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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/sggsvp.c | |
parent | 01f64c1ecd0d4ffa9e3a74478335f1745f26cc75 (diff) | |
download | ydb-90d450f74722da7859d6f510a869f6c6908fd12f.tar.gz |
[] add metering mode to CLI
Diffstat (limited to 'contrib/libs/clapack/sggsvp.c')
-rw-r--r-- | contrib/libs/clapack/sggsvp.c | 508 |
1 files changed, 508 insertions, 0 deletions
diff --git a/contrib/libs/clapack/sggsvp.c b/contrib/libs/clapack/sggsvp.c new file mode 100644 index 0000000000..97fa0ded0f --- /dev/null +++ b/contrib/libs/clapack/sggsvp.c @@ -0,0 +1,508 @@ +/* sggsvp.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 real c_b12 = 0.f; +static real c_b22 = 1.f; + +/* Subroutine */ int sggsvp_(char *jobu, char *jobv, char *jobq, integer *m, + integer *p, integer *n, real *a, integer *lda, real *b, integer *ldb, + real *tola, real *tolb, integer *k, integer *l, real *u, integer *ldu, + real *v, integer *ldv, real *q, integer *ldq, integer *iwork, real * + tau, real *work, integer *info) +{ + /* System generated locals */ + integer a_dim1, a_offset, b_dim1, b_offset, q_dim1, q_offset, u_dim1, + u_offset, v_dim1, v_offset, i__1, i__2, i__3; + real r__1; + + /* Local variables */ + integer i__, j; + extern logical lsame_(char *, char *); + logical wantq, wantu, wantv; + extern /* Subroutine */ int sgeqr2_(integer *, integer *, real *, integer + *, real *, real *, integer *), sgerq2_(integer *, integer *, real + *, integer *, real *, real *, integer *), sorg2r_(integer *, + integer *, integer *, real *, integer *, real *, real *, integer * +), sorm2r_(char *, char *, integer *, integer *, integer *, real * +, integer *, real *, real *, integer *, real *, integer *), sormr2_(char *, char *, integer *, integer *, integer *, + real *, integer *, real *, real *, integer *, real *, integer *), xerbla_(char *, integer *), sgeqpf_( + integer *, integer *, real *, integer *, integer *, real *, real * +, integer *), slacpy_(char *, integer *, integer *, real *, + integer *, real *, integer *), slaset_(char *, integer *, + integer *, real *, real *, real *, integer *), slapmt_( + logical *, integer *, integer *, real *, integer *, integer *); + logical forwrd; + + +/* -- LAPACK routine (version 3.2) -- */ +/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */ +/* November 2006 */ + +/* .. Scalar Arguments .. */ +/* .. */ +/* .. Array Arguments .. */ +/* .. */ + +/* Purpose */ +/* ======= */ + +/* SGGSVP computes orthogonal matrices U, V and Q such that */ + +/* N-K-L K L */ +/* U'*A*Q = K ( 0 A12 A13 ) if M-K-L >= 0; */ +/* L ( 0 0 A23 ) */ +/* M-K-L ( 0 0 0 ) */ + +/* N-K-L K L */ +/* = K ( 0 A12 A13 ) if M-K-L < 0; */ +/* M-K ( 0 0 A23 ) */ + +/* N-K-L K L */ +/* V'*B*Q = L ( 0 0 B13 ) */ +/* P-L ( 0 0 0 ) */ + +/* where the K-by-K matrix A12 and L-by-L matrix B13 are nonsingular */ +/* upper triangular; A23 is L-by-L upper triangular if M-K-L >= 0, */ +/* otherwise A23 is (M-K)-by-L upper trapezoidal. K+L = the effective */ +/* numerical rank of the (M+P)-by-N matrix (A',B')'. Z' denotes the */ +/* transpose of Z. */ + +/* This decomposition is the preprocessing step for computing the */ +/* Generalized Singular Value Decomposition (GSVD), see subroutine */ +/* SGGSVD. */ + +/* Arguments */ +/* ========= */ + +/* JOBU (input) CHARACTER*1 */ +/* = 'U': Orthogonal matrix U is computed; */ +/* = 'N': U is not computed. */ + +/* JOBV (input) CHARACTER*1 */ +/* = 'V': Orthogonal matrix V is computed; */ +/* = 'N': V is not computed. */ + +/* JOBQ (input) CHARACTER*1 */ +/* = 'Q': Orthogonal matrix Q is computed; */ +/* = 'N': Q is not computed. */ + +/* M (input) INTEGER */ +/* The number of rows of the matrix A. M >= 0. */ + +/* P (input) INTEGER */ +/* The number of rows of the matrix B. P >= 0. */ + +/* N (input) INTEGER */ +/* The number of columns of the matrices A and B. N >= 0. */ + +/* A (input/output) REAL array, dimension (LDA,N) */ +/* On entry, the M-by-N matrix A. */ +/* On exit, A contains the triangular (or trapezoidal) matrix */ +/* described in the Purpose section. */ + +/* LDA (input) INTEGER */ +/* The leading dimension of the array A. LDA >= max(1,M). */ + +/* B (input/output) REAL array, dimension (LDB,N) */ +/* On entry, the P-by-N matrix B. */ +/* On exit, B contains the triangular matrix described in */ +/* the Purpose section. */ + +/* LDB (input) INTEGER */ +/* The leading dimension of the array B. LDB >= max(1,P). */ + +/* TOLA (input) REAL */ +/* TOLB (input) REAL */ +/* TOLA and TOLB are the thresholds to determine the effective */ +/* numerical rank of matrix B and a subblock of A. Generally, */ +/* they are set to */ +/* TOLA = MAX(M,N)*norm(A)*MACHEPS, */ +/* TOLB = MAX(P,N)*norm(B)*MACHEPS. */ +/* The size of TOLA and TOLB may affect the size of backward */ +/* errors of the decomposition. */ + +/* K (output) INTEGER */ +/* L (output) INTEGER */ +/* On exit, K and L specify the dimension of the subblocks */ +/* described in Purpose. */ +/* K + L = effective numerical rank of (A',B')'. */ + +/* U (output) REAL array, dimension (LDU,M) */ +/* If JOBU = 'U', U contains the orthogonal matrix U. */ +/* If JOBU = 'N', U is not referenced. */ + +/* LDU (input) INTEGER */ +/* The leading dimension of the array U. LDU >= max(1,M) if */ +/* JOBU = 'U'; LDU >= 1 otherwise. */ + +/* V (output) REAL array, dimension (LDV,P) */ +/* If JOBV = 'V', V contains the orthogonal matrix V. */ +/* If JOBV = 'N', V is not referenced. */ + +/* LDV (input) INTEGER */ +/* The leading dimension of the array V. LDV >= max(1,P) if */ +/* JOBV = 'V'; LDV >= 1 otherwise. */ + +/* Q (output) REAL array, dimension (LDQ,N) */ +/* If JOBQ = 'Q', Q contains the orthogonal matrix Q. */ +/* If JOBQ = 'N', Q is not referenced. */ + +/* LDQ (input) INTEGER */ +/* The leading dimension of the array Q. LDQ >= max(1,N) if */ +/* JOBQ = 'Q'; LDQ >= 1 otherwise. */ + +/* IWORK (workspace) INTEGER array, dimension (N) */ + +/* TAU (workspace) REAL array, dimension (N) */ + +/* WORK (workspace) REAL array, dimension (max(3*N,M,P)) */ + +/* INFO (output) INTEGER */ +/* = 0: successful exit */ +/* < 0: if INFO = -i, the i-th argument had an illegal value. */ + + +/* Further Details */ +/* =============== */ + +/* The subroutine uses LAPACK subroutine SGEQPF for the QR factorization */ +/* with column pivoting to detect the effective numerical rank of the */ +/* a matrix. It may be replaced by a better rank determination strategy. */ + +/* ===================================================================== */ + +/* .. Parameters .. */ +/* .. */ +/* .. Local Scalars .. */ +/* .. */ +/* .. External Functions .. */ +/* .. */ +/* .. External Subroutines .. */ +/* .. */ +/* .. 