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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/slarrb.c | |
parent | 01f64c1ecd0d4ffa9e3a74478335f1745f26cc75 (diff) | |
download | ydb-90d450f74722da7859d6f510a869f6c6908fd12f.tar.gz |
[] add metering mode to CLI
Diffstat (limited to 'contrib/libs/clapack/slarrb.c')
-rw-r--r-- | contrib/libs/clapack/slarrb.c | 349 |
1 files changed, 349 insertions, 0 deletions
diff --git a/contrib/libs/clapack/slarrb.c b/contrib/libs/clapack/slarrb.c new file mode 100644 index 0000000000..f1606a0387 --- /dev/null +++ b/contrib/libs/clapack/slarrb.c @@ -0,0 +1,349 @@ +/* slarrb.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" + +/* Subroutine */ int slarrb_(integer *n, real *d__, real *lld, integer * + ifirst, integer *ilast, real *rtol1, real *rtol2, integer *offset, + real *w, real *wgap, real *werr, real *work, integer *iwork, real * + pivmin, real *spdiam, integer *twist, integer *info) +{ + /* System generated locals */ + integer i__1; + real r__1, r__2; + + /* Builtin functions */ + double log(doublereal); + + /* Local variables */ + integer i__, k, r__, i1, ii, ip; + real gap, mid, tmp, back, lgap, rgap, left; + integer iter, nint, prev, next; + real cvrgd, right, width; + extern integer slaneg_(integer *, real *, real *, real *, real *, integer + *); + integer negcnt; + real mnwdth; + integer olnint, maxitr; + + +/* -- LAPACK auxiliary routine (version 3.2) -- */ +/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */ +/* November 2006 */ + +/* .. Scalar Arguments .. */ +/* .. */ +/* .. Array Arguments .. */ +/* .. */ + +/* Purpose */ +/* ======= */ + +/* Given the relatively robust representation(RRR) L D L^T, SLARRB */ +/* does "limited" bisection to refine the eigenvalues of L D L^T, */ +/* W( IFIRST-OFFSET ) through W( ILAST-OFFSET ), to more accuracy. Initial */ +/* guesses for these eigenvalues are input in W, the corresponding estimate */ +/* of the error in these guesses and their gaps are input in WERR */ +/* and WGAP, respectively. During bisection, intervals */ +/* [left, right] are maintained by storing their mid-points and */ +/* semi-widths in the arrays W and WERR respectively. */ + +/* Arguments */ +/* ========= */ + +/* N (input) INTEGER */ +/* The order of the matrix. */ + +/* D (input) REAL array, dimension (N) */ +/* The N diagonal elements of the diagonal matrix D. */ + +/* LLD (input) REAL array, dimension (N-1) */ +/* The (N-1) elements L(i)*L(i)*D(i). */ + +/* IFIRST (input) INTEGER */ +/* The index of the first eigenvalue to be computed. */ + +/* ILAST (input) INTEGER */ +/* The index of the last eigenvalue to be computed. */ + +/* RTOL1 (input) REAL */ +/* RTOL2 (input) REAL */ +/* Tolerance for the convergence of the bisection intervals. */ +/* An interval [LEFT,RIGHT] has converged if */ +/* RIGHT-LEFT.LT.MAX( RTOL1*GAP, RTOL2*MAX(|LEFT|,|RIGHT|) ) */ +/* where GAP is the (estimated) distance to the nearest */ +/* eigenvalue. */ + +/* OFFSET (input) INTEGER */ +/* Offset for the arrays W, WGAP and WERR, i.e., the IFIRST-OFFSET */ +/* through ILAST-OFFSET elements of these arrays are to be used. */ + +/* W (input/output) REAL array, dimension (N) */ +/* On input, W( IFIRST-OFFSET ) through W( ILAST-OFFSET ) are */ +/* estimates of the eigenvalues of L D L^T indexed IFIRST throug */ +/* ILAST. */ +/* On output, these