コード例 #1
0
ファイル: blas.cpp プロジェクト: comenerv/Boom
 void dsyr(const UPLO Uplo,
           const int N,
           const double alpha,
           const double *X,
           const int incX,
           double *A,
           const int lda) {
   dsyr_(UploChar[Uplo], &N, &alpha, X, &incX, A, &lda);
 }
コード例 #2
0
ファイル: fblaswr.c プロジェクト: CIBC-Internal/clapack
int
f2c_dsyr(char* uplo, integer* N,
         doublereal* alpha,
         doublereal* X, integer* incX,
         doublereal* A, integer* lda)
{
    dsyr_(uplo, N, alpha, X, incX, A, lda);
    return 0;
}
コード例 #3
0
ファイル: rqfnb.c プロジェクト: HelioGuilherme66/gretl
static int stepy_ (integer *n, integer *p, doublereal *a, 
		   doublereal *d, doublereal *b, doublereal *ada, 
		   integer *info)
{
    integer i, m = *p * *p;
    int attempt = 0;
    int err = 0;

 try_again:

    for (i=0; i<m; i++) {
	ada[i] = 0.0;
    }

    for (i=0; i<*n; i++) {
	dsyr_("U", p, &d[i], &a[i * *p], &one, ada, p);
    }

    if (attempt == 0) {
	dposv_("U", p, &one, ada, p, b, p, info);
	if (*info != 0) {
	    fprintf(stderr, "stepy: dposv gave info = %d\n", *info);
	    attempt = 1;
	    goto try_again;
	}
    } else {
	gretl_matrix A, B;

	gretl_matrix_init(&A);
	gretl_matrix_init(&B);

	A.rows = A.cols = *p;
	A.val = ada;
	B.rows = *p;
	B.cols = 1;
	B.val = b;

	err = gretl_LU_solve(&A, &B);
	if (err) {
	    fprintf(stderr, "stepy: gretl_LU_solve: err = %d\n", err);
	}
    }

    return err;
}
コード例 #4
0
ファイル: DenseStorage.C プロジェクト: aig-lchion/OOQP
void DenseStorage::atAddOuterProductOf(int row, int col, double alpha,
					   double * x, int incx, int nx )
{
  assert( row >= 0 && row + nx <= m );
  assert( col >= 0 && col + nx <= n );
  
  // If assertions are turned off, clip to the actual size of this matrix
  row = ( row >= 0 ) ? row : 0;
  col = ( col >= 0 ) ? col : 0;
  
  nx = ( row + nx <= m ) ? nx : m - row;
  nx = ( col + nx <= n ) ? nx : n - col;

  char fortranUplo = 'U';
  
  dsyr_( &fortranUplo, &nx, &alpha, x, &incx,
	 &M[row][col], &n );
}
コード例 #5
0
ファイル: dsytf2.c プロジェクト: vopl/sp
/* Subroutine */ int dsytf2_(char *uplo, integer *n, doublereal *a, integer *
	lda, integer *ipiv, integer *info)
{
/*  -- LAPACK routine (version 3.1) --   
       Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..   
       November 2006   


    Purpose   
    =======   

    DSYTF2 computes the factorization of a real symmetric matrix A using   
    the Bunch-Kaufman diagonal pivoting method:   

       A = U*D*U'  or  A = L*D*L'   

    where U (or L) is a product of permutation and unit upper (lower)   
    triangular matrices, U' is the transpose of U, and D is symmetric and   
    block diagonal with 1-by-1 and 2-by-2 diagonal blocks.   

    This is the unblocked version of the algorithm, calling Level 2 BLAS.   

    Arguments   
    =========   

    UPLO    (input) CHARACTER*1   
            Specifies whether the upper or lower triangular part of the   
            symmetric matrix A is stored:   
            = 'U':  Upper triangular   
            = 'L':  Lower triangular   

    N       (input) INTEGER   
            The order of the matrix A.  N >= 0.   

    A       (input/output) DOUBLE PRECISION array, dimension (LDA,N)   
            On entry, the symmetric matrix A.  If UPLO = 'U', the leading   
            n-by-n upper triangular part of A contains the upper   
            triangular part of the matrix A, and the strictly lower   
            triangular part of A is not referenced.  If UPLO = 'L', the   
            leading n-by-n lower triangular part of A contains the lower   
            triangular part of the matrix A, and the strictly upper   
            triangular part of A is not referenced.   

            On exit, the block diagonal matrix D and the multipliers used   
            to obtain the factor U or L (see below for further details).   

    LDA     (input) INTEGER   
            The leading dimension of the array A.  LDA >= max(1,N).   

    IPIV    (output) INTEGER array, dimension (N)   
            Details of the interchanges and the block structure of D.   
            If IPIV(k) > 0, then rows and columns k and IPIV(k) were   
            interchanged and D(k,k) is a 1-by-1 diagonal block.   
            If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and   
            columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k)   
            is a 2-by-2 diagonal block.  If UPLO = 'L' and IPIV(k) =   
            IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were   
            interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.   

    INFO    (output) INTEGER   
            = 0: successful exit   
            < 0: if INFO = -k, the k-th argument had an illegal value   
            > 0: if INFO = k, D(k,k) is exactly zero.  The factorization   
                 has been completed, but the block diagonal matrix D is   
                 exactly singular, and division by zero will occur if it   
                 is used to solve a system of equations.   

    Further Details   
    ===============   

    09-29-06 - patch from   
      Bobby Cheng, MathWorks   

      Replace l.204 and l.372   
           IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN   
      by   
           IF( (MAX( ABSAKK, COLMAX ).EQ.ZERO) .OR. DISNAN(ABSAKK) ) THEN   

    01-01-96 - Based on modifications by   
      J. Lewis, Boeing Computer Services Company   
      A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA   
    1-96 - Based on modifications by J. Lewis, Boeing Computer Services   
           Company   

    If UPLO = 'U', then A = U*D*U', where   
       U = P(n)*U(n)* ... *P(k)U(k)* ...,   
    i.e., U is a product of terms P(k)*U(k), where k decreases from n to   
    1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1   
    and 2-by-2 diagonal blocks D(k).  P(k) is a permutation matrix as   
    defined by IPIV(k), and U(k) is a unit upper triangular matrix, such   
    that if the diagonal block D(k) is of order s (s = 1 or 2), then   

               (   I    v    0   )   k-s   
       U(k) =  (   0    I    0   )   s   
               (   0    0    I   )   n-k   
                  k-s   s   n-k   

    If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k).   
    If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k),   
    and A(k,k), and v overwrites A(1:k-2,k-1:k).   

    If UPLO = 'L', then A = L*D*L', where   
       L = P(1)*L(1)* ... *P(k)*L(k)* ...,   
    i.e., L is a product of terms P(k)*L(k), where k increases from 1 to   
    n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1   
    and 2-by-2 diagonal blocks D(k).  P(k) is a permutation matrix as   
    defined by IPIV(k), and L(k) is a unit lower triangular matrix, such   
    that if the diagonal block D(k) is of order s (s = 1 or 2), then   

               (   I    0     0   )  k-1   
       L(k) =  (   0    I     0   )  s   
               (   0    v     I   )  n-k-s+1   
                  k-1   s  n-k-s+1   

    If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k).   
    If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k),   
    and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1).   

    =====================================================================   


       Test the input parameters.   

       Parameter adjustments */
    /* Table of constant values */
    static const integer c__1 = 1;
    
    /* System generated locals */
    integer a_dim1, a_offset, i__1, i__2;
    doublereal d__1, d__2, d__3;
    /* Builtin functions */
    double sqrt(doublereal);
    /* Local variables */
    _THREAD_STATIC_ integer i__, j, k;
    _THREAD_STATIC_ doublereal t, r1, d11, d12, d21, d22;
    _THREAD_STATIC_ integer kk, kp;
    _THREAD_STATIC_ doublereal wk, wkm1, wkp1;
    _THREAD_STATIC_ integer imax, jmax;
    extern /* Subroutine */ int dsyr_(char *, integer *, doublereal *, 
	    doublereal *, integer *, doublereal *, integer *);
    _THREAD_STATIC_ doublereal alpha;
    extern /* Subroutine */ int dscal_(integer *, doublereal *, doublereal *, 
	    integer *);
    extern logical lsame_(char *, char *);
    extern /* Subroutine */ int dswap_(integer *, doublereal *, integer *, 
	    doublereal *, integer *);
    _THREAD_STATIC_ integer kstep;
    _THREAD_STATIC_ logical upper;
    _THREAD_STATIC_ doublereal absakk;
    extern integer idamax_(integer *, doublereal *, integer *);
    extern logical disnan_(doublereal *);
    extern /* Subroutine */ int xerbla_(char *, integer *);
    _THREAD_STATIC_ doublereal colmax, rowmax;


    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    --ipiv;

    /* Function Body */
    *info = 0;
    upper = lsame_(uplo, "U");
    if (! upper && ! lsame_(uplo, "L")) {
	*info = -1;
    } else if (*n < 0) {
	*info = -2;
    } else if (*lda < max(1,*n)) {
	*info = -4;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("DSYTF2", &i__1);
	return 0;
    }

/*     Initialize ALPHA for use in choosing pivot block size. */

    alpha = (sqrt(17.) + 1.) / 8.;

    if (upper) {

/*        Factorize A as U*D*U' using the upper triangle of A   

          K is the main loop index, decreasing from N to 1 in steps of   
          1 or 2 */

	k = *n;
L10:

/*        If K < 1, exit from loop */

	if (k < 1) {
	    goto L70;
	}
	kstep = 1;

/*        Determine rows and columns to be interchanged and whether   
          a 1-by-1 or 2-by-2 pivot block will be used */

	absakk = (d__1 = a[k + k * a_dim1], abs(d__1));

