1747 lines
60 KiB
C
1747 lines
60 KiB
C
#include <math.h>
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#include <stdlib.h>
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#include <string.h>
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#include <stdio.h>
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#include <complex.h>
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#ifdef complex
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#undef complex
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#endif
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#ifdef I
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#undef I
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#endif
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#if defined(_WIN64)
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typedef long long BLASLONG;
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typedef unsigned long long BLASULONG;
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#else
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typedef long BLASLONG;
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typedef unsigned long BLASULONG;
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#endif
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#ifdef LAPACK_ILP64
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typedef BLASLONG blasint;
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#if defined(_WIN64)
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#define blasabs(x) llabs(x)
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#else
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#define blasabs(x) labs(x)
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#endif
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#else
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typedef int blasint;
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#define blasabs(x) abs(x)
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#endif
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typedef blasint integer;
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typedef unsigned int uinteger;
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typedef char *address;
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typedef short int shortint;
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typedef float real;
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typedef double doublereal;
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typedef struct { real r, i; } complex;
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typedef struct { doublereal r, i; } doublecomplex;
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#ifdef _MSC_VER
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static inline _Fcomplex Cf(complex *z) {_Fcomplex zz={z->r , z->i}; return zz;}
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static inline _Dcomplex Cd(doublecomplex *z) {_Dcomplex zz={z->r , z->i};return zz;}
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static inline _Fcomplex * _pCf(complex *z) {return (_Fcomplex*)z;}
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static inline _Dcomplex * _pCd(doublecomplex *z) {return (_Dcomplex*)z;}
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#else
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static inline _Complex float Cf(complex *z) {return z->r + z->i*_Complex_I;}
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static inline _Complex double Cd(doublecomplex *z) {return z->r + z->i*_Complex_I;}
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static inline _Complex float * _pCf(complex *z) {return (_Complex float*)z;}
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static inline _Complex double * _pCd(doublecomplex *z) {return (_Complex double*)z;}
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#endif
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#define pCf(z) (*_pCf(z))
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#define pCd(z) (*_pCd(z))
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typedef blasint logical;
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typedef char logical1;
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typedef char integer1;
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#define TRUE_ (1)
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#define FALSE_ (0)
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/* Extern is for use with -E */
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#ifndef Extern
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#define Extern extern
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#endif
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/* I/O stuff */
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typedef int flag;
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typedef int ftnlen;
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typedef int ftnint;
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/*external read, write*/
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typedef struct
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{ flag cierr;
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ftnint ciunit;
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flag ciend;
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char *cifmt;
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ftnint cirec;
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} cilist;
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/*internal read, write*/
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typedef struct
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{ flag icierr;
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char *iciunit;
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flag iciend;
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char *icifmt;
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ftnint icirlen;
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ftnint icirnum;
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} icilist;
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/*open*/
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typedef struct
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{ flag oerr;
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ftnint ounit;
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char *ofnm;
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ftnlen ofnmlen;
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char *osta;
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char *oacc;
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char *ofm;
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ftnint orl;
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char *oblnk;
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} olist;
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/*close*/
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typedef struct
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{ flag cerr;
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ftnint cunit;
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char *csta;
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} cllist;
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/*rewind, backspace, endfile*/
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typedef struct
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{ flag aerr;
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ftnint aunit;
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} alist;
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/* inquire */
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typedef struct
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{ flag inerr;
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ftnint inunit;
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char *infile;
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ftnlen infilen;
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ftnint *inex; /*parameters in standard's order*/
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ftnint *inopen;
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ftnint *innum;
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ftnint *innamed;
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char *inname;
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ftnlen innamlen;
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char *inacc;
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ftnlen inacclen;
