|
- #include <math.h>
- #include <stdlib.h>
- #include <string.h>
- #include <stdio.h>
- #include <complex.h>
- #ifdef complex
- #undef complex
- #endif
- #ifdef I
- #undef I
- #endif
-
- #if defined(_WIN64)
- typedef long long BLASLONG;
- typedef unsigned long long BLASULONG;
- #else
- typedef long BLASLONG;
- typedef unsigned long BLASULONG;
- #endif
-
- #ifdef LAPACK_ILP64
- typedef BLASLONG blasint;
- #if defined(_WIN64)
- #define blasabs(x) llabs(x)
- #else
- #define blasabs(x) labs(x)
- #endif
- #else
- typedef int blasint;
- #define blasabs(x) abs(x)
- #endif
-
- typedef blasint integer;
-
- typedef unsigned int uinteger;
- typedef char *address;
- typedef short int shortint;
- typedef float real;
- typedef double doublereal;
- typedef struct { real r, i; } complex;
- typedef struct { doublereal r, i; } doublecomplex;
- #ifdef _MSC_VER
- static inline _Fcomplex Cf(complex *z) {_Fcomplex zz={z->r , z->i}; return zz;}
- static inline _Dcomplex Cd(doublecomplex *z) {_Dcomplex zz={z->r , z->i};return zz;}
- static inline _Fcomplex * _pCf(complex *z) {return (_Fcomplex*)z;}
- static inline _Dcomplex * _pCd(doublecomplex *z) {return (_Dcomplex*)z;}
- #else
- static inline _Complex float Cf(complex *z) {return z->r + z->i*_Complex_I;}
- static inline _Complex double Cd(doublecomplex *z) {return z->r + z->i*_Complex_I;}
- static inline _Complex float * _pCf(complex *z) {return (_Complex float*)z;}
- static inline _Complex double * _pCd(doublecomplex *z) {return (_Complex double*)z;}
- #endif
- #define pCf(z) (*_pCf(z))
- #define pCd(z) (*_pCd(z))
- typedef blasint logical;
-
- typedef char logical1;
- typedef char integer1;
-
- #define TRUE_ (1)
- #define FALSE_ (0)
-
- /* Extern is for use with -E */
- #ifndef Extern
- #define Extern extern
- #endif
-
- /* I/O stuff */
-
- typedef int flag;
- typedef int ftnlen;
- typedef int ftnint;
-
- /*external read, write*/
- typedef struct
- { flag cierr;
- ftnint ciunit;
- flag ciend;
- char *cifmt;
- ftnint cirec;
- } cilist;
-
- /*internal read, write*/
- typedef struct
- { flag icierr;
- char *iciunit;
- flag iciend;
- char *icifmt;
- ftnint icirlen;
- ftnint icirnum;
- } icilist;
-
- /*open*/
- typedef struct
- { flag oerr;
- ftnint ounit;
- char *ofnm;
- ftnlen ofnmlen;
- char *osta;
- char *oacc;
- char *ofm;
- ftnint orl;
- char *oblnk;
- } olist;
-
- /*close*/
- typedef struct
- { flag cerr;
- ftnint cunit;
- char *csta;
- } cllist;
-
- /*rewind, backspace, endfile*/
- typedef struct
- { flag aerr;
- ftnint aunit;
- } alist;
-
- /* inquire */
- typedef struct
- { flag inerr;
- ftnint inunit;
- char *infile;
- ftnlen infilen;
- ftnint *inex; /*parameters in standard's order*/
- ftnint *inopen;
- ftnint *innum;
- ftnint *innamed;
- char *inname;
- ftnlen innamlen;
- char *inacc;
- ftnlen inacclen;
- char *inseq;
- ftnlen inseqlen;
- char *indir;
- ftnlen indirlen;
- char *infmt;
- ftnlen infmtlen;
- char *inform;
- ftnint informlen;
- char *inunf;
- ftnlen inunflen;
- ftnint *inrecl;
- ftnint *innrec;
- char *inblank;
- ftnlen inblanklen;
- } inlist;
-
- #define VOID void
-
- union Multitype { /* for multiple entry points */
- integer1 g;
- shortint h;
- integer i;
- /* longint j; */
- real r;
- doublereal d;
- complex c;
- doublecomplex z;
- };
-
- typedef union Multitype Multitype;
-
- struct Vardesc { /* for Namelist */
- char *name;
- char *addr;
- ftnlen *dims;
- int type;
- };
- typedef struct Vardesc Vardesc;
-
- struct Namelist {
- char *name;
- Vardesc **vars;
- int nvars;
- };
- typedef struct Namelist Namelist;
-
- #define abs(x) ((x) >= 0 ? (x) : -(x))
- #define dabs(x) (fabs(x))
- #define f2cmin(a,b) ((a) <= (b) ? (a) : (b))
- #define f2cmax(a,b) ((a) >= (b) ? (a) : (b))
- #define dmin(a,b) (f2cmin(a,b))
- #define dmax(a,b) (f2cmax(a,b))
- #define bit_test(a,b) ((a) >> (b) & 1)
- #define bit_clear(a,b) ((a) & ~((uinteger)1 << (b)))
- #define bit_set(a,b) ((a) | ((uinteger)1 << (b)))
-
- #define abort_() { sig_die("Fortran abort routine called", 1); }
- #define c_abs(z) (cabsf(Cf(z)))
- #define c_cos(R,Z) { pCf(R)=ccos(Cf(Z)); }
- #ifdef _MSC_VER
- #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]);}
- #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]/Cd(b)._Val[1]);}
- #else
- #define c_div(c, a, b) {pCf(c) = Cf(a)/Cf(b);}
- #define z_div(c, a, b) {pCd(c) = Cd(a)/Cd(b);}
- #endif
- #define c_exp(R, Z) {pCf(R) = cexpf(Cf(Z));}
- #define c_log(R, Z) {pCf(R) = clogf(Cf(Z));}
- #define c_sin(R, Z) {pCf(R) = csinf(Cf(Z));}
- //#define c_sqrt(R, Z) {*(R) = csqrtf(Cf(Z));}
- #define c_sqrt(R, Z) {pCf(R) = csqrtf(Cf(Z));}
- #define d_abs(x) (fabs(*(x)))
- #define d_acos(x) (acos(*(x)))
