dsygs2.c 8.8 KB

123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290291292293294295296297298299300
  1. /* dsygs2.f -- translated by f2c (version 20061008).
  2. You must link the resulting object file with libf2c:
  3. on Microsoft Windows system, link with libf2c.lib;
  4. on Linux or Unix systems, link with .../path/to/libf2c.a -lm
  5. or, if you install libf2c.a in a standard place, with -lf2c -lm
  6. -- in that order, at the end of the command line, as in
  7. cc *.o -lf2c -lm
  8. Source for libf2c is in /netlib/f2c/libf2c.zip, e.g.,
  9. http://www.netlib.org/f2c/libf2c.zip
  10. */
  11. #include "f2c.h"
  12. #include "blaswrap.h"
  13. /* Table of constant values */
  14. static doublereal c_b6 = -1.;
  15. static integer c__1 = 1;
  16. static doublereal c_b27 = 1.;
  17. /* Subroutine */ int _starpu_dsygs2_(integer *itype, char *uplo, integer *n,
  18. doublereal *a, integer *lda, doublereal *b, integer *ldb, integer *
  19. info)
  20. {
  21. /* System generated locals */
  22. integer a_dim1, a_offset, b_dim1, b_offset, i__1, i__2;
  23. doublereal d__1;
  24. /* Local variables */
  25. integer k;
  26. doublereal ct, akk, bkk;
  27. extern /* Subroutine */ int _starpu_dsyr2_(char *, integer *, doublereal *,
  28. doublereal *, integer *, doublereal *, integer *, doublereal *,
  29. integer *), _starpu_dscal_(integer *, doublereal *, doublereal *,
  30. integer *);
  31. extern logical _starpu_lsame_(char *, char *);
  32. extern /* Subroutine */ int _starpu_daxpy_(integer *, doublereal *, doublereal *,
  33. integer *, doublereal *, integer *);
  34. logical upper;
  35. extern /* Subroutine */ int _starpu_dtrmv_(char *, char *, char *, integer *,
  36. doublereal *, integer *, doublereal *, integer *), _starpu_dtrsv_(char *, char *, char *, integer *, doublereal *,
  37. integer *, doublereal *, integer *),
  38. _starpu_xerbla_(char *, integer *);
  39. /* -- LAPACK routine (version 3.2) -- */
  40. /* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
  41. /* November 2006 */
  42. /* .. Scalar Arguments .. */
  43. /* .. */
  44. /* .. Array Arguments .. */
  45. /* .. */
  46. /* Purpose */
  47. /* ======= */
  48. /* DSYGS2 reduces a real symmetric-definite generalized eigenproblem */
  49. /* to standard form. */
  50. /* If ITYPE = 1, the problem is A*x = lambda*B*x, */
  51. /* and A is overwritten by inv(U')*A*inv(U) or inv(L)*A*inv(L') */
  52. /* If ITYPE = 2 or 3, the problem is A*B*x = lambda*x or */
  53. /* B*A*x = lambda*x, and A is overwritten by U*A*U` or L'*A*L. */
  54. /* B must have been previously factorized as U'*U or L*L' by DPOTRF. */
  55. /* Arguments */
  56. /* ========= */
  57. /* ITYPE (input) INTEGER */
  58. /* = 1: compute inv(U')*A*inv(U) or inv(L)*A*inv(L'); */
  59. /* = 2 or 3: compute U*A*U' or L'*A*L. */
  60. /* UPLO (input) CHARACTER*1 */
  61. /* Specifies whether the upper or lower triangular part of the */
  62. /* symmetric matrix A is stored, and how B has been factorized. */
  63. /* = 'U': Upper triangular */
  64. /* = 'L': Lower triangular */
  65. /* N (input) INTEGER */
  66. /* The order of the matrices A and B. N >= 0. */
  67. /* A (input/output) DOUBLE PRECISION array, dimension (LDA,N) */
