Import existing OSILAP source code
This commit is contained in:
@@ -0,0 +1,764 @@
|
||||
/* $Id: nnls.c,v 1.1 2002/02/21 22:56:45 tgkolda Exp $ */
|
||||
/* $Source: /space/CVS-APPSPACK//appspack-3/src/nnls.c,v $ */
|
||||
|
||||
/* Distributed with ASYNCHRONOUS PARALLEL PATTERN SEARCH (APPS) */
|
||||
|
||||
/* The routines in this file have been translated from Fortran to C by
|
||||
f2c. Additional modifications have been made to remove the
|
||||
dependencies on the f2c header file and library. The original
|
||||
Fortran 77 code accompanies the SIAM Publications printing of
|
||||
"Solving Least Squares Problems," by C. Lawson and R. Hanson and is
|
||||
freely available at www.netlib.org/lawson-hanson/all. */
|
||||
|
||||
/* nnls.F -- translated by f2c (version 19970805).
|
||||
You must link the resulting object file with the libraries:
|
||||
-lf2c -lm (in that order)
|
||||
*/
|
||||
|
||||
/* The next line was removed after the f2c translation */
|
||||
/* #include "f2c.h" */
|
||||
|
||||
/* The next lines were added after the f2c translation. Also swapped
|
||||
abs for nnls_abs and max for nnls_max to avoid confusion with some
|
||||
compilers. */
|
||||
#include <stdio.h>
|
||||
#include <stdlib.h>
|
||||
#include <math.h>
|
||||
#define nnls_max(a,b) ((a) >= (b) ? (a) : (b))
|
||||
#define nnls_abs(x) ((x) >= 0 ? (x) : -(x))
|
||||
typedef int integer;
|
||||
typedef double doublereal;
|
||||
|
||||
/* The following subroutine was added after the f2c translation */
|
||||
double d_sign(double *a, double *b)
|
||||
{
|
||||
double x;
|
||||
x = (*a >= 0 ? *a : - *a);
|
||||
return( *b >= 0 ? x : -x);
|
||||
}
|
||||
|
||||
/* Table of constant values */
|
||||
|
||||
static integer c__1 = 1;
|
||||
static integer c__0 = 0;
|
||||
static integer c__2 = 2;
|
||||
|
||||
/* SUBROUTINE NNLS (A,MDA,M,N,B,X,RNORM,W,ZZ,INDEX,MODE) */
|
||||
|
||||
/* Algorithm NNLS: NONNEGATIVE LEAST SQUARES */
|
||||
|
||||
/* The original version of this code was developed by */
|
||||
/* Charles L. Lawson and Richard J. Hanson at Jet Propulsion Laboratory */
|
||||
/* 1973 JUN 15, and published in the book */
|
||||
/* "SOLVING LEAST SQUARES PROBLEMS", Prentice-HalL, 1974. */
|
||||
/* Revised FEB 1995 to accompany reprinting of the book by SIAM. */
|
||||
|
||||
/* GIVEN AN M BY N MATRIX, A, AND AN M-VECTOR, B, COMPUTE AN */
|
||||
/* N-VECTOR, X, THAT SOLVES THE LEAST SQUARES PROBLEM */
|
||||
|
||||
/* A * X = B SUBJECT TO X .GE. 0 */
|
||||
/* ------------------------------------------------------------------ */
|
||||
/* Subroutine Arguments */
|
||||
|
||||
/* A(),MDA,M,N MDA IS THE FIRST DIMENSIONING PARAMETER FOR THE */
|
||||
/* ARRAY, A(). ON ENTRY A() CONTAINS THE M BY N */
|
||||
/* MATRIX, A. ON EXIT A() CONTAINS */
|
||||
/* THE PRODUCT MATRIX, Q*A , WHERE Q IS AN */
|
||||
/* M BY M ORTHOGONAL MATRIX GENERATED IMPLICITLY BY */
|
||||
/* THIS SUBROUTINE. */
|
||||
/* B() ON ENTRY B() CONTAINS THE M-VECTOR, B. ON EXIT B() CON- */
|
||||
/* TAINS Q*B. */
|
||||
/* X() ON ENTRY X() NEED NOT BE INITIALIZED. ON EXIT X() WILL */
|
||||
/* CONTAIN THE SOLUTION VECTOR. */
|
||||
/* RNORM ON EXIT RNORM CONTAINS THE EUCLIDEAN NORM OF THE */
|
||||
/* RESIDUAL VECTOR. */
|
||||