- #define d_asin(x) (asin(*(x)))
- #define d_atan(x) (atan(*(x)))
- #define d_atn2(x, y) (atan2(*(x),*(y)))
- #define d_cnjg(R, Z) { pCd(R) = conj(Cd(Z)); }
- #define r_cnjg(R, Z) { pCf(R) = conjf(Cf(Z)); }
- #define d_cos(x) (cos(*(x)))
- #define d_cosh(x) (cosh(*(x)))
- #define d_dim(__a, __b) ( *(__a) > *(__b) ? *(__a) - *(__b) : 0.0 )
- #define d_exp(x) (exp(*(x)))
- #define d_imag(z) (cimag(Cd(z)))
- #define r_imag(z) (cimagf(Cf(z)))
- #define d_int(__x) (*(__x)>0 ? floor(*(__x)) : -floor(- *(__x)))
- #define r_int(__x) (*(__x)>0 ? floor(*(__x)) : -floor(- *(__x)))
- #define d_lg10(x) ( 0.43429448190325182765 * log(*(x)) )
- #define r_lg10(x) ( 0.43429448190325182765 * log(*(x)) )
- #define d_log(x) (log(*(x)))
- #define d_mod(x, y) (fmod(*(x), *(y)))
- #define u_nint(__x) ((__x)>=0 ? floor((__x) + .5) : -floor(.5 - (__x)))
- #define d_nint(x) u_nint(*(x))
- #define u_sign(__a,__b) ((__b) >= 0 ? ((__a) >= 0 ? (__a) : -(__a)) : -((__a) >= 0 ? (__a) : -(__a)))
- #define d_sign(a,b) u_sign(*(a),*(b))
- #define r_sign(a,b) u_sign(*(a),*(b))
- #define d_sin(x) (sin(*(x)))
- #define d_sinh(x) (sinh(*(x)))
- #define d_sqrt(x) (sqrt(*(x)))
- #define d_tan(x) (tan(*(x)))
- #define d_tanh(x) (tanh(*(x)))
- #define i_abs(x) abs(*(x))
- #define i_dnnt(x) ((integer)u_nint(*(x)))
- #define i_len(s, n) (n)
- #define i_nint(x) ((integer)u_nint(*(x)))
- #define i_sign(a,b) ((integer)u_sign((integer)*(a),(integer)*(b)))
- #define pow_dd(ap, bp) ( pow(*(ap), *(bp)))
- #define pow_si(B,E) spow_ui(*(B),*(E))
- #define pow_ri(B,E) spow_ui(*(B),*(E))
- #define pow_di(B,E) dpow_ui(*(B),*(E))
- #define pow_zi(p, a, b) {pCd(p) = zpow_ui(Cd(a), *(b));}
- #define pow_ci(p, a, b) {pCf(p) = cpow_ui(Cf(a), *(b));}
- #define pow_zz(R,A,B) {pCd(R) = cpow(Cd(A),*(B));}
- #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++ = ' '; }
- #define s_cmp(a,b,c,d) ((integer)strncmp((a),(b),f2cmin((c),(d))))
- #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]; }
- #define sig_die(s, kill) { exit(1); }
- #define s_stop(s, n) {exit(0);}
- static char junk[] = "\n@(#)LIBF77 VERSION 19990503\n";
- #define z_abs(z) (cabs(Cd(z)))
- #define z_exp(R, Z) {pCd(R) = cexp(Cd(Z));}
- #define z_sqrt(R, Z) {pCd(R) = csqrt(Cd(Z));}
- #define myexit_() break;
- #define mycycle_() continue;
- #define myceiling_(w) {ceil(w)}
- #define myhuge_(w) {HUGE_VAL}
- //#define mymaxloc_(w,s,e,n) {if (sizeof(*(w)) == sizeof(double)) dmaxloc_((w),*(s),*(e),n); else dmaxloc_((w),*(s),*(e),n);}
- #define mymaxloc_(w,s,e,n) dmaxloc_(w,*(s),*(e),n)
-
- /* procedure parameter types for -A and -C++ */
-
-
- #ifdef __cplusplus
- typedef logical (*L_fp)(...);
- #else
- typedef logical (*L_fp)();
- #endif
-
- static float spow_ui(float x, integer n) {
- float pow=1.0; unsigned long int u;
- if(n != 0) {
- if(n < 0) n = -n, x = 1/x;
- for(u = n; ; ) {
- if(u & 01) pow *= x;
- if(u >>= 1) x *= x;
- else break;
- }
- }
- return pow;
- }
- static double dpow_ui(double x, integer n) {
- double pow=1.0; unsigned long int u;
- if(n != 0) {
- if(n < 0) n = -n, x = 1/x;
- for(u = n; ; ) {
- if(u & 01) pow *= x;
- if(u >>= 1) x *= x;
- else break;
- }
- }
- return pow;
- }
- #ifdef _MSC_VER
- static _Fcomplex cpow_ui(complex x, integer n) {
- complex pow={1.0,0.0}; unsigned long int u;
- if(n != 0) {
- if(n < 0) n = -n, x.r = 1/x.r, x.i=1/x.i;
- for(u = n; ; ) {
- if(u & 01) pow.r *= x.r, pow.i *= x.i;
- if(u >>= 1) x.r *= x.r, x.i *= x.i;
- else break;
- }
- }
- _Fcomplex p={pow.r, pow.i};
- return p;
- }
- #else
- static _Complex float cpow_ui(_Complex float x, integer n) {
- _Complex float pow=1.0; unsigned long int u;
- if(n != 0) {
- if(n < 0) n = -n, x = 1/x;
- for(u = n; ; ) {
- if(u & 01) pow *= x;
- if(u >>= 1) x *= x;
- else break;
- }
- }
- return pow;
- }
- #endif
- #ifdef _MSC_VER
- static _Dcomplex zpow_ui(_Dcomplex x, integer n) {
- _Dcomplex pow={1.0,0.0}; unsigned long int u;
- if(n != 0) {
- if(n < 0) n = -n, x._Val[0] = 1/x._Val[0], x._Val[1] =1/x._Val[1];
- for(u = n; ; ) {
- if(u & 01) pow._Val[0] *= x._Val[0], pow._Val[1] *= x._Val[1];
- if(u >>= 1) x._Val[0] *= x._Val[0], x._Val[1] *= x._Val[1];
- else break;
- }
- }
- _Dcomplex p = {pow._Val[0], pow._Val[1]};
- return p;
- }
- #else
- static _Complex double zpow_ui(_Complex double x, integer n) {
- _Complex double pow=1.0; unsigned long int u;
- if(n != 0) {
- if(n < 0) n = -n, x = 1/x;
- for(u = n; ; ) {
- if(u & 01) pow *= x;
- if(u >>= 1) x *= x;
- else break;
- }
- }
- return pow;
- }
- #endif
- static integer pow_ii(integer x, integer n) {
- integer pow; unsigned long int u;
- if (n <= 0) {
- if (n == 0 || x == 1) pow = 1;
