dtrsna.c 19 KB

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  1. /* dtrsna.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 integer c__1 = 1;
  15. static logical c_true = TRUE_;
  16. static logical c_false = FALSE_;
  17. /* Subroutine */ int _starpu_dtrsna_(char *job, char *howmny, logical *select,
  18. integer *n, doublereal *t, integer *ldt, doublereal *vl, integer *
  19. ldvl, doublereal *vr, integer *ldvr, doublereal *s, doublereal *sep,
  20. integer *mm, integer *m, doublereal *work, integer *ldwork, integer *
  21. iwork, integer *info)
  22. {
  23. /* System generated locals */
  24. integer t_dim1, t_offset, vl_dim1, vl_offset, vr_dim1, vr_offset,
  25. work_dim1, work_offset, i__1, i__2;
  26. doublereal d__1, d__2;
  27. /* Builtin functions */
  28. double sqrt(doublereal);
  29. /* Local variables */
  30. integer i__, j, k, n2;
  31. doublereal cs;
  32. integer nn, ks;
  33. doublereal sn, mu, eps, est;
  34. integer kase;
  35. doublereal cond;
  36. extern doublereal _starpu_ddot_(integer *, doublereal *, integer *, doublereal *,
  37. integer *);
  38. logical pair;
  39. integer ierr;
  40. doublereal dumm, prod;
  41. integer ifst;
  42. doublereal lnrm;
  43. integer ilst;
  44. doublereal rnrm;
  45. extern doublereal _starpu_dnrm2_(integer *, doublereal *, integer *);
  46. doublereal prod1, prod2, scale, delta;
  47. extern logical _starpu_lsame_(char *, char *);
  48. integer isave[3];
  49. logical wants;
  50. doublereal dummy[1];
  51. extern /* Subroutine */ int _starpu_dlacn2_(integer *, doublereal *, doublereal *,
  52. integer *, doublereal *, integer *, integer *);
  53. extern doublereal _starpu_dlapy2_(doublereal *, doublereal *);
  54. extern /* Subroutine */ int _starpu_dlabad_(doublereal *, doublereal *);
  55. extern doublereal _starpu_dlamch_(char *);
  56. extern /* Subroutine */ int _starpu_dlacpy_(char *, integer *, integer *,
  57. doublereal *, integer *, doublereal *, integer *),
  58. _starpu_xerbla_(char *, integer *);
  59. doublereal bignum;
  60. logical wantbh;
  61. extern /* Subroutine */ int _starpu_dlaqtr_(logical *, logical *, integer *,
  62. doublereal *, integer *, doublereal *, doublereal *, doublereal *,
  63. doublereal *, doublereal *, integer *), _starpu_dtrexc_(char *, integer *
  64. , doublereal *, integer *, doublereal *, integer *, integer *,
  65. integer *, doublereal *, integer *);
  66. logical somcon;
  67. doublereal smlnum;
  68. logical wantsp;
  69. /* -- LAPACK routine (version 3.2) -- */
  70. /* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
  71. /* November 2006 */
  72. /* Modified to call DLACN2 in place of DLACON, 5 Feb 03, SJH. */
  73. /* .. Scalar Arguments .. */
  74. /* .. */
  75. /* .. Array Arguments .. */
  76. /* .. */
  77. /* Purpose */
  78. /* ======= */
  79. /* DTRSNA estimates reciprocal condition numbers for specified */
  80. /* eigenvalues and/or right eigenvectors of a real upper */
  81. /* quasi-triangular matrix T (or of any matrix Q*T*Q**T with Q */
  82. /* orthogonal). */
  83. /* T must be in Schur canonical form (as returned by DHSEQR), that is, */
