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
|
#include "relapack.h"
#if XSYGST_ALLOW_MALLOC
#include "stdlib.h"
#endif
static void RELAPACK_dsygst_rec(const int *, const char *, const int *,
double *, const int *, const double *, const int *,
double *, const int *, int *);
/** DSYGST reduces a real symmetric-definite generalized eigenproblem to standard form.
*
* This routine is functionally equivalent to LAPACK's dsygst.
* For details on its interface, see
* http://www.netlib.org/lapack/explore-html/dc/d04/dsygst_8f.html
* */
void RELAPACK_dsygst(
const int *itype, const char *uplo, const int *n,
double *A, const int *ldA, const double *B, const int *ldB,
int *info
) {
// Check arguments
const int lower = LAPACK(lsame)(uplo, "L");
const int upper = LAPACK(lsame)(uplo, "U");
*info = 0;
if (*itype < 1 || *itype > 3)
*info = -1;
else if (!lower && !upper)
*info = -2;
else if (*n < 0)
*info = -3;
else if (*ldA < MAX(1, *n))
*info = -5;
else if (*ldB < MAX(1, *n))
*info = -7;
if (*info) {
const int minfo = -*info;
LAPACK(xerbla)("DSYGST", &minfo);
return;
}
// Clean char * arguments
const char cleanuplo = lower ? 'L' : 'U';
// Allocate work space
double *Work = NULL;
int lWork = 0;
#if XSYGST_ALLOW_MALLOC
const int n1 = DREC_SPLIT(*n);
lWork = n1 * (*n - n1);
Work = malloc(lWork * sizeof(double));
if (!Work)
lWork = 0;
#endif
// recursive kernel
RELAPACK_dsygst_rec(itype, &cleanuplo, n, A, ldA, B, ldB, Work, &lWork, info);
// Free work space
#if XSYGST_ALLOW_MALLOC
if (Work)
free(Work);
#endif
}
/** dsygst's recursive compute kernel */
static void RELAPACK_dsygst_rec(
const int *itype, const char *uplo, const int *n,
double *A, const int *ldA, const double *B, const int *ldB,
double *Work, const int *lWork, int *info
) {
if (*n <= MAX(CROSSOVER_SSYGST, 1)) {
// Unblocked
LAPACK(dsygs2)(itype, uplo, n, A, ldA, B, ldB, info);
return;
}
// Constants
const double ZERO[] = { 0. };
const double ONE[] = { 1. };
const double MONE[] = { -1. };
const double HALF[] = { .5 };
const double MHALF[] = { -.5 };
const int iONE[] = { 1 };
// Loop iterator
int i;
// Splitting
const int n1 = DREC_SPLIT(*n);
const int n2 = *n - n1;
// A_TL A_TR
// A_BL A_BR
double *const A_TL = A;
double *const A_TR = A + *ldA * n1;
double *const A_BL = A + n1;
double *const A_BR = A + *ldA * n1 + n1;
// B_TL B_TR
// B_BL B_BR
const double *const B_TL = B;
const double *const B_TR = B + *ldB * n1;
const double *const B_BL = B + n1;
const double *const B_BR = B + *ldB * n1 + n1;
// recursion(A_TL, B_TL)
RELAPACK_dsygst_rec(itype, uplo, &n1, A_TL, ldA, B_TL, ldB, Work, lWork, info);
if (*itype == 1)
if (*uplo == 'L') {
// A_BL = A_BL / B_TL'
BLAS(dtrsm)("R", "L", "T", "N", &n2, &n1, ONE, B_TL, ldB, A_BL, ldA);
if (*lWork > n2 * n1) {
// T = -1/2 * B_BL * A_TL
BLAS(dsymm)("R", "L", &n2, &n1, MHALF, A_TL, ldA, B_BL, ldB, ZERO, Work, &n2);
// A_BL = A_BL + T
for (i = 0; i < n1; i++)
BLAS(daxpy)(&n2, ONE, Work + n2 * i, iONE, A_BL + *ldA * i, iONE);
} else
// A_BL = A_BL - 1/2 B_BL * A_TL
BLAS(dsymm)("R", "L", &n2, &n1, MHALF, A_TL, ldA, B_BL, ldB, ONE, A_BL, ldA);
// A_BR = A_BR - A_BL * B_BL' - B_BL * A_BL'
BLAS(dsyr2k)("L", "N", &n2, &n1, MONE, A_BL, ldA, B_BL, ldB, ONE, A_BR, ldA);
