#include "clapack.h" /* Table of constant values */ static integer c__9 = 9; static integer c__0 = 0; static real c_b15 = 1.f; static integer c__1 = 1; static real c_b29 = 0.f; /* Subroutine */ int sbdsdc_(char *uplo, char *compq, integer *n, real *d__, real *e, real *u, integer *ldu, real *vt, integer *ldvt, real *q, integer *iq, real *work, integer *iwork, integer *info) { /* System generated locals */ integer u_dim1, u_offset, vt_dim1, vt_offset, i__1, i__2; real r__1; /* Builtin functions */ double r_sign(real *, real *), log(doublereal); /* Local variables */ integer i__, j, k; real p, r__; integer z__, ic, ii, kk; real cs; integer is, iu; real sn; integer nm1; real eps; integer ivt, difl, difr, ierr, perm, mlvl, sqre; extern logical lsame_(char *, char *); integer poles; extern /* Subroutine */ int slasr_(char *, char *, char *, integer *, integer *, real *, real *, real *, integer *); integer iuplo, nsize, start; extern /* Subroutine */ int scopy_(integer *, real *, integer *, real *, integer *), sswap_(integer *, real *, integer *, real *, integer * ), slasd0_(integer *, integer *, real *, real *, real *, integer * , real *, integer *, integer *, integer *, real *, integer *); extern doublereal slamch_(char *); extern /* Subroutine */ int slasda_(integer *, integer *, integer *, integer *, real *, real *, real *, integer *, real *, integer *, real *, real *, real *, real *, integer *, integer *, integer *, integer *, real *, real *, real *, real *, integer *, integer *), xerbla_(char *, integer *); extern integer ilaenv_(integer *, char *, char *, integer *, integer *, integer *, integer *); extern /* Subroutine */ int slascl_(char *, integer *, integer *, real *, real *, integer *, integer *, real *, integer *, integer *); integer givcol; extern /* Subroutine */ int slasdq_(char *, integer *, integer *, integer *, integer *, integer *, real *, real *, real *, integer *, real * , integer *, real *, integer *, real *, integer *); integer icompq; extern /* Subroutine */ int slaset_(char *, integer *, integer *, real *, real *, real *, integer *), slartg_(real *, real *, real * , real *, real *); real orgnrm; integer givnum; extern doublereal slanst_(char *, integer *, real *, real *); integer givptr, qstart, smlsiz, wstart, smlszp; /* -- LAPACK routine (version 3.1) -- */ /* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */ /* November 2006 */ /* .. Scalar Arguments .. */ /* .. */ /* .. Array Arguments .. */ /* .. */ /* Purpose */ /* ======= */ /* SBDSDC computes the singular value decomposition (SVD) of a real */ /* N-by-N (upper or lower) bidiagonal matrix B: B = U * S * VT, */ /* using a divide and conquer method, where S is a diagonal matrix */ /* with non-negative diagonal elements (the singular values of B), and */ /* U and VT are orthogonal matrices of left and right singular vectors, */ /* respectively. SBDSDC can be used to compute all singular values, */ /* and optionally, singular vectors or singular vectors in compact form. */ /* This code makes very mild assumptions about floating point */ /* arithmetic. It will work on machines with a guard digit in */ /* add/subtract, or on those binary machines without guard digits */ /* which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or Cray-2. */ /* It could conceivably fail on hexadecimal or decimal machines */ /* without guard digits, but we know of none. See SLASD3 for details. */ /* The code currently calls SLASDQ if singular values