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zggglm.c 27 kB

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  1. #include <math.h>
  2. #include <stdlib.h>
  3. #include <string.h>
  4. #include <stdio.h>
  5. #include <complex.h>
  6. #ifdef complex
  7. #undef complex
  8. #endif
  9. #ifdef I
  10. #undef I
  11. #endif
  12. #if defined(_WIN64)
  13. typedef long long BLASLONG;
  14. typedef unsigned long long BLASULONG;
  15. #else
  16. typedef long BLASLONG;
  17. typedef unsigned long BLASULONG;
  18. #endif
  19. #ifdef LAPACK_ILP64
  20. typedef BLASLONG blasint;
  21. #if defined(_WIN64)
  22. #define blasabs(x) llabs(x)
  23. #else
  24. #define blasabs(x) labs(x)
  25. #endif
  26. #else
  27. typedef int blasint;
  28. #define blasabs(x) abs(x)
  29. #endif
  30. typedef blasint integer;
  31. typedef unsigned int uinteger;
  32. typedef char *address;
  33. typedef short int shortint;
  34. typedef float real;
  35. typedef double doublereal;
  36. typedef struct { real r, i; } complex;
  37. typedef struct { doublereal r, i; } doublecomplex;
  38. #ifdef _MSC_VER
  39. static inline _Fcomplex Cf(complex *z) {_Fcomplex zz={z->r , z->i}; return zz;}
  40. static inline _Dcomplex Cd(doublecomplex *z) {_Dcomplex zz={z->r , z->i};return zz;}
  41. static inline _Fcomplex * _pCf(complex *z) {return (_Fcomplex*)z;}
  42. static inline _Dcomplex * _pCd(doublecomplex *z) {return (_Dcomplex*)z;}
  43. #else
  44. static inline _Complex float Cf(complex *z) {return z->r + z->i*_Complex_I;}
  45. static inline _Complex double Cd(doublecomplex *z) {return z->r + z->i*_Complex_I;}
  46. static inline _Complex float * _pCf(complex *z) {return (_Complex float*)z;}
  47. static inline _Complex double * _pCd(doublecomplex *z) {return (_Complex double*)z;}
  48. #endif
  49. #define pCf(z) (*_pCf(z))
  50. #define pCd(z) (*_pCd(z))
  51. typedef int logical;
  52. typedef short int shortlogical;
  53. typedef char logical1;
  54. typedef char integer1;
  55. #define TRUE_ (1)
  56. #define FALSE_ (0)
  57. /* Extern is for use with -E */
  58. #ifndef Extern
  59. #define Extern extern
  60. #endif
  61. /* I/O stuff */
  62. typedef int flag;
  63. typedef int ftnlen;
  64. typedef int ftnint;
  65. /*external read, write*/
  66. typedef struct
  67. { flag cierr;
  68. ftnint ciunit;
  69. flag ciend;
  70. char *cifmt;
  71. ftnint cirec;
  72. } cilist;
  73. /*internal read, write*/
  74. typedef struct
  75. { flag icierr;
  76. char *iciunit;
  77. flag iciend;
  78. char *icifmt;
  79. ftnint icirlen;
  80. ftnint icirnum;
  81. } icilist;
  82. /*open*/
  83. typedef struct
  84. { flag oerr;
  85. ftnint ounit;
  86. char *ofnm;
  87. ftnlen ofnmlen;
  88. char *osta;
  89. char *oacc;
  90. char *ofm;
  91. ftnint orl;
  92. char *oblnk;
  93. } olist;
  94. /*close*/
  95. typedef struct
  96. { flag cerr;
  97. ftnint cunit;
  98. char *csta;
  99. } cllist;
  100. /*rewind, backspace, endfile*/
  101. typedef struct
  102. { flag aerr;
  103. ftnint aunit;
  104. } alist;
  105. /* inquire */
  106. typedef struct
  107. { flag inerr;
  108. ftnint inunit;
  109. char *infile;
  110. ftnlen infilen;
  111. ftnint *inex; /*parameters in standard's order*/
  112. ftnint *inopen;
  113. ftnint *innum;
  114. ftnint *innamed;
  115. char *inname;
  116. ftnlen innamlen;
  117. char *inacc;
  118. ftnlen inacclen;
  119. char *inseq;
  120. ftnlen inseqlen;
  121. char *indir;
  122. ftnlen indirlen;
  123. char *infmt;
  124. ftnlen infmtlen;
  125. char *inform;
  126. ftnint informlen;
  127. char *inunf;
  128. ftnlen inunflen;
  129. ftnint *inrecl;
  130. ftnint *innrec;
  131. char *inblank;
  132. ftnlen inblanklen;
  133. } inlist;
  134. #define VOID void
  135. union Multitype { /* for multiple entry points */
  136. integer1 g;