  68. /* On entry, the symmetric matrix A. If UPLO = 'U', the leading */
  69. /* n by n upper triangular part of A contains the upper */
  70. /* triangular part of the matrix A, and the strictly lower */
  71. /* triangular part of A is not referenced. If UPLO = 'L', the */
  72. /* leading n by n lower triangular part of A contains the lower */
  73. /* triangular part of the matrix A, and the strictly upper */
  74. /* triangular part of A is not referenced. */
  75. /* On exit, if INFO = 0, the transformed matrix, stored in the */
  76. /* same format as A. */
  77. /* LDA (input) INTEGER */
  78. /* The leading dimension of the array A. LDA >= max(1,N). */
  79. /* B (input) DOUBLE PRECISION array, dimension (LDB,N) */
  80. /* The triangular factor from the Cholesky factorization of B, */
  81. /* as returned by DPOTRF. */
  82. /* LDB (input) INTEGER */
  83. /* The leading dimension of the array B. LDB >= max(1,N). */
  84. /* INFO (output) INTEGER */
  85. /* = 0: successful exit. */
  86. /* < 0: if INFO = -i, the i-th argument had an illegal value. */
  87. /* ===================================================================== */
  88. /* .. Parameters .. */
  89. /* .. */
  90. /* .. Local Scalars .. */
  91. /* .. */
  92. /* .. External Subroutines .. */
  93. /* .. */
  94. /* .. Intrinsic Functions .. */
  95. /* .. */
  96. /* .. External Functions .. */
  97. /* .. */
  98. /* .. Executable Statements .. */
  99. /* Test the input parameters. */
  100. /* Parameter adjustments */
  101. a_dim1 = *lda;
  102. a_offset = 1 + a_dim1;
  103. a -= a_offset;
  104. b_dim1 = *ldb;
  105. b_offset = 1 + b_dim1;
  106. b -= b_offset;
  107. /* Function Body */
  108. *info = 0;
  109. upper = _starpu_lsame_(uplo, "U");
  110. if (*itype < 1 || *itype > 3) {
  111. *info = -1;
  112. } else if (! upper && ! _starpu_lsame_(uplo, "L")) {
  113. *info = -2;
  114. } else if (*n < 0) {
  115. *info = -3;
  116. } else if (*lda < max(1,*n)) {
  117. *info = -5;
  118. } else if (*ldb < max(1,*n)) {
  119. *info = -7;
  120. }
  121. if (*info != 0) {
  122. i__1 = -(*info);
  123. _starpu_xerbla_("DSYGS2", &i__1);
  124. return 0;
  125. }
  126. if (*itype == 1) {
  127. if (upper) {
  128. /* Compute inv(U')*A*inv(U) */
  129. i__1 = *n;
  130. for (k = 1; k <= i__1; ++k) {
  131. /* Update the upper triangle of A(k:n,k:n) */
  132. akk = a[k + k * a_dim1];
  133. bkk = b[k + k * b_dim1];
  134. /* Computing 2nd power */
  135. d__1 = bkk;
  136. akk /= d__1 * d__1;
  137. a[k + k * a_dim1] = akk;
  138. if (k < *n) {
  139. i__2 = *n - k;
  140. d__1 = 1. / bkk;
  141. _starpu_dscal_(&i__2, &d__1, &a[k + (k + 1) * a_dim1], lda);
  142. ct = akk * -.5;
  143. i__2 = *n - k;
  144. _starpu_daxpy_(&i__2, &ct, &b[k + (k + 1) * b_dim1], ldb, &a[k + (
  145. k + 1) * a_dim1], lda);
  146. i__2 = *n - k;
  147. _starpu_dsyr2_(uplo, &i__2, &c_b6, &a[k + (k + 1) * a_dim1], lda,
  148. &b[k + (k + 1) * b_dim1], ldb, &a[k + 1 + (k + 1)
  149. * a_dim1], lda);
  150. i__2 = *n - k;
  151. _starpu_daxpy_(&i__2, &ct, &b[k + (k + 1) * b_dim1], ldb, &a[k + (
  152. k + 1) * a_dim1], lda);
  153. i__2 = *n - k;
  154. _starpu_dtrsv_(uplo, "Transpose", "Non-unit", &i__2, &b[k + 1 + (