- else if (x != -1) pow = x == 0 ? 1/x : 0;
- else n = -n;
- }
- if ((n > 0) || !(n == 0 || x == 1 || x != -1)) {
- u = n;
- for(pow = 1; ; ) {
- if(u & 01) pow *= x;
- if(u >>= 1) x *= x;
- else break;
- }
- }
- return pow;
- }
- static integer dmaxloc_(double *w, integer s, integer e, integer *n)
- {
- double m; integer i, mi;
- for(m=w[s-1], mi=s, i=s+1; i<=e; i++)
- if (w[i-1]>m) mi=i ,m=w[i-1];
- return mi-s+1;
- }
- static integer smaxloc_(float *w, integer s, integer e, integer *n)
- {
- float m; integer i, mi;
- for(m=w[s-1], mi=s, i=s+1; i<=e; i++)
- if (w[i-1]>m) mi=i ,m=w[i-1];
- return mi-s+1;
- }
- static inline void cdotc_(complex *z, integer *n_, complex *x, integer *incx_, complex *y, integer *incy_) {
- integer n = *n_, incx = *incx_, incy = *incy_, i;
- #ifdef _MSC_VER
- _Fcomplex zdotc = {0.0, 0.0};
- if (incx == 1 && incy == 1) {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc._Val[0] += conjf(Cf(&x[i]))._Val[0] * Cf(&y[i])._Val[0];
- zdotc._Val[1] += conjf(Cf(&x[i]))._Val[1] * Cf(&y[i])._Val[1];
- }
- } else {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc._Val[0] += conjf(Cf(&x[i*incx]))._Val[0] * Cf(&y[i*incy])._Val[0];
- zdotc._Val[1] += conjf(Cf(&x[i*incx]))._Val[1] * Cf(&y[i*incy])._Val[1];
- }
- }
- pCf(z) = zdotc;
- }
- #else
- _Complex float zdotc = 0.0;
- if (incx == 1 && incy == 1) {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc += conjf(Cf(&x[i])) * Cf(&y[i]);
- }
- } else {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc += conjf(Cf(&x[i*incx])) * Cf(&y[i*incy]);
- }
- }
- pCf(z) = zdotc;
- }
- #endif
- static inline void zdotc_(doublecomplex *z, integer *n_, doublecomplex *x, integer *incx_, doublecomplex *y, integer *incy_) {
- integer n = *n_, incx = *incx_, incy = *incy_, i;
- #ifdef _MSC_VER
- _Dcomplex zdotc = {0.0, 0.0};
- if (incx == 1 && incy == 1) {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc._Val[0] += conj(Cd(&x[i]))._Val[0] * Cd(&y[i])._Val[0];
- zdotc._Val[1] += conj(Cd(&x[i]))._Val[1] * Cd(&y[i])._Val[1];
- }
- } else {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc._Val[0] += conj(Cd(&x[i*incx]))._Val[0] * Cd(&y[i*incy])._Val[0];
- zdotc._Val[1] += conj(Cd(&x[i*incx]))._Val[1] * Cd(&y[i*incy])._Val[1];
- }
- }
- pCd(z) = zdotc;
- }
- #else
- _Complex double zdotc = 0.0;
- if (incx == 1 && incy == 1) {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc += conj(Cd(&x[i])) * Cd(&y[i]);
- }
- } else {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc += conj(Cd(&x[i*incx])) * Cd(&y[i*incy]);
- }
- }
- pCd(z) = zdotc;
- }
- #endif
- static inline void cdotu_(complex *z, integer *n_, complex *x, integer *incx_, complex *y, integer *incy_) {
- integer n = *n_, incx = *incx_, incy = *incy_, i;
- #ifdef _MSC_VER
- _Fcomplex zdotc = {0.0, 0.0};
- if (incx == 1 && incy == 1) {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc._Val[0] += Cf(&x[i])._Val[0] * Cf(&y[i])._Val[0];
- zdotc._Val[1] += Cf(&x[i])._Val[1] * Cf(&y[i])._Val[1];
- }
- } else {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc._Val[0] += Cf(&x[i*incx])._Val[0] * Cf(&y[i*incy])._Val[0];
- zdotc._Val[1] += Cf(&x[i*incx])._Val[1] * Cf(&y[i*incy])._Val[1];
- }
- }
- pCf(z) = zdotc;
- }
- #else
- _Complex float zdotc = 0.0;
- if (incx == 1 && incy == 1) {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc += Cf(&x[i]) * Cf(&y[i]);
- }
- } else {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc += Cf(&x[i*incx]) * Cf(&y[i*incy]);
- }
- }
- pCf(z) = zdotc;
- }
- #endif
- static inline void zdotu_(doublecomplex *z, integer *n_, doublecomplex *x, integer *incx_, doublecomplex *y, integer *incy_) {
- integer n = *n_, incx = *incx_, incy = *incy_, i;
- #ifdef _MSC_VER
- _Dcomplex zdotc = {0.0, 0.0};
- if (incx == 1 && incy == 1) {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc._Val[0] += Cd(&x[i])._Val[0] * Cd(&y[i])._Val[0];
- zdotc._Val[1] += Cd(&x[i])._Val[1] * Cd(&y[i])._Val[1];
- }
- } else {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc._Val[0] += Cd(&x[i*incx])._Val[0] * Cd(&y[i*incy])._Val[0];
- zdotc._Val[1] += Cd(&x[i*incx])._Val[1] * Cd(&y[i*incy])._Val[1];
- }
- }
- pCd(z) = zdotc;
- }
- #else
- _Complex double zdotc = 0.0;
- if (incx == 1 && incy == 1) {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc += Cd(&x[i]) * Cd(&y[i]);
- }
- } else {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc += Cd(&x[i*incx]) * Cd(&y[i*incy]);
- }
- }
- pCd(z) = zdotc;
- }
- #endif
- /* -- translated by f2c (version 20000121).
- You must link the resulting object file with the libraries:
- -lf2c -lm (in that order)
- */
-
-
-
- /* -- translated by f2c (version 20000121).