if (*lWork > n2 * n1)
// A_BL = A_BL + T
for (i = 0; i < n1; i++)
BLAS(daxpy)(&n2, ONE, Work + n2 * i, iONE, A_BL + *ldA * i, iONE);
else
// A_BL = A_BL - 1/2 B_BL * A_TL
BLAS(dsymm)("R", "L", &n2, &n1, MHALF, A_TL, ldA, B_BL, ldB, ONE, A_BL, ldA);
// A_BL = B_BR \ A_BL
BLAS(dtrsm)("L", "L", "N", "N", &n2, &n1, ONE, B_BR, ldB, A_BL, ldA);
} else {
// A_TR = B_TL' \ A_TR
BLAS(dtrsm)("L", "U", "T", "N", &n1, &n2, ONE, B_TL, ldB, A_TR, ldA);
if (*lWork > n2 * n1) {
// T = -1/2 * A_TL * B_TR
BLAS(dsymm)("L", "U", &n1, &n2, MHALF, A_TL, ldA, B_TR, ldB, ZERO, Work, &n1);
// A_TR = A_BL + T
for (i = 0; i < n2; i++)
BLAS(daxpy)(&n1, ONE, Work + n1 * i, iONE, A_TR + *ldA * i, iONE);
} else
// A_TR = A_TR - 1/2 A_TL * B_TR
BLAS(dsymm)("L", "U", &n1, &n2, MHALF, A_TL, ldA, B_TR, ldB, ONE, A_TR, ldA);
// A_BR = A_BR - A_TR' * B_TR - B_TR' * A_TR
BLAS(dsyr2k)("U", "T", &n2, &n1, MONE, A_TR, ldA, B_TR, ldB, ONE, A_BR, ldA);
if (*lWork > n2 * n1)
// A_TR = A_BL + T
for (i = 0; i < n2; i++)
BLAS(daxpy)(&n1, ONE, Work + n1 * i, iONE, A_TR + *ldA * i, iONE);
else
// A_TR = A_TR - 1/2 A_TL * B_TR
BLAS(dsymm)("L", "U", &n1, &n2, MHALF, A_TL, ldA, B_TR, ldB, ONE, A_TR, ldA);
// A_TR = A_TR / B_BR
BLAS(dtrsm)("R", "U", "N", "N", &n1, &n2, ONE, B_BR, ldB, A_TR, ldA);
}
else
if (*uplo == 'L') {
// A_BL = A_BL * B_TL
BLAS(dtrmm)("R", "L", "N", "N", &n2, &n1, ONE, B_TL, ldB, A_BL, ldA);
if (*lWork > n2 * n1) {
// T = 1/2 * A_BR * B_BL
BLAS(dsymm)("L", "L", &n2, &n1, HALF, A_BR, ldA, B_BL, ldB, ZERO, Work, &n2);
// A_BL = A_BL + T
for (i = 0; i < n1; i++)
BLAS(daxpy)(&n2, ONE, Work + n2 * i, iONE, A_BL + *ldA * i, iONE);
} else
// A_BL = A_BL + 1/2 A_BR * B_BL
BLAS(dsymm)("L", "L", &n2, &n1, HALF, A_BR, ldA, B_BL, ldB, ONE, A_BL, ldA);
// A_TL = A_TL + A_BL' * B_BL + B_BL' * A_BL
BLAS(dsyr2k)("L", "T", &n1, &n2, ONE, A_BL, ldA, B_BL, ldB, ONE, A_TL, ldA);
if (*lWork > n2 * n1)
// A_BL = A_BL + T
for (i = 0; i < n1; i++)
BLAS(daxpy)(&n2, ONE, Work + n2 * i, iONE, A_BL + *ldA * i, iONE);
else
// A_BL = A_BL + 1/2 A_BR * B_BL
BLAS(dsymm)("L", "L", &n2, &n1, HALF, A_BR, ldA, B_BL, ldB, ONE, A_BL, ldA);
// A_BL = B_BR * A_BL
BLAS(dtrmm)("L", "L", "T", "N", &n2, &n1, ONE, B_BR, ldB, A_BL, ldA);
} else {
// A_TR = B_TL * A_TR
BLAS(dtrmm)("L", "U", "N", "N", &n1, &n2, ONE, B_TL, ldB, A_TR, ldA);
if (*lWork > n2 * n1) {
// T = 1/2 * B_TR * A_BR
BLAS(dsymm)("R", "U", &n1, &n2, HALF, A_BR, ldA, B_TR, ldB, ZERO, Work, &n1);
// A_TR = A_TR + T
for (i = 0; i < n2; i++)
BLAS(daxpy)(&n1, ONE, Work + n1 * i, iONE, A_TR + *ldA * i, iONE);
} else
// A_TR = A_TR + 1/2 B_TR A_BR
BLAS(dsymm)("R", "U", &n1, &n2, HALF, A_BR, ldA, B_TR, ldB, ONE, A_TR, ldA);
// A_TL = A_TL + A_TR * B_TR' + B_TR * A_TR'
BLAS(dsyr2k)("U", "N", &n1, &n2, ONE, A_TR, ldA, B_TR, ldB, ONE, A_TL, ldA);
if (*lWork > n2 * n1)
// A_TR = A_TR + T
for (i = 0; i < n2; i++)
BLAS(daxpy)(&n1, ONE, Work + n1 * i, iONE, A_TR + *ldA * i, iONE);
else
// A_TR = A_TR + 1/2 B_TR * A_BR
BLAS(dsymm)("R", "U", &n1, &n2, HALF, A_BR, ldA, B_TR, ldB, ONE, A_TR, ldA);
// A_TR = A_TR * B_BR
BLAS(dtrmm)("R", "U", "T", "N", &n1, &n2, ONE, B_BR, ldB, A_TR, ldA);
}
// recursion(A_BR, B_BR)
RELAPACK_dsygst_rec(itype, uplo, &n2, A_BR, ldA, B_BR, ldB, Work, lWork, info);
}
|