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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/sgelsy.c
parent01f64c1ecd0d4ffa9e3a74478335f1745f26cc75 (diff)
downloadydb-90d450f74722da7859d6f510a869f6c6908fd12f.tar.gz
[] add metering mode to CLI
Diffstat (limited to 'contrib/libs/clapack/sgelsy.c')
-rw-r--r--contrib/libs/clapack/sgelsy.c488
1 files changed, 488 insertions, 0 deletions
diff --git a/contrib/libs/clapack/sgelsy.c b/contrib/libs/clapack/sgelsy.c
new file mode 100644
index 0000000000..c910c23969
--- /dev/null
+++ b/contrib/libs/clapack/sgelsy.c
@@ -0,0 +1,488 @@
+/* sgelsy.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 integer c_n1 = -1;
+static integer c__0 = 0;
+static real c_b31 = 0.f;
+static integer c__2 = 2;
+static real c_b54 = 1.f;
+
+/* Subroutine */ int sgelsy_(integer *m, integer *n, integer *nrhs, real *a,
+ integer *lda, real *b, integer *ldb, integer *jpvt, real *rcond,
+ integer *rank, real *work, integer *lwork, integer *info)
+{
+ /* System generated locals */
+ integer a_dim1, a_offset, b_dim1, b_offset, i__1, i__2;
+ real r__1, r__2;
+
+ /* Local variables */
+ integer i__, j;
+ real c1, c2, s1, s2;
+ integer nb, mn, nb1, nb2, nb3, nb4;
+ real anrm, bnrm, smin, smax;
+ integer iascl, ibscl, ismin, ismax;
+ extern /* Subroutine */ int scopy_(integer *, real *, integer *, real *,
+ integer *);
+ real wsize;
+ extern /* Subroutine */ int strsm_(char *, char *, char *, char *,
+ integer *, integer *, real *, real *, integer *, real *, integer *
+), slaic1_(integer *, integer *,
+ real *, real *, real *, real *, real *, real *, real *), sgeqp3_(
+ integer *, integer *, real *, integer *, integer *, real *, real *
+, integer *, integer *), slabad_(real *, real *);
+ extern doublereal slamch_(char *), slange_(char *, integer *,
+ integer *, real *, integer *, real *);
+ extern /* Subroutine */ int xerbla_(char *, integer *);
+ extern integer ilaenv_(integer *, char *, char *, integer *, integer *,
+ integer *, integer *);
+ real bignum;
+ extern /* Subroutine */ int slascl_(char *, integer *, integer *, real *,
+ real *, integer *, integer *, real *, integer *, integer *), slaset_(char *, integer *, integer *, real *, real *,
+ real *, integer *);
+ integer lwkmin;
+ real sminpr, smaxpr, smlnum;
+ integer lwkopt;
+ logical lquery;
+ extern /* Subroutine */ int sormqr_(char *, char *, integer *, integer *,
+ integer *, real *, integer *, real *, real *, integer *, real *,
+ integer *, integer *), sormrz_(char *, char *,
+ integer *, integer *, integer *, integer *, real *, integer *,
+ real *, real *, integer *, real *, integer *, integer *), stzrzf_(integer *, integer *, real *, integer *, real *,
+ real *, integer *, integer *);
+
+
+/* -- LAPACK driver routine (version 3.2) -- */
+/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
+/* November 2006 */
