1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
|
/* sspgst.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 real c_b9 = -1.f;
static real c_b11 = 1.f;
/* Subroutine */ int sspgst_(integer *itype, char *uplo, integer *n, real *ap,
real *bp, integer *info)
{
/* System generated locals */
integer i__1, i__2;
real r__1;
/* Local variables */
integer j, k, j1, k1, jj, kk;
real ct, ajj;
integer j1j1;
real akk;
integer k1k1;
real bjj, bkk;
extern doublereal sdot_(integer *, real *, integer *, real *, integer *);
extern /* Subroutine */ int sspr2_(char *, integer *, real *, real *,
integer *, real *, integer *, real *);
extern logical lsame_(char *, char *);
extern /* Subroutine */ int sscal_(integer *, real *, real *, integer *);
logical upper;
extern /* Subroutine */ int saxpy_(integer *, real *, real *, integer *,
real *, integer *), sspmv_(char *, integer *, real *, real *,
real *, integer *, real *, real *, integer *), stpmv_(
char *, char *, char *, integer *, real *, real *, integer *), stpsv_(char *, char *, char *, integer *,
real *, real *, integer *), xerbla_(char
*, integer *);
/* -- LAPACK routine (version 3.2) -- */
/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/* November 2006 */
/* .. Scalar Arguments .. */
/* .. */
/* .. Array Arguments .. */
/* .. */
/* Purpose */
/* ======= */
/* SSPGST reduces a real symmetric-definite generalized eigenproblem */
/* to standard form, using packed storage. */
/* If ITYPE = 1, the problem is A*x = lambda*B*x, */
/* and A is overwritten by inv(U**T)*A*inv(U) or inv(L)*A*inv(L**T) */
/* If ITYPE = 2 or 3, the problem is A*B*x = lambda*x or */
/* B*A*x = lambda*x, and A is overwritten by U*A*U**T or L**T*A*L. */
/* B must have been previously factorized as U**T*U or L*L**T by SPPTRF. */
/* Arguments */
/* ========= */
/* ITYPE (input) INTEGER */
/* = 1: compute inv(U**T)*A*inv(U) or inv(L)*A*inv(L**T); */
/* = 2 or 3: compute U*A*U**T or L**T*A*L. */
/* UPLO (input) CHARACTER*1 */
/* = 'U': Upper triangle of A is stored and B is factored as */
/* U**T*U; */
/* = 'L': Lower triangle of A is stored and B is factored as */
/* L*L**T. */
/* N (input) INTEGER */
/* The order of the matrices A and B. N >= 0. */
/* AP (input/output) REAL array, dimension (N*(N+1)/2) */
/* On entry, the upper or lower triangle of the symmetric matrix */
/* A, packed columnwise in a linear array. The j-th column of A */
/* is stored in the array AP as follows: */
/* if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; */
/* if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n. */
/* On exit, if INFO = 0, the transformed matrix, stored in the */
/* same format as A. */
/* BP (input) REAL array, dimension (N*(N+1)/2) */
/* The triangular factor from the Cholesky factorization of B, */
/* stored in the same format as A, as returned by SPPTRF. */
/* INFO (output) INTEGER */
/* = 0: successful exit */
/* < 0: if INFO = -i, the i-th argument had an illegal value */
/* ===================================================================== */
/* .. Parameters .. */
/* .. */
/* .. Local Scalars .. */
/* .. */
/* .. External Subroutines .. */
/* .. */
