Added a lapack routine

This commit is contained in:
Harry Moffat 2011-04-07 15:58:01 +00:00
parent 7d4222eedf
commit 62af5826ea
4 changed files with 680 additions and 0 deletions

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@ -67,6 +67,7 @@ dlabrd.o \
dlacpy.o \
dlamch.o \
dlange.o \
dlangtr.o \
dlapy2.o \
dlarf.o \
dlarfb.o \

401
ext/f2c_lapack/dlantr.c Normal file
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@ -0,0 +1,401 @@
/* dlantr.f -- translated by f2c (version 20031025).
You must link the resulting object file with libf2c:
on Microsoft Windows system, link with libf2c.lib;
on Linux or Unix systems, link with .../path/to/libf2c.a -lm
or, if you install libf2c.a in a standard place, with -lf2c -lm
-- in that order, at the end of the command line, as in
cc *.o -lf2c -lm
Source for libf2c is in /netlib/f2c/libf2c.zip, e.g.,
http://www.netlib.org/f2c/libf2c.zip
*/
#include "f2c.h"
/* Table of constant values */
static integer c__1 = 1;
doublereal dlantr_(char *norm, char *uplo, char *diag, integer *m, integer *n,
doublereal *a, integer *lda, doublereal *work, ftnlen norm_len,
ftnlen uplo_len, ftnlen diag_len)
{
/* System generated locals */
integer a_dim1, a_offset, i__1, i__2, i__3, i__4;
doublereal ret_val, d__1, d__2, d__3;
/* Builtin functions */
double sqrt(doublereal);
/* Local variables */
static integer i__, j;
static doublereal sum, scale;
static logical udiag;
extern logical lsame_(char *, char *, ftnlen, ftnlen);
static doublereal value;
extern /* Subroutine */ int dlassq_(integer *, doublereal *, integer *,
doublereal *, doublereal *);
/* -- LAPACK auxiliary routine (version 3.0) -- */
/* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., */
/* Courant Institute, Argonne National Lab, and Rice University */
/* October 31, 1992 */
/* .. Scalar Arguments .. */
/* .. */
/* .. Array Arguments .. */
/* .. */
/* Purpose */
/* ======= */
/* DLANTR returns the value of the one norm, or the Frobenius norm, or */
/* the infinity norm, or the element of largest absolute value of a */
/* trapezoidal or triangular matrix A. */
/* Description */
/* =========== */
/* DLANTR returns the value */
/* DLANTR = ( max(abs(A(i,j))), NORM = 'M' or 'm' */
/* ( */
/* ( norm1(A), NORM = '1', 'O' or 'o' */
/* ( */
/* ( normI(A), NORM = 'I' or 'i' */
/* ( */
/* ( normF(A), NORM = 'F', 'f', 'E' or 'e' */
/* where norm1 denotes the one norm of a matrix (maximum column sum), */
/* normI denotes the infinity norm of a matrix (maximum row sum) and */
/* normF denotes the Frobenius norm of a matrix (square root of sum of */
/* squares). Note that max(abs(A(i,j))) is not a matrix norm. */
/* Arguments */
/* ========= */
/* NORM (input) CHARACTER*1 */
/* Specifies the value to be returned in DLANTR as described */
/* above. */
/* UPLO (input) CHARACTER*1 */
/* Specifies whether the matrix A is upper or lower trapezoidal. */
/* = 'U': Upper trapezoidal */
/* = 'L': Lower trapezoidal */
/* Note that A is triangular instead of trapezoidal if M = N. */
/* DIAG (input) CHARACTER*1 */
/* Specifies whether or not the matrix A has unit diagonal. */
/* = 'N': Non-unit diagonal */
/* = 'U': Unit diagonal */
/* M (input) INTEGER */
/* The number of rows of the matrix A. M >= 0, and if */
/* UPLO = 'U', M <= N. When M = 0, DLANTR is set to zero. */
/* N (input) INTEGER */
/* The number of columns of the matrix A. N >= 0, and if */
