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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/strsen.c | |
parent | 01f64c1ecd0d4ffa9e3a74478335f1745f26cc75 (diff) | |
download | ydb-90d450f74722da7859d6f510a869f6c6908fd12f.tar.gz |
[] add metering mode to CLI
Diffstat (limited to 'contrib/libs/clapack/strsen.c')
-rw-r--r-- | contrib/libs/clapack/strsen.c | 530 |
1 files changed, 530 insertions, 0 deletions
diff --git a/contrib/libs/clapack/strsen.c b/contrib/libs/clapack/strsen.c new file mode 100644 index 0000000000..8698273051 --- /dev/null +++ b/contrib/libs/clapack/strsen.c @@ -0,0 +1,530 @@ +/* strsen.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_n1 = -1; + +/* Subroutine */ int strsen_(char *job, char *compq, logical *select, integer + *n, real *t, integer *ldt, real *q, integer *ldq, real *wr, real *wi, + integer *m, real *s, real *sep, real *work, integer *lwork, integer * + iwork, integer *liwork, integer *info) +{ + /* System generated locals */ + integer q_dim1, q_offset, t_dim1, t_offset, i__1, i__2; + real r__1, r__2; + + /* Builtin functions */ + double sqrt(doublereal); + + /* Local variables */ + integer k, n1, n2, kk, nn, ks; + real est; + integer kase; + logical pair; + integer ierr; + logical swap; + real scale; + extern logical lsame_(char *, char *); + integer isave[3], lwmin; + logical wantq, wants; + real rnorm; + extern /* Subroutine */ int slacn2_(integer *, real *, real *, integer *, + real *, integer *, integer *); + extern doublereal slange_(char *, integer *, integer *, real *, integer *, + real *); + extern /* Subroutine */ int xerbla_(char *, integer *); + logical wantbh; + extern /* Subroutine */ int slacpy_(char *, integer *, integer *, real *, + integer *, real *, integer *); + integer liwmin; + extern /* Subroutine */ int strexc_(char *, integer *, real *, integer *, + real *, integer *, integer *, integer *, real *, integer *); + logical wantsp, lquery; + extern /* Subroutine */ int strsyl_(char *, char *, integer *, integer *, + integer *, real *, integer *, real *, integer *, real *, integer * +, real *, integer *); + + +/* -- LAPACK routine (version 3.2) -- */ +/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */ +/* November 2006 */ + +/* Modified to call SLACN2 in place of SLACON, 7 Feb 03, SJH. */ + +/* .. Scalar Arguments .. */ +/* .. */ +/* .. Array Arguments .. */ +/* .. */ + +/* Purpose */ +/* ======= */ + +/* STRSEN reorders the real Schur factorization of a real matrix */ +/* A = Q*T*Q**T, so that a selected cluster of eigenvalues appears in */ +/* the leading diagonal blocks of the upper quasi-triangular matrix T, */ +/* and the leading columns of Q form an orthonormal basis of the */ +/* corresponding right invariant subspace. */ + +/* Optionally the routine computes the reciprocal condition numbers of */ +/* the cluster of eigenvalues and/or the invariant subspace. */ + +/* T must be in Schur canonical form (as returned by SHSEQR), that is, */ +/* block upper triangular with 1-by-1 and 2-by-2 diagonal blocks; each */ +/* 2-by-2 diagonal block has its diagonal elemnts equal and its */ +/* off-diagonal elements of opposite sign. */ + +/* Arguments */ +/* ========= */ + +/* JOB (input) CHARACTER*1 */ +/* Specifies whether condition numbers are required for the */ +/* cluster of eigenvalues (S) or the invariant subspace (SEP): */ +/* = 'N': none; */ +/* = 'E': for eigenvalues only (S); */ +/* = 'V': for invariant subspace only (SEP); */ +/* = 'B': for both eigenvalues and invariant subspace (S and */ +/* SEP). */ + +/* COMPQ (input) CHARACTER*1 */ +/* = 'V': update the matrix Q of Schur vectors; */ +/* = 'N': do not update Q. */ + +/* SELECT (input) LOGICAL array, dimension (N) */ +/* SELECT specifies the eigenvalues in the