2010-07-16 14:54:53 +02:00
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/* dgesdd.f -- translated by f2c (version 20061008).
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You must link the resulting object file with libf2c:
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on Microsoft Windows system, link with libf2c.lib;
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on Linux or Unix systems, link with .../path/to/libf2c.a -lm
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or, if you install libf2c.a in a standard place, with -lf2c -lm
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-- in that order, at the end of the command line, as in
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cc *.o -lf2c -lm
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Source for libf2c is in /netlib/f2c/libf2c.zip, e.g.,
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http://www.netlib.org/f2c/libf2c.zip
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*/
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2010-05-11 19:44:00 +02:00
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#include "clapack.h"
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2010-07-16 14:54:53 +02:00
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2010-05-11 19:44:00 +02:00
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/* Table of constant values */
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static integer c__1 = 1;
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static integer c_n1 = -1;
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static integer c__0 = 0;
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static doublereal c_b227 = 0.;
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static doublereal c_b248 = 1.;
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/* Subroutine */ int dgesdd_(char *jobz, integer *m, integer *n, doublereal *
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a, integer *lda, doublereal *s, doublereal *u, integer *ldu,
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doublereal *vt, integer *ldvt, doublereal *work, integer *lwork,
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integer *iwork, integer *info)
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{
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/* System generated locals */
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integer a_dim1, a_offset, u_dim1, u_offset, vt_dim1, vt_offset, i__1,
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i__2, i__3;
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/* Builtin functions */
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double sqrt(doublereal);
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/* Local variables */
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integer i__, ie, il, ir, iu, blk;
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doublereal dum[1], eps;
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integer ivt, iscl;
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doublereal anrm;
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integer idum[1], ierr, itau;
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extern /* Subroutine */ int dgemm_(char *, char *, integer *, integer *,
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integer *, doublereal *, doublereal *, integer *, doublereal *,
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integer *, doublereal *, doublereal *, integer *);
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extern logical lsame_(char *, char *);
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integer chunk, minmn, wrkbl, itaup, itauq, mnthr;
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logical wntqa;
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integer nwork;
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logical wntqn, wntqo, wntqs;
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extern /* Subroutine */ int dbdsdc_(char *, char *, integer *, doublereal
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*, doublereal *, doublereal *, integer *, doublereal *, integer *,
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doublereal *, integer *, doublereal *, integer *, integer *), dgebrd_(integer *, integer *, doublereal *,
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integer *, doublereal *, doublereal *, doublereal *, doublereal *,
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doublereal *, integer *, integer *);
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extern doublereal dlamch_(char *), dlange_(char *, integer *,
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integer *, doublereal *, integer *, doublereal *);
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integer bdspac;
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extern /* Subroutine */ int dgelqf_(integer *, integer *, doublereal *,
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integer *, doublereal *, doublereal *, integer *, integer *),
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dlascl_(char *, integer *, integer *, doublereal *, doublereal *,
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integer *, integer *, doublereal *, integer *, integer *),
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dgeqrf_(integer *, integer *, doublereal *, integer *,
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doublereal *, doublereal *, integer *, integer *), dlacpy_(char *,
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integer *, integer *, doublereal *, integer *, doublereal *,
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integer *), dlaset_(char *, integer *, integer *,
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doublereal *, doublereal *, doublereal *, integer *),
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xerbla_(char *, integer *), dorgbr_(char *, integer *,
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integer *, integer *, doublereal *, integer *, doublereal *,
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doublereal *, integer *, integer *);
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extern integer ilaenv_(integer *, char *, char *, integer *, integer *,
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integer *, integer *);
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doublereal bignum;
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extern /* Subroutine */ int dormbr_(char *, char *, char *, integer *,
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integer *, integer *, doublereal *, integer *, doublereal *,
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doublereal *, integer *, doublereal *, integer *, integer *), dorglq_(integer *, integer *, integer *,
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doublereal *, integer *, doublereal *, doublereal *, integer *,
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integer *), dorgqr_(integer *, integer *, integer *, doublereal *,
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integer *, doublereal *, doublereal *, integer *, integer *);
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integer ldwrkl, ldwrkr, minwrk, ldwrku, maxwrk, ldwkvt;
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doublereal smlnum;
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logical wntqas, lquery;
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2010-07-16 14:54:53 +02:00
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/* -- LAPACK driver routine (version 3.2.1) -- */
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/* -- LAPACK is a software package provided by Univ. of Tennessee, -- */
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/* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- */
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/* March 2009 */
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2010-05-11 19:44:00 +02:00
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/* .. Scalar Arguments .. */
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/* .. */
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/* .. Array Arguments .. */
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/* .. */
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/* Purpose */
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/* ======= */
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/* DGESDD computes the singular value decomposition (SVD) of a real */
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/* M-by-N matrix A, optionally computing the left and right singular */
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/* vectors. If singular vectors are desired, it uses a */
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/* divide-and-conquer algorithm. */