- You must link the resulting object file with the libraries:
- -lf2c -lm (in that order)
- */
-
-
-
- /* Table of constant values */
-
- static integer c_n1 = -1;
-
- /* Subroutine */ int cgedmdq_(char *jobs, char *jobz, char *jobr, char *jobq,
- char *jobt, char *jobf, integer *whtsvd, integer *m, integer *n,
- complex *f, integer *ldf, complex *x, integer *ldx, complex *y,
- integer *ldy, integer *nrnk, real *tol, integer *k, complex *eigs,
- complex *z__, integer *ldz, real *res, complex *b, integer *ldb,
- complex *v, integer *ldv, complex *s, integer *lds, complex *zwork,
- integer *lzwork, real *work, integer *lwork, integer *iwork, integer *
- liwork, integer *info)
- {
- /* System generated locals */
- integer f_dim1, f_offset, x_dim1, x_offset, y_dim1, y_offset, z_dim1,
- z_offset, b_dim1, b_offset, v_dim1, v_offset, s_dim1, s_offset,
- i__1, i__2;
-
- /* Local variables */
- real zero;
- integer info1;
- extern logical lsame_(char *, char *);
- char jobvl[1];
- integer minmn;
- logical wantq;
- integer mlwqr, olwqr;
- logical wntex;
- complex zzero;
- extern /* Subroutine */ int cgedmd_(char *, char *, char *, char *,
- integer *, integer *, integer *, complex *, integer *, complex *,
- integer *, integer *, real *, integer *, complex *, complex *,
- integer *, real *, complex *, integer *, complex *, integer *,
- complex *, integer *, complex *, integer *, real *, integer *,
- integer *, integer *, integer *),
- cgeqrf_(integer *, integer *, complex *, integer *, complex *,
- complex *, integer *, integer *), clacpy_(char *, integer *,
- integer *, complex *, integer *, complex *, integer *),
- claset_(char *, integer *, integer *, complex *, complex *,
- complex *, integer *), xerbla_(char *, integer *);
- integer mlwdmd, olwdmd;
- logical sccolx, sccoly;
- extern /* Subroutine */ int cungqr_(integer *, integer *, integer *,
- complex *, integer *, complex *, complex *, integer *, integer *);
- integer iminwr;
- logical wntvec, wntvcf;
- integer mlwgqr;
- logical wntref;
- integer mlwork, olwgqr, olwork, mlrwrk, mlwmqr, olwmqr;
- logical lquery, wntres, wnttrf, wntvcq;
- extern /* Subroutine */ int cunmqr_(char *, char *, integer *, integer *,
- integer *, complex *, integer *, complex *, complex *, integer *,
- complex *, integer *, integer *);
- real one;
-
- /* March 2023 */
- /* ..... */
- /* USE iso_fortran_env */
- /* INTEGER, PARAMETER :: WP = real32 */
- /* ..... */
- /* Scalar arguments */
- /* Array arguments */
- /* ..... */
- /* Purpose */
- /* ======= */
- /* CGEDMDQ computes the Dynamic Mode Decomposition (DMD) for */
- /* a pair of data snapshot matrices, using a QR factorization */
- /* based compression of the data. For the input matrices */
- /* X and Y such that Y = A*X with an unaccessible matrix */
- /* A, CGEDMDQ computes a certain number of Ritz pairs of A using */
- /* the standard Rayleigh-Ritz extraction from a subspace of */
- /* range(X) that is determined using the leading left singular */
- /* vectors of X. Optionally, CGEDMDQ returns the residuals */
- /* of the computed Ritz pairs, the information needed for */
- /* a refinement of the Ritz vectors, or the eigenvectors of */
- /* the Exact DMD. */
- /* For further details see the references listed */
- /* below. For more details of the implementation see [3]. */
-
- /* References */
- /* ========== */
- /* [1] P. Schmid: Dynamic mode decomposition of numerical */
- /* and experimental data, */
- /* Journal of Fluid Mechanics 656, 5-28, 2010. */
- /* [2] Z. Drmac, I. Mezic, R. Mohr: Data driven modal */
- /* decompositions: analysis and enhancements, */
- /* SIAM J. on Sci. Comp. 40 (4), A2253-A2285, 2018. */
- /* [3] Z. Drmac: A LAPACK implementation of the Dynamic */
- /* Mode Decomposition I. Technical report. AIMDyn Inc. */
- /* and LAPACK Working Note 298. */
- /* [4] J. Tu, C. W. Rowley, D. M. Luchtenburg, S. L. */
- /* Brunton, N. Kutz: On Dynamic Mode Decomposition: */
- /* Theory and Applications, Journal of Computational */
- /* Dynamics 1(2), 391 -421, 2014. */
-
- /* Developed and supported by: */
- /* =========================== */
- /* Developed and coded by Zlatko Drmac, Faculty of Science, */
- /* University of Zagreb; drmac@math.hr */
- /* In cooperation with */
- /* AIMdyn Inc., Santa Barbara, CA. */
- /* and supported by */
- /* - DARPA SBIR project "Koopman Operator-Based Forecasting */
- /* for Nonstationary Processes from Near-Term, Limited */
- /* Observational Data" Contract No: W31P4Q-21-C-0007 */
- /* - DARPA PAI project "Physics-Informed Machine Learning */
- /* Methodologies" Contract No: HR0011-18-9-0033 */
- /* - DARPA MoDyL project "A Data-Driven, Operator-Theoretic */
- /* Framework for Space-Time Analysis of Process Dynamics" */
- /* Contract No: HR0011-16-C-0116 */
- /* Any opinions, findings and conclusions or recommendations */
- /* expressed in this material are those of the author and */
- /* do not necessarily reflect the views of the DARPA SBIR */
- /* Program Office. */
- /* ============================================================ */
- /* Distribution Statement A: */
- /* Approved for Public Release, Distribution Unlimited. */
- /* Cleared by DARPA on September 29, 2022 */
- /* ============================================================ */
- /* ...................................................................... */
- /* Arguments */
- /* ========= */
- /* JOBS (input) CHARACTER*1 */
- /* Determines whether the initial data snapshots are scaled */
- /* by a diagonal matrix. The data snapshots are the columns */
- /* of F. The leading N-1 columns of F are denoted X and the */
- /* trailing N-1 columns are denoted Y. */
- /* 'S' :: The data snapshots matrices X and Y are multiplied */
- /* with a diagonal matrix D so that X*D has unit */
- /* nonzero columns (in the Euclidean 2-norm) */
- /* 'C' :: The snapshots are scaled as with the 'S' option. */
- /* If it is found that an i-th column of X is zero */
- /* vector and the corresponding i-th column of Y is */
- /* non-zero, then the i-th column of Y is set to */
