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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/sggglm.c
parent01f64c1ecd0d4ffa9e3a74478335f1745f26cc75 (diff)
downloadydb-90d450f74722da7859d6f510a869f6c6908fd12f.tar.gz
[] add metering mode to CLI
Diffstat (limited to 'contrib/libs/clapack/sggglm.c')
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1 files changed, 326 insertions, 0 deletions
diff --git a/contrib/libs/clapack/sggglm.c b/contrib/libs/clapack/sggglm.c
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+/* 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_ */