dlaln2.c 16 KB

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  1. /* dlaln2.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. /* Subroutine */ int _starpu_dlaln2_(logical *ltrans, integer *na, integer *nw,
  14. doublereal *smin, doublereal *ca, doublereal *a, integer *lda,
  15. doublereal *d1, doublereal *d2, doublereal *b, integer *ldb,
  16. doublereal *wr, doublereal *wi, doublereal *x, integer *ldx,
  17. doublereal *scale, doublereal *xnorm, integer *info)
  18. {
  19. /* Initialized data */
  20. static logical zswap[4] = { FALSE_,FALSE_,TRUE_,TRUE_ };
  21. static logical rswap[4] = { FALSE_,TRUE_,FALSE_,TRUE_ };
  22. static integer ipivot[16] /* was [4][4] */ = { 1,2,3,4,2,1,4,3,3,4,1,2,
  23. 4,3,2,1 };
  24. /* System generated locals */
  25. integer a_dim1, a_offset, b_dim1, b_offset, x_dim1, x_offset;
  26. doublereal d__1, d__2, d__3, d__4, d__5, d__6;
  27. static doublereal equiv_0[4], equiv_1[4];
  28. /* Local variables */
  29. integer j;
  30. #define ci (equiv_0)
  31. #define cr (equiv_1)
  32. doublereal bi1, bi2, br1, br2, xi1, xi2, xr1, xr2, ci21, ci22, cr21, cr22,
  33. li21, csi, ui11, lr21, ui12, ui22;
  34. #define civ (equiv_0)
  35. doublereal csr, ur11, ur12, ur22;
  36. #define crv (equiv_1)
  37. doublereal bbnd, cmax, ui11r, ui12s, temp, ur11r, ur12s, u22abs;
  38. integer icmax;
  39. doublereal bnorm, cnorm, smini;
  40. extern doublereal _starpu_dlamch_(char *);
  41. extern /* Subroutine */ int _starpu_dladiv_(doublereal *, doublereal *,
  42. doublereal *, doublereal *, doublereal *, doublereal *);
  43. doublereal bignum, smlnum;
  44. /* -- LAPACK auxiliary routine (version 3.2) -- */
  45. /* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
  46. /* November 2006 */
  47. /* .. Scalar Arguments .. */
  48. /* .. */
  49. /* .. Array Arguments .. */
  50. /* .. */
  51. /* Purpose */
  52. /* ======= */
  53. /* DLALN2 solves a system of the form (ca A - w D ) X = s B */
  54. /* or (ca A' - w D) X = s B with possible scaling ("s") and */
  55. /* perturbation of A. (A' means A-transpose.) */
  56. /* A is an NA x NA real matrix, ca is a real scalar, D is an NA x NA */
  57. /* real diagonal matrix, w is a real or complex value, and X and B are */
  58. /* NA x 1 matrices -- real if w is real, complex if w is complex. NA */
  59. /* may be 1 or 2. */
  60. /* If w is complex, X and B are represented as NA x 2 matrices, */
  61. /* the first column of each being the real part and the second */
  62. /* being the imaginary part. */
  63. /* "s" is a scaling factor (.LE. 1), computed by DLALN2, which is */
  64. /* so chosen that X can be computed without overflow. X is further */
  65. /* scaled if necessary to assure that norm(ca A - w D)*norm(X) is less */
  66. /* than overflow. */
  67. /* If both singular values of (ca A - w D) are less than SMIN, */