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char *inseq;
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ftnlen inseqlen;
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char *indir;
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ftnlen indirlen;
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char *infmt;
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ftnlen infmtlen;
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char *inform;
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ftnint informlen;
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char *inunf;
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ftnlen inunflen;
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ftnint *inrecl;
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ftnint *innrec;
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char *inblank;
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ftnlen inblanklen;
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} inlist;
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#define VOID void
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union Multitype { /* for multiple entry points */
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integer1 g;
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shortint h;
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integer i;
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/* longint j; */
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real r;
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doublereal d;
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complex c;
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doublecomplex z;
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};
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typedef union Multitype Multitype;
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struct Vardesc { /* for Namelist */
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char *name;
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char *addr;
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ftnlen *dims;
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int type;
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};
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typedef struct Vardesc Vardesc;
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struct Namelist {
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char *name;
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Vardesc **vars;
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int nvars;
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};
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typedef struct Namelist Namelist;
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#define abs(x) ((x) >= 0 ? (x) : -(x))
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#define dabs(x) (fabs(x))
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#define f2cmin(a,b) ((a) <= (b) ? (a) : (b))
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#define f2cmax(a,b) ((a) >= (b) ? (a) : (b))
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#define dmin(a,b) (f2cmin(a,b))
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#define dmax(a,b) (f2cmax(a,b))
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#define bit_test(a,b) ((a) >> (b) & 1)
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#define bit_clear(a,b) ((a) & ~((uinteger)1 << (b)))
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#define bit_set(a,b) ((a) | ((uinteger)1 << (b)))
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#define abort_() { sig_die("Fortran abort routine called", 1); }
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#define c_abs(z) (cabsf(Cf(z)))
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#define c_cos(R,Z) { pCf(R)=ccos(Cf(Z)); }
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#ifdef _MSC_VER
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#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]);}
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#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]);}
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#else
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#define c_div(c, a, b) {pCf(c) = Cf(a)/Cf(b);}
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#define z_div(c, a, b) {pCd(c) = Cd(a)/Cd(b);}
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#endif
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#define c_exp(R, Z) {pCf(R) = cexpf(Cf(Z));}
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#define c_log(R, Z) {pCf(R) = clogf(Cf(Z));}
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#define c_sin(R, Z) {pCf(R) = csinf(Cf(Z));}
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//#define c_sqrt(R, Z) {*(R) = csqrtf(Cf(Z));}
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#define c_sqrt(R, Z) {pCf(R) = csqrtf(Cf(Z));}
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#define d_abs(x) (fabs(*(x)))
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#define d_acos(x) (acos(*(x)))
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#define d_asin(x) (asin(*(x)))
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#define d_atan(x) (atan(*(x)))
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#define d_atn2(x, y) (atan2(*(x),*(y)))
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#define d_cnjg(R, Z) { pCd(R) = conj(Cd(Z)); }
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#define r_cnjg(R, Z) { pCf(R) = conjf(Cf(Z)); }
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#define d_cos(x) (cos(*(x)))
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#define d_cosh(x) (cosh(*(x)))
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#define d_dim(__a, __b) ( *(__a) > *(__b) ? *(__a) - *(__b) : 0.0 )
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#define d_exp(x) (exp(*(x)))
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#define d_imag(z) (cimag(Cd(z)))
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#define r_imag(z) (cimagf(Cf(z)))
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#define d_int(__x) (*(__x)>0 ? floor(*(__x)) : -floor(- *(__x)))
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#define r_int(__x) (*(__x)>0 ? floor(*(__x)) : -floor(- *(__x)))
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#define d_lg10(x) ( 0.43429448190325182765 * log(*(x)) )
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#define r_lg10(x) ( 0.43429448190325182765 * log(*(x)) )
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#define d_log(x) (log(*(x)))
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#define d_mod(x, y) (fmod(*(x), *(y)))
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#define u_nint(__x) ((__x)>=0 ? floor((__x) + .5) : -floor(.5 - (__x)))
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#define d_nint(x) u_nint(*(x))
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#define u_sign(__a,__b) ((__b) >= 0 ? ((__a) >= 0 ? (__a) : -(__a)) : -((__a) >= 0 ? (__a) : -(__a)))
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#define d_sign(a,b) u_sign(*(a),*(b))
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#define r_sign(a,b) u_sign(*(a),*(b))
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#define d_sin(x) (sin(*(x)))
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#define d_sinh(x) (sinh(*(x)))
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#define d_sqrt(x) (sqrt(*(x)))
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#define d_tan(x) (tan(*(x)))
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#define d_tanh(x) (tanh(*(x)))
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#define i_abs(x) abs(*(x))
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#define i_dnnt(x) ((integer)u_nint(*(x)))
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#define i_len(s, n) (n)
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#define i_nint(x) ((integer)u_nint(*(x)))
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#define i_sign(a,b) ((integer)u_sign((integer)*(a),(integer)*(b)))
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#define pow_dd(ap, bp) ( pow(*(ap), *(bp)))
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#define pow_si(B,E) spow_ui(*(B),*(E))
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#define pow_ri(B,E) spow_ui(*(B),*(E))
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#define pow_di(B,E) dpow_ui(*(B),*(E))