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/* The SVD is written */
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/* A = U * SIGMA * transpose(V) */
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/* where SIGMA is an M-by-N matrix which is zero except for its */
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/* min(m,n) diagonal elements, U is an M-by-M orthogonal matrix, and */
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/* V is an N-by-N orthogonal matrix. The diagonal elements of SIGMA */
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/* are the singular values of A; they are real and non-negative, and */
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/* are returned in descending order. The first min(m,n) columns of */
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/* U and V are the left and right singular vectors of A. */
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/* Note that the routine returns VT = V**T, not V. */
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/* The divide and conquer algorithm makes very mild assumptions about */
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/* floating point arithmetic. It will work on machines with a guard */
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/* digit in add/subtract, or on those binary machines without guard */
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/* digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or */
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/* Cray-2. It could conceivably fail on hexadecimal or decimal machines */
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/* without guard digits, but we know of none. */
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/* Arguments */
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/* ========= */
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/* JOBZ (input) CHARACTER*1 */
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/* Specifies options for computing all or part of the matrix U: */
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/* = 'A': all M columns of U and all N rows of V**T are */
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/* returned in the arrays U and VT; */
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/* = 'S': the first min(M,N) columns of U and the first */
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/* min(M,N) rows of V**T are returned in the arrays U */
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/* and VT; */
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/* = 'O': If M >= N, the first N columns of U are overwritten */
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/* on the array A and all rows of V**T are returned in */
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/* the array VT; */
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/* otherwise, all columns of U are returned in the */
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/* array U and the first M rows of V**T are overwritten */
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/* in the array A; */
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/* = 'N': no columns of U or rows of V**T are computed. */
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/* M (input) INTEGER */
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/* The number of rows of the input matrix A. M >= 0. */
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/* N (input) INTEGER */
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/* The number of columns of the input matrix A. N >= 0. */
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/* A (input/output) DOUBLE PRECISION array, dimension (LDA,N) */
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/* On entry, the M-by-N matrix A. */
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/* On exit, */
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/* if JOBZ = 'O', A is overwritten with the first N columns */
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/* of U (the left singular vectors, stored */
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/* columnwise) if M >= N; */
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/* A is overwritten with the first M rows */
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/* of V**T (the right singular vectors, stored */
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/* rowwise) otherwise. */
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/* if JOBZ .ne. 'O', the contents of A are destroyed. */
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/* LDA (input) INTEGER */
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/* The leading dimension of the array A. LDA >= max(1,M). */
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/* S (output) DOUBLE PRECISION array, dimension (min(M,N)) */
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/* The singular values of A, sorted so that S(i) >= S(i+1). */
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/* U (output) DOUBLE PRECISION array, dimension (LDU,UCOL) */
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/* UCOL = M if JOBZ = 'A' or JOBZ = 'O' and M < N; */
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/* UCOL = min(M,N) if JOBZ = 'S'. */
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/* If JOBZ = 'A' or JOBZ = 'O' and M < N, U contains the M-by-M */
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/* orthogonal matrix U; */
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/* if JOBZ = 'S', U contains the first min(M,N) columns of U */
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/* (the left singular vectors, stored columnwise); */
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/* if JOBZ = 'O' and M >= N, or JOBZ = 'N', U is not referenced. */
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/* LDU (input) INTEGER */
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/* The leading dimension of the array U. LDU >= 1; if */
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/* JOBZ = 'S' or 'A' or JOBZ = 'O' and M < N, LDU >= M. */
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/* VT (output) DOUBLE PRECISION array, dimension (LDVT,N) */
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/* If JOBZ = 'A' or JOBZ = 'O' and M >= N, VT contains the */
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/* N-by-N orthogonal matrix V**T; */
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/* if JOBZ = 'S', VT contains the first min(M,N) rows of */
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/* V**T (the right singular vectors, stored rowwise); */
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/* if JOBZ = 'O' and M < N, or JOBZ = 'N', VT is not referenced. */
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/* LDVT (input) INTEGER */
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/* The leading dimension of the array VT. LDVT >= 1; if */
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/* JOBZ = 'A' or JOBZ = 'O' and M >= N, LDVT >= N; */
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/* if JOBZ = 'S', LDVT >= min(M,N). */
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/* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK)) */
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/* On exit, if INFO = 0, WORK(1) returns the optimal LWORK; */
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/* LWORK (input) INTEGER */
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/* The dimension of the array WORK. LWORK >= 1. */
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/* If JOBZ = 'N', */
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/* LWORK >= 3*min(M,N) + max(max(M,N),7*min(M,N)). */
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/* If JOBZ = 'O', */
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2010-07-16 14:54:53 +02:00
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/* LWORK >= 3*min(M,N) + */
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2010-05-11 19:44:00 +02:00
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/* max(max(M,N),5*min(M,N)*min(M,N)+4*min(M,N)). */
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/* If JOBZ = 'S' or 'A' */
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2010-07-16 14:54:53 +02:00
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/* LWORK >= 3*min(M,N) + */
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2010-05-11 19:44:00 +02:00
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/* max(max(M,N),4*min(M,N)*min(M,N)+4*min(M,N)). */
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/* For good performance, LWORK should generally be larger. */
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/* If LWORK = -1 but other input arguments are legal, WORK(1) */