selected cluster. To */ +/* select a real eigenvalue w(j), SELECT(j) must be set to */ +/* .TRUE.. To select a complex conjugate pair of eigenvalues */ +/* w(j) and w(j+1), corresponding to a 2-by-2 diagonal block, */ +/* either SELECT(j) or SELECT(j+1) or both must be set to */ +/* .TRUE.; a complex conjugate pair of eigenvalues must be */ +/* either both included in the cluster or both excluded. */ + +/* N (input) INTEGER */ +/* The order of the matrix T. N >= 0. */ + +/* T (input/output) REAL array, dimension (LDT,N) */ +/* On entry, the upper quasi-triangular matrix T, in Schur */ +/* canonical form. */ +/* On exit, T is overwritten by the reordered matrix T, again in */ +/* Schur canonical form, with the selected eigenvalues in the */ +/* leading diagonal blocks. */ + +/* LDT (input) INTEGER */ +/* The leading dimension of the array T. LDT >= max(1,N). */ + +/* Q (input/output) REAL array, dimension (LDQ,N) */ +/* On entry, if COMPQ = 'V', the matrix Q of Schur vectors. */ +/* On exit, if COMPQ = 'V', Q has been postmultiplied by the */ +/* orthogonal transformation matrix which reorders T; the */ +/* leading M columns of Q form an orthonormal basis for the */ +/* specified invariant subspace. */ +/* If COMPQ = 'N', Q is not referenced. */ + +/* LDQ (input) INTEGER */ +/* The leading dimension of the array Q. */ +/* LDQ >= 1; and if COMPQ = 'V', LDQ >= N. */ + +/* WR (output) REAL array, dimension (N) */ +/* WI (output) REAL array, dimension (N) */ +/* The real and imaginary parts, respectively, of the reordered */ +/* eigenvalues of T. The eigenvalues are stored in the same */ +/* order as on the diagonal of T, with WR(i) = T(i,i) and, if */ +/* T(i:i+1,i:i+1) is a 2-by-2 diagonal block, WI(i) > 0 and */ +/* WI(i+1) = -WI(i). Note that if a complex eigenvalue is */ +/* sufficiently ill-conditioned, then its value may differ */ +/* significantly from its value before reordering. */ + +/* M (output) INTEGER */ +/* The dimension of the specified invariant subspace. */ +/* 0 < = M <= N. */ + +/* S (output) REAL */ +/* If JOB = 'E' or 'B', S is a lower bound on the reciprocal */ +/* condition number for the selected cluster of eigenvalues. */ +/* S cannot underestimate the true reciprocal condition number */ +/* by more than a factor of sqrt(N). If M = 0 or N, S = 1. */ +/* If JOB = 'N' or 'V', S is not referenced. */ + +/* SEP (output) REAL */ +/* If JOB = 'V' or 'B', SEP is the estimated reciprocal */ +/* condition number of the specified invariant subspace. If */ +/* M = 0 or N, SEP = norm(T). */ +/* If JOB = 'N' or 'E', SEP is not referenced. */ + +/* 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. */ +/* If JOB = 'N', LWORK >= max(1,N); */ +/* if JOB = 'E', LWORK >= max(1,M*(N-M)); */ +/* if JOB = 'V' or 'B', LWORK >= max(1,2*M*(N-M)). */ + +/* 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. */ + +/* IWORK (workspace) INTEGER array, dimension (MAX(1,LIWORK)) */ +/* On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK. */ + +/* LIWORK (input) INTEGER */ +/* The dimension of the array IWORK. */ +/* If JOB = 'N' or 'E', LIWORK >= 1; */ +/* if JOB = 'V' or 'B', LIWORK >= max(1,M*(N-M)). */ + +/* If LIWORK = -1, then a workspace query is assumed; the */ +/* routine only calculates the optimal size of the IWORK array, */ +/* returns this value as the first entry of the IWORK array, and */ +/* no error message related to LIWORK is issued by XERBLA. */ + +/* INFO (output) INTEGER */ +/* = 0: successful exit */ +/* < 0: if INFO = -i, the i-th argument had an illegal value */ +/* = 1: reordering of T failed because some eigenvalues are too */ +/* close to separate (the problem is very ill-conditioned); */ +/* T may have been partially reordered, and WR and WI */ +/* contain the