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#define pow_zi(p, a, b) {pCd(p) = zpow_ui(Cd(a), *(b));}
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#define pow_ci(p, a, b) {pCf(p) = cpow_ui(Cf(a), *(b));}
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#define pow_zz(R,A,B) {pCd(R) = cpow(Cd(A),*(B));}
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#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++ = ' '; }
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#define s_cmp(a,b,c,d) ((integer)strncmp((a),(b),f2cmin((c),(d))))
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#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]; }
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#define sig_die(s, kill) { exit(1); }
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#define s_stop(s, n) {exit(0);}
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static char junk[] = "\n@(#)LIBF77 VERSION 19990503\n";
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#define z_abs(z) (cabs(Cd(z)))
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#define z_exp(R, Z) {pCd(R) = cexp(Cd(Z));}
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#define z_sqrt(R, Z) {pCd(R) = csqrt(Cd(Z));}
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#define myexit_() break;
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#define mycycle_() continue;
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#define myceiling_(w) {ceil(w)}
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#define myhuge_(w) {HUGE_VAL}
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//#define mymaxloc_(w,s,e,n) {if (sizeof(*(w)) == sizeof(double)) dmaxloc_((w),*(s),*(e),n); else dmaxloc_((w),*(s),*(e),n);}
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#define mymaxloc_(w,s,e,n) dmaxloc_(w,*(s),*(e),n)
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/* procedure parameter types for -A and -C++ */
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#ifdef __cplusplus
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typedef logical (*L_fp)(...);
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#else
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typedef logical (*L_fp)();
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#endif
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static float spow_ui(float x, integer n) {
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float pow=1.0; unsigned long int u;
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if(n != 0) {
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if(n < 0) n = -n, x = 1/x;
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for(u = n; ; ) {
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if(u & 01) pow *= x;
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if(u >>= 1) x *= x;
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else break;
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}
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}
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return pow;
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}
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static double dpow_ui(double x, integer n) {
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double pow=1.0; unsigned long int u;
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if(n != 0) {
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if(n < 0) n = -n, x = 1/x;
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for(u = n; ; ) {
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if(u & 01) pow *= x;
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if(u >>= 1) x *= x;
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else break;
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}
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}
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return pow;
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}
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#ifdef _MSC_VER
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static _Fcomplex cpow_ui(complex x, integer n) {
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complex pow={1.0,0.0}; unsigned long int u;
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if(n != 0) {
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if(n < 0) n = -n, x.r = 1/x.r, x.i=1/x.i;
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for(u = n; ; ) {
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if(u & 01) pow.r *= x.r, pow.i *= x.i;
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if(u >>= 1) x.r *= x.r, x.i *= x.i;
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else break;
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}
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}
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_Fcomplex p={pow.r, pow.i};
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return p;
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}
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#else
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static _Complex float cpow_ui(_Complex float x, integer n) {
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_Complex float pow=1.0; unsigned long int u;
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if(n != 0) {
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if(n < 0) n = -n, x = 1/x;
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for(u = n; ; ) {
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if(u & 01) pow *= x;
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if(u >>= 1) x *= x;
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else break;
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}
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}
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return pow;
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}
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#endif
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#ifdef _MSC_VER
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static _Dcomplex zpow_ui(_Dcomplex x, integer n) {
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_Dcomplex pow={1.0,0.0}; unsigned long int u;
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if(n != 0) {
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if(n < 0) n = -n, x._Val[0] = 1/x._Val[0], x._Val[1] =1/x._Val[1];
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for(u = n; ; ) {
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if(u & 01) pow._Val[0] *= x._Val[0], pow._Val[1] *= x._Val[1];
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if(u >>= 1) x._Val[0] *= x._Val[0], x._Val[1] *= x._Val[1];
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else break;
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}
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}
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_Dcomplex p = {pow._Val[0], pow._Val[1]};
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return p;
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}
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#else
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static _Complex double zpow_ui(_Complex double x, integer n) {
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_Complex double pow=1.0; unsigned long int u;
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if(n != 0) {
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if(n < 0) n = -n, x = 1/x;
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for(u = n; ; ) {
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if(u & 01) pow *= x;
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if(u >>= 1) x *= x;
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else break;
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}
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}
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return pow;
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}
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#endif
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static integer pow_ii(integer x, integer n) {
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integer pow; unsigned long int u;
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if (n <= 0) {
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if (n == 0 || x == 1) pow = 1;
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else if (x != -1) pow = x == 0 ? 1/x : 0;
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else n = -n;
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}
