overhauled physics engine
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/* -------------------------------------------------------------
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This file is a component of SDPA
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Copyright (C) 2004-2013 SDPA Project
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This program is free software; you can redistribute it and/or modify
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it under the terms of the GNU General Public License as published by
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the Free Software Foundation; either version 2 of the License, or
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(at your option) any later version.
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This program is distributed in the hope that it will be useful,
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but WITHOUT ANY WARRANTY; without even the implied warranty of
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MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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GNU General Public License for more details.
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You should have received a copy of the GNU General Public License
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along with this program; if not, write to the Free Software
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Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
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------------------------------------------------------------- */
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/*-----------------------------------------------
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rsdpa_dpotrf.cpp
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modification of ATL_dpotrfL
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for dealing with numerical error
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in diagonal elements.
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int rATL_dpotrfL(int N, double *A,int lda)
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modified by Makoto Yamshita 2002.07.11
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-----------------------------------------------*/
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#define POTRF_NONZERO (1.0e-14)
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#define POTRF_ASSIGN (1.0e+100)
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#define POTRF_LIMIT (-1.0e-6)
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/*
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* Automatically Tuned Linear Algebra Software v3.4.0
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* (C) Copyright 1999 R. Clint Whaley
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*
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* Redistribution and use in source and binary forms, with or without
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* modification, are permitted provided that the following conditions
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* are met:
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* 1. Redistributions of source code must retain the above copyright
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* notice, this list of conditions and the following disclaimer.
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* 2. Redistributions in binary form must reproduce the above copyright
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* notice, this list of conditions, and the following disclaimer in the
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* documentation and/or other materials provided with the distribution.
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* 3. The name of the ATLAS group or the names of its contributers may
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* not be used to endorse or promote products derived from this
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* software without specific written permission.
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*
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* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
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* ``AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED
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* TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
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* PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE ATLAS GROUP OR ITS CONTRIBUTORS
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* BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
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* CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
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* SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
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* INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
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* CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
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* ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
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* POSSIBILITY OF SUCH DAMAGE.
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*
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*/
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#include "sdpa_include.h"
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#include "sdpa_algebra.h"
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#if 0
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#define CHOLESKY_ADJUST(val) rMessage("Choleksy adjust from " << val << " to " << POTRF_NONZERO);
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#else
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#define CHOLESKY_ADJUST(val) ;
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#endif
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namespace sdpa {
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extern "C" {
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static int potrf4(double* A,const int n)
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{
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double* A1 = A+n+1;
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double* A2 = A1+n+1;
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double* A3 = A2+n+1;
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double L11 = *A;
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double L21 = A[1], L22 = *A1;
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double L31 = A[2], L32 = A1[1], L33 = *A2;
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double L41 = A[3], L42 = A1[2], L43 = A2[1], L44 = *A3;
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if (L11 < POTRF_LIMIT) {
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return 1;
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}
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if (L11 < POTRF_NONZERO) {
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CHOLESKY_ADJUST(L11);
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L11 = POTRF_ASSIGN;
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}
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*A = L11 = sqrt(L11);
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L11 = 1.0/L11;
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L21 *= L11;
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L31 *= L11;
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L41 *= L11;
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L22 -= L21*L21;
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if (L22 < POTRF_LIMIT) {
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return 2;
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}
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if (L22 < POTRF_NONZERO) {
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CHOLESKY_ADJUST(L22);
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L22 = POTRF_ASSIGN;
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}
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*A1 = L22 = sqrt(L22);
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L22 = 1.0/L22;
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L32 = (L32 - L31*L21)*L22;
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L42 = (L42 - L41*L21)*L22;
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L33 -= L31*L31 + L32*L32;
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if (L33 < POTRF_LIMIT) {
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return 3;
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}
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if (L33 < POTRF_NONZERO) {
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CHOLESKY_ADJUST(L33);
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L33 = POTRF_ASSIGN;
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}
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*A2 = L33 = sqrt(L33);
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L43 = (L43-L41*L31-L42*L32)/L33;
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L44 -= L41*L41 + L42*L42 + L43*L43;
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if (L44 < POTRF_LIMIT) {