only are desired. */ /* However, it can be slightly modified to compute singular values */ /* using the divide and conquer method. */ /* Arguments */ /* ========= */ /* UPLO (input) CHARACTER*1 */ /* = 'U': B is upper bidiagonal. */ /* = 'L': B is lower bidiagonal. */ /* COMPQ (input) CHARACTER*1 */ /* Specifies whether singular vectors are to be computed */ /* as follows: */ /* = 'N': Compute singular values only; */ /* = 'P': Compute singular values and compute singular */ /* vectors in compact form; */ /* = 'I': Compute singular values and singular vectors. */ /* N (input) INTEGER */ /* The order of the matrix B. N >= 0. */ /* D (input/output) REAL array, dimension (N) */ /* On entry, the n diagonal elements of the bidiagonal matrix B. */ /* On exit, if INFO=0, the singular values of B. */ /* E (input/output) REAL array, dimension (N-1) */ /* On entry, the elements of E contain the offdiagonal */ /* elements of the bidiagonal matrix whose SVD is desired. */ /* On exit, E has been destroyed. */ /* U (output) REAL array, dimension (LDU,N) */ /* If COMPQ = 'I', then: */ /* On exit, if INFO = 0, U contains the left singular vectors */ /* of the bidiagonal matrix. */ /* For other values of COMPQ, U is not referenced. */ /* LDU (input) INTEGER */ /* The leading dimension of the array U. LDU >= 1. */ /* If singular vectors are desired, then LDU >= max( 1, N ). */ /* VT (output) REAL array, dimension (LDVT,N) */ /* If COMPQ = 'I', then: */ /* On exit, if INFO = 0, VT' contains the right singular */ /* vectors of the bidiagonal matrix. */ /* For other values of COMPQ, VT is not referenced. */ /* LDVT (input) INTEGER */ /* The leading dimension of the array VT. LDVT >= 1. */ /* If singular vectors are desired, then LDVT >= max( 1, N ). */ /* Q (output) REAL array, dimension (LDQ) */ /* If COMPQ = 'P', then: */ /* On exit, if INFO = 0, Q and IQ contain the left */ /* and right singular vectors in a compact form, */ /* requiring O(N log N) space instead of 2*N**2. */ /* In particular, Q contains all the REAL data in */ /* LDQ >= N*(11 + 2*SMLSIZ + 8*INT(LOG_2(N/(SMLSIZ+1)))) */ /* words of memory, where SMLSIZ is returned by ILAENV and */ /* is equal to the maximum size of the subproblems at the */ /* bottom of the computation tree (usually about 25). */ /* For other values of COMPQ, Q is not referenced. */ /* IQ (output) INTEGER array, dimension (LDIQ) */ /* If COMPQ = 'P', then: */ /* On exit, if INFO = 0, Q and IQ contain the left */ /* and right singular vectors in a compact form, */ /* requiring O(N log N) space instead of 2*N**2. */ /* In particular, IQ contains all INTEGER data in */ /* LDIQ >= N*(3 + 3*INT(LOG_2(N/(SMLSIZ+1)))) */ /* words of memory, where SMLSIZ is returned by ILAENV and */ /* is equal to the maximum size of the subproblems at the */ /* bottom of the computation tree (usually about 25). */ /* For other values of COMPQ, IQ is not referenced. */ /* WORK (workspace) REAL array, dimension (MAX(1,LWORK)) */ /* If COMPQ = 'N' then LWORK >= (4 * N). */ /* If COMPQ = 'P' then LWORK >= (6 * N). */ /* If COMPQ = 'I' then LWORK >= (3 * N**2 + 4 * N). */ /* IWORK (workspace) INTEGER array, dimension (8*N) */ /* INFO (output) INTEGER */ /* = 0: successful exit. */ /* < 0: if INFO = -i, the i-th argument had an illegal value. */ /* > 0: The algorithm failed to compute an singular value. */ /* The update process of divide and conquer failed. */ /* Further Details */ /* =============== */ /* Based on