/*        IMAX is the row-index of the largest off-diagonal element in   
          column K, and COLMAX is its absolute value */

	if (k > 1) {
	    i__1 = k - 1;
	    imax = idamax_(&i__1, &a[k * a_dim1 + 1], &c__1);
	    colmax = (d__1 = a[imax + k * a_dim1], abs(d__1));
	} else {
	    colmax = 0.;
	}

	if (max(absakk,colmax) == 0. || disnan_(&absakk)) {

/*           Column K is zero or contains a NaN: set INFO and continue */

	    if (*info == 0) {
		*info = k;
	    }
	    kp = k;
	} else {
	    if (absakk >= alpha * colmax) {

/*              no interchange, use 1-by-1 pivot block */

		kp = k;
	    } else {

/*              JMAX is the column-index of the largest off-diagonal   
                element in row IMAX, and ROWMAX is its absolute value */

		i__1 = k - imax;
		jmax = imax + idamax_(&i__1, &a[imax + (imax + 1) * a_dim1], 
			lda);
		rowmax = (d__1 = a[imax + jmax * a_dim1], abs(d__1));
		if (imax > 1) {
		    i__1 = imax - 1;
		    jmax = idamax_(&i__1, &a[imax * a_dim1 + 1], &c__1);
/* Computing MAX */
		    d__2 = rowmax, d__3 = (d__1 = a[jmax + imax * a_dim1], 
			    abs(d__1));
		    rowmax = max(d__2,d__3);
		}

		if (absakk >= alpha * colmax * (colmax / rowmax)) {

/*                 no interchange, use 1-by-1 pivot block */

		    kp = k;
		} else if ((d__1 = a[imax + imax * a_dim1], abs(d__1)) >= 
			alpha * rowmax) {

/*                 interchange rows and columns K and IMAX, use 1-by-1   
                   pivot block */

		    kp = imax;
		} else {

/*                 interchange rows and columns K-1 and IMAX, use 2-by-2   
                   pivot block */

		    kp = imax;
		    kstep = 2;
		}
	    }

	    kk = k - kstep + 1;
	    if (kp != kk) {

/*              Interchange rows and columns KK and KP in the leading   
                submatrix A(1:k,1:k) */

		i__1 = kp - 1;
		dswap_(&i__1, &a[kk * a_dim1 + 1], &c__1, &a[kp * a_dim1 + 1], 
			 &c__1);
		i__1 = kk - kp - 1;
		dswap_(&i__1, &a[kp + 1 + kk * a_dim1], &c__1, &a[kp + (kp + 
			1) * a_dim1], lda);
		t = a[kk + kk * a_dim1];
		a[kk + kk * a_dim1] = a[kp + kp * a_dim1];
		a[kp + kp * a_dim1] = t;
		if (kstep == 2) {
		    t = a[k - 1 + k * a_dim1];
		    a[k - 1 + k * a_dim1] = a[kp + k * a_dim1];
		    a[kp + k * a_dim1] = t;
		}
	    }

/*           Update the leading submatrix */

	    if (kstep == 1) {

/*              1-by-1 pivot block D(k): column k now holds   

                W(k) = U(k)*D(k)   

                where U(k) is the k-th column of U   

                Perform a rank-1 update of A(1:k-1,1:k-1) as   

                A := A - U(k)*D(k)*U(k)' = A - W(k)*1/D(k)*W(k)' */

		r1 = 1. / a[k + k * a_dim1];
		i__1 = k - 1;
		d__1 = -r1;
		dsyr_(uplo, &i__1, &d__1, &a[k * a_dim1 + 1], &c__1, &a[
			a_offset], lda);

/*              Store U(k) in column k */

		i__1 = k - 1;
		dscal_(&i__1, &r1, &a[k * a_dim1 + 1], &c__1);
	    } else {

/*              2-by-2 pivot block D(k): columns k and k-1 now hold   

                ( W(k-1) W(k) ) = ( U(k-1) U(k) )*D(k)   

                where U(k) and U(k-1) are the k-th and (k-1)-th columns   
                of U   

                Perform a rank-2 update of A(1:k-2,1:k-2) as   

                A := A - ( U(k-1) U(k) )*D(k)*( U(k-1) U(k) )'   
                   = A - ( W(k-1) W(k) )*inv(D(k))*( W(k-1) W(k) )' */

		if (k > 2) {

		    d12 = a[k - 1 + k * a_dim1];
		    d22 = a[k - 1 + (k - 1) * a_dim1] / d12;
		    d11 = a[k + k * a_dim1] / d12;
		    t = 1. / (d11 * d22 - 1.);
		    d12 = t / d12;

		    for (j = k - 2; j >= 1; --j) {
			wkm1 = d12 * (d11 * a[j + (k - 1) * a_dim1] - a[j + k 
				* a_dim1]);
			wk = d12 * (d22 * a[j + k * a_dim1] - a[j + (k - 1) * 
				a_dim1]);
			for (i__ = j; i__ >= 1; --i__) {
			    a[i__ + j * a_dim1] = a[i__ + j * a_dim1] - a[i__ 
				    + k * a_dim1] * wk - a[i__ + (k - 1) * 
				    a_dim1] * wkm1;
/* L20: */
			}
			a[j + k * a_dim1] = wk;
			a[j + (k - 1) * a_dim1] = wkm1;
/* L30: */
		    }

		}

	    }
	}

/*        Store details of the interchanges in IPIV */

	if (kstep == 1) {
	    ipiv[k] = kp;
	} else {
	    ipiv[k] = -kp;
	    ipiv[k - 1] = -kp;
	}

/*        Decrease K and return to the start of the main loop */

	k -= kstep;
	goto L10;

    } else {

/*        Factorize A as L*D*L' using the lower triangle of A   

          K is the main loop index, increasing from 1 to N in steps of   
          1 or 2 */

	k = 1;
L40:

/*        If K > N, exit from loop */

	if (k > *n) {
	    goto L70;
	}
	kstep = 1;

/*        Determine rows and columns to be interchanged and whether   
          a 1-by-1 or 2-by-2 pivot block will be used */

	absakk = (d__1 = a[k + k * a_dim1], abs(d__1));

/*        IMAX is the row-index of the largest off-diagonal element in   
          column K, and COLMAX is its absolute value */

	if (k < *n) {
	    i__1 = *n - k;
	    imax = k + idamax_(&i__1, &a[k + 1 + k * a_dim1], &c__1);
	    colmax = (d__1 = a[imax + k * a_dim1], abs(d__1));
	} else {
	    colmax = 0.;
	}

	if (max(absakk,colmax) == 0. || disnan_(&absakk)) {

/*           Column K is zero or contains a NaN: set INFO and continue */

	    if (*info == 0) {
		*info = k;
	    }
	    kp = k;
	} else {
	    if (absakk >= alpha * colmax) {

/*              no interchange, use 1-by-1 pivot block */

		kp = k;
	    } else {

/*              JMAX is the column-index of the largest off-diagonal   
                element in row IMAX, and ROWMAX is its absolute value */

		i__1 = imax - k;
		jmax = k - 1 + idamax_(&i__1, &a[imax + k * a_dim1], lda);
		rowmax = (d__1 = a[imax + jmax * a_dim1], abs(d__1));
		if (imax < *n) {
		    i__1 = *n - imax;
		    jmax = imax + idamax_(&i__1, &a[imax + 1 + imax * a_dim1], 
			     &c__1);
/* Computing MAX */
		    d__2 = rowmax, d__3 = (d__1 = a[jmax + imax * a_dim1], 
			    abs(d__1));
		    rowmax = max(d__2,d__3);
		}

		if (absakk >= alpha * colmax * (colmax / rowmax)) {

/*                 no interchange, use 1-by-1 pivot block */

		    kp = k;
		} else if ((d__1 = a[imax + imax * a_dim1], abs(d__1)) >= 
			alpha * rowmax) {

/*                 interchange rows and columns K and IMAX, use 1-by-1   
                   pivot block */

		    kp = imax;
		} else {

/*                 interchange rows and columns K+1 and IMAX, use 2-by-2   
                   pivot block */

		    kp = imax;
		    kstep = 2;
		}
	    }

	    kk = k + kstep - 1;
	    if (kp != kk) {

/*              Interchange rows and columns KK and KP in the trailing   
                submatrix A(k:n,k:n) */

		if (kp < *n) {
		    i__1 = *n - kp;
		    dswap_(&i__1, &a[kp + 1 + kk * a_dim1], &c__1, &a[kp + 1 
			    + kp * a_dim1], &c__1);
		}
		i__1 = kp - kk - 1;
		dswap_(&i__1, &a[kk + 1 + kk * a_dim1], &c__1, &a[kp + (kk + 
			1) * a_dim1], lda);
		t = a[kk + kk * a_dim1];
		a[kk + kk * a_dim1] = a[kp + kp * a_dim1];
		a[kp + kp * a_dim1] = t;
		if (kstep == 2) {
		    t = a[k + 1 + k * a_dim1];
		    a[k + 1 + k * a_dim1] = a[kp + k * a_dim1];
		    a[kp + k * a_dim1] = t;
		}
	    }

/*           Update the trailing submatrix */

	    if (kstep == 1) {

/*              1-by-1 pivot block D(k): column k now holds   

                W(k) = L(k)*D(k)   

                where L(k) is the k-th column of L */

		if (k < *n) {

/*                 Perform a rank-1 update of A(k+1:n,k+1:n) as   

                   A := A - L(k)*D(k)*L(k)' = A - W(k)*(1/D(k))*W(k)' */

		    d11 = 1. / a[k + k * a_dim1];
		    i__1 = *n - k;
		    d__1 = -d11;
		    dsyr_(uplo, &i__1, &d__1, &a[k + 1 + k * a_dim1], &c__1, &
			    a[k + 1 + (k + 1) * a_dim1], lda);

/*                 Store L(k) in column K */

		    i__1 = *n - k;
		    dscal_(&i__1, &d11, &a[k + 1 + k * a_dim1], &c__1);
		}
	    } else {