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return 4;
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}
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if (L44 < POTRF_NONZERO) {
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CHOLESKY_ADJUST(L44);
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L44 = POTRF_ASSIGN;
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}
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*A3 = sqrt(L44);
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A[1] = L21;
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A[2] = L31; A1[1] = L32;
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A[3] = L41; A1[2] = L42; A2[1] = L43;
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return 0;
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}
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static int potrf3(double* A,const int n)
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{
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double* A1 = A+n+1;
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double* A2 = A1+n+1;
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double L11 = *A;
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double L21 = A[1], L22 = *A1;
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double L31 = A[2], L32 = A1[1], L33 = *A2;
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if (L11 < POTRF_LIMIT) {
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return 1;
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}
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if (L11 < POTRF_NONZERO) {
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CHOLESKY_ADJUST(L11);
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L11 = POTRF_ASSIGN;
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}
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*A = L11 = sqrt(L11);
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L11 = 1.0/L11;
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L21 *= L11;
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L31 *= L11;
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L22 -= L21*L21;
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if (L22 < POTRF_LIMIT) {
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return 2;
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}
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if (L22 < POTRF_NONZERO) {
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CHOLESKY_ADJUST(L22);
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L22 = POTRF_ASSIGN;
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}
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L22 = sqrt(L22);
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L32 = (L32 - L31*L21)/L22;
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L33 -= L31*L31 + L32*L32;
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if (L33 < POTRF_LIMIT) {
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return 3;
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}
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if (L33 < POTRF_NONZERO) {
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CHOLESKY_ADJUST(L33);
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L33 = POTRF_ASSIGN;
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}
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*A2 = sqrt(L33);
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A[1] = L21; *A1 = L22;
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A[2] = L31; A1[1] = L32;
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return 0;
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}
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static int potrf2(double* A,const int n)
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{
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double* A1 = A+n+1;
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double L11 = *A;
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double L21 = A[1], L22 = *A1;
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if (L11 < POTRF_LIMIT) {
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return 1;
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}
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if (L11 < POTRF_NONZERO) {
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CHOLESKY_ADJUST(L11);
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L11 = POTRF_ASSIGN;
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}
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*A = L11 = sqrt(L11);
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L21 /= L11;
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L22 -= L21*L21;
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if (L22 < POTRF_LIMIT) {
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return 2;
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}
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if (L22 < POTRF_NONZERO) {
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CHOLESKY_ADJUST(L22);
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L22 = POTRF_ASSIGN;
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}
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*A = L11;
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A[1] = L21; *A1 = sqrt(L22);
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return 0;
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}
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int rATL_dpotrfL(int N, double *A,int lda)
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{
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double *An, *Ar;
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int Nleft, Nright, ierr;
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if (N > 4) {
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Nleft = N >> 1;
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#if 0
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int nb = ilaenv_fc(&IONE, "DPOTRF", "L", &N,
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&IMONE,&IONE, &IMONE, strlen("DPOTRF"), strlen("L"));
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if (Nleft > nb<<1) Nleft = (Nleft/nb)*nb;
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#endif
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#if 0
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if (Nleft > 64) {
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Nleft = 64;
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}
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#endif
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Nright = N - Nleft;
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ierr = rATL_dpotrfL(Nleft, A,lda);
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if (!ierr) {
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Ar = A + Nleft;
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An = Ar + lda * Nleft;
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dtrsm_fc ((char *)"R",(char *)"L",(char *)"T",(char *)"N",
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&Nright,&Nleft,&DONE,A,&lda,
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Ar, &lda, strlen("R"),strlen("L"),
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strlen("T"),strlen("N"));
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dsyrk_fc ((char *)"L",(char *)"N",&Nright,&Nleft,&DMONE,
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Ar, &lda, &DONE,An,&lda,strlen("L"),strlen("N"));
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ierr = rATL_dpotrfL(Nright, An,lda);
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if (ierr) return(ierr+Nleft);
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}
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else return(ierr);
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}
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else if (N==4) return(potrf4(A,lda));
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else if (N==3) return(potrf3(A,lda));
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else if (N==2) return(potrf2(A,lda));
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else if (N==1) {
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if (*A < POTRF_LIMIT) {
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return 1;
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}
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if (*A < POTRF_NONZERO) {
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CHOLESKY_ADJUST(*A);
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*A = POTRF_ASSIGN;
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}
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*A = sqrt(*A);
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}
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return(0);
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}
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void rdpotrfl_(int* N, double *A,int* lda,int* info)
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{
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*info = rATL_dpotrfL(*N,A,*lda);
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}
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}; // end of extern "C"
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} // end of namespace 'sdpa'
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