estimates are refined. */ + +/* WGAP (input/output) REAL array, dimension (N-1) */ +/* On input, the (estimated) gaps between consecutive */ +/* eigenvalues of L D L^T, i.e., WGAP(I-OFFSET) is the gap between */ +/* eigenvalues I and I+1. Note that if IFIRST.EQ.ILAST */ +/* then WGAP(IFIRST-OFFSET) must be set to ZERO. */ +/* On output, these gaps are refined. */ + +/* WERR (input/output) REAL array, dimension (N) */ +/* On input, WERR( IFIRST-OFFSET ) through WERR( ILAST-OFFSET ) are */ +/* the errors in the estimates of the corresponding elements in W. */ +/* On output, these errors are refined. */ + +/* WORK (workspace) REAL array, dimension (2*N) */ +/* Workspace. */ + +/* IWORK (workspace) INTEGER array, dimension (2*N) */ +/* Workspace. */ + +/* PIVMIN (input) DOUBLE PRECISION */ +/* The minimum pivot in the Sturm sequence. */ + +/* SPDIAM (input) DOUBLE PRECISION */ +/* The spectral diameter of the matrix. */ + +/* TWIST (input) INTEGER */ +/* The twist index for the twisted factorization that is used */ +/* for the negcount. */ +/* TWIST = N: Compute negcount from L D L^T - LAMBDA I = L+ D+ L+^T */ +/* TWIST = 1: Compute negcount from L D L^T - LAMBDA I = U- D- U-^T */ +/* TWIST = R: Compute negcount from L D L^T - LAMBDA I = N(r) D(r) N(r) */ + +/* INFO (output) INTEGER */ +/* Error flag. */ + +/* Further Details */ +/* =============== */ + +/* Based on contributions by */ +/* Beresford Parlett, University of California, Berkeley, USA */ +/* Jim Demmel, University of California, Berkeley, USA */ +/* Inderjit Dhillon, University of Texas, Austin, USA */ +/* Osni Marques, LBNL/NERSC, USA */ +/* Christof Voemel, University of California, Berkeley, USA */ + +/* ===================================================================== */ + +/* .. Parameters .. */ +/* .. */ +/* .. Local Scalars .. */ +/* .. */ +/* .. External Functions .. */ + +/* .. */ +/* .. Intrinsic Functions .. */ +/* .. */ +/* .. Executable Statements .. */ + + /* Parameter adjustments */ + --iwork; + --work; + --werr; + --wgap; + --w; + --lld; + --d__; + + /* Function Body */ + *info = 0; + + maxitr = (integer) ((log(*spdiam + *pivmin) - log(*pivmin)) / log(2.f)) + + 2; + mnwdth = *pivmin * 2.f; + + r__ = *twist; + if (r__ < 1 || r__ > *n) { + r__ = *n; + } + +/* Initialize unconverged intervals in [ WORK(2*I-1), WORK(2*I) ]. */ +/* The Sturm Count, Count( WORK(2*I-1) ) is arranged to be I-1, while */ +/* Count( WORK(2*I) ) is stored in IWORK( 2*I ). The integer IWORK( 2*I-1 ) */ +/* for an unconverged interval is set to the index of the next unconverged */ +/* interval, and is -1 or 0 for a converged interval. Thus a linked */ +/* list of unconverged intervals is set up. */ + + i1 = *ifirst; +/* The number of unconverged intervals */ + nint = 0; +/* The last unconverged interval found */ + prev = 0; + rgap = wgap[i1 - *offset]; + i__1 = *ilast; + for (i__ = i1; i__ <= i__1; ++i__) { + k = i__ << 1; + ii = i__ - *offset; + left = w[ii] - werr[ii]; + right = w[ii] + werr[ii]; + lgap = rgap; + rgap = wgap[ii]; + gap = dmin(lgap,rgap); +/* Make sure that [LEFT,RIGHT] contains the desired eigenvalue */ +/* Compute negcount from dstqds facto L+D+L+^T = L D L^T - LEFT */ + +/* Do while( NEGCNT(LEFT).GT.I-1 ) */ + + back = werr[ii]; +L20: + negcnt = slaneg_(n, &d__[1], &lld[1], &left, pivmin, &r__); + if (negcnt > i__ - 1) { + left -= back; + back *= 2.f; + goto L20; + } + +/* Do while( NEGCNT(RIGHT).LT.I ) */ +/* Compute negcount from dstqds facto L+D+L+^T = L D L^T - RIGHT */ + + back = werr[ii]; +L50: + negcnt = slaneg_(n, &d__[1], &lld[1], &right, pivmin, &r__); + if (negcnt < i__) { + right += back; + back *= 2.f; + goto L50; + } + width = (r__1 = left - right, dabs(r__1)) * .5f; +/* Computing MAX */ + r__1 = dabs(left), r__2 = dabs(right); + tmp = dmax(r__1,r__2); +/* Computing MAX */ + r__1 = *rtol1 * gap, r__2 = *rtol2 * tmp; + cvrgd = dmax(r__1,r__2); + if (width <= cvrgd || width <= mnwdth) { +/* This interval has already converged and does not need refinement. */ +/* (Note that the gaps might change through refining the */ +/* eigenvalues, however, they can only get bigger.) */ +/* Remove it from the list. */ + iwork[k - 1] = -1; +/* Make sure that I1 always points to the first unconverged interval */ + if (i__ == i1 && i__ < *ilast) { + i1 = i__ + 1; + } + if (prev >= i1 && i__ <= *ilast) { + iwork[(prev << 1) - 1] = i__ + 1; + } + } else { +/* unconverged interval found */ + prev = i__; + ++nint; + iwork[k - 1] = i__ + 1; + iwork[k] = negcnt; + } + work[k - 1] = left; + work[k] = right; +/* L75: */ + } + +/* Do while( NINT.GT.0 ), i.e. there are still unconverged intervals */ +/* and while (ITER.LT.MAXITR) */ + + iter = 0; +L80: + prev = i1 - 1; + i__ = i1; + olnint = nint; + i__1 = olnint; + for (ip = 1; ip <= i__1; ++ip) { + k = i__ << 1; + ii = i__ - *offset; + rgap = wgap[ii]; + lgap = rgap; + if (ii > 1) { + lgap = wgap[ii - 1]; + } + gap = dmin(lgap,rgap); + next = iwork[k - 1]; + left = work[k - 1]; + right = work[k]; + mid = (left + right) * .5f; +/* semiwidth of interval */ + width = right - mid; +/* Computing MAX */ + r__1 = dabs(left), r__2 = dabs(right); + tmp = dmax(r__1,r__2); +/* Computing MAX */ + r__1 = *rtol1 * gap, r__2 = *rtol2 * tmp; + cvrgd = dmax(r__1,r__2); + if (width <= cvrgd || width <= mnwdth || iter == maxitr) { +/* reduce number of unconverged intervals */ + --nint; +/* Mark interval as converged. */ + iwork[k - 1] = 0; + if (i1 == i__) { + i1 = next; + } else { +/* Prev holds the last unconverged interval previously examined */ + if (prev >= i1) { + iwork[(prev << 1) - 1] = next; + } + } + i__ = next; + goto L100; + } + prev = i__; + +/* Perform one bisection step */ + + negcnt = slaneg_(n, &d__[1], &lld[1], &mid, pivmin, &r__); + if (negcnt <= i__ - 1) { + work[k - 1] = mid; + } else { + work[k] = mid; + } + i__ = next; +L100: + ; + } + ++iter; +/* do another loop if there are still unconverged intervals */ +/* However, in the last iteration, all intervals are accepted */ +/* since this is the best we can do. */ + if (nint > 0 && iter <= maxitr) { + goto L80; + } + + +/* At this point, all the intervals have converged */ + i__1 = *ilast; + for (i__ = *ifirst; i__ <= i__1; ++i__) { + k = i__ << 1; + ii = i__ - *offset; +/* All intervals marked by '0' have been refined. */ + if (iwork[k - 1] == 0) { + w[ii] = (work[k - 1] + work[k]) * .5f; + werr[ii] = work[k] - w[ii]; + } +/* L110: */ + } + + i__1 = *ilast; + for (i__ = *ifirst + 1; i__ <= i__1; ++i__) { + k = i__ << 1; + ii = i__ - *offset; +/* Computing MAX */ + r__1 = 0.f, r__2 = w[ii] - werr[ii] - w[ii - 1] - werr[ii - 1]; + wgap[ii - 1] = dmax(r__1,r__2); +/* L111: */ + } + return 0; + +/* End of SLARRB */ + +} /* slarrb_ */ |