/*              2-by-2 pivot block D(k) */

		if (k < *n - 1) {

/*                 Perform a rank-2 update of A(k+2:n,k+2:n) as   

                   A := A - ( (A(k) A(k+1))*D(k)**(-1) ) * (A(k) A(k+1))'   

                   where L(k) and L(k+1) are the k-th and (k+1)-th   
                   columns of L */

		    d21 = a[k + 1 + k * a_dim1];
		    d11 = a[k + 1 + (k + 1) * a_dim1] / d21;
		    d22 = a[k + k * a_dim1] / d21;
		    t = 1. / (d11 * d22 - 1.);
		    d21 = t / d21;

		    i__1 = *n;
		    for (j = k + 2; j <= i__1; ++j) {

			wk = d21 * (d11 * a[j + k * a_dim1] - a[j + (k + 1) * 
				a_dim1]);
			wkp1 = d21 * (d22 * a[j + (k + 1) * a_dim1] - a[j + k 
				* a_dim1]);

			i__2 = *n;
			for (i__ = j; i__ <= i__2; ++i__) {
			    a[i__ + j * a_dim1] = a[i__ + j * a_dim1] - a[i__ 
				    + k * a_dim1] * wk - a[i__ + (k + 1) * 
				    a_dim1] * wkp1;
/* L50: */
			}

			a[j + k * a_dim1] = wk;
			a[j + (k + 1) * a_dim1] = wkp1;

/* L60: */
		    }
		}
	    }
	}

/*        Store details of the interchanges in IPIV */

	if (kstep == 1) {
	    ipiv[k] = kp;
	} else {
	    ipiv[k] = -kp;
	    ipiv[k + 1] = -kp;
	}

/*        Increase K and return to the start of the main loop */

	k += kstep;
	goto L40;

    }

L70:

    return 0;

/*     End of DSYTF2 */

} /* dsytf2_ */
コード例 #6
0
ファイル: blas-lapack.c プロジェクト: BenjaminCoquelle/clBLAS
void
dsyr(char uplo, int n, double alpha, double *x, int incx, double *a, int lda)
{
   dsyr_( &uplo, &n, &alpha, x, &incx, a, &lda);
}
コード例 #7
0
ファイル: test_her.c プロジェクト: figual/blis
int main( int argc, char** argv )
{
	obj_t a, x;
	obj_t a_save;
	obj_t alpha;
	dim_t m;
	dim_t p;
	dim_t p_begin, p_end, p_inc;
	int   m_input;
	num_t dt_a, dt_x;
	num_t dt_alpha;
	int   r, n_repeats;
	uplo_t uplo;

	double dtime;
	double dtime_save;
	double gflops;

	//bli_init();

	n_repeats = 3;

#ifndef PRINT
	p_begin = 40;
	p_end   = 2000;
	p_inc   = 40;

	m_input = -1;
#else
	p_begin = 16;
	p_end   = 16;
	p_inc   = 1;

	m_input = 6;
#endif

#if 1
	dt_alpha = dt_x = dt_a = BLIS_DOUBLE;
#else
	dt_alpha = dt_x = dt_a = BLIS_DCOMPLEX;
#endif

	uplo = BLIS_LOWER;

	// Begin with initializing the last entry to zero so that
	// matlab allocates space for the entire array once up-front.
	for ( p = p_begin; p + p_inc <= p_end; p += p_inc ) ;
#ifdef BLIS
	printf( "data_her_blis" );
#else
	printf( "data_her_%s", BLAS );
#endif
	printf( "( %2lu, 1:2 ) = [ %4lu %7.2f ];\n",
	        ( unsigned long )(p - p_begin + 1)/p_inc + 1,
	        ( unsigned long )0, 0.0 );

	for ( p = p_begin; p <= p_end; p += p_inc )
	{

		if ( m_input < 0 ) m = p * ( dim_t )abs(m_input);
		else               m =     ( dim_t )    m_input;


		bli_obj_create( dt_alpha, 1, 1, 0, 0, &alpha );

		bli_obj_create( dt_x, m, 1, 0, 0, &x );
		bli_obj_create( dt_a, m, m, 0, 0, &a );
		bli_obj_create( dt_a, m, m, 0, 0, &a_save );

		bli_randm( &x );
		bli_randm( &a );

		bli_obj_set_struc( BLIS_HERMITIAN, &a );
		//bli_obj_set_struc( BLIS_SYMMETRIC, &a );
		bli_obj_set_uplo( uplo, &a );


		bli_setsc(  (2.0/1.0), 0.0, &alpha );


		bli_copym( &a, &a_save );
	
		dtime_save = DBL_MAX;

		for ( r = 0; r < n_repeats; ++r )
		{
			bli_copym( &a_save, &a );


			dtime = bli_clock();

#ifdef PRINT
			bli_printm( "x", &x, "%4.1f", "" );
			bli_printm( "a", &a, "%4.1f", "" );
#endif

#ifdef BLIS
			//bli_obj_toggle_conj( &x );

			//bli_syr( &alpha,
			bli_her( &alpha,
			         &x,
			         &a );

#else

			f77_char uplo   = 'L';
			f77_int  mm     = bli_obj_length( &a );
			f77_int  incx   = bli_obj_vector_inc( &x );
			f77_int  lda    = bli_obj_col_stride( &a );
			double*  alphap = bli_obj_buffer( &alpha );
			double*  xp     = bli_obj_buffer( &x );
			double*  ap     = bli_obj_buffer( &a );
/*
			dcomplex* xp   = bli_obj_buffer( x );
			dcomplex* ap   = bli_obj_buffer( &a );
*/

			dsyr_( &uplo,
			//zher_( &uplo,
			       &mm,
			       alphap,
			       xp, &incx,
			       ap, &lda );
#endif

#ifdef PRINT
			bli_printm( "a after", &a, "%4.1f", "" );
			exit(1);
#endif


			dtime_save = bli_clock_min_diff( dtime_save, dtime );
		}

		gflops = ( 1.0 * m * m ) / ( dtime_save * 1.0e9 );

#ifdef BLIS
		printf( "data_her_blis" );
#else
		printf( "data_her_%s", BLAS );
#endif
		printf( "( %2lu, 1:2 ) = [ %4lu %7.2f ];\n",
		        ( unsigned long )(p - p_begin + 1)/p_inc + 1,
		        ( unsigned long )m, gflops );

		bli_obj_free( &alpha );

		bli_obj_free( &x );
		bli_obj_free( &a );
		bli_obj_free( &a_save );
	}

	//bli_finalize();

	return 0;
}
コード例 #8
0
ファイル: dstt21.c プロジェクト: zangel/uquad
/* Subroutine */ int dstt21_(integer *n, integer *kband, doublereal *ad, 
	doublereal *ae, doublereal *sd, doublereal *se, doublereal *u, 
	integer *ldu, doublereal *work, doublereal *result)
{
    /* System generated locals */
    integer u_dim1, u_offset, i__1;
    doublereal d__1, d__2, d__3;

    /* Local variables */
    static doublereal unfl;
    extern /* Subroutine */ int dsyr_(char *, integer *, doublereal *, 
	    doublereal *, integer *, doublereal *, integer *);
    static doublereal temp1, temp2;
    extern /* Subroutine */ int dsyr2_(char *, integer *, doublereal *, 
	    doublereal *, integer *, doublereal *, integer *, doublereal *, 
	    integer *);
    static integer j;
    extern /* Subroutine */ int dgemm_(char *, char *, integer *, integer *, 
	    integer *, doublereal *, doublereal *, integer *, doublereal *, 
	    integer *, doublereal *, doublereal *, integer *);
    static doublereal anorm, wnorm;
    extern doublereal dlamch_(char *), dlange_(char *, integer *, 
	    integer *, doublereal *, integer *, doublereal *);
    extern /* Subroutine */ int dlaset_(char *, integer *, integer *, 
	    doublereal *, doublereal *, doublereal *, integer *);
    extern doublereal dlansy_(char *, char *, integer *, doublereal *, 
	    integer *, doublereal *);
    static doublereal ulp;


#define u_ref(a_1,a_2) u[(a_2)*u_dim1 + a_1]


/*  -- LAPACK test routine (version 3.0) --   
       Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,   
       Courant Institute, Argonne National Lab, and Rice University   
       September 30, 1994   


    Purpose   
    =======   

    DSTT21 checks a decomposition of the form   

       A = U S U'   

    where ' means transpose, A is symmetric tridiagonal, U is orthogonal,   
    and S is diagonal (if KBAND=0) or symmetric tridiagonal (if KBAND=1).   
    Two tests are performed:   

       RESULT(1) = | A - U S U' | / ( |A| n ulp )   

       RESULT(2) = | I - UU' | / ( n ulp )   

    Arguments   
    =========   

    N       (input) INTEGER   
            The size of the matrix.  If it is zero, DSTT21 does nothing.   
            It must be at least zero.   

    KBAND   (input) INTEGER   
            The bandwidth of the matrix S.  It may only be zero or one.   
            If zero, then S is diagonal, and SE is not referenced.  If   
            one, then S is symmetric tri-diagonal.   

    AD      (input) DOUBLE PRECISION array, dimension (N)   
            The diagonal of the original (unfactored) matrix A.  A is   
            assumed to be symmetric tridiagonal.   

    AE      (input) DOUBLE PRECISION array, dimension (N-1)   
            The off-diagonal of the original (unfactored) matrix A.  A   
            is assumed to be symmetric tridiagonal.  AE(1) is the (1,2)   
            and (2,1) element, AE(2) is the (2,3) and (3,2) element, etc.   

    SD      (input) DOUBLE PRECISION array, dimension (N)   
            The diagonal of the (symmetric tri-) diagonal matrix S.   

    SE      (input) DOUBLE PRECISION array, dimension (N-1)   
            The off-diagonal of the (symmetric tri-) diagonal matrix S.   
            Not referenced if KBSND=0.  If KBAND=1, then AE(1) is the   
            (1,2) and (2,1) element, SE(2) is the (2,3) and (3,2)   
            element, etc.   

    U       (input) DOUBLE PRECISION array, dimension (LDU, N)   
            The orthogonal matrix in the decomposition.   

    LDU     (input) INTEGER   
            The leading dimension of U.  LDU must be at least N.   

    WORK    (workspace) DOUBLE PRECISION array, dimension (N*(N+1))   

    RESULT  (output) DOUBLE PRECISION array, dimension (2)   
            The values computed by the two tests described above.  The   
            values are currently limited to 1/ulp, to avoid overflow.   
            RESULT(1) is always modified.   

