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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/dsyrfs.c
parent01f64c1ecd0d4ffa9e3a74478335f1745f26cc75 (diff)
downloadydb-90d450f74722da7859d6f510a869f6c6908fd12f.tar.gz
[] add metering mode to CLI
Diffstat (limited to 'contrib/libs/clapack/dsyrfs.c')
-rw-r--r--contrib/libs/clapack/dsyrfs.c429
1 files changed, 429 insertions, 0 deletions
diff --git a/contrib/libs/clapack/dsyrfs.c b/contrib/libs/clapack/dsyrfs.c
new file mode 100644
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+++ b/contrib/libs/clapack/dsyrfs.c
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+/* dsyrfs.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_b12 = -1.;
+static doublereal c_b14 = 1.;
+
+/* Subroutine */ int dsyrfs_(char *uplo, integer *n, integer *nrhs,
+ doublereal *a, integer *lda, doublereal *af, integer *ldaf, integer *
+ ipiv, doublereal *b, integer *ldb, doublereal *x, integer *ldx,
+ doublereal *ferr, doublereal *berr, doublereal *work, integer *iwork,
+ integer *info)
+{
+ /* System generated locals */
+ integer a_dim1, a_offset, af_dim1, af_offset, b_dim1, b_offset, x_dim1,
+ x_offset, i__1, i__2, i__3;
+ doublereal d__1, d__2, d__3;
+
+ /* Local variables */
+ integer i__, j, k;
+ doublereal s, xk;
+ integer nz;
+ doublereal eps;
+ integer kase;
+ doublereal safe1, safe2;
+ extern logical lsame_(char *, char *);
+ integer isave[3];
+ extern /* Subroutine */ int dcopy_(integer *, doublereal *, integer *,
+ doublereal *, integer *), daxpy_(integer *, doublereal *,
+ doublereal *, integer *, doublereal *, integer *);
+ integer count;
+ logical upper;
+ extern /* Subroutine */ int dsymv_(char *, integer *, doublereal *,
+ doublereal *, integer *, doublereal *, integer *, doublereal *,
+ doublereal *, integer *), dlacn2_(integer *, doublereal *,
+ doublereal *, integer *, doublereal *, integer *, integer *);
+ extern doublereal dlamch_(char *);
+ doublereal safmin;
+ extern /* Subroutine */ int xerbla_(char *, integer *);
+ doublereal lstres;
+ extern /* Subroutine */ int dsytrs_(char *, integer *, integer *,
+ doublereal *, integer *, integer *, doublereal *, integer *,
+ integer *);
+
+
+/* -- LAPACK routine (version 3.2) -- */
+/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
+/* November 2006 */
+
+/* Modified to call DLACN2 in place of DLACON, 5 Feb 03, SJH. */
+
+/* .. Scalar Arguments .. */
+/* .. */
+/* .. Array Arguments .. */
+/* .. */
+
+/* Purpose */
+/* ======= */
+
+/* DSYRFS improves the computed solution to a system of linear */
+/* equations when the coefficient matrix is symmetric indefinite, and */
+/* provides error bounds and backward error estimates for the solution. */
+
+/* Arguments */
+/* ========= */
+
+/* UPLO (input) CHARACTER*1 */
+/* = 'U': Upper triangle of A is stored; */
+/* = 'L': Lower triangle of A is stored. */
+
+/* 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 matrices B and X. NRHS >= 0. */
+
+/* A (input) DOUBLE PRECISION array, dimension (LDA,N) */
+/* 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. */
+
+/* LDA (input) INTEGER */
+/* The leading dimension of the array A. LDA >= max(1,N). */
+
+/* AF (input) DOUBLE PRECISION array, dimension (LDAF,N) */
+/* The factored form of the matrix A. AF contains the block */
+/* diagonal matrix D and the multipliers used to obtain the */
+/* factor U or L from the factorization A = U*D*U**T or */
+/* A = L*D*L**T as computed by DSYTRF. */
+
+/* LDAF (input) INTEGER */
+/* The leading dimension of the array AF. LDAF >= max(1,N). */
+
+/* IPIV (input) INTEGER array, dimension (N) */
+/* Details of the interchanges and the block structure of D */
+/* as determined by DSYTRF. */
+
+/* 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 DSYTRS. */
+/* 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 estimated 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). The estimate is as reliable as */
