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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/dsygvd.c | |
parent | 01f64c1ecd0d4ffa9e3a74478335f1745f26cc75 (diff) | |
download | ydb-90d450f74722da7859d6f510a869f6c6908fd12f.tar.gz |
[] add metering mode to CLI
Diffstat (limited to 'contrib/libs/clapack/dsygvd.c')
-rw-r--r-- | contrib/libs/clapack/dsygvd.c | 338 |
1 files changed, 338 insertions, 0 deletions
diff --git a/contrib/libs/clapack/dsygvd.c b/contrib/libs/clapack/dsygvd.c new file mode 100644 index 0000000000..c7469cb708 --- /dev/null +++ b/contrib/libs/clapack/dsygvd.c @@ -0,0 +1,338 @@ +/* dsygvd.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_b11 = 1.; + +/* Subroutine */ int dsygvd_(integer *itype, char *jobz, char *uplo, integer * + n, doublereal *a, integer *lda, doublereal *b, integer *ldb, + doublereal *w, doublereal *work, integer *lwork, integer *iwork, + integer *liwork, integer *info) +{ + /* System generated locals */ + integer a_dim1, a_offset, b_dim1, b_offset, i__1; + doublereal d__1, d__2; + + /* Local variables */ + integer lopt; + extern logical lsame_(char *, char *); + extern /* Subroutine */ int dtrmm_(char *, char *, char *, char *, + integer *, integer *, doublereal *, doublereal *, integer *, + doublereal *, integer *); + integer lwmin; + char trans[1]; + integer liopt; + extern /* Subroutine */ int dtrsm_(char *, char *, char *, char *, + integer *, integer *, doublereal *, doublereal *, integer *, + doublereal *, integer *); + logical upper, wantz; + extern /* Subroutine */ int xerbla_(char *, integer *), dpotrf_( + char *, integer *, doublereal *, integer *, integer *); + integer liwmin; + extern /* Subroutine */ int dsyevd_(char *, char *, integer *, doublereal + *, integer *, doublereal *, doublereal *, integer *, integer *, + integer *, integer *), dsygst_(integer *, char *, + integer *, doublereal *, integer *, doublereal *, integer *, + integer *); + logical lquery; + + +/* -- LAPACK driver routine (version 3.2) -- */ +/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */ +/* November 2006 */ + +/* .. Scalar Arguments .. */ +/* .. */ +/* .. Array Arguments .. */ +/* .. */ + +/* Purpose */ +/* ======= */ + +/* DSYGVD computes all the eigenvalues, and optionally, the eigenvectors */ +/* of a real generalized symmetric-definite eigenproblem, of the form */ +/* A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and */ +/* B are assumed to be symmetric and B is also positive definite. */ +/* If eigenvectors are desired, it uses a divide and conquer algorithm. */ + +/* The divide and conquer algorithm makes very mild assumptions about */ +/* floating point arithmetic. It will work on machines with a guard */ +/* digit in add/subtract, or on those binary machines without guard */ +/* digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or */ +/* Cray-2. It could conceivably fail on hexadecimal or decimal machines */ +/* without guard digits, but we know of none. */ + +/* Arguments */ +/* ========= */ + +/* ITYPE (input) INTEGER */ +/* Specifies the problem type to be solved: */ +/* = 1: A*x = (lambda)*B*x */ +/* = 2: A*B*x = (lambda)*x */ +/* = 3: B*A*x = (lambda)*x */ + +/* JOBZ (input) CHARACTER*1 */ +/* = 'N': Compute eigenvalues only; */ +/* = 'V': Compute eigenvalues and eigenvectors. */ + +/* UPLO (input) CHARACTER*1 */ +/* = 'U': Upper triangles of A and B are stored; */ +/* = 'L': Lower triangles of A and B are stored. */ + +/* N (input) INTEGER */ +/* The order of the matrices A and B. 