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dggglm.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 blasint logical;
  52. typedef char logical1;
  53. typedef char integer1;
  54. #define TRUE_ (1)
  55. #define FALSE_ (0)
  56. /* Extern is for use with -E */
  57. #ifndef Extern
  58. #define Extern extern
  59. #endif
  60. /* I/O stuff */
  61. typedef int flag;
  62. typedef int ftnlen;
  63. typedef int ftnint;
  64. /*external read, write*/
  65. typedef struct
  66. { flag cierr;
  67. ftnint ciunit;
  68. flag ciend;
  69. char *cifmt;
  70. ftnint cirec;
  71. } cilist;
  72. /*internal read, write*/
  73. typedef struct
  74. { flag icierr;
  75. char *iciunit;
  76. flag iciend;
  77. char *icifmt;
  78. ftnint icirlen;
  79. ftnint icirnum;
  80. } icilist;
  81. /*open*/
  82. typedef struct
  83. { flag oerr;
  84. ftnint ounit;
  85. char *ofnm;
  86. ftnlen ofnmlen;
  87. char *osta;
  88. char *oacc;
  89. char *ofm;
  90. ftnint orl;
  91. char *oblnk;
  92. } olist;
  93. /*close*/
  94. typedef struct
  95. { flag cerr;
  96. ftnint cunit;
  97. char *csta;
  98. } cllist;
  99. /*rewind, backspace, endfile*/
  100. typedef struct
  101. { flag aerr;
  102. ftnint aunit;
  103. } alist;
  104. /* inquire */
  105. typedef struct
  106. { flag inerr;
  107. ftnint inunit;
  108. char *infile;
  109. ftnlen infilen;
  110. ftnint *inex; /*parameters in standard's order*/
  111. ftnint *inopen;
  112. ftnint *innum;
  113. ftnint *innamed;
  114. char *inname;
  115. ftnlen innamlen;
  116. char *inacc;
  117. ftnlen inacclen;
  118. char *inseq;
  119. ftnlen inseqlen;
  120. char *indir;
  121. ftnlen indirlen;
  122. char *infmt;
  123. ftnlen infmtlen;
  124. char *inform;
  125. ftnint informlen;
  126. char *inunf;
  127. ftnlen inunflen;
  128. ftnint *inrecl;
  129. ftnint *innrec;
  130. char *inblank;
  131. ftnlen inblanklen;
  132. } inlist;
  133. #define VOID void
  134. union Multitype { /* for multiple entry points */
  135. integer1 g;
  136. shortint h;
  137. integer i;
  138. /* longint j; */
  139. real r;
  140. doublereal d;
  141. complex c;
  142. doublecomplex z;
  143. };
  144. typedef union Multitype Multitype;
  145. struct Vardesc { /* for Namelist */
  146. char *name;
  147. char *addr;
  148. ftnlen *dims;
  149. int type;
  150. };
  151. typedef struct Vardesc Vardesc;
  152. struct Namelist {
  153. char *name;
  154. Vardesc **vars;
  155. int nvars;
  156. };
  157. typedef struct Namelist Namelist;
  158. #define abs(x) ((x) >= 0 ? (x) : -(x))
  159. #define dabs(x) (fabs(x))
  160. #define f2cmin(a,b) ((a) <= (b) ? (a) : (b))
  161. #define f2cmax(a,b) ((a) >= (b) ? (a) : (b))
  162. #define dmin(a,b) (f2cmin(a,b))
  163. #define dmax(a,b) (f2cmax(a,b))
  164. #define bit_test(a,b) ((a) >> (b) & 1)
  165. #define bit_clear(a,b) ((a) & ~((uinteger)1 << (b)))
  166. #define bit_set(a,b) ((a) | ((uinteger)1 << (b)))
  167. #define abort_() { sig_die("Fortran abort routine called", 1); }
  168. #define c_abs(z) (cabsf(Cf(z)))
  169. #define c_cos(R,Z) { pCf(R)=ccos(Cf(Z)); }
  170. #ifdef _MSC_VER
  171. #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]);}
  172. #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]);}
  173. #else
  174. #define c_div(c, a, b) {pCf(c) = Cf(a)/Cf(b);}
  175. #define z_div(c, a, b) {pCd(c) = Cd(a)/Cd(b);}
  176. #endif
  177. #define c_exp(R, Z) {pCf(R) = cexpf(Cf(Z));}
  178. #define c_log(R, Z) {pCf(R) = clogf(Cf(Z));}
  179. #define c_sin(R, Z) {pCf(R) = csinf(Cf(Z));}
  180. //#define c_sqrt(R, Z) {*(R) = csqrtf(Cf(Z));}