  137. shortint h;
  138. integer i;
  139. /* longint j; */
  140. real r;
  141. doublereal d;
  142. complex c;
  143. doublecomplex z;
  144. };
  145. typedef union Multitype Multitype;
  146. struct Vardesc { /* for Namelist */
  147. char *name;
  148. char *addr;
  149. ftnlen *dims;
  150. int type;
  151. };
  152. typedef struct Vardesc Vardesc;
  153. struct Namelist {
  154. char *name;
  155. Vardesc **vars;
  156. int nvars;
  157. };
  158. typedef struct Namelist Namelist;
  159. #define abs(x) ((x) >= 0 ? (x) : -(x))
  160. #define dabs(x) (fabs(x))
  161. #define f2cmin(a,b) ((a) <= (b) ? (a) : (b))
  162. #define f2cmax(a,b) ((a) >= (b) ? (a) : (b))
  163. #define dmin(a,b) (f2cmin(a,b))
  164. #define dmax(a,b) (f2cmax(a,b))
  165. #define bit_test(a,b) ((a) >> (b) & 1)
  166. #define bit_clear(a,b) ((a) & ~((uinteger)1 << (b)))
  167. #define bit_set(a,b) ((a) | ((uinteger)1 << (b)))
  168. #define abort_() { sig_die("Fortran abort routine called", 1); }
  169. #define c_abs(z) (cabsf(Cf(z)))
  170. #define c_cos(R,Z) { pCf(R)=ccos(Cf(Z)); }
  171. #ifdef _MSC_VER
  172. #define c_div(c, a, b) {Cf(c)._Val[0] = (Cf(a)._Val[0]/Cf(b)._Val[0]); Cf(c)._Val[1]=(Cf(a)._Val[1]/Cf(b)._Val[1]);}
  173. #define z_div(c, a, b) {Cd(c)._Val[0] = (Cd(a)._Val[0]/Cd(b)._Val[0]); Cd(c)._Val[1]=(Cd(a)._Val[1]/df(b)._Val[1]);}
  174. #else
  175. #define c_div(c, a, b) {pCf(c) = Cf(a)/Cf(b);}
  176. #define z_div(c, a, b) {pCd(c) = Cd(a)/Cd(b);}
  177. #endif
  178. #define c_exp(R, Z) {pCf(R) = cexpf(Cf(Z));}
  179. #define c_log(R, Z) {pCf(R) = clogf(Cf(Z));}
  180. #define c_sin(R, Z) {pCf(R) = csinf(Cf(Z));}
  181. //#define c_sqrt(R, Z) {*(R) = csqrtf(Cf(Z));}
  182. #define c_sqrt(R, Z) {pCf(R) = csqrtf(Cf(Z));}
  183. #define d_abs(x) (fabs(*(x)))
  184. #define d_acos(x) (acos(*(x)))
  185. #define d_asin(x) (asin(*(x)))
  186. #define d_atan(x) (atan(*(x)))
  187. #define d_atn2(x, y) (atan2(*(x),*(y)))
  188. #define d_cnjg(R, Z) { pCd(R) = conj(Cd(Z)); }
  189. #define r_cnjg(R, Z) { pCf(R) = conjf(Cf(Z)); }
  190. #define d_cos(x) (cos(*(x)))
  191. #define d_cosh(x) (cosh(*(x)))
  192. #define d_dim(__a, __b) ( *(__a) > *(__b) ? *(__a) - *(__b) : 0.0 )
  193. #define d_exp(x) (exp(*(x)))
  194. #define d_imag(z) (cimag(Cd(z)))
  195. #define r_imag(z) (cimagf(Cf(z)))
  196. #define d_int(__x) (*(__x)>0 ? floor(*(__x)) : -floor(- *(__x)))
  197. #define r_int(__x) (*(__x)>0 ? floor(*(__x)) : -floor(- *(__x)))
  198. #define d_lg10(x) ( 0.43429448190325182765 * log(*(x)) )
  199. #define r_lg10(x) ( 0.43429448190325182765 * log(*(x)) )
  200. #define d_log(x) (log(*(x)))
  201. #define d_mod(x, y) (fmod(*(x), *(y)))
  202. #define u_nint(__x) ((__x)>=0 ? floor((__x) + .5) : -floor(.5 - (__x)))
  203. #define d_nint(x) u_nint(*(x))
  204. #define u_sign(__a,__b) ((__b) >= 0 ? ((__a) >= 0 ? (__a) : -(__a)) : -((__a) >= 0 ? (__a) : -(__a)))
  205. #define d_sign(a,b) u_sign(*(a),*(b))
  206. #define r_sign(a,b) u_sign(*(a),*(b))
  207. #define d_sin(x) (sin(*(x)))
  208. #define d_sinh(x) (sinh(*(x)))
  209. #define d_sqrt(x) (sqrt(*(x)))
  210. #define d_tan(x) (tan(*(x)))
  211. #define d_tanh(x) (tanh(*(x)))
  212. #define i_abs(x) abs(*(x))
  213. #define i_dnnt(x) ((integer)u_nint(*(x)))
  214. #define i_len(s, n) (n)
  215. #define i_nint(x) ((integer)u_nint(*(x)))
  216. #define i_sign(a,b) ((integer)u_sign((integer)*(a),(integer)*(b)))
  217. #define pow_dd(ap, bp) ( pow(*(ap), *(bp)))
  218. #define pow_si(B,E) spow_ui(*(B),*(E))
  219. #define pow_ri(B,E) spow_ui(*(B),*(E))
  220. #define pow_di(B,E) dpow_ui(*(B),*(E))
  221. #define pow_zi(p, a, b) {pCd(p) = zpow_ui(Cd(a), *(b));}
  222. #define pow_ci(p, a, b) {pCf(p) = cpow_ui(Cf(a), *(b));}
  223. #define pow_zz(R,A,B) {pCd(R) = cpow(Cd(A),*(B));}