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if ((n > 0) || !(n == 0 || x == 1 || x != -1)) {
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u = n;
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for(pow = 1; ; ) {
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if(u & 01) pow *= x;
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if(u >>= 1) x *= x;
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else break;
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}
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}
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return pow;
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}
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static integer dmaxloc_(double *w, integer s, integer e, integer *n)
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{
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double m; integer i, mi;
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for(m=w[s-1], mi=s, i=s+1; i<=e; i++)
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if (w[i-1]>m) mi=i ,m=w[i-1];
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return mi-s+1;
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}
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static integer smaxloc_(float *w, integer s, integer e, integer *n)
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{
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float m; integer i, mi;
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for(m=w[s-1], mi=s, i=s+1; i<=e; i++)
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if (w[i-1]>m) mi=i ,m=w[i-1];
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return mi-s+1;
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}
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static inline void cdotc_(complex *z, integer *n_, complex *x, integer *incx_, complex *y, integer *incy_) {
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integer n = *n_, incx = *incx_, incy = *incy_, i;
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#ifdef _MSC_VER
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_Fcomplex zdotc = {0.0, 0.0};
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if (incx == 1 && incy == 1) {
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for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
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zdotc._Val[0] += conjf(Cf(&x[i]))._Val[0] * Cf(&y[i])._Val[0];
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zdotc._Val[1] += conjf(Cf(&x[i]))._Val[1] * Cf(&y[i])._Val[1];
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}
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} else {
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for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
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zdotc._Val[0] += conjf(Cf(&x[i*incx]))._Val[0] * Cf(&y[i*incy])._Val[0];
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zdotc._Val[1] += conjf(Cf(&x[i*incx]))._Val[1] * Cf(&y[i*incy])._Val[1];
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}
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}
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pCf(z) = zdotc;
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}
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#else
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_Complex float zdotc = 0.0;
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if (incx == 1 && incy == 1) {
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for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
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zdotc += conjf(Cf(&x[i])) * Cf(&y[i]);
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}
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} else {
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for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
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zdotc += conjf(Cf(&x[i*incx])) * Cf(&y[i*incy]);
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}
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}
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pCf(z) = zdotc;
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}
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#endif
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static inline void zdotc_(doublecomplex *z, integer *n_, doublecomplex *x, integer *incx_, doublecomplex *y, integer *incy_) {
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integer n = *n_, incx = *incx_, incy = *incy_, i;
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#ifdef _MSC_VER
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_Dcomplex zdotc = {0.0, 0.0};
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if (incx == 1 && incy == 1) {
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for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
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zdotc._Val[0] += conj(Cd(&x[i]))._Val[0] * Cd(&y[i])._Val[0];
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zdotc._Val[1] += conj(Cd(&x[i]))._Val[1] * Cd(&y[i])._Val[1];
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}
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} else {
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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;
|
|
static integer c__1 = 1;
|
|
static integer c__0 = 0;
|
|
static integer c__2 = 2;
|
|
|
|
/* Subroutine */ int sgedmd_(char *jobs, char *jobz, char *jobr, char *jobf,
|
|
integer *whtsvd, integer *m, integer *n, real *x, integer *ldx, real *
|
|
y, integer *ldy, integer *nrnk, real *tol, integer *k, real *reig,
|
|
real *imeig, real *z__, integer *ldz, real *res, real *b, integer *
|
|
ldb, real *w, integer *ldw, real *s, integer *lds, real *work,
|
|
integer *lwork, integer *iwork, integer *liwork, integer *info)
|
|
{
|
|
/* System generated locals */
|
|
integer x_dim1, x_offset, y_dim1, y_offset, z_dim1, z_offset, b_dim1,
|
|
b_offset, w_dim1, w_offset, s_dim1, s_offset, i__1, i__2;
|
|
real r__1, r__2;
|
|
|
|
/* Local variables */
|
|
real zero, ssum;
|
|
integer info1, info2;
|
|
real xscl1, xscl2;
|
|
extern real snrm2_(integer *, real *, integer *);
|
|
integer i__, j;
|
|
real scale;
|
|
extern logical lsame_(char *, char *);
|
|
extern /* Subroutine */ int sscal_(integer *, real *, real *, integer *);
|
|
logical badxy;
|
|
real small;
|
|
extern /* Subroutine */ int sgemm_(char *, char *, integer *, integer *,
|
|
integer *, real *, real *, integer *, real *, integer *, real *,
|
|
real *, integer *), sgeev_(char *, char *,
|
|
integer *, real *, integer *, real *, real *, real *, integer *,
|
|
real *, integer *, real *, integer *, integer *);
|
|
char jobzl[1];
|
|
extern /* Subroutine */ int saxpy_(integer *, real *, real *, integer *,
|
|
real *, integer *);
|
|
logical wntex;
|
|
real ab[4] /* was [2][2] */;
|
|
extern real slamch_(char *), slange_(char *, integer *, integer *,
|
|
real *, integer *, real *);
|
|
extern /* Subroutine */ int sgesdd_(char *, integer *, integer *, real *,
|
|
integer *, real *, real *, integer *, real *, integer *, real *,
|
|
integer *, integer *, integer *), xerbla_(char *, integer
|
|
*);
|
|
char t_or_n__[1];
|
|
extern /* Subroutine */ int slascl_(char *, integer *, integer *, real *,
|
|
real *, integer *, integer *, real *, integer *, integer *);
|
|
extern integer isamax_(integer *, real *, integer *);
|
|
logical sccolx, sccoly;
|
|
extern logical sisnan_(real *);
|
|
extern /* Subroutine */ int sgesvd_(char *, char *, integer *, integer *,
|
|
real *, integer *, real *, real *, integer *, real *, integer *,
|
|
real *, integer *, integer *);
|
|
integer lwrsdd, mwrsdd;
|
|
extern /* Subroutine */ int sgejsv_(char *, char *, char *, char *, char *
|
|
, char *, integer *, integer *, real *, integer *, real *, real *,
|
|
integer *, real *, integer *, real *, integer *, integer *,
|
|
integer *),
|
|
slacpy_(char *, integer *, integer *, real *, integer *, real *,
|
|
integer *);
|
|
integer iminwr;
|
|
logical wntref, wntvec;
|
|
real rootsc;
|
|
integer lwrkev, mlwork, mwrkev, numrnk, olwork;
|
|
real rdummy[2];
|
|
integer lwrsvd, mwrsvd;
|
|
logical lquery, wntres;
|
|
char jsvopt[1];
|
|
extern /* Subroutine */ int slassq_(integer *, real *, integer *, real *,
|
|
real *), mecago_();
|
|
integer mwrsvj, lwrsvq, mwrsvq;
|
|
real rdummy2[2], ofl, one;
|
|
extern /* Subroutine */ int sgesvdq_(char *, char *, char *, char *, char
|
|
*, integer *, integer *, real *, integer *, real *, real *,
|
|