+
+/* .. Scalar Arguments .. */
+/* .. */
+/* .. Array Arguments .. */
+/* .. */
+
+/* Purpose */
+/* ======= */
+
+/* SGELSY computes the minimum-norm solution to a real linear least */
+/* squares problem: */
+/* minimize || A * X - B || */
+/* using a complete orthogonal factorization of A. A is an M-by-N */
+/* matrix which may be rank-deficient. */
+
+/* Several right hand side vectors b and solution vectors x can be */
+/* handled in a single call; they are stored as the columns of the */
+/* M-by-NRHS right hand side matrix B and the N-by-NRHS solution */
+/* matrix X. */
+
+/* The routine first computes a QR factorization with column pivoting: */
+/* A * P = Q * [ R11 R12 ] */
+/* [ 0 R22 ] */
+/* with R11 defined as the largest leading submatrix whose estimated */
+/* condition number is less than 1/RCOND. The order of R11, RANK, */
+/* is the effective rank of A. */
+
+/* Then, R22 is considered to be negligible, and R12 is annihilated */
+/* by orthogonal transformations from the right, arriving at the */
+/* complete orthogonal factorization: */
+/* A * P = Q * [ T11 0 ] * Z */
+/* [ 0 0 ] */
+/* The minimum-norm solution is then */
+/* X = P * Z' [ inv(T11)*Q1'*B ] */
+/* [ 0 ] */
+/* where Q1 consists of the first RANK columns of Q. */
+
+/* This routine is basically identical to the original xGELSX except */
+/* three differences: */
+/* o The call to the subroutine xGEQPF has been substituted by the */
+/* the call to the subroutine xGEQP3. This subroutine is a Blas-3 */
+/* version of the QR factorization with column pivoting. */
+/* o Matrix B (the right hand side) is updated with Blas-3. */
+/* o The permutation of matrix B (the right hand side) is faster and */
+/* more simple. */
+
+/* Arguments */
+/* ========= */
+
+/* M (input) INTEGER */
+/* The number of rows of the matrix A. M >= 0. */
+
+/* N (input) INTEGER */
+/* The number of columns of the matrix A. N >= 0. */
+
+/* NRHS (input) INTEGER */
+/* The number of right hand sides, i.e., the number of */
+/* columns of matrices B and X. NRHS >= 0. */
+
+/* A (input/output) REAL array, dimension (LDA,N) */
+/* On entry, the M-by-N matrix A. */
+/* On exit, A has been overwritten by details of its */
+/* complete orthogonal factorization. */
+
+/* LDA (input) INTEGER */
+/* The leading dimension of the array A. LDA >= max(1,M). */
+
+/* B (input/output) REAL array, dimension (LDB,NRHS) */
+/* On entry, the M-by-NRHS right hand side matrix B. */
+/* On exit, the N-by-NRHS solution matrix X. */
+
+/* LDB (input) INTEGER */
+/* The leading dimension of the array B. LDB >= max(1,M,N). */
+
+/* JPVT (input/output) INTEGER array, dimension (N) */
+/* On entry, if JPVT(i) .ne. 0, the i-th column of A is permuted */
+/* to the front of AP, otherwise column i is a free column. */
+/* On exit, if JPVT(i) = k, then the i-th column of AP */