    =====================================================================   


       1)      Constants   

       Parameter adjustments */
    --ad;
    --ae;
    --sd;
    --se;
    u_dim1 = *ldu;
    u_offset = 1 + u_dim1 * 1;
    u -= u_offset;
    --work;
    --result;

    /* Function Body */
    result[1] = 0.;
    result[2] = 0.;
    if (*n <= 0) {
	return 0;
    }

    unfl = dlamch_("Safe minimum");
    ulp = dlamch_("Precision");

/*     Do Test 1   

       Copy A & Compute its 1-Norm: */

    dlaset_("Full", n, n, &c_b5, &c_b5, &work[1], n);

    anorm = 0.;
    temp1 = 0.;

    i__1 = *n - 1;
    for (j = 1; j <= i__1; ++j) {
	work[(*n + 1) * (j - 1) + 1] = ad[j];
	work[(*n + 1) * (j - 1) + 2] = ae[j];
	temp2 = (d__1 = ae[j], abs(d__1));
/* Computing MAX */
	d__2 = anorm, d__3 = (d__1 = ad[j], abs(d__1)) + temp1 + temp2;
	anorm = max(d__2,d__3);
	temp1 = temp2;
/* L10: */
    }

/* Computing 2nd power */
    i__1 = *n;
    work[i__1 * i__1] = ad[*n];
/* Computing MAX */
    d__2 = anorm, d__3 = (d__1 = ad[*n], abs(d__1)) + temp1, d__2 = max(d__2,
	    d__3);
    anorm = max(d__2,unfl);

/*     Norm of A - USU' */

    i__1 = *n;
    for (j = 1; j <= i__1; ++j) {
	d__1 = -sd[j];
	dsyr_("L", n, &d__1, &u_ref(1, j), &c__1, &work[1], n);
/* L20: */
    }

    if (*n > 1 && *kband == 1) {
	i__1 = *n - 1;
	for (j = 1; j <= i__1; ++j) {
	    d__1 = -se[j];
	    dsyr2_("L", n, &d__1, &u_ref(1, j), &c__1, &u_ref(1, j + 1), &
		    c__1, &work[1], n);
/* L30: */
	}
    }

/* Computing 2nd power */
    i__1 = *n;
    wnorm = dlansy_("1", "L", n, &work[1], n, &work[i__1 * i__1 + 1]);

    if (anorm > wnorm) {
	result[1] = wnorm / anorm / (*n * ulp);
    } else {
	if (anorm < 1.) {
/* Computing MIN */
	    d__1 = wnorm, d__2 = *n * anorm;
	    result[1] = min(d__1,d__2) / anorm / (*n * ulp);
	} else {
/* Computing MIN */
	    d__1 = wnorm / anorm, d__2 = (doublereal) (*n);
	    result[1] = min(d__1,d__2) / (*n * ulp);
	}
    }

/*     Do Test 2   

       Compute  UU' - I */

    dgemm_("N", "C", n, n, n, &c_b19, &u[u_offset], ldu, &u[u_offset], ldu, &
	    c_b5, &work[1], n);

    i__1 = *n;
    for (j = 1; j <= i__1; ++j) {
	work[(*n + 1) * (j - 1) + 1] += -1.;
/* L40: */
    }

/* Computing MIN   
   Computing 2nd power */
    i__1 = *n;
    d__1 = (doublereal) (*n), d__2 = dlange_("1", n, n, &work[1], n, &work[
	    i__1 * i__1 + 1]);
    result[2] = min(d__1,d__2) / (*n * ulp);

    return 0;

/*     End of DSTT21 */

} /* dstt21_ */
コード例 #9
0
ファイル: dpbstf.c プロジェクト: 0u812/roadrunner-backup
/* Subroutine */ int dpbstf_(char *uplo, integer *n, integer *kd, doublereal *
	ab, integer *ldab, integer *info)
{
    /* System generated locals */
    integer ab_dim1, ab_offset, i__1, i__2, i__3;
    doublereal d__1;

    /* Builtin functions */
    double sqrt(doublereal);

    /* Local variables */
    integer j, m, km;
    doublereal ajj;
    integer kld;
    extern /* Subroutine */ int dsyr_(char *, integer *, doublereal *, 
	    doublereal *, integer *, doublereal *, integer *), dscal_(
	    integer *, doublereal *, doublereal *, integer *);
    extern logical lsame_(char *, char *);
    logical upper;
    extern /* Subroutine */ int xerbla_(char *, integer *);


/*  -- LAPACK routine (version 3.2) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/*     November 2006 */

/*     .. Scalar Arguments .. */
/*     .. */
/*     .. Array Arguments .. */
/*     .. */

/*  Purpose */
/*  ======= */

/*  DPBSTF computes a split Cholesky factorization of a real */
/*  symmetric positive definite band matrix A. */

/*  This routine is designed to be used in conjunction with DSBGST. */

/*  The factorization has the form  A = S**T*S  where S is a band matrix */
/*  of the same bandwidth as A and the following structure: */

/*    S = ( U    ) */
/*        ( M  L ) */

/*  where U is upper triangular of order m = (n+kd)/2, and L is lower */
/*  triangular of order n-m. */

/*  Arguments */
/*  ========= */

/*  UPLO    (input) CHARACTER*1 */
/*          = 'U':  Upper triangle of A is stored; */
/*          = 'L':  Lower triangle of A is stored. */

/*  N       (input) INTEGER */
/*          The order of the matrix A.  N >= 0. */

/*  KD      (input) INTEGER */
/*          The number of superdiagonals of the matrix A if UPLO = 'U', */
/*          or the number of subdiagonals if UPLO = 'L'.  KD >= 0. */

/*  AB      (input/output) DOUBLE PRECISION array, dimension (LDAB,N) */
/*          On entry, the upper or lower triangle of the symmetric band */
/*          matrix A, stored in the first kd+1 rows of the array.  The */
/*          j-th column of A is stored in the j-th column of the array AB */
/*          as follows: */
/*          if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j; */
/*          if UPLO = 'L', AB(1+i-j,j)    = A(i,j) for j<=i<=min(n,j+kd). */

/*          On exit, if INFO = 0, the factor S from the split Cholesky */
/*          factorization A = S**T*S. See Further Details. */

/*  LDAB    (input) INTEGER */
/*          The leading dimension of the array AB.  LDAB >= KD+1. */

/*  INFO    (output) INTEGER */
/*          = 0: successful exit */
/*          < 0: if INFO = -i, the i-th argument had an illegal value */
/*          > 0: if INFO = i, the factorization could not be completed, */
/*               because the updated element a(i,i) was negative; the */
/*               matrix A is not positive definite. */

/*  Further Details */
/*  =============== */

/*  The band storage scheme is illustrated by the following example, when */
/*  N = 7, KD = 2: */

/*  S = ( s11  s12  s13                     ) */
/*      (      s22  s23  s24                ) */
/*      (           s33  s34                ) */
/*      (                s44                ) */
/*      (           s53  s54  s55           ) */
/*      (                s64  s65  s66      ) */
/*      (                     s75  s76  s77 ) */

/*  If UPLO = 'U', the array AB holds: */

/*  on entry:                          on exit: */

/*   *    *   a13  a24  a35  a46  a57   *    *   s13  s24  s53  s64  s75 */
/*   *   a12  a23  a34  a45  a56  a67   *   s12  s23  s34  s54  s65  s76 */
/*  a11  a22  a33  a44  a55  a66  a77  s11  s22  s33  s44  s55  s66  s77 */

/*  If UPLO = 'L', the array AB holds: */

/*  on entry:                          on exit: */

/*  a11  a22  a33  a44  a55  a66  a77  s11  s22  s33  s44  s55  s66  s77 */
/*  a21  a32  a43  a54  a65  a76   *   s12  s23  s34  s54  s65  s76   * */
/*  a31  a42  a53  a64  a64   *    *   s13  s24  s53  s64  s75   *    * */

/*  Array elements marked * are not used by the routine. */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. External Functions .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Executable Statements .. */

/*     Test the input parameters. */

    /* Parameter adjustments */
    ab_dim1 = *ldab;
    ab_offset = 1 + ab_dim1;
    ab -= ab_offset;

    /* Function Body */
    *info = 0;
    upper = lsame_(uplo, "U");
    if (! upper && ! lsame_(uplo, "L")) {
	*info = -1;
    } else if (*n < 0) {
	*info = -2;
    } else if (*kd < 0) {
	*info = -3;
    } else if (*ldab < *kd + 1) {
	*info = -5;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("DPBSTF", &i__1);
	return 0;
    }

/*     Quick return if possible */

    if (*n == 0) {
	return 0;
    }

/* Computing MAX */
    i__1 = 1, i__2 = *ldab - 1;
    kld = max(i__1,i__2);

/*     Set the splitting point m. */

    m = (*n + *kd) / 2;

    if (upper) {

/*        Factorize A(m+1:n,m+1:n) as L**T*L, and update A(1:m,1:m). */

	i__1 = m + 1;
	for (j = *n; j >= i__1; --j) {

/*           Compute s(j,j) and test for non-positive-definiteness. */

	    ajj = ab[*kd + 1 + j * ab_dim1];
	    if (ajj <= 0.) {
		goto L50;
	    }
	    ajj = sqrt(ajj);
	    ab[*kd + 1 + j * ab_dim1] = ajj;
/* Computing MIN */
	    i__2 = j - 1;
	    km = min(i__2,*kd);

/*           Compute elements j-km:j-1 of the j-th column and update the */
/*           the leading submatrix within the band. */

	    d__1 = 1. / ajj;
	    dscal_(&km, &d__1, &ab[*kd + 1 - km + j * ab_dim1], &c__1);
	    dsyr_("Upper", &km, &c_b9, &ab[*kd + 1 - km + j * ab_dim1], &c__1, 
		     &ab[*kd + 1 + (j - km) * ab_dim1], &kld);
/* L10: */
	}

