diff options
author | shmel1k <shmel1k@ydb.tech> | 2022-09-02 12:44:59 +0300 |
---|---|---|
committer | shmel1k <shmel1k@ydb.tech> | 2022-09-02 12:44:59 +0300 |
commit | 90d450f74722da7859d6f510a869f6c6908fd12f (patch) | |
tree | 538c718dedc76cdfe37ad6d01ff250dd930d9278 /contrib/libs/clapack/sggglm.c | |
parent | 01f64c1ecd0d4ffa9e3a74478335f1745f26cc75 (diff) | |
download | ydb-90d450f74722da7859d6f510a869f6c6908fd12f.tar.gz |
[] add metering mode to CLI
Diffstat (limited to 'contrib/libs/clapack/sggglm.c')
-rw-r--r-- | contrib/libs/clapack/sggglm.c | 326 |
1 files changed, 326 insertions, 0 deletions
diff --git a/contrib/libs/clapack/sggglm.c b/contrib/libs/clapack/sggglm.c new file mode 100644 index 0000000000..254ea8c882 --- /dev/null +++ b/contrib/libs/clapack/sggglm.c @@ -0,0 +1,326 @@ +/* sggglm.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 real c_b32 = -1.f; +static real c_b34 = 1.f; + +/* Subroutine */ int sggglm_(integer *n, integer *m, integer *p, real *a, + integer *lda, real *b, integer *ldb, real *d__, real *x, real *y, + real *work, integer *lwork, integer *info) +{ + /* System generated locals */ + integer a_dim1, a_offset, b_dim1, b_offset, i__1, i__2, i__3, i__4; + + /* Local variables */ + integer i__, nb, np, nb1, nb2, nb3, nb4, lopt; + extern /* Subroutine */ int sgemv_(char *, integer *, integer *, real *, + real *, integer *, real *, integer *, real *, real *, integer *), scopy_(integer *, real *, integer *, real *, integer *), + xerbla_(char *, integer *); + extern integer ilaenv_(integer *, char *, char *, integer *, integer *, + integer *, integer *); + extern /* Subroutine */ int sggqrf_(integer *, integer *, integer *, real + *, integer *, real *, real *, integer *, real *, real *, integer * +, integer *); + integer lwkmin, lwkopt; + logical lquery; + extern /* Subroutine */ int sormqr_(char *, char *, integer *, integer *, + integer *, real *, integer *, real *, real *, integer *, real *, + integer *, integer *), sormrq_(char *, char *, + integer *, integer *, integer *, real *, integer *, real *, real * +, integer *, real *, integer *, integer *), + strtrs_(char *, char *, char *, integer *, integer *, real *, + integer *, 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 */ +/* ======= */ + +/* SGGGLM solves a general Gauss-Markov linear model (GLM) problem: */ + +/* minimize || y ||_2 subject to d = A*x + B*y */ +/* x */ + +/* where A is an N-by-M matrix, B is an N-by-P matrix, and d is a */ +/* given N-vector. It is assumed that M <= N <= M+P, and */ + +/* rank(A) = M and rank( A B ) = N. */ + +/* Under these assumptions, the constrained equation is always */ +/* consistent, and there is a unique solution x and a minimal 2-norm */ +/* solution y, which is obtained using a generalized QR factorization */ +/* of the matrices (A, B) given by */ + +/* A = Q*(R), B = Q*T*Z. */ +/* (0) */ + +/* In particular, if matrix B is square nonsingular, then the problem */ +/* GLM is equivalent to the following weighted linear least squares */ +/* problem */ + +/* minimize || inv(B)*(d-A*x) ||_2 */ +/* x */ + +/* where inv(B) denotes the inverse of B. */ + +/* Arguments */ +/* ========= */ + +/* N (input) INTEGER */ +/* The number of rows of the matrices A and B. N >= 0. */ + +/* M (input) INTEGER */ +/* The number of columns of the matrix A. 0 <= M <= N. */ + +/* P (input) INTEGER */ +/* The number of columns of the matrix B. P >= N-M. */ + +/* A (input/output) REAL array, dimension (LDA,M) */ +/* On entry, the N-by-M matrix A. */ +/* On exit, the upper triangular part of the array A contains */ +/* the M-by-M upper triangular matrix R. */ + +/* LDA (input) INTEGER */ +/* The leading dimension of the array A. LDA >= max(1,N). */ + +/* B (input/output) REAL array, dimension (LDB,P) */ +/* On entry, the N-by-P matrix B. */ +/* On exit, if N <= P, the upper triangle of the subarray */ +/* B(1:N,P-N+1:P) contains the N-by-N upper triangular matrix T; */ +/* if N > P, the elements on and above the (N-P)th subdiagonal */ +/* contain the N-by-P upper trapezoidal matrix T. */ + +/* LDB (input) INTEGER */ +/* The leading dimension of the array B. LDB >= max(1,N). */ + +/* D (input/output) REAL array, dimension (N) */ +/* On entry, D is the left hand side of the GLM equation. */ +/* On exit, D is destroyed. */ + +/* X (output) REAL array, dimension (M) */ +/* Y (output) REAL array, dimension (P) */ +/* On exit, X and Y are the solutions