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; + u_dim1 = *ldu; + u_offset = 1 + u_dim1; + u -= u_offset; + v_dim1 = *ldv; + v_offset = 1 + v_dim1; + v -= v_offset; + q_dim1 = *ldq; + q_offset = 1 + q_dim1; + q -= q_offset; + --iwork; + --tau; + --work; + + /* Function Body */ + wantu = lsame_(jobu, "U"); + wantv = lsame_(jobv, "V"); + wantq = lsame_(jobq, "Q"); + forwrd = TRUE_; + + *info = 0; + if (! (wantu || lsame_(jobu, "N"))) { + *info = -1; + } else if (! (wantv || lsame_(jobv, "N"))) { + *info = -2; + } else if (! (wantq || lsame_(jobq, "N"))) { + *info = -3; + } else if (*m < 0) { + *info = -4; + } else if (*p < 0) { + *info = -5; + } else if (*n < 0) { + *info = -6; + } else if (*lda < max(1,*m)) { + *info = -8; + } else if (*ldb < max(1,*p)) { + *info = -10; + } else if (*ldu < 1 || wantu && *ldu < *m) { + *info = -16; + } else if (*ldv < 1 || wantv && *ldv < *p) { + *info = -18; + } else if (*ldq < 1 || wantq && *ldq < *n) { + *info = -20; + } + if (*info != 0) { + i__1 = -(*info); + xerbla_("SGGSVP", &i__1); + return 0; + } + +/* QR with column pivoting of B: B*P = V*( S11 S12 ) */ +/* ( 0 0 ) */ + + i__1 = *n; + for (i__ = 1; i__ <= i__1; ++i__) { + iwork[i__] = 0; +/* L10: */ + } + sgeqpf_(p, n, &b[b_offset], ldb, &iwork[1], &tau[1], &work[1], info); + +/* Update A := A*P */ + + slapmt_(&forwrd, m, n, &a[a_offset], lda, &iwork[1]); + +/* Determine the effective rank of matrix B. */ + + *l = 0; + i__1 = min(*p,*n); + for (i__ = 1; i__ <= i__1; ++i__) { + if ((r__1 = b[i__ + i__ * b_dim1], dabs(r__1)) > *tolb) { + ++(*l); + } +/* L20: */ + } + + if (wantv) { + +/* Copy the details of V, and form V. */ + + slaset_("Full", p, p, &c_b12, &c_b12, &v[v_offset], ldv); + if (*p > 1) { + i__1 = *p - 1; + slacpy_("Lower", &i__1, n, &b[b_dim1 + 2], ldb, &v[v_dim1 + 2], + ldv); + } + i__1 = min(*p,*n); + sorg2r_(p, p, &i__1, &v[v_offset], ldv, &tau[1], &work[1], info); + } + +/* Clean up B */ + + i__1 = *l - 1; + for (j = 1; j <= i__1; ++j) { + i__2 = *l; + for (i__ = j + 1; i__ <= i__2; ++i__) { + b[i__ + j * b_dim1] = 0.f; +/* L30: */ + } +/* L40: */ + } + if (*p > *l) { + i__1 = *p - *l; + slaset_("Full", &i__1, n, &c_b12, &c_b12, &b[*l + 1 + b_dim1], ldb); + } + + if (wantq) { + +/* Set Q = I and Update Q := Q*P */ + + slaset_("Full", n, n, &c_b12, &c_b22, &q[q_offset], ldq); + slapmt_(&forwrd, n, n, &q[q_offset], ldq, &iwork[1]); + } + + if (*p >= *l && *n != *l) { + +/* RQ factorization of (S11 S12): ( S11 S12 ) = ( 0 S12 )*Z */ + + sgerq2_(l, n, &b[b_offset], ldb, &tau[1], &work[1], info); + +/* Update A := A*Z' */ + + sormr2_("Right", "Transpose", m, n, l, &b[b_offset], ldb, &tau[1], &a[ + a_offset], lda, &work[1], info); + + if (wantq) { + +/* Update Q := Q*Z' */ + + sormr2_("Right", "Transpose", n, n, l, &b[b_offset], ldb, &tau[1], + &q[q_offset], ldq, &work[1], info); + } + +/* Clean up B */ + + i__1 = *n - *l; + slaset_("Full", l, &i__1, &c_b12, &c_b12, &b[b_offset], ldb); + i__1 = *n; + for (j = *n - *l + 1; j <= i__1; ++j) { + i__2 = *l; + for (i__ = j - *n + *l + 1; i__ <= i__2; ++i__) { + b[i__ + j * b_dim1] = 0.f; +/* L50: */ + } +/* L60: */ + } + + } + +/* Let N-L L */ +/* A = ( A11 A12 ) M, */ + +/* then the following does the complete QR decomposition of A11: */ + +/* A11 = U*( 0 T12 )*P1' */ +/* ( 0 0 ) */ + + i__1 = *n - *l; + for (i__ = 1; i__ <= i__1; ++i__) { + iwork[i__] = 0; +/* L70: */ + } + i__1 = *n - *l; + sgeqpf_(m, &i__1, &a[a_offset], lda, &iwork[1], &tau[1], &work[1], info); + +/* Determine the effective rank of A11 */ + + *k = 0; +/* Computing MIN */ + i__2 = *m, i__3 = *n - *l; + i__1 = min(i__2,i__3); + for (i__ = 1; i__ <= i__1; ++i__) { + if ((r__1 = a[i__ + i__ * a_dim1], dabs(r__1)) > *tola) { + ++(*k); + } +/* L80: */ + } + +/* Update A12 := U'*A12, where A12 = A( 1:M, N-L+1:N ) */ + +/* Computing MIN */ + i__2 = *m, i__3 = *n - *l; + i__1 = min(i__2,i__3); + sorm2r_("Left", "Transpose", m, l, &i__1, &a[a_offset], lda, &tau[1], &a[( + *n - *l + 1) * a_dim1 + 1], lda, &work[1], info); + + if (wantu) { + +/* Copy the details of U, and form U */ + + slaset_("Full", m, m, &c_b12, &c_b12, &u[u_offset], ldu); + if (*m > 1) { + i__1 = *m - 1; + i__2 = *n - *l; + slacpy_("Lower", &i__1, &i__2, &a[a_dim1 + 2], lda, &u[u_dim1 + 2] +, ldu); + } +/* Computing MIN */ + i__2 = *m, i__3 = *n - *l; + i__1 = min(i__2,i__3); + sorg2r_(m, m, &i__1, &u[u_offset], ldu, &tau[1], &work[1], info); + } + + if (wantq) { + +/* Update Q( 1:N, 1:N-L ) = Q( 1:N, 1:N-L )*P1 */ + + i__1 = *n - *l; + slapmt_(&forwrd, n, &i__1, &q[q_offset], ldq, &iwork[1]); + } + +/* Clean up A: set the strictly lower triangular part of */ +/* A(1:K, 1:K) = 0, and A( K+1:M, 1:N-L ) = 0. */ + + i__1 = *k - 1; + for (j = 1; j <= i__1; ++j) { + i__2 = *k; + for (i__ = j + 1; i__ <= i__2; ++i__) { + a[i__ + j * a_dim1] = 0.f; +/* L90: */ + } +/* L100: */ + } + if (*m > *k) { + i__1 = *m - *k; + i__2 = *n - *l; + slaset_("Full", &i__1, &i__2, &c_b12, &c_b12, &a[*k + 1 + a_dim1], + lda); + } + + if (*n - *l > *k) { + +/* RQ factorization of ( T11 T12 ) = ( 0 T12 )*Z1 */ + + i__1 = *n - *l; + sgerq2_(k, &i__1, &a[a_offset], lda, &tau[1], &work[1], info); + + if (wantq) { + +/* Update Q( 1:N,1:N-L ) = Q( 1:N,1:N-L )*Z1' */ + + i__1 = *n - *l; + sormr2_("Right", "Transpose", n, &i__1, k, &a[a_offset], lda, & + tau[1], &q[q_offset], ldq, &work[1], info); + } + +/* Clean up A */ + + i__1 = *n - *l - *k; + slaset_("Full", k, &i__1, &c_b12, &c_b12, &a[a_offset], lda); + i__1 = *n - *l; + for (j = *n - *l - *k + 1; j <= i__1; ++j) { + i__2 = *k; + for (i__ = j - *n + *l + *k + 1; i__ <= i__2; ++i__) { + a[i__ + j * a_dim1] = 0.f; +/* L110: */ + } +/* L120: */ + } + + } + + if (*m > *k) { + +/* QR factorization of A( K+1:M,N-L+1:N ) */ + + i__1 = *m - *k; + sgeqr2_(&i__1, l, &a[*k + 1 + (*n - *l + 1) * a_dim1], lda, &tau[1], & + work[1], info); + + if (wantu) { + +/* Update U(:,K+1:M) := U(:,K+1:M)*U1 */ + + i__1 = *m - *k; +/* Computing MIN */ + i__3 = *m - *k; + i__2 = min(i__3,*l); + sorm2r_("Right", "No transpose", m, &i__1, &i__2, &a[*k + 1 + (*n + - *l + 1) * a_dim1], lda, &tau[1], &u[(*k + 1) * u_dim1 + + 1], ldu, &work[1], info); + } + +/* Clean up */ + + i__1 = *n; + for (j = *n - *l + 1; j <= i__1; ++j) { + i__2 = *m; + for (i__ = j - *n + *k + *l + 1; i__ <= i__2; ++i__) { + a[i__ + j * a_dim1] = 0.f; +/* L130: */ + } +/* L140: */ + } + + } + + return 0; + +/* End of SGGSVP */ + +} /* sggsvp_ */ |