integer *, real *, integer *, integer *, integer *, integer *,
|
|
real *, integer *, real *, integer *, integer *);
|
|
|
|
/* March 2023 */
|
|
/* ..... */
|
|
/* USE iso_fortran_env */
|
|
/* INTEGER, PARAMETER :: WP = real32 */
|
|
/* ..... */
|
|
/* Scalar arguments */
|
|
/* Array arguments */
|
|
/* ............................................................ */
|
|
/* Purpose */
|
|
/* ======= */
|
|
/* SGEDMD computes the Dynamic Mode Decomposition (DMD) for */
|
|
/* a pair of data snapshot matrices. For the input matrices */
|
|
/* X and Y such that Y = A*X with an unaccessible matrix */
|
|
/* A, SGEDMD 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, SGEDMD 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. */
|
|
/* '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 X(:,1:K)*W, where X */
|
|
/* contains a POD basis (leading left singular vectors */
|
|
/* of the data matrix X) and W contains the eigenvectors */
|
|
/* of the corresponding Rayleigh quotient. */
|
|
/* See the descriptions of K, X, W, Z. */
|
|
/* '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. */
|
|
/* ..... */
|
|
/* 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. */
|
|
/* ..... */
|
|
/* WHTSVD (input) INTEGER, WHSTVD in { 1, 2, 3, 4 } */
|
|
/* Allows for a selection of the SVD algorithm from the */
|
|
/* LAPACK library. */
|
|
/* 1 :: SGESVD (the QR SVD algorithm) */
|
|
/* 2 :: SGESDD (the Divide and Conquer algorithm; if enough */
|
|
/* workspace available, this is the fastest option) */
|
|
/* 3 :: SGESVDQ (the preconditioned QR SVD ; this and 4 */
|
|
/* are the most accurate options) */
|
|
/* 4 :: SGEJSV (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 row dimension of X, Y). */
|
|
/* ..... */
|
|
/* N (input) INTEGER, 0 <= N <= M */
|
|
/* The number of data snapshot pairs */
|
|
/* (the number of columns of X and Y). */
|
|
/* ..... */
|
|
/* X (input/output) REAL(KIND=WP) M-by-N array */
|
|
/* > On entry, X contains the data snapshot matrix X. It is */
|
|
/* assumed that the column norms of X are in the range of */
|
|
/* the normalized floating point numbers. */
|
|
/* < On exit, the leading K columns of X contain a POD basis, */
|
|
/* i.e. the leading K left singular vectors of the input */
|
|
/* data matrix X, U(:,1:K). All N columns of X contain all */
|
|
/* left singular vectors of the input matrix X. */
|
|
/* See the descriptions of K, Z and W. */
|
|
/* ..... */
|
|
/* LDX (input) INTEGER, LDX >= M */
|
|
/* The leading dimension of the array X. */
|
|
/* ..... */
|
|
/* Y (input/workspace/output) REAL(KIND=WP) M-by-N array */
|
|
/* > On entry, Y contains the data snapshot matrix Y */
|
|
/* < On exit, */
|
|
/* If JOBR == 'R', the leading K columns of Y contain */
|
|
/* the residual vectors for the computed Ritz pairs. */
|
|
/* See the description of RES. */
|
|
/* If JOBR == 'N', Y contains the original input data, */
|
|
/* scaled according to the value of JOBS. */
|
|
/* ..... */
|
|
/* LDY (input) INTEGER , LDY >= M */
|
|
/* 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 :: 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 descriptions of TOL and 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 POD basis for the data snapshot */
|
|
/* matrix X 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. */
|
|
/* ..... */
|
|
/* REIG (output) REAL(KIND=WP) N-by-1 array */
|
|
/* The leading K (K<=N) entries of REIG contain */
|
|
/* the real parts of the computed eigenvalues */
|
|
/* REIG(1:K) + sqrt(-1)*IMEIG(1:K). */
|
|
/* See the descriptions of K, IMEIG, and Z. */
|
|
/* ..... */
|
|
/* IMEIG (output) REAL(KIND=WP) N-by-1 array */
|
|
/* The leading K (K<=N) entries of IMEIG contain */
|
|
/* the imaginary parts of the computed eigenvalues */
|
|
/* REIG(1:K) + sqrt(-1)*IMEIG(1:K). */
|
|
/* The eigenvalues are determined as follows: */
|
|
/* If IMEIG(i) == 0, then the corresponding eigenvalue is */
|
|
/* real, LAMBDA(i) = REIG(i). */
|
|
/* If IMEIG(i)>0, then the corresponding complex */
|
|
/* conjugate pair of eigenvalues reads */
|
|
/* LAMBDA(i) = REIG(i) + sqrt(-1)*IMAG(i) */
|
|
/* LAMBDA(i+1) = REIG(i) - sqrt(-1)*IMAG(i) */
|
|
/* That is, complex conjugate pairs have consecutive */
|
|
/* indices (i,i+1), with the positive imaginary part */
|
|
/* listed first. */
|
|
/* See the descriptions of K, REIG, and Z. */
|
|
/* ..... */
|
|
/* Z (workspace/output) REAL(KIND=WP) M-by-N array */
|
|
/* If JOBZ =='V' then */
|
|
/* Z contains real Ritz vectors as follows: */
|
|
/* If IMEIG(i)=0, then Z(:,i) is an eigenvector of */
|
|
/* the i-th Ritz value; ||Z(:,i)||_2=1. */
|
|
/* If IMEIG(i) > 0 (and IMEIG(i+1) < 0) then */
|
|
/* [Z(:,i) Z(:,i+1)] span an invariant subspace and */
|
|
/* the Ritz values extracted from this subspace are */
|
|
/* REIG(i) + sqrt(-1)*IMEIG(i) and */
|
|
/* REIG(i) - sqrt(-1)*IMEIG(i). */
|
|
/* The corresponding eigenvectors are */
|
|
/* Z(:,i) + sqrt(-1)*Z(:,i+1) and */
|
|
/* Z(:,i) - sqrt(-1)*Z(:,i+1), respectively. */
|
|
/* || Z(:,i:i+1)||_F = 1. */
|
|
/* If JOBZ == 'F', then the above descriptions hold for */
|
|
/* the columns of X(:,1:K)*W(1:K,1:K), where the columns */
|
|
/* of W(1:k,1:K) are the computed eigenvectors of the */
|
|
/* K-by-K Rayleigh quotient. The columns of W(1:K,1:K) */
|
|
/* are similarly structured: If IMEIG(i) == 0 then */
|
|
/* X(:,1:K)*W(:,i) is an eigenvector, and if IMEIG(i)>0 */
|
|
/* then X(:,1:K)*W(:,i)+sqrt(-1)*X(:,1:K)*W(:,i+1) and */
|
|
/* X(:,1:K)*W(:,i)-sqrt(-1)*X(:,1:K)*W(:,i+1) */
|
|
/* are the eigenvectors of LAMBDA(i), LAMBDA(i+1). */
|
|
/* See the descriptions of REIG, IMEIG, X and W. */
|
|
/* ..... */
|
|
/* LDZ (input) INTEGER , LDZ >= M */
|
|
/* The leading dimension of the array Z. */
|
|
/* ..... */
|
|
/* RES (output) REAL(KIND=WP) N-by-1 array */
|
|
/* RES(1:K) contains the residuals for the K computed */
|
|
/* Ritz pairs. */
|
|
/* If LAMBDA(i) is real, then */
|
|
/* RES(i) = || A * Z(:,i) - LAMBDA(i)*Z(:,i))||_2. */
|
|
/* If [LAMBDA(i), LAMBDA(i+1)] is a complex conjugate pair */
|
|
/* then */
|
|
/* RES(i)=RES(i+1) = || A * Z(:,i:i+1) - Z(:,i:i+1) *B||_F */
|
|
/* where B = [ real(LAMBDA(i)) imag(LAMBDA(i)) ] */
|
|
/* [-imag(LAMBDA(i)) real(LAMBDA(i)) ]. */
|
|
/* It holds that */
|
|
/* RES(i) = || A*ZC(:,i) - LAMBDA(i) *ZC(:,i) ||_2 */
|
|
/* RES(i+1) = || A*ZC(:,i+1) - LAMBDA(i+1)*ZC(:,i+1) ||_2 */
|
|
/* where ZC(:,i) = Z(:,i) + sqrt(-1)*Z(:,i+1) */
|
|
/* ZC(:,i+1) = Z(:,i) - sqrt(-1)*Z(:,i+1) */
|
|
/* See the description of REIG, IMEIG and Z. */
|
|
/* ..... */
|
|
/* B (output) REAL(KIND=WP) M-by-N array. */
|
|
/* IF JOBF =='R', B(1:M,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:M,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. */
|
|
/* If JOBF =='N', then B is not referenced. */
|
|
/* See the descriptions of X, W, K. */
|
|
/* ..... */
|
|
/* LDB (input) INTEGER, LDB >= M */
|
|
/* The leading dimension of the array B. */
|
|
/* ..... */
|
|
/* W (workspace/output) REAL(KIND=WP) N-by-N array */
|
|
/* On exit, W(1:K,1:K) contains the K computed */
|
|
/* eigenvectors of the matrix Rayleigh quotient (real and */
|
|
/* imaginary parts for each complex conjugate pair of the */
|
|
/* eigenvalues). The Ritz vectors (returned in Z) are the */
|
|
/* product of X (containing a POD basis for the input */
|
|
/* matrix X) and W. See the descriptions of K, S, X and Z. */
|
|
/* W is also used as a workspace to temporarily store the */
|
|
/* left singular vectors of X. */
|
|
/* ..... */
|
|
/* LDW (input) INTEGER, LDW >= N */
|
|
/* The leading dimension of the array W. */
|
|
/* ..... */
|
|
/* S (workspace/output) REAL(KIND=WP) N-by-N array */
|
|
/* The array S(1:K,1:K) is used for the matrix Rayleigh */
|
|
/* quotient. This content is overwritten during */
|
|
/* the eigenvalue decomposition by SGEEV. */
|
|
/* See the description of K. */
|
|
/* ..... */
|
|
/* LDS (input) INTEGER, LDS >= N */
|
|
/* The leading dimension of the array S. */
|
|
/* ..... */
|
|
/* WORK (workspace/output) REAL(KIND=WP) LWORK-by-1 array */
|
|
/* On exit, WORK(1:N) contains the singular values of */
|
|
/* X (for JOBS=='N') or column scaled X (JOBS=='S', 'C'). */
|
|
/* If WHTSVD==4, then WORK(N+1) and WORK(N+2) contain */
|
|
/* scaling factor WORK(N+2)/WORK(N+1) used to scale X */
|
|
/* and Y to avoid overflow in the SVD of X. */
|
|
/* This may be of interest if the scaling option is off */
|
|
/* and as many as possible smallest eigenvalues are */
|
|
/* desired to the highest feasible accuracy. */
|
|
/* If the call to SGEDMD 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 calculated as follows: */
|
|
/* If WHTSVD == 1 :: */