  224. #define s_cat(lpp, rpp, rnp, np, llp) { ftnlen i, nc, ll; char *f__rp, *lp; ll = (llp); lp = (lpp); for(i=0; i < (int)*(np); ++i) { nc = ll; if((rnp)[i] < nc) nc = (rnp)[i]; ll -= nc; f__rp = (rpp)[i]; while(--nc >= 0) *lp++ = *(f__rp)++; } while(--ll >= 0) *lp++ = ' '; }
  225. #define s_cmp(a,b,c,d) ((integer)strncmp((a),(b),f2cmin((c),(d))))
  226. #define s_copy(A,B,C,D) { int __i,__m; for (__i=0, __m=f2cmin((C),(D)); __i<__m && (B)[__i] != 0; ++__i) (A)[__i] = (B)[__i]; }
  227. #define sig_die(s, kill) { exit(1); }
  228. #define s_stop(s, n) {exit(0);}
  229. static char junk[] = "\n@(#)LIBF77 VERSION 19990503\n";
  230. #define z_abs(z) (cabs(Cd(z)))
  231. #define z_exp(R, Z) {pCd(R) = cexp(Cd(Z));}
  232. #define z_sqrt(R, Z) {pCd(R) = csqrt(Cd(Z));}
  233. #define myexit_() break;
  234. #define mycycle() continue;
  235. #define myceiling(w) {ceil(w)}
  236. #define myhuge(w) {HUGE_VAL}
  237. //#define mymaxloc_(w,s,e,n) {if (sizeof(*(w)) == sizeof(double)) dmaxloc_((w),*(s),*(e),n); else dmaxloc_((w),*(s),*(e),n);}
  238. #define mymaxloc(w,s,e,n) {dmaxloc_(w,*(s),*(e),n)}
  239. /* procedure parameter types for -A and -C++ */
  240. #define F2C_proc_par_types 1
  241. #ifdef __cplusplus
  242. typedef logical (*L_fp)(...);
  243. #else
  244. typedef logical (*L_fp)();
  245. #endif
  246. static float spow_ui(float x, integer n) {
  247. float pow=1.0; unsigned long int u;
  248. if(n != 0) {
  249. if(n < 0) n = -n, x = 1/x;
  250. for(u = n; ; ) {
  251. if(u & 01) pow *= x;
  252. if(u >>= 1) x *= x;
  253. else break;
  254. }
  255. }
  256. return pow;
  257. }
  258. static double dpow_ui(double x, integer n) {
  259. double pow=1.0; unsigned long int u;
  260. if(n != 0) {
  261. if(n < 0) n = -n, x = 1/x;
  262. for(u = n; ; ) {
  263. if(u & 01) pow *= x;
  264. if(u >>= 1) x *= x;
  265. else break;
  266. }
  267. }
  268. return pow;
  269. }
  270. #ifdef _MSC_VER
  271. static _Fcomplex cpow_ui(complex x, integer n) {
  272. complex pow={1.0,0.0}; unsigned long int u;
  273. if(n != 0) {
  274. if(n < 0) n = -n, x.r = 1/x.r, x.i=1/x.i;
  275. for(u = n; ; ) {
  276. if(u & 01) pow.r *= x.r, pow.i *= x.i;
  277. if(u >>= 1) x.r *= x.r, x.i *= x.i;
  278. else break;
  279. }
  280. }
  281. _Fcomplex p={pow.r, pow.i};
  282. return p;
  283. }
  284. #else
  285. static _Complex float cpow_ui(_Complex float x, integer n) {
  286. _Complex float pow=1.0; unsigned long int u;
  287. if(n != 0) {
  288. if(n < 0) n = -n, x = 1/x;
  289. for(u = n; ; ) {
  290. if(u & 01) pow *= x;
  291. if(u >>= 1) x *= x;
  292. else break;
  293. }
  294. }
  295. return pow;
  296. }
  297. #endif
  298. #ifdef _MSC_VER
  299. static _Dcomplex zpow_ui(_Dcomplex x, integer n) {
  300. _Dcomplex pow={1.0,0.0}; unsigned long int u;
  301. if(n != 0) {
  302. if(n < 0) n = -n, x._Val[0] = 1/x._Val[0], x._Val[1] =1/x._Val[1];
  303. for(u = n; ; ) {
  304. if(u & 01) pow._Val[0] *= x._Val[0], pow._Val[1] *= x._Val[1];
  305. if(u >>= 1) x._Val[0] *= x._Val[0], x._Val[1] *= x._Val[1];
  306. else break;
  307. }
  308. }
  309. _Dcomplex p = {pow._Val[0], pow._Val[1]};
  310. return p;
  311. }
  312. #else
  313. static _Complex double zpow_ui(_Complex double x, integer n) {
  314. _Complex double pow=1.0; unsigned long int u;
  315. if(n != 0) {
  316. if(n < 0) n = -n, x = 1/x;
  317. for(u = n; ; ) {
  318. if(u & 01) pow *= x;
  319. if(u >>= 1) x *= x;
  320. else break;
  321. }
  322. }
  323. return pow;
  324. }
  325. #endif
  326. static integer pow_ii(integer x, integer n) {
  327. integer pow; unsigned long int u;
  328. if (n <= 0) {
  329. if (n == 0 || x == 1) pow = 1;
  330. else if (x != -1) pow = x == 0 ? 1/x : 0;
  331. else n = -n;
  332. }
  333. if ((n > 0) || !(n == 0 || x == 1 || x != -1)) {
  334. u = n;
  335. for(pow = 1; ; ) {