  84. /* block upper triangular with 1-by-1 and 2-by-2 diagonal blocks; each */
  85. /* 2-by-2 diagonal block has its diagonal elements equal and its */
  86. /* off-diagonal elements of opposite sign. */
  87. /* Arguments */
  88. /* ========= */
  89. /* JOB (input) CHARACTER*1 */
  90. /* Specifies whether condition numbers are required for */
  91. /* eigenvalues (S) or eigenvectors (SEP): */
  92. /* = 'E': for eigenvalues only (S); */
  93. /* = 'V': for eigenvectors only (SEP); */
  94. /* = 'B': for both eigenvalues and eigenvectors (S and SEP). */
  95. /* HOWMNY (input) CHARACTER*1 */
  96. /* = 'A': compute condition numbers for all eigenpairs; */
  97. /* = 'S': compute condition numbers for selected eigenpairs */
  98. /* specified by the array SELECT. */
  99. /* SELECT (input) LOGICAL array, dimension (N) */
  100. /* If HOWMNY = 'S', SELECT specifies the eigenpairs for which */
  101. /* condition numbers are required. To select condition numbers */
  102. /* for the eigenpair corresponding to a real eigenvalue w(j), */
  103. /* SELECT(j) must be set to .TRUE.. To select condition numbers */
  104. /* corresponding to a complex conjugate pair of eigenvalues w(j) */
  105. /* and w(j+1), either SELECT(j) or SELECT(j+1) or both, must be */
  106. /* set to .TRUE.. */
  107. /* If HOWMNY = 'A', SELECT is not referenced. */
  108. /* N (input) INTEGER */
  109. /* The order of the matrix T. N >= 0. */
  110. /* T (input) DOUBLE PRECISION array, dimension (LDT,N) */
  111. /* The upper quasi-triangular matrix T, in Schur canonical form. */
  112. /* LDT (input) INTEGER */
  113. /* The leading dimension of the array T. LDT >= max(1,N). */
  114. /* VL (input) DOUBLE PRECISION array, dimension (LDVL,M) */
  115. /* If JOB = 'E' or 'B', VL must contain left eigenvectors of T */
  116. /* (or of any Q*T*Q**T with Q orthogonal), corresponding to the */
  117. /* eigenpairs specified by HOWMNY and SELECT. The eigenvectors */
  118. /* must be stored in consecutive columns of VL, as returned by */
  119. /* DHSEIN or DTREVC. */
  120. /* If JOB = 'V', VL is not referenced. */
  121. /* LDVL (input) INTEGER */
  122. /* The leading dimension of the array VL. */
  123. /* LDVL >= 1; and if JOB = 'E' or 'B', LDVL >= N. */
  124. /* VR (input) DOUBLE PRECISION array, dimension (LDVR,M) */
  125. /* If JOB = 'E' or 'B', VR must contain right eigenvectors of T */
  126. /* (or of any Q*T*Q**T with Q orthogonal), corresponding to the */
  127. /* eigenpairs specified by HOWMNY and SELECT. The eigenvectors */
  128. /* must be stored in consecutive columns of VR, as returned by */
  129. /* DHSEIN or DTREVC. */
  130. /* If JOB = 'V', VR is not referenced. */
  131. /* LDVR (input) INTEGER */
  132. /* The leading dimension of the array VR. */
  133. /* LDVR >= 1; and if JOB = 'E' or 'B', LDVR >= N. */
  134. /* S (output) DOUBLE PRECISION array, dimension (MM) */
  135. /* If JOB = 'E' or 'B', the reciprocal condition numbers of the */
  136. /* selected eigenvalues, stored in consecutive elements of the */
  137. /* array. For a complex conjugate pair of eigenvalues two */
  138. /* consecutive elements of S are set to the same value. Thus */