/* .. External Functions .. */
/* .. */
/* .. Executable Statements .. */
/* Test the input parameters. */
/* Parameter adjustments */
--bp;
--ap;
/* Function Body */
*info = 0;
upper = lsame_(uplo, "U");
if (*itype < 1 || *itype > 3) {
*info = -1;
} else if (! upper && ! lsame_(uplo, "L")) {
*info = -2;
} else if (*n < 0) {
*info = -3;
}
if (*info != 0) {
i__1 = -(*info);
xerbla_("SSPGST", &i__1);
return 0;
}
if (*itype == 1) {
if (upper) {
/* Compute inv(U')*A*inv(U) */
/* J1 and JJ are the indices of A(1,j) and A(j,j) */
jj = 0;
i__1 = *n;
for (j = 1; j <= i__1; ++j) {
j1 = jj + 1;
jj += j;
/* Compute the j-th column of the upper triangle of A */
bjj = bp[jj];
stpsv_(uplo, "Transpose", "Nonunit", &j, &bp[1], &ap[j1], &
c__1);
i__2 = j - 1;
sspmv_(uplo, &i__2, &c_b9, &ap[1], &bp[j1], &c__1, &c_b11, &
ap[j1], &c__1);
i__2 = j - 1;
r__1 = 1.f / bjj;
sscal_(&i__2, &r__1, &ap[j1], &c__1);
i__2 = j - 1;
ap[jj] = (ap[jj] - sdot_(&i__2, &ap[j1], &c__1, &bp[j1], &
c__1)) / bjj;
/* L10: */
}
} else {
/* Compute inv(L)*A*inv(L') */
/* KK and K1K1 are the indices of A(k,k) and A(k+1,k+1) */
kk = 1;
i__1 = *n;
for (k = 1; k <= i__1; ++k) {
k1k1 = kk + *n - k + 1;
/* Update the lower triangle of A(k:n,k:n) */
akk = ap[kk];
bkk = bp[kk];
/* Computing 2nd power */
r__1 = bkk;
akk /= r__1 * r__1;
ap[kk] = akk;
if (k < *n) {
i__2 = *n - k;
r__1 = 1.f / bkk;
sscal_(&i__2, &r__1, &ap[kk + 1], &c__1);
ct = akk * -.5f;
i__2 = *n - k;
saxpy_(&i__2, &ct, &bp[kk + 1], &c__1, &ap[kk + 1], &c__1)
;
i__2 = *n - k;
sspr2_(uplo, &i__2, &c_b9, &ap[kk + 1], &c__1, &bp[kk + 1]
, &c__1, &ap[k1k1]);
i__2 = *n - k;
saxpy_(&i__2, &ct, &bp[kk + 1], &c__1, &ap[kk + 1], &c__1)
;
i__2 = *n - k;
stpsv_(uplo, "No transpose", "Non-unit", &i__2, &bp[k1k1],
&ap[kk + 1], &c__1);
}
kk = k1k1;
/* L20: */
}
}
} else {
if (upper) {
/* Compute U*A*U' */
/* K1 and KK are the indices of A(1,k) and A(k,k) */
kk = 0;
i__1 = *n;
for (k = 1; k <= i__1; ++k) {
k1 = kk + 1;
kk += k;
/* Update the upper triangle of A(1:k,1:k) */
akk = ap[kk];
bkk = bp[kk];
i__2 = k - 1;
stpmv_(uplo, "No transpose", "Non-unit", &i__2, &bp[1], &ap[
k1], &c__1);
ct = akk * .5f;
i__2 = k - 1;
saxpy_(&i__2, &ct, &bp[k1], &c__1, &ap[k1], &c__1);
i__2 = k - 1;
sspr2_(uplo, &i__2, &c_b11, &ap[k1], &c__1, &bp[k1], &c__1, &
ap[1]);
i__2 = k - 1;
saxpy_(&i__2, &ct, &bp[k1], &c__1, &ap[k1], &c__1);
i__2 = k - 1;
sscal_(&i__2, &bkk, &ap[k1], &c__1);
/* Computing 2nd power */
r__1 = bkk;
ap[kk] = akk * (r__1 * r__1);
/* L30: */
}
} else {
/* Compute L'*A*L */
/* JJ and J1J1 are the indices of A(j,j) and A(j+1,j+1) */
jj = 1;
i__1 = *n;
for (j = 1; j <= i__1; ++j) {
j1j1 = jj + *n - j + 1;
/* Compute the j-th column of the lower triangle of A */
ajj = ap[jj];
bjj = bp[jj];
i__2 = *n - j;
ap[jj] = ajj * bjj + sdot_(&i__2, &ap[jj + 1], &c__1, &bp[jj
+ 1], &c__1);
i__2 = *n - j;
sscal_(&i__2, &bjj, &ap[jj + 1], &c__1);
i__2 = *n - j;
sspmv_(uplo, &i__2, &c_b11, &ap[j1j1], &bp[jj + 1], &c__1, &
c_b11, &ap[jj + 1], &c__1);
i__2 = *n - j + 1;
stpmv_(uplo, "Transpose", "Non-unit", &i__2, &bp[jj], &ap[jj],
&c__1);
jj = j1j1;
/* L40: */
}
}
}
return 0;
/* End of SSPGST */
} /* sspgst_ */
|