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sppsvx.c 32 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 integer c__1 = 1;
  487. /* > \brief <b> SPPSVX computes the solution to system of linear equations A * X = B for OTHER matrices</b> */
  488. /* =========== DOCUMENTATION =========== */
  489. /* Online html documentation available at */
  490. /* http://www.netlib.org/lapack/explore-html/ */
  491. /* > \htmlonly */
  492. /* > Download SPPSVX + dependencies */
  493. /* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sppsvx.
  494. f"> */
  495. /* > [TGZ]</a> */
  496. /* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sppsvx.
  497. f"> */
  498. /* > [ZIP]</a> */
  499. /* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sppsvx.
  500. f"> */
  501. /* > [TXT]</a> */
  502. /* > \endhtmlonly */
  503. /* Definition: */
  504. /* =========== */
  505. /* SUBROUTINE SPPSVX( FACT, UPLO, N, NRHS, AP, AFP, EQUED, S, B, LDB, */
  506. /* X, LDX, RCOND, FERR, BERR, WORK, IWORK, INFO ) */
  507. /* CHARACTER EQUED, FACT, UPLO */
  508. /* INTEGER INFO, LDB, LDX, N, NRHS */
  509. /* REAL RCOND */
  510. /* INTEGER IWORK( * ) */
  511. /* REAL AFP( * ), AP( * ), B( LDB, * ), BERR( * ), */
  512. /* $ FERR( * ), S( * ), WORK( * ), X( LDX, * ) */
  513. /* > \par Purpose: */
  514. /* ============= */
  515. /* > */
  516. /* > \verbatim */
  517. /* > */
  518. /* > SPPSVX uses the Cholesky factorization A = U**T*U or A = L*L**T to */
  519. /* > compute the solution to a real system of linear equations */
  520. /* > A * X = B, */
  521. /* > where A is an N-by-N symmetric positive definite matrix stored in */
  522. /* > packed format and X and B are N-by-NRHS matrices. */
  523. /* > */
  524. /* > Error bounds on the solution and a condition estimate are also */
  525. /* > provided. */
  526. /* > \endverbatim */
  527. /* > \par Description: */
  528. /* ================= */
  529. /* > */
  530. /* > \verbatim */
  531. /* > */
  532. /* > The following steps are performed: */
  533. /* > */
  534. /* > 1. If FACT = 'E', real scaling factors are computed to equilibrate */
  535. /* > the system: */
  536. /* > diag(S) * A * diag(S) * inv(diag(S)) * X = diag(S) * B */
  537. /* > Whether or not the system will be equilibrated depends on the */
  538. /* > scaling of the matrix A, but if equilibration is used, A is */
  539. /* > overwritten by diag(S)*A*diag(S) and B by diag(S)*B. */
  540. /* > */
  541. /* > 2. If FACT = 'N' or 'E', the Cholesky decomposition is used to */
  542. /* > factor the matrix A (after equilibration if FACT = 'E') as */
  543. /* > A = U**T* U, if UPLO = 'U', or */
  544. /* > A = L * L**T, if UPLO = 'L', */
  545. /* > where U is an upper triangular matrix and L is a lower triangular */
  546. /* > matrix. */
  547. /* > */
  548. /* > 3. If the leading i-by-i principal minor is not positive definite, */
  549. /* > then the routine returns with INFO = i. Otherwise, the factored */
  550. /* > form of A is used to estimate the condition number of the matrix */
  551. /* > A. If the reciprocal of the condition number is less than machine */
  552. /* > precision, INFO = N+1 is returned as a warning, but the routine */
  553. /* > still goes on to solve for X and compute error bounds as */
  554. /* > described below. */
  555. /* > */
  556. /* > 4. The system of equations is solved for X using the factored form */
  557. /* > of A. */
  558. /* > */
  559. /* > 5. Iterative refinement is applied to improve the computed solution */
  560. /* > matrix and calculate error bounds and backward error estimates */
  561. /* > for it. */
  562. /* > */
  563. /* > 6. If equilibration was used, the matrix X is premultiplied by */
  564. /* > diag(S) so that it solves the original system before */
  565. /* > equilibration. */
  566. /* > \endverbatim */
  567. /* Arguments: */