/* W() AN N-ARRAY OF WORKING SPACE. ON EXIT W() WILL CONTAIN */
|
||||
/* THE DUAL SOLUTION VECTOR. W WILL SATISFY W(I) = 0. */
|
||||
/* FOR ALL I IN SET P AND W(I) .LE. 0. FOR ALL I IN SET Z */
|
||||
/* ZZ() AN M-ARRAY OF WORKING SPACE. */
|
||||
/* INDEX() AN INTEGER WORKING ARRAY OF LENGTH AT LEAST N. */
|
||||
/* ON EXIT THE CONTENTS OF THIS ARRAY DEFINE THE SETS */
|
||||
/* P AND Z AS FOLLOWS.. */
|
||||
|
||||
/* INDEX(1) THRU INDEX(NSETP) = SET P. */
|
||||
/* INDEX(IZ1) THRU INDEX(IZ2) = SET Z. */
|
||||
/* IZ1 = NSETP + 1 = NPP1 */
|
||||
/* IZ2 = N */
|
||||
/* MODE THIS IS A SUCCESS-FAILURE FLAG WITH THE FOLLOWING */
|
||||
/* MEANINGS. */
|
||||
/* 1 THE SOLUTION HAS BEEN COMPUTED SUCCESSFULLY. */
|
||||
/* 2 THE DIMENSIONS OF THE PROBLEM ARE BAD. */
|
||||
/* EITHER M .LE. 0 OR N .LE. 0. */
|
||||
/* 3 ITERATION COUNT EXCEEDED. MORE THAN 3*N ITERATIONS. */
|
||||
|
||||
/* ------------------------------------------------------------------ */
|
||||
/* Subroutine */ int nnls_(a, mda, m, n, b, x, rnorm, w, zz, index, mode)
|
||||
doublereal *a;
|
||||
integer *mda, *m, *n;
|
||||
doublereal *b, *x, *rnorm, *w, *zz;
|
||||
integer *index, *mode;
|
||||
{
|
||||
/* System generated locals */
|
||||
integer a_dim1, a_offset, i__1, i__2;
|
||||
doublereal d__1, d__2;
|
||||
|
||||
/* Builtin functions */
|
||||
/* The following lines were commented out after the f2c translation */
|
||||
/* double sqrt(); */
|
||||
/* integer s_wsfe(), do_fio(), e_wsfe(); */
|
||||
|
||||
/* Local variables */
|
||||
extern doublereal diff_();
|
||||
static integer iter;
|
||||
static doublereal temp, wmax;
|
||||
static integer i__, j, l;
|
||||
static doublereal t, alpha, asave;
|
||||
static integer itmax, izmax, nsetp;
|
||||
extern /* Subroutine */ int g1_();
|
||||
static doublereal dummy, unorm, ztest, cc;
|
||||
extern /* Subroutine */ int h12_();
|
||||
static integer ii, jj, ip;
|
||||
static doublereal sm;
|
||||
static integer iz, jz;
|
||||
static doublereal up, ss;
|
||||
static integer rtnkey, iz1, iz2, npp1;
|
||||
|
||||
/* Fortran I/O blocks */
|
||||
/* The following line was commented out after the f2c translation */
|
||||
/* static cilist io___22 = { 0, 6, 0, "(/a)", 0 }; */
|
||||
|
||||
|
||||
/* ------------------------------------------------------------------
|
||||
*/
|
||||
/* integer INDEX(N) */
|
||||
/* double precision A(MDA,N), B(M), W(N), X(N), ZZ(M) */
|
||||
/* ------------------------------------------------------------------
|
||||
*/
|
||||
/* Parameter adjustments */
|
||||
a_dim1 = *mda;
|
||||
a_offset = a_dim1 + 1;
|
||||
a -= a_offset;
|
||||
--b;
|
||||
--x;
|
||||
--w;
|
||||
--zz;
|
||||
--index;
|
||||
|
||||
/* Function Body */
|
||||
*mode = 1;
|
||||
if (*m <= 0 || *n <= 0) {
|
||||
*mode = 2;
|
||||
return 0;
|
||||
}
|
||||
iter = 0;
|
||||
itmax = *n * 3;
|
||||
|
||||
/* INITIALIZE THE ARRAYS INDEX() AND X(). */
|
||||
|
||||
i__1 = *n;
|
||||
for (i__ = 1; i__ <= i__1; ++i__) {
|
||||
x[i__] = 0.;
|
||||
/* L20: */
|
||||
index[i__] = i__;
|
||||
}
|
||||
|
||||
iz2 = *n;
|
||||
iz1 = 1;
|
||||
nsetp = 0;
|
||||
npp1 = 1;
|
||||
/* ****** MAIN LOOP BEGINS HERE ****** */
|
||||
L30:
|
||||
/* QUIT IF ALL COEFFICIENTS ARE ALREADY IN THE SOLUTION.