- /* zero and a warning flag is raised. */
- /* 'Y' :: The data snapshots matrices X and Y are multiplied */
- /* by a diagonal matrix D so that Y*D has unit */
- /* nonzero columns (in the Euclidean 2-norm) */
- /* 'N' :: No data scaling. */
- /* ..... */
- /* JOBZ (input) CHARACTER*1 */
- /* Determines whether the eigenvectors (Koopman modes) will */
- /* be computed. */
- /* 'V' :: The eigenvectors (Koopman modes) will be computed */
- /* and returned in the matrix Z. */
- /* See the description of Z. */
- /* 'F' :: The eigenvectors (Koopman modes) will be returned */
- /* in factored form as the product Z*V, where Z */
- /* is orthonormal and V contains the eigenvectors */
- /* of the corresponding Rayleigh quotient. */
- /* See the descriptions of F, V, Z. */
- /* 'Q' :: The eigenvectors (Koopman modes) will be returned */
- /* in factored form as the product Q*Z, where Z */
- /* contains the eigenvectors of the compression of the */
- /* underlying discretised operator onto the span of */
- /* the data snapshots. See the descriptions of F, V, Z. */
- /* Q is from the inital QR facorization. */
- /* 'N' :: The eigenvectors are not computed. */
- /* ..... */
- /* JOBR (input) CHARACTER*1 */
- /* Determines whether to compute the residuals. */
- /* 'R' :: The residuals for the computed eigenpairs will */
- /* be computed and stored in the array RES. */
- /* See the description of RES. */
- /* For this option to be legal, JOBZ must be 'V'. */
- /* 'N' :: The residuals are not computed. */
- /* ..... */
- /* JOBQ (input) CHARACTER*1 */
- /* Specifies whether to explicitly compute and return the */
- /* unitary matrix from the QR factorization. */
- /* 'Q' :: The matrix Q of the QR factorization of the data */
- /* snapshot matrix is computed and stored in the */
- /* array F. See the description of F. */
- /* 'N' :: The matrix Q is not explicitly computed. */
- /* ..... */
- /* JOBT (input) CHARACTER*1 */
- /* Specifies whether to return the upper triangular factor */
- /* from the QR factorization. */
- /* 'R' :: The matrix R of the QR factorization of the data */
- /* snapshot matrix F is returned in the array Y. */
- /* See the description of Y and Further details. */
- /* 'N' :: The matrix R is not returned. */
- /* ..... */
- /* JOBF (input) CHARACTER*1 */
- /* Specifies whether to store information needed for post- */
- /* processing (e.g. computing refined Ritz vectors) */
- /* 'R' :: The matrix needed for the refinement of the Ritz */
- /* vectors is computed and stored in the array B. */
- /* See the description of B. */
- /* 'E' :: The unscaled eigenvectors of the Exact DMD are */
- /* computed and returned in the array B. See the */
- /* description of B. */
- /* 'N' :: No eigenvector refinement data is computed. */
- /* To be useful on exit, this option needs JOBQ='Q'. */
- /* ..... */
- /* WHTSVD (input) INTEGER, WHSTVD in { 1, 2, 3, 4 } */
- /* Allows for a selection of the SVD algorithm from the */
- /* LAPACK library. */
- /* 1 :: CGESVD (the QR SVD algorithm) */
- /* 2 :: CGESDD (the Divide and Conquer algorithm; if enough */
- /* workspace available, this is the fastest option) */
- /* 3 :: CGESVDQ (the preconditioned QR SVD ; this and 4 */
- /* are the most accurate options) */
- /* 4 :: CGEJSV (the preconditioned Jacobi SVD; this and 3 */
- /* are the most accurate options) */
- /* For the four methods above, a significant difference in */
- /* the accuracy of small singular values is possible if */
- /* the snapshots vary in norm so that X is severely */
- /* ill-conditioned. If small (smaller than EPS*||X||) */
- /* singular values are of interest and JOBS=='N', then */
- /* the options (3, 4) give the most accurate results, where */
- /* the option 4 is slightly better and with stronger */
- /* theoretical background. */
- /* If JOBS=='S', i.e. the columns of X will be normalized, */
- /* then all methods give nearly equally accurate results. */
- /* ..... */
- /* M (input) INTEGER, M >= 0 */
- /* The state space dimension (the number of rows of F). */
- /* ..... */
- /* N (input) INTEGER, 0 <= N <= M */
- /* The number of data snapshots from a single trajectory, */
- /* taken at equidistant discrete times. This is the */
- /* number of columns of F. */
- /* ..... */
- /* F (input/output) COMPLEX(KIND=WP) M-by-N array */
- /* > On entry, */
- /* the columns of F are the sequence of data snapshots */
- /* from a single trajectory, taken at equidistant discrete */
- /* times. It is assumed that the column norms of F are */
- /* in the range of the normalized floating point numbers. */
- /* < On exit, */
- /* If JOBQ == 'Q', the array F contains the orthogonal */
- /* matrix/factor of the QR factorization of the initial */
- /* data snapshots matrix F. See the description of JOBQ. */
- /* If JOBQ == 'N', the entries in F strictly below the main */
- /* diagonal contain, column-wise, the information on the */
- /* Householder vectors, as returned by CGEQRF. The */
- /* remaining information to restore the orthogonal matrix */
- /* of the initial QR factorization is stored in ZWORK(1:MIN(M,N)). */
- /* See the description of ZWORK. */
- /* ..... */
- /* LDF (input) INTEGER, LDF >= M */
- /* The leading dimension of the array F. */
- /* ..... */
- /* X (workspace/output) COMPLEX(KIND=WP) MIN(M,N)-by-(N-1) array */
- /* X is used as workspace to hold representations of the */
- /* leading N-1 snapshots in the orthonormal basis computed */
- /* in the QR factorization of F. */
- /* On exit, the leading K columns of X contain the leading */
- /* K left singular vectors of the above described content */
- /* of X. To lift them to the space of the left singular */
- /* vectors U(:,1:K) of the input data, pre-multiply with the */
- /* Q factor from the initial QR factorization. */
- /* See the descriptions of F, K, V and Z. */
- /* ..... */
- /* LDX (input) INTEGER, LDX >= N */
- /* The leading dimension of the array X. */
- /* ..... */
- /* Y (workspace/output) COMPLEX(KIND=WP) MIN(M,N)-by-(N) array */
- /* Y is used as workspace to hold representations of the */