  336. if(u & 01) pow *= x;
  337. if(u >>= 1) x *= x;
  338. else break;
  339. }
  340. }
  341. return pow;
  342. }
  343. static integer dmaxloc_(double *w, integer s, integer e, integer *n)
  344. {
  345. double m; integer i, mi;
  346. for(m=w[s-1], mi=s, i=s+1; i<=e; i++)
  347. if (w[i-1]>m) mi=i ,m=w[i-1];
  348. return mi-s+1;
  349. }
  350. static integer smaxloc_(float *w, integer s, integer e, integer *n)
  351. {
  352. float m; integer i, mi;
  353. for(m=w[s-1], mi=s, i=s+1; i<=e; i++)
  354. if (w[i-1]>m) mi=i ,m=w[i-1];
  355. return mi-s+1;
  356. }
  357. static inline void cdotc_(complex *z, integer *n_, complex *x, integer *incx_, complex *y, integer *incy_) {
  358. integer n = *n_, incx = *incx_, incy = *incy_, i;
  359. #ifdef _MSC_VER
  360. _Fcomplex zdotc = {0.0, 0.0};
  361. if (incx == 1 && incy == 1) {
  362. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  363. zdotc._Val[0] += conjf(Cf(&x[i]))._Val[0] * Cf(&y[i])._Val[0];
  364. zdotc._Val[1] += conjf(Cf(&x[i]))._Val[1] * Cf(&y[i])._Val[1];
  365. }
  366. } else {
  367. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  368. zdotc._Val[0] += conjf(Cf(&x[i*incx]))._Val[0] * Cf(&y[i*incy])._Val[0];
  369. zdotc._Val[1] += conjf(Cf(&x[i*incx]))._Val[1] * Cf(&y[i*incy])._Val[1];
  370. }
  371. }
  372. pCf(z) = zdotc;
  373. }
  374. #else
  375. _Complex float zdotc = 0.0;
  376. if (incx == 1 && incy == 1) {
  377. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  378. zdotc += conjf(Cf(&x[i])) * Cf(&y[i]);
  379. }
  380. } else {
  381. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  382. zdotc += conjf(Cf(&x[i*incx])) * Cf(&y[i*incy]);
  383. }
  384. }
  385. pCf(z) = zdotc;
  386. }
  387. #endif
  388. static inline void zdotc_(doublecomplex *z, integer *n_, doublecomplex *x, integer *incx_, doublecomplex *y, integer *incy_) {
  389. integer n = *n_, incx = *incx_, incy = *incy_, i;
  390. #ifdef _MSC_VER
  391. _Dcomplex zdotc = {0.0, 0.0};
  392. if (incx == 1 && incy == 1) {
  393. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  394. zdotc._Val[0] += conj(Cd(&x[i]))._Val[0] * Cd(&y[i])._Val[0];
  395. zdotc._Val[1] += conj(Cd(&x[i]))._Val[1] * Cd(&y[i])._Val[1];
  396. }
  397. } else {
  398. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  399. zdotc._Val[0] += conj(Cd(&x[i*incx]))._Val[0] * Cd(&y[i*incy])._Val[0];
  400. zdotc._Val[1] += conj(Cd(&x[i*incx]))._Val[1] * Cd(&y[i*incy])._Val[1];
  401. }
  402. }
  403. pCd(z) = zdotc;
  404. }
  405. #else
  406. _Complex double zdotc = 0.0;
  407. if (incx == 1 && incy == 1) {
  408. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  409. zdotc += conj(Cd(&x[i])) * Cd(&y[i]);
  410. }
  411. } else {
  412. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  413. zdotc += conj(Cd(&x[i*incx])) * Cd(&y[i*incy]);
  414. }
  415. }
  416. pCd(z) = zdotc;
  417. }
  418. #endif
  419. static inline void cdotu_(complex *z, integer *n_, complex *x, integer *incx_, complex *y, integer *incy_) {
  420. integer n = *n_, incx = *incx_, incy = *incy_, i;
  421. #ifdef _MSC_VER
  422. _Fcomplex zdotc = {0.0, 0.0};
  423. if (incx == 1 && incy == 1) {
  424. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  425. zdotc._Val[0] += Cf(&x[i])._Val[0] * Cf(&y[i])._Val[0];
  426. zdotc._Val[1] += Cf(&x[i])._Val[1] * Cf(&y[i])._Val[1];
  427. }
  428. } else {
  429. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  430. zdotc._Val[0] += Cf(&x[i*incx])._Val[0] * Cf(&y[i*incy])._Val[0];
  431. zdotc._Val[1] += Cf(&x[i*incx])._Val[1] * Cf(&y[i*incy])._Val[1];
  432. }
  433. }
  434. pCf(z) = zdotc;
  435. }
  436. #else
  437. _Complex float zdotc = 0.0;
  438. if (incx == 1 && incy == 1) {
  439. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  440. zdotc += Cf(&x[i]) * Cf(&y[i]);
  441. }