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/* returns the optimal LWORK. */
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/* IWORK (workspace) INTEGER array, dimension (8*min(M,N)) */
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/* INFO (output) INTEGER */
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/* = 0: successful exit. */
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/* < 0: if INFO = -i, the i-th argument had an illegal value. */
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/* > 0: DBDSDC did not converge, updating process failed. */
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/* Further Details */
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/* =============== */
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/* Based on contributions by */
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/* Ming Gu and Huan Ren, Computer Science Division, University of */
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/* California at Berkeley, USA */
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/* ===================================================================== */
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/* .. Parameters .. */
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/* .. */
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/* .. Local Scalars .. */
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/* .. */
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/* .. Local Arrays .. */
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/* .. */
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/* .. External Subroutines .. */
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/* .. */
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/* .. External Functions .. */
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/* .. */
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/* .. Intrinsic Functions .. */
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/* .. */
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/* .. Executable Statements .. */
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/* Test the input arguments */
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/* Parameter adjustments */
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a_dim1 = *lda;
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a_offset = 1 + a_dim1;
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a -= a_offset;
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--s;
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u_dim1 = *ldu;
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u_offset = 1 + u_dim1;
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u -= u_offset;
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vt_dim1 = *ldvt;
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vt_offset = 1 + vt_dim1;
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vt -= vt_offset;
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--work;
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--iwork;
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/* Function Body */
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*info = 0;
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minmn = min(*m,*n);
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wntqa = lsame_(jobz, "A");
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wntqs = lsame_(jobz, "S");
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wntqas = wntqa || wntqs;
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wntqo = lsame_(jobz, "O");
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wntqn = lsame_(jobz, "N");
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lquery = *lwork == -1;
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if (! (wntqa || wntqs || wntqo || wntqn)) {
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*info = -1;
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} else if (*m < 0) {
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*info = -2;
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} else if (*n < 0) {
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*info = -3;
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} else if (*lda < max(1,*m)) {
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*info = -5;
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} else if (*ldu < 1 || wntqas && *ldu < *m || wntqo && *m < *n && *ldu < *
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m) {
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*info = -8;
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} else if (*ldvt < 1 || wntqa && *ldvt < *n || wntqs && *ldvt < minmn ||
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wntqo && *m >= *n && *ldvt < *n) {
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*info = -10;
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}
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/* Compute workspace */
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/* (Note: Comments in the code beginning "Workspace:" describe the */
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/* minimal amount of workspace needed at that point in the code, */
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/* as well as the preferred amount for good performance. */
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/* NB refers to the optimal block size for the immediately */
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/* following subroutine, as returned by ILAENV.) */
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if (*info == 0) {
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minwrk = 1;
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maxwrk = 1;
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if (*m >= *n && minmn > 0) {
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/* Compute space needed for DBDSDC */
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mnthr = (integer) (minmn * 11. / 6.);
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if (wntqn) {
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bdspac = *n * 7;
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} else {
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bdspac = *n * 3 * *n + (*n << 2);
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}
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if (*m >= mnthr) {
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if (wntqn) {
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/* Path 1 (M much larger than N, JOBZ='N') */
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wrkbl = *n + *n * ilaenv_(&c__1, "DGEQRF", " ", m, n, &
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c_n1, &c_n1);
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/* Computing MAX */
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i__1 = wrkbl, i__2 = *n * 3 + (*n << 1) * ilaenv_(&c__1,
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"DGEBRD", " ", n, n, &c_n1, &c_n1);
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wrkbl = max(i__1,i__2);
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/* Computing MAX */
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i__1 = wrkbl, i__2 = bdspac + *n;
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maxwrk = max(i__1,i__2);
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minwrk = bdspac + *n;
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} else if (wntqo) {
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/* Path 2 (M much larger than N, JOBZ='O') */
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wrkbl = *n + *n * ilaenv_(&c__1, "DGEQRF", " ", m, n, &
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c_n1, &c_n1);
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/* Computing MAX */
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i__1 = wrkbl, i__2 = *n + *n * ilaenv_(&c__1, "DORGQR",
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" ", m, n, n, &c_n1);
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wrkbl = max(i__1,i__2);
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/* Computing MAX */
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i__1 = wrkbl, i__2 = *n * 3 + (*n << 1) * ilaenv_(&c__1,
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"DGEBRD", " ", n, n, &c_n1, &c_n1);
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|
|
|
wrkbl = max(i__1,i__2);
|
|
|
|
/* Computing MAX */
|
|
|
|
i__1 = wrkbl, i__2 = *n * 3 + *n * ilaenv_(&c__1, "DORMBR"
|
|
|
|
, "QLN", n, n, n, &c_n1);
|
|
|
|
wrkbl = max(i__1,i__2);
|
|
|
|
/* Computing MAX */
|
|
|
|
i__1 = wrkbl, i__2 = *n * 3 + *n * ilaenv_(&c__1, "DORMBR"
|
|
|
|
, "PRT", n, n, n, &c_n1);
|
|
|
|
wrkbl = max(i__1,i__2);