  68. /* SMIN*identity will be used instead of (ca A - w D). If only one */
  69. /* singular value is less than SMIN, one element of (ca A - w D) will be */
  70. /* perturbed enough to make the smallest singular value roughly SMIN. */
  71. /* If both singular values are at least SMIN, (ca A - w D) will not be */
  72. /* perturbed. In any case, the perturbation will be at most some small */
  73. /* multiple of max( SMIN, ulp*norm(ca A - w D) ). The singular values */
  74. /* are computed by infinity-norm approximations, and thus will only be */
  75. /* correct to a factor of 2 or so. */
  76. /* Note: all input quantities are assumed to be smaller than overflow */
  77. /* by a reasonable factor. (See BIGNUM.) */
  78. /* Arguments */
  79. /* ========== */
  80. /* LTRANS (input) LOGICAL */
  81. /* =.TRUE.: A-transpose will be used. */
  82. /* =.FALSE.: A will be used (not transposed.) */
  83. /* NA (input) INTEGER */
  84. /* The size of the matrix A. It may (only) be 1 or 2. */
  85. /* NW (input) INTEGER */
  86. /* 1 if "w" is real, 2 if "w" is complex. It may only be 1 */
  87. /* or 2. */
  88. /* SMIN (input) DOUBLE PRECISION */
  89. /* The desired lower bound on the singular values of A. This */
  90. /* should be a safe distance away from underflow or overflow, */
  91. /* say, between (underflow/machine precision) and (machine */
  92. /* precision * overflow ). (See BIGNUM and ULP.) */
  93. /* CA (input) DOUBLE PRECISION */
  94. /* The coefficient c, which A is multiplied by. */
  95. /* A (input) DOUBLE PRECISION array, dimension (LDA,NA) */
  96. /* The NA x NA matrix A. */
  97. /* LDA (input) INTEGER */
  98. /* The leading dimension of A. It must be at least NA. */
  99. /* D1 (input) DOUBLE PRECISION */
  100. /* The 1,1 element in the diagonal matrix D. */
  101. /* D2 (input) DOUBLE PRECISION */
  102. /* The 2,2 element in the diagonal matrix D. Not used if NW=1. */
  103. /* B (input) DOUBLE PRECISION array, dimension (LDB,NW) */
  104. /* The NA x NW matrix B (right-hand side). If NW=2 ("w" is */
  105. /* complex), column 1 contains the real part of B and column 2 */
  106. /* contains the imaginary part. */
  107. /* LDB (input) INTEGER */
  108. /* The leading dimension of B. It must be at least NA. */
  109. /* WR (input) DOUBLE PRECISION */
  110. /* The real part of the scalar "w". */
  111. /* WI (input) DOUBLE PRECISION */
  112. /* The imaginary part of the scalar "w". Not used if NW=1. */
  113. /* X (output) DOUBLE PRECISION array, dimension (LDX,NW) */
  114. /* The NA x NW matrix X (unknowns), as computed by DLALN2. */
  115. /* If NW=2 ("w" is complex), on exit, column 1 will contain */
  116. /* the real part of X and column 2 will contain the imaginary */
  117. /* part. */
  118. /* LDX (input) INTEGER */
  119. /* The leading dimension of X. It must be at least NA. */
  120. /* SCALE (output) DOUBLE PRECISION */