  181. #define c_sqrt(R, Z) {pCf(R) = csqrtf(Cf(Z));}
  182. #define d_abs(x) (fabs(*(x)))
  183. #define d_acos(x) (acos(*(x)))
  184. #define d_asin(x) (asin(*(x)))
  185. #define d_atan(x) (atan(*(x)))
  186. #define d_atn2(x, y) (atan2(*(x),*(y)))
  187. #define d_cnjg(R, Z) { pCd(R) = conj(Cd(Z)); }
  188. #define r_cnjg(R, Z) { pCf(R) = conjf(Cf(Z)); }
  189. #define d_cos(x) (cos(*(x)))
  190. #define d_cosh(x) (cosh(*(x)))
  191. #define d_dim(__a, __b) ( *(__a) > *(__b) ? *(__a) - *(__b) : 0.0 )
  192. #define d_exp(x) (exp(*(x)))
  193. #define d_imag(z) (cimag(Cd(z)))
  194. #define r_imag(z) (cimagf(Cf(z)))
  195. #define d_int(__x) (*(__x)>0 ? floor(*(__x)) : -floor(- *(__x)))
  196. #define r_int(__x) (*(__x)>0 ? floor(*(__x)) : -floor(- *(__x)))
  197. #define d_lg10(x) ( 0.43429448190325182765 * log(*(x)) )
  198. #define r_lg10(x) ( 0.43429448190325182765 * log(*(x)) )
  199. #define d_log(x) (log(*(x)))
  200. #define d_mod(x, y) (fmod(*(x), *(y)))
  201. #define u_nint(__x) ((__x)>=0 ? floor((__x) + .5) : -floor(.5 - (__x)))
  202. #define d_nint(x) u_nint(*(x))
  203. #define u_sign(__a,__b) ((__b) >= 0 ? ((__a) >= 0 ? (__a) : -(__a)) : -((__a) >= 0 ? (__a) : -(__a)))
  204. #define d_sign(a,b) u_sign(*(a),*(b))
  205. #define r_sign(a,b) u_sign(*(a),*(b))
  206. #define d_sin(x) (sin(*(x)))
  207. #define d_sinh(x) (sinh(*(x)))
  208. #define d_sqrt(x) (sqrt(*(x)))
  209. #define d_tan(x) (tan(*(x)))
  210. #define d_tanh(x) (tanh(*(x)))
  211. #define i_abs(x) abs(*(x))
  212. #define i_dnnt(x) ((integer)u_nint(*(x)))
  213. #define i_len(s, n) (n)
  214. #define i_nint(x) ((integer)u_nint(*(x)))
  215. #define i_sign(a,b) ((integer)u_sign((integer)*(a),(integer)*(b)))
  216. #define pow_dd(ap, bp) ( pow(*(ap), *(bp)))
  217. #define pow_si(B,E) spow_ui(*(B),*(E))
  218. #define pow_ri(B,E) spow_ui(*(B),*(E))
  219. #define pow_di(B,E) dpow_ui(*(B),*(E))
  220. #define pow_zi(p, a, b) {pCd(p) = zpow_ui(Cd(a), *(b));}
  221. #define pow_ci(p, a, b) {pCf(p) = cpow_ui(Cf(a), *(b));}
  222. #define pow_zz(R,A,B) {pCd(R) = cpow(Cd(A),*(B));}
  223. #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++ = ' '; }
  224. #define s_cmp(a,b,c,d) ((integer)strncmp((a),(b),f2cmin((c),(d))))
  225. #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]; }
  226. #define sig_die(s, kill) { exit(1); }
  227. #define s_stop(s, n) {exit(0);}
  228. static char junk[] = "\n@(#)LIBF77 VERSION 19990503\n";
  229. #define z_abs(z) (cabs(Cd(z)))
  230. #define z_exp(R, Z) {pCd(R) = cexp(Cd(Z));}
  231. #define z_sqrt(R, Z) {pCd(R) = csqrt(Cd(Z));}
  232. #define myexit_() break;
  233. #define mycycle() continue;
  234. #define myceiling(w) {ceil(w)}
  235. #define myhuge(w) {HUGE_VAL}
  236. //#define mymaxloc_(w,s,e,n) {if (sizeof(*(w)) == sizeof(double)) dmaxloc_((w),*(s),*(e),n); else dmaxloc_((w),*(s),*(e),n);}
  237. #define mymaxloc(w,s,e,n) {dmaxloc_(w,*(s),*(e),n)}
  238. /* procedure parameter types for -A and -C++ */
  239. #ifdef __cplusplus
  240. typedef logical (*L_fp)(...);
  241. #else
  242. typedef logical (*L_fp)();
  243. #endif
  244. static float spow_ui(float x, integer n) {
  245. float pow=1.0; unsigned long int u;
  246. if(n != 0) {
  247. if(n < 0) n = -n, x = 1/x;
  248. for(u = n; ; ) {
  249. if(u & 01) pow *= x;
  250. if(u >>= 1) x *= x;
  251. else break;
  252. }
  253. }
  254. return pow;
  255. }
  256. static double dpow_ui(double x, integer n) {
  257. double pow=1.0; unsigned long int u;
  258. if(n != 0) {
  259. if(n < 0) n = -n, x = 1/x;
  260. for(u = n; ; ) {
  261. if(u & 01) pow *= x;