|
|
|
|
/* Computing MAX */
|
|
|
|
i__1 = wrkbl, i__2 = bdspac + *n * 3;
|
|
|
|
wrkbl = max(i__1,i__2);
|
|
|
|
maxwrk = wrkbl + (*n << 1) * *n;
|
|
|
|
minwrk = bdspac + (*n << 1) * *n + *n * 3;
|
|
|
|
} else if (wntqs) {
|
|
|
|
|
|
|
|
/* Path 3 (M much larger than N, JOBZ='S') */
|
|
|
|
|
|
|
|
wrkbl = *n + *n * ilaenv_(&c__1, "DGEQRF", " ", m, n, &
|
|
|
|
c_n1, &c_n1);
|
|
|
|
/* Computing MAX */
|
|
|
|
i__1 = wrkbl, i__2 = *n + *n * ilaenv_(&c__1, "DORGQR",
|
|
|
|
" ", m, n, n, &c_n1);
|
|
|
|
wrkbl = max(i__1,i__2);
|
|
|
|
/* Computing MAX */
|
|
|
|
i__1 = wrkbl, i__2 = *n * 3 + (*n << 1) * ilaenv_(&c__1,
|
|
|
|
"DGEBRD", " ", n, n, &c_n1, &c_n1);
|
|
|
|
wrkbl = max(i__1,i__2);
|
|
|
|
/* Computing MAX */
|
|
|
|
i__1 = wrkbl, i__2 = *n * 3 + *n * ilaenv_(&c__1, "DORMBR"
|
|
|
|
, "QLN", n, n, n, &c_n1);
|
|
|
|
wrkbl = max(i__1,i__2);
|
|
|
|
/* Computing MAX */
|
|
|
|
i__1 = wrkbl, i__2 = *n * 3 + *n * ilaenv_(&c__1, "DORMBR"
|
|
|
|
, "PRT", n, n, n, &c_n1);
|
|
|
|
wrkbl = max(i__1,i__2);
|
|
|
|
/* Computing MAX */
|
|
|
|
i__1 = wrkbl, i__2 = bdspac + *n * 3;
|
|
|
|
wrkbl = max(i__1,i__2);
|
|
|
|
maxwrk = wrkbl + *n * *n;
|
|
|
|
minwrk = bdspac + *n * *n + *n * 3;
|
|
|
|
} else if (wntqa) {
|
|
|
|
|
|
|
|
/* Path 4 (M much larger than N, JOBZ='A') */
|
|
|
|
|
|
|
|
wrkbl = *n + *n * ilaenv_(&c__1, "DGEQRF", " ", m, n, &
|
|
|
|
c_n1, &c_n1);
|
|
|
|
/* Computing MAX */
|
|
|
|
i__1 = wrkbl, i__2 = *n + *m * ilaenv_(&c__1, "DORGQR",
|
|
|
|
" ", m, m, n, &c_n1);
|
|
|
|
wrkbl = max(i__1,i__2);
|
|
|
|
/* Computing MAX */
|
|
|
|
i__1 = wrkbl, i__2 = *n * 3 + (*n << 1) * ilaenv_(&c__1,
|
|
|
|
"DGEBRD", " ", n, n, &c_n1, &c_n1);
|
|
|
|
wrkbl = max(i__1,i__2);
|
|
|
|
/* Computing MAX */
|
|
|
|
i__1 = wrkbl, i__2 = *n * 3 + *n * ilaenv_(&c__1, "DORMBR"
|
|
|
|
, "QLN", n, n, n, &c_n1);
|
|
|
|
wrkbl = max(i__1,i__2);
|
|
|
|
/* Computing MAX */
|
|
|
|
i__1 = wrkbl, i__2 = *n * 3 + *n * ilaenv_(&c__1, "DORMBR"
|
|
|
|
, "PRT", n, n, n, &c_n1);
|
|
|
|
wrkbl = max(i__1,i__2);
|
|
|
|
/* Computing MAX */
|
|
|
|
i__1 = wrkbl, i__2 = bdspac + *n * 3;
|
|
|
|
wrkbl = max(i__1,i__2);
|
|
|
|
maxwrk = wrkbl + *n * *n;
|
|
|
|
minwrk = bdspac + *n * *n + *n * 3;
|
|
|
|
}
|
|
|
|
} else {
|
|
|
|
|
|
|
|
/* Path 5 (M at least N, but not much larger) */
|
|
|
|
|
|
|
|
wrkbl = *n * 3 + (*m + *n) * ilaenv_(&c__1, "DGEBRD", " ", m,
|
|
|
|
n, &c_n1, &c_n1);
|
|
|
|
if (wntqn) {
|
|
|
|
/* Computing MAX */
|
|
|
|
i__1 = wrkbl, i__2 = bdspac + *n * 3;
|
|
|
|
maxwrk = max(i__1,i__2);
|
|
|
|
minwrk = *n * 3 + max(*m,bdspac);
|
|
|
|
} else if (wntqo) {
|
|
|
|
/* Computing MAX */
|
|
|
|
i__1 = wrkbl, i__2 = *n * 3 + *n * ilaenv_(&c__1, "DORMBR"
|
|
|
|
, "QLN", m, n, n, &c_n1);
|
|
|
|
wrkbl = max(i__1,i__2);
|
|
|
|
/* Computing MAX */
|
|
|
|
i__1 = wrkbl, i__2 = *n * 3 + *n * ilaenv_(&c__1, "DORMBR"
|
|
|
|
, "PRT", n, n, n, &c_n1);
|
|
|
|
wrkbl = max(i__1,i__2);
|
|
|
|
/* Computing MAX */
|
|
|
|
i__1 = wrkbl, i__2 = bdspac + *n * 3;
|
|
|
|
wrkbl = max(i__1,i__2);
|
|
|
|
maxwrk = wrkbl + *m * *n;
|
|
|
|
/* Computing MAX */
|
|
|
|
i__1 = *m, i__2 = *n * *n + bdspac;
|
|
|
|
minwrk = *n * 3 + max(i__1,i__2);
|
|
|
|
} else if (wntqs) {
|
|
|
|
/* Computing MAX */
|
|
|
|
i__1 = wrkbl, i__2 = *n * 3 + *n * ilaenv_(&c__1, "DORMBR"
|
|
|
|
, "QLN", m, n, n, &c_n1);
|
|
|
|
wrkbl = max(i__1,i__2);
|
|
|
|
/* Computing MAX */
|
|
|
|
i__1 = wrkbl, i__2 = *n * 3 + *n * ilaenv_(&c__1, "DORMBR"
|
|
|
|
, "PRT", n, n, n, &c_n1);
|
|
|
|
wrkbl = max(i__1,i__2);
|
|
|
|
/* Computing MAX */
|
|
|
|
i__1 = wrkbl, i__2 = bdspac + *n * 3;
|
|
|
|
maxwrk = max(i__1,i__2);
|
|
|
|
minwrk = *n * 3 + max(*m,bdspac);
|
|
|
|
} else if (wntqa) {
|
|
|
|
/* Computing MAX */
|
|
|
|
i__1 = wrkbl, i__2 = *n * 3 + *m * ilaenv_(&c__1, "DORMBR"
|
|
|
|
, "QLN", m, m, n, &c_n1);
|
|
|
|
wrkbl = max(i__1,i__2);
|
|
|
|
/* Computing MAX */
|
|
|
|
i__1 = wrkbl, i__2 = *n * 3 + *n * ilaenv_(&c__1, "DORMBR"
|
|
|
|
, "PRT", n, n, n, &c_n1);
|
|
|
|
wrkbl = max(i__1,i__2);
|
|
|
|
/* Computing MAX */
|
|
|
|
i__1 = maxwrk, i__2 = bdspac + *n * 3;
|
|
|
|
maxwrk = max(i__1,i__2);
|
|
|
|
minwrk = *n * 3 + max(*m,bdspac);
|
|
|
|
}
|
|
|
|
}
|
|
|
|
} else if (minmn > 0) {
|
|
|
|
|
|
|
|
/* Compute space needed for DBDSDC */
|
|
|
|
|
|
|
|
mnthr = (integer) (minmn * 11. / 6.);
|
|
|
|
if (wntqn) {
|
|
|
|
bdspac = *m * 7;
|
|
|
|
} else {
|
|
|
|
bdspac = *m * 3 * *m + (*m << 2);
|
|
|
|
}
|
|
|
|
if (*n >= mnthr) {
|
|
|
|
if (wntqn) {
|
|
|
|
|
|
|
|
/* Path 1t (N much larger than M, JOBZ='N') */
|
|
|
|
|
|
|
|
wrkbl = *m + *m * ilaenv_(&c__1, "DGELQF", " ", m, n, &
|
|
|
|
c_n1, &c_n1);
|
|
|
|
/* Computing MAX */
|
|
|
|
i__1 = wrkbl, i__2 = *m * 3 + (*m << 1) * ilaenv_(&c__1,
|
|
|
|
"DGEBRD", " ", m, m, &c_n1, &c_n1);
|
|
|
|
wrkbl = max(i__1,i__2);
|
|
|
|
/* Computing MAX */
|
|
|
|
i__1 = wrkbl, i__2 = bdspac + *m;
|
|
|
|
maxwrk = max(i__1,i__2);
|
|
|
|
minwrk = bdspac + *m;
|
|
|
|
} else if (wntqo) {
|
|
|
|
|
|
|
|
/* Path 2t (N much larger than M, JOBZ='O') */
|
|
|
|
|
|
|
|
wrkbl = *m + *m * ilaenv_(&c__1, "DGELQF", " ", m, n, &
|
|
|
|
c_n1, &c_n1);
|
|
|
|
/* Computing MAX */
|
|
|
|
i__1 = wrkbl, i__2 = *m + *m * ilaenv_(&c__1, "DORGLQ",
|
|
|
|
" ", m, n, m, &c_n1);
|
|
|
|
wrkbl = max(i__1,i__2);
|
|
|
|
/* Computing MAX */
|
|
|
|
i__1 = wrkbl, i__2 = *m * 3 + (*m << 1) * ilaenv_(&c__1,
|
|
|
|
"DGEBRD", " ", m, m, &c_n1, &c_n1);
|
|
|
|
wrkbl = max(i__1,i__2);
|
|
|
|
/* Computing MAX */
|
|
|
|
i__1 = wrkbl, i__2 = *m * 3 + *m * ilaenv_(&c__1, "DORMBR"
|
|
|
|
, "QLN", m, m, m, &c_n1);
|
|
|
|
wrkbl = max(i__1,i__2);
|
|
|
|
/* Computing MAX */
|
|
|
|
i__1 = wrkbl, i__2 = *m * 3 + *m * ilaenv_(&c__1, "DORMBR"
|
|
|
|
, "PRT", m, m, m, &c_n1);
|
|
|
|
wrkbl = max(i__1,i__2);
|
|
|
|
/* Computing MAX */
|
|
|
|
i__1 = wrkbl, i__2 = bdspac + *m * 3;
|
|
|
|
wrkbl = max(i__1,i__2);
|
|
|
|
maxwrk = wrkbl + (*m << 1) * *m;
|
|
|
|
minwrk = bdspac + (*m << 1) * *m + *m * 3;
|
|
|
|
} else if (wntqs) {
|
|
|
|
|
|
|
|
/* Path 3t (N much larger than M, JOBZ='S') */
|
|
|
|
|
|
|
|
wrkbl = *m + *m * ilaenv_(&c__1, "DGELQF", " ", m, n, &
|
|
|
|
c_n1, &c_n1);
|
|
|
|
/* Computing MAX */
|
|
|
|
i__1 = wrkbl, i__2 = *m + *m * ilaenv_(&c__1, "DORGLQ",
|
|
|
|
" ", m, n, m, &c_n1);
|
|
|
|
wrkbl = max(i__1,i__2);
|
|
|
|
/* Computing MAX */
|
|
|
|
i__1 = wrkbl, i__2 = *m * 3 + (*m << 1) * ilaenv_(&c__1,
|
|
|
|
"DGEBRD", " ", m, m, &c_n1, &c_n1);
|
|
|
|
wrkbl = max(i__1,i__2);
|
|
|
|
/* Computing MAX */
|
|
|
|
i__1 = wrkbl, i__2 = *m * 3 + *m * ilaenv_(&c__1, "DORMBR"
|
|
|
|
, "QLN", m, m, m, &c_n1);
|
|
|
|
wrkbl = max(i__1,i__2);
|
|
|
|
/* Computing MAX */
|
|
|
|
i__1 = wrkbl, i__2 = *m * 3 + *m * ilaenv_(&c__1, "DORMBR"
|
|
|
|
, "PRT", m, m, m, &c_n1);
|
|
|
|
wrkbl = max(i__1,i__2);
|
|
|
|
/* Computing MAX */
|
|
|
|
i__1 = wrkbl, i__2 = bdspac + *m * 3;
|
|
|
|
wrkbl = max(i__1,i__2);
|
|
|
|
maxwrk = wrkbl + *m * *m;
|
|
|
|
minwrk = bdspac + *m * *m + *m * 3;
|
|
|
|
} else if (wntqa) {
|
|
|
|
|
|
|
|
/* Path 4t (N much larger than M, JOBZ='A') */
|
|
|
|
|
|
|
|
wrkbl = *m + *m * ilaenv_(&c__1, "DGELQF", " ", m, n, &
|
|
|
|
c_n1, &c_n1);
|
|
|
|
/* Computing MAX */
|
|
|
|
i__1 = wrkbl, i__2 = *m + *n * ilaenv_(&c__1, "DORGLQ",
|
|
|
|
" ", n, n, m, &c_n1);
|
|
|
|
wrkbl = max(i__1,i__2);
|
|
|
|
/* Computing MAX */
|
|
|
|
i__1 = wrkbl, i__2 = *m * 3 + (*m << 1) * ilaenv_(&c__1,
|
|
|
|
"DGEBRD", " ", m, m, &c_n1, &c_n1);
|
|
|
|
wrkbl = max(i__1,i__2);
|
|
|
|
/* Computing MAX */
|
|
|
|
i__1 = wrkbl, i__2 = *m * 3 + *m * ilaenv_(&c__1, "DORMBR"
|
|
|
|
, "QLN", m, m, m, &c_n1);
|
|
|
|
wrkbl = max(i__1,i__2);
|
|
|
|
/* Computing MAX */
|
|
|
|
i__1 = wrkbl, i__2 = *m * 3 + *m * ilaenv_(&c__1, "DORMBR"
|
|
|
|
, "PRT", m, m, m, &c_n1);
|
|
|
|
wrkbl = max(i__1,i__2);
|
|
|
|
/* Computing MAX */
|
|
|
|
i__1 = wrkbl, i__2 = bdspac + *m * 3;
|
|
|
|
wrkbl = max(i__1,i__2);
|
|
|
|
maxwrk = wrkbl + *m * *m;
|
|
|
|
minwrk = bdspac + *m * *m + *m * 3;
|
|
|
|
}
|
|
|
|
} else {
|
|
|
|
|
|
|
|
/* Path 5t (N greater than M, but not much larger) */
|
|
|
|
|
|
|
|
wrkbl = *m * 3 + (*m + *n) * ilaenv_(&c__1, "DGEBRD", " ", m,
|
|
|
|
n, &c_n1, &c_n1);
|
|
|
|
if (wntqn) {
|
|
|
|
/* Computing MAX */
|
|
|
|
i__1 = wrkbl, i__2 = bdspac + *m * 3;
|
|
|
|
maxwrk = max(i__1,i__2);
|
|
|
|
minwrk = *m * 3 + max(*n,bdspac);
|
|
|
|
} else if (wntqo) {
|
|
|
|
/* Computing MAX */
|
|
|
|
i__1 = wrkbl, i__2 = *m * 3 + *m * ilaenv_(&c__1, "DORMBR"
|
|
|
|
, "QLN", m, m, n, &c_n1);
|
|
|
|
wrkbl = max(i__1,i__2);
|
|
|
|
/* Computing MAX */
|
|
|
|
i__1 = wrkbl, i__2 = *m * 3 + *m * ilaenv_(&c__1, "DORMBR"
|
|
|
|
, "PRT", m, n, m, &c_n1);
|
|
|
|
wrkbl = max(i__1,i__2);
|
|
|
|
/* Computing MAX */
|
|
|
|
i__1 = wrkbl, i__2 = bdspac + *m * 3;
|
|
|
|
wrkbl = max(i__1,i__2);
|
|
|
|
maxwrk = wrkbl + *m * *n;
