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opencv/3rdparty/lapack/dbdsdc.c
Vadim Pisarevsky 127d6649a1 "atomic bomb" commit. Reorganized OpenCV directory structure
2010-05-11 17:44:00 +00:00

502 lines
16 KiB
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#include "clapack.h"
/* Table of constant values */
static integer c__9 = 9;
static integer c__0 = 0;
static doublereal c_b15 = 1.;
static integer c__1 = 1;
static doublereal c_b29 = 0.;
/* Subroutine */ int dbdsdc_(char *uplo, char *compq, integer *n, doublereal *
d__, doublereal *e, doublereal *u, integer *ldu, doublereal *vt,
integer *ldvt, doublereal *q, integer *iq, doublereal *work, integer *
iwork, integer *info)
{
/* System generated locals */
integer u_dim1, u_offset, vt_dim1, vt_offset, i__1, i__2;
doublereal d__1;
/* Builtin functions */
double d_sign(doublereal *, doublereal *), log(doublereal);
/* Local variables */
integer i__, j, k;
doublereal p, r__;
integer z__, ic, ii, kk;
doublereal cs;
integer is, iu;
doublereal sn;
integer nm1;
doublereal eps;
integer ivt, difl, difr, ierr, perm, mlvl, sqre;
extern logical lsame_(char *, char *);
extern /* Subroutine */ int dlasr_(char *, char *, char *, integer *,
integer *, doublereal *, doublereal *, doublereal *, integer *), dcopy_(integer *, doublereal *, integer *
, doublereal *, integer *), dswap_(integer *, doublereal *,
integer *, doublereal *, integer *);
integer poles, iuplo, nsize, start;
extern /* Subroutine */ int dlasd0_(integer *, integer *, doublereal *,
doublereal *, doublereal *, integer *, doublereal *, integer *,
integer *, integer *, doublereal *, integer *);
extern doublereal dlamch_(char *);
extern /* Subroutine */ int dlasda_(integer *, integer *, integer *,
integer *, doublereal *, doublereal *, doublereal *, integer *,
doublereal *, integer *, doublereal *, doublereal *, doublereal *,
doublereal *, integer *, integer *, integer *, integer *,
doublereal *, doublereal *, doublereal *, doublereal *, integer *,
integer *), dlascl_(char *, integer *, integer *, doublereal *,
doublereal *, integer *, integer *, doublereal *, integer *,
integer *), dlasdq_(char *, integer *, integer *, integer
*, integer *, integer *, doublereal *, doublereal *, doublereal *,
integer *, doublereal *, integer *, doublereal *, integer *,
doublereal *, integer *), dlaset_(char *, integer *,
integer *, doublereal *, doublereal *, doublereal *, integer *), dlartg_(doublereal *, doublereal *, doublereal *,
doublereal *, doublereal *);
extern integer ilaenv_(integer *, char *, char *, integer *, integer *,
integer *, integer *);
extern /* Subroutine */ int xerbla_(char *, integer *);
integer givcol;
extern doublereal dlanst_(char *, integer *, doublereal *, doublereal *);
integer icompq;
doublereal orgnrm;
integer givnum, 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 */
/* ======= */
/* DBDSDC 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. DBDSDC 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 DLASD3 for details. */
/* The code currently calls DLASDQ 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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 DOUBLE PRECISION 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) DOUBLE PRECISION 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_("DBDSDC", &i__1);
return 0;
}
/* Quick return if possible */
if (*n == 0) {
return 0;
}
smlsiz = ilaenv_(&c__9, "DBDSDC", " ", &c__0, &c__0, &c__0, &c__0);
if (*n == 1) {
if (icompq == 1) {
q[1] = d_sign(&c_b15, &d__[1]);
q[smlsiz * *n + 1] = 1.;
} else if (icompq == 2) {
u[u_dim1 + 1] = d_sign(&c_b15, &d__[1]);
vt[vt_dim1 + 1] = 1.;
}
d__[1] = abs(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) {
dcopy_(n, &d__[1], &c__1, &q[1], &c__1);
i__1 = *n - 1;
dcopy_(&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__) {
dlartg_(&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 DLASDQ to compute the singular values. */
if (icompq == 0) {
dlasdq_("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) {
dlaset_("A", n, n, &c_b29, &c_b15, &u[u_offset], ldu);
dlaset_("A", n, n, &c_b29, &c_b15, &vt[vt_offset], ldvt);
dlasdq_("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;
dlaset_("A", n, n, &c_b29, &c_b15, &q[iu + (qstart - 1) * *n], n);
dlaset_("A", n, n, &c_b29, &c_b15, &q[ivt + (qstart - 1) * *n], n);
dlasdq_("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) {
dlaset_("A", n, n, &c_b29, &c_b15, &u[u_offset], ldu);
dlaset_("A", n, n, &c_b29, &c_b15, &vt[vt_offset], ldvt);
}
/* Scale. */
orgnrm = dlanst_("M", n, &d__[1], &e[1]);
if (orgnrm == 0.) {
return 0;
}
dlascl_("G", &c__0, &c__0, &orgnrm, &c_b15, n, &c__1, &d__[1], n, &ierr);
dlascl_("G", &c__0, &c__0, &orgnrm, &c_b15, &nm1, &c__1, &e[1], &nm1, &
ierr);
eps = dlamch_("Epsilon");
mlvl = (integer) (log((doublereal) (*n) / (doublereal) (smlsiz + 1)) /
log(2.)) + 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 ((d__1 = d__[i__], abs(d__1)) < eps) {
d__[i__] = d_sign(&eps, &d__[i__]);
}
/* L20: */
}
start = 1;
sqre = 0;
i__1 = nm1;
for (i__ = 1; i__ <= i__1; ++i__) {
if ((d__1 = e[i__], abs(d__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 ((d__1 = e[i__], abs(d__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] = d_sign(&c_b15, &d__[*n]);
vt[*n + *n * vt_dim1] = 1.;
} else if (icompq == 1) {
q[*n + (qstart - 1) * *n] = d_sign(&c_b15, &d__[*n]);
q[*n + (smlsiz + qstart - 1) * *n] = 1.;
}
d__[*n] = (d__1 = d__[*n], abs(d__1));
}
if (icompq == 2) {
dlasd0_(&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 {
dlasda_(&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 */
dlascl_("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) {
dswap_(n, &u[i__ * u_dim1 + 1], &c__1, &u[kk * u_dim1 + 1], &
c__1);
dswap_(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) {
dlasr_("L", "V", "B", n, n, &work[1], &work[*n], &u[u_offset], ldu);
}
return 0;
/* End of DBDSDC */
} /* dbdsdc_ */
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