  121. /* The scale factor that B must be multiplied by to insure */
  122. /* that overflow does not occur when computing X. Thus, */
  123. /* (ca A - w D) X will be SCALE*B, not B (ignoring */
  124. /* perturbations of A.) It will be at most 1. */
  125. /* XNORM (output) DOUBLE PRECISION */
  126. /* The infinity-norm of X, when X is regarded as an NA x NW */
  127. /* real matrix. */
  128. /* INFO (output) INTEGER */
  129. /* An error flag. It will be set to zero if no error occurs, */
  130. /* a negative number if an argument is in error, or a positive */
  131. /* number if ca A - w D had to be perturbed. */
  132. /* The possible values are: */
  133. /* = 0: No error occurred, and (ca A - w D) did not have to be */
  134. /* perturbed. */
  135. /* = 1: (ca A - w D) had to be perturbed to make its smallest */
  136. /* (or only) singular value greater than SMIN. */
  137. /* NOTE: In the interests of speed, this routine does not */
  138. /* check the inputs for errors. */
  139. /* ===================================================================== */
  140. /* .. Parameters .. */
  141. /* .. */
  142. /* .. Local Scalars .. */
  143. /* .. */
  144. /* .. Local Arrays .. */
  145. /* .. */
  146. /* .. External Functions .. */
  147. /* .. */
  148. /* .. External Subroutines .. */
  149. /* .. */
  150. /* .. Intrinsic Functions .. */
  151. /* .. */
  152. /* .. Equivalences .. */
  153. /* .. */
  154. /* .. Data statements .. */
  155. /* Parameter adjustments */
  156. a_dim1 = *lda;
  157. a_offset = 1 + a_dim1;
  158. a -= a_offset;
  159. b_dim1 = *ldb;
  160. b_offset = 1 + b_dim1;
  161. b -= b_offset;
  162. x_dim1 = *ldx;
  163. x_offset = 1 + x_dim1;
  164. x -= x_offset;
  165. /* Function Body */
  166. /* .. */
  167. /* .. Executable Statements .. */
  168. /* Compute BIGNUM */
  169. smlnum = 2. * _starpu_dlamch_("Safe minimum");
  170. bignum = 1. / smlnum;
  171. smini = max(*smin,smlnum);
  172. /* Don't check for input errors */
  173. *info = 0;
  174. /* Standard Initializations */
  175. *scale = 1.;
  176. if (*na == 1) {
  177. /* 1 x 1 (i.e., scalar) system C X = B */
  178. if (*nw == 1) {
  179. /* Real 1x1 system. */
  180. /* C = ca A - w D */
  181. csr = *ca * a[a_dim1 + 1] - *wr * *d1;
  182. cnorm = abs(csr);
  183. /* If | C | < SMINI, use C = SMINI */
  184. if (cnorm < smini) {
  185. csr = smini;
  186. cnorm = smini;
  187. *info = 1;
  188. }
  189. /* Check scaling for X = B / C */
  190. bnorm = (d__1 = b[b_dim1 + 1], abs(d__1));
  191. if (cnorm < 1. && bnorm > 1.) {
  192. if (bnorm > bignum * cnorm) {
  193. *scale = 1. / bnorm;
  194. }
  195. }
  196. /* Compute X */
  197. x[x_dim1 + 1] = b[b_dim1 + 1] * *scale / csr;
  198. *xnorm = (d__1 = x[x_dim1 + 1], abs(d__1));
  199. } else {
  200. /* Complex 1x1 system (w is complex) */