|
|
|
|
/* Computing MAX */
|
|
|
|
i__1 = *n, i__2 = *m * *m + bdspac;
|
|
|
|
minwrk = *m * 3 + max(i__1,i__2);
|
|
|
|
} else if (wntqs) {
|
|
|
|
/* Computing MAX */
|
|
|
|
i__1 = wrkbl, i__2 = *m * 3 + *m * ilaenv_(&c__1, "DORMBR"
|
|
|
|
, "QLN", m, m, n, &c_n1);
|
|
|
|
wrkbl = max(i__1,i__2);
|
|
|
|
/* Computing MAX */
|
|
|
|
i__1 = wrkbl, i__2 = *m * 3 + *m * ilaenv_(&c__1, "DORMBR"
|
|
|
|
, "PRT", m, n, m, &c_n1);
|
|
|
|
wrkbl = max(i__1,i__2);
|
|
|
|
/* Computing MAX */
|
|
|
|
i__1 = wrkbl, i__2 = bdspac + *m * 3;
|
|
|
|
maxwrk = max(i__1,i__2);
|
|
|
|
minwrk = *m * 3 + max(*n,bdspac);
|
|
|
|
} else if (wntqa) {
|
|
|
|
/* Computing MAX */
|
|
|
|
i__1 = wrkbl, i__2 = *m * 3 + *m * ilaenv_(&c__1, "DORMBR"
|
|
|
|
, "QLN", m, m, n, &c_n1);
|
|
|
|
wrkbl = max(i__1,i__2);
|
|
|
|
/* Computing MAX */
|
|
|
|
i__1 = wrkbl, i__2 = *m * 3 + *m * ilaenv_(&c__1, "DORMBR"
|
|
|
|
, "PRT", n, n, m, &c_n1);
|
|
|
|
wrkbl = max(i__1,i__2);
|
|
|
|
/* Computing MAX */
|
|
|
|
i__1 = wrkbl, i__2 = bdspac + *m * 3;
|
|
|
|
maxwrk = max(i__1,i__2);
|
|
|
|
minwrk = *m * 3 + max(*n,bdspac);
|
|
|
|
}
|
|
|
|
}
|
|
|
|
}
|
|
|
|
maxwrk = max(maxwrk,minwrk);
|
|
|
|
work[1] = (doublereal) maxwrk;
|
|
|
|
|
|
|
|
if (*lwork < minwrk && ! lquery) {
|
|
|
|
*info = -12;
|
|
|
|
}
|
|
|
|
}
|
|
|
|
|
|
|
|
if (*info != 0) {
|
|
|
|
i__1 = -(*info);
|
|
|
|
xerbla_("DGESDD", &i__1);
|
|
|
|
return 0;
|
|
|
|
} else if (lquery) {
|
|
|
|
return 0;
|
|
|
|
}
|
|
|
|
|
|
|
|
/* Quick return if possible */
|
|
|
|
|
|
|
|
if (*m == 0 || *n == 0) {
|
|
|
|
return 0;
|
|
|
|
}
|
|
|
|
|
|
|
|
/* Get machine constants */
|
|
|
|
|
|
|
|
eps = dlamch_("P");
|
|
|
|
smlnum = sqrt(dlamch_("S")) / eps;
|
|
|
|
bignum = 1. / smlnum;
|
|
|
|
|
|
|
|
/* Scale A if max element outside range [SMLNUM,BIGNUM] */
|
|
|
|
|
|
|
|
anrm = dlange_("M", m, n, &a[a_offset], lda, dum);
|
|
|
|
iscl = 0;
|
|
|
|
if (anrm > 0. && anrm < smlnum) {
|
|
|
|
iscl = 1;
|
|
|
|
dlascl_("G", &c__0, &c__0, &anrm, &smlnum, m, n, &a[a_offset], lda, &
|
|
|
|
ierr);
|
|
|
|
} else if (anrm > bignum) {
|
|
|
|
iscl = 1;
|
|
|
|
dlascl_("G", &c__0, &c__0, &anrm, &bignum, m, n, &a[a_offset], lda, &
|
|
|
|
ierr);
|
|
|
|
}
|
|
|
|
|
|
|
|
if (*m >= *n) {
|
|
|
|
|
|
|
|
/* A has at least as many rows as columns. If A has sufficiently */
|
|
|
|
/* more rows than columns, first reduce using the QR */
|
|
|
|
/* decomposition (if sufficient workspace available) */
|
|
|
|
|
|
|
|
if (*m >= mnthr) {
|
|
|
|
|
|
|
|
if (wntqn) {
|
|
|
|
|
|
|
|
/* Path 1 (M much larger than N, JOBZ='N') */
|
|
|
|
/* No singular vectors to be computed */
|
|
|
|
|
|
|
|
itau = 1;
|
|
|
|
nwork = itau + *n;
|
|
|
|
|
|
|
|
/* Compute A=Q*R */
|
|
|
|
/* (Workspace: need 2*N, prefer N+N*NB) */
|
|
|
|
|
|
|
|
i__1 = *lwork - nwork + 1;
|
|
|
|
dgeqrf_(m, n, &a[a_offset], lda, &work[itau], &work[nwork], &
|
|
|
|
i__1, &ierr);
|
|
|
|
|
|
|
|
/* Zero out below R */
|
|
|
|
|
|
|
|
i__1 = *n - 1;
|
|
|
|
i__2 = *n - 1;
|
|
|
|
dlaset_("L", &i__1, &i__2, &c_b227, &c_b227, &a[a_dim1 + 2],
|
|
|
|
lda);
|
|
|
|
ie = 1;
|
|
|
|
itauq = ie + *n;
|
|
|
|
itaup = itauq + *n;
|
|
|
|
nwork = itaup + *n;
|
|
|
|
|
|
|
|
/* Bidiagonalize R in A */
|
|
|
|
/* (Workspace: need 4*N, prefer 3*N+2*N*NB) */
|
|
|
|
|
|
|
|
i__1 = *lwork - nwork + 1;
|
|
|
|
dgebrd_(n, n, &a[a_offset], lda, &s[1], &work[ie], &work[
|
|
|
|
itauq], &work[itaup], &work[nwork], &i__1, &ierr);
|
|
|
|
nwork = ie + *n;
|
|
|
|
|
|
|
|
/* Perform bidiagonal SVD, computing singular values only */
|
|
|
|
/* (Workspace: need N+BDSPAC) */
|
|
|
|
|
|
|
|
dbdsdc_("U", "N", n, &s[1], &work[ie], dum, &c__1, dum, &c__1,
|
|
|
|
dum, idum, &work[nwork], &iwork[1], info);
|
|
|
|
|
|
|
|
} else if (wntqo) {
|
|
|
|
|
|
|
|
/* Path 2 (M much larger than N, JOBZ = 'O') */
|
|
|
|
/* N left singular vectors to be overwritten on A and */
|
|
|
|
/* N right singular vectors to be computed in VT */
|
|
|
|
|
|
|
|
ir = 1;
|
|
|
|
|
|
|
|
/* WORK(IR) is LDWRKR by N */
|
|
|
|
|
|
|
|
if (*lwork >= *lda * *n + *n * *n + *n * 3 + bdspac) {
|
|
|
|
ldwrkr = *lda;
|
|
|
|
} else {
|
|
|
|
ldwrkr = (*lwork - *n * *n - *n * 3 - bdspac) / *n;
|
|
|
|
}
|
|
|
|
itau = ir + ldwrkr * *n;
|
|
|
|
nwork = itau + *n;
|
|
|
|
|
|
|
|
/* Compute A=Q*R */
|
|
|
|
/* (Workspace: need N*N+2*N, prefer N*N+N+N*NB) */
|
|
|
|
|
|
|
|
i__1 = *lwork - nwork + 1;
|
|
|
|
dgeqrf_(m, n, &a[a_offset], lda, &work[itau], &work[nwork], &
|
|
|
|
i__1, &ierr);
|
|
|
|
|
|
|
|
/* Copy R to WORK(IR), zeroing out below it */
|
|
|
|
|
|
|
|
dlacpy_("U", n, n, &a[a_offset], lda, &work[ir], &ldwrkr);
|
|
|
|
i__1 = *n - 1;
|
|
|
|
i__2 = *n - 1;
|
|
|
|
dlaset_("L", &i__1, &i__2, &c_b227, &c_b227, &work[ir + 1], &
|
|
|
|
ldwrkr);
|
|
|
|
|
|
|
|
/* Generate Q in A */
|
|
|
|
/* (Workspace: need N*N+2*N, prefer N*N+N+N*NB) */
|
|
|
|
|
|
|
|
i__1 = *lwork - nwork + 1;
|
|
|
|
dorgqr_(m, n, n, &a[a_offset], lda, &work[itau], &work[nwork],
|
|
|
|
&i__1, &ierr);
|
|
|
|
ie = itau;
|
|
|
|
itauq = ie + *n;
|
|
|
|
itaup = itauq + *n;
|
|
|
|
nwork = itaup + *n;
|
|
|
|
|
|
|
|
/* Bidiagonalize R in VT, copying result to WORK(IR) */
|
|
|
|
/* (Workspace: need N*N+4*N, prefer N*N+3*N+2*N*NB) */
|
|
|
|
|
|
|
|
i__1 = *lwork - nwork + 1;
|
|
|
|
dgebrd_(n, n, &work[ir], &ldwrkr, &s[1], &work[ie], &work[
|
|
|
|
itauq], &work[itaup], &work[nwork], &i__1, &ierr);
|
|
|
|
|
|
|
|
/* WORK(IU) is N by N */
|
|
|
|
|
|
|
|
iu = nwork;
|
|
|
|
nwork = iu + *n * *n;
|
|
|
|
|
|
|
|
/* Perform bidiagonal SVD, computing left singular vectors */
|
|
|
|
/* of bidiagonal matrix in WORK(IU) and computing right */
|
|
|
|
/* singular vectors of bidiagonal matrix in VT */
|
|
|
|
/* (Workspace: need N+N*N+BDSPAC) */
|
|
|
|
|
|
|
|
dbdsdc_("U", "I", n, &s[1], &work[ie], &work[iu], n, &vt[
|
|
|
|
vt_offset], ldvt, dum, idum, &work[nwork], &iwork[1],
|
|
|
|
info);
|
|
|
|
|
|
|
|
/* Overwrite WORK(IU) by left singular vectors of R */
|
|
|
|
/* and VT by right singular vectors of R */
|
|
|
|
/* (Workspace: need 2*N*N+3*N, prefer 2*N*N+2*N+N*NB) */
|
|
|
|
|
|
|
|
i__1 = *lwork - nwork + 1;
|
|
|
|
dormbr_("Q", "L", "N", n, n, n, &work[ir], &ldwrkr, &work[
|
|
|
|
itauq], &work[iu], n, &work[nwork], &i__1, &ierr);
|
|
|
|
i__1 = *lwork - nwork + 1;
|
|
|
|
dormbr_("P", "R", "T", n, n, n, &work[ir], &ldwrkr, &work[
|
|
|
|
itaup], &vt[vt_offset], ldvt, &work[nwork], &i__1, &
|
|
|
|
ierr);
|
|
|
|
|
|
|
|
/* Multiply Q in A by left singular vectors of R in */
|
|
|
|
/* WORK(IU), storing result in WORK(IR) and copying to A */
|
|
|
|
/* (Workspace: need 2*N*N, prefer N*N+M*N) */
|
|
|
|
|
|
|
|
i__1 = *m;
|
|
|
|
i__2 = ldwrkr;
|
|
|
|
for (i__ = 1; i__2 < 0 ? i__ >= i__1 : i__ <= i__1; i__ +=
|
|
|
|
i__2) {
|
|
|
|
/* Computing MIN */
|
|
|
|
i__3 = *m - i__ + 1;
|
|
|
|
chunk = min(i__3,ldwrkr);
|
|
|
|
dgemm_("N", "N", &chunk, n, n, &c_b248, &a[i__ + a_dim1],
|
|
|
|
lda, &work[iu], n, &c_b227, &work[ir], &ldwrkr);
|
|
|
|
dlacpy_("F", &chunk, n, &work[ir], &ldwrkr, &a[i__ +
|
|
|
|
a_dim1], lda);
|
|
|
|
/* L10: */
|
|
|
|
}
|
|
|
|
|
|
|
|
} else if (wntqs) {
|
|
|
|
|
|
|
|
/* Path 3 (M much larger than N, JOBZ='S') */
|
|
|
|
/* N left singular vectors to be computed in U and */
|
|
|
|
/* N right singular vectors to be computed in VT */
|
|
|
|
|
|
|
|
ir = 1;
|
|
|
|
|
|
|
|
/* WORK(IR) is N by N */
|
|
|
|
|
|
|
|
ldwrkr = *n;
|
|
|
|
itau = ir + ldwrkr * *n;
|
|
|
|
nwork = itau + *n;
|
|
|
|
|
|
|
|
/* Compute A=Q*R */
|
|
|
|
/* (Workspace: need N*N+2*N, prefer N*N+N+N*NB) */
|
|
|
|
|
|
|
|
i__2 = *lwork - nwork + 1;
|
|
|
|
dgeqrf_(m, n, &a[a_offset], lda, &work[itau], &work[nwork], &
|
|
|
|
i__2, &ierr);
|
|
|
|
|
|
|
|
/* Copy R to WORK(IR), zeroing out below it */
|
|
|
|
|
|
|
|
dlacpy_("U", n, n, &a[a_offset], lda, &work[ir], &ldwrkr);
|
|
|
|
i__2 = *n - 1;
|
|
|
|
i__1 = *n - 1;
|
|
|
|
dlaset_("L", &i__2, &i__1, &c_b227, &c_b227, &work[ir + 1], &
|
|
|
|
ldwrkr);
|
|
|
|
|
|
|
|
/* Generate Q in A */
|
|
|
|
/* (Workspace: need N*N+2*N, prefer N*N+N+N*NB) */
|
|
|
|
|
|
|
|
i__2 = *lwork - nwork + 1;
|
|
|
|
dorgqr_(m, n, n, &a[a_offset], lda, &work[itau], &work[nwork],
|
|
|
|
&i__2, &ierr);
|
|
|
|
ie = itau;
|
|
|
|
itauq = ie + *n;
|
|
|
|
itaup = itauq + *n;
|
|
|
|
nwork = itaup + *n;
|
|
|
|
|
|
|
|
/* Bidiagonalize R in WORK(IR) */
|
|
|
|
/* (Workspace: need N*N+4*N, prefer N*N+3*N+2*N*NB) */
|
|
|
|
|
|
|
|
i__2 = *lwork - nwork + 1;
|
|
|
|
dgebrd_(n, n, &work[ir], &ldwrkr, &s[1], &work[ie], &work[
|
|
|
|
itauq], &work[itaup], &work[nwork], &i__2, &ierr);
|
|
|
|
|
|
|
|
/* Perform bidiagonal SVD, computing left singular vectors */
|
|
|
|
/* of bidiagoal matrix in U and computing right singular */
|
|
|
|
/* vectors of bidiagonal matrix in VT */
|
|
|
|
/* (Workspace: need N+BDSPAC) */
|
|
|
|
|
|
|
|
dbdsdc_("U", "I", n, &s[1], &work[ie], &u[u_offset], ldu, &vt[