  568. /* ========== */
  569. /* > \param[in] FACT */
  570. /* > \verbatim */
  571. /* > FACT is CHARACTER*1 */
  572. /* > Specifies whether or not the factored form of the matrix A is */
  573. /* > supplied on entry, and if not, whether the matrix A should be */
  574. /* > equilibrated before it is factored. */
  575. /* > = 'F': On entry, AFP contains the factored form of A. */
  576. /* > If EQUED = 'Y', the matrix A has been equilibrated */
  577. /* > with scaling factors given by S. AP and AFP will not */
  578. /* > be modified. */
  579. /* > = 'N': The matrix A will be copied to AFP and factored. */
  580. /* > = 'E': The matrix A will be equilibrated if necessary, then */
  581. /* > copied to AFP and factored. */
  582. /* > \endverbatim */
  583. /* > */
  584. /* > \param[in] UPLO */
  585. /* > \verbatim */
  586. /* > UPLO is CHARACTER*1 */
  587. /* > = 'U': Upper triangle of A is stored; */
  588. /* > = 'L': Lower triangle of A is stored. */
  589. /* > \endverbatim */
  590. /* > */
  591. /* > \param[in] N */
  592. /* > \verbatim */
  593. /* > N is INTEGER */
  594. /* > The number of linear equations, i.e., the order of the */
  595. /* > matrix A. N >= 0. */
  596. /* > \endverbatim */
  597. /* > */
  598. /* > \param[in] NRHS */
  599. /* > \verbatim */
  600. /* > NRHS is INTEGER */
  601. /* > The number of right hand sides, i.e., the number of columns */
  602. /* > of the matrices B and X. NRHS >= 0. */
  603. /* > \endverbatim */
  604. /* > */
  605. /* > \param[in,out] AP */
  606. /* > \verbatim */
  607. /* > AP is REAL array, dimension (N*(N+1)/2) */
  608. /* > On entry, the upper or lower triangle of the symmetric matrix */
  609. /* > A, packed columnwise in a linear array, except if FACT = 'F' */
  610. /* > and EQUED = 'Y', then A must contain the equilibrated matrix */
  611. /* > diag(S)*A*diag(S). The j-th column of A is stored in the */
  612. /* > array AP as follows: */
  613. /* > if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; */
  614. /* > if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n. */
  615. /* > See below for further details. A is not modified if */
  616. /* > FACT = 'F' or 'N', or if FACT = 'E' and EQUED = 'N' on exit. */
  617. /* > */
  618. /* > On exit, if FACT = 'E' and EQUED = 'Y', A is overwritten by */
  619. /* > diag(S)*A*diag(S). */
  620. /* > \endverbatim */
  621. /* > */
  622. /* > \param[in,out] AFP */
  623. /* > \verbatim */
  624. /* > AFP is REAL array, dimension (N*(N+1)/2) */
  625. /* > If FACT = 'F', then AFP is an input argument and on entry */
  626. /* > contains the triangular factor U or L from the Cholesky */
  627. /* > factorization A = U**T*U or A = L*L**T, in the same storage */
  628. /* > format as A. If EQUED .ne. 'N', then AFP is the factored */
  629. /* > form of the equilibrated matrix A. */
  630. /* > */
  631. /* > If FACT = 'N', then AFP is an output argument and on exit */
  632. /* > returns the triangular factor U or L from the Cholesky */
  633. /* > factorization A = U**T * U or A = L * L**T of the original */
  634. /* > matrix A. */
  635. /* > */
  636. /* > If FACT = 'E', then AFP is an output argument and on exit */
  637. /* > returns the triangular factor U or L from the Cholesky */
  638. /* > factorization A = U**T * U or A = L * L**T of the equilibrated */
  639. /* > matrix A (see the description of AP for the form of the */
  640. /* > equilibrated matrix). */
  641. /* > \endverbatim */
  642. /* > */
  643. /* > \param[in,out] EQUED */
  644. /* > \verbatim */
  645. /* > EQUED is CHARACTER*1 */
  646. /* > Specifies the form of equilibration that was done. */
  647. /* > = 'N': No equilibration (always true if FACT = 'N'). */
  648. /* > = 'Y': Equilibration was done, i.e., A has been replaced by */
  649. /* > diag(S) * A * diag(S). */
  650. /* > EQUED is an input argument if FACT = 'F'; otherwise, it is an */
