1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274
|
/* -------------------------------------------------------------
This file is a component of SDPA
Copyright (C) 2004-2020 SDPA Project
This program is free software; you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation; either version 2 of the License, or
(at your option) any later version.
This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
You should have received a copy of the GNU General Public License
along with this program; if not, write to the Free Software
Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
------------------------------------------------------------- */
/*-----------------------------------------------
rsdpa_dpotrf.cpp
modification of ATL_dpotrfL
for dealing with numerical error
in diagonal elements.
int rATL_dpotrfL(int N, double *A,int lda)
modified by Makoto Yamshita 2002.07.11
-----------------------------------------------*/
#define POTRF_NONZERO (1.0e-14)
#define POTRF_ASSIGN (1.0e+100)
#define POTRF_LIMIT (-1.0e-6)
/*
* Automatically Tuned Linear Algebra Software v3.4.0
* (C) Copyright 1999 R. Clint Whaley
*
* Redistribution and use in source and binary forms, with or without
* modification, are permitted provided that the following conditions
* are met:
* 1. Redistributions of source code must retain the above copyright
* notice, this list of conditions and the following disclaimer.
* 2. Redistributions in binary form must reproduce the above copyright
* notice, this list of conditions, and the following disclaimer in the
* documentation and/or other materials provided with the distribution.
* 3. The name of the ATLAS group or the names of its contributers may
* not be used to endorse or promote products derived from this
* software without specific written permission.
*
* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
* ``AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED
* TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
* PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE ATLAS GROUP OR ITS CONTRIBUTORS
* BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
* CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
* SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
* INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
* CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
* ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
* POSSIBILITY OF SUCH DAMAGE.
*
*/
#include "sdpa_include.h"
#include "sdpa_algebra.h"
#if 0
#define CHOLESKY_ADJUST(val) rMessage("Choleksy adjust from " << val << " to " << POTRF_NONZERO);
#else
#define CHOLESKY_ADJUST(val) ;
#endif
namespace sdpa {
extern "C" {
static int potrf4(double* A,const int n)
{
double* A1 = A+n+1;
double* A2 = A1+n+1;
double* A3 = A2+n+1;
double L11 = *A;
double L21 = A[1], L22 = *A1;
double L31 = A[2], L32 = A1[1], L33 = *A2;
double L41 = A[3], L42 = A1[2], L43 = A2[1], L44 = *A3;
if (L11 < POTRF_LIMIT) {
return 1;
}
if (L11 < POTRF_NONZERO) {
CHOLESKY_ADJUST(L11);
L11 = POTRF_ASSIGN;
}