  201. /* C = ca A - w D */
  202. csr = *ca * a[a_dim1 + 1] - *wr * *d1;
  203. csi = -(*wi) * *d1;
  204. cnorm = abs(csr) + abs(csi);
  205. /* If | C | < SMINI, use C = SMINI */
  206. if (cnorm < smini) {
  207. csr = smini;
  208. csi = 0.;
  209. cnorm = smini;
  210. *info = 1;
  211. }
  212. /* Check scaling for X = B / C */
  213. bnorm = (d__1 = b[b_dim1 + 1], abs(d__1)) + (d__2 = b[(b_dim1 <<
  214. 1) + 1], abs(d__2));
  215. if (cnorm < 1. && bnorm > 1.) {
  216. if (bnorm > bignum * cnorm) {
  217. *scale = 1. / bnorm;
  218. }
  219. }
  220. /* Compute X */
  221. d__1 = *scale * b[b_dim1 + 1];
  222. d__2 = *scale * b[(b_dim1 << 1) + 1];
  223. _starpu_dladiv_(&d__1, &d__2, &csr, &csi, &x[x_dim1 + 1], &x[(x_dim1 << 1)
  224. + 1]);
  225. *xnorm = (d__1 = x[x_dim1 + 1], abs(d__1)) + (d__2 = x[(x_dim1 <<
  226. 1) + 1], abs(d__2));
  227. }
  228. } else {
  229. /* 2x2 System */
  230. /* Compute the real part of C = ca A - w D (or ca A' - w D ) */
  231. cr[0] = *ca * a[a_dim1 + 1] - *wr * *d1;
  232. cr[3] = *ca * a[(a_dim1 << 1) + 2] - *wr * *d2;
  233. if (*ltrans) {
  234. cr[2] = *ca * a[a_dim1 + 2];
  235. cr[1] = *ca * a[(a_dim1 << 1) + 1];
  236. } else {
  237. cr[1] = *ca * a[a_dim1 + 2];
  238. cr[2] = *ca * a[(a_dim1 << 1) + 1];
  239. }
  240. if (*nw == 1) {
  241. /* Real 2x2 system (w is real) */
  242. /* Find the largest element in C */
  243. cmax = 0.;
  244. icmax = 0;
  245. for (j = 1; j <= 4; ++j) {
  246. if ((d__1 = crv[j - 1], abs(d__1)) > cmax) {
  247. cmax = (d__1 = crv[j - 1], abs(d__1));
  248. icmax = j;
  249. }
  250. /* L10: */
  251. }
  252. /* If norm(C) < SMINI, use SMINI*identity. */
  253. if (cmax < smini) {
  254. /* Computing MAX */
  255. d__3 = (d__1 = b[b_dim1 + 1], abs(d__1)), d__4 = (d__2 = b[
  256. b_dim1 + 2], abs(d__2));
  257. bnorm = max(d__3,d__4);
  258. if (smini < 1. && bnorm > 1.) {
  259. if (bnorm > bignum * smini) {
  260. *scale = 1. / bnorm;
  261. }
  262. }
  263. temp = *scale / smini;
  264. x[x_dim1 + 1] = temp * b[b_dim1 + 1];
  265. x[x_dim1 + 2] = temp * b[b_dim1 + 2];
  266. *xnorm = temp * bnorm;
  267. *info = 1;
  268. return 0;
  269. }
  270. /* Gaussian elimination with complete pivoting. */
  271. ur11 = crv[icmax - 1];
  272. cr21 = crv[ipivot[(icmax << 2) - 3] - 1];
  273. ur12 = crv[ipivot[(icmax << 2) - 2] - 1];
  274. cr22 = crv[ipivot[(icmax << 2) - 1] - 1];
  275. ur11r = 1. / ur11;
  276. lr21 = ur11r * cr21;
  277. ur22 = cr22 - ur12 * lr21;
  278. /* If smaller pivot < SMINI, use SMINI */
  279. if (abs(ur22) < smini) {
  280. ur22 = smini;
  281. *info = 1;
  282. }
  283. if (rswap[icmax - 1]) {
  284. br1 = b[b_dim1 + 2];
  285. br2 = b[b_dim1 + 1];
  286. } else {
  287. br1 = b[b_dim1 + 1];
  288. br2 = b[b_dim1 + 2];
  289. }
  290. br2 -= lr21 * br1;
  291. /* Computing MAX */
  292. d__2 = (d__1 = br1 * (ur22 * ur11r), abs(d__1)), d__3 = abs(br2);