  262. if(u >>= 1) x *= x;
  263. else break;
  264. }
  265. }
  266. return pow;
  267. }
  268. #ifdef _MSC_VER
  269. static _Fcomplex cpow_ui(complex x, integer n) {
  270. complex pow={1.0,0.0}; unsigned long int u;
  271. if(n != 0) {
  272. if(n < 0) n = -n, x.r = 1/x.r, x.i=1/x.i;
  273. for(u = n; ; ) {
  274. if(u & 01) pow.r *= x.r, pow.i *= x.i;
  275. if(u >>= 1) x.r *= x.r, x.i *= x.i;
  276. else break;
  277. }
  278. }
  279. _Fcomplex p={pow.r, pow.i};
  280. return p;
  281. }
  282. #else
  283. static _Complex float cpow_ui(_Complex float x, integer n) {
  284. _Complex float pow=1.0; unsigned long int u;
  285. if(n != 0) {
  286. if(n < 0) n = -n, x = 1/x;
  287. for(u = n; ; ) {
  288. if(u & 01) pow *= x;
  289. if(u >>= 1) x *= x;
  290. else break;
  291. }
  292. }
  293. return pow;
  294. }
  295. #endif
  296. #ifdef _MSC_VER
  297. static _Dcomplex zpow_ui(_Dcomplex x, integer n) {
  298. _Dcomplex pow={1.0,0.0}; unsigned long int u;
  299. if(n != 0) {
  300. if(n < 0) n = -n, x._Val[0] = 1/x._Val[0], x._Val[1] =1/x._Val[1];
  301. for(u = n; ; ) {
  302. if(u & 01) pow._Val[0] *= x._Val[0], pow._Val[1] *= x._Val[1];
  303. if(u >>= 1) x._Val[0] *= x._Val[0], x._Val[1] *= x._Val[1];
  304. else break;
  305. }
  306. }
  307. _Dcomplex p = {pow._Val[0], pow._Val[1]};
  308. return p;
  309. }
  310. #else
  311. static _Complex double zpow_ui(_Complex double x, integer n) {
  312. _Complex double pow=1.0; unsigned long int u;
  313. if(n != 0) {
  314. if(n < 0) n = -n, x = 1/x;
  315. for(u = n; ; ) {
  316. if(u & 01) pow *= x;
  317. if(u >>= 1) x *= x;
  318. else break;
  319. }
  320. }
  321. return pow;
  322. }
  323. #endif
  324. static integer pow_ii(integer x, integer n) {
  325. integer pow; unsigned long int u;
  326. if (n <= 0) {
  327. if (n == 0 || x == 1) pow = 1;
  328. else if (x != -1) pow = x == 0 ? 1/x : 0;
  329. else n = -n;
  330. }
  331. if ((n > 0) || !(n == 0 || x == 1 || x != -1)) {
  332. u = n;
  333. for(pow = 1; ; ) {
  334. if(u & 01) pow *= x;
  335. if(u >>= 1) x *= x;
  336. else break;
  337. }
  338. }
  339. return pow;
  340. }
  341. static integer dmaxloc_(double *w, integer s, integer e, integer *n)
  342. {
  343. double m; integer i, mi;
  344. for(m=w[s-1], mi=s, i=s+1; i<=e; i++)
  345. if (w[i-1]>m) mi=i ,m=w[i-1];
  346. return mi-s+1;
  347. }
  348. static integer smaxloc_(float *w, integer s, integer e, integer *n)
  349. {
  350. float m; integer i, mi;
  351. for(m=w[s-1], mi=s, i=s+1; i<=e; i++)
  352. if (w[i-1]>m) mi=i ,m=w[i-1];
  353. return mi-s+1;
  354. }
  355. static inline void cdotc_(complex *z, integer *n_, complex *x, integer *incx_, complex *y, integer *incy_) {
  356. integer n = *n_, incx = *incx_, incy = *incy_, i;
  357. #ifdef _MSC_VER
  358. _Fcomplex zdotc = {0.0, 0.0};
  359. if (incx == 1 && incy == 1) {
  360. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  361. zdotc._Val[0] += conjf(Cf(&x[i]))._Val[0] * Cf(&y[i])._Val[0];
  362. zdotc._Val[1] += conjf(Cf(&x[i]))._Val[1] * Cf(&y[i])._Val[1];
  363. }
  364. } else {
  365. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  366. zdotc._Val[0] += conjf(Cf(&x[i*incx]))._Val[0] * Cf(&y[i*incy])._Val[0];
  367. zdotc._Val[1] += conjf(Cf(&x[i*incx]))._Val[1] * Cf(&y[i*incy])._Val[1];
  368. }
  369. }
  370. pCf(z) = zdotc;
  371. }
  372. #else
  373. _Complex float zdotc = 0.0;
  374. if (incx == 1 && incy == 1) {
  375. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  376. zdotc += conjf(Cf(&x[i])) * Cf(&y[i]);
  377. }
  378. } else {
