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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/dtrsna.c | |
parent | 01f64c1ecd0d4ffa9e3a74478335f1745f26cc75 (diff) | |
download | ydb-90d450f74722da7859d6f510a869f6c6908fd12f.tar.gz |
[] add metering mode to CLI
Diffstat (limited to 'contrib/libs/clapack/dtrsna.c')
-rw-r--r-- | contrib/libs/clapack/dtrsna.c | 606 |
1 files changed, 606 insertions, 0 deletions
diff --git a/contrib/libs/clapack/dtrsna.c b/contrib/libs/clapack/dtrsna.c new file mode 100644 index 0000000000..d0f26f187f --- /dev/null +++ b/contrib/libs/clapack/dtrsna.c @@ -0,0 +1,606 @@ +/* dtrsna.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 logical c_true = TRUE_; +static logical c_false = FALSE_; + +/* Subroutine */ int dtrsna_(char *job, char *howmny, logical *select, + integer *n, doublereal *t, integer *ldt, doublereal *vl, integer * + ldvl, doublereal *vr, integer *ldvr, doublereal *s, doublereal *sep, + integer *mm, integer *m, doublereal *work, integer *ldwork, integer * + iwork, integer *info) +{ + /* System generated locals */ + integer t_dim1, t_offset, vl_dim1, vl_offset, vr_dim1, vr_offset, + work_dim1, work_offset, i__1, i__2; + doublereal d__1, d__2; + + /* Builtin functions */ + double sqrt(doublereal); + + /* Local variables */ + integer i__, j, k, n2; + doublereal cs; + integer nn, ks; + doublereal sn, mu, eps, est; + integer kase; + doublereal cond; + extern doublereal ddot_(integer *, doublereal *, integer *, doublereal *, + integer *); + logical pair; + integer ierr; + doublereal dumm, prod; + integer ifst; + doublereal lnrm; + integer ilst; + doublereal rnrm; + extern doublereal dnrm2_(integer *, doublereal *, integer *); + doublereal prod1, prod2, scale, delta; + extern logical lsame_(char *, char *); + integer isave[3]; + logical wants; + doublereal dummy[1]; + extern /* Subroutine */ int dlacn2_(integer *, doublereal *, doublereal *, + integer *, doublereal *, integer *, integer *); + extern doublereal dlapy2_(doublereal *, doublereal *); + extern /* Subroutine */ int dlabad_(doublereal *, doublereal *); + extern doublereal dlamch_(char *); + extern /* Subroutine */ int dlacpy_(char *, integer *, integer *, + doublereal *, integer *, doublereal *, integer *), + xerbla_(char *, integer *); + doublereal bignum; + logical wantbh; + extern /* Subroutine */ int dlaqtr_(logical *, logical *, integer *, + doublereal *, integer *, doublereal *, doublereal *, doublereal *, + doublereal *, doublereal *, integer *), dtrexc_(char *, integer * +, doublereal *, integer *, doublereal *, integer *, integer *, + integer *, doublereal *, integer *); + logical somcon; + doublereal smlnum; + logical wantsp; + + +/* -- 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 */ +/* ======= */ + +/* DTRSNA estimates reciprocal condition numbers for specified */ +/* eigenvalues and/or right eigenvectors of a real upper */ +/* quasi-triangular matrix T (or of any matrix Q*T*Q**T with Q */ +/* orthogonal). */ + +/* T must be in Schur canonical form (as returned by DHSEQR), that is, */ +/* block upper triangular with 1-by-1 and 2-by-2 diagonal blocks; each */ +/* 2-by-2 diagonal block has its diagonal elements equal and its */ +/* off-diagonal elements of opposite sign. */ + +/* Arguments */ +/* ========= */ + +/* JOB (input) CHARACTER*1 */ +/* Specifies whether condition numbers are required for */ +/* eigenvalues (S) or eigenvectors (SEP): */ +/* = 'E': for eigenvalues only (S); */ +/* = 'V': for eigenvectors only (SEP); */ +/* = 'B': for both eigenvalues and eigenvectors (S and SEP). */ + +/* HOWMNY (input) CHARACTER*1 */ +/* = 'A': compute condition numbers for all eigenpairs; */ +/* = 'S': compute condition numbers for selected eigenpairs */ +/* specified by the array SELECT. */ + +/* SELECT (input) LOGICAL array, dimension (N) */ +/* If HOWMNY = 'S', SELECT specifies the eigenpairs for which */ +/* condition numbers are required. To select condition numbers */ +/* for the eigenpair corresponding to a real eigenvalue w(j), */ +/* SELECT(j) must be set to .TRUE.. To select condition numbers */ +/* corresponding to a complex conjugate pair of eigenvalues w(j) */ +/* and w(j+1), either SELECT(j) or SELECT(j+1) or both, must be */ +/* set to .TRUE.. */ +/* If HOWMNY = 'A', SELECT is not referenced. */ + +/* N (input) INTEGER */ +/* The order of the matrix T. N >= 0. */ + +/* T (input) DOUBLE PRECISION array, dimension (LDT,N) */ +/* The upper quasi-triangular matrix T, in Schur canonical form. */ + +/* LDT (input) INTEGER */ +/* The leading dimension of the array T. LDT >= max(1,N). */ + +/* VL (input) DOUBLE PRECISION array, dimension (LDVL,M) */ +/* If JOB = 'E' or 'B', VL must contain left eigenvectors of T */ +/* (or of any Q*T*Q**T with Q orthogonal), corresponding to the */ +/* eigenpairs specified by HOWMNY and SELECT. The eigenvectors */ +/* must be stored in consecutive columns of VL, as returned by */ +/* DHSEIN or DTREVC. */ +/* If JOB = 'V', VL is not referenced. */ + +/* LDVL (input) INTEGER */ +/* The leading dimension of the array VL. */ +/* LDVL >= 1; and if JOB = 'E' or 'B', LDVL >= N. */ + +/* VR (input) DOUBLE PRECISION array, dimension (LDVR,M) */ +/* If JOB = 'E' or 'B', VR must contain right eigenvectors of T */ +/* (or of any Q*T*Q**T with Q orthogonal), corresponding to the */ +/* eigenpairs specified by HOWMNY and SELECT. The eigenvectors */ +/* must be stored in consecutive columns of VR, as returned by */ +/* DHSEIN or DTREVC. */ +/* If JOB = 'V', VR is not referenced. */ + +/* LDVR (input) INTEGER */ +/* The leading dimension of the array VR. */ +/* LDVR >= 1; and if JOB = 'E' or 'B', LDVR >= N. */ + +/* S (output) DOUBLE PRECISION array, dimension (MM) */ +/* If JOB = 'E' or 'B', the reciprocal condition numbers of the */ +/* selected eigenvalues, stored in consecutive elements of the */ +/* array. For a complex conjugate pair of eigenvalues two */ +/* consecutive elements of S are set to the same value. Thus */ +/* S(j), SEP(j), and the j-th columns of VL and VR all */ +/* correspond to the same eigenpair (but not in general the */ +/* j-th eigenpair, unless all eigenpairs are selected). */ +/* If JOB = 'V', S is not referenced. */ + +/* SEP (output) DOUBLE PRECISION array, dimension (MM) */ +/* If JOB = 'V' or 'B', the estimated reciprocal condition */ +/* numbers of the selected eigenvectors, stored in consecutive */ +/* elements of the array. For a complex eigenvector two */ +/* consecutive elements of SEP are set to the same value. If */ +/* the eigenvalues cannot be reordered to compute SEP(j), SEP(j) */ +/* is set to 0; this can only occur when