  651. /* > output argument. */
  652. /* > \endverbatim */
  653. /* > */
  654. /* > \param[in,out] S */
  655. /* > \verbatim */
  656. /* > S is REAL array, dimension (N) */
  657. /* > The scale factors for A; not accessed if EQUED = 'N'. S is */
  658. /* > an input argument if FACT = 'F'; otherwise, S is an output */
  659. /* > argument. If FACT = 'F' and EQUED = 'Y', each element of S */
  660. /* > must be positive. */
  661. /* > \endverbatim */
  662. /* > */
  663. /* > \param[in,out] B */
  664. /* > \verbatim */
  665. /* > B is REAL array, dimension (LDB,NRHS) */
  666. /* > On entry, the N-by-NRHS right hand side matrix B. */
  667. /* > On exit, if EQUED = 'N', B is not modified; if EQUED = 'Y', */
  668. /* > B is overwritten by diag(S) * B. */
  669. /* > \endverbatim */
  670. /* > */
  671. /* > \param[in] LDB */
  672. /* > \verbatim */
  673. /* > LDB is INTEGER */
  674. /* > The leading dimension of the array B. LDB >= f2cmax(1,N). */
  675. /* > \endverbatim */
  676. /* > */
  677. /* > \param[out] X */
  678. /* > \verbatim */
  679. /* > X is REAL array, dimension (LDX,NRHS) */
  680. /* > If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X to */
  681. /* > the original system of equations. Note that if EQUED = 'Y', */
  682. /* > A and B are modified on exit, and the solution to the */
  683. /* > equilibrated system is inv(diag(S))*X. */
  684. /* > \endverbatim */
  685. /* > */
  686. /* > \param[in] LDX */
  687. /* > \verbatim */
  688. /* > LDX is INTEGER */
  689. /* > The leading dimension of the array X. LDX >= f2cmax(1,N). */
  690. /* > \endverbatim */
  691. /* > */
  692. /* > \param[out] RCOND */
  693. /* > \verbatim */
  694. /* > RCOND is REAL */
  695. /* > The estimate of the reciprocal condition number of the matrix */
  696. /* > A after equilibration (if done). If RCOND is less than the */
  697. /* > machine precision (in particular, if RCOND = 0), the matrix */
  698. /* > is singular to working precision. This condition is */
  699. /* > indicated by a return code of INFO > 0. */
  700. /* > \endverbatim */
  701. /* > */
  702. /* > \param[out] FERR */
  703. /* > \verbatim */
  704. /* > FERR is REAL array, dimension (NRHS) */
  705. /* > The estimated forward error bound for each solution vector */
  706. /* > X(j) (the j-th column of the solution matrix X). */
  707. /* > If XTRUE is the true solution corresponding to X(j), FERR(j) */
  708. /* > is an estimated upper bound for the magnitude of the largest */
  709. /* > element in (X(j) - XTRUE) divided by the magnitude of the */
  710. /* > largest element in X(j). The estimate is as reliable as */
  711. /* > the estimate for RCOND, and is almost always a slight */
  712. /* > overestimate of the true error. */
  713. /* > \endverbatim */
  714. /* > */
  715. /* > \param[out] BERR */
  716. /* > \verbatim */
  717. /* > BERR is REAL array, dimension (NRHS) */
  718. /* > The componentwise relative backward error of each solution */
  719. /* > vector X(j) (i.e., the smallest relative change in */
  720. /* > any element of A or B that makes X(j) an exact solution). */
  721. /* > \endverbatim */
  722. /* > */
  723. /* > \param[out] WORK */
  724. /* > \verbatim */
  725. /* > WORK is REAL array, dimension (3*N) */
  726. /* > \endverbatim */
  727. /* > */
  728. /* > \param[out] IWORK */
  729. /* > \verbatim */
  730. /* > IWORK is INTEGER array, dimension (N) */
  731. /* > \endverbatim */
  732. /* > */
  733. /* > \param[out] INFO */
  734. /* > \verbatim */
  735. /* > INFO is INTEGER */
  736. /* > = 0: successful exit */
  737. /* > < 0: if INFO = -i, the i-th argument had an illegal value */
  738. /* > > 0: if INFO = i, and i is */
  739. /* > <= N: the leading minor of order i of A is */
  740. /* > not positive definite, so the factorization */