  139. /* S(j), SEP(j), and the j-th columns of VL and VR all */
  140. /* correspond to the same eigenpair (but not in general the */
  141. /* j-th eigenpair, unless all eigenpairs are selected). */
  142. /* If JOB = 'V', S is not referenced. */
  143. /* SEP (output) DOUBLE PRECISION array, dimension (MM) */
  144. /* If JOB = 'V' or 'B', the estimated reciprocal condition */
  145. /* numbers of the selected eigenvectors, stored in consecutive */
  146. /* elements of the array. For a complex eigenvector two */
  147. /* consecutive elements of SEP are set to the same value. If */
  148. /* the eigenvalues cannot be reordered to compute SEP(j), SEP(j) */
  149. /* is set to 0; this can only occur when the true value would be */
  150. /* very small anyway. */
  151. /* If JOB = 'E', SEP is not referenced. */
  152. /* MM (input) INTEGER */
  153. /* The number of elements in the arrays S (if JOB = 'E' or 'B') */
  154. /* and/or SEP (if JOB = 'V' or 'B'). MM >= M. */
  155. /* M (output) INTEGER */
  156. /* The number of elements of the arrays S and/or SEP actually */
  157. /* used to store the estimated condition numbers. */
  158. /* If HOWMNY = 'A', M is set to N. */
  159. /* WORK (workspace) DOUBLE PRECISION array, dimension (LDWORK,N+6) */
  160. /* If JOB = 'E', WORK is not referenced. */
  161. /* LDWORK (input) INTEGER */
  162. /* The leading dimension of the array WORK. */
  163. /* LDWORK >= 1; and if JOB = 'V' or 'B', LDWORK >= N. */
  164. /* IWORK (workspace) INTEGER array, dimension (2*(N-1)) */
  165. /* If JOB = 'E', IWORK is not referenced. */
  166. /* INFO (output) INTEGER */
  167. /* = 0: successful exit */
  168. /* < 0: if INFO = -i, the i-th argument had an illegal value */
  169. /* Further Details */
  170. /* =============== */
  171. /* The reciprocal of the condition number of an eigenvalue lambda is */
  172. /* defined as */
  173. /* S(lambda) = |v'*u| / (norm(u)*norm(v)) */
  174. /* where u and v are the right and left eigenvectors of T corresponding */
  175. /* to lambda; v' denotes the conjugate-transpose of v, and norm(u) */
  176. /* denotes the Euclidean norm. These reciprocal condition numbers always */
  177. /* lie between zero (very badly conditioned) and one (very well */
  178. /* conditioned). If n = 1, S(lambda) is defined to be 1. */
  179. /* An approximate error bound for a computed eigenvalue W(i) is given by */
  180. /* EPS * norm(T) / S(i) */
  181. /* where EPS is the machine precision. */
  182. /* The reciprocal of the condition number of the right eigenvector u */
  183. /* corresponding to lambda is defined as follows. Suppose */
  184. /* T = ( lambda c ) */
  185. /* ( 0 T22 ) */
  186. /* Then the reciprocal condition number is */
  187. /* SEP( lambda, T22 ) = sigma-min( T22 - lambda*I ) */
  188. /* where sigma-min denotes the smallest singular value. We approximate */
  189. /* the smallest singular value by the reciprocal of an estimate of the */
  190. /* one-norm of the inverse of T22 - lambda*I. If n = 1, SEP(1) is */
  191. /* defined to be abs(T(1,1)). */