|
|
/* If JOBZ == 'V', then */
|
|
/* LWORK >= MAX(2, N + LWORK_SVD, N+MAX(1,4*N)). */
|
|
/* If JOBZ == 'N' then */
|
|
/* LWORK >= MAX(2, N + LWORK_SVD, N+MAX(1,3*N)). */
|
|
/* Here LWORK_SVD = MAX(1,3*N+M,5*N) is the minimal */
|
|
/* workspace length of SGESVD. */
|
|
/* If WHTSVD == 2 :: */
|
|
/* If JOBZ == 'V', then */
|
|
/* LWORK >= MAX(2, N + LWORK_SVD, N+MAX(1,4*N)) */
|
|
/* If JOBZ == 'N', then */
|
|
/* LWORK >= MAX(2, N + LWORK_SVD, N+MAX(1,3*N)) */
|
|
/* Here LWORK_SVD = MAX(M, 5*N*N+4*N)+3*N*N is the */
|
|
/* minimal workspace length of SGESDD. */
|
|
/* If WHTSVD == 3 :: */
|
|
/* If JOBZ == 'V', then */
|
|
/* LWORK >= MAX(2, N+LWORK_SVD,N+MAX(1,4*N)) */
|
|
/* If JOBZ == 'N', then */
|
|
/* LWORK >= MAX(2, N+LWORK_SVD,N+MAX(1,3*N)) */
|
|
/* Here LWORK_SVD = N+M+MAX(3*N+1, */
|
|
/* MAX(1,3*N+M,5*N),MAX(1,N)) */
|
|
/* is the minimal workspace length of SGESVDQ. */
|
|
/* If WHTSVD == 4 :: */
|
|
/* If JOBZ == 'V', then */
|
|
/* LWORK >= MAX(2, N+LWORK_SVD,N+MAX(1,4*N)) */
|
|
/* If JOBZ == 'N', then */
|
|
/* LWORK >= MAX(2, N+LWORK_SVD,N+MAX(1,3*N)) */
|
|
/* Here LWORK_SVD = MAX(7,2*M+N,6*N+2*N*N) is the */
|
|
/* minimal workspace length of SGEJSV. */
|
|
/* The above expressions are not simplified in order to */
|
|
/* make the usage of WORK more transparent, and for */
|
|
/* easier checking. In any case, LWORK >= 2. */
|
|
/* 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 */
|
|
/* 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 */
|
|
/* ~~~~~~~~~~ */
|
|
/* Local scalars */
|
|
/* ~~~~~~~~~~~~~ */
|
|
/* Local arrays */
|
|
/* ~~~~~~~~~~~~ */
|
|
/* External functions (BLAS and LAPACK) */
|
|
/* ~~~~~~~~~~~~~~~~~ */
|
|
/* External subroutines (BLAS and LAPACK) */
|
|
/* ~~~~~~~~~~~~~~~~~~~~ */
|
|
/* Intrinsic functions */
|
|
/* ~~~~~~~~~~~~~~~~~~~ */
|
|
/* ............................................................ */
|
|
/* Parameter adjustments */
|
|
x_dim1 = *ldx;
|
|
x_offset = 1 + x_dim1 * 1;
|
|
x -= x_offset;
|
|
y_dim1 = *ldy;
|
|
y_offset = 1 + y_dim1 * 1;
|
|
y -= y_offset;
|
|
--reig;
|
|
--imeig;
|
|
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;
|
|
w_dim1 = *ldw;
|
|
w_offset = 1 + w_dim1 * 1;
|
|
w -= w_offset;
|
|
s_dim1 = *lds;
|
|
s_offset = 1 + s_dim1 * 1;
|
|
s -= s_offset;
|
|
--work;
|
|
--iwork;
|
|
|
|
/* Function Body */
|
|
one = 1.f;
|
|
zero = 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");
|
|
wntref = lsame_(jobf, "R");
|
|
wntex = lsame_(jobf, "E");
|
|
*info = 0;
|
|
lquery = *lwork == -1 || *liwork == -1;
|
|
|
|
if (! (sccolx || sccoly || lsame_(jobs, "N"))) {
|
|
*info = -1;
|
|
} else if (! (wntvec || lsame_(jobz, "N") || lsame_(
|
|
jobz, "F"))) {
|
|
*info = -2;
|
|
} else if (! (wntres || lsame_(jobr, "N")) ||
|
|
wntres && ! wntvec) {
|
|
*info = -3;
|
|
} else if (! (wntref || wntex || lsame_(jobf, "N")))
|
|
{
|
|
*info = -4;
|
|
} else if (! (*whtsvd == 1 || *whtsvd == 2 || *whtsvd == 3 || *whtsvd ==
|
|
4)) {
|
|
*info = -5;
|
|
} else if (*m < 0) {
|
|
*info = -6;
|
|
} else if (*n < 0 || *n > *m) {
|
|
*info = -7;
|
|
} else if (*ldx < *m) {
|
|
*info = -9;
|
|
} else if (*ldy < *m) {
|
|
*info = -11;
|
|
} else if (! (*nrnk == -2 || *nrnk == -1 || *nrnk >= 1 && *nrnk <= *n)) {
|
|
*info = -12;
|
|
} else if (*tol < zero || *tol >= one) {
|
|
*info = -13;
|
|
} else if (*ldz < *m) {
|
|
*info = -18;
|
|
} else if ((wntref || wntex) && *ldb < *m) {
|
|
*info = -21;
|
|
} else if (*ldw < *n) {
|
|
*info = -23;
|
|
} else if (*lds < *n) {
|
|
*info = -25;
|
|
}
|
|
|
|
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) {
|
|
/* Quick return. All output except K is void. */
|
|
/* INFO=1 signals the void input. */
|
|
/* In case of a workspace query, the default */
|
|
/* 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;
|
|
}
|
|
mlwork = f2cmax(2,*n);
|
|
olwork = f2cmax(2,*n);
|
|
iminwr = 1;
|
|
/* SELECT CASE ( WHTSVD ) */
|
|
if (*whtsvd == 1) {
|
|
/* The following is specified as the minimal */
|
|
/* length of WORK in the definition of SGESVD: */
|
|
/* MWRSVD = MAX(1,3*MIN(M,N)+MAX(M,N),5*MIN(M,N)) */
|
|
/* Computing MAX */
|
|
i__1 = 1, i__2 = f2cmin(*m,*n) * 3 + f2cmax(*m,*n), i__1 = f2cmax(i__1,
|
|
i__2), i__2 = f2cmin(*m,*n) * 5;
|
|
mwrsvd = f2cmax(i__1,i__2);
|
|
/* Computing MAX */
|
|
i__1 = mlwork, i__2 = *n + mwrsvd;
|
|
mlwork = f2cmax(i__1,i__2);
|
|
if (lquery) {
|
|
sgesvd_("O", "S", m, n, &x[x_offset], ldx, &work[1], &b[
|
|
b_offset], ldb, &w[w_offset], ldw, rdummy, &c_n1, &
|
|
info1);
|
|
/* Computing MAX */
|
|
i__1 = mwrsvd, i__2 = (integer) rdummy[0];
|
|
lwrsvd = f2cmax(i__1,i__2);
|
|
/* Computing MAX */
|
|
i__1 = olwork, i__2 = *n + lwrsvd;
|
|
olwork = f2cmax(i__1,i__2);
|
|
}
|
|
} else if (*whtsvd == 2) {
|
|
/* The following is specified as the minimal */
|
|
/* length of WORK in the definition of SGESDD: */
|
|
/* MWRSDD = 3*MIN(M,N)*MIN(M,N) + */
|
|
/* MAX( MAX(M,N),5*MIN(M,N)*MIN(M,N)+4*MIN(M,N) ) */
|
|
/* IMINWR = 8*MIN(M,N) */
|
|
/* Computing MAX */
|
|
i__1 = f2cmax(*m,*n), i__2 = f2cmin(*m,*n) * 5 * f2cmin(*m,*n) + (f2cmin(*m,*
|
|
n) << 2);
|
|
mwrsdd = f2cmin(*m,*n) * 3 * f2cmin(*m,*n) + f2cmax(i__1,i__2);
|
|
/* Computing MAX */
|
|
i__1 = mlwork, i__2 = *n + mwrsdd;
|
|
mlwork = f2cmax(i__1,i__2);
|
|
iminwr = f2cmin(*m,*n) << 3;
|
|
if (lquery) {
|
|
sgesdd_("O", m, n, &x[x_offset], ldx, &work[1], &b[b_offset],
|
|
ldb, &w[w_offset], ldw, rdummy, &c_n1, &iwork[1], &
|
|
info1);
|
|
/* Computing MAX */
|
|
i__1 = mwrsdd, i__2 = (integer) rdummy[0];
|
|
lwrsdd = f2cmax(i__1,i__2);
|
|
/* Computing MAX */
|
|
i__1 = olwork, i__2 = *n + lwrsdd;
|
|
olwork = f2cmax(i__1,i__2);
|
|
}
|
|
} else if (*whtsvd == 3) {
|
|
/* LWQP3 = 3*N+1 */
|
|
/* LWORQ = MAX(N, 1) */
|
|
/* MWRSVD = MAX(1,3*MIN(M,N)+MAX(M,N),5*MIN(M,N)) */
|
|
/* MWRSVQ = N + MAX( LWQP3, MWRSVD, LWORQ )+ MAX(M,2) */
|
|
/* MLWORK = N + MWRSVQ */
|
|
/* IMINWR = M+N-1 */
|
|
sgesvdq_("H", "P", "N", "R", "R", m, n, &x[x_offset], ldx, &work[
|
|
1], &z__[z_offset], ldz, &w[w_offset], ldw, &numrnk, &
|
|
iwork[1], &c_n1, rdummy, &c_n1, rdummy2, &c_n1, &info1);
|
|
iminwr = iwork[1];
|
|
mwrsvq = (integer) rdummy[1];
|
|
/* Computing MAX */
|
|
i__1 = mlwork, i__2 = *n + mwrsvq + (integer) rdummy2[0];
|
|
mlwork = f2cmax(i__1,i__2);
|
|
if (lquery) {
|
|
lwrsvq = (integer) rdummy[0];
|
|
/* Computing MAX */
|
|
i__1 = olwork, i__2 = *n + lwrsvq + (integer) rdummy2[0];
|
|
olwork = f2cmax(i__1,i__2);
|
|
}
|
|
} else if (*whtsvd == 4) {
|
|
*(unsigned char *)jsvopt = 'J';
|
|
/* MWRSVJ = MAX( 7, 2*M+N, 6*N+2*N*N )! for JSVOPT='V' */
|
|
/* Computing MAX */
|
|
i__1 = 7, i__2 = (*m << 1) + *n, i__1 = f2cmax(i__1,i__2), i__2 = (*
|
|
n << 2) + *n * *n, i__1 = f2cmax(i__1,i__2), i__2 = (*n << 1)
|
|
+ *n * *n + 6;
|
|
mwrsvj = f2cmax(i__1,i__2);
|
|
/* Computing MAX */
|
|
i__1 = mlwork, i__2 = *n + mwrsvj;
|
|
mlwork = f2cmax(i__1,i__2);
|
|
/* Computing MAX */
|
|
i__1 = 3, i__2 = *m + *n * 3;
|
|
iminwr = f2cmax(i__1,i__2);
|
|
if (lquery) {
|
|
/* Computing MAX */
|
|
i__1 = olwork, i__2 = *n + mwrsvj;
|
|
olwork = f2cmax(i__1,i__2);
|
|
}
|
|
}
|
|
/* END SELECT */
|
|
if (wntvec || wntex || lsame_(jobz, "F")) {
|
|
*(unsigned char *)jobzl = 'V';
|
|
} else {
|
|
*(unsigned char *)jobzl = 'N';
|
|
}
|
|
/* Workspace calculation to the SGEEV call */
|
|
if (lsame_(jobzl, "V")) {
|
|
/* Computing MAX */
|
|
i__1 = 1, i__2 = *n << 2;
|
|
mwrkev = f2cmax(i__1,i__2);
|
|
} else {
|
|
/* Computing MAX */
|
|
i__1 = 1, i__2 = *n * 3;
|
|
mwrkev = f2cmax(i__1,i__2);
|
|
}
|
|
/* Computing MAX */
|
|
i__1 = mlwork, i__2 = *n + mwrkev;
|
|
mlwork = f2cmax(i__1,i__2);
|
|
if (lquery) {
|
|
sgeev_("N", jobzl, n, &s[s_offset], lds, &reig[1], &imeig[1], &w[
|
|
w_offset], ldw, &w[w_offset], ldw, rdummy, &c_n1, &info1);
|
|
/* Computing MAX */
|
|
i__1 = mwrkev, i__2 = (integer) rdummy[0];
|
|
lwrkev = f2cmax(i__1,i__2);
|
|
/* Computing MAX */
|
|
i__1 = olwork, i__2 = *n + lwrkev;
|
|
olwork = f2cmax(i__1,i__2);
|
|
}
|
|
|
|
if (*liwork < iminwr && ! lquery) {
|
|
*info = -29;
|
|
}
|
|
if (*lwork < mlwork && ! lquery) {
|
|
*info = -27;
|
|
}
|
|
}
|
|
|
|
if (*info != 0) {
|
|
i__1 = -(*info);
|
|
xerbla_("SGEDMD", &i__1);
|
|
return 0;
|
|
} else if (lquery) {
|
|
/* Return minimal and optimal workspace sizes */
|
|
iwork[1] = iminwr;
|
|
work[1] = (real) mlwork;
|
|
work[2] = (real) olwork;
|
|
return 0;
|
|
}
|
|
/* ............................................................ */
|
|
|
|
ofl = slamch_("O");
|
|
small = slamch_("S");
|
|
badxy = FALSE_;
|
|
|
|
/* <1> Optional scaling of the snapshots (columns of X, Y) */
|
|
/* ========================================================== */
|
|