|
||||
*/
|
||||
/* OR IF M COLS OF A HAVE BEEN TRIANGULARIZED. */
|
||||
|
||||
if (iz1 > iz2 || nsetp >= *m) {
|
||||
goto L350;
|
||||
}
|
||||
|
||||
/* COMPUTE COMPONENTS OF THE DUAL (NEGATIVE GRADIENT) VECTOR W().
|
||||
*/
|
||||
|
||||
i__1 = iz2;
|
||||
for (iz = iz1; iz <= i__1; ++iz) {
|
||||
j = index[iz];
|
||||
sm = 0.;
|
||||
i__2 = *m;
|
||||
for (l = npp1; l <= i__2; ++l) {
|
||||
/* L40: */
|
||||
sm += a[l + j * a_dim1] * b[l];
|
||||
}
|
||||
w[j] = sm;
|
||||
/* L50: */
|
||||
}
|
||||
/* FIND LARGEST POSITIVE W(J). */
|
||||
L60:
|
||||
wmax = 0.;
|
||||
i__1 = iz2;
|
||||
for (iz = iz1; iz <= i__1; ++iz) {
|
||||
j = index[iz];
|
||||
if (w[j] > wmax) {
|
||||
wmax = w[j];
|
||||
izmax = iz;
|
||||
}
|
||||
/* L70: */
|
||||
}
|
||||
|
||||
/* IF WMAX .LE. 0. GO TO TERMINATION. */
|
||||
/* THIS INDICATES SATISFACTION OF THE KUHN-TUCKER CONDITIONS.
|
||||
*/
|
||||
|
||||
if (wmax <= 0.) {
|
||||
goto L350;
|
||||
}
|
||||
iz = izmax;
|
||||
j = index[iz];
|
||||
|
||||
/* THE SIGN OF W(J) IS OK FOR J TO BE MOVED TO SET P. */
|
||||
/* BEGIN THE TRANSFORMATION AND CHECK NEW DIAGONAL ELEMENT TO AVOID */
|
||||
/* NEAR LINEAR DEPENDENCE. */
|
||||
|
||||
asave = a[npp1 + j * a_dim1];
|
||||
i__1 = npp1 + 1;
|
||||
h12_(&c__1, &npp1, &i__1, m, &a[j * a_dim1 + 1], &c__1, &up, &dummy, &
|
||||
c__1, &c__1, &c__0);
|
||||
unorm = 0.;
|
||||
if (nsetp != 0) {
|
||||
i__1 = nsetp;
|
||||
for (l = 1; l <= i__1; ++l) {
|
||||
/* L90: */
|
||||
/* Computing 2nd power */
|
||||
d__1 = a[l + j * a_dim1];
|
||||
unorm += d__1 * d__1;
|
||||
}
|
||||
}
|
||||
unorm = sqrt(unorm);
|
||||
d__2 = unorm + (d__1 = a[npp1 + j * a_dim1], nnls_abs(d__1)) * .01;
|
||||
if (diff_(&d__2, &unorm) > 0.) {
|
||||
|
||||
/* COL J IS SUFFICIENTLY INDEPENDENT. COPY B INTO ZZ, UPDATE Z
|
||||
Z */
|
||||
/* AND SOLVE FOR ZTEST ( = PROPOSED NEW VALUE FOR X(J) ). */
|
||||
|
||||
i__1 = *m;
|
||||
for (l = 1; l <= i__1; ++l) {
|
||||
/* L120: */
|
||||
zz[l] = b[l];
|
||||
}
|
||||
i__1 = npp1 + 1;
|
||||
h12_(&c__2, &npp1, &i__1, m, &a[j * a_dim1 + 1], &c__1, &up, &zz[1], &
|
||||
c__1, &c__1, &c__1);
|
||||
ztest = zz[npp1] / a[npp1 + j * a_dim1];
|
||||
|
||||
/* SEE IF ZTEST IS POSITIVE */
|
||||
|
||||
if (ztest > 0.) {
|
||||
goto L140;
|
||||
}
|
||||
}
|
||||
|
||||
/* REJECT J AS A CANDIDATE TO BE MOVED FROM SET Z TO SET P. */
|
||||
/* RESTORE A(NPP1,J), SET W(J)=0., AND LOOP BACK TO TEST DUAL */
|
||||
/* COEFFS AGAIN. */
|
||||
|
||||
a[npp1 + j * a_dim1] = asave;
|
||||
w[j] = 0.;
|
||||
goto L60;
|
||||
|
||||
/* THE INDEX J=INDEX(IZ) HAS BEEN SELECTED TO BE MOVED FROM */
|
||||
/* SET Z TO SET P. UPDATE B, UPDATE INDICES, APPLY HOUSEHOLDER */
|
||||
/* TRANSFORMATIONS TO COLS IN NEW SET Z, ZERO SUBDIAGONAL ELTS IN */
|
||||
/* COL J, SET W(J)=0. */
|
||||
|
||||
L140:
|
||||
i__1 = *m;
|
||||
for (l = 1; l <= i__1; ++l) {