- /* trailing N-1 snapshots in the orthonormal basis computed */
- /* in the QR factorization of F. */
- /* On exit, */
- /* If JOBT == 'R', Y contains the MIN(M,N)-by-N upper */
- /* triangular factor from the QR factorization of the data */
- /* snapshot matrix F. */
- /* ..... */
- /* LDY (input) INTEGER , LDY >= N */
- /* The leading dimension of the array Y. */
- /* ..... */
- /* NRNK (input) INTEGER */
- /* Determines the mode how to compute the numerical rank, */
- /* i.e. how to truncate small singular values of the input */
- /* matrix X. On input, if */
- /* NRNK = -1 :: i-th singular value sigma(i) is truncated */
- /* if sigma(i) <= TOL*sigma(1) */
- /* This option is recommended. */
- /* NRNK = -2 :: i-th singular value sigma(i) is truncated */
- /* if sigma(i) <= TOL*sigma(i-1) */
- /* This option is included for R&D purposes. */
- /* It requires highly accurate SVD, which */
- /* may not be feasible. */
- /* The numerical rank can be enforced by using positive */
- /* value of NRNK as follows: */
- /* 0 < NRNK <= N-1 :: at most NRNK largest singular values */
- /* will be used. If the number of the computed nonzero */
- /* singular values is less than NRNK, then only those */
- /* nonzero values will be used and the actually used */
- /* dimension is less than NRNK. The actual number of */
- /* the nonzero singular values is returned in the variable */
- /* K. See the description of K. */
- /* ..... */
- /* TOL (input) REAL(KIND=WP), 0 <= TOL < 1 */
- /* The tolerance for truncating small singular values. */
- /* See the description of NRNK. */
- /* ..... */
- /* K (output) INTEGER, 0 <= K <= N */
- /* The dimension of the SVD/POD basis for the leading N-1 */
- /* data snapshots (columns of F) and the number of the */
- /* computed Ritz pairs. The value of K is determined */
- /* according to the rule set by the parameters NRNK and */
- /* TOL. See the descriptions of NRNK and TOL. */
- /* ..... */
- /* EIGS (output) COMPLEX(KIND=WP) (N-1)-by-1 array */
- /* The leading K (K<=N-1) entries of EIGS contain */
- /* the computed eigenvalues (Ritz values). */
- /* See the descriptions of K, and Z. */
- /* ..... */
- /* Z (workspace/output) COMPLEX(KIND=WP) M-by-(N-1) array */
- /* If JOBZ =='V' then Z contains the Ritz vectors. Z(:,i) */
- /* is an eigenvector of the i-th Ritz value; ||Z(:,i)||_2=1. */
- /* If JOBZ == 'F', then the Z(:,i)'s are given implicitly as */
- /* Z*V, where Z contains orthonormal matrix (the product of */
- /* Q from the initial QR factorization and the SVD/POD_basis */
- /* returned by CGEDMD in X) and the second factor (the */
- /* eigenvectors of the Rayleigh quotient) is in the array V, */
- /* as returned by CGEDMD. That is, X(:,1:K)*V(:,i) */
- /* is an eigenvector corresponding to EIGS(i). The columns */
- /* of V(1:K,1:K) are the computed eigenvectors of the */
- /* K-by-K Rayleigh quotient. */
- /* See the descriptions of EIGS, X and V. */
- /* ..... */
- /* LDZ (input) INTEGER , LDZ >= M */
- /* The leading dimension of the array Z. */
- /* ..... */
- /* RES (output) REAL(KIND=WP) (N-1)-by-1 array */
- /* RES(1:K) contains the residuals for the K computed */
- /* Ritz pairs, */
- /* RES(i) = || A * Z(:,i) - EIGS(i)*Z(:,i))||_2. */
- /* See the description of EIGS and Z. */
- /* ..... */
- /* B (output) COMPLEX(KIND=WP) MIN(M,N)-by-(N-1) array. */
- /* IF JOBF =='R', B(1:N,1:K) contains A*U(:,1:K), and can */
- /* be used for computing the refined vectors; see further */
- /* details in the provided references. */
- /* If JOBF == 'E', B(1:N,1;K) contains */
- /* A*U(:,1:K)*W(1:K,1:K), which are the vectors from the */
- /* Exact DMD, up to scaling by the inverse eigenvalues. */
- /* In both cases, the content of B can be lifted to the */
- /* original dimension of the input data by pre-multiplying */
- /* with the Q factor from the initial QR factorization. */
- /* Here A denotes a compression of the underlying operator. */
- /* See the descriptions of F and X. */
- /* If JOBF =='N', then B is not referenced. */
- /* ..... */
- /* LDB (input) INTEGER, LDB >= MIN(M,N) */
- /* The leading dimension of the array B. */
- /* ..... */
- /* V (workspace/output) COMPLEX(KIND=WP) (N-1)-by-(N-1) array */
- /* On exit, V(1:K,1:K) V contains the K eigenvectors of */
- /* the Rayleigh quotient. The Ritz vectors */
- /* (returned in Z) are the product of Q from the initial QR */
- /* factorization (see the description of F) X (see the */
- /* description of X) and V. */
- /* ..... */
- /* LDV (input) INTEGER, LDV >= N-1 */
- /* The leading dimension of the array V. */
- /* ..... */
- /* S (output) COMPLEX(KIND=WP) (N-1)-by-(N-1) array */
- /* The array S(1:K,1:K) is used for the matrix Rayleigh */
- /* quotient. This content is overwritten during */
- /* the eigenvalue decomposition by CGEEV. */
- /* See the description of K. */
- /* ..... */
- /* LDS (input) INTEGER, LDS >= N-1 */
- /* The leading dimension of the array S. */
- /* ..... */
- /* ZWORK (workspace/output) COMPLEX(KIND=WP) LWORK-by-1 array */
- /* On exit, */
- /* ZWORK(1:MIN(M,N)) contains the scalar factors of the */
- /* elementary reflectors as returned by CGEQRF of the */
- /* M-by-N input matrix F. */
- /* If the call to CGEDMDQ is only workspace query, then */
- /* ZWORK(1) contains the minimal complex workspace length and */
- /* ZWORK(2) is the optimal complex workspace length. */
- /* Hence, the length of work is at least 2. */
- /* See the description of LZWORK. */
- /* ..... */
- /* LZWORK (input) INTEGER */
- /* The minimal length of the workspace vector ZWORK. */
- /* LZWORK is calculated as follows: */
- /* Let MLWQR = N (minimal workspace for CGEQRF[M,N]) */
- /* MLWDMD = minimal workspace for CGEDMD (see the */
- /* description of LWORK in CGEDMD) */
- /* MLWMQR = N (minimal workspace for */
- /* ZUNMQR['L','N',M,N,N]) */
- /* MLWGQR = N (minimal workspace for ZUNGQR[M,N,N]) */
- /* MINMN = MIN(M,N) */
- /* Then */
- /* LZWORK = MAX(2, MIN(M,N)+MLWQR, MINMN+MLWDMD) */
- /* is further updated as follows: */
- /* if JOBZ == 'V' or JOBZ == 'F' THEN */