/* UPLO = 'L', N <= M. When N = 0, DLANTR is set to zero. */
/* A (input) DOUBLE PRECISION array, dimension (LDA,N) */
/* The trapezoidal matrix A (A is triangular if M = N). */
/* If UPLO = 'U', the leading m by n upper trapezoidal part of */
/* the array A contains the upper trapezoidal matrix, and the */
/* strictly lower triangular part of A is not referenced. */
/* If UPLO = 'L', the leading m by n lower trapezoidal part of */
/* the array A contains the lower trapezoidal matrix, and the */
/* strictly upper triangular part of A is not referenced. Note */
/* that when DIAG = 'U', the diagonal elements of A are not */
/* referenced and are assumed to be one. */
/* LDA (input) INTEGER */
/* The leading dimension of the array A. LDA >= max(M,1). */
/* WORK (workspace) DOUBLE PRECISION array, dimension (LWORK), */
/* where LWORK >= M when NORM = 'I'; otherwise, WORK is not */
/* referenced. */
/* ===================================================================== */
/* .. Parameters .. */
/* .. */
/* .. Local Scalars .. */
/* .. */
/* .. External Subroutines .. */
/* .. */
/* .. External Functions .. */
/* .. */
/* .. Intrinsic Functions .. */
/* .. */
/* .. Executable Statements .. */
/* Parameter adjustments */
a_dim1 = *lda;
a_offset = 1 + a_dim1;
a -= a_offset;
--work;
/* Function Body */
if (min(*m,*n) == 0) {
value = 0.;
} else if (lsame_(norm, "M", (ftnlen)1, (ftnlen)1)) {
/* Find max(abs(A(i,j))). */
if (lsame_(diag, "U", (ftnlen)1, (ftnlen)1)) {
value = 1.;
if (lsame_(uplo, "U", (ftnlen)1, (ftnlen)1)) {
i__1 = *n;
for (j = 1; j <= i__1; ++j) {
/* Computing MIN */
i__3 = *m, i__4 = j - 1;
i__2 = min(i__3,i__4);
for (i__ = 1; i__ <= i__2; ++i__) {
/* Computing MAX */
d__2 = value, d__3 = (d__1 = a[i__ + j * a_dim1], abs(
d__1));
value = max(d__2,d__3);
/* L10: */
}
/* L20: */
}
} else {
i__1 = *n;
for (j = 1; j <= i__1; ++j) {
i__2 = *m;
for (i__ = j + 1; i__ <= i__2; ++i__) {
/* Computing MAX */
d__2 = value, d__3 = (d__1 = a[i__ + j * a_dim1], abs(
d__1));
value = max(d__2,d__3);
/* L30: */
}
/* L40: */
}
}
} else {
value = 0.;
if (lsame_(uplo, "U", (ftnlen)1, (ftnlen)1)) {
i__1 = *n;
for (j = 1; j <= i__1; ++j) {
i__2 = min(*m,j);
for (i__ = 1; i__ <= i__2; ++i__) {
/* Computing MAX */
d__2 = value, d__3 = (d__1 = a[i__ + j * a_dim1], abs(
d__1));
value = max(d__2,d__3);
/* L50: */
}
/* L60: */
}
} else {
i__1 = *n;
for (j = 1; j <= i__1; ++j) {
i__2 = *m;
for (i__ = j; i__ <= i__2; ++i__) {
/* Computing MAX */
d__2 = value, d__3 = (d__1 = a[i__ + j * a_dim1], abs(
d__1));
value = max(d__2,d__3);
/* L70: */
}
/* L80: */
}
}
}
} else if (lsame_(norm, "O", (ftnlen)1, (ftnlen)1) || *(unsigned char *)
norm == '1') {
/* Find norm1(A). */
value = 0.;
udiag = lsame_(diag, "U", (ftnlen)1, (ftnlen)1);
if (lsame_(uplo, "U", (ftnlen)1, (ftnlen)1)) {
i__1 = *n;
for (j = 1; j <= i__1; ++j) {
if (udiag && j <= *m) {
sum = 1.;
i__2 = j - 1;
for (i__ = 1; i__ <= i__2; ++i__) {
sum += (d__1 = a[i__ + j * a_dim1], abs(d__1));
/* L90: */
}
} else {
sum = 0.;
i__2 = min(*m,j);
for (i__ = 1; i__ <= i__2; ++i__) {
sum += (d__1 = a[i__ + j * a_dim1], abs(d__1));
/* L100: */
}
}
value = max(value,sum);
/* L110: */
}
} else {
i__1 = *n;
for (j = 1; j <= i__1; ++j) {
if (udiag) {
sum = 1.;
i__2 = *m;
for (i__ = j + 1; i__ <= i__2; ++i__) {
sum += (d__1 = a[i__ + j * a_dim1], abs(d__1));
/* L120: */
}
} else {
sum = 0.;
i__2 = *m;