  442. } else {
  443. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  444. zdotc += Cf(&x[i*incx]) * Cf(&y[i*incy]);
  445. }
  446. }
  447. pCf(z) = zdotc;
  448. }
  449. #endif
  450. static inline void zdotu_(doublecomplex *z, integer *n_, doublecomplex *x, integer *incx_, doublecomplex *y, integer *incy_) {
  451. integer n = *n_, incx = *incx_, incy = *incy_, i;
  452. #ifdef _MSC_VER
  453. _Dcomplex zdotc = {0.0, 0.0};
  454. if (incx == 1 && incy == 1) {
  455. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  456. zdotc._Val[0] += Cd(&x[i])._Val[0] * Cd(&y[i])._Val[0];
  457. zdotc._Val[1] += Cd(&x[i])._Val[1] * Cd(&y[i])._Val[1];
  458. }
  459. } else {
  460. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  461. zdotc._Val[0] += Cd(&x[i*incx])._Val[0] * Cd(&y[i*incy])._Val[0];
  462. zdotc._Val[1] += Cd(&x[i*incx])._Val[1] * Cd(&y[i*incy])._Val[1];
  463. }
  464. }
  465. pCd(z) = zdotc;
  466. }
  467. #else
  468. _Complex double zdotc = 0.0;
  469. if (incx == 1 && incy == 1) {
  470. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  471. zdotc += Cd(&x[i]) * Cd(&y[i]);
  472. }
  473. } else {
  474. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  475. zdotc += Cd(&x[i*incx]) * Cd(&y[i*incy]);
  476. }
  477. }
  478. pCd(z) = zdotc;
  479. }
  480. #endif
  481. /* -- translated by f2c (version 20000121).
  482. You must link the resulting object file with the libraries:
  483. -lf2c -lm (in that order)
  484. */
  485. /* Table of constant values */
  486. static doublecomplex c_b2 = {1.,0.};
  487. static integer c__1 = 1;
  488. static integer c_n1 = -1;
  489. /* > \brief \b ZGGGLM */
  490. /* =========== DOCUMENTATION =========== */
  491. /* Online html documentation available at */
  492. /* http://www.netlib.org/lapack/explore-html/ */
  493. /* > \htmlonly */
  494. /* > Download ZGGGLM + dependencies */
  495. /* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zggglm.
  496. f"> */
  497. /* > [TGZ]</a> */
  498. /* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zggglm.
  499. f"> */
  500. /* > [ZIP]</a> */
  501. /* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zggglm.
  502. f"> */
  503. /* > [TXT]</a> */
  504. /* > \endhtmlonly */
  505. /* Definition: */
  506. /* =========== */
  507. /* SUBROUTINE ZGGGLM( N, M, P, A, LDA, B, LDB, D, X, Y, WORK, LWORK, */
  508. /* INFO ) */
  509. /* INTEGER INFO, LDA, LDB, LWORK, M, N, P */
  510. /* COMPLEX*16 A( LDA, * ), B( LDB, * ), D( * ), WORK( * ), */
  511. /* $ X( * ), Y( * ) */
  512. /* > \par Purpose: */
  513. /* ============= */
  514. /* > */
  515. /* > \verbatim */
  516. /* > */
  517. /* > ZGGGLM solves a general Gauss-Markov linear model (GLM) problem: */
  518. /* > */
  519. /* > minimize || y ||_2 subject to d = A*x + B*y */
  520. /* > x */
  521. /* > */
  522. /* > where A is an N-by-M matrix, B is an N-by-P matrix, and d is a */
  523. /* > given N-vector. It is assumed that M <= N <= M+P, and */
  524. /* > */
  525. /* > rank(A) = M and rank( A B ) = N. */
  526. /* > */
  527. /* > Under these assumptions, the constrained equation is always */
  528. /* > consistent, and there is a unique solution x and a minimal 2-norm */
  529. /* > solution y, which is obtained using a generalized QR factorization */
  530. /* > of the matrices (A, B) given by */
  531. /* > */
  532. /* > A = Q*(R), B = Q*T*Z. */
  533. /* > (0) */
  534. /* > */
  535. /* > In particular, if matrix B is square nonsingular, then the problem */
  536. /* > GLM is equivalent to the following weighted linear least squares */
  537. /* > problem */
  538. /* > */
  539. /* > minimize || inv(B)*(d-A*x) ||_2 */
  540. /* > x */
  541. /* > */
  542. /* > where inv(B) denotes the inverse of B. */
  543. /* > \endverbatim */
  544. /* Arguments: */