|
||||
/* L150: */
|
||||
b[l] = zz[l];
|
||||
}
|
||||
|
||||
index[iz] = index[iz1];
|
||||
index[iz1] = j;
|
||||
++iz1;
|
||||
nsetp = npp1;
|
||||
++npp1;
|
||||
|
||||
if (iz1 <= iz2) {
|
||||
i__1 = iz2;
|
||||
for (jz = iz1; jz <= i__1; ++jz) {
|
||||
jj = index[jz];
|
||||
h12_(&c__2, &nsetp, &npp1, m, &a[j * a_dim1 + 1], &c__1, &up, &a[
|
||||
jj * a_dim1 + 1], &c__1, mda, &c__1);
|
||||
/* L160: */
|
||||
}
|
||||
}
|
||||
|
||||
if (nsetp != *m) {
|
||||
i__1 = *m;
|
||||
for (l = npp1; l <= i__1; ++l) {
|
||||
/* L180: */
|
||||
a[l + j * a_dim1] = 0.;
|
||||
}
|
||||
}
|
||||
|
||||
w[j] = 0.;
|
||||
/* SOLVE THE TRIANGULAR SYSTEM. */
|
||||
/* STORE THE SOLUTION TEMPORARILY IN ZZ().
|
||||
*/
|
||||
rtnkey = 1;
|
||||
goto L400;
|
||||
L200:
|
||||
|
||||
/* ****** SECONDARY LOOP BEGINS HERE ****** */
|
||||
|
||||
/* ITERATION COUNTER. */
|
||||
|
||||
L210:
|
||||
++iter;
|
||||
if (iter > itmax) {
|
||||
*mode = 3;
|
||||
/* The following lines were replaced after the f2c translation */
|
||||
/* s_wsfe(&io___22); */
|
||||
/* do_fio(&c__1, " NNLS quitting on iteration count.", 34L); */
|
||||
/* e_wsfe(); */
|
||||
fprintf(stdout, "\n NNLS quitting on iteration count.\n");
|
||||
fflush(stdout);
|
||||
goto L350;
|
||||
}
|
||||
|
||||
/* SEE IF ALL NEW CONSTRAINED COEFFS ARE FEASIBLE. */
|
||||
/* IF NOT COMPUTE ALPHA. */
|
||||
|
||||
alpha = 2.;
|
||||
i__1 = nsetp;
|
||||
for (ip = 1; ip <= i__1; ++ip) {
|
||||
l = index[ip];
|
||||
if (zz[ip] <= 0.) {
|
||||
t = -x[l] / (zz[ip] - x[l]);
|
||||
if (alpha > t) {
|
||||
alpha = t;
|
||||
jj = ip;
|
||||
}
|
||||
}
|
||||
/* L240: */
|
||||
}
|
||||
|
||||
/* IF ALL NEW CONSTRAINED COEFFS ARE FEASIBLE THEN ALPHA WILL */
|
||||
/* STILL = 2. IF SO EXIT FROM SECONDARY LOOP TO MAIN LOOP. */
|
||||
|
||||
if (alpha == 2.) {
|
||||
goto L330;
|
||||
}
|
||||
|
||||
/* OTHERWISE USE ALPHA WHICH WILL BE BETWEEN 0. AND 1. TO */
|
||||
/* INTERPOLATE BETWEEN THE OLD X AND THE NEW ZZ. */
|
||||
|
||||
i__1 = nsetp;
|
||||
for (ip = 1; ip <= i__1; ++ip) {
|
||||
l = index[ip];
|
||||
x[l] += alpha * (zz[ip] - x[l]);
|
||||
/* L250: */
|
||||
}
|
||||
|
||||
/* MODIFY A AND B AND THE INDEX ARRAYS TO MOVE COEFFICIENT I */
|
||||
/* FROM SET P TO SET Z. */
|
||||
|
||||
i__ = index[jj];
|
||||
L260:
|
||||
x[i__] = 0.;
|
||||
|
||||
if (jj != nsetp) {
|
||||
++jj;
|
||||
i__1 = nsetp;
|
||||
for (j = jj; j <= i__1; ++j) {
|
||||
ii = index[j];
|
||||
index[j - 1] = ii;
|
||||
g1_(&a[j - 1 + ii * a_dim1], &a[j + ii * a_dim1], &cc, &ss, &a[j
|
||||
- 1 + ii * a_dim1]);
|
||||
a[j + ii * a_dim1] = 0.;
|
||||
i__2 = *n;
|
||||
for (l = 1; l <= i__2; ++l) {
|
||||
if (l != ii) {
|
||||
|
||||
/* Apply procedure G2 (CC,SS,A(J-1,L),A(J,
|
||||
L)) */
|
||||
|
||||
temp = a[j - 1 + l * a_dim1];
|
||||
a[j - 1 + l * a_dim1] = cc * temp + ss * a[j + l * a_dim1]