/*        Factorize the updated submatrix A(1:m,1:m) as U**T*U. */

	i__1 = m;
	for (j = 1; j <= i__1; ++j) {

/*           Compute s(j,j) and test for non-positive-definiteness. */

	    ajj = ab[*kd + 1 + j * ab_dim1];
	    if (ajj <= 0.) {
		goto L50;
	    }
	    ajj = sqrt(ajj);
	    ab[*kd + 1 + j * ab_dim1] = ajj;
/* Computing MIN */
	    i__2 = *kd, i__3 = m - j;
	    km = min(i__2,i__3);

/*           Compute elements j+1:j+km of the j-th row and update the */
/*           trailing submatrix within the band. */

	    if (km > 0) {
		d__1 = 1. / ajj;
		dscal_(&km, &d__1, &ab[*kd + (j + 1) * ab_dim1], &kld);
		dsyr_("Upper", &km, &c_b9, &ab[*kd + (j + 1) * ab_dim1], &kld, 
			 &ab[*kd + 1 + (j + 1) * ab_dim1], &kld);
	    }
/* L20: */
	}
    } else {

/*        Factorize A(m+1:n,m+1:n) as L**T*L, and update A(1:m,1:m). */

	i__1 = m + 1;
	for (j = *n; j >= i__1; --j) {

/*           Compute s(j,j) and test for non-positive-definiteness. */

	    ajj = ab[j * ab_dim1 + 1];
	    if (ajj <= 0.) {
		goto L50;
	    }
	    ajj = sqrt(ajj);
	    ab[j * ab_dim1 + 1] = ajj;
/* Computing MIN */
	    i__2 = j - 1;
	    km = min(i__2,*kd);

/*           Compute elements j-km:j-1 of the j-th row and update the */
/*           trailing submatrix within the band. */

	    d__1 = 1. / ajj;
	    dscal_(&km, &d__1, &ab[km + 1 + (j - km) * ab_dim1], &kld);
	    dsyr_("Lower", &km, &c_b9, &ab[km + 1 + (j - km) * ab_dim1], &kld, 
		     &ab[(j - km) * ab_dim1 + 1], &kld);
/* L30: */
	}

/*        Factorize the updated submatrix A(1:m,1:m) as U**T*U. */

	i__1 = m;
	for (j = 1; j <= i__1; ++j) {

/*           Compute s(j,j) and test for non-positive-definiteness. */

	    ajj = ab[j * ab_dim1 + 1];
	    if (ajj <= 0.) {
		goto L50;
	    }
	    ajj = sqrt(ajj);
	    ab[j * ab_dim1 + 1] = ajj;
/* Computing MIN */
	    i__2 = *kd, i__3 = m - j;
	    km = min(i__2,i__3);

/*           Compute elements j+1:j+km of the j-th column and update the */
/*           trailing submatrix within the band. */

	    if (km > 0) {
		d__1 = 1. / ajj;
		dscal_(&km, &d__1, &ab[j * ab_dim1 + 2], &c__1);
		dsyr_("Lower", &km, &c_b9, &ab[j * ab_dim1 + 2], &c__1, &ab[(
			j + 1) * ab_dim1 + 1], &kld);
	    }
/* L40: */
	}
    }
    return 0;

L50:
    *info = j;
    return 0;

/*     End of DPBSTF */

} /* dpbstf_ */
コード例 #10
0
ファイル: dpbstf.c プロジェクト: nimanshr/antelope_contrib
/* Subroutine */ int dpbstf_(char *uplo, integer *n, integer *kd, doublereal *
                             ab, integer *ldab, integer *info)
{
    /*  -- LAPACK routine (version 3.0) --
           Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
           Courant Institute, Argonne National Lab, and Rice University
           September 30, 1994


        Purpose
        =======

        DPBSTF computes a split Cholesky factorization of a real
        symmetric positive definite band matrix A.

        This routine is designed to be used in conjunction with DSBGST.

        The factorization has the form  A = S**T*S  where S is a band matrix
        of the same bandwidth as A and the following structure:

          S = ( U    )
              ( M  L )

        where U is upper triangular of order m = (n+kd)/2, and L is lower
        triangular of order n-m.

        Arguments
        =========

        UPLO    (input) CHARACTER*1
                = 'U':  Upper triangle of A is stored;
                = 'L':  Lower triangle of A is stored.

        N       (input) INTEGER
                The order of the matrix A.  N >= 0.

        KD      (input) INTEGER
                The number of superdiagonals of the matrix A if UPLO = 'U',
                or the number of subdiagonals if UPLO = 'L'.  KD >= 0.

        AB      (input/output) DOUBLE PRECISION array, dimension (LDAB,N)
                On entry, the upper or lower triangle of the symmetric band
                matrix A, stored in the first kd+1 rows of the array.  The
                j-th column of A is stored in the j-th column of the array AB
                as follows:
                if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
                if UPLO = 'L', AB(1+i-j,j)    = A(i,j) for j<=i<=min(n,j+kd).

                On exit, if INFO = 0, the factor S from the split Cholesky
                factorization A = S**T*S. See Further Details.

        LDAB    (input) INTEGER
                The leading dimension of the array AB.  LDAB >= KD+1.

        INFO    (output) INTEGER
                = 0: successful exit
                < 0: if INFO = -i, the i-th argument had an illegal value
                > 0: if INFO = i, the factorization could not be completed,
                     because the updated element a(i,i) was negative; the
                     matrix A is not positive definite.

        Further Details
        ===============

        The band storage scheme is illustrated by the following example, when
        N = 7, KD = 2:

        S = ( s11  s12  s13                     )
            (      s22  s23  s24                )
            (           s33  s34                )
            (                s44                )
            (           s53  s54  s55           )
            (                s64  s65  s66      )
            (                     s75  s76  s77 )

        If UPLO = 'U', the array AB holds:

        on entry:                          on exit:

         *    *   a13  a24  a35  a46  a57   *    *   s13  s24  s53  s64  s75
         *   a12  a23  a34  a45  a56  a67   *   s12  s23  s34  s54  s65  s76
        a11  a22  a33  a44  a55  a66  a77  s11  s22  s33  s44  s55  s66  s77

        If UPLO = 'L', the array AB holds:

        on entry:                          on exit:

        a11  a22  a33  a44  a55  a66  a77  s11  s22  s33  s44  s55  s66  s77
        a21  a32  a43  a54  a65  a76   *   s12  s23  s34  s54  s65  s76   *
        a31  a42  a53  a64  a64   *    *   s13  s24  s53  s64  s75   *    *

        Array elements marked * are not used by the routine.

        =====================================================================


           Test the input parameters.

           Parameter adjustments */
    /* Table of constant values */
    static integer c__1 = 1;
    static doublereal c_b9 = -1.;

    /* System generated locals */
    integer ab_dim1, ab_offset, i__1, i__2, i__3;
    doublereal d__1;
    /* Builtin functions */
    double sqrt(doublereal);
    /* Local variables */
    extern /* Subroutine */ int dsyr_(char *, integer *, doublereal *,
                                      doublereal *, integer *, doublereal *, integer *);
    static integer j, m;
    extern /* Subroutine */ int dscal_(integer *, doublereal *, doublereal *,
                                       integer *);
    extern logical lsame_(char *, char *);
    static logical upper;
    static integer km;
    extern /* Subroutine */ int xerbla_(char *, integer *);
    static doublereal ajj;
    static integer kld;
#define ab_ref(a_1,a_2) ab[(a_2)*ab_dim1 + a_1]


    ab_dim1 = *ldab;
    ab_offset = 1 + ab_dim1 * 1;
    ab -= ab_offset;

    /* Function Body */
    *info = 0;
    upper = lsame_(uplo, "U");
    if (! upper && ! lsame_(uplo, "L")) {
        *info = -1;
    } else if (*n < 0) {
        *info = -2;
    } else if (*kd < 0) {
        *info = -3;
    } else if (*ldab < *kd + 1) {
        *info = -5;
    }
    if (*info != 0) {
        i__1 = -(*info);
        xerbla_("DPBSTF", &i__1);
        return 0;
    }

    /*     Quick return if possible */

    if (*n == 0) {
        return 0;
    }

    /* Computing MAX */
    i__1 = 1, i__2 = *ldab - 1;
    kld = max(i__1,i__2);

    /*     Set the splitting point m. */

    m = (*n + *kd) / 2;

    if (upper) {

        /*        Factorize A(m+1:n,m+1:n) as L**T*L, and update A(1:m,1:m). */

        i__1 = m + 1;
        for (j = *n; j >= i__1; --j) {

            /*           Compute s(j,j) and test for non-positive-definiteness. */

            ajj = ab_ref(*kd + 1, j);
            if (ajj <= 0.) {
                goto L50;
            }
            ajj = sqrt(ajj);
            ab_ref(*kd + 1, j) = ajj;
            /* Computing MIN */
            i__2 = j - 1;
            km = min(i__2,*kd);

            /*           Compute elements j-km:j-1 of the j-th column and update the
                         the leading submatrix within the band. */

            d__1 = 1. / ajj;
            dscal_(&km, &d__1, &ab_ref(*kd + 1 - km, j), &c__1);
            dsyr_("Upper", &km, &c_b9, &ab_ref(*kd + 1 - km, j), &c__1, &
                  ab_ref(*kd + 1, j - km), &kld);
            /* L10: */
        }

        /*        Factorize the updated submatrix A(1:m,1:m) as U**T*U. */

        i__1 = m;
        for (j = 1; j <= i__1; ++j) {

            /*           Compute s(j,j) and test for non-positive-definiteness. */

            ajj = ab_ref(*kd + 1, j);
            if (ajj <= 0.) {
                goto L50;
            }
            ajj = sqrt(ajj);
            ab_ref(*kd + 1, j) = ajj;
            /* Computing MIN */
            i__2 = *kd, i__3 = m - j;
            km = min(i__2,i__3);