- /* LZWORK = MAX( LZWORK, MINMN+MLWMQR ) */
- /* if JOBQ == 'Q' THEN */
- /* LZWORK = MAX( ZLWORK, MINMN+MLWGQR) */
-
- /* ..... */
- /* WORK (workspace/output) REAL(KIND=WP) LWORK-by-1 array */
- /* On exit, */
- /* WORK(1:N-1) contains the singular values of */
- /* the input submatrix F(1:M,1:N-1). */
- /* If the call to CGEDMDQ is only workspace query, then */
- /* WORK(1) contains the minimal workspace length and */
- /* WORK(2) is the optimal workspace length. hence, the */
- /* length of work is at least 2. */
- /* See the description of LWORK. */
- /* ..... */
- /* LWORK (input) INTEGER */
- /* The minimal length of the workspace vector WORK. */
- /* LWORK is the same as in CGEDMD, because in CGEDMDQ */
- /* only CGEDMD requires real workspace for snapshots */
- /* of dimensions MIN(M,N)-by-(N-1). */
- /* If on entry LWORK = -1, then a workspace query is */
- /* assumed and the procedure only computes the minimal */
- /* and the optimal workspace lengths for both WORK and */
- /* IWORK. See the descriptions of WORK and IWORK. */
- /* ..... */
- /* IWORK (workspace/output) INTEGER LIWORK-by-1 array */
- /* Workspace that is required only if WHTSVD equals */
- /* 2 , 3 or 4. (See the description of WHTSVD). */
- /* If on entry LWORK =-1 or LIWORK=-1, then the */
- /* minimal length of IWORK is computed and returned in */
- /* IWORK(1). See the description of LIWORK. */
- /* ..... */
- /* LIWORK (input) INTEGER */
- /* The minimal length of the workspace vector IWORK. */
- /* If WHTSVD == 1, then only IWORK(1) is used; LIWORK >=1 */
- /* Let M1=MIN(M,N), N1=N-1. Then */
- /* If WHTSVD == 2, then LIWORK >= MAX(1,8*MIN(M,N)) */
- /* If WHTSVD == 3, then LIWORK >= MAX(1,M+N-1) */
- /* If WHTSVD == 4, then LIWORK >= MAX(3,M+3*N) */
- /* If on entry LIWORK = -1, then a workspace query is */
- /* assumed and the procedure only computes the minimal */
- /* and the optimal workspace lengths for both WORK and */
- /* IWORK. See the descriptions of WORK and IWORK. */
- /* ..... */
- /* INFO (output) INTEGER */
- /* -i < 0 :: On entry, the i-th argument had an */
- /* illegal value */
- /* = 0 :: Successful return. */
- /* = 1 :: Void input. Quick exit (M=0 or N=0). */
- /* = 2 :: The SVD computation of X did not converge. */
- /* Suggestion: Check the input data and/or */
- /* repeat with different WHTSVD. */
- /* = 3 :: The computation of the eigenvalues did not */
- /* converge. */
- /* = 4 :: If data scaling was requested on input and */
- /* the procedure found inconsistency in the data */
- /* such that for some column index i, */
- /* X(:,i) = 0 but Y(:,i) /= 0, then Y(:,i) is set */
- /* to zero if JOBS=='C'. The computation proceeds */
- /* with original or modified data and warning */
- /* flag is set with INFO=4. */
- /* ............................................................. */
- /* ............................................................. */
- /* Parameters */
- /* ~~~~~~~~~~ */
- /* COMPLEX(KIND=WP), PARAMETER :: ZONE = ( 1.0_WP, 0.0_WP ) */
-
- /* Local scalars */
- /* ~~~~~~~~~~~~~ */
-
- /* External functions (BLAS and LAPACK) */
- /* ~~~~~~~~~~~~~~~~~ */
-
- /* External subroutines (BLAS and LAPACK) */
- /* ~~~~~~~~~~~~~~~~~~~~ */
- /* External subroutines */
- /* ~~~~~~~~~~~~~~~~~~~~ */
- /* Intrinsic functions */
- /* ~~~~~~~~~~~~~~~~~~~ */
- /* .......................................................... */
- /* Parameter adjustments */
- f_dim1 = *ldf;
- f_offset = 1 + f_dim1 * 1;
- f -= f_offset;
- x_dim1 = *ldx;
- x_offset = 1 + x_dim1 * 1;
- x -= x_offset;
- y_dim1 = *ldy;
- y_offset = 1 + y_dim1 * 1;
- y -= y_offset;
- --eigs;
- z_dim1 = *ldz;
- z_offset = 1 + z_dim1 * 1;
- z__ -= z_offset;
- --res;
- b_dim1 = *ldb;
- b_offset = 1 + b_dim1 * 1;
- b -= b_offset;
- v_dim1 = *ldv;
- v_offset = 1 + v_dim1 * 1;
- v -= v_offset;
- s_dim1 = *lds;
- s_offset = 1 + s_dim1 * 1;
- s -= s_offset;
- --zwork;
- --work;
- --iwork;
-
- /* Function Body */
- one = 1.f;
- zero = 0.f;
- zzero.r = 0.f, zzero.i = 0.f;
-
- /* Test the input arguments */
- wntres = lsame_(jobr, "R");
- sccolx = lsame_(jobs, "S") || lsame_(jobs, "C");
- sccoly = lsame_(jobs, "Y");
- wntvec = lsame_(jobz, "V");
- wntvcf = lsame_(jobz, "F");
- wntvcq = lsame_(jobz, "Q");
- wntref = lsame_(jobf, "R");
- wntex = lsame_(jobf, "E");
- wantq = lsame_(jobq, "Q");
- wnttrf = lsame_(jobt, "R");
- minmn = f2cmin(*m,*n);
- *info = 0;
- lquery = *lwork == -1 || *liwork == -1;
-
- if (! (sccolx || sccoly || lsame_(jobs, "N"))) {
- *info = -1;
- } else if (! (wntvec || wntvcf || wntvcq || lsame_(jobz, "N"))) {
- *info = -2;
- } else if (! (wntres || lsame_(jobr, "N")) ||
- wntres && lsame_(jobz, "N")) {
- *info = -3;
- } else if (! (wantq || lsame_(jobq, "N"))) {
- *info = -4;
- } else if (! (wnttrf || lsame_(jobt, "N"))) {
- *info = -5;
- } else if (! (wntref || wntex || lsame_(jobf, "N")))
- {
- *info = -6;
- } else if (! (*whtsvd == 1 || *whtsvd == 2 || *whtsvd == 3 || *whtsvd ==
- 4)) {
- *info = -7;
- } else if (*m < 0) {
- *info = -8;
- } else if (*n < 0 || *n > *m + 1) {
- *info = -9;
- } else if (*ldf < *m) {
- *info = -11;
- } else if (*ldx < minmn) {
- *info = -13;
- } else if (*ldy < minmn) {
- *info = -15;
- } else if (! (*nrnk == -2 || *nrnk == -1 || *nrnk >= 1 && *nrnk <= *n)) {
- *info = -16;
- } else if (*tol < zero || *tol >= one) {
- *info = -17;
- } else if (*ldz < *m) {
- *info = -21;
- } else if ((wntref || wntex) && *ldb < minmn) {
- *info = -24;
- } else if (*ldv < *n - 1) {
- *info = -26;
- } else if (*lds < *n - 1) {
- *info = -28;
- }
-
- if (wntvec || wntvcf || wntvcq) {
- *(unsigned char *)jobvl = 'V';
- } else {
- *(unsigned char *)jobvl = 'N';
- }
- if (*info == 0) {
- /* Compute the minimal and the optimal workspace */
- /* requirements. Simulate running the code and */
- /* determine minimal and optimal sizes of the */
- /* workspace at any moment of the run. */
- if (*n == 0 || *n == 1) {
- /* All output except K is void. INFO=1 signals */
- /* the void input. In case of a workspace query, */
- /* the minimal workspace lengths are returned. */
- if (lquery) {