  379. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  380. zdotc += conjf(Cf(&x[i*incx])) * Cf(&y[i*incy]);
  381. }
  382. }
  383. pCf(z) = zdotc;
  384. }
  385. #endif
  386. static inline void zdotc_(doublecomplex *z, integer *n_, doublecomplex *x, integer *incx_, doublecomplex *y, integer *incy_) {
  387. integer n = *n_, incx = *incx_, incy = *incy_, i;
  388. #ifdef _MSC_VER
  389. _Dcomplex zdotc = {0.0, 0.0};
  390. if (incx == 1 && incy == 1) {
  391. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  392. zdotc._Val[0] += conj(Cd(&x[i]))._Val[0] * Cd(&y[i])._Val[0];
  393. zdotc._Val[1] += conj(Cd(&x[i]))._Val[1] * Cd(&y[i])._Val[1];
  394. }
  395. } else {
  396. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  397. zdotc._Val[0] += conj(Cd(&x[i*incx]))._Val[0] * Cd(&y[i*incy])._Val[0];
  398. zdotc._Val[1] += conj(Cd(&x[i*incx]))._Val[1] * Cd(&y[i*incy])._Val[1];
  399. }
  400. }
  401. pCd(z) = zdotc;
  402. }
  403. #else
  404. _Complex double zdotc = 0.0;
  405. if (incx == 1 && incy == 1) {
  406. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  407. zdotc += conj(Cd(&x[i])) * Cd(&y[i]);
  408. }
  409. } else {
  410. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  411. zdotc += conj(Cd(&x[i*incx])) * Cd(&y[i*incy]);
  412. }
  413. }
  414. pCd(z) = zdotc;
  415. }
  416. #endif
  417. static inline void cdotu_(complex *z, integer *n_, complex *x, integer *incx_, complex *y, integer *incy_) {
  418. integer n = *n_, incx = *incx_, incy = *incy_, i;
  419. #ifdef _MSC_VER
  420. _Fcomplex zdotc = {0.0, 0.0};
  421. if (incx == 1 && incy == 1) {
  422. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  423. zdotc._Val[0] += Cf(&x[i])._Val[0] * Cf(&y[i])._Val[0];
  424. zdotc._Val[1] += Cf(&x[i])._Val[1] * Cf(&y[i])._Val[1];
  425. }
  426. } else {
  427. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  428. zdotc._Val[0] += Cf(&x[i*incx])._Val[0] * Cf(&y[i*incy])._Val[0];
  429. zdotc._Val[1] += Cf(&x[i*incx])._Val[1] * Cf(&y[i*incy])._Val[1];
  430. }
  431. }
  432. pCf(z) = zdotc;
  433. }
  434. #else
  435. _Complex float zdotc = 0.0;
  436. if (incx == 1 && incy == 1) {
  437. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  438. zdotc += Cf(&x[i]) * Cf(&y[i]);
  439. }
  440. } else {
  441. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  442. zdotc += Cf(&x[i*incx]) * Cf(&y[i*incy]);
  443. }
  444. }
  445. pCf(z) = zdotc;
  446. }
  447. #endif
  448. static inline void zdotu_(doublecomplex *z, integer *n_, doublecomplex *x, integer *incx_, doublecomplex *y, integer *incy_) {
  449. integer n = *n_, incx = *incx_, incy = *incy_, i;
  450. #ifdef _MSC_VER
  451. _Dcomplex zdotc = {0.0, 0.0};
  452. if (incx == 1 && incy == 1) {
  453. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  454. zdotc._Val[0] += Cd(&x[i])._Val[0] * Cd(&y[i])._Val[0];
  455. zdotc._Val[1] += Cd(&x[i])._Val[1] * Cd(&y[i])._Val[1];
  456. }
  457. } else {
  458. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  459. zdotc._Val[0] += Cd(&x[i*incx])._Val[0] * Cd(&y[i*incy])._Val[0];
  460. zdotc._Val[1] += Cd(&x[i*incx])._Val[1] * Cd(&y[i*incy])._Val[1];
  461. }
  462. }
  463. pCd(z) = zdotc;
  464. }
  465. #else
  466. _Complex double zdotc = 0.0;
  467. if (incx == 1 && incy == 1) {
  468. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  469. zdotc += Cd(&x[i]) * Cd(&y[i]);
  470. }
  471. } else {
  472. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  473. zdotc += Cd(&x[i*incx]) * Cd(&y[i*incy]);
  474. }
  475. }
  476. pCd(z) = zdotc;
  477. }
  478. #endif
  479. /* -- translated by f2c (version 20000121).