            /*           Compute elements j+1:j+km of the j-th row and update the
                         trailing submatrix within the band. */

            if (km > 0) {
                d__1 = 1. / ajj;
                dscal_(&km, &d__1, &ab_ref(*kd, j + 1), &kld);
                dsyr_("Upper", &km, &c_b9, &ab_ref(*kd, j + 1), &kld, &ab_ref(
                          *kd + 1, j + 1), &kld);
            }
            /* L20: */
        }
    } else {

        /*        Factorize A(m+1:n,m+1:n) as L**T*L, and update A(1:m,1:m). */

        i__1 = m + 1;
        for (j = *n; j >= i__1; --j) {

            /*           Compute s(j,j) and test for non-positive-definiteness. */

            ajj = ab_ref(1, j);
            if (ajj <= 0.) {
                goto L50;
            }
            ajj = sqrt(ajj);
            ab_ref(1, j) = ajj;
            /* Computing MIN */
            i__2 = j - 1;
            km = min(i__2,*kd);

            /*           Compute elements j-km:j-1 of the j-th row and update the
                         trailing submatrix within the band. */

            d__1 = 1. / ajj;
            dscal_(&km, &d__1, &ab_ref(km + 1, j - km), &kld);
            dsyr_("Lower", &km, &c_b9, &ab_ref(km + 1, j - km), &kld, &ab_ref(
                      1, j - km), &kld);
            /* L30: */
        }

        /*        Factorize the updated submatrix A(1:m,1:m) as U**T*U. */

        i__1 = m;
        for (j = 1; j <= i__1; ++j) {

            /*           Compute s(j,j) and test for non-positive-definiteness. */

            ajj = ab_ref(1, j);
            if (ajj <= 0.) {
                goto L50;
            }
            ajj = sqrt(ajj);
            ab_ref(1, j) = ajj;
            /* Computing MIN */
            i__2 = *kd, i__3 = m - j;
            km = min(i__2,i__3);

            /*           Compute elements j+1:j+km of the j-th column and update the
                         trailing submatrix within the band. */

            if (km > 0) {
                d__1 = 1. / ajj;
                dscal_(&km, &d__1, &ab_ref(2, j), &c__1);
                dsyr_("Lower", &km, &c_b9, &ab_ref(2, j), &c__1, &ab_ref(1, j
                        + 1), &kld);
            }
            /* L40: */
        }
    }
    return 0;

L50:
    *info = j;
    return 0;

    /*     End of DPBSTF */

} /* dpbstf_ */
コード例 #11
0
ファイル: dpbtf2.c プロジェクト: cdunn2001/DConvert
/* Subroutine */ int dpbtf2_(char *uplo, integer *n, integer *kd, doublereal *
	ab, integer *ldab, integer *info)
{
    /* System generated locals */
    integer ab_dim1, ab_offset, i__1, i__2, i__3;
    doublereal d__1;

    /* Builtin functions */
    double sqrt(doublereal);

    /* Local variables */
    integer j, kn;
    doublereal ajj;
    integer kld;
    extern /* Subroutine */ int dsyr_(char *, integer *, doublereal *, 
	    doublereal *, integer *, doublereal *, integer *), dscal_(
	    integer *, doublereal *, doublereal *, integer *);
    extern logical lsame_(char *, char *);
    logical upper;
    extern /* Subroutine */ int xerbla_(char *, integer *);


/*  -- LAPACK routine (version 3.2) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/*     November 2006 */

/*     .. Scalar Arguments .. */
/*     .. */
/*     .. Array Arguments .. */
/*     .. */

/*  Purpose */
/*  ======= */

/*  DPBTF2 computes the Cholesky factorization of a real symmetric */
/*  positive definite band matrix A. */

/*  The factorization has the form */
/*     A = U' * U ,  if UPLO = 'U', or */
/*     A = L  * L',  if UPLO = 'L', */
/*  where U is an upper triangular matrix, U' is the transpose of U, and */
/*  L is lower triangular. */

/*  This is the unblocked version of the algorithm, calling Level 2 BLAS. */

/*  Arguments */
/*  ========= */

/*  UPLO    (input) CHARACTER*1 */
/*          Specifies whether the upper or lower triangular part of the */
/*          symmetric matrix A is stored: */
/*          = 'U':  Upper triangular */
/*          = 'L':  Lower triangular */

/*  N       (input) INTEGER */
/*          The order of the matrix A.  N >= 0. */

/*  KD      (input) INTEGER */
/*          The number of super-diagonals of the matrix A if UPLO = 'U', */
/*          or the number of sub-diagonals if UPLO = 'L'.  KD >= 0. */

/*  AB      (input/output) DOUBLE PRECISION array, dimension (LDAB,N) */
/*          On entry, the upper or lower triangle of the symmetric band */
/*          matrix A, stored in the first KD+1 rows of the array.  The */
/*          j-th column of A is stored in the j-th column of the array AB */
/*          as follows: */
/*          if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j; */
/*          if UPLO = 'L', AB(1+i-j,j)    = A(i,j) for j<=i<=min(n,j+kd). */

/*          On exit, if INFO = 0, the triangular factor U or L from the */
/*          Cholesky factorization A = U'*U or A = L*L' of the band */
/*          matrix A, in the same storage format as A. */

/*  LDAB    (input) INTEGER */
/*          The leading dimension of the array AB.  LDAB >= KD+1. */

/*  INFO    (output) INTEGER */
/*          = 0: successful exit */
/*          < 0: if INFO = -k, the k-th argument had an illegal value */
/*          > 0: if INFO = k, the leading minor of order k is not */
/*               positive definite, and the factorization could not be */
/*               completed. */

/*  Further Details */
/*  =============== */

/*  The band storage scheme is illustrated by the following example, when */
/*  N = 6, KD = 2, and UPLO = 'U': */

/*  On entry:                       On exit: */

/*      *    *   a13  a24  a35  a46      *    *   u13  u24  u35  u46 */
/*      *   a12  a23  a34  a45  a56      *   u12  u23  u34  u45  u56 */
/*     a11  a22  a33  a44  a55  a66     u11  u22  u33  u44  u55  u66 */

/*  Similarly, if UPLO = 'L' the format of A is as follows: */

/*  On entry:                       On exit: */

/*     a11  a22  a33  a44  a55  a66     l11  l22  l33  l44  l55  l66 */
/*     a21  a32  a43  a54  a65   *      l21  l32  l43  l54  l65   * */
/*     a31  a42  a53  a64   *    *      l31  l42  l53  l64   *    * */

/*  Array elements marked * are not used by the routine. */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. External Functions .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Executable Statements .. */

/*     Test the input parameters. */

    /* Parameter adjustments */
    ab_dim1 = *ldab;
    ab_offset = 1 + ab_dim1;
    ab -= ab_offset;

    /* Function Body */
    *info = 0;
    upper = lsame_(uplo, "U");
    if (! upper && ! lsame_(uplo, "L")) {
	*info = -1;
    } else if (*n < 0) {
	*info = -2;
    } else if (*kd < 0) {
	*info = -3;
    } else if (*ldab < *kd + 1) {
	*info = -5;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("DPBTF2", &i__1);
	return 0;
    }

/*     Quick return if possible */

    if (*n == 0) {
	return 0;
    }

/* Computing MAX */
    i__1 = 1, i__2 = *ldab - 1;
    kld = MAX(i__1,i__2);

    if (upper) {

/*        Compute the Cholesky factorization A = U'*U. */

	i__1 = *n;
	for (j = 1; j <= i__1; ++j) {

/*           Compute U(J,J) and test for non-positive-definiteness. */

	    ajj = ab[*kd + 1 + j * ab_dim1];
	    if (ajj <= 0.) {
		goto L30;
	    }
	    ajj = sqrt(ajj);
	    ab[*kd + 1 + j * ab_dim1] = ajj;

/*           Compute elements J+1:J+KN of row J and update the */
/*           trailing submatrix within the band. */

/* Computing MIN */
	    i__2 = *kd, i__3 = *n - j;
	    kn = MIN(i__2,i__3);
	    if (kn > 0) {
		d__1 = 1. / ajj;
		dscal_(&kn, &d__1, &ab[*kd + (j + 1) * ab_dim1], &kld);
		dsyr_("Upper", &kn, &c_b8, &ab[*kd + (j + 1) * ab_dim1], &kld, 
			 &ab[*kd + 1 + (j + 1) * ab_dim1], &kld);
	    }
/* L10: */
	}
    } else {

/*        Compute the Cholesky factorization A = L*L'. */

	i__1 = *n;
	for (j = 1; j <= i__1; ++j) {

/*           Compute L(J,J) and test for non-positive-definiteness. */

	    ajj = ab[j * ab_dim1 + 1];
	    if (ajj <= 0.) {
		goto L30;
	    }
	    ajj = sqrt(ajj);
	    ab[j * ab_dim1 + 1] = ajj;

/*           Compute elements J+1:J+KN of column J and update the */
/*           trailing submatrix within the band. */

/* Computing MIN */
	    i__2 = *kd, i__3 = *n - j;
	    kn = MIN(i__2,i__3);
	    if (kn > 0) {
		d__1 = 1. / ajj;
		dscal_(&kn, &d__1, &ab[j * ab_dim1 + 2], &c__1);
		dsyr_("Lower", &kn, &c_b8, &ab[j * ab_dim1 + 2], &c__1, &ab[(
			j + 1) * ab_dim1 + 1], &kld);
	    }
/* L20: */
	}
    }
    return 0;

L30:
    *info = j;
    return 0;

/*     End of DPBTF2 */

} /* dpbtf2_ */
コード例 #12
0
ファイル: dsyt21.c プロジェクト: 3deggi/levmar-ndk
/* Subroutine */ int dsyt21_(integer *itype, char *uplo, integer *n, integer *
	kband, doublereal *a, integer *lda, doublereal *d__, doublereal *e, 
	doublereal *u, integer *ldu, doublereal *v, integer *ldv, doublereal *
	tau, doublereal *work, doublereal *result)
{
    /* System generated locals */
    integer a_dim1, a_offset, u_dim1, u_offset, v_dim1, v_offset, i__1, i__2, 
	    i__3;
    doublereal d__1, d__2;