|
|
|
|
vt_offset], ldvt, dum, idum, &work[nwork], &iwork[1],
|
|
|
|
info);
|
|
|
|
|
|
|
|
/* Overwrite U by left singular vectors of R and VT */
|
|
|
|
/* by right singular vectors of R */
|
|
|
|
/* (Workspace: need N*N+3*N, prefer N*N+2*N+N*NB) */
|
|
|
|
|
|
|
|
i__2 = *lwork - nwork + 1;
|
|
|
|
dormbr_("Q", "L", "N", n, n, n, &work[ir], &ldwrkr, &work[
|
|
|
|
itauq], &u[u_offset], ldu, &work[nwork], &i__2, &ierr);
|
|
|
|
|
|
|
|
i__2 = *lwork - nwork + 1;
|
|
|
|
dormbr_("P", "R", "T", n, n, n, &work[ir], &ldwrkr, &work[
|
|
|
|
itaup], &vt[vt_offset], ldvt, &work[nwork], &i__2, &
|
|
|
|
ierr);
|
|
|
|
|
|
|
|
/* Multiply Q in A by left singular vectors of R in */
|
|
|
|
/* WORK(IR), storing result in U */
|
|
|
|
/* (Workspace: need N*N) */
|
|
|
|
|
|
|
|
dlacpy_("F", n, n, &u[u_offset], ldu, &work[ir], &ldwrkr);
|
|
|
|
dgemm_("N", "N", m, n, n, &c_b248, &a[a_offset], lda, &work[
|
|
|
|
ir], &ldwrkr, &c_b227, &u[u_offset], ldu);
|
|
|
|
|
|
|
|
} else if (wntqa) {
|
|
|
|
|
|
|
|
/* Path 4 (M much larger than N, JOBZ='A') */
|
|
|
|
/* M left singular vectors to be computed in U and */
|
|
|
|
/* N right singular vectors to be computed in VT */
|
|
|
|
|
|
|
|
iu = 1;
|
|
|
|
|
|
|
|
/* WORK(IU) is N by N */
|
|
|
|
|
|
|
|
ldwrku = *n;
|
|
|
|
itau = iu + ldwrku * *n;
|
|
|
|
nwork = itau + *n;
|
|
|
|
|
|
|
|
/* Compute A=Q*R, copying result to U */
|
|
|
|
/* (Workspace: need N*N+2*N, prefer N*N+N+N*NB) */
|
|
|
|
|
|
|
|
i__2 = *lwork - nwork + 1;
|
|
|
|
dgeqrf_(m, n, &a[a_offset], lda, &work[itau], &work[nwork], &
|
|
|
|
i__2, &ierr);
|
|
|
|
dlacpy_("L", m, n, &a[a_offset], lda, &u[u_offset], ldu);
|
|
|
|
|
|
|
|
/* Generate Q in U */
|
|
|
|
/* (Workspace: need N*N+2*N, prefer N*N+N+N*NB) */
|
|
|
|
i__2 = *lwork - nwork + 1;
|
|
|
|
dorgqr_(m, m, n, &u[u_offset], ldu, &work[itau], &work[nwork],
|
|
|
|
&i__2, &ierr);
|
|
|
|
|
|
|
|
/* Produce R in A, zeroing out other entries */
|
|
|
|
|
|
|
|
i__2 = *n - 1;
|
|
|
|
i__1 = *n - 1;
|
|
|
|
dlaset_("L", &i__2, &i__1, &c_b227, &c_b227, &a[a_dim1 + 2],
|
|
|
|
lda);
|
|
|
|
ie = itau;
|
|
|
|
itauq = ie + *n;
|
|
|
|
itaup = itauq + *n;
|
|
|
|
nwork = itaup + *n;
|
|
|
|
|
|
|
|
/* Bidiagonalize R in A */
|
|
|
|
/* (Workspace: need N*N+4*N, prefer N*N+3*N+2*N*NB) */
|
|
|
|
|
|
|
|
i__2 = *lwork - nwork + 1;
|
|
|
|
dgebrd_(n, n, &a[a_offset], lda, &s[1], &work[ie], &work[
|
|
|
|
itauq], &work[itaup], &work[nwork], &i__2, &ierr);
|
|
|
|
|
|
|
|
/* Perform bidiagonal SVD, computing left singular vectors */
|
|
|
|
/* of bidiagonal matrix in WORK(IU) and computing right */
|
|
|
|
/* singular vectors of bidiagonal matrix in VT */
|
|
|
|
/* (Workspace: need N+N*N+BDSPAC) */
|
|
|
|
|
|
|
|
dbdsdc_("U", "I", n, &s[1], &work[ie], &work[iu], n, &vt[
|
|
|
|
vt_offset], ldvt, dum, idum, &work[nwork], &iwork[1],
|
|
|
|
info);
|
|
|
|
|
|
|
|
/* Overwrite WORK(IU) by left singular vectors of R and VT */
|
|
|
|
/* by right singular vectors of R */
|
|
|
|
/* (Workspace: need N*N+3*N, prefer N*N+2*N+N*NB) */
|
|
|
|
|
|
|
|
i__2 = *lwork - nwork + 1;
|
|
|
|
dormbr_("Q", "L", "N", n, n, n, &a[a_offset], lda, &work[
|
|
|
|
itauq], &work[iu], &ldwrku, &work[nwork], &i__2, &
|
|
|
|
ierr);
|
|
|
|
i__2 = *lwork - nwork + 1;
|
|
|
|
dormbr_("P", "R", "T", n, n, n, &a[a_offset], lda, &work[
|
|
|
|
itaup], &vt[vt_offset], ldvt, &work[nwork], &i__2, &
|
|
|
|
ierr);
|
|
|
|
|
|
|
|
/* Multiply Q in U by left singular vectors of R in */
|
|
|
|
/* WORK(IU), storing result in A */
|
|
|
|
/* (Workspace: need N*N) */
|
|
|
|
|
|
|
|
dgemm_("N", "N", m, n, n, &c_b248, &u[u_offset], ldu, &work[
|
|
|
|
iu], &ldwrku, &c_b227, &a[a_offset], lda);
|
|
|
|
|
|
|
|
/* Copy left singular vectors of A from A to U */
|
|
|
|
|
|
|
|
dlacpy_("F", m, n, &a[a_offset], lda, &u[u_offset], ldu);
|
|
|
|
|
|
|
|
}
|
|
|
|
|
|
|
|
} else {
|
|
|
|
|
|
|
|
/* M .LT. MNTHR */
|
|
|
|
|
|
|
|
/* Path 5 (M at least N, but not much larger) */
|
|
|
|
/* Reduce to bidiagonal form without QR decomposition */
|
|
|
|
|
|
|
|
ie = 1;
|
|
|
|
itauq = ie + *n;
|
|
|
|
itaup = itauq + *n;
|
|
|
|
nwork = itaup + *n;
|
|
|
|
|
|
|
|
/* Bidiagonalize A */
|
|
|
|
/* (Workspace: need 3*N+M, prefer 3*N+(M+N)*NB) */
|
|
|
|
|
|
|
|
i__2 = *lwork - nwork + 1;
|
|
|
|
dgebrd_(m, n, &a[a_offset], lda, &s[1], &work[ie], &work[itauq], &
|
|
|
|
work[itaup], &work[nwork], &i__2, &ierr);
|
|
|
|
if (wntqn) {
|
|
|
|
|
|
|
|
/* Perform bidiagonal SVD, only computing singular values */
|
|
|
|
/* (Workspace: need N+BDSPAC) */
|
|
|
|
|
|
|
|
dbdsdc_("U", "N", n, &s[1], &work[ie], dum, &c__1, dum, &c__1,
|
|
|
|
dum, idum, &work[nwork], &iwork[1], info);
|
|
|
|
} else if (wntqo) {
|
|
|
|
iu = nwork;
|
|
|
|
if (*lwork >= *m * *n + *n * 3 + bdspac) {
|
|
|
|
|
|
|
|
/* WORK( IU ) is M by N */
|
|
|
|
|
|
|
|
ldwrku = *m;
|
|
|
|
nwork = iu + ldwrku * *n;
|
|
|
|
dlaset_("F", m, n, &c_b227, &c_b227, &work[iu], &ldwrku);
|
|
|
|
} else {
|
|
|
|
|
|
|
|
/* WORK( IU ) is N by N */
|
|
|
|
|
|
|
|
ldwrku = *n;
|
|
|
|
nwork = iu + ldwrku * *n;
|
|
|
|
|
|
|
|
/* WORK(IR) is LDWRKR by N */
|
|
|
|
|
|
|
|
ir = nwork;
|
|
|
|
ldwrkr = (*lwork - *n * *n - *n * 3) / *n;
|
|
|
|
}
|
|
|
|
nwork = iu + ldwrku * *n;
|
|
|
|
|
|
|
|
/* Perform bidiagonal SVD, computing left singular vectors */
|
|
|
|
/* of bidiagonal matrix in WORK(IU) and computing right */
|
|
|
|
/* singular vectors of bidiagonal matrix in VT */
|
|
|
|
/* (Workspace: need N+N*N+BDSPAC) */
|
|
|
|
|
|
|
|
dbdsdc_("U", "I", n, &s[1], &work[ie], &work[iu], &ldwrku, &
|
|
|
|
vt[vt_offset], ldvt, dum, idum, &work[nwork], &iwork[
|
|
|
|
1], info);
|
|
|
|
|
|
|
|
/* Overwrite VT by right singular vectors of A */
|
|
|
|
/* (Workspace: need N*N+2*N, prefer N*N+N+N*NB) */
|
|
|
|
|
|
|
|
i__2 = *lwork - nwork + 1;
|
|
|
|
dormbr_("P", "R", "T", n, n, n, &a[a_offset], lda, &work[
|
|
|
|
itaup], &vt[vt_offset], ldvt, &work[nwork], &i__2, &
|
|
|
|
ierr);
|
|
|
|
|
|
|
|
if (*lwork >= *m * *n + *n * 3 + bdspac) {
|
|
|
|
|
|
|
|
/* Overwrite WORK(IU) by left singular vectors of A */
|
|
|
|
/* (Workspace: need N*N+2*N, prefer N*N+N+N*NB) */
|
|
|
|
|
|
|
|
i__2 = *lwork - nwork + 1;
|
|
|
|
dormbr_("Q", "L", "N", m, n, n, &a[a_offset], lda, &work[
|
|
|
|
itauq], &work[iu], &ldwrku, &work[nwork], &i__2, &
|
|
|
|
ierr);
|
|
|
|
|
|
|
|
/* Copy left singular vectors of A from WORK(IU) to A */
|
|
|
|
|
|
|
|
dlacpy_("F", m, n, &work[iu], &ldwrku, &a[a_offset], lda);
|
|
|
|
} else {
|
|
|
|
|
|
|
|
/* Generate Q in A */
|
|
|
|
/* (Workspace: need N*N+2*N, prefer N*N+N+N*NB) */
|
|
|
|
|
|
|
|
i__2 = *lwork - nwork + 1;
|
|
|
|
dorgbr_("Q", m, n, n, &a[a_offset], lda, &work[itauq], &
|
|
|
|
work[nwork], &i__2, &ierr);
|
|
|
|
|
|
|
|
/* Multiply Q in A by left singular vectors of */
|
|
|
|
/* bidiagonal matrix in WORK(IU), storing result in */
|
|
|
|
/* WORK(IR) and copying to A */
|
|
|
|
/* (Workspace: need 2*N*N, prefer N*N+M*N) */
|
|
|
|
|
|
|
|
i__2 = *m;
|
|
|
|
i__1 = ldwrkr;
|
|
|
|
for (i__ = 1; i__1 < 0 ? i__ >= i__2 : i__ <= i__2; i__ +=
|
|
|
|
i__1) {
|
|
|
|
/* Computing MIN */
|
|
|
|
i__3 = *m - i__ + 1;
|
|
|
|
chunk = min(i__3,ldwrkr);
|
|
|
|
dgemm_("N", "N", &chunk, n, n, &c_b248, &a[i__ +
|
|
|
|
a_dim1], lda, &work[iu], &ldwrku, &c_b227, &
|
|
|
|
work[ir], &ldwrkr);
|
|
|
|
dlacpy_("F", &chunk, n, &work[ir], &ldwrkr, &a[i__ +
|
|
|
|
a_dim1], lda);
|
|
|
|
/* L20: */
|
|
|
|
}
|
|
|
|
}
|
|
|
|
|
|
|
|
} else if (wntqs) {
|
|
|
|
|
|
|
|
/* Perform bidiagonal SVD, computing left singular vectors */
|
|
|
|
/* of bidiagonal matrix in U and computing right singular */
|
|
|
|
/* vectors of bidiagonal matrix in VT */
|
|
|
|
/* (Workspace: need N+BDSPAC) */
|
|
|
|
|
|
|
|
dlaset_("F", m, n, &c_b227, &c_b227, &u[u_offset], ldu);
|
|
|
|
dbdsdc_("U", "I", n, &s[1], &work[ie], &u[u_offset], ldu, &vt[
|
|
|
|
vt_offset], ldvt, dum, idum, &work[nwork], &iwork[1],
|
|
|
|
info);
|
|
|
|
|
|
|
|
/* Overwrite U by left singular vectors of A and VT */
|
|
|
|
/* by right singular vectors of A */
|
|
|
|
/* (Workspace: need 3*N, prefer 2*N+N*NB) */
|
|
|
|
|
|
|
|
i__1 = *lwork - nwork + 1;
|
|
|
|
dormbr_("Q", "L", "N", m, n, n, &a[a_offset], lda, &work[
|
|
|
|
itauq], &u[u_offset], ldu, &work[nwork], &i__1, &ierr);
|
|
|
|
i__1 = *lwork - nwork + 1;
|
|
|
|
dormbr_("P", "R", "T", n, n, n, &a[a_offset], lda, &work[
|
|
|
|
itaup], &vt[vt_offset], ldvt, &work[nwork], &i__1, &
|
|
|
|
ierr);
|
|
|
|
} else if (wntqa) {
|
|
|
|
|
|
|
|
/* Perform bidiagonal SVD, computing left singular vectors */
|
|
|
|
/* of bidiagonal matrix in U and computing right singular */
|
|
|
|
/* vectors of bidiagonal matrix in VT */
|
|
|
|
/* (Workspace: need N+BDSPAC) */
|
|
|
|
|
|
|
|
dlaset_("F", m, m, &c_b227, &c_b227, &u[u_offset], ldu);
|
|
|
|
dbdsdc_("U", "I", n, &s[1], &work[ie], &u[u_offset], ldu, &vt[
|
|
|
|
vt_offset], ldvt, dum, idum, &work[nwork], &iwork[1],