+/* the estimate for RCOND, and is almost always a slight */
+/* overestimate of the true error. */
+
+/* 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 (3*N) */
+
+/* IWORK (workspace) INTEGER array, dimension (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 .. */
+/* .. */
+/* .. Local Arrays .. */
+/* .. */
+/* .. External Subroutines .. */
+/* .. */
+/* .. Intrinsic Functions .. */
+/* .. */
+/* .. External Functions .. */
+/* .. */
+/* .. Executable Statements .. */
+
+/* Test the input parameters. */
+
+ /* Parameter adjustments */
+ a_dim1 = *lda;
+ a_offset = 1 + a_dim1;
+ a -= a_offset;
+ af_dim1 = *ldaf;
+ af_offset = 1 + af_dim1;
+ af -= af_offset;
+ --ipiv;
+ 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;
+ --iwork;
+
+ /* Function Body */
+ *info = 0;
+ upper = lsame_(uplo, "U");
+ if (! upper && ! 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 (*ldaf < max(1,*n)) {
+ *info = -7;
+ } else if (*ldb < max(1,*n)) {
+ *info = -10;
+ } else if (*ldx < max(1,*n)) {
+ *info = -12;
+ }
+ if (*info != 0) {
+ i__1 = -(*info);
+ xerbla_("DSYRFS", &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 = *n + 1;
+ 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 */
+
+ dcopy_(n, &b[j * b_dim1 + 1], &c__1, &work[*n + 1], &c__1);
+ dsymv_(uplo, n, &c_b12, &a[a_offset], lda, &x[j * x_dim1 + 1], &c__1,
+ &c_b14, &work[*n + 1], &c__1);
+
+/* 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. */
+
+ i__2 = *n;
+ for (i__ = 1; i__ <= i__2; ++i__) {
+ work[i__] = (d__1 = b[i__ + j * b_dim1], abs(d__1));
+/* L30: */
+ }
+
+/* Compute abs(A)*abs(X) + abs(B). */
+
+ if (upper) {
+ i__2 = *n;
+ for (k = 1; k <= i__2; ++k) {
+ s = 0.;
+ xk = (d__1 = x[k + j * x_dim1], abs(d__1));
+ i__3 = k - 1;
+ for (i__ = 1; i__ <= i__3; ++i__) {
+ work[i__] += (d__1 = a[i__ + k * a_dim1], abs(d__1)) * xk;
+ s += (d__1 = a[i__ + k * a_dim1], abs(d__1)) * (d__2 = x[
+ i__ + j * x_dim1], abs(d__2));
+/* L40: */
+ }
+ work[k] = work[k] + (d__1 = a[k + k * a_dim1], abs(d__1)) *
+ xk + s;
+/* L50: */
+ }
+ } else {
+ i__2 = *n;
+ for (k = 1; k <= i__2; ++k) {
+ s = 0.;
+ xk = (d__1 = x[k + j * x_dim1], abs(d__1));
+ work[k] += (d__1 = a[k + k * a_dim1], abs(d__1)) * xk;
+ i__3 = *n;
+ for (i__ = k + 1; i__ <= i__3; ++i__) {
+ work[i__] += (d__1 = a[i__ + k * a_dim1], abs(d__1)) * xk;
+ s += (d__1 = a[i__ + k * a_dim1], abs(d__1)) * (d__2 = x[
+ i__ + j * x_dim1], abs(d__2));
+/* L60: */
+ }
+ work[k] += s;
+/* L70: */
+ }
+ }
+ 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);
+ }
+/* L80: */
+ }
+ 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. */
+
+ dsytrs_(uplo, n, &c__1, &af[af_offset], ldaf, &ipiv[1], &work[*n
+ + 1], n, info);
+ daxpy_(n, &c_b14, &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. */
+
+/* Use DLACN2 to estimate the infinity-norm of the matrix */
+/* inv(A) * diag(W), */
+/* where W = abs(R) + NZ*EPS*( abs(A)*abs(X)+abs(B) ))) */
+
+ 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;
+ }
+/* L90: */
+ }
+
+ kase = 0;
+L100:
+ dlacn2_(n, &work[(*n << 1) + 1], &work[*n + 1], &iwork[1], &ferr[j], &
+ kase, isave);
+ if (kase != 0) {
+ if (kase == 1) {
+
+/* Multiply by diag(W)*inv(A'). */
+
+ dsytrs_(uplo, n, &c__1, &af[af_offset], ldaf, &ipiv[1], &work[
+ *n + 1], n, info);
+ i__2 = *n;
+ for (i__ = 1; i__ <= i__2; ++i__) {
+ work[*n + i__] = work[i__] * work[*n + i__];
+/* L110: */
+ }
+ } else if (kase == 2) {
+
+/* Multiply by inv(A)*diag(W). */
+
+ i__2 = *n;
+ for (i__ = 1; i__ <= i__2; ++i__) {
+ work[*n + i__] = work[i__] * work[*n + i__];
+/* L120: */
+ }
+ dsytrs_(uplo, n, &c__1, &af[af_offset], ldaf, &ipiv[1], &work[
+ *n + 1], n, info);
+ }
+ goto L100;
+ }
+
+/* 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);
+/* L130: */
+ }
+ if (lstres != 0.) {
+ ferr[j] /= lstres;
+ }
+
+/* L140: */
+ }
+
+ return 0;
+
+/* End of DSYRFS */
+
+} /* dsyrfs_ */