, info); + + if (*info != 0) { + *iter = -2; + goto L40; + } + +/* Compute the Cholesky factorization of SA. */ + + spotrf_(uplo, n, &swork[ptsa], n, info); + + if (*info != 0) { + *iter = -3; + goto L40; + } + +/* Solve the system SA*SX = SB. */ + + spotrs_(uplo, n, nrhs, &swork[ptsa], n, &swork[ptsx], n, info); + +/* Convert SX back to double precision */ + + slag2d_(n, nrhs, &swork[ptsx], n, &x[x_offset], ldx, info); + +/* Compute R = B - AX (R is WORK). */ + + dlacpy_("All", n, nrhs, &b[b_offset], ldb, &work[work_offset], n); + + dsymm_("Left", uplo, n, nrhs, &c_b10, &a[a_offset], lda, &x[x_offset], + ldx, &c_b11, &work[work_offset], n); + +/* Check whether the NRHS normwise backward errors satisfy the */ +/* stopping criterion. If yes, set ITER=0 and return. */ + + i__1 = *nrhs; + for (i__ = 1; i__ <= i__1; ++i__) { + xnrm = (d__1 = x[idamax_(n, &x[i__ * x_dim1 + 1], &c__1) + i__ * + x_dim1], abs(d__1)); + rnrm = (d__1 = work[idamax_(n, &work[i__ * work_dim1 + 1], &c__1) + + i__ * work_dim1], abs(d__1)); + if (rnrm > xnrm * cte) { + goto L10; + } + } + +/* If we are here, the NRHS normwise backward errors satisfy the */ +/* stopping criterion. We are good to exit. */ + + *iter = 0; + return 0; + +L10: + + for (iiter = 1; iiter <= 30; ++iiter) { + +/* Convert R (in WORK) from double precision to single precision */ +/* and store the result in SX. */ + + dlag2s_(n, nrhs, &work[work_offset], n, &swork[ptsx], n, info); + + if (*info != 0) { + *iter = -2; + goto L40; + } + +/* Solve the system SA*SX = SR. */ + + spotrs_(uplo, n, nrhs, &swork[ptsa], n, &swork[ptsx], n, info); + +/* Convert SX back to double precision and update the current */ +/* iterate. */ + + slag2d_(n, nrhs, &swork[ptsx], n, &work[work_offset], n, info); + + i__1 = *nrhs; + for (i__ = 1; i__ <= i__1; ++i__) { + daxpy_(n, &c_b11, &work[i__ * work_dim1 + 1], &c__1, &x[i__ * + x_dim1 + 1], &c__1); + } + +/* Compute R = B - AX (R is WORK). */ + + dlacpy_("All", n, nrhs, &b[b_offset], ldb, &work[work_offset], n); + + dsymm_("L", uplo, n, nrhs, &c_b10, &a[a_offset], lda, &x[x_offset], + ldx, &c_b11, &work[work_offset], n); + +/* Check whether the NRHS normwise backward errors satisfy the */ +/* stopping criterion. If yes, set ITER=IITER>0 and return. */ + + i__1 = *nrhs; + for (i__ = 1; i__ <= i__1; ++i__) { + xnrm = (d__1 = x[idamax_(n, &x[i__ * x_dim1 + 1], &c__1) + i__ * + x_dim1], abs(d__1)); + rnrm = (d__1 = work[idamax_(n, &work[i__ * work_dim1 + 1], &c__1) + + i__ * work_dim1], abs(d__1)); + if (rnrm > xnrm * cte) { + goto L20; + } + } + +/* If we are here, the NRHS normwise backward errors satisfy the */ +/* stopping criterion, we are good to exit. */ + + *iter = iiter; + + return 0; + +L20: + +/* L30: */ + ; + } + +/* If we are at this place of the code, this is because we have */ +/* performed ITER=ITERMAX iterations and never satisified the */ +/* stopping criterion, set up the ITER flag accordingly and follow */ +/* up on double precision routine. */ + + *iter = -31; + +L40: + +/* Single-precision iterative refinement failed to converge to a */ +/* satisfactory solution, so we resort to double precision. */ + + dpotrf_(uplo, n, &a[a_offset], lda, info); + + if (*info != 0) { + return 0; + } + + dlacpy_("All", n, nrhs, &b[b_offset], ldb, &x[x_offset], ldx); + dpotrs_(uplo, n, nrhs, &a[a_offset], lda, &x[x_offset], ldx, info); + + return 0; + +/* End of DSPOSV. */ + +} /* dsposv_ */ |