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. If UPLO = 'L', */ +/* the leading N-by-N lower triangular part of A contains */ +/* the lower triangular part of the matrix A. */ + +/* On exit, if JOBZ = 'V', then if INFO = 0, A contains the */ +/* matrix Z of eigenvectors. The eigenvectors are normalized */ +/* as follows: */ +/* if ITYPE = 1 or 2, Z**T*B*Z = I; */ +/* if ITYPE = 3, Z**T*inv(B)*Z = I. */ +/* If JOBZ = 'N', then on exit the upper triangle (if UPLO='U') */ +/* or the lower triangle (if UPLO='L') of A, including the */ +/* diagonal, is destroyed. */ + +/* LDA (input) INTEGER */ +/* The leading dimension of the array A. LDA >= max(1,N). */ + +/* B (input/output) DOUBLE PRECISION array, dimension (LDB, N) */ +/* On entry, the symmetric matrix B. If UPLO = 'U', the */ +/* leading N-by-N upper triangular part of B contains the */ +/* upper triangular part of the matrix B. If UPLO = 'L', */ +/* the leading N-by-N lower triangular part of B contains */ +/* the lower triangular part of the matrix B. */ + +/* On exit, if INFO <= N, the part of B containing the matrix is */ +/* overwritten by the triangular factor U or L from the Cholesky */ +/* factorization B = U**T*U or B = L*L**T. */ + +/* LDB (input) INTEGER */ +/* The leading dimension of the array B. LDB >= max(1,N). */ + +/* W (output) DOUBLE PRECISION array, dimension (N) */ +/* If INFO = 0, the eigenvalues in ascending order. */ + +/* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK)) */ +/* On exit, if INFO = 0, WORK(1) returns the optimal LWORK. */ + +/* LWORK (input) INTEGER */ +/* The dimension of the array WORK. */ +/* If N <= 1, LWORK >= 1. */ +/* If JOBZ = 'N' and N > 1, LWORK >= 2*N+1. */ +/* If JOBZ = 'V' and N > 1, LWORK >= 1 + 6*N + 2*N**2. */ + +/* If LWORK = -1, then a workspace query is assumed; the routine */ +/* only calculates the optimal sizes of the WORK and IWORK */ +/* arrays, returns these values as the first entries of the WORK */ +/* and IWORK arrays, and no error message related to LWORK or */ +/* LIWORK is issued by XERBLA. */ + +/* IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK)) */ +/* On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK. */ + +/* LIWORK (input) INTEGER */ +/* The dimension of the array IWORK. */ +/* If N <= 1, LIWORK >= 1. */ +/* If JOBZ = 'N' and N > 1, LIWORK >= 1. */ +/* If JOBZ = 'V' and N > 1, LIWORK >= 3 + 5*N. */ + +/* If LIWORK = -1, then a workspace query is assumed; the */ +/* routine only calculates the optimal sizes of the WORK and */ +/* IWORK arrays, returns these values as the first entries of */ +/* the WORK and IWORK arrays, and no error message related to */ +/* LWORK or LIWORK is issued by XERBLA. */ + +/* INFO (output) INTEGER */ +/* = 0: successful exit */ +/* < 0: if INFO = -i, the i-th argument had an illegal value */ +/* > 0: DPOTRF or DSYEVD returned an error code: */ +/* <= N: if INFO = i and JOBZ = 'N', then the algorithm */ +/* failed to converge; i off-diagonal elements of an */ +/* intermediate tridiagonal form did not converge to */ +/* zero; */ +/* if INFO = i and JOBZ = 'V', then the algorithm */ +/* failed to compute an eigenvalue while working on */ +/* the submatrix lying in rows and columns INFO/(N+1) */ +/* through mod(INFO,N+1); */ +/* > N: if INFO = N + i, for 1 <= i <= N, then the leading */ +/* minor of order i of B is not positive definite. */ +/* The factorization of B could not be completed and */ +/* no eigenvalues or eigenvectors were computed. */ + +/* Further Details */ +/* =============== */ + +/* Based on contributions by */ +/* Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA */ + +/* Modified so that no backsubstitution is performed if DSYEVD fails to */ +/* converge (NEIG in old code could be greater than N causing out of */ +/* bounds reference to A - reported by Ralf Meyer). Also corrected the */ +/* description of INFO and the test on ITYPE. Sven, 16 Feb 05. */ +/* ===================================================================== */ + +/* .. Parameters .. */ +/* .. */ +/* .. Local Scalars .. */ +/* .. */ +/* .. External Functions .. */ +/* .. */ +/* .. External Subroutines .. */ +/* .. */ +/* .. Intrinsic Functions .. */ +/* .. */ +/* .. Executable Statements .. */ + +/* Test the input parameters. */ + + /* Parameter adjustments */ + a_dim1 = *lda; + a_offset = 1 + a_dim1; + a -= a_offset; + b_dim1 = *ldb; + b_offset = 1 + b_dim1; + b -= b_offset; + --w; + --work; + --iwork; + + /* Function Body */ + wantz = lsame_(jobz, "V"); + upper = lsame_(uplo, "U"); + lquery = *lwork == -1 || *liwork == -1; + + *info = 0; + if (*n <= 1) { + liwmin = 1; + lwmin = 1; + } else if (wantz) { + liwmin = *n * 5 + 3; +/* Computing 2nd power */ + i__1 = *n; + lwmin = *n * 6 + 1 + (i__1 * i__1 << 1); + } else { + liwmin = 1; + lwmin = (*n << 1) + 1; + } + lopt = lwmin; + liopt = liwmin; + if (*itype < 1 || *itype > 3) { + *info = -1; + } else if (! (wantz || lsame_(jobz, "N"))) { + *info = -2; + } else if (! (upper || lsame_(uplo, "L"))) { + *info = -3; + } else if (*n < 0) { + *info = -4; + } else if (*lda < max(1,*n)) { + *info = -6; + } else if (*ldb < max(1,*n)) { + *info = -8; + } + + if (*info == 0) { + work[1] = (doublereal) lopt; + iwork[1] = liopt; + + if (*lwork < lwmin && ! lquery) { + *info = -11; + } else if (*liwork < liwmin && ! lquery) { + *info = -13; + } + } + + if (*info != 0) { + i__1 = -(*info); + xerbla_("DSYGVD", &i__1); + return 0; + } else if (lquery) { + return 0; + } + +/* Quick return if possible */ + + if (*n == 0) { + return 0; + } + +/* Form a Cholesky factorization of B. */ + + dpotrf_(uplo, n, &b[b_offset], ldb, info); + if (*info != 0) { + *info = *n + *info; + return 0; + } + +/* Transform problem to standard eigenvalue problem and solve. */ + + dsygst_(itype, uplo, n, &a[a_offset], lda, &b[b_offset], ldb, info); + dsyevd_(jobz, uplo, n, &a[a_offset], lda, &w[1], &work[1], lwork, &iwork[ + 1], liwork, info); +/* Computing MAX */ + d__1 = (doublereal) lopt; + lopt = (integer) max(d__1,work[1]); +/* Computing MAX */ + d__1 = (doublereal) liopt, d__2 = (doublereal) iwork[1]; + liopt = (integer) max(d__1,d__2); + + if (wantz && *info == 0) { + +/* Backtransform eigenvectors to the original problem. */ + + if (*itype == 1 || *itype == 2) { + +/* For A*x=(lambda)*B*x and A*B*x=(lambda)*x; */ +/* backtransform eigenvectors: x = inv(L)'*y or inv(U)*y */ + + if (upper) { + *(unsigned char *)trans = 'N'; + } else { + *(unsigned char *)trans = 'T'; + } + + dtrsm_("Left", uplo, trans, "Non-unit", n, n, &c_b11, &b[b_offset] +, ldb, &a[a_offset], lda); + + } else if (*itype == 3) { + +/* For B*A*x=(lambda)*x; */ +/* backtransform eigenvectors: x = L*y or U'*y */ + + if (upper) { + *(unsigned char *)trans = 'T'; + } else { + *(unsigned char *)trans = 'N'; + } + + dtrmm_("Left", uplo, trans, "Non-unit", n, n, &c_b11, &b[b_offset] +, ldb, &a[a_offset], lda); + } + } + + work[1] = (doublereal) lopt; + iwork[1] = liopt; + + return 0; + +/* End of DSYGVD */ + +} /* dsygvd_ */ |