|
||||
;
|
||||
a[j + l * a_dim1] = -ss * temp + cc * a[j + l * a_dim1];
|
||||
}
|
||||
/* L270: */
|
||||
}
|
||||
|
||||
/* Apply procedure G2 (CC,SS,B(J-1),B(J)) */
|
||||
|
||||
temp = b[j - 1];
|
||||
b[j - 1] = cc * temp + ss * b[j];
|
||||
b[j] = -ss * temp + cc * b[j];
|
||||
/* L280: */
|
||||
}
|
||||
}
|
||||
|
||||
npp1 = nsetp;
|
||||
--nsetp;
|
||||
--iz1;
|
||||
index[iz1] = i__;
|
||||
|
||||
/* SEE IF THE REMAINING COEFFS IN SET P ARE FEASIBLE. THEY SHOULD
|
||||
*/
|
||||
/* BE BECAUSE OF THE WAY ALPHA WAS DETERMINED. */
|
||||
/* IF ANY ARE INFEASIBLE IT IS DUE TO ROUND-OFF ERROR. ANY */
|
||||
/* THAT ARE NONPOSITIVE WILL BE SET TO ZERO */
|
||||
/* AND MOVED FROM SET P TO SET Z. */
|
||||
|
||||
i__1 = nsetp;
|
||||
for (jj = 1; jj <= i__1; ++jj) {
|
||||
i__ = index[jj];
|
||||
if (x[i__] <= 0.) {
|
||||
goto L260;
|
||||
}
|
||||
/* L300: */
|
||||
}
|
||||
|
||||
/* COPY B( ) INTO ZZ( ). THEN SOLVE AGAIN AND LOOP BACK. */
|
||||
|
||||
i__1 = *m;
|
||||
for (i__ = 1; i__ <= i__1; ++i__) {
|
||||
/* L310: */
|
||||
zz[i__] = b[i__];
|
||||
}
|
||||
rtnkey = 2;
|
||||
goto L400;
|
||||
L320:
|
||||
goto L210;
|
||||
/* ****** END OF SECONDARY LOOP ****** */
|
||||
|
||||
L330:
|
||||
i__1 = nsetp;
|
||||
for (ip = 1; ip <= i__1; ++ip) {
|
||||
i__ = index[ip];
|
||||
/* L340: */
|
||||
x[i__] = zz[ip];
|
||||
}
|
||||
/* ALL NEW COEFFS ARE POSITIVE. LOOP BACK TO BEGINNING. */
|
||||
goto L30;
|
||||
|
||||
/* ****** END OF MAIN LOOP ****** */
|
||||
|
||||
/* COME TO HERE FOR TERMINATION. */
|
||||
/* COMPUTE THE NORM OF THE FINAL RESIDUAL VECTOR. */
|
||||
|
||||
L350:
|
||||
sm = 0.;
|
||||
if (npp1 <= *m) {
|
||||
i__1 = *m;
|
||||
for (i__ = npp1; i__ <= i__1; ++i__) {
|
||||
/* L360: */
|
||||
/* Computing 2nd power */
|
||||
d__1 = b[i__];
|
||||
sm += d__1 * d__1;
|
||||
}
|
||||
} else {
|
||||
i__1 = *n;
|
||||
for (j = 1; j <= i__1; ++j) {
|
||||
/* L380: */
|
||||
w[j] = 0.;
|
||||
}
|
||||
}
|
||||
*rnorm = sqrt(sm);
|
||||
return 0;
|
||||
|
||||
/* THE FOLLOWING BLOCK OF CODE IS USED AS AN INTERNAL SUBROUTINE */
|
||||
/* TO SOLVE THE TRIANGULAR SYSTEM, PUTTING THE SOLUTION IN ZZ(). */
|
||||
|
||||
L400:
|
||||
i__1 = nsetp;
|
||||
for (l = 1; l <= i__1; ++l) {
|
||||
ip = nsetp + 1 - l;
|
||||
if (l != 1) {
|
||||
i__2 = ip;
|
||||
for (ii = 1; ii <= i__2; ++ii) {
|
||||
zz[ii] -= a[ii + jj * a_dim1] * zz[ip + 1];
|
||||
/* L410: */
|
||||
}
|
||||
}
|
||||
jj = index[ip];
|
||||
zz[ip] /= a[ip + jj * a_dim1];
|
||||
/* L430: */
|
||||
}
|
||||
switch ((int)rtnkey) {
|
||||
case 1: goto L200;
|
||||
case 2: goto L320;
|
||||
}
|
||||
|
||||
/* The next line was added after the f2c translation to keep
|
||||
compilers from complaining about a void return from a non-void
|
||||
function. */
|
||||
return 0;
|
||||
|
||||
} /* nnls_ */
|
||||
|
||||