+/* was the k-th column of A. */
+
+/* RCOND (input) REAL */
+/* RCOND is used to determine the effective rank of A, which */
+/* is defined as the order of the largest leading triangular */
+/* submatrix R11 in the QR factorization with pivoting of A, */
+/* whose estimated condition number < 1/RCOND. */
+
+/* RANK (output) INTEGER */
+/* The effective rank of A, i.e., the order of the submatrix */
+/* R11. This is the same as the order of the submatrix T11 */
+/* in the complete orthogonal factorization of A. */
+
+/* WORK (workspace/output) REAL 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. */
+/* The unblocked strategy requires that: */
+/* LWORK >= MAX( MN+3*N+1, 2*MN+NRHS ), */
+/* where MN = min( M, N ). */
+/* The block algorithm requires that: */
+/* LWORK >= MAX( MN+2*N+NB*(N+1), 2*MN+NB*NRHS ), */
+/* where NB is an upper bound on the blocksize returned */
+/* by ILAENV for the routines SGEQP3, STZRZF, STZRQF, SORMQR, */
+/* and SORMRZ. */
+
+/* If LWORK = -1, then a workspace query is assumed; the routine */
+/* only calculates the optimal size of the WORK array, returns */
+/* this value as the first entry of the WORK array, and no error */
+/* message related to LWORK is issued by XERBLA. */
+
+/* INFO (output) INTEGER */
+/* = 0: successful exit */
+/* < 0: If INFO = -i, the i-th argument had an illegal value. */
+
+/* Further Details */
+/* =============== */
+
+/* Based on contributions by */
+/* A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA */
+/* E. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain */
+/* G. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain */
+
+/* ===================================================================== */
+
+/* .. Parameters .. */
+/* .. */
+/* .. Local Scalars .. */
+/* .. */
+/* .. External Functions .. */
+/* .. */
+/* .. External Subroutines .. */
+/* .. */
+/* .. Intrinsic Functions .. */
+/* .. */
+/* .. Executable Statements .. */
+
+ /* Parameter adjustments */
+ a_dim1 = *lda;
+ a_offset = 1 + a_dim1;
+ a -= a_offset;
+ b_dim1 = *ldb;
+ b_offset = 1 + b_dim1;
+ b -= b_offset;
+ --jpvt;
+ --work;
+
+ /* Function Body */
+ mn = min(*m,*n);
+ ismin = mn + 1;
+ ismax = (mn << 1) + 1;
+
+/* Test the input arguments. */
+
+ *info = 0;
+ lquery = *lwork == -1;
+ if (*m < 0) {
+ *info = -1;
+ } else if (*n < 0) {
+ *info = -2;
+ } else if (*nrhs < 0) {
+ *info = -3;
+ } else if (*lda < max(1,*m)) {
+ *info = -5;
+ } else /* if(complicated condition) */ {
+/* Computing MAX */
+ i__1 = max(1,*m);
+ if (*ldb < max(i__1,*n)) {
+ *info = -7;
+ }
+ }
+
+/* Figure out optimal block size */
+
+ if (*info == 0) {
+ if (mn == 0 || *nrhs == 0) {
+ lwkmin = 1;
+ lwkopt = 1;
+ } else {
+ nb1 = ilaenv_(&c__1, "SGEQRF", " ", m, n, &c_n1, &c_n1);
+ nb2 = ilaenv_(&c__1, "SGERQF", " ", m, n, &c_n1, &c_n1);