  293. bbnd = max(d__2,d__3);
  294. if (bbnd > 1. && abs(ur22) < 1.) {
  295. if (bbnd >= bignum * abs(ur22)) {
  296. *scale = 1. / bbnd;
  297. }
  298. }
  299. xr2 = br2 * *scale / ur22;
  300. xr1 = *scale * br1 * ur11r - xr2 * (ur11r * ur12);
  301. if (zswap[icmax - 1]) {
  302. x[x_dim1 + 1] = xr2;
  303. x[x_dim1 + 2] = xr1;
  304. } else {
  305. x[x_dim1 + 1] = xr1;
  306. x[x_dim1 + 2] = xr2;
  307. }
  308. /* Computing MAX */
  309. d__1 = abs(xr1), d__2 = abs(xr2);
  310. *xnorm = max(d__1,d__2);
  311. /* Further scaling if norm(A) norm(X) > overflow */
  312. if (*xnorm > 1. && cmax > 1.) {
  313. if (*xnorm > bignum / cmax) {
  314. temp = cmax / bignum;
  315. x[x_dim1 + 1] = temp * x[x_dim1 + 1];
  316. x[x_dim1 + 2] = temp * x[x_dim1 + 2];
  317. *xnorm = temp * *xnorm;
  318. *scale = temp * *scale;
  319. }
  320. }
  321. } else {
  322. /* Complex 2x2 system (w is complex) */
  323. /* Find the largest element in C */
  324. ci[0] = -(*wi) * *d1;
  325. ci[1] = 0.;
  326. ci[2] = 0.;
  327. ci[3] = -(*wi) * *d2;
  328. cmax = 0.;
  329. icmax = 0;
  330. for (j = 1; j <= 4; ++j) {
  331. if ((d__1 = crv[j - 1], abs(d__1)) + (d__2 = civ[j - 1], abs(
  332. d__2)) > cmax) {
  333. cmax = (d__1 = crv[j - 1], abs(d__1)) + (d__2 = civ[j - 1]
  334. , abs(d__2));
  335. icmax = j;
  336. }
  337. /* L20: */
  338. }
  339. /* If norm(C) < SMINI, use SMINI*identity. */
  340. if (cmax < smini) {
  341. /* Computing MAX */
  342. d__5 = (d__1 = b[b_dim1 + 1], abs(d__1)) + (d__2 = b[(b_dim1
  343. << 1) + 1], abs(d__2)), d__6 = (d__3 = b[b_dim1 + 2],
  344. abs(d__3)) + (d__4 = b[(b_dim1 << 1) + 2], abs(d__4));
  345. bnorm = max(d__5,d__6);
  346. if (smini < 1. && bnorm > 1.) {
  347. if (bnorm > bignum * smini) {
  348. *scale = 1. / bnorm;
  349. }
  350. }
  351. temp = *scale / smini;
  352. x[x_dim1 + 1] = temp * b[b_dim1 + 1];
  353. x[x_dim1 + 2] = temp * b[b_dim1 + 2];
  354. x[(x_dim1 << 1) + 1] = temp * b[(b_dim1 << 1) + 1];
  355. x[(x_dim1 << 1) + 2] = temp * b[(b_dim1 << 1) + 2];
  356. *xnorm = temp * bnorm;
  357. *info = 1;
  358. return 0;
  359. }
  360. /* Gaussian elimination with complete pivoting. */
  361. ur11 = crv[icmax - 1];
  362. ui11 = civ[icmax - 1];
  363. cr21 = crv[ipivot[(icmax << 2) - 3] - 1];
  364. ci21 = civ[ipivot[(icmax << 2) - 3] - 1];
  365. ur12 = crv[ipivot[(icmax << 2) - 2] - 1];
  366. ui12 = civ[ipivot[(icmax << 2) - 2] - 1];
  367. cr22 = crv[ipivot[(icmax << 2) - 1] - 1];
  368. ci22 = civ[ipivot[(icmax << 2) - 1] - 1];
  369. if (icmax == 1 || icmax == 4) {
  370. /* Code when off-diagonals of pivoted C are real */
  371. if (abs(ur11) > abs(ui11)) {
  372. temp = ui11 / ur11;
  373. /* Computing 2nd power */
  374. d__1 = temp;
  375. ur11r = 1. / (ur11 * (d__1 * d__1 + 1.));
  376. ui11r = -temp * ur11r;
  377. } else {
  378. temp = ur11 / ui11;