/* Subroutine */ int g1_(a, b, cterm, sterm, sig)
|
||||
doublereal *a, *b, *cterm, *sterm, *sig;
|
||||
{
|
||||
/* System generated locals */
|
||||
doublereal d__1;
|
||||
|
||||
/* Builtin functions */
|
||||
/* The following line was commented out after the f2c translation */
|
||||
/* double sqrt(), d_sign(); */
|
||||
|
||||
/* Local variables */
|
||||
static doublereal xr, yr;
|
||||
|
||||
|
||||
/* COMPUTE ORTHOGONAL ROTATION MATRIX.. */
|
||||
|
||||
/* The original version of this code was developed by */
|
||||
/* Charles L. Lawson and Richard J. Hanson at Jet Propulsion Laboratory
|
||||
*/
|
||||
/* 1973 JUN 12, and published in the book */
|
||||
/* "SOLVING LEAST SQUARES PROBLEMS", Prentice-HalL, 1974. */
|
||||
/* Revised FEB 1995 to accompany reprinting of the book by SIAM. */
|
||||
|
||||
/* COMPUTE.. MATRIX (C, S) SO THAT (C, S)(A) = (SQRT(A**2+B**2)) */
|
||||
/* (-S,C) (-S,C)(B) ( 0 ) */
|
||||
/* COMPUTE SIG = SQRT(A**2+B**2) */
|
||||
/* SIG IS COMPUTED LAST TO ALLOW FOR THE POSSIBILITY THAT */
|
||||
/* SIG MAY BE IN THE SAME LOCATION AS A OR B . */
|
||||
/* ------------------------------------------------------------------
|
||||
*/
|
||||
/* ------------------------------------------------------------------
|
||||
*/
|
||||
if (nnls_abs(*a) > nnls_abs(*b)) {
|
||||
xr = *b / *a;
|
||||
/* Computing 2nd power */
|
||||
d__1 = xr;
|
||||
yr = sqrt(d__1 * d__1 + 1.);
|
||||
d__1 = 1. / yr;
|
||||
*cterm = d_sign(&d__1, a);
|
||||
*sterm = *cterm * xr;
|
||||
*sig = nnls_abs(*a) * yr;
|
||||
return 0;
|
||||
}
|
||||
if (*b != 0.) {
|
||||
xr = *a / *b;
|
||||
/* Computing 2nd power */
|
||||
d__1 = xr;
|
||||
yr = sqrt(d__1 * d__1 + 1.);
|
||||
d__1 = 1. / yr;
|
||||
*sterm = d_sign(&d__1, b);
|
||||
*cterm = *sterm * xr;
|
||||
*sig = nnls_abs(*b) * yr;
|
||||
return 0;
|
||||
}
|
||||
*sig = 0.;
|
||||
*cterm = 0.;
|
||||
*sterm = 1.;
|
||||
return 0;
|
||||
} /* g1_ */
|
||||
|
||||
/* SUBROUTINE H12 (MODE,LPIVOT,L1,M,U,IUE,UP,C,ICE,ICV,NCV) */
|
||||
|
||||
/* CONSTRUCTION AND/OR APPLICATION OF A SINGLE */
|
||||
/* HOUSEHOLDER TRANSFORMATION.. Q = I + U*(U**T)/B */
|
||||
|
||||
/* The original version of this code was developed by */
|
||||
/* Charles L. Lawson and Richard J. Hanson at Jet Propulsion Laboratory */
|
||||
/* 1973 JUN 12, and published in the book */
|
||||
/* "SOLVING LEAST SQUARES PROBLEMS", Prentice-HalL, 1974. */
|
||||
/* Revised FEB 1995 to accompany reprinting of the book by SIAM. */
|
||||
/* ------------------------------------------------------------------ */
|
||||
/* Subroutine Arguments */
|
||||
|
||||
/* MODE = 1 OR 2 Selects Algorithm H1 to construct and apply a */
|
||||
/* Householder transformation, or Algorithm H2 to apply a */
|
||||
/* previously constructed transformation. */
|
||||
/* LPIVOT IS THE INDEX OF THE PIVOT ELEMENT. */
|
||||