  545. /* ========== */
  546. /* > \param[in] N */
  547. /* > \verbatim */
  548. /* > N is INTEGER */
  549. /* > The number of rows of the matrices A and B. N >= 0. */
  550. /* > \endverbatim */
  551. /* > */
  552. /* > \param[in] M */
  553. /* > \verbatim */
  554. /* > M is INTEGER */
  555. /* > The number of columns of the matrix A. 0 <= M <= N. */
  556. /* > \endverbatim */
  557. /* > */
  558. /* > \param[in] P */
  559. /* > \verbatim */
  560. /* > P is INTEGER */
  561. /* > The number of columns of the matrix B. P >= N-M. */
  562. /* > \endverbatim */
  563. /* > */
  564. /* > \param[in,out] A */
  565. /* > \verbatim */
  566. /* > A is COMPLEX*16 array, dimension (LDA,M) */
  567. /* > On entry, the N-by-M matrix A. */
  568. /* > On exit, the upper triangular part of the array A contains */
  569. /* > the M-by-M upper triangular matrix R. */
  570. /* > \endverbatim */
  571. /* > */
  572. /* > \param[in] LDA */
  573. /* > \verbatim */
  574. /* > LDA is INTEGER */
  575. /* > The leading dimension of the array A. LDA >= f2cmax(1,N). */
  576. /* > \endverbatim */
  577. /* > */
  578. /* > \param[in,out] B */
  579. /* > \verbatim */
  580. /* > B is COMPLEX*16 array, dimension (LDB,P) */
  581. /* > On entry, the N-by-P matrix B. */
  582. /* > On exit, if N <= P, the upper triangle of the subarray */
  583. /* > B(1:N,P-N+1:P) contains the N-by-N upper triangular matrix T; */
  584. /* > if N > P, the elements on and above the (N-P)th subdiagonal */
  585. /* > contain the N-by-P upper trapezoidal matrix T. */
  586. /* > \endverbatim */
  587. /* > */
  588. /* > \param[in] LDB */
  589. /* > \verbatim */
  590. /* > LDB is INTEGER */
  591. /* > The leading dimension of the array B. LDB >= f2cmax(1,N). */
  592. /* > \endverbatim */
  593. /* > */
  594. /* > \param[in,out] D */
  595. /* > \verbatim */
  596. /* > D is COMPLEX*16 array, dimension (N) */
  597. /* > On entry, D is the left hand side of the GLM equation. */
  598. /* > On exit, D is destroyed. */
  599. /* > \endverbatim */
  600. /* > */
  601. /* > \param[out] X */
  602. /* > \verbatim */
  603. /* > X is COMPLEX*16 array, dimension (M) */
  604. /* > \endverbatim */
  605. /* > */
  606. /* > \param[out] Y */
  607. /* > \verbatim */
  608. /* > Y is COMPLEX*16 array, dimension (P) */
  609. /* > */
  610. /* > On exit, X and Y are the solutions of the GLM problem. */
  611. /* > \endverbatim */
  612. /* > */
  613. /* > \param[out] WORK */
  614. /* > \verbatim */
  615. /* > WORK is COMPLEX*16 array, dimension (MAX(1,LWORK)) */
  616. /* > On exit, if INFO = 0, WORK(1) returns the optimal LWORK. */
  617. /* > \endverbatim */
  618. /* > */
  619. /* > \param[in] LWORK */
  620. /* > \verbatim */
  621. /* > LWORK is INTEGER */
  622. /* > The dimension of the array WORK. LWORK >= f2cmax(1,N+M+P). */
  623. /* > For optimum performance, LWORK >= M+f2cmin(N,P)+f2cmax(N,P)*NB, */
  624. /* > where NB is an upper bound for the optimal blocksizes for */
  625. /* > ZGEQRF, ZGERQF, ZUNMQR and ZUNMRQ. */
  626. /* > */
  627. /* > If LWORK = -1, then a workspace query is assumed; the routine */
  628. /* > only calculates the optimal size of the WORK array, returns */
  629. /* > this value as the first entry of the WORK array, and no error */
  630. /* > message related to LWORK is issued by XERBLA. */
  631. /* > \endverbatim */
  632. /* > */
  633. /* > \param[out] INFO */
  634. /* > \verbatim */
  635. /* > INFO is INTEGER */
  636. /* > = 0: successful exit. */
  637. /* > < 0: if INFO = -i, the i-th argument had an illegal value. */
  638. /* > = 1: the upper triangular factor R associated with A in the */
  639. /* > generalized QR factorization of the pair (A, B) is */
  640. /* > singular, so that rank(A) < M; the least squares */