*A = L11 = sqrt(L11);
L11 = 1.0/L11;
L21 *= L11;
L31 *= L11;
L41 *= L11;
L22 -= L21*L21;
if (L22 < POTRF_LIMIT) {
return 2;
}
if (L22 < POTRF_NONZERO) {
CHOLESKY_ADJUST(L22);
L22 = POTRF_ASSIGN;
}
*A1 = L22 = sqrt(L22);
L22 = 1.0/L22;
L32 = (L32 - L31*L21)*L22;
L42 = (L42 - L41*L21)*L22;
L33 -= L31*L31 + L32*L32;
if (L33 < POTRF_LIMIT) {
return 3;
}
if (L33 < POTRF_NONZERO) {
CHOLESKY_ADJUST(L33);
L33 = POTRF_ASSIGN;
}
*A2 = L33 = sqrt(L33);
L43 = (L43-L41*L31-L42*L32)/L33;
L44 -= L41*L41 + L42*L42 + L43*L43;
if (L44 < POTRF_LIMIT) {
return 4;
}
if (L44 < POTRF_NONZERO) {
CHOLESKY_ADJUST(L44);
L44 = POTRF_ASSIGN;
}
*A3 = sqrt(L44);
A[1] = L21;
A[2] = L31; A1[1] = L32;
A[3] = L41; A1[2] = L42; A2[1] = L43;
return 0;
}
static int potrf3(double* A,const int n)
{
double* A1 = A+n+1;
double* A2 = A1+n+1;
double L11 = *A;
double L21 = A[1], L22 = *A1;
double L31 = A[2], L32 = A1[1], L33 = *A2;
if (L11 < POTRF_LIMIT) {
return 1;
}
if (L11 < POTRF_NONZERO) {
CHOLESKY_ADJUST(L11);
L11 = POTRF_ASSIGN;
}
*A = L11 = sqrt(L11);
L11 = 1.0/L11;
L21 *= L11;
L31 *= L11;
L22 -= L21*L21;
if (L22 < POTRF_LIMIT) {
return 2;
}
if (L22 < POTRF_NONZERO) {
CHOLESKY_ADJUST(L22);
L22 = POTRF_ASSIGN;
}
L22 = sqrt(L22);
L32 = (L32 - L31*L21)/L22;
L33 -= L31*L31 + L32*L32;
if (L33 < POTRF_LIMIT) {
return 3;
}
if (L33 < POTRF_NONZERO) {
CHOLESKY_ADJUST(L33);
L33 = POTRF_ASSIGN;
}
*A2 = sqrt(L33);
A[1] = L21; *A1 = L22;
A[2] = L31; A1[1] = L32;
return 0;
}
static int potrf2(double* A,const int n)
{
double* A1 = A+n+1;
double L11 = *A;
double L21 = A[1], L22 = *A1;
if (L11 < POTRF_LIMIT) {
return 1;
}
if (L11 < POTRF_NONZERO) {
CHOLESKY_ADJUST(L11);
L11 = POTRF_ASSIGN;
}
*A = L11 = sqrt(L11);
L21 /= L11;
L22 -= L21*L21;
if (L22 < POTRF_LIMIT) {
return 2;
}
if (L22 < POTRF_NONZERO) {
CHOLESKY_ADJUST(L22);
L22 = POTRF_ASSIGN;
}
*A = L11;
A[1] = L21; *A1 = sqrt(L22);
return 0;
}
int rATL_dpotrfL(int N, double *A,int lda)
{
double *An, *Ar;
int Nleft, Nright, ierr;
if (N > 4) {
Nleft = N >> 1;
#if 0
int nb = ilaenv_fc(&IONE, "DPOTRF", "L", &N,
&IMONE,&IONE, &IMONE, strlen("DPOTRF"), strlen("L"));
if (Nleft > nb<<1) Nleft = (Nleft/nb)*nb;
#endif
#if 0
if (Nleft > 64) {
Nleft = 64;
}
#endif
Nright = N - Nleft;
ierr = rATL_dpotrfL(Nleft, A,lda);
if (!ierr) {
Ar = A + Nleft;
An = Ar + lda * Nleft;
dtrsm_fc ((char *)"R",(char *)"L",(char *)"T",(char *)"N",
&Nright,&Nleft,&DONE,A,&lda,
Ar, &lda, strlen("R"),strlen("L"),
strlen("T"),strlen("N"));
dsyrk_fc ((char *)"L",(char *)"N",&Nright,&Nleft,&DMONE,
Ar, &lda, &DONE,An,&lda,strlen("L"),strlen("N"));
ierr = rATL_dpotrfL(Nright, An,lda);
if (ierr) return(ierr+Nleft);
}
else return(ierr);
}
else if (N==4) return(potrf4(A,lda));
else if (N==3) return(potrf3(A,lda));
else if (N==2) return(potrf2(A,lda));
else if (N==1) {
if (*A < POTRF_LIMIT) {
return 1;
}
if (*A < POTRF_NONZERO) {
CHOLESKY_ADJUST(*A);
*A = POTRF_ASSIGN;
}
*A = sqrt(*A);
}
return(0);
}
void rdpotrfl_(int* N, double *A,int* lda,int* info)
{
*info = rATL_dpotrfL(*N,A,*lda);
}
}; // end of extern "C"
} // end of namespace 'sdpa'
|