if (sccolx) {
|
|
/* The columns of X will be normalized. */
|
|
/* To prevent overflows, the column norms of X are */
|
|
/* carefully computed using SLASSQ. */
|
|
*k = 0;
|
|
i__1 = *n;
|
|
for (i__ = 1; i__ <= i__1; ++i__) {
|
|
/* WORK(i) = DNRM2( M, X(1,i), 1 ) */
|
|
scale = zero;
|
|
slassq_(m, &x[i__ * x_dim1 + 1], &c__1, &scale, &ssum);
|
|
if (sisnan_(&scale) || sisnan_(&ssum)) {
|
|
*k = 0;
|
|
*info = -8;
|
|
i__2 = -(*info);
|
|
xerbla_("SGEDMD", &i__2);
|
|
}
|
|
if (scale != zero && ssum != zero) {
|
|
rootsc = sqrt(ssum);
|
|
if (scale >= ofl / rootsc) {
|
|
/* Norm of X(:,i) overflows. First, X(:,i) */
|
|
/* is scaled by */
|
|
/* ( ONE / ROOTSC ) / SCALE = 1/||X(:,i)||_2. */
|
|
/* Next, the norm of X(:,i) is stored without */
|
|
/* overflow as WORK(i) = - SCALE * (ROOTSC/M), */
|
|
/* the minus sign indicating the 1/M factor. */
|
|
/* Scaling is performed without overflow, and */
|
|
/* underflow may occur in the smallest entries */
|
|
/* of X(:,i). The relative backward and forward */
|
|
/* errors are small in the ell_2 norm. */
|
|
r__1 = one / rootsc;
|
|
slascl_("G", &c__0, &c__0, &scale, &r__1, m, &c__1, &x[
|
|
i__ * x_dim1 + 1], m, &info2);
|
|
work[i__] = -scale * (rootsc / (real) (*m));
|
|
} else {
|
|
/* X(:,i) will be scaled to unit 2-norm */
|
|
work[i__] = scale * rootsc;
|
|
slascl_("G", &c__0, &c__0, &work[i__], &one, m, &c__1, &x[
|
|
i__ * x_dim1 + 1], m, &info2);
|
|
/* X(1:M,i) = (ONE/WORK(i)) * X(1:M,i) ! INTRINSIC */
|
|
/* LAPACK */
|
|
}
|
|
} else {
|
|
work[i__] = zero;
|
|
++(*k);
|
|
}
|
|
}
|
|
if (*k == *n) {
|
|
/* All columns of X are zero. Return error code -8. */
|
|
/* (the 8th input variable had an illegal value) */
|
|
*k = 0;
|
|
*info = -8;
|
|
i__1 = -(*info);
|
|
xerbla_("SGEDMD", &i__1);
|
|
return 0;
|
|
}
|
|
i__1 = *n;
|
|
for (i__ = 1; i__ <= i__1; ++i__) {
|
|
/* Now, apply the same scaling to the columns of Y. */
|
|
if (work[i__] > zero) {
|
|
r__1 = one / work[i__];
|
|
sscal_(m, &r__1, &y[i__ * y_dim1 + 1], &c__1);
|
|
/* Y(1:M,i) = (ONE/WORK(i)) * Y(1:M,i) ! INTRINSIC */
|
|
/* BLAS CALL */
|
|
} else if (work[i__] < zero) {
|
|
r__1 = -work[i__];
|
|
r__2 = one / (real) (*m);
|
|
slascl_("G", &c__0, &c__0, &r__1, &r__2, m, &c__1, &y[i__ *
|
|
y_dim1 + 1], m, &info2);
|
|
/* LAPACK CA */
|
|
} else if (y[isamax_(m, &y[i__ * y_dim1 + 1], &c__1) + i__ *
|
|
y_dim1] != zero) {
|
|
/* X(:,i) is zero vector. For consistency, */
|
|
/* Y(:,i) should also be zero. If Y(:,i) is not */
|
|
/* zero, then the data might be inconsistent or */
|
|
/* corrupted. If JOBS == 'C', Y(:,i) is set to */
|
|
/* zero and a warning flag is raised. */
|
|
/* The computation continues but the */
|
|
/* situation will be reported in the output. */
|
|
badxy = TRUE_;
|
|
if (lsame_(jobs, "C")) {
|
|
sscal_(m, &zero, &y[i__ * y_dim1 + 1], &c__1);
|
|
}
|
|
/* BLAS CALL */
|
|
}
|
|
}
|
|
}
|
|
|
|
if (sccoly) {
|
|
/* The columns of Y will be normalized. */
|
|
/* To prevent overflows, the column norms of Y are */
|
|
/* carefully computed using SLASSQ. */
|
|
i__1 = *n;
|
|
for (i__ = 1; i__ <= i__1; ++i__) {
|
|
/* WORK(i) = DNRM2( M, Y(1,i), 1 ) */
|
|
scale = zero;
|
|
slassq_(m, &y[i__ * y_dim1 + 1], &c__1, &scale, &ssum);
|
|
if (sisnan_(&scale) || sisnan_(&ssum)) {
|
|
*k = 0;
|
|
*info = -10;
|
|
i__2 = -(*info);
|
|
xerbla_("SGEDMD", &i__2);
|
|
}
|
|
if (scale != zero && ssum != zero) {
|
|
rootsc = sqrt(ssum);
|
|
if (scale >= ofl / rootsc) {
|
|
/* Norm of Y(:,i) overflows. First, Y(:,i) */
|
|
/* is scaled by */
|
|
/* ( ONE / ROOTSC ) / SCALE = 1/||Y(:,i)||_2. */
|
|
/* Next, the norm of Y(:,i) is stored without */
|
|
/* overflow as WORK(i) = - SCALE * (ROOTSC/M), */
|
|
/* the minus sign indicating the 1/M factor. */
|
|
/* Scaling is performed without overflow, and */
|
|
/* underflow may occur in the smallest entries */
|
|
/* of Y(:,i). The relative backward and forward */
|
|
/* errors are small in the ell_2 norm. */
|
|
r__1 = one / rootsc;
|
|
slascl_("G", &c__0, &c__0, &scale, &r__1, m, &c__1, &y[
|
|
i__ * y_dim1 + 1], m, &info2);
|
|
work[i__] = -scale * (rootsc / (real) (*m));
|
|
} else {
|
|
/* X(:,i) will be scaled to unit 2-norm */
|
|
work[i__] = scale * rootsc;
|
|
slascl_("G", &c__0, &c__0, &work[i__], &one, m, &c__1, &y[
|
|
i__ * y_dim1 + 1], m, &info2);
|
|
/* Y(1:M,i) = (ONE/WORK(i)) * Y(1:M,i) ! INTRINSIC */
|
|
/* LAPACK */
|
|
}
|
|
} else {
|
|
work[i__] = zero;
|
|
}
|
|
}
|
|
i__1 = *n;
|
|
for (i__ = 1; i__ <= i__1; ++i__) {
|
|
/* Now, apply the same scaling to the columns of X. */
|
|
if (work[i__] > zero) {
|
|
r__1 = one / work[i__];
|
|
sscal_(m, &r__1, &x[i__ * x_dim1 + 1], &c__1);
|
|
/* X(1:M,i) = (ONE/WORK(i)) * X(1:M,i) ! INTRINSIC */
|
|
/* BLAS CALL */
|
|
} else if (work[i__] < zero) {
|
|
r__1 = -work[i__];
|
|
r__2 = one / (real) (*m);
|
|
slascl_("G", &c__0, &c__0, &r__1, &r__2, m, &c__1, &x[i__ *
|
|
x_dim1 + 1], m, &info2);
|
|
/* LAPACK CA */
|
|
} else if (x[isamax_(m, &x[i__ * x_dim1 + 1], &c__1) + i__ *
|
|
x_dim1] != zero) {
|
|
/* Y(:,i) is zero vector. If X(:,i) is not */
|
|
/* zero, then a warning flag is raised. */
|
|
/* The computation continues but the */
|
|
/* situation will be reported in the output. */
|
|
badxy = TRUE_;
|
|
}
|
|
}
|
|
}
|
|
|
|
/* <2> SVD of the data snapshot matrix X. */
|
|
/* ===================================== */
|
|
/* The left singular vectors are stored in the array X. */
|
|
/* The right singular vectors are in the array W. */
|
|
/* The array W will later on contain the eigenvectors */
|
|
/* of a Rayleigh quotient. */
|
|
numrnk = *n;
|
|
/* SELECT CASE ( WHTSVD ) */
|
|
if (*whtsvd == 1) {
|
|
i__1 = *lwork - *n;
|
|
sgesvd_("O", "S", m, n, &x[x_offset], ldx, &work[1], &b[b_offset],
|
|
ldb, &w[w_offset], ldw, &work[*n + 1], &i__1, &info1);
|
|
/* LAPACK CAL */
|
|
*(unsigned char *)t_or_n__ = 'T';
|
|
} else if (*whtsvd == 2) {
|
|
i__1 = *lwork - *n;
|
|
sgesdd_("O", m, n, &x[x_offset], ldx, &work[1], &b[b_offset], ldb, &w[
|
|
w_offset], ldw, &work[*n + 1], &i__1, &iwork[1], &info1);
|
|
/* LAPACK CAL */
|
|
*(unsigned char *)t_or_n__ = 'T';
|
|
} else if (*whtsvd == 3) {
|
|
i__1 = *lwork - *n - f2cmax(2,*m);
|
|
i__2 = f2cmax(2,*m);
|
|
sgesvdq_("H", "P", "N", "R", "R", m, n, &x[x_offset], ldx, &work[1], &
|
|
z__[z_offset], ldz, &w[w_offset], ldw, &numrnk, &iwork[1],
|
|
liwork, &work[*n + f2cmax(2,*m) + 1], &i__1, &work[*n + 1], &
|
|
i__2, &info1);
|
|
|
|
slacpy_("A", m, &numrnk, &z__[z_offset], ldz, &x[x_offset], ldx);
|
|
/* LAPACK C */
|
|
*(unsigned char *)t_or_n__ = 'T';
|
|
} else if (*whtsvd == 4) {
|
|
i__1 = *lwork - *n;
|
|
sgejsv_("F", "U", jsvopt, "N", "N", "P", m, n, &x[x_offset], ldx, &
|
|
work[1], &z__[z_offset], ldz, &w[w_offset], ldw, &work[*n + 1]
|
|
, &i__1, &iwork[1], &info1);
|
|
/* LAPACK CALL */
|
|
slacpy_("A", m, n, &z__[z_offset], ldz, &x[x_offset], ldx);
|
|
/* LAPACK CALL */
|
|
*(unsigned char *)t_or_n__ = 'N';
|
|
xscl1 = work[*n + 1];
|
|
xscl2 = work[*n + 2];
|
|
if (xscl1 != xscl2) {
|
|
/* This is an exceptional situation. If the */
|
|
/* data matrices are not scaled and the */
|
|
/* largest singular value of X overflows. */
|
|
/* In that case SGEJSV can return the SVD */
|
|
/* in scaled form. The scaling factor can be used */
|
|
/* to rescale the data (X and Y). */
|
|
slascl_("G", &c__0, &c__0, &xscl1, &xscl2, m, n, &y[y_offset],
|
|
ldy, &info2);
|
|
}
|
|
/* END SELECT */
|
|
}
|
|
|
|
if (info1 > 0) {
|
|
/* The SVD selected subroutine did not converge. */
|
|
/* Return with an error code. */
|
|
*info = 2;
|
|
return 0;
|
|
}
|
|
|
|
if (work[1] == zero) {
|
|
/* The largest computed singular value of (scaled) */
|
|
/* X is zero. Return error code -8 */
|
|
/* (the 8th input variable had an illegal value). */
|
|
*k = 0;
|
|
*info = -8;
|
|
i__1 = -(*info);
|
|
xerbla_("SGEDMD", &i__1);
|
|
return 0;
|
|
}
|
|
|
|
/* <3> Determine the numerical rank of the data */
|
|
/* snapshots matrix X. This depends on the */
|
|
/* parameters NRNK and TOL. */
|
|
/* SELECT CASE ( NRNK ) */
|
|
if (*nrnk == -1) {
|
|
*k = 1;
|
|
i__1 = numrnk;
|
|
for (i__ = 2; i__ <= i__1; ++i__) {
|
|
if (work[i__] <= work[1] * *tol || work[i__] <= small) {
|
|
myexit_();
|
|
}
|
|
++(*k);
|
|
}
|
|
} else if (*nrnk == -2) {
|
|
*k = 1;
|
|
i__1 = numrnk - 1;
|
|
for (i__ = 1; i__ <= i__1; ++i__) {
|
|
if (work[i__ + 1] <= work[i__] * *tol || work[i__] <= small) {
|
|
myexit_();
|
|
}
|
|
++(*k);
|
|
}
|
|
} else {
|
|
*k = 1;
|
|
i__1 = *nrnk;
|
|
for (i__ = 2; i__ <= i__1; ++i__) {
|
|
if (work[i__] <= small) {
|
|
myexit_();
|
|
}
|
|
++(*k);
|
|
}
|
|
/* END SELECT */
|
|
}
|
|
/* Now, U = X(1:M,1:K) is the SVD/POD basis for the */