  480. You must link the resulting object file with the libraries:
  481. -lf2c -lm (in that order)
  482. */
  483. /* Table of constant values */
  484. static integer c__1 = 1;
  485. static integer c_n1 = -1;
  486. static doublereal c_b32 = -1.;
  487. static doublereal c_b34 = 1.;
  488. /* > \brief \b DGGGLM */
  489. /* =========== DOCUMENTATION =========== */
  490. /* Online html documentation available at */
  491. /* http://www.netlib.org/lapack/explore-html/ */
  492. /* > \htmlonly */
  493. /* > Download DGGGLM + dependencies */
  494. /* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dggglm.
  495. f"> */
  496. /* > [TGZ]</a> */
  497. /* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dggglm.
  498. f"> */
  499. /* > [ZIP]</a> */
  500. /* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dggglm.
  501. f"> */
  502. /* > [TXT]</a> */
  503. /* > \endhtmlonly */
  504. /* Definition: */
  505. /* =========== */
  506. /* SUBROUTINE DGGGLM( N, M, P, A, LDA, B, LDB, D, X, Y, WORK, LWORK, */
  507. /* INFO ) */
  508. /* INTEGER INFO, LDA, LDB, LWORK, M, N, P */
  509. /* DOUBLE PRECISION A( LDA, * ), B( LDB, * ), D( * ), WORK( * ), */
  510. /* $ X( * ), Y( * ) */
  511. /* > \par Purpose: */
  512. /* ============= */
  513. /* > */
  514. /* > \verbatim */
  515. /* > */
  516. /* > DGGGLM solves a general Gauss-Markov linear model (GLM) problem: */
  517. /* > */
  518. /* > minimize || y ||_2 subject to d = A*x + B*y */
  519. /* > x */
  520. /* > */
  521. /* > where A is an N-by-M matrix, B is an N-by-P matrix, and d is a */
  522. /* > given N-vector. It is assumed that M <= N <= M+P, and */
  523. /* > */
  524. /* > rank(A) = M and rank( A B ) = N. */
  525. /* > */
  526. /* > Under these assumptions, the constrained equation is always */
  527. /* > consistent, and there is a unique solution x and a minimal 2-norm */
  528. /* > solution y, which is obtained using a generalized QR factorization */
  529. /* > of the matrices (A, B) given by */
  530. /* > */
  531. /* > A = Q*(R), B = Q*T*Z. */
  532. /* > (0) */
  533. /* > */
  534. /* > In particular, if matrix B is square nonsingular, then the problem */
  535. /* > GLM is equivalent to the following weighted linear least squares */
  536. /* > problem */
  537. /* > */
  538. /* > minimize || inv(B)*(d-A*x) ||_2 */
  539. /* > x */
  540. /* > */
  541. /* > where inv(B) denotes the inverse of B. */
  542. /* > \endverbatim */
  543. /* Arguments: */
  544. /* ========== */
  545. /* > \param[in] N */
  546. /* > \verbatim */
  547. /* > N is INTEGER */
  548. /* > The number of rows of the matrices A and B. N >= 0. */
  549. /* > \endverbatim */
  550. /* > */
  551. /* > \param[in] M */
  552. /* > \verbatim */
  553. /* > M is INTEGER */
  554. /* > The number of columns of the matrix A. 0 <= M <= N. */
  555. /* > \endverbatim */
  556. /* > */
  557. /* > \param[in] P */
  558. /* > \verbatim */
  559. /* > P is INTEGER */
  560. /* > The number of columns of the matrix B. P >= N-M. */
  561. /* > \endverbatim */
  562. /* > */
  563. /* > \param[in,out] A */
  564. /* > \verbatim */
  565. /* > A is DOUBLE PRECISION array, dimension (LDA,M) */
  566. /* > On entry, the N-by-M matrix A. */
  567. /* > On exit, the upper triangular part of the array A contains */
  568. /* > the M-by-M upper triangular matrix R. */
  569. /* > \endverbatim */