  379. /* Computing 2nd power */
  380. d__1 = temp;
  381. ui11r = -1. / (ui11 * (d__1 * d__1 + 1.));
  382. ur11r = -temp * ui11r;
  383. }
  384. lr21 = cr21 * ur11r;
  385. li21 = cr21 * ui11r;
  386. ur12s = ur12 * ur11r;
  387. ui12s = ur12 * ui11r;
  388. ur22 = cr22 - ur12 * lr21;
  389. ui22 = ci22 - ur12 * li21;
  390. } else {
  391. /* Code when diagonals of pivoted C are real */
  392. ur11r = 1. / ur11;
  393. ui11r = 0.;
  394. lr21 = cr21 * ur11r;
  395. li21 = ci21 * ur11r;
  396. ur12s = ur12 * ur11r;
  397. ui12s = ui12 * ur11r;
  398. ur22 = cr22 - ur12 * lr21 + ui12 * li21;
  399. ui22 = -ur12 * li21 - ui12 * lr21;
  400. }
  401. u22abs = abs(ur22) + abs(ui22);
  402. /* If smaller pivot < SMINI, use SMINI */
  403. if (u22abs < smini) {
  404. ur22 = smini;
  405. ui22 = 0.;
  406. *info = 1;
  407. }
  408. if (rswap[icmax - 1]) {
  409. br2 = b[b_dim1 + 1];
  410. br1 = b[b_dim1 + 2];
  411. bi2 = b[(b_dim1 << 1) + 1];
  412. bi1 = b[(b_dim1 << 1) + 2];
  413. } else {
  414. br1 = b[b_dim1 + 1];
  415. br2 = b[b_dim1 + 2];
  416. bi1 = b[(b_dim1 << 1) + 1];
  417. bi2 = b[(b_dim1 << 1) + 2];
  418. }
  419. br2 = br2 - lr21 * br1 + li21 * bi1;
  420. bi2 = bi2 - li21 * br1 - lr21 * bi1;
  421. /* Computing MAX */
  422. d__1 = (abs(br1) + abs(bi1)) * (u22abs * (abs(ur11r) + abs(ui11r))
  423. ), d__2 = abs(br2) + abs(bi2);
  424. bbnd = max(d__1,d__2);
  425. if (bbnd > 1. && u22abs < 1.) {
  426. if (bbnd >= bignum * u22abs) {
  427. *scale = 1. / bbnd;
  428. br1 = *scale * br1;
  429. bi1 = *scale * bi1;
  430. br2 = *scale * br2;
  431. bi2 = *scale * bi2;
  432. }
  433. }
  434. _starpu_dladiv_(&br2, &bi2, &ur22, &ui22, &xr2, &xi2);
  435. xr1 = ur11r * br1 - ui11r * bi1 - ur12s * xr2 + ui12s * xi2;
  436. xi1 = ui11r * br1 + ur11r * bi1 - ui12s * xr2 - ur12s * xi2;
  437. if (zswap[icmax - 1]) {
  438. x[x_dim1 + 1] = xr2;
  439. x[x_dim1 + 2] = xr1;
  440. x[(x_dim1 << 1) + 1] = xi2;
  441. x[(x_dim1 << 1) + 2] = xi1;
  442. } else {
  443. x[x_dim1 + 1] = xr1;
  444. x[x_dim1 + 2] = xr2;
  445. x[(x_dim1 << 1) + 1] = xi1;
  446. x[(x_dim1 << 1) + 2] = xi2;
  447. }
  448. /* Computing MAX */
  449. d__1 = abs(xr1) + abs(xi1), d__2 = abs(xr2) + abs(xi2);
  450. *xnorm = max(d__1,d__2);
  451. /* Further scaling if norm(A) norm(X) > overflow */
  452. if (*xnorm > 1. && cmax > 1.) {
  453. if (*xnorm > bignum / cmax) {
  454. temp = cmax / bignum;
  455. x[x_dim1 + 1] = temp * x[x_dim1 + 1];
  456. x[x_dim1 + 2] = temp * x[x_dim1 + 2];
  457. x[(x_dim1 << 1) + 1] = temp * x[(x_dim1 << 1) + 1];
  458. x[(x_dim1 << 1) + 2] = temp * x[(x_dim1 << 1) + 2];
  459. *xnorm = temp * *xnorm;
  460. *scale = temp * *scale;
  461. }
  462. }
  463. }
  464. }
  465. return 0;
  466. /* End of DLALN2 */
  467. } /* _starpu_dlaln2_ */
  468. #undef crv
  469. #undef civ
  470. #undef cr
  471. #undef ci