    /* Local variables */
    integer j, jr;
    doublereal ulp;
    integer jcol;
    doublereal unfl;
    integer jrow;
    extern /* Subroutine */ int dsyr_(char *, integer *, doublereal *, 
	    doublereal *, integer *, doublereal *, integer *), dsyr2_(
	    char *, integer *, doublereal *, doublereal *, integer *, 
	    doublereal *, integer *, doublereal *, integer *), dgemm_(
	    char *, char *, integer *, integer *, integer *, doublereal *, 
	    doublereal *, integer *, doublereal *, integer *, doublereal *, 
	    doublereal *, integer *);
    extern logical lsame_(char *, char *);
    integer iinfo;
    doublereal anorm;
    char cuplo[1];
    doublereal vsave;
    logical lower;
    doublereal wnorm;
    extern /* Subroutine */ int dorm2l_(char *, char *, integer *, integer *, 
	    integer *, doublereal *, integer *, doublereal *, doublereal *, 
	    integer *, doublereal *, integer *), dorm2r_(char 
	    *, char *, integer *, integer *, integer *, doublereal *, integer 
	    *, doublereal *, doublereal *, integer *, doublereal *, integer *);
    extern doublereal dlamch_(char *), dlange_(char *, integer *, 
	    integer *, doublereal *, integer *, doublereal *);
    extern /* Subroutine */ int dlacpy_(char *, integer *, integer *, 
	    doublereal *, integer *, doublereal *, integer *), 
	    dlaset_(char *, integer *, integer *, doublereal *, doublereal *, 
	    doublereal *, integer *), dlarfy_(char *, integer *, 
	    doublereal *, integer *, doublereal *, doublereal *, integer *, 
	    doublereal *);
    extern doublereal dlansy_(char *, char *, integer *, doublereal *, 
	    integer *, doublereal *);


/*  -- LAPACK test routine (version 3.1) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/*     November 2006 */

/*     .. Scalar Arguments .. */
/*     .. */
/*     .. Array Arguments .. */
/*     .. */

/*  Purpose */
/*  ======= */

/*  DSYT21 generally checks a decomposition of the form */

/*     A = U S U' */

/*  where ' means transpose, A is symmetric, U is orthogonal, and S is */
/*  diagonal (if KBAND=0) or symmetric tridiagonal (if KBAND=1). */

/*  If ITYPE=1, then U is represented as a dense matrix; otherwise U is */
/*  expressed as a product of Householder transformations, whose vectors */
/*  are stored in the array "V" and whose scaling constants are in "TAU". */
/*  We shall use the letter "V" to refer to the product of Householder */
/*  transformations (which should be equal to U). */

/*  Specifically, if ITYPE=1, then: */

/*     RESULT(1) = | A - U S U' | / ( |A| n ulp ) *and* */
/*     RESULT(2) = | I - UU' | / ( n ulp ) */

/*  If ITYPE=2, then: */

/*     RESULT(1) = | A - V S V' | / ( |A| n ulp ) */

/*  If ITYPE=3, then: */

/*     RESULT(1) = | I - VU' | / ( n ulp ) */

/*  For ITYPE > 1, the transformation U is expressed as a product */
/*  V = H(1)...H(n-2),  where H(j) = I  -  tau(j) v(j) v(j)' and each */
/*  vector v(j) has its first j elements 0 and the remaining n-j elements */
/*  stored in V(j+1:n,j). */

/*  Arguments */
/*  ========= */

/*  ITYPE   (input) INTEGER */
/*          Specifies the type of tests to be performed. */
/*          1: U expressed as a dense orthogonal matrix: */
/*             RESULT(1) = | A - U S U' | / ( |A| n ulp )   *and* */
/*             RESULT(2) = | I - UU' | / ( n ulp ) */

/*          2: U expressed as a product V of Housholder transformations: */
/*             RESULT(1) = | A - V S V' | / ( |A| n ulp ) */

/*          3: U expressed both as a dense orthogonal matrix and */
/*             as a product of Housholder transformations: */
/*             RESULT(1) = | I - VU' | / ( n ulp ) */

/*  UPLO    (input) CHARACTER */
/*          If UPLO='U', the upper triangle of A and V will be used and */
/*          the (strictly) lower triangle will not be referenced. */
/*          If UPLO='L', the lower triangle of A and V will be used and */
/*          the (strictly) upper triangle will not be referenced. */

/*  N       (input) INTEGER */
/*          The size of the matrix.  If it is zero, DSYT21 does nothing. */
/*          It must be at least zero. */

/*  KBAND   (input) INTEGER */
/*          The bandwidth of the matrix.  It may only be zero or one. */
/*          If zero, then S is diagonal, and E is not referenced.  If */
/*          one, then S is symmetric tri-diagonal. */

/*  A       (input) DOUBLE PRECISION array, dimension (LDA, N) */
/*          The original (unfactored) matrix.  It is assumed to be */
/*          symmetric, and only the upper (UPLO='U') or only the lower */
/*          (UPLO='L') will be referenced. */

/*  LDA     (input) INTEGER */
/*          The leading dimension of A.  It must be at least 1 */
/*          and at least N. */

/*  D       (input) DOUBLE PRECISION array, dimension (N) */
/*          The diagonal of the (symmetric tri-) diagonal matrix. */

/*  E       (input) DOUBLE PRECISION array, dimension (N-1) */
/*          The off-diagonal of the (symmetric tri-) diagonal matrix. */
/*          E(1) is the (1,2) and (2,1) element, E(2) is the (2,3) and */
/*          (3,2) element, etc. */
/*          Not referenced if KBAND=0. */

/*  U       (input) DOUBLE PRECISION array, dimension (LDU, N) */
/*          If ITYPE=1 or 3, this contains the orthogonal matrix in */
/*          the decomposition, expressed as a dense matrix.  If ITYPE=2, */
/*          then it is not referenced. */

/*  LDU     (input) INTEGER */
/*          The leading dimension of U.  LDU must be at least N and */
/*          at least 1. */

/*  V       (input) DOUBLE PRECISION array, dimension (LDV, N) */
/*          If ITYPE=2 or 3, the columns of this array contain the */
/*          Householder vectors used to describe the orthogonal matrix */
/*          in the decomposition.  If UPLO='L', then the vectors are in */
/*          the lower triangle, if UPLO='U', then in the upper */
/*          triangle. */
/*          *NOTE* If ITYPE=2 or 3, V is modified and restored.  The */
/*          subdiagonal (if UPLO='L') or the superdiagonal (if UPLO='U') */
/*          is set to one, and later reset to its original value, during */
/*          the course of the calculation. */
/*          If ITYPE=1, then it is neither referenced nor modified. */

/*  LDV     (input) INTEGER */
/*          The leading dimension of V.  LDV must be at least N and */
/*          at least 1. */

/*  TAU     (input) DOUBLE PRECISION array, dimension (N) */
/*          If ITYPE >= 2, then TAU(j) is the scalar factor of */
/*          v(j) v(j)' in the Householder transformation H(j) of */
/*          the product  U = H(1)...H(n-2) */
/*          If ITYPE < 2, then TAU is not referenced. */

/*  WORK    (workspace) DOUBLE PRECISION array, dimension (2*N**2) */

/*  RESULT  (output) DOUBLE PRECISION array, dimension (2) */
/*          The values computed by the two tests described above.  The */
/*          values are currently limited to 1/ulp, to avoid overflow. */
/*          RESULT(1) is always modified.  RESULT(2) is modified only */
/*          if ITYPE=1. */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. External Functions .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Executable Statements .. */

    /* Parameter adjustments */
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    --d__;
    --e;
    u_dim1 = *ldu;
    u_offset = 1 + u_dim1;
    u -= u_offset;
    v_dim1 = *ldv;
    v_offset = 1 + v_dim1;
    v -= v_offset;
    --tau;
    --work;
    --result;

    /* Function Body */
    result[1] = 0.;
    if (*itype == 1) {
	result[2] = 0.;
    }
    if (*n <= 0) {
	return 0;
    }

    if (lsame_(uplo, "U")) {
	lower = FALSE_;
	*(unsigned char *)cuplo = 'U';
    } else {
	lower = TRUE_;
	*(unsigned char *)cuplo = 'L';
    }

    unfl = dlamch_("Safe minimum");
    ulp = dlamch_("Epsilon") * dlamch_("Base");

/*     Some Error Checks */

    if (*itype < 1 || *itype > 3) {
	result[1] = 10. / ulp;
	return 0;
    }

/*     Do Test 1 */

/*     Norm of A: */

    if (*itype == 3) {
	anorm = 1.;
    } else {
/* Computing MAX */
	d__1 = dlansy_("1", cuplo, n, &a[a_offset], lda, &work[1]);
	anorm = max(d__1,unfl);
    }

/*     Compute error matrix: */

    if (*itype == 1) {

/*        ITYPE=1: error = A - U S U' */

	dlaset_("Full", n, n, &c_b10, &c_b10, &work[1], n);
	dlacpy_(cuplo, n, n, &a[a_offset], lda, &work[1], n);

	i__1 = *n;
	for (j = 1; j <= i__1; ++j) {
	    d__1 = -d__[j];
	    dsyr_(cuplo, n, &d__1, &u[j * u_dim1 + 1], &c__1, &work[1], n);
/* L10: */
	}

	if (*n > 1 && *kband == 1) {
	    i__1 = *n - 1;
	    for (j = 1; j <= i__1; ++j) {
		d__1 = -e[j];
		dsyr2_(cuplo, n, &d__1, &u[j * u_dim1 + 1], &c__1, &u[(j + 1) 
			* u_dim1 + 1], &c__1, &work[1], n);
/* L20: */
	    }
	}
/* Computing 2nd power */
	i__1 = *n;
	wnorm = dlansy_("1", cuplo, n, &work[1], n, &work[i__1 * i__1 + 1]);