+ nb3 = ilaenv_(&c__1, "SORMQR", " ", m, n, nrhs, &c_n1);
+ nb4 = ilaenv_(&c__1, "SORMRQ", " ", m, n, nrhs, &c_n1);
+/* Computing MAX */
+ i__1 = max(nb1,nb2), i__1 = max(i__1,nb3);
+ nb = max(i__1,nb4);
+/* Computing MAX */
+ i__1 = mn << 1, i__2 = *n + 1, i__1 = max(i__1,i__2), i__2 = mn +
+ *nrhs;
+ lwkmin = mn + max(i__1,i__2);
+/* Computing MAX */
+ i__1 = lwkmin, i__2 = mn + (*n << 1) + nb * (*n + 1), i__1 = max(
+ i__1,i__2), i__2 = (mn << 1) + nb * *nrhs;
+ lwkopt = max(i__1,i__2);
+ }
+ work[1] = (real) lwkopt;
+
+ if (*lwork < lwkmin && ! lquery) {
+ *info = -12;
+ }
+ }
+
+ if (*info != 0) {
+ i__1 = -(*info);
+ xerbla_("SGELSY", &i__1);
+ return 0;
+ } else if (lquery) {
+ return 0;
+ }
+
+/* Quick return if possible */
+
+ if (mn == 0 || *nrhs == 0) {
+ *rank = 0;
+ return 0;
+ }
+
+/* Get machine parameters */
+
+ smlnum = slamch_("S") / slamch_("P");
+ bignum = 1.f / smlnum;
+ slabad_(&smlnum, &bignum);
+
+/* Scale A, B if max entries outside range [SMLNUM,BIGNUM] */
+
+ anrm = slange_("M", m, n, &a[a_offset], lda, &work[1]);
+ iascl = 0;
+ if (anrm > 0.f && anrm < smlnum) {
+
+/* Scale matrix norm up to SMLNUM */
+
+ slascl_("G", &c__0, &c__0, &anrm, &smlnum, m, n, &a[a_offset], lda,
+ info);
+ iascl = 1;
+ } else if (anrm > bignum) {
+
+/* Scale matrix norm down to BIGNUM */
+
+ slascl_("G", &c__0, &c__0, &anrm, &bignum, m, n, &a[a_offset], lda,
+ info);
+ iascl = 2;
+ } else if (anrm == 0.f) {
+
+/* Matrix all zero. Return zero solution. */
+
+ i__1 = max(*m,*n);
+ slaset_("F", &i__1, nrhs, &c_b31, &c_b31, &b[b_offset], ldb);
+ *rank = 0;
+ goto L70;
+ }
+
+ bnrm = slange_("M", m, nrhs, &b[b_offset], ldb, &work[1]);
+ ibscl = 0;
+ if (bnrm > 0.f && bnrm < smlnum) {
+
+/* Scale matrix norm up to SMLNUM */
+
+ slascl_("G", &c__0, &c__0, &bnrm, &smlnum, m, nrhs, &b[b_offset], ldb,
+ info);
+ ibscl = 1;
+ } else if (bnrm > bignum) {
+
+/* Scale matrix norm down to BIGNUM */
+
+ slascl_("G", &c__0, &c__0, &bnrm, &bignum, m, nrhs, &b[b_offset], ldb,
+ info);
+ ibscl = 2;
+ }
+
+/* Compute QR factorization with column pivoting of A: */
+/* A * P = Q * R */
+
+ i__1 = *lwork - mn;
+ sgeqp3_(m, n, &a[a_offset], lda, &jpvt[1], &work[1], &work[mn + 1], &i__1,
+ info);
+ wsize = mn + work[mn + 1];
+
+/* workspace: MN+2*N+NB*(N+1). */
+/* Details of Householder rotations stored in WORK(1:MN). */
+
+/* Determine RANK using incremental condition estimation */
+
+ work[ismin] = 1.f;
+ work[ismax] = 1.f;
+ smax = (r__1 = a[a_dim1 + 1], dabs(r__1));
+ smin = smax;
+ if ((r__1 = a[a_dim1 + 1], dabs(r__1)) == 0.f) {
+ *rank = 0;
+ i__1 = max(*m,*n);
+ slaset_("F", &i__1, nrhs, &c_b31, &c_b31, &b[b_offset], ldb);
+ goto L70;
+ } else {
+ *rank = 1;
+ }
+
+L10:
+ if (*rank < mn) {
+ i__ = *rank + 1;
+ slaic1_(&c__2, rank, &work[ismin], &smin, &a[i__ * a_dim1 + 1], &a[
+ i__ + i__ * a_dim1], &sminpr, &s1, &c1);