|
|
|
|
info);
|
|
|
|
|
|
|
|
/* Set the right corner of U to identity matrix */
|
|
|
|
|
|
|
|
if (*m > *n) {
|
|
|
|
i__1 = *m - *n;
|
|
|
|
i__2 = *m - *n;
|
|
|
|
dlaset_("F", &i__1, &i__2, &c_b227, &c_b248, &u[*n + 1 + (
|
|
|
|
*n + 1) * u_dim1], ldu);
|
|
|
|
}
|
|
|
|
|
|
|
|
/* Overwrite U by left singular vectors of A and VT */
|
|
|
|
/* by right singular vectors of A */
|
|
|
|
/* (Workspace: need N*N+2*N+M, prefer N*N+2*N+M*NB) */
|
|
|
|
|
|
|
|
i__1 = *lwork - nwork + 1;
|
|
|
|
dormbr_("Q", "L", "N", m, m, n, &a[a_offset], lda, &work[
|
|
|
|
itauq], &u[u_offset], ldu, &work[nwork], &i__1, &ierr);
|
|
|
|
i__1 = *lwork - nwork + 1;
|
|
|
|
dormbr_("P", "R", "T", n, n, m, &a[a_offset], lda, &work[
|
|
|
|
itaup], &vt[vt_offset], ldvt, &work[nwork], &i__1, &
|
|
|
|
ierr);
|
|
|
|
}
|
|
|
|
|
|
|
|
}
|
|
|
|
|
|
|
|
} else {
|
|
|
|
|
|
|
|
/* A has more columns than rows. If A has sufficiently more */
|
|
|
|
/* columns than rows, first reduce using the LQ decomposition (if */
|
|
|
|
/* sufficient workspace available) */
|
|
|
|
|
|
|
|
if (*n >= mnthr) {
|
|
|
|
|
|
|
|
if (wntqn) {
|
|
|
|
|
|
|
|
/* Path 1t (N much larger than M, JOBZ='N') */
|
|
|
|
/* No singular vectors to be computed */
|
|
|
|
|
|
|
|
itau = 1;
|
|
|
|
nwork = itau + *m;
|
|
|
|
|
|
|
|
/* Compute A=L*Q */
|
|
|
|
/* (Workspace: need 2*M, prefer M+M*NB) */
|
|
|
|
|
|
|
|
i__1 = *lwork - nwork + 1;
|
|
|
|
dgelqf_(m, n, &a[a_offset], lda, &work[itau], &work[nwork], &
|
|
|
|
i__1, &ierr);
|
|
|
|
|
|
|
|
/* Zero out above L */
|
|
|
|
|
|
|
|
i__1 = *m - 1;
|
|
|
|
i__2 = *m - 1;
|
|
|
|
dlaset_("U", &i__1, &i__2, &c_b227, &c_b227, &a[(a_dim1 << 1)
|
|
|
|
+ 1], lda);
|
|
|
|
ie = 1;
|
|
|
|
itauq = ie + *m;
|
|
|
|
itaup = itauq + *m;
|
|
|
|
nwork = itaup + *m;
|
|
|
|
|
|
|
|
/* Bidiagonalize L in A */
|
|
|
|
/* (Workspace: need 4*M, prefer 3*M+2*M*NB) */
|
|
|
|
|
|
|
|
i__1 = *lwork - nwork + 1;
|
|
|
|
dgebrd_(m, m, &a[a_offset], lda, &s[1], &work[ie], &work[
|
|
|
|
itauq], &work[itaup], &work[nwork], &i__1, &ierr);
|
|
|
|
nwork = ie + *m;
|
|
|
|
|
|
|
|
/* Perform bidiagonal SVD, computing singular values only */
|
|
|
|
/* (Workspace: need M+BDSPAC) */
|
|
|
|
|
|
|
|
dbdsdc_("U", "N", m, &s[1], &work[ie], dum, &c__1, dum, &c__1,
|
|
|
|
dum, idum, &work[nwork], &iwork[1], info);
|
|
|
|
|
|
|
|
} else if (wntqo) {
|
|
|
|
|
|
|
|
/* Path 2t (N much larger than M, JOBZ='O') */
|
|
|
|
/* M right singular vectors to be overwritten on A and */
|
|
|
|
/* M left singular vectors to be computed in U */
|
|
|
|
|
|
|
|
ivt = 1;
|
|
|
|
|
|
|
|
/* IVT is M by M */
|
|
|
|
|
|
|
|
il = ivt + *m * *m;
|
|
|
|
if (*lwork >= *m * *n + *m * *m + *m * 3 + bdspac) {
|
|
|
|
|
|
|
|
/* WORK(IL) is M by N */
|
|
|
|
|
|
|
|
ldwrkl = *m;
|
|
|
|
chunk = *n;
|
|
|
|
} else {
|
|
|
|
ldwrkl = *m;
|
|
|
|
chunk = (*lwork - *m * *m) / *m;
|
|
|
|
}
|
|
|
|
itau = il + ldwrkl * *m;
|
|
|
|
nwork = itau + *m;
|
|
|
|
|
|
|
|
/* Compute A=L*Q */
|
|
|
|
/* (Workspace: need M*M+2*M, prefer M*M+M+M*NB) */
|
|
|
|
|
|
|
|
i__1 = *lwork - nwork + 1;
|
|
|
|
dgelqf_(m, n, &a[a_offset], lda, &work[itau], &work[nwork], &
|
|
|
|
i__1, &ierr);
|
|
|
|
|
|
|
|
/* Copy L to WORK(IL), zeroing about above it */
|
|
|
|
|
|
|
|
dlacpy_("L", m, m, &a[a_offset], lda, &work[il], &ldwrkl);
|
|
|
|
i__1 = *m - 1;
|
|
|
|
i__2 = *m - 1;
|
|
|
|
dlaset_("U", &i__1, &i__2, &c_b227, &c_b227, &work[il +
|
|
|
|
ldwrkl], &ldwrkl);
|
|
|
|
|
|
|
|
/* Generate Q in A */
|
|
|
|
/* (Workspace: need M*M+2*M, prefer M*M+M+M*NB) */
|
|
|
|
|
|
|
|
i__1 = *lwork - nwork + 1;
|
|
|
|
dorglq_(m, n, m, &a[a_offset], lda, &work[itau], &work[nwork],
|
|
|
|
&i__1, &ierr);
|
|
|
|
ie = itau;
|
|
|
|
itauq = ie + *m;
|
|
|
|
itaup = itauq + *m;
|
|
|
|
nwork = itaup + *m;
|
|
|
|
|
|
|
|
/* Bidiagonalize L in WORK(IL) */
|
|
|
|
/* (Workspace: need M*M+4*M, prefer M*M+3*M+2*M*NB) */
|
|
|
|
|
|
|
|
i__1 = *lwork - nwork + 1;
|
|
|
|
dgebrd_(m, m, &work[il], &ldwrkl, &s[1], &work[ie], &work[
|
|
|
|
itauq], &work[itaup], &work[nwork], &i__1, &ierr);
|
|
|
|
|
|
|
|
/* Perform bidiagonal SVD, computing left singular vectors */
|
|
|
|
/* of bidiagonal matrix in U, and computing right singular */
|
|
|
|
/* vectors of bidiagonal matrix in WORK(IVT) */
|
|
|
|
/* (Workspace: need M+M*M+BDSPAC) */
|
|
|
|
|
|
|
|
dbdsdc_("U", "I", m, &s[1], &work[ie], &u[u_offset], ldu, &
|
|
|
|
work[ivt], m, dum, idum, &work[nwork], &iwork[1],
|
|
|
|
info);
|
|
|
|
|
|
|
|
/* Overwrite U by left singular vectors of L and WORK(IVT) */
|
|
|
|
/* by right singular vectors of L */
|
|
|
|
/* (Workspace: need 2*M*M+3*M, prefer 2*M*M+2*M+M*NB) */
|
|
|
|
|
|
|
|
i__1 = *lwork - nwork + 1;
|
|
|
|
dormbr_("Q", "L", "N", m, m, m, &work[il], &ldwrkl, &work[
|
|
|
|
itauq], &u[u_offset], ldu, &work[nwork], &i__1, &ierr);
|
|
|
|
i__1 = *lwork - nwork + 1;
|
|
|
|
dormbr_("P", "R", "T", m, m, m, &work[il], &ldwrkl, &work[
|
|
|
|
itaup], &work[ivt], m, &work[nwork], &i__1, &ierr);
|
|
|
|
|
|
|
|
/* Multiply right singular vectors of L in WORK(IVT) by Q */
|
|
|
|
/* in A, storing result in WORK(IL) and copying to A */
|
|
|
|
/* (Workspace: need 2*M*M, prefer M*M+M*N) */
|
|
|
|
|
|
|
|
i__1 = *n;
|
|
|
|
i__2 = chunk;
|
|
|
|
for (i__ = 1; i__2 < 0 ? i__ >= i__1 : i__ <= i__1; i__ +=
|
|
|
|
i__2) {
|
|
|
|
/* Computing MIN */
|
|
|
|
i__3 = *n - i__ + 1;
|
|
|
|
blk = min(i__3,chunk);
|
|
|
|
dgemm_("N", "N", m, &blk, m, &c_b248, &work[ivt], m, &a[
|
|
|
|
i__ * a_dim1 + 1], lda, &c_b227, &work[il], &
|
|
|
|
ldwrkl);
|
|
|
|
dlacpy_("F", m, &blk, &work[il], &ldwrkl, &a[i__ * a_dim1
|
|
|
|
+ 1], lda);
|
|
|
|
/* L30: */
|
|
|
|
}
|
|
|
|
|
|
|
|
} else if (wntqs) {
|
|
|
|
|
|
|
|
/* Path 3t (N much larger than M, JOBZ='S') */
|
|
|
|
/* M right singular vectors to be computed in VT and */
|
|
|
|
/* M left singular vectors to be computed in U */
|
|
|
|
|
|
|
|
il = 1;
|
|
|
|
|
|
|
|
/* WORK(IL) is M by M */
|
|
|
|
|
|
|
|
ldwrkl = *m;
|
|
|
|
itau = il + ldwrkl * *m;
|
|
|
|
nwork = itau + *m;
|
|
|
|
|
|
|
|
/* Compute A=L*Q */
|
|
|
|
/* (Workspace: need M*M+2*M, prefer M*M+M+M*NB) */
|
|
|
|
|
|
|
|
i__2 = *lwork - nwork + 1;
|
|
|
|
dgelqf_(m, n, &a[a_offset], lda, &work[itau], &work[nwork], &
|
|
|
|
i__2, &ierr);
|
|
|
|
|
|
|
|
/* Copy L to WORK(IL), zeroing out above it */
|
|
|
|
|
|
|
|
dlacpy_("L", m, m, &a[a_offset], lda, &work[il], &ldwrkl);
|
|
|
|
i__2 = *m - 1;
|
|
|
|
i__1 = *m - 1;
|
|
|
|
dlaset_("U", &i__2, &i__1, &c_b227, &c_b227, &work[il +
|
|
|
|
ldwrkl], &ldwrkl);
|
|
|
|
|
|
|
|
/* Generate Q in A */
|
|
|
|
/* (Workspace: need M*M+2*M, prefer M*M+M+M*NB) */
|
|
|
|
|
|
|
|
i__2 = *lwork - nwork + 1;
|
|
|
|
dorglq_(m, n, m, &a[a_offset], lda, &work[itau], &work[nwork],
|
|
|
|
&i__2, &ierr);
|
|
|
|
ie = itau;
|
|
|
|
itauq = ie + *m;
|
|
|
|
itaup = itauq + *m;
|
|
|
|
nwork = itaup + *m;
|
|
|
|
|
|
|
|
/* Bidiagonalize L in WORK(IU), copying result to U */
|
|
|
|
/* (Workspace: need M*M+4*M, prefer M*M+3*M+2*M*NB) */
|
|
|
|
|
|
|
|
i__2 = *lwork - nwork + 1;
|
|
|
|
dgebrd_(m, m, &work[il], &ldwrkl, &s[1], &work[ie], &work[
|
|
|
|
itauq], &work[itaup], &work[nwork], &i__2, &ierr);
|
|
|
|
|
|
|
|
/* Perform bidiagonal SVD, computing left singular vectors */
|
|
|
|
/* of bidiagonal matrix in U and computing right singular */
|
|
|
|
/* vectors of bidiagonal matrix in VT */
|
|
|
|
/* (Workspace: need M+BDSPAC) */
|
|
|
|
|
|
|
|
dbdsdc_("U", "I", m, &s[1], &work[ie], &u[u_offset], ldu, &vt[
|
|
|
|
vt_offset], ldvt, dum, idum, &work[nwork], &iwork[1],
|
|
|
|
info);
|
|
|
|
|
|
|
|
/* Overwrite U by left singular vectors of L and VT */
|
|
|
|
/* by right singular vectors of L */
|
|
|
|
/* (Workspace: need M*M+3*M, prefer M*M+2*M+M*NB) */
|
|
|
|
|
|
|
|
i__2 = *lwork - nwork + 1;
|
|
|
|
dormbr_("Q", "L", "N", m, m, m, &work[il], &ldwrkl, &work[
|
|
|
|
itauq], &u[u_offset], ldu, &work[nwork], &i__2, &ierr);
|
|
|
|
i__2 = *lwork - nwork + 1;
|
|
|
|
dormbr_("P", "R", "T", m, m, m, &work[il], &ldwrkl, &work[
|
|
|
|
itaup], &vt[vt_offset], ldvt, &work[nwork], &i__2, &
|
|
|
|
ierr);
|
|
|
|
|
|
|
|
/* Multiply right singular vectors of L in WORK(IL) by */
|
|
|
|
/* Q in A, storing result in VT */
|
|
|
|
/* (Workspace: need M*M) */
|
|
|
|
|
|
|
|
dlacpy_("F", m, m, &vt[vt_offset], ldvt, &work[il], &ldwrkl);
|
|
|
|
dgemm_("N", "N", m, n, m, &c_b248, &work[il], &ldwrkl, &a[
|
|
|
|
a_offset], lda, &c_b227, &vt[vt_offset], ldvt);
|
|
|
|
|
|
|
|
} else if (wntqa) {
|
|
|
|
|
|
|
|
/* Path 4t (N much larger than M, JOBZ='A') */
|
|
|
|
/* N right singular vectors to be computed in VT and */
|
|
|
|
/* M left singular vectors to be computed in U */
|
|
|
|
|
|
|
|
ivt = 1;
|
|
|
|
|
|
|
|
/* WORK(IVT) is M by M */
|
|
|
|
|
|
|
|
ldwkvt = *m;
|
|
|
|
itau = ivt + ldwkvt * *m;
|
|
|
|
nwork = itau + *m;
|
|
|
|
|
|
|
|
/* Compute A=L*Q, copying result to VT */