contributions by */ /* Ming Gu and Huan Ren, Computer Science Division, University of */ /* California at Berkeley, USA */ /* ===================================================================== */ /* Changed dimension statement in comment describing E from (N) to */ /* (N-1). Sven, 17 Feb 05. */ /* ===================================================================== */ /* .. Parameters .. */ /* .. */ /* .. Local Scalars .. */ /* .. */ /* .. External Functions .. */ /* .. */ /* .. External Subroutines .. */ /* .. */ /* .. Intrinsic Functions .. */ /* .. */ /* .. Executable Statements .. */ /* Test the input parameters. */ /* Parameter adjustments */ --d__; --e; u_dim1 = *ldu; u_offset = 1 + u_dim1; u -= u_offset; vt_dim1 = *ldvt; vt_offset = 1 + vt_dim1; vt -= vt_offset; --q; --iq; --work; --iwork; /* Function Body */ *info = 0; iuplo = 0; if (lsame_(uplo, "U")) { iuplo = 1; } if (lsame_(uplo, "L")) { iuplo = 2; } if (lsame_(compq, "N")) { icompq = 0; } else if (lsame_(compq, "P")) { icompq = 1; } else if (lsame_(compq, "I")) { icompq = 2; } else { icompq = -1; } if (iuplo == 0) { *info = -1; } else if (icompq < 0) { *info = -2; } else if (*n < 0) { *info = -3; } else if (*ldu < 1 || icompq == 2 && *ldu < *n) { *info = -7; } else if (*ldvt < 1 || icompq == 2 && *ldvt < *n) { *info = -9; } if (*info != 0) { i__1 = -(*info); xerbla_("SBDSDC", &i__1); return 0; } /* Quick return if possible */ if (*n == 0) { return 0; } smlsiz = ilaenv_(&c__9, "SBDSDC", " ", &c__0, &c__0, &c__0, &c__0); if (*n == 1) { if (icompq == 1) { q[1] = r_sign(&c_b15, &d__[1]); q[smlsiz * *n + 1] = 1.f; } else if (icompq == 2) { u[u_dim1 + 1] = r_sign(&c_b15, &d__[1]); vt[vt_dim1 + 1] = 1.f; } d__[1] = dabs(d__[1]); return 0; } nm1 = *n - 1; /* If matrix lower bidiagonal, rotate to be upper bidiagonal */ /* by applying Givens rotations on the left */ wstart = 1; qstart = 3; if (icompq == 1) { scopy_(n, &d__[1], &c__1, &q[1], &c__1); i__1 = *n - 1; scopy_(&i__1, &e[1], &c__1, &q[*n + 1], &c__1); } if (iuplo == 2) { qstart = 5; wstart = (*n << 1) - 1; i__1 = *n - 1; for (i__ = 1; i__ <= i__1; ++i__) { slartg_(&d__[i__], &e[i__], &cs, &sn, &r__); d__[i__] = r__; e[i__] = sn * d__[i__ + 1]; d__[i__ + 1] = cs * d__[i__ + 1]; if (icompq == 1) { q[i__ + (*n << 1)] = cs; q[i__ + *n * 3] = sn; } else if (icompq == 2) { work[i__] = cs; work[nm1 + i__] = -sn; } /* L10: */ } } /* If ICOMPQ = 0, use SLASDQ to compute the singular values. */ if (icompq == 0) { slasdq_("U", &c__0, n, &c__0, &c__0, &c__0, &d__[1], &e[1], &vt[ vt_offset], ldvt, &u[u_offset], ldu, &u[u_offset], ldu, &work[ wstart], info); goto L40; } /* If N is smaller than the minimum divide size SMLSIZ, then solve */ /* the problem with another solver. */ if (*n <= smlsiz) { if (icompq == 2) { slaset_("A", n, n, &c_b29, &c_b15, &u[u_offset], ldu); slaset_("A", n, n, &c_b29, &c_b15, &vt[vt_offset], ldvt); slasdq_("U", &c__0, n, n, n, &c__0, &d__[1], &e[1], &vt[vt_offset] , ldvt, &u[u_offset], ldu, &u[u_offset], ldu, &work[ wstart], info); } else if (icompq == 1) { iu = 1; ivt = iu + *n; slaset_("A", n, n, &c_b29, &c_b15, &q[iu + (qstart - 1) * *n], n); slaset_("A", n, n, &c_b29, &c_b15, &q[ivt + (qstart - 1) * *n], n); slasdq_("U", &c__0, n, n, n, &c__0, &d__[1], &e[1], &q[ivt + ( qstart - 1) * *n], n, &q[iu + (qstart - 1) * *n], n, &q[ iu + (qstart - 1) * *n], n, &work[wstart], info); } goto L40; } if (icompq == 2) { slaset_("A", n, n, &c_b29, &c_b15, &u[u_offset], ldu); slaset_("A", n, n, &c_b29, &c_b15, &vt[vt_offset], ldvt); } /* Scale. */ orgnrm = slanst_("M", n, &d__[1], &e[1]); if (orgnrm == 0.f) { return 0; } slascl_("G", &c__0, &c__0, &orgnrm, &c_b15, n, &c__1, &d__[1], n, &ierr); slascl_("G", &c__0, &c__0, &orgnrm, &c_b15, &nm1, &c__1, &e[1], &nm1, & ierr); eps = slamch_("Epsilon"); mlvl = (integer) (log((real) (*n) / (real) (smlsiz + 1)) / log(2.f)) + 1; smlszp = smlsiz + 1; if (icompq == 1) { iu = 1; ivt = smlsiz + 1; difl = ivt + smlszp; difr = difl + mlvl; z__ = difr + (mlvl << 1); ic = z__ + mlvl; is = ic + 1; poles = is + 1; givnum = poles + (mlvl << 1); k = 1; givptr = 2; perm = 3; givcol = perm + mlvl; } i__1 = *n; for (i__ = 1; i__ <= i__1; ++i__) { if ((r__1 = d__[i__], dabs(r__1)) < eps) { d__[i__] = r_sign(&eps, &d__[i__]); } /* L20: */ } start = 1; sqre = 0; i__1 = nm1; for (i__ = 1; i__ <= i__1; ++i__) { if ((r__1 = e[i__], dabs(r__1)) < eps || i__ == nm1) { /* Subproblem found. First determine its size and then */ /* apply divide and conquer on it. */ if (i__ < nm1) { /* A subproblem with E(I) small for I < NM1. */ nsize = i__ - start + 1; } else if ((r__1 = e[i__], dabs(r__1)) >= eps) { /* A subproblem with E(NM1) not too small but I = NM1. */ nsize = *n - start + 1; } else { /* A subproblem with E(NM1) small. This implies an */ /* 1-by-1 subproblem at D(N). Solve this 1-by-1 problem */ /* first. */ nsize = i__ - start + 1; if (icompq == 2) { u[*n + *n * u_dim1] = r_sign(&c_b15, &d__[*n]); vt[*n + *n * vt_dim1] = 1.f; } else if (icompq == 1) { q[*n + (qstart - 1) * *n] = r_sign(&c_b15, &d__[*n]); q[*n + (smlsiz + qstart - 1) * *n] = 1.f; } d__[*n] = (r__1 = d__[*n], dabs(r__1)); } if (icompq == 2) { slasd0_(&nsize, &sqre, &d__[start], &e[start], &u[start + start * u_dim1], ldu, &vt[start + start * vt_dim1], ldvt, &smlsiz, &iwork[1], &work[wstart], info); } else { slasda_(&icompq, &smlsiz, &nsize, &sqre, &d__[start], &e[ start], &q[start + (iu + qstart - 2) * *n], n, &q[ start + (ivt + qstart - 2) * *n], &iq[start + k * *n], &q[start + (difl + qstart - 2) * *n], &q[start + ( difr + qstart - 2) * *n], &q[start + (z__ + qstart - 2) * *n], &q[start + (poles + qstart - 2) * *n], &iq[ start + givptr * *n], &iq[start + givcol * *n], n, & iq[start + perm * *n], &q[start + (givnum + qstart - 2) * *n], &q[start + (ic + qstart - 2) * *n], &q[ start + (is + qstart - 2) * *n], &work[wstart], & iwork[1], info); if (*info != 0) { return 0; } } start = i__ + 1; } /* L30: */ } /* Unscale */ slascl_("G", &c__0, &c__0, &c_b15, &orgnrm, n, &c__1, &d__[1], n, &ierr); L40: /* Use Selection Sort to minimize swaps of singular vectors */ i__1 = *n; for (ii = 2; ii <= i__1; ++ii) { i__ = ii - 1; kk = i__; p = d__[i__]; i__2 = *n; for (j = ii; j <= i__2; ++j) { if (d__[j] > p) { kk = j; p = d__[j]; } /* L50: */ } if (kk != i__) { d__[kk] = d__[i__]; d__[i__] = p; if (icompq == 1) { iq[i__] = kk; } else if (icompq == 2) { sswap_(n, &u[i__ * u_dim1 + 1], &c__1, &u[kk * u_dim1 + 1], & c__1); sswap_(n, &vt[i__ + vt_dim1], ldvt, &vt[kk + vt_dim1], ldvt); } } else if (icompq == 1) { iq[i__] = i__; } /* L60: */ } /* If ICOMPQ = 1, use IQ(N,1) as the indicator for UPLO */ if (icompq == 1) { if (iuplo == 1) { iq[*n] = 1; } else { iq[*n] = 0; } } /* If B is lower bidiagonal, update U by those Givens rotations */ /* which rotated B to be upper bidiagonal */ if (iuplo == 2 && icompq == 2) { slasr_("L", "V", "B", n, n, &work[1], &work[*n], &u[u_offset], ldu); } return 0; /* End of SBDSDC */ } /* sbdsdc_ */