for (i__ = j; i__ <= i__2; ++i__) {
sum += (d__1 = a[i__ + j * a_dim1], abs(d__1));
/* L130: */
}
}
value = max(value,sum);
/* L140: */
}
}
} else if (lsame_(norm, "I", (ftnlen)1, (ftnlen)1)) {
/* Find normI(A). */
if (lsame_(uplo, "U", (ftnlen)1, (ftnlen)1)) {
if (lsame_(diag, "U", (ftnlen)1, (ftnlen)1)) {
i__1 = *m;
for (i__ = 1; i__ <= i__1; ++i__) {
work[i__] = 1.;
/* L150: */
}
i__1 = *n;
for (j = 1; j <= i__1; ++j) {
/* Computing MIN */
i__3 = *m, i__4 = j - 1;
i__2 = min(i__3,i__4);
for (i__ = 1; i__ <= i__2; ++i__) {
work[i__] += (d__1 = a[i__ + j * a_dim1], abs(d__1));
/* L160: */
}
/* L170: */
}
} else {
i__1 = *m;
for (i__ = 1; i__ <= i__1; ++i__) {
work[i__] = 0.;
/* L180: */
}
i__1 = *n;
for (j = 1; j <= i__1; ++j) {
i__2 = min(*m,j);
for (i__ = 1; i__ <= i__2; ++i__) {
work[i__] += (d__1 = a[i__ + j * a_dim1], abs(d__1));
/* L190: */
}
/* L200: */
}
}
} else {
if (lsame_(diag, "U", (ftnlen)1, (ftnlen)1)) {
i__1 = *n;
for (i__ = 1; i__ <= i__1; ++i__) {
work[i__] = 1.;
/* L210: */
}
i__1 = *m;
for (i__ = *n + 1; i__ <= i__1; ++i__) {
work[i__] = 0.;
/* L220: */
}
i__1 = *n;
for (j = 1; j <= i__1; ++j) {
i__2 = *m;
for (i__ = j + 1; i__ <= i__2; ++i__) {
work[i__] += (d__1 = a[i__ + j * a_dim1], abs(d__1));
/* L230: */
}
/* L240: */
}
} else {
i__1 = *m;
for (i__ = 1; i__ <= i__1; ++i__) {
work[i__] = 0.;
/* L250: */
}
i__1 = *n;
for (j = 1; j <= i__1; ++j) {
i__2 = *m;
for (i__ = j; i__ <= i__2; ++i__) {
work[i__] += (d__1 = a[i__ + j * a_dim1], abs(d__1));
/* L260: */
}
/* L270: */
}
}
}
value = 0.;
i__1 = *m;
for (i__ = 1; i__ <= i__1; ++i__) {
/* Computing MAX */
d__1 = value, d__2 = work[i__];
value = max(d__1,d__2);
/* L280: */
}
} else if (lsame_(norm, "F", (ftnlen)1, (ftnlen)1) || lsame_(norm, "E", (
ftnlen)1, (ftnlen)1)) {
/* Find normF(A). */
if (lsame_(uplo, "U", (ftnlen)1, (ftnlen)1)) {
if (lsame_(diag, "U", (ftnlen)1, (ftnlen)1)) {
scale = 1.;
sum = (doublereal) min(*m,*n);
i__1 = *n;
for (j = 2; j <= i__1; ++j) {
/* Computing MIN */
i__3 = *m, i__4 = j - 1;
i__2 = min(i__3,i__4);
dlassq_(&i__2, &a[j * a_dim1 + 1], &c__1, &scale, &sum);
/* L290: */
}
} else {
scale = 0.;
sum = 1.;
i__1 = *n;
for (j = 1; j <= i__1; ++j) {
i__2 = min(*m,j);
dlassq_(&i__2, &a[j * a_dim1 + 1], &c__1, &scale, &sum);
/* L300: */
}
}
} else {
if (lsame_(diag, "U", (ftnlen)1, (ftnlen)1)) {
scale = 1.;
sum = (doublereal) min(*m,*n);
i__1 = *n;
for (j = 1; j <= i__1; ++j) {
i__2 = *m - j;
/* Computing MIN */
i__3 = *m, i__4 = j + 1;
dlassq_(&i__2, &a[min(i__3,i__4) + j * a_dim1], &c__1, &
scale, &sum);
/* L310: */
}
} else {
scale = 0.;
sum = 1.;
i__1 = *n;
for (j = 1; j <= i__1; ++j) {
i__2 = *m - j + 1;
dlassq_(&i__2, &a[j + j * a_dim1], &c__1, &scale, &sum);
/* L320: */
}
}
}
value = scale * sqrt(sum);
}
ret_val = value;
return ret_val;
/* End of DLANTR */
} /* dlantr_ */

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@ -38,6 +38,7 @@ dlabrd.o \
dlacpy.o \
dlamch.o \
dlange.o \
dlangtr.o \
dlapy2.o \
dlarf.o \
dlarfb.o \

277
ext/lapack/dlantr.f Normal file
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@ -0,0 +1,277 @@
DOUBLE PRECISION FUNCTION DLANTR( NORM, UPLO, DIAG, M, N, A, LDA,
$ WORK )
*
* -- LAPACK auxiliary routine (version 3.0) --
* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
* Courant Institute, Argonne National Lab, and Rice University
* October 31, 1992
*
* .. Scalar Arguments ..