|
|
|
|
/* (Workspace: need M*M+2*M, prefer M*M+M+M*NB) */
|
|
|
|
|
|
|
|
i__2 = *lwork - nwork + 1;
|
|
|
|
dgelqf_(m, n, &a[a_offset], lda, &work[itau], &work[nwork], &
|
|
|
|
i__2, &ierr);
|
|
|
|
dlacpy_("U", m, n, &a[a_offset], lda, &vt[vt_offset], ldvt);
|
|
|
|
|
|
|
|
/* Generate Q in VT */
|
|
|
|
/* (Workspace: need M*M+2*M, prefer M*M+M+M*NB) */
|
|
|
|
|
|
|
|
i__2 = *lwork - nwork + 1;
|
|
|
|
dorglq_(n, n, m, &vt[vt_offset], ldvt, &work[itau], &work[
|
|
|
|
nwork], &i__2, &ierr);
|
|
|
|
|
|
|
|
/* Produce L in A, zeroing out other entries */
|
|
|
|
|
|
|
|
i__2 = *m - 1;
|
|
|
|
i__1 = *m - 1;
|
|
|
|
dlaset_("U", &i__2, &i__1, &c_b227, &c_b227, &a[(a_dim1 << 1)
|
|
|
|
+ 1], lda);
|
|
|
|
ie = itau;
|
|
|
|
itauq = ie + *m;
|
|
|
|
itaup = itauq + *m;
|
|
|
|
nwork = itaup + *m;
|
|
|
|
|
|
|
|
/* Bidiagonalize L in A */
|
|
|
|
/* (Workspace: need M*M+4*M, prefer M*M+3*M+2*M*NB) */
|
|
|
|
|
|
|
|
i__2 = *lwork - nwork + 1;
|
|
|
|
dgebrd_(m, m, &a[a_offset], lda, &s[1], &work[ie], &work[
|
|
|
|
itauq], &work[itaup], &work[nwork], &i__2, &ierr);
|
|
|
|
|
|
|
|
/* Perform bidiagonal SVD, computing left singular vectors */
|
|
|
|
/* of bidiagonal matrix in U and computing right singular */
|
|
|
|
/* vectors of bidiagonal matrix in WORK(IVT) */
|
|
|
|
/* (Workspace: need M+M*M+BDSPAC) */
|
|
|
|
|
|
|
|
dbdsdc_("U", "I", m, &s[1], &work[ie], &u[u_offset], ldu, &
|
|
|
|
work[ivt], &ldwkvt, dum, idum, &work[nwork], &iwork[1]
|
|
|
|
, info);
|
|
|
|
|
|
|
|
/* Overwrite U by left singular vectors of L and WORK(IVT) */
|
|
|
|
/* by right singular vectors of L */
|
|
|
|
/* (Workspace: need M*M+3*M, prefer M*M+2*M+M*NB) */
|
|
|
|
|
|
|
|
i__2 = *lwork - nwork + 1;
|
|
|
|
dormbr_("Q", "L", "N", m, m, m, &a[a_offset], lda, &work[
|
|
|
|
itauq], &u[u_offset], ldu, &work[nwork], &i__2, &ierr);
|
|
|
|
i__2 = *lwork - nwork + 1;
|
|
|
|
dormbr_("P", "R", "T", m, m, m, &a[a_offset], lda, &work[
|
|
|
|
itaup], &work[ivt], &ldwkvt, &work[nwork], &i__2, &
|
|
|
|
ierr);
|
|
|
|
|
|
|
|
/* Multiply right singular vectors of L in WORK(IVT) by */
|
|
|
|
/* Q in VT, storing result in A */
|
|
|
|
/* (Workspace: need M*M) */
|
|
|
|
|
|
|
|
dgemm_("N", "N", m, n, m, &c_b248, &work[ivt], &ldwkvt, &vt[
|
|
|
|
vt_offset], ldvt, &c_b227, &a[a_offset], lda);
|
|
|
|
|
|
|
|
/* Copy right singular vectors of A from A to VT */
|
|
|
|
|
|
|
|
dlacpy_("F", m, n, &a[a_offset], lda, &vt[vt_offset], ldvt);
|
|
|
|
|
|
|
|
}
|
|
|
|
|
|
|
|
} else {
|
|
|
|
|
|
|
|
/* N .LT. MNTHR */
|
|
|
|
|
|
|
|
/* Path 5t (N greater than M, but not much larger) */
|
|
|
|
/* Reduce to bidiagonal form without LQ decomposition */
|
|
|
|
|
|
|
|
ie = 1;
|
|
|
|
itauq = ie + *m;
|
|
|
|
itaup = itauq + *m;
|
|
|
|
nwork = itaup + *m;
|
|
|
|
|
|
|
|
/* Bidiagonalize A */
|
|
|
|
/* (Workspace: need 3*M+N, prefer 3*M+(M+N)*NB) */
|
|
|
|
|
|
|
|
i__2 = *lwork - nwork + 1;
|
|
|
|
dgebrd_(m, n, &a[a_offset], lda, &s[1], &work[ie], &work[itauq], &
|
|
|
|
work[itaup], &work[nwork], &i__2, &ierr);
|
|
|
|
if (wntqn) {
|
|
|
|
|
|
|
|
/* Perform bidiagonal SVD, only computing singular values */
|
|
|
|
/* (Workspace: need M+BDSPAC) */
|
|
|
|
|
|
|
|
dbdsdc_("L", "N", m, &s[1], &work[ie], dum, &c__1, dum, &c__1,
|
|
|
|
dum, idum, &work[nwork], &iwork[1], info);
|
|
|
|
} else if (wntqo) {
|
|
|
|
ldwkvt = *m;
|
|
|
|
ivt = nwork;
|
|
|
|
if (*lwork >= *m * *n + *m * 3 + bdspac) {
|
|
|
|
|
|
|
|
/* WORK( IVT ) is M by N */
|
|
|
|
|
|
|
|
dlaset_("F", m, n, &c_b227, &c_b227, &work[ivt], &ldwkvt);
|
|
|
|
nwork = ivt + ldwkvt * *n;
|
|
|
|
} else {
|
|
|
|
|
|
|
|
/* WORK( IVT ) is M by M */
|
|
|
|
|
|
|
|
nwork = ivt + ldwkvt * *m;
|
|
|
|
il = nwork;
|
|
|
|
|
|
|
|
/* WORK(IL) is M by CHUNK */
|
|
|
|
|
|
|
|
chunk = (*lwork - *m * *m - *m * 3) / *m;
|
|
|
|
}
|
|
|
|
|
|
|
|
/* Perform bidiagonal SVD, computing left singular vectors */
|
|
|
|
/* of bidiagonal matrix in U and computing right singular */
|
|
|
|
/* vectors of bidiagonal matrix in WORK(IVT) */
|
|
|
|
/* (Workspace: need M*M+BDSPAC) */
|
|
|
|
|
|
|
|
dbdsdc_("L", "I", m, &s[1], &work[ie], &u[u_offset], ldu, &
|
|
|
|
work[ivt], &ldwkvt, dum, idum, &work[nwork], &iwork[1]
|
|
|
|
, info);
|
|
|
|
|
|
|
|
/* Overwrite U by left singular vectors of A */
|
|
|
|
/* (Workspace: need M*M+2*M, prefer M*M+M+M*NB) */
|
|
|
|
|
|
|
|
i__2 = *lwork - nwork + 1;
|
|
|
|
dormbr_("Q", "L", "N", m, m, n, &a[a_offset], lda, &work[
|
|
|
|
itauq], &u[u_offset], ldu, &work[nwork], &i__2, &ierr);
|
|
|
|
|
|
|
|
if (*lwork >= *m * *n + *m * 3 + bdspac) {
|
|
|
|
|
|
|
|
/* Overwrite WORK(IVT) by left singular vectors of A */
|
|
|
|
/* (Workspace: need M*M+2*M, prefer M*M+M+M*NB) */
|
|
|
|
|
|
|
|
i__2 = *lwork - nwork + 1;
|
|
|
|
dormbr_("P", "R", "T", m, n, m, &a[a_offset], lda, &work[
|
|
|
|
itaup], &work[ivt], &ldwkvt, &work[nwork], &i__2,
|
|
|
|
&ierr);
|
|
|
|
|
|
|
|
/* Copy right singular vectors of A from WORK(IVT) to A */
|
|
|
|
|
|
|
|
dlacpy_("F", m, n, &work[ivt], &ldwkvt, &a[a_offset], lda);
|
|
|
|
} else {
|
|
|
|
|
|
|
|
/* Generate P**T in A */
|
|
|
|
/* (Workspace: need M*M+2*M, prefer M*M+M+M*NB) */
|
|
|
|
|
|
|
|
i__2 = *lwork - nwork + 1;
|
|
|
|
dorgbr_("P", m, n, m, &a[a_offset], lda, &work[itaup], &
|
|
|
|
work[nwork], &i__2, &ierr);
|
|
|
|
|
|
|
|
/* Multiply Q in A by right singular vectors of */
|
|
|
|
/* bidiagonal matrix in WORK(IVT), storing result in */
|
|
|
|
/* WORK(IL) and copying to A */
|
|
|
|
/* (Workspace: need 2*M*M, prefer M*M+M*N) */
|
|
|
|
|
|
|
|
i__2 = *n;
|
|
|
|
i__1 = chunk;
|
|
|
|
for (i__ = 1; i__1 < 0 ? i__ >= i__2 : i__ <= i__2; i__ +=
|
|
|
|
i__1) {
|
|
|
|
/* Computing MIN */
|
|
|
|
i__3 = *n - i__ + 1;
|
|
|
|
blk = min(i__3,chunk);
|
|
|
|
dgemm_("N", "N", m, &blk, m, &c_b248, &work[ivt], &
|
|
|
|
ldwkvt, &a[i__ * a_dim1 + 1], lda, &c_b227, &
|
|
|
|
work[il], m);
|
|
|
|
dlacpy_("F", m, &blk, &work[il], m, &a[i__ * a_dim1 +
|
|
|
|
1], lda);
|
|
|
|
/* L40: */
|
|
|
|
}
|
|
|
|
}
|
|
|
|
} else if (wntqs) {
|
|
|
|
|
|
|
|
/* Perform bidiagonal SVD, computing left singular vectors */
|
|
|
|
/* of bidiagonal matrix in U and computing right singular */
|
|
|
|
/* vectors of bidiagonal matrix in VT */
|
|
|
|
/* (Workspace: need M+BDSPAC) */
|
|
|
|
|
|
|
|
dlaset_("F", m, n, &c_b227, &c_b227, &vt[vt_offset], ldvt);
|
|
|
|
dbdsdc_("L", "I", m, &s[1], &work[ie], &u[u_offset], ldu, &vt[
|
|
|
|
vt_offset], ldvt, dum, idum, &work[nwork], &iwork[1],
|
|
|
|
info);
|
|
|
|
|
|
|
|
/* Overwrite U by left singular vectors of A and VT */
|
|
|
|
/* by right singular vectors of A */
|
|
|
|
/* (Workspace: need 3*M, prefer 2*M+M*NB) */
|
|
|
|
|
|
|
|
i__1 = *lwork - nwork + 1;
|
|
|
|
dormbr_("Q", "L", "N", m, m, n, &a[a_offset], lda, &work[
|
|
|
|
itauq], &u[u_offset], ldu, &work[nwork], &i__1, &ierr);
|
|
|
|
i__1 = *lwork - nwork + 1;
|
|
|
|
dormbr_("P", "R", "T", m, n, m, &a[a_offset], lda, &work[
|
|
|
|
itaup], &vt[vt_offset], ldvt, &work[nwork], &i__1, &
|
|
|
|
ierr);
|
|
|
|
} else if (wntqa) {
|
|
|
|
|
|
|
|
/* Perform bidiagonal SVD, computing left singular vectors */
|
|
|
|
/* of bidiagonal matrix in U and computing right singular */
|
|
|
|
/* vectors of bidiagonal matrix in VT */
|
|
|
|
/* (Workspace: need M+BDSPAC) */
|
|
|
|
|
|
|
|
dlaset_("F", n, n, &c_b227, &c_b227, &vt[vt_offset], ldvt);
|
|
|
|
dbdsdc_("L", "I", m, &s[1], &work[ie], &u[u_offset], ldu, &vt[
|
|
|
|
vt_offset], ldvt, dum, idum, &work[nwork], &iwork[1],
|
|
|
|
info);
|
|
|
|
|
|
|
|
/* Set the right corner of VT to identity matrix */
|
|
|
|
|
|
|
|
if (*n > *m) {
|
|
|
|
i__1 = *n - *m;
|
|
|
|
i__2 = *n - *m;
|
|
|
|
dlaset_("F", &i__1, &i__2, &c_b227, &c_b248, &vt[*m + 1 +
|
|
|
|
(*m + 1) * vt_dim1], ldvt);
|
|
|
|
}
|
|
|
|
|
|
|
|
/* Overwrite U by left singular vectors of A and VT */
|
|
|
|
/* by right singular vectors of A */
|
|
|
|
/* (Workspace: need 2*M+N, prefer 2*M+N*NB) */
|
|
|
|
|
|
|
|
i__1 = *lwork - nwork + 1;
|
|
|
|
dormbr_("Q", "L", "N", m, m, n, &a[a_offset], lda, &work[
|
|
|
|
itauq], &u[u_offset], ldu, &work[nwork], &i__1, &ierr);
|
|
|
|
i__1 = *lwork - nwork + 1;
|
|
|
|
dormbr_("P", "R", "T", n, n, m, &a[a_offset], lda, &work[
|
|
|
|
itaup], &vt[vt_offset], ldvt, &work[nwork], &i__1, &
|
|
|
|
ierr);
|
|
|
|
}
|
|
|
|
|
|
|
|
}
|
|
|
|
|
|
|
|
}
|
|
|
|
|
|
|
|
/* Undo scaling if necessary */
|
|
|
|
|
|
|
|
if (iscl == 1) {
|
|
|
|
if (anrm > bignum) {
|
|
|
|
dlascl_("G", &c__0, &c__0, &bignum, &anrm, &minmn, &c__1, &s[1], &
|
|
|
|
minmn, &ierr);
|
|
|
|
}
|
|
|
|
if (anrm < smlnum) {
|
|
|
|
dlascl_("G", &c__0, &c__0, &smlnum, &anrm, &minmn, &c__1, &s[1], &
|
|
|
|
minmn, &ierr);
|
|
|
|
}
|
|
|
|
}
|
|
|
|
|
|
|
|
/* Return optimal workspace in WORK(1) */
|
|
|
|
|
|
|
|
work[1] = (doublereal) maxwrk;
|
|
|
|
|
|
|
|
return 0;
|
|
|
|
|
|
|
|
/* End of DGESDD */
|
|
|
|
|
|
|
|
} /* dgesdd_ */
|