  741. /* > could not be completed, and the solution has not */
  742. /* > been computed. RCOND = 0 is returned. */
  743. /* > = N+1: U is nonsingular, but RCOND is less than machine */
  744. /* > precision, meaning that the matrix is singular */
  745. /* > to working precision. Nevertheless, the */
  746. /* > solution and error bounds are computed because */
  747. /* > there are a number of situations where the */
  748. /* > computed solution can be more accurate than the */
  749. /* > value of RCOND would suggest. */
  750. /* > \endverbatim */
  751. /* Authors: */
  752. /* ======== */
  753. /* > \author Univ. of Tennessee */
  754. /* > \author Univ. of California Berkeley */
  755. /* > \author Univ. of Colorado Denver */
  756. /* > \author NAG Ltd. */
  757. /* > \date April 2012 */
  758. /* > \ingroup realOTHERsolve */
  759. /* > \par Further Details: */
  760. /* ===================== */
  761. /* > */
  762. /* > \verbatim */
  763. /* > */
  764. /* > The packed storage scheme is illustrated by the following example */
  765. /* > when N = 4, UPLO = 'U': */
  766. /* > */
  767. /* > Two-dimensional storage of the symmetric matrix A: */
  768. /* > */
  769. /* > a11 a12 a13 a14 */
  770. /* > a22 a23 a24 */
  771. /* > a33 a34 (aij = conjg(aji)) */
  772. /* > a44 */
  773. /* > */
  774. /* > Packed storage of the upper triangle of A: */
  775. /* > */
  776. /* > AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ] */
  777. /* > \endverbatim */
  778. /* > */
  779. /* ===================================================================== */
  780. /* Subroutine */ int sppsvx_(char *fact, char *uplo, integer *n, integer *
  781. nrhs, real *ap, real *afp, char *equed, real *s, real *b, integer *
  782. ldb, real *x, integer *ldx, real *rcond, real *ferr, real *berr, real
  783. *work, integer *iwork, integer *info)
  784. {
  785. /* System generated locals */
  786. integer b_dim1, b_offset, x_dim1, x_offset, i__1, i__2;
  787. real r__1, r__2;
  788. /* Local variables */
  789. real amax, smin, smax;
  790. integer i__, j;
  791. extern logical lsame_(char *, char *);
  792. real scond, anorm;
  793. logical equil, rcequ;
  794. extern /* Subroutine */ int scopy_(integer *, real *, integer *, real *,
  795. integer *);
  796. extern real slamch_(char *);
  797. logical nofact;
  798. extern /* Subroutine */ int xerbla_(char *, integer *, ftnlen);
  799. real bignum;
  800. integer infequ;
  801. extern /* Subroutine */ int slacpy_(char *, integer *, integer *, real *,
  802. integer *, real *, integer *);
  803. extern real slansp_(char *, char *, integer *, real *, real *);
  804. extern /* Subroutine */ int sppcon_(char *, integer *, real *, real *,
  805. real *, real *, integer *, integer *), slaqsp_(char *,
  806. integer *, real *, real *, real *, real *, char *)
  807. ;
  808. real smlnum;
  809. extern /* Subroutine */ int sppequ_(char *, integer *, real *, real *,
  810. real *, real *, integer *), spprfs_(char *, integer *,
  811. integer *, real *, real *, real *, integer *, real *, integer *,
  812. real *, real *, real *, integer *, integer *), spptrf_(
  813. char *, integer *, real *, integer *), spptrs_(char *,
  814. integer *, integer *, real *, real *, integer *, integer *);
  815. /* -- LAPACK driver routine (version 3.7.1) -- */
  816. /* -- LAPACK is a software package provided by Univ. of Tennessee, -- */
  817. /* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- */
  818. /* April 2012 */
  819. /* ===================================================================== */
  820. /* Parameter adjustments */
  821. --ap;
  822. --afp;
  823. --s;
  824. b_dim1 = *ldb;
  825. b_offset = 1 + b_dim1 * 1;
  826. b -= b_offset;
  827. x_dim1 = *ldx;
  828. x_offset = 1 + x_dim1 * 1;
  829. x -= x_offset;
  830. --ferr;
  831. --berr;
  832. --work;
  833. --iwork;
  834. /* Function Body */
  835. *info = 0;