+ slaic1_(&c__1, rank, &work[ismax], &smax, &a[i__ * a_dim1 + 1], &a[
+ i__ + i__ * a_dim1], &smaxpr, &s2, &c2);
+
+ if (smaxpr * *rcond <= sminpr) {
+ i__1 = *rank;
+ for (i__ = 1; i__ <= i__1; ++i__) {
+ work[ismin + i__ - 1] = s1 * work[ismin + i__ - 1];
+ work[ismax + i__ - 1] = s2 * work[ismax + i__ - 1];
+/* L20: */
+ }
+ work[ismin + *rank] = c1;
+ work[ismax + *rank] = c2;
+ smin = sminpr;
+ smax = smaxpr;
+ ++(*rank);
+ goto L10;
+ }
+ }
+
+/* workspace: 3*MN. */
+
+/* Logically partition R = [ R11 R12 ] */
+/* [ 0 R22 ] */
+/* where R11 = R(1:RANK,1:RANK) */
+
+/* [R11,R12] = [ T11, 0 ] * Y */
+
+ if (*rank < *n) {
+ i__1 = *lwork - (mn << 1);
+ stzrzf_(rank, n, &a[a_offset], lda, &work[mn + 1], &work[(mn << 1) +
+ 1], &i__1, info);
+ }
+
+/* workspace: 2*MN. */
+/* Details of Householder rotations stored in WORK(MN+1:2*MN) */
+
+/* B(1:M,1:NRHS) := Q' * B(1:M,1:NRHS) */
+
+ i__1 = *lwork - (mn << 1);
+ sormqr_("Left", "Transpose", m, nrhs, &mn, &a[a_offset], lda, &work[1], &
+ b[b_offset], ldb, &work[(mn << 1) + 1], &i__1, info);
+/* Computing MAX */
+ r__1 = wsize, r__2 = (mn << 1) + work[(mn << 1) + 1];
+ wsize = dmax(r__1,r__2);
+
+/* workspace: 2*MN+NB*NRHS. */
+
+/* B(1:RANK,1:NRHS) := inv(T11) * B(1:RANK,1:NRHS) */
+
+ strsm_("Left", "Upper", "No transpose", "Non-unit", rank, nrhs, &c_b54, &
+ a[a_offset], lda, &b[b_offset], ldb);
+
+ i__1 = *nrhs;
+ for (j = 1; j <= i__1; ++j) {
+ i__2 = *n;
+ for (i__ = *rank + 1; i__ <= i__2; ++i__) {
+ b[i__ + j * b_dim1] = 0.f;
+/* L30: */
+ }
+/* L40: */
+ }
+
+/* B(1:N,1:NRHS) := Y' * B(1:N,1:NRHS) */
+
+ if (*rank < *n) {
+ i__1 = *n - *rank;
+ i__2 = *lwork - (mn << 1);
+ sormrz_("Left", "Transpose", n, nrhs, rank, &i__1, &a[a_offset], lda,
+ &work[mn + 1], &b[b_offset], ldb, &work[(mn << 1) + 1], &i__2,
+ info);
+ }
+
+/* workspace: 2*MN+NRHS. */
+
+/* B(1:N,1:NRHS) := P * B(1:N,1:NRHS) */
+
+ i__1 = *nrhs;
+ for (j = 1; j <= i__1; ++j) {
+ i__2 = *n;
+ for (i__ = 1; i__ <= i__2; ++i__) {
+ work[jpvt[i__]] = b[i__ + j * b_dim1];
+/* L50: */
+ }
+ scopy_(n, &work[1], &c__1, &b[j * b_dim1 + 1], &c__1);
+/* L60: */
+ }
+
+/* workspace: N. */
+
+/* Undo scaling */
+
+ if (iascl == 1) {
+ slascl_("G", &c__0, &c__0, &anrm, &smlnum, n, nrhs, &b[b_offset], ldb,
+ info);
+ slascl_("U", &c__0, &c__0, &smlnum, &anrm, rank, rank, &a[a_offset],
+ lda, info);
+ } else if (iascl == 2) {
+ slascl_("G", &c__0, &c__0, &anrm, &bignum, n, nrhs, &b[b_offset], ldb,
+ info);
+ slascl_("U", &c__0, &c__0, &bignum, &anrm, rank, rank, &a[a_offset],
+ lda, info);
+ }
+ if (ibscl == 1) {
+ slascl_("G", &c__0, &c__0, &smlnum, &bnrm, n, nrhs, &b[b_offset], ldb,
+ info);
+ } else if (ibscl == 2) {
+ slascl_("G", &c__0, &c__0, &bignum, &bnrm, n, nrhs, &b[b_offset], ldb,
+ info);
+ }
+
+L70:
+ work[1] = (real) lwkopt;
+
+ return 0;
+
+/* End of SGELSY */
+
+} /* sgelsy_ */