/* L1,M IF L1 .LE. M THE TRANSFORMATION WILL BE CONSTRUCTED TO */
|
||||
/* ZERO ELEMENTS INDEXED FROM L1 THROUGH M. IF L1 GT. M */
|
||||
/* THE SUBROUTINE DOES AN IDENTITY TRANSFORMATION. */
|
||||
/* U(),IUE,UP On entry with MODE = 1, U() contains the pivot */
|
||||
/* vector. IUE is the storage increment between elements. */
|
||||
/* On exit when MODE = 1, U() and UP contain quantities */
|
||||
/* defining the vector U of the Householder transformation. */
|
||||
/* on entry with MODE = 2, U() and UP should contain */
|
||||
/* quantities previously computed with MODE = 1. These will */
|
||||
/* not be modified during the entry with MODE = 2. */
|
||||
/* C() ON ENTRY with MODE = 1 or 2, C() CONTAINS A MATRIX WHICH */
|
||||
/* WILL BE REGARDED AS A SET OF VECTORS TO WHICH THE */
|
||||
/* HOUSEHOLDER TRANSFORMATION IS TO BE APPLIED. */
|
||||
/* ON EXIT C() CONTAINS THE SET OF TRANSFORMED VECTORS. */
|
||||
/* ICE STORAGE INCREMENT BETWEEN ELEMENTS OF VECTORS IN C(). */
|
||||
/* ICV STORAGE INCREMENT BETWEEN VECTORS IN C(). */
|
||||
/* NCV NUMBER OF VECTORS IN C() TO BE TRANSFORMED. IF NCV .LE. 0 */
|
||||
/* NO OPERATIONS WILL BE DONE ON C(). */
|
||||
/* ------------------------------------------------------------------ */
|
||||
/* Subroutine */ int h12_(mode, lpivot, l1, m, u, iue, up, c__, ice, icv, ncv)
|
||||
integer *mode, *lpivot, *l1, *m;
|
||||
doublereal *u;
|
||||
integer *iue;
|
||||
doublereal *up, *c__;
|
||||
integer *ice, *icv, *ncv;
|
||||
{
|
||||
/* System generated locals */
|
||||
integer u_dim1, u_offset, i__1, i__2;
|
||||
doublereal d__1, d__2;
|
||||
|
||||
/* Builtin functions */
|
||||
/* The following line was commented out after the f2c translation */
|
||||
/* double sqrt(); */
|
||||
|
||||
/* Local variables */
|
||||
static integer incr;
|
||||
static doublereal b;
|
||||
static integer i__, j;
|
||||
static doublereal clinv;
|
||||
static integer i2, i3, i4;
|
||||
static doublereal cl, sm;
|
||||
|
||||
/* ------------------------------------------------------------------
|
||||
*/
|
||||
/* double precision U(IUE,M) */
|
||||
/* ------------------------------------------------------------------
|
||||
*/
|
||||
/* Parameter adjustments */
|
||||
u_dim1 = *iue;
|
||||
u_offset = u_dim1 + 1;
|
||||
u -= u_offset;
|
||||
--c__;
|
||||
|
||||
/* Function Body */
|
||||
if (0 >= *lpivot || *lpivot >= *l1 || *l1 > *m) {
|
||||
return 0;
|
||||
}
|
||||
cl = (d__1 = u[*lpivot * u_dim1 + 1], nnls_abs(d__1));
|
||||
if (*mode == 2) {
|
||||
goto L60;
|
||||
}
|
||||
/* ****** CONSTRUCT THE TRANSFORMATION. ******
|
||||
*/
|
||||
i__1 = *m;
|
||||
for (j = *l1; j <= i__1; ++j) {
|
||||
/* L10: */
|
||||
/* Computing MAX */
|
||||
d__2 = (d__1 = u[j * u_dim1 + 1], nnls_abs(d__1));
|
||||
cl = nnls_max(d__2,cl);
|
||||
}
|
||||
if (cl <= 0.) {
|
||||
goto L130;
|
||||
} else {
|
||||
goto L20;