  570. /* > */
  571. /* > \param[in] LDA */
  572. /* > \verbatim */
  573. /* > LDA is INTEGER */
  574. /* > The leading dimension of the array A. LDA >= f2cmax(1,N). */
  575. /* > \endverbatim */
  576. /* > */
  577. /* > \param[in,out] B */
  578. /* > \verbatim */
  579. /* > B is DOUBLE PRECISION array, dimension (LDB,P) */
  580. /* > On entry, the N-by-P matrix B. */
  581. /* > On exit, if N <= P, the upper triangle of the subarray */
  582. /* > B(1:N,P-N+1:P) contains the N-by-N upper triangular matrix T; */
  583. /* > if N > P, the elements on and above the (N-P)th subdiagonal */
  584. /* > contain the N-by-P upper trapezoidal matrix T. */
  585. /* > \endverbatim */
  586. /* > */
  587. /* > \param[in] LDB */
  588. /* > \verbatim */
  589. /* > LDB is INTEGER */
  590. /* > The leading dimension of the array B. LDB >= f2cmax(1,N). */
  591. /* > \endverbatim */
  592. /* > */
  593. /* > \param[in,out] D */
  594. /* > \verbatim */
  595. /* > D is DOUBLE PRECISION array, dimension (N) */
  596. /* > On entry, D is the left hand side of the GLM equation. */
  597. /* > On exit, D is destroyed. */
  598. /* > \endverbatim */
  599. /* > */
  600. /* > \param[out] X */
  601. /* > \verbatim */
  602. /* > X is DOUBLE PRECISION array, dimension (M) */
  603. /* > \endverbatim */
  604. /* > */
  605. /* > \param[out] Y */
  606. /* > \verbatim */
  607. /* > Y is DOUBLE PRECISION array, dimension (P) */
  608. /* > */
  609. /* > On exit, X and Y are the solutions of the GLM problem. */
  610. /* > \endverbatim */
  611. /* > */
  612. /* > \param[out] WORK */
  613. /* > \verbatim */
  614. /* > WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK)) */
  615. /* > On exit, if INFO = 0, WORK(1) returns the optimal LWORK. */
  616. /* > \endverbatim */
  617. /* > */
  618. /* > \param[in] LWORK */
  619. /* > \verbatim */
  620. /* > LWORK is INTEGER */
  621. /* > The dimension of the array WORK. LWORK >= f2cmax(1,N+M+P). */
  622. /* > For optimum performance, LWORK >= M+f2cmin(N,P)+f2cmax(N,P)*NB, */
  623. /* > where NB is an upper bound for the optimal blocksizes for */
  624. /* > DGEQRF, SGERQF, DORMQR and SORMRQ. */
  625. /* > */
  626. /* > If LWORK = -1, then a workspace query is assumed; the routine */
  627. /* > only calculates the optimal size of the WORK array, returns */
  628. /* > this value as the first entry of the WORK array, and no error */
  629. /* > message related to LWORK is issued by XERBLA. */
  630. /* > \endverbatim */
  631. /* > */
  632. /* > \param[out] INFO */
  633. /* > \verbatim */
  634. /* > INFO is INTEGER */
  635. /* > = 0: successful exit. */
  636. /* > < 0: if INFO = -i, the i-th argument had an illegal value. */
  637. /* > = 1: the upper triangular factor R associated with A in the */
  638. /* > generalized QR factorization of the pair (A, B) is */
  639. /* > singular, so that rank(A) < M; the least squares */
  640. /* > solution could not be computed. */
  641. /* > = 2: the bottom (N-M) by (N-M) part of the upper trapezoidal */
  642. /* > factor T associated with B in the generalized QR */
  643. /* > factorization of the pair (A, B) is singular, so that */
  644. /* > rank( A B ) < N; the least squares solution could not */
  645. /* > be computed. */
  646. /* > \endverbatim */
  647. /* Authors: */
  648. /* ======== */
  649. /* > \author Univ. of Tennessee */