    } else if (*itype == 2) {

/*        ITYPE=2: error = V S V' - A */

	dlaset_("Full", n, n, &c_b10, &c_b10, &work[1], n);

	if (lower) {
/* Computing 2nd power */
	    i__1 = *n;
	    work[i__1 * i__1] = d__[*n];
	    for (j = *n - 1; j >= 1; --j) {
		if (*kband == 1) {
		    work[(*n + 1) * (j - 1) + 2] = (1. - tau[j]) * e[j];
		    i__1 = *n;
		    for (jr = j + 2; jr <= i__1; ++jr) {
			work[(j - 1) * *n + jr] = -tau[j] * e[j] * v[jr + j * 
				v_dim1];
/* L30: */
		    }
		}

		vsave = v[j + 1 + j * v_dim1];
		v[j + 1 + j * v_dim1] = 1.;
		i__1 = *n - j;
/* Computing 2nd power */
		i__2 = *n;
		dlarfy_("L", &i__1, &v[j + 1 + j * v_dim1], &c__1, &tau[j], &
			work[(*n + 1) * j + 1], n, &work[i__2 * i__2 + 1]);
		v[j + 1 + j * v_dim1] = vsave;
		work[(*n + 1) * (j - 1) + 1] = d__[j];
/* L40: */
	    }
	} else {
	    work[1] = d__[1];
	    i__1 = *n - 1;
	    for (j = 1; j <= i__1; ++j) {
		if (*kband == 1) {
		    work[(*n + 1) * j] = (1. - tau[j]) * e[j];
		    i__2 = j - 1;
		    for (jr = 1; jr <= i__2; ++jr) {
			work[j * *n + jr] = -tau[j] * e[j] * v[jr + (j + 1) * 
				v_dim1];
/* L50: */
		    }
		}

		vsave = v[j + (j + 1) * v_dim1];
		v[j + (j + 1) * v_dim1] = 1.;
/* Computing 2nd power */
		i__2 = *n;
		dlarfy_("U", &j, &v[(j + 1) * v_dim1 + 1], &c__1, &tau[j], &
			work[1], n, &work[i__2 * i__2 + 1]);
		v[j + (j + 1) * v_dim1] = vsave;
		work[(*n + 1) * j + 1] = d__[j + 1];
/* L60: */
	    }
	}

	i__1 = *n;
	for (jcol = 1; jcol <= i__1; ++jcol) {
	    if (lower) {
		i__2 = *n;
		for (jrow = jcol; jrow <= i__2; ++jrow) {
		    work[jrow + *n * (jcol - 1)] -= a[jrow + jcol * a_dim1];
/* L70: */
		}
	    } else {
		i__2 = jcol;
		for (jrow = 1; jrow <= i__2; ++jrow) {
		    work[jrow + *n * (jcol - 1)] -= a[jrow + jcol * a_dim1];
/* L80: */
		}
	    }
/* L90: */
	}
/* Computing 2nd power */
	i__1 = *n;
	wnorm = dlansy_("1", cuplo, n, &work[1], n, &work[i__1 * i__1 + 1]);

    } else if (*itype == 3) {

/*        ITYPE=3: error = U V' - I */

	if (*n < 2) {
	    return 0;
	}
	dlacpy_(" ", n, n, &u[u_offset], ldu, &work[1], n);
	if (lower) {
	    i__1 = *n - 1;
	    i__2 = *n - 1;
/* Computing 2nd power */
	    i__3 = *n;
	    dorm2r_("R", "T", n, &i__1, &i__2, &v[v_dim1 + 2], ldv, &tau[1], &
		    work[*n + 1], n, &work[i__3 * i__3 + 1], &iinfo);
	} else {
	    i__1 = *n - 1;
	    i__2 = *n - 1;
/* Computing 2nd power */
	    i__3 = *n;
	    dorm2l_("R", "T", n, &i__1, &i__2, &v[(v_dim1 << 1) + 1], ldv, &
		    tau[1], &work[1], n, &work[i__3 * i__3 + 1], &iinfo);
	}
	if (iinfo != 0) {
	    result[1] = 10. / ulp;
	    return 0;
	}

	i__1 = *n;
	for (j = 1; j <= i__1; ++j) {
	    work[(*n + 1) * (j - 1) + 1] += -1.;
/* L100: */
	}

/* Computing 2nd power */
	i__1 = *n;
	wnorm = dlange_("1", n, n, &work[1], n, &work[i__1 * i__1 + 1]);
    }

    if (anorm > wnorm) {
	result[1] = wnorm / anorm / (*n * ulp);
    } else {
	if (anorm < 1.) {
/* Computing MIN */
	    d__1 = wnorm, d__2 = *n * anorm;
	    result[1] = min(d__1,d__2) / anorm / (*n * ulp);
	} else {
/* Computing MIN */
	    d__1 = wnorm / anorm, d__2 = (doublereal) (*n);
	    result[1] = min(d__1,d__2) / (*n * ulp);
	}
    }

/*     Do Test 2 */

/*     Compute  UU' - I */

    if (*itype == 1) {
	dgemm_("N", "C", n, n, n, &c_b42, &u[u_offset], ldu, &u[u_offset], 
		ldu, &c_b10, &work[1], n);

	i__1 = *n;
	for (j = 1; j <= i__1; ++j) {
	    work[(*n + 1) * (j - 1) + 1] += -1.;
/* L110: */
	}

/* Computing MIN */
/* Computing 2nd power */
	i__1 = *n;
	d__1 = dlange_("1", n, n, &work[1], n, &work[i__1 * i__1 + 1]), d__2 = (doublereal) (*n);
	result[2] = min(d__1,d__2) / (*n * ulp);
    }

    return 0;

/*     End of DSYT21 */

} /* dsyt21_ */
コード例 #13
0
ファイル: dpbtf2.c プロジェクト: csapng/libflame
/* Subroutine */
int dpbtf2_(char *uplo, integer *n, integer *kd, doublereal * ab, integer *ldab, integer *info)
{
    /* System generated locals */
    integer ab_dim1, ab_offset, i__1, i__2, i__3;
    doublereal d__1;
    /* Builtin functions */
    double sqrt(doublereal);
    /* Local variables */
    integer j, kn;
    doublereal ajj;
    integer kld;
    extern /* Subroutine */
    int dsyr_(char *, integer *, doublereal *, doublereal *, integer *, doublereal *, integer *), dscal_( integer *, doublereal *, doublereal *, integer *);
    extern logical lsame_(char *, char *);
    logical upper;
    extern /* Subroutine */
    int xerbla_(char *, integer *);
    /* -- LAPACK computational routine (version 3.4.2) -- */
    /* -- LAPACK is a software package provided by Univ. of Tennessee, -- */
    /* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- */
    /* September 2012 */
    /* .. Scalar Arguments .. */
    /* .. */
    /* .. Array Arguments .. */
    /* .. */
    /* ===================================================================== */
    /* .. Parameters .. */
    /* .. */
    /* .. Local Scalars .. */
    /* .. */
    /* .. External Functions .. */
    /* .. */
    /* .. External Subroutines .. */
    /* .. */
    /* .. Intrinsic Functions .. */
    /* .. */
    /* .. Executable Statements .. */
    /* Test the input parameters. */
    /* Parameter adjustments */
    ab_dim1 = *ldab;
    ab_offset = 1 + ab_dim1;
    ab -= ab_offset;
    /* Function Body */
    *info = 0;
    upper = lsame_(uplo, "U");
    if (! upper && ! lsame_(uplo, "L"))
    {
        *info = -1;
    }
    else if (*n < 0)
    {
        *info = -2;
    }
    else if (*kd < 0)
    {
        *info = -3;
    }
    else if (*ldab < *kd + 1)
    {
        *info = -5;
    }
    if (*info != 0)
    {
        i__1 = -(*info);
        xerbla_("DPBTF2", &i__1);
        return 0;
    }
    /* Quick return if possible */
    if (*n == 0)
    {
        return 0;
    }
    /* Computing MAX */
    i__1 = 1;
    i__2 = *ldab - 1; // , expr subst
    kld = max(i__1,i__2);
    if (upper)
    {
        /* Compute the Cholesky factorization A = U**T*U. */
        i__1 = *n;
        for (j = 1;
                j <= i__1;
                ++j)
        {
            /* Compute U(J,J) and test for non-positive-definiteness. */
            ajj = ab[*kd + 1 + j * ab_dim1];
            if (ajj <= 0.)
            {
                goto L30;
            }
            ajj = sqrt(ajj);
            ab[*kd + 1 + j * ab_dim1] = ajj;
            /* Compute elements J+1:J+KN of row J and update the */
            /* trailing submatrix within the band. */
            /* Computing MIN */
            i__2 = *kd;
            i__3 = *n - j; // , expr subst
            kn = min(i__2,i__3);
            if (kn > 0)
            {
                d__1 = 1. / ajj;
                dscal_(&kn, &d__1, &ab[*kd + (j + 1) * ab_dim1], &kld);
                dsyr_("Upper", &kn, &c_b8, &ab[*kd + (j + 1) * ab_dim1], &kld, &ab[*kd + 1 + (j + 1) * ab_dim1], &kld);
            }
            /* L10: */
        }
    }
    else
    {
        /* Compute the Cholesky factorization A = L*L**T. */
        i__1 = *n;
        for (j = 1;
                j <= i__1;
                ++j)
        {
            /* Compute L(J,J) and test for non-positive-definiteness. */
            ajj = ab[j * ab_dim1 + 1];
            if (ajj <= 0.)
            {
                goto L30;
            }
            ajj = sqrt(ajj);
            ab[j * ab_dim1 + 1] = ajj;
            /* Compute elements J+1:J+KN of column J and update the */
            /* trailing submatrix within the band. */
            /* Computing MIN */
            i__2 = *kd;
            i__3 = *n - j; // , expr subst
            kn = min(i__2,i__3);
            if (kn > 0)
            {
                d__1 = 1. / ajj;
                dscal_(&kn, &d__1, &ab[j * ab_dim1 + 2], &c__1);
                dsyr_("Lower", &kn, &c_b8, &ab[j * ab_dim1 + 2], &c__1, &ab[( j + 1) * ab_dim1 + 1], &kld);
            }
            /* L20: */
        }
    }
    return 0;
L30:
    *info = j;
    return 0;
    /* End of DPBTF2 */
}