CHARACTER DIAG, NORM, UPLO
INTEGER LDA, M, N
* ..
* .. Array Arguments ..
DOUBLE PRECISION A( LDA, * ), WORK( * )
* ..
*
* Purpose
* =======
*
* DLANTR returns the value of the one norm, or the Frobenius norm, or
* the infinity norm, or the element of largest absolute value of a
* trapezoidal or triangular matrix A.
*
* Description
* ===========
*
* DLANTR returns the value
*
* DLANTR = ( max(abs(A(i,j))), NORM = 'M' or 'm'
* (
* ( norm1(A), NORM = '1', 'O' or 'o'
* (
* ( normI(A), NORM = 'I' or 'i'
* (
* ( normF(A), NORM = 'F', 'f', 'E' or 'e'
*
* where norm1 denotes the one norm of a matrix (maximum column sum),
* normI denotes the infinity norm of a matrix (maximum row sum) and
* normF denotes the Frobenius norm of a matrix (square root of sum of
* squares). Note that max(abs(A(i,j))) is not a matrix norm.
*
* Arguments
* =========
*
* NORM (input) CHARACTER*1
* Specifies the value to be returned in DLANTR as described
* above.
*
* UPLO (input) CHARACTER*1
* Specifies whether the matrix A is upper or lower trapezoidal.
* = 'U': Upper trapezoidal
* = 'L': Lower trapezoidal
* Note that A is triangular instead of trapezoidal if M = N.
*
* DIAG (input) CHARACTER*1
* Specifies whether or not the matrix A has unit diagonal.
* = 'N': Non-unit diagonal
* = 'U': Unit diagonal
*
* M (input) INTEGER
* The number of rows of the matrix A. M >= 0, and if
* UPLO = 'U', M <= N. When M = 0, DLANTR is set to zero.
*
* N (input) INTEGER
* The number of columns of the matrix A. N >= 0, and if
* UPLO = 'L', N <= M. When N = 0, DLANTR is set to zero.
*
* A (input) DOUBLE PRECISION array, dimension (LDA,N)
* The trapezoidal matrix A (A is triangular if M = N).
* If UPLO = 'U', the leading m by n upper trapezoidal part of
* the array A contains the upper trapezoidal matrix, and the
* strictly lower triangular part of A is not referenced.
* If UPLO = 'L', the leading m by n lower trapezoidal part of
* the array A contains the lower trapezoidal matrix, and the
* strictly upper triangular part of A is not referenced. Note
* that when DIAG = 'U', the diagonal elements of A are not
* referenced and are assumed to be one.
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(M,1).
*
* WORK (workspace) DOUBLE PRECISION array, dimension (LWORK),
* where LWORK >= M when NORM = 'I'; otherwise, WORK is not
* referenced.
*
* =====================================================================
*
* .. Parameters ..
DOUBLE PRECISION ONE, ZERO
PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
* ..
* .. Local Scalars ..
LOGICAL UDIAG
INTEGER I, J
DOUBLE PRECISION SCALE, SUM, VALUE
* ..
* .. External Subroutines ..
EXTERNAL DLASSQ
* ..
* .. External Functions ..
LOGICAL LSAME
EXTERNAL LSAME
* ..
* .. Intrinsic Functions ..
INTRINSIC ABS, MAX, MIN, SQRT
* ..
* .. Executable Statements ..
*
IF( MIN( M, N ).EQ.0 ) THEN
VALUE = ZERO
ELSE IF( LSAME( NORM, 'M' ) ) THEN
*
* Find max(abs(A(i,j))).
*
IF( LSAME( DIAG, 'U' ) ) THEN
VALUE = ONE
IF( LSAME( UPLO, 'U' ) ) THEN
DO 20 J = 1, N
DO 10 I = 1, MIN( M, J-1 )
VALUE = MAX( VALUE, ABS( A( I, J ) ) )
10 CONTINUE
20 CONTINUE
ELSE
DO 40 J = 1, N
DO 30 I = J + 1, M
VALUE = MAX( VALUE, ABS( A( I, J ) ) )
30 CONTINUE
40 CONTINUE
END IF
ELSE
VALUE = ZERO
IF( LSAME( UPLO, 'U' ) ) THEN
DO 60 J = 1, N
DO 50 I = 1, MIN( M, J )
VALUE = MAX( VALUE, ABS( A( I, J ) ) )
50 CONTINUE
60 CONTINUE
ELSE
DO 80 J = 1, N
DO 70 I = J, M
VALUE = MAX( VALUE, ABS( A( I, J ) ) )
70 CONTINUE
80 CONTINUE
END IF
END IF
ELSE IF( ( LSAME( NORM, 'O' ) ) .OR. ( NORM.EQ.'1' ) ) THEN
*
* Find norm1(A).