the true value would be */ +/* very small anyway. */ +/* If JOB = 'E', SEP is not referenced. */ + +/* MM (input) INTEGER */ +/* The number of elements in the arrays S (if JOB = 'E' or 'B') */ +/* and/or SEP (if JOB = 'V' or 'B'). MM >= M. */ + +/* M (output) INTEGER */ +/* The number of elements of the arrays S and/or SEP actually */ +/* used to store the estimated condition numbers. */ +/* If HOWMNY = 'A', M is set to N. */ + +/* WORK (workspace) DOUBLE PRECISION array, dimension (LDWORK,N+6) */ +/* If JOB = 'E', WORK is not referenced. */ + +/* LDWORK (input) INTEGER */ +/* The leading dimension of the array WORK. */ +/* LDWORK >= 1; and if JOB = 'V' or 'B', LDWORK >= N. */ + +/* IWORK (workspace) INTEGER array, dimension (2*(N-1)) */ +/* If JOB = 'E', IWORK is not referenced. */ + +/* INFO (output) INTEGER */ +/* = 0: successful exit */ +/* < 0: if INFO = -i, the i-th argument had an illegal value */ + +/* Further Details */ +/* =============== */ + +/* The reciprocal of the condition number of an eigenvalue lambda is */ +/* defined as */ + +/* S(lambda) = |v'*u| / (norm(u)*norm(v)) */ + +/* where u and v are the right and left eigenvectors of T corresponding */ +/* to lambda; v' denotes the conjugate-transpose of v, and norm(u) */ +/* denotes the Euclidean norm. These reciprocal condition numbers always */ +/* lie between zero (very badly conditioned) and one (very well */ +/* conditioned). If n = 1, S(lambda) is defined to be 1. */ + +/* An approximate error bound for a computed eigenvalue W(i) is given by */ + +/* EPS * norm(T) / S(i) */ + +/* where EPS is the machine precision. */ + +/* The reciprocal of the condition number of the right eigenvector u */ +/* corresponding to lambda is defined as follows. Suppose */ + +/* T = ( lambda c ) */ +/* ( 0 T22 ) */ + +/* Then the reciprocal condition number is */ + +/* SEP( lambda, T22 ) = sigma-min( T22 - lambda*I ) */ + +/* where sigma-min denotes the smallest singular value. We approximate */ +/* the smallest singular value by the reciprocal of an estimate of the */ +/* one-norm of the inverse of T22 - lambda*I. If n = 1, SEP(1) is */ +/* defined to be abs(T(1,1)). */ + +/* An approximate error bound for a computed right eigenvector VR(i) */ +/* is given by */ + +/* EPS * norm(T) / SEP(i) */ + +/* ===================================================================== */ + +/* .. Parameters .. */ +/* .. */ +/* .. Local Scalars .. */ +/* .. */ +/* .. Local Arrays .. */ +/* .. */ +/* .. External Functions .. */ +/* .. */ +/* .. External Subroutines .. */ +/* .. */ +/* .. Intrinsic Functions .. */ +/* .. */ +/* .. Executable Statements .. */ + +/* Decode and test the input parameters */ + + /* Parameter adjustments */ + --select; + t_dim1 = *ldt; + t_offset = 1 + t_dim1; + t -= t_offset; + vl_dim1 = *ldvl; + vl_offset = 1 + vl_dim1; + vl -= vl_offset; + vr_dim1 = *ldvr; + vr_offset = 1 + vr_dim1; + vr -= vr_offset; + --s; + --sep; + work_dim1 = *ldwork; + work_offset = 1 + work_dim1; + work -= work_offset; + --iwork; + + /* Function Body */ + wantbh = lsame_(job, "B"); + wants = lsame_(job, "E") || wantbh; + wantsp = lsame_(job, "V") || wantbh; + + somcon = lsame_(howmny, "S"); + + *info = 0; + if (! wants && ! wantsp) { + *info = -1; + } else if (! lsame_(howmny, "A") && ! somcon) { + *info = -2; + } else if (*n < 0) { + *info = -4; + } else if (*ldt < max(1,*n)) { + *info = -6; + } else if (*ldvl < 1 || wants && *ldvl < *n) { + *info = -8; + } else if (*ldvr < 1 || wants && *ldvr < *n) { + *info = -10; + } else { + +/* Set M to the number of eigenpairs for which condition numbers */ +/* are required, and test MM. */ + + if (somcon) { + *m = 0; + pair = FALSE_; + i__1 = *n; + for (k = 1; k <= i__1; ++k) { + if (pair) { + pair = FALSE_; + } else { + if (k < *n) { + if (t[k + 1 + k * t_dim1] == 0.) { + if (select[k]) { + ++(*m); + } + } else { + pair = TRUE_; + if (select[k] || select[k + 1]) { + *m += 2; + } + } + } else { + if (select[*n]) { + ++(*m); + } + } + } +/* L10: */ + } + } else { + *m = *n; + } + + if (*mm < *m) { + *info = -13; + } else if (*ldwork < 1 || wantsp && *ldwork < *n) { + *info = -16; + } + } + if (*info != 0) { + i__1 = -(*info); + xerbla_("DTRSNA", &i__1); + return 0; + } + +/* Quick return if possible */ + + if (*n == 0) { + return 0; + } + + if (*n == 1) { + if (somcon) { + if (! select[1]) { + return 0; + } + } + if (wants) { + s[1] = 1.; + } + if (wantsp) { + sep[1] = (d__1 = t[t_dim1 + 1], abs(d__1)); + } + return 0; + } + +/* Get machine constants */ + + eps = dlamch_("P"); + smlnum = dlamch_("S") / eps; + bignum = 1. / smlnum; + dlabad_(&smlnum, &bignum); + + ks = 0; + pair = FALSE_; + i__1 = *n; + for (k = 1; k <= i__1; ++k) { + +/* Determine whether T(k,k) begins a 1-by-1 or 2-by-2 block. */ + + if (pair) { + pair = FALSE_; + goto L60; + } else { + if (k < *n) { + pair = t[k + 1 + k * t_dim1] != 0.; + } + } + +/* Determine whether condition numbers are required for the k-th */ +/* eigenpair. */ + + if (somcon) { + if (pair) { + if (! select[k] && ! select[k + 1]) { + goto L60; + } + } else { + if (! select[k]) { + goto L60; + } + } + } + + ++ks; + + if (wants) { + +/* Compute the reciprocal condition number of the k-th */ +/* eigenvalue. */ + + if (! pair) { + +/* Real eigenvalue. */ + + prod = ddot_(n, &vr[ks * vr_dim1 + 1], &c__1, &vl[ks * + vl_dim1 + 1], &c__1); + rnrm = dnrm2_(n, &vr[ks * vr_dim1 + 1], &c__1); + lnrm = dnrm2_(n, &vl[ks * vl_dim1 + 1], &c__1); + s[ks] = abs(prod) / (rnrm * lnrm); + } else { + +/* Complex eigenvalue. */ + + prod1 = ddot_(n, &vr[ks * vr_dim1 + 1], &c__1, &vl[ks * + vl_dim1 + 1], &c__1); + prod1 += ddot_(n, &vr[(ks + 1) * vr_dim1 + 1], &c__1, &vl[(ks + + 1) * vl_dim1 + 1], &c__1); + prod2 = ddot_(n, &vl[ks * vl_dim1 + 1], &c__1, &vr[(ks + 1) * + vr_dim1 + 1], &c__1); + prod2 -= ddot_(n, &vl[(ks + 1) * vl_dim1 + 1], &c__1, &vr[ks * + vr_dim1 + 1], &c__1); + d__1 = dnrm2_(n, &vr[ks * vr_dim1 + 1], &c__1); + d__2 = dnrm2_(n, &vr[(ks + 1) * vr_dim1 + 1], &c__1); + rnrm = dlapy2_(&d__1, &d__2); + d__1 = dnrm2_(n, &vl[ks * vl_dim1 + 1], &c__1); + d__2 = dnrm2_(n, &vl[(ks + 1) * vl_dim1 + 1], &c__1); + lnrm = dlapy2_(&d__1, &d__2); + cond = dlapy2_(&prod1, &prod2) / (rnrm * lnrm); + s[ks] = cond; + s[ks + 1] = cond; + } + } + + if (wantsp) { + +/* Estimate the reciprocal condition number of the k-th */ +/* eigenvector. */ + +/* Copy the matrix T to the array WORK and swap the diagonal */ +/* block beginning at T(k,k) to the (1,1) position. */ + + dlacpy_("Full", n, n, &t[t_offset], ldt, &work[work_offset], + ldwork); + ifst = k; + ilst = 1; + dtrexc_("No Q", n, &work[work_offset], ldwork, dummy, &c__1, & + ifst, &ilst, &work[(*n + 1) * work_dim1 + 1], &ierr); + + if (ierr == 1 || ierr == 2) { + +/* Could not swap because blocks not well separated */ + + scale = 1.; + est = bignum; + } else { + +/* Reordering successful */ + + if (work[work_dim1 + 2] == 0.) { + +/* Form C = T22 - lambda*I in WORK(2:N,2:N). */ + + i__2 = *n; + for (i__ = 2; i__ <= i__2; ++i__) { + work[i__ + i__ * work_dim1] -= work[work_dim1 + 1]; +/* L20: */ + } + n2 = 1; + nn = *n - 1; + } else { + +/* Triangularize the 2 by 2 block by unitary */ +/* transformation U = [ cs i*ss ] */ +/* [ i*ss cs ]. */ +/* such that the (1,1) position of WORK is complex */ +/* eigenvalue lambda with positive imaginary part. (2,2) */ +/* position of WORK is the complex eigenvalue lambda */ +/* with negative imaginary part. */ + + mu = sqrt((d__1 = work[(work_dim1 << 1) + 1], abs(d__1))) + * sqrt((d__2 = work[work_dim1 + 2], abs(d__2))); + delta = dlapy2_(&mu, &work[work_dim1 + 2]); + cs = mu / delta; + sn = -work[work_dim1 + 2] / delta; + +/* Form */ + +/* C' = WORK(2:N,2:N) + i*[rwork(1) ..... rwork(n-1) ] */ +/* [ mu ] */ +/* [ .. ] */ +/* [ .. ] */ +/* [ mu ] */ +/* where C' is conjugate transpose of complex matrix C, */ +/* and RWORK is stored starting in the N+1-st column of */ +/* WORK. */ + + i__2 = *n; + for (j = 3; j <= i__2; ++j) { + work[j * work_dim1 + 2] = cs * work[j * work_dim1 + 2] + ; + work[j + j * work_dim1] -= work[work_dim1 + 1]; +/* L30: */ + } + work[(work_dim1 << 1) + 2] = 0.; + + work[(*n + 1) * work_dim1 + 1] = mu * 2.; + i__2 = *n - 1; + for (i__ = 2; i__ <= i__2; ++i__) { + work[i__ + (*n + 1) * work_dim1] = sn * work[(i__ + 1) + * work_dim1 + 1]; +/* L40: */ + } + n2 = 2; + nn = *n - 1 << 1; + } + +/* Estimate norm(inv(C')) */ + + est = 0.; + kase = 0; +L50: + dlacn2_(&nn, &work[(*n + 2) * work_dim1 + 1], &work[(*n + 4) * + work_dim1 + 1], &iwork[1], &est, &kase, isave); + if (kase != 0) { + if (kase == 1) { + if (n2 == 1) { + +/* Real eigenvalue: solve C'*x = scale*c. */ + + i__2 = *n - 1; + dlaqtr_(&c_true, &c_true, &i__2, &work[(work_dim1 + << 1) + 2], ldwork, dummy, &dumm, &scale, + &work[(*n + 4) * work_dim1 + 1], &work[(* + n + 6) * work_dim1 + 1], &ierr); + } else { + +/* Complex eigenvalue: solve */ +/* C'*(p+iq) = scale*(c+id) in real arithmetic. */ + + i__2 = *n - 1; + dlaqtr_(&c_true, &c_false, &i__2, &work[( + work_dim1 << 1) + 2], ldwork, &work[(*n + + 1) * work_dim1 + 1], &mu, &scale, &work[(* + n + 4) * work_dim1 + 1], &work[(*n + 6) * + work_dim1 + 1], &ierr); + } + } else { + if (n2 == 1) { + +/* Real eigenvalue: solve C*x = scale*c. */ + + i__2 = *n - 1; + dlaqtr_(&c_false, &c_true, &i__2, &work[( + work_dim1 << 1) + 2], ldwork, dummy, & + dumm, &scale, &work[(*n + 4) * work_dim1 + + 1], &work[(*n + 6) * work_dim1 + 1], & + ierr); + } else { + +/* Complex eigenvalue: solve */ +/* C*(p+iq) = scale*(c+id) in real arithmetic. */ + + i__2 = *n - 1; + dlaqtr_(&c_false, &c_false, &i__2, &work[( + work_dim1 << 1) + 2], ldwork, &work[(*n + + 1) * work_dim1 + 1], &mu, &scale, &work[(* + n + 4) * work_dim1 + 1], &work[(*n + 6) * + work_dim1 + 1], &ierr); + + } + } + + goto L50; + } + } + + sep[ks] = scale / max(est,smlnum); + if (pair) { + sep[ks + 1] = sep[ks]; + } + } + + if (pair) { + ++ks; + } + +L60: + ; + } + return 0; + +/* End of DTRSNA */ + +} /* dtrsna_ */ |