|
|
/* snapshot data in the input matrix X. */
|
|
/* <4> Compute the Rayleigh quotient S = U^T * A * U. */
|
|
/* Depending on the requested outputs, the computation */
|
|
/* is organized to compute additional auxiliary */
|
|
/* matrices (for the residuals and refinements). */
|
|
|
|
/* In all formulas below, we need V_k*Sigma_k^(-1) */
|
|
/* where either V_k is in W(1:N,1:K), or V_k^T is in */
|
|
/* W(1:K,1:N). Here Sigma_k=diag(WORK(1:K)). */
|
|
if (lsame_(t_or_n__, "N")) {
|
|
i__1 = *k;
|
|
for (i__ = 1; i__ <= i__1; ++i__) {
|
|
r__1 = one / work[i__];
|
|
sscal_(n, &r__1, &w[i__ * w_dim1 + 1], &c__1);
|
|
/* W(1:N,i) = (ONE/WORK(i)) * W(1:N,i) ! INTRINSIC */
|
|
/* BLAS CALL */
|
|
}
|
|
} else {
|
|
/* This non-unit stride access is due to the fact */
|
|
/* that SGESVD, SGESVDQ and SGESDD return the */
|
|
/* transposed matrix of the right singular vectors. */
|
|
/* DO i = 1, K */
|
|
/* CALL SSCAL( N, ONE/WORK(i), W(i,1), LDW ) ! BLAS CALL */
|
|
/* ! W(i,1:N) = (ONE/WORK(i)) * W(i,1:N) ! INTRINSIC */
|
|
/* END DO */
|
|
i__1 = *k;
|
|
for (i__ = 1; i__ <= i__1; ++i__) {
|
|
work[*n + i__] = one / work[i__];
|
|
}
|
|
i__1 = *n;
|
|
for (j = 1; j <= i__1; ++j) {
|
|
i__2 = *k;
|
|
for (i__ = 1; i__ <= i__2; ++i__) {
|
|
w[i__ + j * w_dim1] = work[*n + i__] * w[i__ + j * w_dim1];
|
|
}
|
|
}
|
|
}
|
|
|
|
if (wntref) {
|
|
|
|
/* Need A*U(:,1:K)=Y*V_k*inv(diag(WORK(1:K))) */
|
|
/* for computing the refined Ritz vectors */
|
|
/* (optionally, outside SGEDMD). */
|
|
sgemm_("N", t_or_n__, m, k, n, &one, &y[y_offset], ldy, &w[w_offset],
|
|
ldw, &zero, &z__[z_offset], ldz);
|
|
/* Z(1:M,1:K)=MATMUL(Y(1:M,1:N),TRANSPOSE(W(1:K,1:N))) ! INTRI */
|
|
/* Z(1:M,1:K)=MATMUL(Y(1:M,1:N),W(1:N,1:K)) ! INTRI */
|
|
|
|
/* At this point Z contains */
|
|
/* A * U(:,1:K) = Y * V_k * Sigma_k^(-1), and */
|
|
/* this is needed for computing the residuals. */
|
|
/* This matrix is returned in the array B and */
|
|
/* it can be used to compute refined Ritz vectors. */
|
|
/* BLAS */
|
|
slacpy_("A", m, k, &z__[z_offset], ldz, &b[b_offset], ldb);
|
|
/* B(1:M,1:K) = Z(1:M,1:K) ! INTRINSIC */
|
|
/* BLAS CALL */
|
|
sgemm_("T", "N", k, k, m, &one, &x[x_offset], ldx, &z__[z_offset],
|
|
ldz, &zero, &s[s_offset], lds);
|
|
/* S(1:K,1:K) = MATMUL(TANSPOSE(X(1:M,1:K)),Z(1:M,1:K)) ! INTRI */
|
|
/* At this point S = U^T * A * U is the Rayleigh quotient. */
|
|
/* BLAS */
|
|
} else {
|
|
/* A * U(:,1:K) is not explicitly needed and the */
|
|
/* computation is organized differently. The Rayleigh */
|
|
/* quotient is computed more efficiently. */
|
|
sgemm_("T", "N", k, n, m, &one, &x[x_offset], ldx, &y[y_offset], ldy,
|
|
&zero, &z__[z_offset], ldz);
|
|
/* Z(1:K,1:N) = MATMUL( TRANSPOSE(X(1:M,1:K)), Y(1:M,1:N) ) ! IN */
|
|
/* In the two SGEMM calls here, can use K for LDZ */
|
|
/* B */
|
|
sgemm_("N", t_or_n__, k, k, n, &one, &z__[z_offset], ldz, &w[w_offset]
|
|
, ldw, &zero, &s[s_offset], lds);
|
|
/* S(1:K,1:K) = MATMUL(Z(1:K,1:N),TRANSPOSE(W(1:K,1:N))) ! INTRIN */
|
|
/* S(1:K,1:K) = MATMUL(Z(1:K,1:N),(W(1:N,1:K))) ! INTRIN */
|
|
/* At this point S = U^T * A * U is the Rayleigh quotient. */
|
|
/* If the residuals are requested, save scaled V_k into Z. */
|
|
/* Recall that V_k or V_k^T is stored in W. */
|
|
/* BLAS */
|
|
if (wntres || wntex) {
|
|
if (lsame_(t_or_n__, "N")) {
|
|
slacpy_("A", n, k, &w[w_offset], ldw, &z__[z_offset], ldz);
|
|
} else {
|
|
slacpy_("A", k, n, &w[w_offset], ldw, &z__[z_offset], ldz);
|
|
}
|
|
}
|
|
}
|
|
|
|
/* <5> Compute the Ritz values and (if requested) the */
|
|
/* right eigenvectors of the Rayleigh quotient. */
|
|
|
|
i__1 = *lwork - *n;
|
|
sgeev_("N", jobzl, k, &s[s_offset], lds, &reig[1], &imeig[1], &w[w_offset]
|
|
, ldw, &w[w_offset], ldw, &work[*n + 1], &i__1, &info1);
|
|
|
|
/* W(1:K,1:K) contains the eigenvectors of the Rayleigh */
|
|
/* quotient. Even in the case of complex spectrum, all */
|
|
/* computation is done in real arithmetic. REIG and */
|
|
/* IMEIG are the real and the imaginary parts of the */
|
|
/* eigenvalues, so that the spectrum is given as */
|
|
/* REIG(:) + sqrt(-1)*IMEIG(:). Complex conjugate pairs */
|
|
/* are listed at consecutive positions. For such a */
|
|
/* complex conjugate pair of the eigenvalues, the */
|
|
/* corresponding eigenvectors are also a complex */
|
|
/* conjugate pair with the real and imaginary parts */
|
|
/* stored column-wise in W at the corresponding */
|
|
/* consecutive column indices. See the description of Z. */
|
|
/* Also, see the description of SGEEV. */
|
|
/* LAPACK C */
|
|
if (info1 > 0) {
|
|
/* SGEEV failed to compute the eigenvalues and */
|
|
/* eigenvectors of the Rayleigh quotient. */
|
|
*info = 3;
|
|
return 0;
|
|
}
|
|
|
|
/* <6> Compute the eigenvectors (if requested) and, */
|
|
/* the residuals (if requested). */
|
|
|
|
if (wntvec || wntex) {
|
|
if (wntres) {
|
|
if (wntref) {
|
|
/* Here, if the refinement is requested, we have */
|
|
/* A*U(:,1:K) already computed and stored in Z. */
|
|
/* For the residuals, need Y = A * U(:,1;K) * W. */
|
|
sgemm_("N", "N", m, k, k, &one, &z__[z_offset], ldz, &w[
|
|
w_offset], ldw, &zero, &y[y_offset], ldy);
|
|
/* Y(1:M,1:K) = Z(1:M,1:K) * W(1:K,1:K) ! INTRINSIC */
|
|
/* This frees Z; Y contains A * U(:,1:K) * W. */
|
|
/* BLAS CALL */
|
|
} else {
|
|
/* Compute S = V_k * Sigma_k^(-1) * W, where */
|
|
/* V_k * Sigma_k^(-1) is stored in Z */
|
|
sgemm_(t_or_n__, "N", n, k, k, &one, &z__[z_offset], ldz, &w[
|
|
w_offset], ldw, &zero, &s[s_offset], lds);
|
|
/* Then, compute Z = Y * S = */
|
|
/* = Y * V_k * Sigma_k^(-1) * W(1:K,1:K) = */
|
|
/* = A * U(:,1:K) * W(1:K,1:K) */
|
|
sgemm_("N", "N", m, k, n, &one, &y[y_offset], ldy, &s[
|
|
s_offset], lds, &zero, &z__[z_offset], ldz);
|
|
/* Save a copy of Z into Y and free Z for holding */
|
|
/* the Ritz vectors. */
|
|
slacpy_("A", m, k, &z__[z_offset], ldz, &y[y_offset], ldy);
|
|
if (wntex) {
|
|
slacpy_("A", m, k, &z__[z_offset], ldz, &b[b_offset], ldb);
|
|
}
|
|
}
|
|
} else if (wntex) {
|
|
/* Compute S = V_k * Sigma_k^(-1) * W, where */
|
|
/* V_k * Sigma_k^(-1) is stored in Z */
|
|
sgemm_(t_or_n__, "N", n, k, k, &one, &z__[z_offset], ldz, &w[
|
|
w_offset], ldw, &zero, &s[s_offset], lds);
|
|
/* Then, compute Z = Y * S = */
|
|
/* = Y * V_k * Sigma_k^(-1) * W(1:K,1:K) = */
|
|
/* = A * U(:,1:K) * W(1:K,1:K) */
|
|
sgemm_("N", "N", m, k, n, &one, &y[y_offset], ldy, &s[s_offset],
|
|
lds, &zero, &b[b_offset], ldb);
|
|
/* The above call replaces the following two calls */
|
|
/* that were used in the developing-testing phase. */
|
|
/* CALL SGEMM( 'N', 'N', M, K, N, ONE, Y, LDY, S, & */
|
|
/* LDS, ZERO, Z, LDZ) */
|
|
/* Save a copy of Z into B and free Z for holding */
|
|
/* the Ritz vectors. */
|
|
/* CALL SLACPY( 'A', M, K, Z, LDZ, B, LDB ) */
|
|
}
|
|
|
|
/* Compute the real form of the Ritz vectors */
|
|
if (wntvec) {
|
|
sgemm_("N", "N", m, k, k, &one, &x[x_offset], ldx, &w[w_offset],
|
|
ldw, &zero, &z__[z_offset], ldz);
|
|
}
|
|
/* Z(1:M,1:K) = MATMUL(X(1:M,1:K), W(1:K,1:K)) ! INTRINSIC */
|
|
|
|
/* BLAS CALL */
|
|
if (wntres) {
|
|
i__ = 1;
|
|
while(i__ <= *k) {
|
|
if (imeig[i__] == zero) {
|
|
/* have a real eigenvalue with real eigenvector */
|
|
r__1 = -reig[i__];
|
|
saxpy_(m, &r__1, &z__[i__ * z_dim1 + 1], &c__1, &y[i__ *
|
|
y_dim1 + 1], &c__1);
|
|
/* Y(1:M,i) = Y(1:M,i) - REIG(i) * Z(1:M,i) ! */
|
|
|
|
res[i__] = snrm2_(m, &y[i__ * y_dim1 + 1], &c__1);
|
|
++i__;
|
|
} else {
|
|
/* Have a complex conjugate pair */
|
|
/* REIG(i) +- sqrt(-1)*IMEIG(i). */
|
|
/* Since all computation is done in real */
|
|
/* arithmetic, the formula for the residual */
|
|
/* is recast for real representation of the */
|
|
/* complex conjugate eigenpair. See the */
|
|
/* description of RES. */
|
|
ab[0] = reig[i__];
|
|
ab[1] = -imeig[i__];
|
|
ab[2] = imeig[i__];
|
|
ab[3] = reig[i__];
|
|
r__1 = -one;
|
|
sgemm_("N", "N", m, &c__2, &c__2, &r__1, &z__[i__ *
|
|
z_dim1 + 1], ldz, ab, &c__2, &one, &y[i__ *
|
|
y_dim1 + 1], ldy);
|
|
/* Y(1:M,i:i+1) = Y(1:M,i:i+1) - Z(1:M,i:i+1) * AB ! INT */
|
|
/* BL */
|
|
res[i__] = slange_("F", m, &c__2, &y[i__ * y_dim1 + 1],
|
|
ldy, &work[*n + 1]);
|
|
/* LA */
|
|
res[i__ + 1] = res[i__];
|
|
i__ += 2;
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
if (*whtsvd == 4) {
|
|
work[*n + 1] = xscl1;
|
|
work[*n + 2] = xscl2;
|
|
}
|
|
|
|
/* Successful exit. */
|
|
if (! badxy) {
|
|
*info = 0;
|
|
} else {
|
|
/* A warning on possible data inconsistency. */
|
|
/* This should be a rare event. */
|
|
*info = 4;
|
|
}
|
|
/* ............................................................ */
|
|
return 0;
|
|
/* ...... */
|
|
} /* sgedmd_ */
|
|
|