  192. /* An approximate error bound for a computed right eigenvector VR(i) */
  193. /* is given by */
  194. /* EPS * norm(T) / SEP(i) */
  195. /* ===================================================================== */
  196. /* .. Parameters .. */
  197. /* .. */
  198. /* .. Local Scalars .. */
  199. /* .. */
  200. /* .. Local Arrays .. */
  201. /* .. */
  202. /* .. External Functions .. */
  203. /* .. */
  204. /* .. External Subroutines .. */
  205. /* .. */
  206. /* .. Intrinsic Functions .. */
  207. /* .. */
  208. /* .. Executable Statements .. */
  209. /* Decode and test the input parameters */
  210. /* Parameter adjustments */
  211. --select;
  212. t_dim1 = *ldt;
  213. t_offset = 1 + t_dim1;
  214. t -= t_offset;
  215. vl_dim1 = *ldvl;
  216. vl_offset = 1 + vl_dim1;
  217. vl -= vl_offset;
  218. vr_dim1 = *ldvr;
  219. vr_offset = 1 + vr_dim1;
  220. vr -= vr_offset;
  221. --s;
  222. --sep;
  223. work_dim1 = *ldwork;
  224. work_offset = 1 + work_dim1;
  225. work -= work_offset;
  226. --iwork;
  227. /* Function Body */
  228. wantbh = _starpu_lsame_(job, "B");
  229. wants = _starpu_lsame_(job, "E") || wantbh;
  230. wantsp = _starpu_lsame_(job, "V") || wantbh;
  231. somcon = _starpu_lsame_(howmny, "S");
  232. *info = 0;
  233. if (! wants && ! wantsp) {
  234. *info = -1;
  235. } else if (! _starpu_lsame_(howmny, "A") && ! somcon) {
  236. *info = -2;
  237. } else if (*n < 0) {
  238. *info = -4;
  239. } else if (*ldt < max(1,*n)) {
  240. *info = -6;
  241. } else if (*ldvl < 1 || wants && *ldvl < *n) {
  242. *info = -8;
  243. } else if (*ldvr < 1 || wants && *ldvr < *n) {
  244. *info = -10;
  245. } else {
  246. /* Set M to the number of eigenpairs for which condition numbers */
  247. /* are required, and test MM. */
  248. if (somcon) {
  249. *m = 0;
  250. pair = FALSE_;
  251. i__1 = *n;
  252. for (k = 1; k <= i__1; ++k) {
  253. if (pair) {
  254. pair = FALSE_;
  255. } else {
  256. if (k < *n) {
  257. if (t[k + 1 + k * t_dim1] == 0.) {
  258. if (select[k]) {
  259. ++(*m);
  260. }
  261. } else {
  262. pair = TRUE_;
  263. if (select[k] || select[k + 1]) {
  264. *m += 2;
  265. }
  266. }
  267. } else {
  268. if (select[*n]) {
  269. ++(*m);
  270. }
  271. }
  272. }
  273. /* L10: */
  274. }
  275. } else {
  276. *m = *n;
  277. }
  278. if (*mm < *m) {
  279. *info = -13;
  280. } else if (*ldwork < 1 || wantsp && *ldwork < *n) {
  281. *info = -16;
  282. }
  283. }
  284. if (*info != 0) {
  285. i__1 = -(*info);
  286. _starpu_xerbla_("DTRSNA", &i__1);
  287. return 0;
  288. }
  289. /* Quick return if possible */
  290. if (*n == 0) {
  291. return 0;
  292. }
  293. if (*n == 1) {
  294. if (somcon) {
  295. if (! select[1]) {
  296. return 0;
  297. }
  298. }
  299. if (wants) {
  300. s[1] = 1.;
  301. }
  302. if (wantsp) {
  303. sep[1] = (d__1 = t[t_dim1 + 1], abs(d__1));
  304. }
  305. return 0;
  306. }
  307. /* Get machine constants */
  308. eps = _starpu_dlamch_("P");
  309. smlnum = _starpu_dlamch_("S") / eps;
  310. bignum = 1. / smlnum;
  311. _starpu_dlabad_(&smlnum, &bignum);
  312. ks = 0;
  313. pair = FALSE_;
  314. i__1 = *n;
  315. for (k = 1; k <= i__1; ++k) {