of the GLM problem. */ + +/* 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. LWORK >= max(1,N+M+P). */ +/* For optimum performance, LWORK >= M+min(N,P)+max(N,P)*NB, */ +/* where NB is an upper bound for the optimal blocksizes for */ +/* SGEQRF, SGERQF, SORMQR and SORMRQ. */ + +/* 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. */ +/* = 1: the upper triangular factor R associated with A in the */ +/* generalized QR factorization of the pair (A, B) is */ +/* singular, so that rank(A) < M; the least squares */ +/* solution could not be computed. */ +/* = 2: the bottom (N-M) by (N-M) part of the upper trapezoidal */ +/* factor T associated with B in the generalized QR */ +/* factorization of the pair (A, B) is singular, so that */ +/* rank( A B ) < N; the least squares solution could not */ +/* be computed. */ + +/* =================================================================== */ + +/* .. Parameters .. */ +/* .. */ +/* .. Local Scalars .. */ +/* .. */ +/* .. External Subroutines .. */ +/* .. */ +/* .. External Functions .. */ +/* .. */ +/* .. 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; + --d__; + --x; + --y; + --work; + + /* Function Body */ + *info = 0; + np = min(*n,*p); + lquery = *lwork == -1; + if (*n < 0) { + *info = -1; + } else if (*m < 0 || *m > *n) { + *info = -2; + } else if (*p < 0 || *p < *n - *m) { + *info = -3; + } else if (*lda < max(1,*n)) { + *info = -5; + } else if (*ldb < max(1,*n)) { + *info = -7; + } + +/* Calculate workspace */ + + if (*info == 0) { + if (*n == 0) { + lwkmin = 1; + lwkopt = 1; + } else { + nb1 = ilaenv_(&c__1, "SGEQRF", " ", n, m, &c_n1, &c_n1); + nb2 = ilaenv_(&c__1, "SGERQF", " ", n, m, &c_n1, &c_n1); + nb3 = ilaenv_(&c__1, "SORMQR", " ", n, m, p, &c_n1); + nb4 = ilaenv_(&c__1, "SORMRQ", " ", n, m, p, &c_n1); +/* Computing MAX */ + i__1 = max(nb1,nb2), i__1 = max(i__1,nb3); + nb = max(i__1,nb4); + lwkmin = *m + *n + *p; + lwkopt = *m + np + max(*n,*p) * nb; + } + work[1] = (real) lwkopt; + + if (*lwork < lwkmin && ! lquery) { + *info = -12; + } + } + + if (*info != 0) { + i__1 = -(*info); + xerbla_("SGGGLM", &i__1); + return 0; + } else if (lquery) { + return 0; + } + +/* Quick return if possible */ + + if (*n == 0) { + return 0; + } + +/* Compute the GQR factorization of matrices A and B: */ + +/* Q'*A = ( R11 ) M, Q'*B*Z' = ( T11 T12 ) M */ +/* ( 0 ) N-M ( 0 T22 ) N-M */ +/* M M+P-N N-M */ + +/* where R11 and T22 are upper triangular, and Q and Z are */ +/* orthogonal. */ + + i__1 = *lwork - *m - np; + sggqrf_(n, m, p, &a[a_offset], lda, &work[1], &b[b_offset], ldb, &work[*m + + 1], &work[*m + np + 1], &i__1, info); + lopt = work[*m + np + 1]; + +/* Update left-hand-side vector d = Q'*d = ( d1 ) M */ +/* ( d2 ) N-M */ + + i__1 = max(1,*n); + i__2 = *lwork - *m - np; + sormqr_("Left", "Transpose", n, &c__1, m, &a[a_offset], lda, &work[1], & + d__[1], &i__1, &work[*m + np + 1], &i__2, info); +/* Computing MAX */ + i__1 = lopt, i__2 = (integer) work[*m + np + 1]; + lopt = max(i__1,i__2); + +/* Solve T22*y2 = d2 for y2 */ + + if (*n > *m) { + i__1 = *n - *m; + i__2 = *n - *m; + strtrs_("Upper", "No transpose", "Non unit", &i__1, &c__1, &b[*m + 1 + + (*m + *p - *n + 1) * b_dim1], ldb, &d__[*m + 1], &i__2, + info); + + if (*info > 0) { + *info = 1; + return 0; + } + + i__1 = *n - *m; + scopy_(&i__1, &d__[*m + 1], &c__1, &y[*m + *p - *n + 1], &c__1); + } + +/* Set y1 = 0 */ + + i__1 = *m + *p - *n; + for (i__ = 1; i__ <= i__1; ++i__) { + y[i__] = 0.f; +/* L10: */ + } + +/* Update d1 = d1 - T12*y2 */ + + i__1 = *n - *m; + sgemv_("No transpose", m, &i__1, &c_b32, &b[(*m + *p - *n + 1) * b_dim1 + + 1], ldb, &y[*m + *p - *n + 1], &c__1, &c_b34, &d__[1], &c__1); + +/* Solve triangular system: R11*x = d1 */ + + if (*m > 0) { + strtrs_("Upper", "No Transpose", "Non unit", m, &c__1, &a[a_offset], + lda, &d__[1], m, info); + + if (*info > 0) { + *info = 2; + return 0; + } + +/* Copy D to X */ + + scopy_(m, &d__[1], &c__1, &x[1], &c__1); + } + +/* Backward transformation y = Z'*y */ + +/* Computing MAX */ + i__1 = 1, i__2 = *n - *p + 1; + i__3 = max(1,*p); + i__4 = *lwork - *m - np; + sormrq_("Left", "Transpose", p, &c__1, &np, &b[max(i__1, i__2)+ b_dim1], + ldb, &work[*m + 1], &y[1], &i__3, &work[*m + np + 1], &i__4, info); +/* Computing MAX */ + i__1 = lopt, i__2 = (integer) work[*m + np + 1]; + work[1] = (real) (*m + np + max(i__1,i__2)); + + return 0; + +/* End of SGGGLM */ + +} /* sggglm_ */ |