eigenvalues in the same order as in T; S and */ +/* SEP (if requested) are set to zero. */ + +/* Further Details */ +/* =============== */ + +/* STRSEN first collects the selected eigenvalues by computing an */ +/* orthogonal transformation Z to move them to the top left corner of T. */ +/* In other words, the selected eigenvalues are the eigenvalues of T11 */ +/* in: */ + +/* Z'*T*Z = ( T11 T12 ) n1 */ +/* ( 0 T22 ) n2 */ +/* n1 n2 */ + +/* where N = n1+n2 and Z' means the transpose of Z. The first n1 columns */ +/* of Z span the specified invariant subspace of T. */ + +/* If T has been obtained from the real Schur factorization of a matrix */ +/* A = Q*T*Q', then the reordered real Schur factorization of A is given */ +/* by A = (Q*Z)*(Z'*T*Z)*(Q*Z)', and the first n1 columns of Q*Z span */ +/* the corresponding invariant subspace of A. */ + +/* The reciprocal condition number of the average of the eigenvalues of */ +/* T11 may be returned in S. S lies between 0 (very badly conditioned) */ +/* and 1 (very well conditioned). It is computed as follows. First we */ +/* compute R so that */ + +/* P = ( I R ) n1 */ +/* ( 0 0 ) n2 */ +/* n1 n2 */ + +/* is the projector on the invariant subspace associated with T11. */ +/* R is the solution of the Sylvester equation: */ + +/* T11*R - R*T22 = T12. */ + +/* Let F-norm(M) denote the Frobenius-norm of M and 2-norm(M) denote */ +/* the two-norm of M. Then S is computed as the lower bound */ + +/* (1 + F-norm(R)**2)**(-1/2) */ + +/* on the reciprocal of 2-norm(P), the true reciprocal condition number. */ +/* S cannot underestimate 1 / 2-norm(P) by more than a factor of */ +/* sqrt(N). */ + +/* An approximate error bound for the computed average of the */ +/* eigenvalues of T11 is */ + +/* EPS * norm(T) / S */ + +/* where EPS is the machine precision. */ + +/* The reciprocal condition number of the right invariant subspace */ +/* spanned by the first n1 columns of Z (or of Q*Z) is returned in SEP. */ +/* SEP is defined as the separation of T11 and T22: */ + +/* sep( T11, T22 ) = sigma-min( C ) */ + +/* where sigma-min(C) is the smallest singular value of the */ +/* n1*n2-by-n1*n2 matrix */ + +/* C = kprod( I(n2), T11 ) - kprod( transpose(T22), I(n1) ) */ + +/* I(m) is an m by m identity matrix, and kprod denotes the Kronecker */ +/* product. We estimate sigma-min(C) by the reciprocal of an estimate of */ +/* the 1-norm of inverse(C). The true reciprocal 1-norm of inverse(C) */ +/* cannot differ from sigma-min(C) by more than a factor of sqrt(n1*n2). */ + +/* When SEP is small, small changes in T can cause large changes in */ +/* the invariant subspace. An approximate bound on the maximum angular */ +/* error in the computed right invariant subspace is */ + +/* EPS * norm(T) / SEP */ + +/* ===================================================================== */ + +/* .. Parameters .. */ +/* .. */ +/* .. Local Scalars .. */ +/* .. */ +/* .. Local Arrays .. */ +/* .. */ +/* .. External Functions .. */ +/* .. */ +/* .. External Subroutines .. */ +/* .. */ +/* .. Intrinsic Functions .. */ +/* .. */ +/* .. Executable Statements .. */ + +/* Decode and test the input parameters */ + + /* Parameter adjustments */ + --select; + t_dim1 = *ldt; + t_offset = 1 + t_dim1; + t -= t_offset; + q_dim1 = *ldq; + q_offset = 1 + q_dim1; + q -= q_offset; + --wr; + --wi; + --work; + --iwork; + + /* Function Body */ + wantbh = lsame_(job, "B"); + wants = lsame_(job, "E") || wantbh; + wantsp = lsame_(job, "V") || wantbh; + wantq = lsame_(compq, "V"); + + *info = 0; + lquery = *lwork == -1; + if (! lsame_(job, "N") && ! wants && ! wantsp) { + *info = -1; + } else if (! lsame_(compq, "N") && ! wantq) { + *info = -2; + } else if (*n < 0) { + *info = -4; + } else if (*ldt < max(1,*n)) { + *info = -6; + } else if (*ldq < 1 || wantq && *ldq < *n) { + *info = -8; + } else { + +/* Set M to the dimension of the specified invariant subspace, */ +/* and test LWORK and LIWORK. */ + + *m = 0; + pair = FALSE_; + i__1 = *n; + for (k = 1; k <= i__1; ++k) { + if (pair) { + pair = FALSE_; + } else { + if (k < *n) { + if (t[k + 1 + k * t_dim1] == 0.f) { + if (select[k]) { + ++(*m); + } + } else { + pair = TRUE_; + if (select[k] || select[k + 1]) { + *m += 2; + } + } + } else { + if (select[*n]) { + ++(*m); + } + } + } +/* L10: */ + } + + n1 = *m; + n2 = *n - *m; + nn = n1 * n2; + + if (wantsp) { +/* Computing MAX */ + i__1 = 1, i__2 = nn << 1; + lwmin = max(i__1,i__2); + liwmin = max(1,nn); + } else if (lsame_(job, "N")) { + lwmin = max(1,*n); + liwmin = 1; + } else if (lsame_(job, "E")) { + lwmin = max(1,nn); + liwmin = 1; + } + + if (*lwork < lwmin && ! lquery) { + *info = -15; + } else if (*liwork < liwmin && ! lquery) { + *info = -17; + } + } + + if (*info == 0) { + work[1] = (real) lwmin; + iwork[1] = liwmin; + } + + if (*info != 0) { + i__1 = -(*info); + xerbla_("STRSEN", &i__1); + return 0; + } else if (lquery) { + return 0; + } + +/* Quick return if possible. */ + + if (*m == *n || *m == 0) { + if (wants) { + *s = 1.f; + } + if (wantsp) { + *sep = slange_("1", n, n, &t[t_offset], ldt, &work[1]); + } + goto L40; + } + +/* Collect the selected blocks at the top-left corner of T. */ + + ks = 0; + pair = FALSE_; + i__1 = *n; + for (k = 1; k <= i__1; ++k) { + if (pair) { + pair = FALSE_; + } else { + swap = select[k]; + if (k < *n) { + if (t[k + 1 + k * t_dim1] != 0.f) { + pair = TRUE_; + swap = swap || select[k + 1]; + } + } + if (swap) { + ++ks; + +/* Swap the K-th block to position KS. */ + + ierr = 0; + kk = k; + if (k != ks) { + strexc_(compq, n, &t[t_offset], ldt, &q[q_offset], ldq, & + kk, &ks, &work[1], &ierr); + } + if (ierr == 1 || ierr == 2) { + +/* Blocks too close to swap: exit. */ + + *info = 1; + if (wants) { + *s = 0.f; + } + if (wantsp) { + *sep = 0.f; + } + goto L40; + } + if (pair) { + ++ks; + } + } + } +/* L20: */ + } + + if (wants) { + +/* Solve Sylvester equation for R: */ + +/* T11*R - R*T22 = scale*T12 */ + + slacpy_("F", &n1, &n2, &t[(n1 + 1) * t_dim1 + 1], ldt, &work[1], &n1); + strsyl_("N", "N", &c_n1, &n1, &n2, &t[t_offset], ldt, &t[n1 + 1 + (n1 + + 1) * t_dim1], ldt, &work[1], &n1, &scale, &ierr); + +/* Estimate the reciprocal of the condition number of the cluster */ +/* of eigenvalues. */ + + rnorm = slange_("F", &n1, &n2, &work[1], &n1, &work[1]); + if (rnorm == 0.f) { + *s = 1.f; + } else { + *s = scale / (sqrt(scale * scale / rnorm + rnorm) * sqrt(rnorm)); + } + } + + if (wantsp) { + +/* Estimate sep(T11,T22). */ + + est = 0.f; + kase = 0; +L30: + slacn2_(&nn, &work[nn + 1], &work[1], &iwork[1], &est, &kase, isave); + if (kase != 0) { + if (kase == 1) { + +/* Solve T11*R - R*T22 = scale*X. */ + + strsyl_("N", "N", &c_n1, &n1, &n2, &t[t_offset], ldt, &t[n1 + + 1 + (n1 + 1) * t_dim1], ldt, &work[1], &n1, &scale, & + ierr); + } else { + +/* Solve T11'*R - R*T22' = scale*X. */ + + strsyl_("T", "T", &c_n1, &n1, &n2, &t[t_offset], ldt, &t[n1 + + 1 + (n1 + 1) * t_dim1], ldt, &work[1], &n1, &scale, & + ierr); + } + goto L30; + } + + *sep = scale / est; + } + +L40: + +/* Store the output eigenvalues in WR and WI. */ + + i__1 = *n; + for (k = 1; k <= i__1; ++k) { + wr[k] = t[k + k * t_dim1]; + wi[k] = 0.f; +/* L50: */ + } + i__1 = *n - 1; + for (k = 1; k <= i__1; ++k) { + if (t[k + 1 + k * t_dim1] != 0.f) { + wi[k] = sqrt((r__1 = t[k + (k + 1) * t_dim1], dabs(r__1))) * sqrt( + (r__2 = t[k + 1 + k * t_dim1], dabs(r__2))); + wi[k + 1] = -wi[k]; + } +/* L60: */ + } + + work[1] = (real) lwmin; + iwork[1] = liwmin; + + return 0; + +/* End of STRSEN */ + +} /* strsen_ */ |