|
||||
}
|
||||
L20:
|
||||
clinv = 1. / cl;
|
||||
/* Computing 2nd power */
|
||||
d__1 = u[*lpivot * u_dim1 + 1] * clinv;
|
||||
sm = d__1 * d__1;
|
||||
i__1 = *m;
|
||||
for (j = *l1; j <= i__1; ++j) {
|
||||
/* L30: */
|
||||
/* Computing 2nd power */
|
||||
d__1 = u[j * u_dim1 + 1] * clinv;
|
||||
sm += d__1 * d__1;
|
||||
}
|
||||
cl *= sqrt(sm);
|
||||
if (u[*lpivot * u_dim1 + 1] <= 0.) {
|
||||
goto L50;
|
||||
} else {
|
||||
goto L40;
|
||||
}
|
||||
L40:
|
||||
cl = -cl;
|
||||
L50:
|
||||
*up = u[*lpivot * u_dim1 + 1] - cl;
|
||||
u[*lpivot * u_dim1 + 1] = cl;
|
||||
goto L70;
|
||||
/* ****** APPLY THE TRANSFORMATION I+U*(U**T)/B TO C. ******
|
||||
*/
|
||||
|
||||
L60:
|
||||
if (cl <= 0.) {
|
||||
goto L130;
|
||||
} else {
|
||||
goto L70;
|
||||
}
|
||||
L70:
|
||||
if (*ncv <= 0) {
|
||||
return 0;
|
||||
}
|
||||
b = *up * u[*lpivot * u_dim1 + 1];
|
||||
/* B MUST BE NONPOSITIVE HERE. IF B = 0., RETURN.
|
||||
*/
|
||||
|
||||
if (b >= 0.) {
|
||||
goto L130;
|
||||
} else {
|
||||
goto L80;
|
||||
}
|
||||
L80:
|
||||
b = 1. / b;
|
||||
i2 = 1 - *icv + *ice * (*lpivot - 1);
|
||||
incr = *ice * (*l1 - *lpivot);
|
||||
i__1 = *ncv;
|
||||
for (j = 1; j <= i__1; ++j) {
|
||||
i2 += *icv;
|
||||
i3 = i2 + incr;
|
||||
i4 = i3;
|
||||
sm = c__[i2] * *up;
|
||||
i__2 = *m;
|
||||
for (i__ = *l1; i__ <= i__2; ++i__) {
|
||||
sm += c__[i3] * u[i__ * u_dim1 + 1];
|
||||
/* L90: */
|
||||
i3 += *ice;
|
||||
}
|
||||
if (sm != 0.) {
|
||||
goto L100;
|
||||
} else {
|
||||
goto L120;
|
||||
}
|
||||
L100:
|
||||
sm *= b;
|
||||
c__[i2] += sm * *up;
|
||||
i__2 = *m;
|
||||
for (i__ = *l1; i__ <= i__2; ++i__) {
|
||||
c__[i4] += sm * u[i__ * u_dim1 + 1];
|
||||
/* L110: */
|
||||
i4 += *ice;
|
||||
}
|
||||
L120:
|
||||
;
|
||||
}
|
||||
L130:
|
||||
return 0;
|
||||
} /* h12_ */
|
||||
|
||||
doublereal diff_(x, y)
|
||||
doublereal *x, *y;
|
||||
{
|
||||
/* System generated locals */
|
||||
doublereal ret_val;
|
||||
|
||||
|
||||
/* Function used in tests that depend on machine precision. */
|
||||
|
||||
/* The original version of this code was developed by */
|
||||
/* Charles L. Lawson and Richard J. Hanson at Jet Propulsion Laboratory
|
||||
*/
|
||||
/* 1973 JUN 7, and published in the book */
|
||||
/* "SOLVING LEAST SQUARES PROBLEMS", Prentice-HalL, 1974. */
|
||||
/* Revised FEB 1995 to accompany reprinting of the book by SIAM. */
|
||||
|
||||
ret_val = *x - *y;
|
||||
return ret_val;
|
||||
} /* diff_ */
|
||||
|
||||
|
||||
/* The following subroutine was added after the f2c translation */
|
||||
int nnls_c(double* a, const int* mda, const int* m, const int* n, double* b,
|
||||
double* x, double* rnorm, double* w, double* zz, int* index,
|
||||
int* mode)
|
||||
{
|
||||
return (nnls_(a, mda, m, n, b, x, rnorm, w, zz, index, mode));
|
||||
}
|
||||
Reference in New Issue
Block a user