  650. /* > \author Univ. of California Berkeley */
  651. /* > \author Univ. of Colorado Denver */
  652. /* > \author NAG Ltd. */
  653. /* > \date December 2016 */
  654. /* > \ingroup doubleOTHEReigen */
  655. /* ===================================================================== */
  656. /* Subroutine */ void dggglm_(integer *n, integer *m, integer *p, doublereal *
  657. a, integer *lda, doublereal *b, integer *ldb, doublereal *d__,
  658. doublereal *x, doublereal *y, doublereal *work, integer *lwork,
  659. integer *info)
  660. {
  661. /* System generated locals */
  662. integer a_dim1, a_offset, b_dim1, b_offset, i__1, i__2, i__3, i__4;
  663. /* Local variables */
  664. integer lopt, i__;
  665. extern /* Subroutine */ void dgemv_(char *, integer *, integer *,
  666. doublereal *, doublereal *, integer *, doublereal *, integer *,
  667. doublereal *, doublereal *, integer *), dcopy_(integer *,
  668. doublereal *, integer *, doublereal *, integer *);
  669. integer nb, np;
  670. extern /* Subroutine */ void dggqrf_(integer *, integer *, integer *,
  671. doublereal *, integer *, doublereal *, doublereal *, integer *,
  672. doublereal *, doublereal *, integer *, integer *);
  673. extern int xerbla_(char *, integer *, ftnlen);
  674. extern integer ilaenv_(integer *, char *, char *, integer *, integer *,
  675. integer *, integer *, ftnlen, ftnlen);
  676. integer lwkmin, nb1, nb2, nb3, nb4;
  677. extern /* Subroutine */ void dormqr_(char *, char *, integer *, integer *,
  678. integer *, doublereal *, integer *, doublereal *, doublereal *,
  679. integer *, doublereal *, integer *, integer *),
  680. dormrq_(char *, char *, integer *, integer *, integer *,
  681. doublereal *, integer *, doublereal *, doublereal *, integer *,
  682. doublereal *, integer *, integer *);
  683. integer lwkopt;
  684. logical lquery;
  685. extern /* Subroutine */ void dtrtrs_(char *, char *, char *, integer *,
  686. integer *, doublereal *, integer *, doublereal *, integer *,
  687. integer *);
  688. /* -- LAPACK driver routine (version 3.7.0) -- */
  689. /* -- LAPACK is a software package provided by Univ. of Tennessee, -- */
  690. /* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- */
  691. /* December 2016 */
  692. /* =================================================================== */
  693. /* Test the input parameters */
  694. /* Parameter adjustments */
  695. a_dim1 = *lda;
  696. a_offset = 1 + a_dim1 * 1;
  697. a -= a_offset;
  698. b_dim1 = *ldb;
  699. b_offset = 1 + b_dim1 * 1;
  700. b -= b_offset;
  701. --d__;
  702. --x;
  703. --y;
  704. --work;
  705. /* Function Body */
  706. *info = 0;
  707. np = f2cmin(*n,*p);
  708. lquery = *lwork == -1;
  709. if (*n < 0) {
  710. *info = -1;
  711. } else if (*m < 0 || *m > *n) {
  712. *info = -2;
  713. } else if (*p < 0 || *p < *n - *m) {
  714. *info = -3;
  715. } else if (*lda < f2cmax(1,*n)) {
  716. *info = -5;
  717. } else if (*ldb < f2cmax(1,*n)) {
  718. *info = -7;
  719. }
  720. /* Calculate workspace */
  721. if (*info == 0) {
  722. if (*n == 0) {
  723. lwkmin = 1;
  724. lwkopt = 1;
  725. } else {
  726. nb1 = ilaenv_(&c__1, "DGEQRF", " ", n, m, &c_n1, &c_n1, (ftnlen)6,
  727. (ftnlen)1);
  728. nb2 = ilaenv_(&c__1, "DGERQF", " ", n, m, &c_n1, &c_n1, (ftnlen)6,
  729. (ftnlen)1);
  730. nb3 = ilaenv_(&c__1, "DORMQR", " ", n, m, p, &c_n1, (ftnlen)6, (