  155. k + 1) * b_dim1], ldb, &a[k + (k + 1) * a_dim1],
  156. lda);
  157. }
  158. /* L10: */
  159. }
  160. } else {
  161. /* Compute inv(L)*A*inv(L') */
  162. i__1 = *n;
  163. for (k = 1; k <= i__1; ++k) {
  164. /* Update the lower triangle of A(k:n,k:n) */
  165. akk = a[k + k * a_dim1];
  166. bkk = b[k + k * b_dim1];
  167. /* Computing 2nd power */
  168. d__1 = bkk;
  169. akk /= d__1 * d__1;
  170. a[k + k * a_dim1] = akk;
  171. if (k < *n) {
  172. i__2 = *n - k;
  173. d__1 = 1. / bkk;
  174. _starpu_dscal_(&i__2, &d__1, &a[k + 1 + k * a_dim1], &c__1);
  175. ct = akk * -.5;
  176. i__2 = *n - k;
  177. _starpu_daxpy_(&i__2, &ct, &b[k + 1 + k * b_dim1], &c__1, &a[k +
  178. 1 + k * a_dim1], &c__1);
  179. i__2 = *n - k;
  180. _starpu_dsyr2_(uplo, &i__2, &c_b6, &a[k + 1 + k * a_dim1], &c__1,
  181. &b[k + 1 + k * b_dim1], &c__1, &a[k + 1 + (k + 1)
  182. * a_dim1], lda);
  183. i__2 = *n - k;
  184. _starpu_daxpy_(&i__2, &ct, &b[k + 1 + k * b_dim1], &c__1, &a[k +
  185. 1 + k * a_dim1], &c__1);
  186. i__2 = *n - k;
  187. _starpu_dtrsv_(uplo, "No transpose", "Non-unit", &i__2, &b[k + 1
  188. + (k + 1) * b_dim1], ldb, &a[k + 1 + k * a_dim1],
  189. &c__1);
  190. }
  191. /* L20: */
  192. }
  193. }
  194. } else {
  195. if (upper) {
  196. /* Compute U*A*U' */
  197. i__1 = *n;
  198. for (k = 1; k <= i__1; ++k) {
  199. /* Update the upper triangle of A(1:k,1:k) */
  200. akk = a[k + k * a_dim1];
  201. bkk = b[k + k * b_dim1];
  202. i__2 = k - 1;
  203. _starpu_dtrmv_(uplo, "No transpose", "Non-unit", &i__2, &b[b_offset],
  204. ldb, &a[k * a_dim1 + 1], &c__1);
  205. ct = akk * .5;
  206. i__2 = k - 1;
  207. _starpu_daxpy_(&i__2, &ct, &b[k * b_dim1 + 1], &c__1, &a[k * a_dim1 +
  208. 1], &c__1);
  209. i__2 = k - 1;
  210. _starpu_dsyr2_(uplo, &i__2, &c_b27, &a[k * a_dim1 + 1], &c__1, &b[k *
  211. b_dim1 + 1], &c__1, &a[a_offset], lda);
  212. i__2 = k - 1;
  213. _starpu_daxpy_(&i__2, &ct, &b[k * b_dim1 + 1], &c__1, &a[k * a_dim1 +
  214. 1], &c__1);
  215. i__2 = k - 1;
  216. _starpu_dscal_(&i__2, &bkk, &a[k * a_dim1 + 1], &c__1);
  217. /* Computing 2nd power */
  218. d__1 = bkk;
  219. a[k + k * a_dim1] = akk * (d__1 * d__1);
  220. /* L30: */
  221. }
  222. } else {
  223. /* Compute L'*A*L */
  224. i__1 = *n;
  225. for (k = 1; k <= i__1; ++k) {
  226. /* Update the lower triangle of A(1:k,1:k) */
  227. akk = a[k + k * a_dim1];
  228. bkk = b[k + k * b_dim1];
  229. i__2 = k - 1;
  230. _starpu_dtrmv_(uplo, "Transpose", "Non-unit", &i__2, &b[b_offset],
  231. ldb, &a[k + a_dim1], lda);
  232. ct = akk * .5;
  233. i__2 = k - 1;
  234. _starpu_daxpy_(&i__2, &ct, &b[k + b_dim1], ldb, &a[k + a_dim1], lda);
  235. i__2 = k - 1;
  236. _starpu_dsyr2_(uplo, &i__2, &c_b27, &a[k + a_dim1], lda, &b[k +
  237. b_dim1], ldb, &a[a_offset], lda);
  238. i__2 = k - 1;
  239. _starpu_daxpy_(&i__2, &ct, &b[k + b_dim1], ldb, &a[k + a_dim1], lda);
  240. i__2 = k - 1;
  241. _starpu_dscal_(&i__2, &bkk, &a[k + a_dim1], lda);
  242. /* Computing 2nd power */
  243. d__1 = bkk;
  244. a[k + k * a_dim1] = akk * (d__1 * d__1);
  245. /* L40: */
  246. }
  247. }
  248. }
  249. return 0;
  250. /* End of DSYGS2 */
  251. } /* _starpu_dsygs2_ */