  641. /* > solution could not be computed. */
  642. /* > = 2: the bottom (N-M) by (N-M) part of the upper trapezoidal */
  643. /* > factor T associated with B in the generalized QR */
  644. /* > factorization of the pair (A, B) is singular, so that */
  645. /* > rank( A B ) < N; the least squares solution could not */
  646. /* > be computed. */
  647. /* > \endverbatim */
  648. /* Authors: */
  649. /* ======== */
  650. /* > \author Univ. of Tennessee */
  651. /* > \author Univ. of California Berkeley */
  652. /* > \author Univ. of Colorado Denver */
  653. /* > \author NAG Ltd. */
  654. /* > \date December 2016 */
  655. /* > \ingroup complex16OTHEReigen */
  656. /* ===================================================================== */
  657. /* Subroutine */ void zggglm_(integer *n, integer *m, integer *p,
  658. doublecomplex *a, integer *lda, doublecomplex *b, integer *ldb,
  659. doublecomplex *d__, doublecomplex *x, doublecomplex *y, doublecomplex
  660. *work, integer *lwork, integer *info)
  661. {
  662. /* System generated locals */
  663. integer a_dim1, a_offset, b_dim1, b_offset, i__1, i__2, i__3, i__4;
  664. doublecomplex z__1;
  665. /* Local variables */
  666. integer lopt, i__;
  667. extern /* Subroutine */ void zgemv_(char *, integer *, integer *,
  668. doublecomplex *, doublecomplex *, integer *, doublecomplex *,
  669. integer *, doublecomplex *, doublecomplex *, integer *),
  670. zcopy_(integer *, doublecomplex *, integer *, doublecomplex *,
  671. integer *);
  672. integer nb, np;
  673. extern /* Subroutine */ int xerbla_(char *, integer *, ftnlen);
  674. extern integer ilaenv_(integer *, char *, char *, integer *, integer *,
  675. integer *, integer *, ftnlen, ftnlen);
  676. extern /* Subroutine */ void zggqrf_(integer *, integer *, integer *,
  677. doublecomplex *, integer *, doublecomplex *, doublecomplex *,
  678. integer *, doublecomplex *, doublecomplex *, integer *, integer *)
  679. ;
  680. integer lwkmin, nb1, nb2, nb3, nb4, lwkopt;
  681. logical lquery;
  682. extern /* Subroutine */ void zunmqr_(char *, char *, integer *, integer *,
  683. integer *, doublecomplex *, integer *, doublecomplex *,
  684. doublecomplex *, integer *, doublecomplex *, integer *, integer *), zunmrq_(char *, char *, integer *, integer *,
  685. integer *, doublecomplex *, integer *, doublecomplex *,
  686. doublecomplex *, integer *, doublecomplex *, integer *, integer *);
  687. extern int ztrtrs_(char *, char *, char *, integer *,
  688. integer *, doublecomplex *, integer *, doublecomplex *, integer *,
  689. integer *);
  690. /* -- LAPACK driver routine (version 3.7.0) -- */
  691. /* -- LAPACK is a software package provided by Univ. of Tennessee, -- */
  692. /* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- */
  693. /* December 2016 */
  694. /* =================================================================== */
  695. /* Test the input parameters */
  696. /* Parameter adjustments */
  697. a_dim1 = *lda;
  698. a_offset = 1 + a_dim1 * 1;
  699. a -= a_offset;
  700. b_dim1 = *ldb;
  701. b_offset = 1 + b_dim1 * 1;
  702. b -= b_offset;
  703. --d__;
  704. --x;
  705. --y;
  706. --work;
  707. /* Function Body */
  708. *info = 0;
  709. np = f2cmin(*n,*p);
  710. lquery = *lwork == -1;
  711. if (*n < 0) {
  712. *info = -1;
  713. } else if (*m < 0 || *m > *n) {
  714. *info = -2;
  715. } else if (*p < 0 || *p < *n - *m) {
  716. *info = -3;
  717. } else if (*lda < f2cmax(1,*n)) {
  718. *info = -5;
  719. } else if (*ldb < f2cmax(1,*n)) {
  720. *info = -7;
  721. }
  722. /* Calculate workspace */
  723. if (*info == 0) {
  724. if (*n == 0) {
  725. lwkmin = 1;
  726. lwkopt = 1;
  727. } else {
  728. nb1 = ilaenv_(&c__1, "ZGEQRF", " ", n, m, &c_n1, &c_n1, (ftnlen)6,
  729. (ftnlen)1);