*
VALUE = ZERO
UDIAG = LSAME( DIAG, 'U' )
IF( LSAME( UPLO, 'U' ) ) THEN
DO 110 J = 1, N
IF( ( UDIAG ) .AND. ( J.LE.M ) ) THEN
SUM = ONE
DO 90 I = 1, J - 1
SUM = SUM + ABS( A( I, J ) )
90 CONTINUE
ELSE
SUM = ZERO
DO 100 I = 1, MIN( M, J )
SUM = SUM + ABS( A( I, J ) )
100 CONTINUE
END IF
VALUE = MAX( VALUE, SUM )
110 CONTINUE
ELSE
DO 140 J = 1, N
IF( UDIAG ) THEN
SUM = ONE
DO 120 I = J + 1, M
SUM = SUM + ABS( A( I, J ) )
120 CONTINUE
ELSE
SUM = ZERO
DO 130 I = J, M
SUM = SUM + ABS( A( I, J ) )
130 CONTINUE
END IF
VALUE = MAX( VALUE, SUM )
140 CONTINUE
END IF
ELSE IF( LSAME( NORM, 'I' ) ) THEN
*
* Find normI(A).
*
IF( LSAME( UPLO, 'U' ) ) THEN
IF( LSAME( DIAG, 'U' ) ) THEN
DO 150 I = 1, M
WORK( I ) = ONE
150 CONTINUE
DO 170 J = 1, N
DO 160 I = 1, MIN( M, J-1 )
WORK( I ) = WORK( I ) + ABS( A( I, J ) )
160 CONTINUE
170 CONTINUE
ELSE
DO 180 I = 1, M
WORK( I ) = ZERO
180 CONTINUE
DO 200 J = 1, N
DO 190 I = 1, MIN( M, J )
WORK( I ) = WORK( I ) + ABS( A( I, J ) )
190 CONTINUE
200 CONTINUE
END IF
ELSE
IF( LSAME( DIAG, 'U' ) ) THEN
DO 210 I = 1, N
WORK( I ) = ONE
210 CONTINUE
DO 220 I = N + 1, M
WORK( I ) = ZERO
220 CONTINUE
DO 240 J = 1, N
DO 230 I = J + 1, M
WORK( I ) = WORK( I ) + ABS( A( I, J ) )
230 CONTINUE
240 CONTINUE
ELSE
DO 250 I = 1, M
WORK( I ) = ZERO
250 CONTINUE
DO 270 J = 1, N
DO 260 I = J, M
WORK( I ) = WORK( I ) + ABS( A( I, J ) )
260 CONTINUE
270 CONTINUE
END IF
END IF
VALUE = ZERO
DO 280 I = 1, M
VALUE = MAX( VALUE, WORK( I ) )
280 CONTINUE
ELSE IF( ( LSAME( NORM, 'F' ) ) .OR. ( LSAME( NORM, 'E' ) ) ) THEN
*
* Find normF(A).
*
IF( LSAME( UPLO, 'U' ) ) THEN
IF( LSAME( DIAG, 'U' ) ) THEN
SCALE = ONE
SUM = MIN( M, N )
DO 290 J = 2, N
CALL DLASSQ( MIN( M, J-1 ), A( 1, J ), 1, SCALE, SUM )
290 CONTINUE
ELSE
SCALE = ZERO
SUM = ONE
DO 300 J = 1, N
CALL DLASSQ( MIN( M, J ), A( 1, J ), 1, SCALE, SUM )
300 CONTINUE
END IF
ELSE
IF( LSAME( DIAG, 'U' ) ) THEN
SCALE = ONE
SUM = MIN( M, N )
DO 310 J = 1, N
CALL DLASSQ( M-J, A( MIN( M, J+1 ), J ), 1, SCALE,
$ SUM )
310 CONTINUE
ELSE
SCALE = ZERO
SUM = ONE
DO 320 J = 1, N
CALL DLASSQ( M-J+1, A( J, J ), 1, SCALE, SUM )
320 CONTINUE
END IF
END IF
VALUE = SCALE*SQRT( SUM )
END IF
*
DLANTR = VALUE
RETURN
*
* End of DLANTR
*
END