  316. /* Determine whether T(k,k) begins a 1-by-1 or 2-by-2 block. */
  317. if (pair) {
  318. pair = FALSE_;
  319. goto L60;
  320. } else {
  321. if (k < *n) {
  322. pair = t[k + 1 + k * t_dim1] != 0.;
  323. }
  324. }
  325. /* Determine whether condition numbers are required for the k-th */
  326. /* eigenpair. */
  327. if (somcon) {
  328. if (pair) {
  329. if (! select[k] && ! select[k + 1]) {
  330. goto L60;
  331. }
  332. } else {
  333. if (! select[k]) {
  334. goto L60;
  335. }
  336. }
  337. }
  338. ++ks;
  339. if (wants) {
  340. /* Compute the reciprocal condition number of the k-th */
  341. /* eigenvalue. */
  342. if (! pair) {
  343. /* Real eigenvalue. */
  344. prod = _starpu_ddot_(n, &vr[ks * vr_dim1 + 1], &c__1, &vl[ks *
  345. vl_dim1 + 1], &c__1);
  346. rnrm = _starpu_dnrm2_(n, &vr[ks * vr_dim1 + 1], &c__1);
  347. lnrm = _starpu_dnrm2_(n, &vl[ks * vl_dim1 + 1], &c__1);
  348. s[ks] = abs(prod) / (rnrm * lnrm);
  349. } else {
  350. /* Complex eigenvalue. */
  351. prod1 = _starpu_ddot_(n, &vr[ks * vr_dim1 + 1], &c__1, &vl[ks *
  352. vl_dim1 + 1], &c__1);
  353. prod1 += _starpu_ddot_(n, &vr[(ks + 1) * vr_dim1 + 1], &c__1, &vl[(ks
  354. + 1) * vl_dim1 + 1], &c__1);
  355. prod2 = _starpu_ddot_(n, &vl[ks * vl_dim1 + 1], &c__1, &vr[(ks + 1) *
  356. vr_dim1 + 1], &c__1);
  357. prod2 -= _starpu_ddot_(n, &vl[(ks + 1) * vl_dim1 + 1], &c__1, &vr[ks *
  358. vr_dim1 + 1], &c__1);
  359. d__1 = _starpu_dnrm2_(n, &vr[ks * vr_dim1 + 1], &c__1);
  360. d__2 = _starpu_dnrm2_(n, &vr[(ks + 1) * vr_dim1 + 1], &c__1);
  361. rnrm = _starpu_dlapy2_(&d__1, &d__2);
  362. d__1 = _starpu_dnrm2_(n, &vl[ks * vl_dim1 + 1], &c__1);
  363. d__2 = _starpu_dnrm2_(n, &vl[(ks + 1) * vl_dim1 + 1], &c__1);
  364. lnrm = _starpu_dlapy2_(&d__1, &d__2);
  365. cond = _starpu_dlapy2_(&prod1, &prod2) / (rnrm * lnrm);
  366. s[ks] = cond;
  367. s[ks + 1] = cond;
  368. }
  369. }
  370. if (wantsp) {
  371. /* Estimate the reciprocal condition number of the k-th */
  372. /* eigenvector. */
  373. /* Copy the matrix T to the array WORK and swap the diagonal */
  374. /* block beginning at T(k,k) to the (1,1) position. */
  375. _starpu_dlacpy_("Full", n, n, &t[t_offset], ldt, &work[work_offset],
  376. ldwork);
  377. ifst = k;
  378. ilst = 1;
  379. _starpu_dtrexc_("No Q", n, &work[work_offset], ldwork, dummy, &c__1, &
  380. ifst, &ilst, &work[(*n + 1) * work_dim1 + 1], &ierr);
  381. if (ierr == 1 || ierr == 2) {
  382. /* Could not swap because blocks not well separated */
  383. scale = 1.;
  384. est = bignum;
  385. } else {
  386. /* Reordering successful */
  387. if (work[work_dim1 + 2] == 0.) {
  388. /* Form C = T22 - lambda*I in WORK(2:N,2:N). */
  389. i__2 = *n;
  390. for (i__ = 2; i__ <= i__2; ++i__) {
  391. work[i__ + i__ * work_dim1] -= work[work_dim1 + 1];
  392. /* L20: */
  393. }
  394. n2 = 1;
  395. nn = *n - 1;
  396. } else {
  397. /* Triangularize the 2 by 2 block by unitary */
  398. /* transformation U = [ cs i*ss ] */
  399. /* [ i*ss cs ]. */
  400. /* such that the (1,1) position of WORK is complex */
  401. /* eigenvalue lambda with positive imaginary part. (2,2) */