- iwork[1] = 1;
- work[1] = 2.f;
- work[2] = 2.f;
- } else {
- *k = 0;
- }
- *info = 1;
- return 0;
- }
- mlrwrk = 2;
- mlwork = 2;
- olwork = 2;
- iminwr = 1;
- mlwqr = f2cmax(1,*n);
- /* Minimal workspace length for CGEQRF. */
- /* Computing MAX */
- i__1 = mlwork, i__2 = minmn + mlwqr;
- mlwork = f2cmax(i__1,i__2);
- if (lquery) {
- cgeqrf_(m, n, &f[f_offset], ldf, &zwork[1], &zwork[1], &c_n1, &
- info1);
- olwqr = (integer) zwork[1].r;
- /* Computing MAX */
- i__1 = olwork, i__2 = minmn + olwqr;
- olwork = f2cmax(i__1,i__2);
- }
- i__1 = *n - 1;
- cgedmd_(jobs, jobvl, jobr, jobf, whtsvd, &minmn, &i__1, &x[x_offset],
- ldx, &y[y_offset], ldy, nrnk, tol, k, &eigs[1], &z__[z_offset]
- , ldz, &res[1], &b[b_offset], ldb, &v[v_offset], ldv, &s[
- s_offset], lds, &zwork[1], lzwork, &work[1], &c_n1, &iwork[1],
- liwork, &info1);
- mlwdmd = (integer) zwork[1].r;
- /* Computing MAX */
- i__1 = mlwork, i__2 = minmn + mlwdmd;
- mlwork = f2cmax(i__1,i__2);
- /* Computing MAX */
- i__1 = mlrwrk, i__2 = (integer) work[1];
- mlrwrk = f2cmax(i__1,i__2);
- iminwr = f2cmax(iminwr,iwork[1]);
- if (lquery) {
- olwdmd = (integer) zwork[2].r;
- /* Computing MAX */
- i__1 = olwork, i__2 = minmn + olwdmd;
- olwork = f2cmax(i__1,i__2);
- }
- if (wntvec || wntvcf) {
- mlwmqr = f2cmax(1,*n);
- /* Computing MAX */
- i__1 = mlwork, i__2 = minmn + mlwmqr;
- mlwork = f2cmax(i__1,i__2);
- if (lquery) {
- cunmqr_("L", "N", m, n, &minmn, &f[f_offset], ldf, &zwork[1],
- &z__[z_offset], ldz, &zwork[1], &c_n1, &info1);
- olwmqr = (integer) zwork[1].r;
- /* Computing MAX */
- i__1 = olwork, i__2 = minmn + olwmqr;
- olwork = f2cmax(i__1,i__2);
- }
- }
- if (wantq) {
- mlwgqr = f2cmax(1,*n);
- /* Computing MAX */
- i__1 = mlwork, i__2 = minmn + mlwgqr;
- mlwork = f2cmax(i__1,i__2);
- if (lquery) {
- cungqr_(m, &minmn, &minmn, &f[f_offset], ldf, &zwork[1], &
- zwork[1], &c_n1, &info1);
- olwgqr = (integer) zwork[1].r;
- /* Computing MAX */
- i__1 = olwork, i__2 = minmn + olwgqr;
- olwork = f2cmax(i__1,i__2);
- }
- }
- if (*liwork < iminwr && ! lquery) {
- *info = -34;
- }
- if (*lwork < mlrwrk && ! lquery) {
- *info = -32;
- }
- if (*lzwork < mlwork && ! lquery) {
- *info = -30;
- }
- }
- if (*info != 0) {
- i__1 = -(*info);
- xerbla_("CGEDMDQ", &i__1);
- return 0;
- } else if (lquery) {
- /* Return minimal and optimal workspace sizes */
- iwork[1] = iminwr;
- zwork[1].r = (real) mlwork, zwork[1].i = 0.f;
- zwork[2].r = (real) olwork, zwork[2].i = 0.f;
- work[1] = (real) mlrwrk;
- work[2] = (real) mlrwrk;
- return 0;
- }
- /* ..... */
- /* Initial QR factorization that is used to represent the */
- /* snapshots as elements of lower dimensional subspace. */
- /* For large scale computation with M >>N , at this place */
- /* one can use an out of core QRF. */
-
- i__1 = *lzwork - minmn;
- cgeqrf_(m, n, &f[f_offset], ldf, &zwork[1], &zwork[minmn + 1], &i__1, &
- info1);
-
- /* Define X and Y as the snapshots representations in the */
- /* orthogonal basis computed in the QR factorization. */
- /* X corresponds to the leading N-1 and Y to the trailing */
- /* N-1 snapshots. */
- i__1 = *n - 1;
- claset_("L", &minmn, &i__1, &zzero, &zzero, &x[x_offset], ldx);
- i__1 = *n - 1;
- clacpy_("U", &minmn, &i__1, &f[f_offset], ldf, &x[x_offset], ldx);
- i__1 = *n - 1;
- clacpy_("A", &minmn, &i__1, &f[(f_dim1 << 1) + 1], ldf, &y[y_offset], ldy);
- if (*m >= 3) {
- i__1 = minmn - 2;
- i__2 = *n - 2;
- claset_("L", &i__1, &i__2, &zzero, &zzero, &y[y_dim1 + 3], ldy);
- }
-
- /* Compute the DMD of the projected snapshot pairs (X,Y) */
- i__1 = *n - 1;
- i__2 = *lzwork - minmn;
- cgedmd_(jobs, jobvl, jobr, jobf, whtsvd, &minmn, &i__1, &x[x_offset], ldx,
- &y[y_offset], ldy, nrnk, tol, k, &eigs[1], &z__[z_offset], ldz, &
- res[1], &b[b_offset], ldb, &v[v_offset], ldv, &s[s_offset], lds, &
- zwork[minmn + 1], &i__2, &work[1], lwork, &iwork[1], liwork, &
- info1);
- if (info1 == 2 || info1 == 3) {
- /* Return with error code. See CGEDMD for details. */
- *info = info1;
- return 0;
- } else {
- *info = info1;
- }
-
- /* The Ritz vectors (Koopman modes) can be explicitly */
- /* formed or returned in factored form. */
- if (wntvec) {
- /* Compute the eigenvectors explicitly. */
- if (*m > minmn) {
- i__1 = *m - minmn;
- claset_("A", &i__1, k, &zzero, &zzero, &z__[minmn + 1 + z_dim1],
- ldz);
- }
- i__1 = *lzwork - minmn;
- cunmqr_("L", "N", m, k, &minmn, &f[f_offset], ldf, &zwork[1], &z__[
- z_offset], ldz, &zwork[minmn + 1], &i__1, &info1);
- } else if (wntvcf) {
- /* Return the Ritz vectors (eigenvectors) in factored */
- /* form Z*V, where Z contains orthonormal matrix (the */
- /* product of Q from the initial QR factorization and */
- /* the SVD/POD_basis returned by CGEDMD in X) and the */
- /* second factor (the eigenvectors of the Rayleigh */
- /* quotient) is in the array V, as returned by CGEDMD. */
- clacpy_("A", n, k, &x[x_offset], ldx, &z__[z_offset], ldz);
- if (*m > *n) {
- i__1 = *m - *n;
- claset_("A", &i__1, k, &zzero, &zzero, &z__[*n + 1 + z_dim1], ldz);
- }
- i__1 = *lzwork - minmn;
- cunmqr_("L", "N", m, k, &minmn, &f[f_offset], ldf, &zwork[1], &z__[
- z_offset], ldz, &zwork[minmn + 1], &i__1, &info1);
- }
-
- /* Some optional output variables: */
-
- /* The upper triangular factor R in the initial QR */
- /* factorization is optionally returned in the array Y. */
- /* This is useful if this call to CGEDMDQ is to be */
- /* followed by a streaming DMD that is implemented in a */
- /* QR compressed form. */
- if (wnttrf) {
- /* Return the upper triangular R in Y */
- claset_("A", &minmn, n, &zzero, &zzero, &y[y_offset], ldy);
- clacpy_("U", &minmn, n, &f[f_offset], ldf, &y[y_offset], ldy);
- }
-
- /* The orthonormal/unitary factor Q in the initial QR */
- /* factorization is optionally returned in the array F. */
- /* Same as with the triangular factor above, this is */
- /* useful in a streaming DMD. */
- if (wantq) {
- /* Q overwrites F */
- i__1 = *lzwork - minmn;
- cungqr_(m, &minmn, &minmn, &f[f_offset], ldf, &zwork[1], &zwork[minmn
- + 1], &i__1, &info1);
- }
-
- return 0;
-
- } /* cgedmdq_ */
|