  731. ftnlen)1);
  732. nb4 = ilaenv_(&c__1, "DORMRQ", " ", n, m, p, &c_n1, (ftnlen)6, (
  733. ftnlen)1);
  734. /* Computing MAX */
  735. i__1 = f2cmax(nb1,nb2), i__1 = f2cmax(i__1,nb3);
  736. nb = f2cmax(i__1,nb4);
  737. lwkmin = *m + *n + *p;
  738. lwkopt = *m + np + f2cmax(*n,*p) * nb;
  739. }
  740. work[1] = (doublereal) lwkopt;
  741. if (*lwork < lwkmin && ! lquery) {
  742. *info = -12;
  743. }
  744. }
  745. if (*info != 0) {
  746. i__1 = -(*info);
  747. xerbla_("DGGGLM", &i__1, (ftnlen)6);
  748. return;
  749. } else if (lquery) {
  750. return;
  751. }
  752. /* Quick return if possible */
  753. if (*n == 0) {
  754. i__1 = *m;
  755. for (i__ = 1; i__ <= i__1; ++i__) {
  756. x[i__] = 0.;
  757. }
  758. i__1 = *p;
  759. for (i__ = 1; i__ <= i__1; ++i__) {
  760. y[i__] = 0.;
  761. }
  762. return;
  763. }
  764. /* Compute the GQR factorization of matrices A and B: */
  765. /* Q**T*A = ( R11 ) M, Q**T*B*Z**T = ( T11 T12 ) M */
  766. /* ( 0 ) N-M ( 0 T22 ) N-M */
  767. /* M M+P-N N-M */
  768. /* where R11 and T22 are upper triangular, and Q and Z are */
  769. /* orthogonal. */
  770. i__1 = *lwork - *m - np;
  771. dggqrf_(n, m, p, &a[a_offset], lda, &work[1], &b[b_offset], ldb, &work[*m
  772. + 1], &work[*m + np + 1], &i__1, info);
  773. lopt = (integer) work[*m + np + 1];
  774. /* Update left-hand-side vector d = Q**T*d = ( d1 ) M */
  775. /* ( d2 ) N-M */
  776. i__1 = f2cmax(1,*n);
  777. i__2 = *lwork - *m - np;
  778. dormqr_("Left", "Transpose", n, &c__1, m, &a[a_offset], lda, &work[1], &
  779. d__[1], &i__1, &work[*m + np + 1], &i__2, info);
  780. /* Computing MAX */
  781. i__1 = lopt, i__2 = (integer) work[*m + np + 1];
  782. lopt = f2cmax(i__1,i__2);
  783. /* Solve T22*y2 = d2 for y2 */
  784. if (*n > *m) {
  785. i__1 = *n - *m;
  786. i__2 = *n - *m;
  787. dtrtrs_("Upper", "No transpose", "Non unit", &i__1, &c__1, &b[*m + 1
  788. + (*m + *p - *n + 1) * b_dim1], ldb, &d__[*m + 1], &i__2,
  789. info);
  790. if (*info > 0) {
  791. *info = 1;
  792. return;
  793. }
  794. i__1 = *n - *m;
  795. dcopy_(&i__1, &d__[*m + 1], &c__1, &y[*m + *p - *n + 1], &c__1);
  796. }
  797. /* Set y1 = 0 */
  798. i__1 = *m + *p - *n;
  799. for (i__ = 1; i__ <= i__1; ++i__) {
  800. y[i__] = 0.;
  801. /* L10: */
  802. }
  803. /* Update d1 = d1 - T12*y2 */
  804. i__1 = *n - *m;
  805. dgemv_("No transpose", m, &i__1, &c_b32, &b[(*m + *p - *n + 1) * b_dim1 +
  806. 1], ldb, &y[*m + *p - *n + 1], &c__1, &c_b34, &d__[1], &c__1);
  807. /* Solve triangular system: R11*x = d1 */
  808. if (*m > 0) {
  809. dtrtrs_("Upper", "No Transpose", "Non unit", m, &c__1, &a[a_offset],
  810. lda, &d__[1], m, info);
  811. if (*info > 0) {
  812. *info = 2;
  813. return;
  814. }
  815. /* Copy D to X */
  816. dcopy_(m, &d__[1], &c__1, &x[1], &c__1);
  817. }
  818. /* Backward transformation y = Z**T *y */
  819. /* Computing MAX */
  820. i__1 = 1, i__2 = *n - *p + 1;
  821. i__3 = f2cmax(1,*p);
  822. i__4 = *lwork - *m - np;
  823. dormrq_("Left", "Transpose", p, &c__1, &np, &b[f2cmax(i__1,i__2) + b_dim1],
  824. ldb, &work[*m + 1], &y[1], &i__3, &work[*m + np + 1], &i__4, info);
  825. /* Computing MAX */
  826. i__1 = lopt, i__2 = (integer) work[*m + np + 1];
  827. work[1] = (doublereal) (*m + np + f2cmax(i__1,i__2));
  828. return;
  829. /* End of DGGGLM */
  830. } /* dggglm_ */