  402. /* position of WORK is the complex eigenvalue lambda */
  403. /* with negative imaginary part. */
  404. mu = sqrt((d__1 = work[(work_dim1 << 1) + 1], abs(d__1)))
  405. * sqrt((d__2 = work[work_dim1 + 2], abs(d__2)));
  406. delta = _starpu_dlapy2_(&mu, &work[work_dim1 + 2]);
  407. cs = mu / delta;
  408. sn = -work[work_dim1 + 2] / delta;
  409. /* Form */
  410. /* C' = WORK(2:N,2:N) + i*[rwork(1) ..... rwork(n-1) ] */
  411. /* [ mu ] */
  412. /* [ .. ] */
  413. /* [ .. ] */
  414. /* [ mu ] */
  415. /* where C' is conjugate transpose of complex matrix C, */
  416. /* and RWORK is stored starting in the N+1-st column of */
  417. /* WORK. */
  418. i__2 = *n;
  419. for (j = 3; j <= i__2; ++j) {
  420. work[j * work_dim1 + 2] = cs * work[j * work_dim1 + 2]
  421. ;
  422. work[j + j * work_dim1] -= work[work_dim1 + 1];
  423. /* L30: */
  424. }
  425. work[(work_dim1 << 1) + 2] = 0.;
  426. work[(*n + 1) * work_dim1 + 1] = mu * 2.;
  427. i__2 = *n - 1;
  428. for (i__ = 2; i__ <= i__2; ++i__) {
  429. work[i__ + (*n + 1) * work_dim1] = sn * work[(i__ + 1)
  430. * work_dim1 + 1];
  431. /* L40: */
  432. }
  433. n2 = 2;
  434. nn = *n - 1 << 1;
  435. }
  436. /* Estimate norm(inv(C')) */
  437. est = 0.;
  438. kase = 0;
  439. L50:
  440. _starpu_dlacn2_(&nn, &work[(*n + 2) * work_dim1 + 1], &work[(*n + 4) *
  441. work_dim1 + 1], &iwork[1], &est, &kase, isave);
  442. if (kase != 0) {
  443. if (kase == 1) {
  444. if (n2 == 1) {
  445. /* Real eigenvalue: solve C'*x = scale*c. */
  446. i__2 = *n - 1;
  447. _starpu_dlaqtr_(&c_true, &c_true, &i__2, &work[(work_dim1
  448. << 1) + 2], ldwork, dummy, &dumm, &scale,
  449. &work[(*n + 4) * work_dim1 + 1], &work[(*
  450. n + 6) * work_dim1 + 1], &ierr);
  451. } else {
  452. /* Complex eigenvalue: solve */
  453. /* C'*(p+iq) = scale*(c+id) in real arithmetic. */
  454. i__2 = *n - 1;
  455. _starpu_dlaqtr_(&c_true, &c_false, &i__2, &work[(
  456. work_dim1 << 1) + 2], ldwork, &work[(*n +
  457. 1) * work_dim1 + 1], &mu, &scale, &work[(*
  458. n + 4) * work_dim1 + 1], &work[(*n + 6) *
  459. work_dim1 + 1], &ierr);
  460. }
  461. } else {
  462. if (n2 == 1) {
  463. /* Real eigenvalue: solve C*x = scale*c. */
  464. i__2 = *n - 1;
  465. _starpu_dlaqtr_(&c_false, &c_true, &i__2, &work[(
  466. work_dim1 << 1) + 2], ldwork, dummy, &
  467. dumm, &scale, &work[(*n + 4) * work_dim1
  468. + 1], &work[(*n + 6) * work_dim1 + 1], &
  469. ierr);
  470. } else {
  471. /* Complex eigenvalue: solve */
  472. /* C*(p+iq) = scale*(c+id) in real arithmetic. */
  473. i__2 = *n - 1;
  474. _starpu_dlaqtr_(&c_false, &c_false, &i__2, &work[(
  475. work_dim1 << 1) + 2], ldwork, &work[(*n +
  476. 1) * work_dim1 + 1], &mu, &scale, &work[(*
  477. n + 4) * work_dim1 + 1], &work[(*n + 6) *
  478. work_dim1 + 1], &ierr);
  479. }
  480. }
  481. goto L50;
  482. }
  483. }
  484. sep[ks] = scale / max(est,smlnum);
  485. if (pair) {
  486. sep[ks + 1] = sep[ks];
  487. }
  488. }
  489. if (pair) {
  490. ++ks;
  491. }
  492. L60:
  493. ;
  494. }
  495. return 0;
  496. /* End of DTRSNA */
  497. } /* _starpu_dtrsna_ */