  730. nb2 = ilaenv_(&c__1, "ZGERQF", " ", n, m, &c_n1, &c_n1, (ftnlen)6,
  731. (ftnlen)1);
  732. nb3 = ilaenv_(&c__1, "ZUNMQR", " ", n, m, p, &c_n1, (ftnlen)6, (
  733. ftnlen)1);
  734. nb4 = ilaenv_(&c__1, "ZUNMRQ", " ", n, m, p, &c_n1, (ftnlen)6, (
  735. ftnlen)1);
  736. /* Computing MAX */
  737. i__1 = f2cmax(nb1,nb2), i__1 = f2cmax(i__1,nb3);
  738. nb = f2cmax(i__1,nb4);
  739. lwkmin = *m + *n + *p;
  740. lwkopt = *m + np + f2cmax(*n,*p) * nb;
  741. }
  742. work[1].r = (doublereal) lwkopt, work[1].i = 0.;
  743. if (*lwork < lwkmin && ! lquery) {
  744. *info = -12;
  745. }
  746. }
  747. if (*info != 0) {
  748. i__1 = -(*info);
  749. xerbla_("ZGGGLM", &i__1, (ftnlen)6);
  750. return;
  751. } else if (lquery) {
  752. return;
  753. }
  754. /* Quick return if possible */
  755. if (*n == 0) {
  756. i__1 = *m;
  757. for (i__ = 1; i__ <= i__1; ++i__) {
  758. i__2 = i__;
  759. x[i__2].r = 0., x[i__2].i = 0.;
  760. }
  761. i__1 = *p;
  762. for (i__ = 1; i__ <= i__1; ++i__) {
  763. i__2 = i__;
  764. y[i__2].r = 0., y[i__2].i = 0.;
  765. }
  766. return;
  767. }
  768. /* Compute the GQR factorization of matrices A and B: */
  769. /* Q**H*A = ( R11 ) M, Q**H*B*Z**H = ( T11 T12 ) M */
  770. /* ( 0 ) N-M ( 0 T22 ) N-M */
  771. /* M M+P-N N-M */
  772. /* where R11 and T22 are upper triangular, and Q and Z are */
  773. /* unitary. */
  774. i__1 = *lwork - *m - np;
  775. zggqrf_(n, m, p, &a[a_offset], lda, &work[1], &b[b_offset], ldb, &work[*m
  776. + 1], &work[*m + np + 1], &i__1, info);
  777. i__1 = *m + np + 1;
  778. lopt = (integer) work[i__1].r;
  779. /* Update left-hand-side vector d = Q**H*d = ( d1 ) M */
  780. /* ( d2 ) N-M */
  781. i__1 = f2cmax(1,*n);
  782. i__2 = *lwork - *m - np;
  783. zunmqr_("Left", "Conjugate transpose", n, &c__1, m, &a[a_offset], lda, &
  784. work[1], &d__[1], &i__1, &work[*m + np + 1], &i__2, info);
  785. /* Computing MAX */
  786. i__3 = *m + np + 1;
  787. i__1 = lopt, i__2 = (integer) work[i__3].r;
  788. lopt = f2cmax(i__1,i__2);
  789. /* Solve T22*y2 = d2 for y2 */
  790. if (*n > *m) {
  791. i__1 = *n - *m;
  792. i__2 = *n - *m;
  793. ztrtrs_("Upper", "No transpose", "Non unit", &i__1, &c__1, &b[*m + 1
  794. + (*m + *p - *n + 1) * b_dim1], ldb, &d__[*m + 1], &i__2,
  795. info);
  796. if (*info > 0) {
  797. *info = 1;
  798. return;
  799. }
  800. i__1 = *n - *m;
  801. zcopy_(&i__1, &d__[*m + 1], &c__1, &y[*m + *p - *n + 1], &c__1);
  802. }
  803. /* Set y1 = 0 */
  804. i__1 = *m + *p - *n;
  805. for (i__ = 1; i__ <= i__1; ++i__) {
  806. i__2 = i__;
  807. y[i__2].r = 0., y[i__2].i = 0.;
  808. /* L10: */
  809. }
  810. /* Update d1 = d1 - T12*y2 */
  811. i__1 = *n - *m;
  812. z__1.r = -1., z__1.i = 0.;
  813. zgemv_("No transpose", m, &i__1, &z__1, &b[(*m + *p - *n + 1) * b_dim1 +
  814. 1], ldb, &y[*m + *p - *n + 1], &c__1, &c_b2, &d__[1], &c__1);
  815. /* Solve triangular system: R11*x = d1 */
  816. if (*m > 0) {
  817. ztrtrs_("Upper", "No Transpose", "Non unit", m, &c__1, &a[a_offset],
  818. lda, &d__[1], m, info);
  819. if (*info > 0) {
  820. *info = 2;
  821. return;
  822. }
  823. /* Copy D to X */
  824. zcopy_(m, &d__[1], &c__1, &x[1], &c__1);
  825. }
  826. /* Backward transformation y = Z**H *y */
  827. /* Computing MAX */
  828. i__1 = 1, i__2 = *n - *p + 1;
  829. i__3 = f2cmax(1,*p);
  830. i__4 = *lwork - *m - np;
  831. zunmrq_("Left", "Conjugate transpose", p, &c__1, &np, &b[f2cmax(i__1,i__2) +
  832. b_dim1], ldb, &work[*m + 1], &y[1], &i__3, &work[*m + np + 1], &
  833. i__4, info);
  834. /* Computing MAX */
  835. i__4 = *m + np + 1;
  836. i__2 = lopt, i__3 = (integer) work[i__4].r;
  837. i__1 = *m + np + f2cmax(i__2,i__3);
  838. work[1].r = (doublereal) i__1, work[1].i = 0.;
  839. return;
  840. /* End of ZGGGLM */
  841. } /* zggglm_ */