  836. nofact = lsame_(fact, "N");
  837. equil = lsame_(fact, "E");
  838. if (nofact || equil) {
  839. *(unsigned char *)equed = 'N';
  840. rcequ = FALSE_;
  841. } else {
  842. rcequ = lsame_(equed, "Y");
  843. smlnum = slamch_("Safe minimum");
  844. bignum = 1.f / smlnum;
  845. }
  846. /* Test the input parameters. */
  847. if (! nofact && ! equil && ! lsame_(fact, "F")) {
  848. *info = -1;
  849. } else if (! lsame_(uplo, "U") && ! lsame_(uplo,
  850. "L")) {
  851. *info = -2;
  852. } else if (*n < 0) {
  853. *info = -3;
  854. } else if (*nrhs < 0) {
  855. *info = -4;
  856. } else if (lsame_(fact, "F") && ! (rcequ || lsame_(
  857. equed, "N"))) {
  858. *info = -7;
  859. } else {
  860. if (rcequ) {
  861. smin = bignum;
  862. smax = 0.f;
  863. i__1 = *n;
  864. for (j = 1; j <= i__1; ++j) {
  865. /* Computing MIN */
  866. r__1 = smin, r__2 = s[j];
  867. smin = f2cmin(r__1,r__2);
  868. /* Computing MAX */
  869. r__1 = smax, r__2 = s[j];
  870. smax = f2cmax(r__1,r__2);
  871. /* L10: */
  872. }
  873. if (smin <= 0.f) {
  874. *info = -8;
  875. } else if (*n > 0) {
  876. scond = f2cmax(smin,smlnum) / f2cmin(smax,bignum);
  877. } else {
  878. scond = 1.f;
  879. }
  880. }
  881. if (*info == 0) {
  882. if (*ldb < f2cmax(1,*n)) {
  883. *info = -10;
  884. } else if (*ldx < f2cmax(1,*n)) {
  885. *info = -12;
  886. }
  887. }
  888. }
  889. if (*info != 0) {
  890. i__1 = -(*info);
  891. xerbla_("SPPSVX", &i__1, (ftnlen)6);
  892. return 0;
  893. }
  894. if (equil) {
  895. /* Compute row and column scalings to equilibrate the matrix A. */
  896. sppequ_(uplo, n, &ap[1], &s[1], &scond, &amax, &infequ);
  897. if (infequ == 0) {
  898. /* Equilibrate the matrix. */
  899. slaqsp_(uplo, n, &ap[1], &s[1], &scond, &amax, equed);
  900. rcequ = lsame_(equed, "Y");
  901. }
  902. }
  903. /* Scale the right-hand side. */
  904. if (rcequ) {
  905. i__1 = *nrhs;
  906. for (j = 1; j <= i__1; ++j) {
  907. i__2 = *n;
  908. for (i__ = 1; i__ <= i__2; ++i__) {
  909. b[i__ + j * b_dim1] = s[i__] * b[i__ + j * b_dim1];
  910. /* L20: */
  911. }
  912. /* L30: */
  913. }
  914. }
  915. if (nofact || equil) {
  916. /* Compute the Cholesky factorization A = U**T * U or A = L * L**T. */
  917. i__1 = *n * (*n + 1) / 2;
  918. scopy_(&i__1, &ap[1], &c__1, &afp[1], &c__1);
  919. spptrf_(uplo, n, &afp[1], info);
  920. /* Return if INFO is non-zero. */
  921. if (*info > 0) {
  922. *rcond = 0.f;
  923. return 0;
  924. }
  925. }
  926. /* Compute the norm of the matrix A. */
  927. anorm = slansp_("I", uplo, n, &ap[1], &work[1]);
  928. /* Compute the reciprocal of the condition number of A. */
  929. sppcon_(uplo, n, &afp[1], &anorm, rcond, &work[1], &iwork[1], info);
  930. /* Compute the solution matrix X. */
  931. slacpy_("Full", n, nrhs, &b[b_offset], ldb, &x[x_offset], ldx);
  932. spptrs_(uplo, n, nrhs, &afp[1], &x[x_offset], ldx, info);
  933. /* Use iterative refinement to improve the computed solution and */
  934. /* compute error bounds and backward error estimates for it. */
  935. spprfs_(uplo, n, nrhs, &ap[1], &afp[1], &b[b_offset], ldb, &x[x_offset],
  936. ldx, &ferr[1], &berr[1], &work[1], &iwork[1], info);
  937. /* Transform the solution matrix X to a solution of the original */
  938. /* system. */
  939. if (rcequ) {
  940. i__1 = *nrhs;
  941. for (j = 1; j <= i__1; ++j) {
  942. i__2 = *n;
  943. for (i__ = 1; i__ <= i__2; ++i__) {
  944. x[i__ + j * x_dim1] = s[i__] * x[i__ + j * x_dim1];
  945. /* L40: */
  946. }
  947. /* L50: */
  948. }
  949. i__1 = *nrhs;
  950. for (j = 1; j <= i__1; ++j) {
  951. ferr[j] /= scond;
  952. /* L60: */
  953. }
  954. }
  955. /* Set INFO = N+1 if the matrix is singular to working precision. */
  956. if (*rcond < slamch_("Epsilon")) {
  957. *info = *n + 1;
  958. }
  959. return 0;
  960. /* End of SPPSVX */
  961. } /* sppsvx_ */