https://github.com/cran/quantreg
Tip revision: 6d5057a2e46105744eb4d62fcdc6610efeedb017 authored by Roger Koenker on 01 December 2011, 00:00:00 UTC
version 4.76
version 4.76
Tip revision: 6d5057a
chlfct.c
/*-*- mode: C; kept-old-versions: 12; kept-new-versions: 20; -*-
*
* chlfct.f -- translated by f2c (version 20031025) and by
* $Id: f2c-clean,v 1.10 2002/03/28 16:37:27 maechler Exp $
* plus extended manual code cleaning by Martin Maechler, ETH Zurich
*/
#include <math.h>
/* Subroutine to perform Cholesky factorization
* ======================
* based on subroutines in ./cholesky.c , declared here :
*/
#include "cholesky.h"
void
F77_SUB(chlfct)(int *m, int *xlindx, int *lindx,
int *invp, int *perm, int *iwork, int *nnzdsub,
int *jdsub, int *colcnt, int *nsuper, int *snode,
int *xsuper, int *nnzlmax, int *nsubmax, int *xlnz,
double *lnz, int *id, int *jd, double *d,
int *cachsz, int *tmpmax, int *level, double *tmpvec,
int *split,
int *ierr, /* on error return, sets error code in {3:12},
docu., see e.g., ./srqfn.c */
int *it, /* it <= 1: do initializations; otherwise: no init.*/
double *timewd)/* of length >= 6: will return timing information */
/* as follows: [1] ordmmd()
* [2] sfinit() - initialization for sym.fact.
* [3] symfct() - symbolic factorization
* [4] inpnv() - Input numerical values into data structures of L
* [5] bfinit() - Initialization for block factorization
* [6] blkfct() - Numerical factorization
*/
{
/* Local variables */
int i, nsub, nnzl, iwsiz, tmpsiz;
double timbeg;
--timewd; /* so we can use 1-indexing below */
/* Save the matrix structure from jdsub(m+2:nzzd+1),jdsub(1:m+1)
to lindx and xlindx because the matrix structure is destroyed by the
minimum degree ordering routine */
for (i = 0; i < (*m + 1); ++i)
xlindx[i] = jdsub[i];
for (i = 0; i < *nnzdsub; ++i)
lindx[i] = jdsub[*m + 1 + i];
iwsiz = *m << 2;
if (*it <= 1) { /* do the initializations : */
/* Reorder the matrix using minimum degree ordering routine */
timbeg = F77_CALL(gtimer)();
F77_CALL(ordmmd)(m, xlindx, lindx, invp, perm,
&iwsiz, iwork, &nsub, ierr);
timewd[1] += F77_CALL(gtimer)() - timbeg;
if (*ierr == -1) { *ierr = 3; return; }
/* Call sfinit: Symbolic factorization initialization
to compute supernode partition and storage requirements
for symbolic factorization. New ordering is a postordering
of the nodal elimination tree */
iwsiz = *m * 7 + 3;
timbeg = F77_CALL(gtimer)();
F77_CALL(sfinit)(m, nnzdsub, jdsub, &jdsub[*m + 1], perm, invp,
colcnt, &nnzl, &nsub, nsuper, snode, xsuper,
&iwsiz, iwork, ierr);
timewd[2] += F77_CALL(gtimer)() - timbeg;
if (*ierr == -1) { *ierr = 4; return; }
if (nnzl > *nnzlmax) { *ierr = 5; return; }
if (nsub > *nsubmax) { *ierr = 6; return; }
}
/* Call symfct: Perform supernodal symbolic factorization */
/* iwsiz = nsuper + 2 * m + 1; */
timbeg = F77_CALL(gtimer)();
F77_CALL(symfct)(m, nnzdsub, jdsub, &jdsub[*m + 1], perm, invp,
colcnt, nsuper, xsuper, snode, &nsub,
xlindx, lindx, xlnz, &iwsiz, iwork, ierr);
timewd[3] += F77_CALL(gtimer)() - timbeg;
if (*ierr == -1) { *ierr = 7; return; }
if (*ierr == -2) { *ierr = 8; return; }
/* Call inpnv: Input numerical values into data structures of L */
timbeg = F77_CALL(gtimer)();
F77_CALL(inpnv)(m, id, jd, d, perm, invp, nsuper, xsuper,
xlindx, lindx, xlnz, lnz, iwork);
timewd[4] += F77_CALL(gtimer)() - timbeg;
/* Call bfinit: Initialization for block factorization */
timbeg = F77_CALL(gtimer)();
F77_CALL(bfinit)(m, nsuper, xsuper, snode, xlindx, lindx,
cachsz, &tmpsiz, split);
timewd[5] += F77_CALL(gtimer)() - timbeg;
if (tmpsiz > *tmpmax) { *ierr = 9; return; }
/* Call blkfct: Numerical factorization */
iwsiz = (*m << 1) + (*nsuper << 1);
timbeg = F77_CALL(gtimer)();
if (*level == 1) {
F77_CALL(blkfct)(m, nsuper, xsuper, snode, split, xlindx, lindx,
xlnz, lnz, &iwsiz, iwork, &tmpsiz, tmpvec, ierr,
(U_fp) F77_NAME(mmpy1), (U_fp) F77_NAME(smxpy1));
} else if (*level == 2) {
F77_CALL(blkfct)(m, nsuper, xsuper, snode, split, xlindx, lindx,
xlnz, lnz, &iwsiz, iwork, &tmpsiz, tmpvec, ierr,
(U_fp) F77_NAME(mmpy2), (U_fp) F77_NAME(smxpy2));
} else if (*level == 4) {
F77_CALL(blkfct)(m, nsuper, xsuper, snode, split, xlindx, lindx,
xlnz, lnz, &iwsiz, iwork, &tmpsiz, tmpvec, ierr,
(U_fp) F77_NAME(mmpy4), (U_fp) F77_NAME(smxpy4));
} else if (*level == 8) { /* the one used from R */
F77_CALL(blkfct)(m, nsuper, xsuper, snode, split, xlindx, lindx,
xlnz, lnz, &iwsiz, iwork, &tmpsiz, tmpvec, ierr,
(U_fp) F77_NAME(mmpy8), (U_fp) F77_NAME(smxpy8));
}
timewd[6] += F77_CALL(gtimer)() - timbeg;
if (*ierr == -1) { *ierr = 10; return; }
if (*ierr == -2) { *ierr = 11; return; }
if (*ierr == -3) { *ierr = 12; return; }
/* this is new [ from blkfct() -> blkfc2() in ./cholesky.c ] : */
if (*ierr == -17) { *ierr = 17; return; }
} /* chlfct_ */