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zgejsv.f 95 kB

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  1. *> \brief \b ZGEJSV
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download ZGEJSV + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zgejsv.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zgejsv.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zgejsv.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZGEJSV( JOBA, JOBU, JOBV, JOBR, JOBT, JOBP,
  22. * M, N, A, LDA, SVA, U, LDU, V, LDV,
  23. * CWORK, LWORK, RWORK, LRWORK, IWORK, INFO )
  24. *
  25. * .. Scalar Arguments ..
  26. * IMPLICIT NONE
  27. * INTEGER INFO, LDA, LDU, LDV, LWORK, M, N
  28. * ..
  29. * .. Array Arguments ..
  30. * COMPLEX*16 A( LDA, * ), U( LDU, * ), V( LDV, * ), CWORK( LWORK )
  31. * DOUBLE PRECISION SVA( N ), RWORK( LRWORK )
  32. * INTEGER IWORK( * )
  33. * CHARACTER*1 JOBA, JOBP, JOBR, JOBT, JOBU, JOBV
  34. * ..
  35. *
  36. *
  37. *> \par Purpose:
  38. * =============
  39. *>
  40. *> \verbatim
  41. *>
  42. *> ZGEJSV computes the singular value decomposition (SVD) of a complex M-by-N
  43. *> matrix [A], where M >= N. The SVD of [A] is written as
  44. *>
  45. *> [A] = [U] * [SIGMA] * [V]^*,
  46. *>
  47. *> where [SIGMA] is an N-by-N (M-by-N) matrix which is zero except for its N
  48. *> diagonal elements, [U] is an M-by-N (or M-by-M) unitary matrix, and
  49. *> [V] is an N-by-N unitary matrix. The diagonal elements of [SIGMA] are
  50. *> the singular values of [A]. The columns of [U] and [V] are the left and
  51. *> the right singular vectors of [A], respectively. The matrices [U] and [V]
  52. *> are computed and stored in the arrays U and V, respectively. The diagonal
  53. *> of [SIGMA] is computed and stored in the array SVA.
  54. *> \endverbatim
  55. *>
  56. *> Arguments:
  57. *> ==========
  58. *>
  59. *> \param[in] JOBA
  60. *> \verbatim
  61. *> JOBA is CHARACTER*1
  62. *> Specifies the level of accuracy:
  63. *> = 'C': This option works well (high relative accuracy) if A = B * D,
  64. *> with well-conditioned B and arbitrary diagonal matrix D.
  65. *> The accuracy cannot be spoiled by COLUMN scaling. The
  66. *> accuracy of the computed output depends on the condition of
  67. *> B, and the procedure aims at the best theoretical accuracy.
  68. *> The relative error max_{i=1:N}|d sigma_i| / sigma_i is
  69. *> bounded by f(M,N)*epsilon* cond(B), independent of D.
  70. *> The input matrix is preprocessed with the QRF with column
  71. *> pivoting. This initial preprocessing and preconditioning by
  72. *> a rank revealing QR factorization is common for all values of
  73. *> JOBA. Additional actions are specified as follows:
  74. *> = 'E': Computation as with 'C' with an additional estimate of the
  75. *> condition number of B. It provides a realistic error bound.
  76. *> = 'F': If A = D1 * C * D2 with ill-conditioned diagonal scalings
  77. *> D1, D2, and well-conditioned matrix C, this option gives
  78. *> higher accuracy than the 'C' option. If the structure of the
  79. *> input matrix is not known, and relative accuracy is
  80. *> desirable, then this option is advisable. The input matrix A
  81. *> is preprocessed with QR factorization with FULL (row and
  82. *> column) pivoting.
  83. *> = 'G': Computation as with 'F' with an additional estimate of the
  84. *> condition number of B, where A=B*D. If A has heavily weighted
  85. *> rows, then using this condition number gives too pessimistic
  86. *> error bound.
  87. *> = 'A': Small singular values are not well determined by the data
  88. *> and are considered as noisy; the matrix is treated as
  89. *> numerically rank deficient. The error in the computed
  90. *> singular values is bounded by f(m,n)*epsilon*||A||.
  91. *> The computed SVD A = U * S * V^* restores A up to
  92. *> f(m,n)*epsilon*||A||.
  93. *> This gives the procedure the licence to discard (set to zero)
  94. *> all singular values below N*epsilon*||A||.
  95. *> = 'R': Similar as in 'A'. Rank revealing property of the initial
  96. *> QR factorization is used do reveal (using triangular factor)
  97. *> a gap sigma_{r+1} < epsilon * sigma_r in which case the
  98. *> numerical RANK is declared to be r. The SVD is computed with
  99. *> absolute error bounds, but more accurately than with 'A'.
  100. *> \endverbatim
  101. *>
  102. *> \param[in] JOBU
  103. *> \verbatim
  104. *> JOBU is CHARACTER*1
  105. *> Specifies whether to compute the columns of U:
  106. *> = 'U': N columns of U are returned in the array U.
  107. *> = 'F': full set of M left sing. vectors is returned in the array U.
  108. *> = 'W': U may be used as workspace of length M*N. See the description
  109. *> of U.
  110. *> = 'N': U is not computed.
  111. *> \endverbatim
  112. *>
  113. *> \param[in] JOBV
  114. *> \verbatim
  115. *> JOBV is CHARACTER*1
  116. *> Specifies whether to compute the matrix V:
  117. *> = 'V': N columns of V are returned in the array V; Jacobi rotations
  118. *> are not explicitly accumulated.
  119. *> = 'J': N columns of V are returned in the array V, but they are
  120. *> computed as the product of Jacobi rotations, if JOBT = 'N'.
  121. *> = 'W': V may be used as workspace of length N*N. See the description
  122. *> of V.
  123. *> = 'N': V is not computed.
  124. *> \endverbatim
  125. *>
  126. *> \param[in] JOBR
  127. *> \verbatim
  128. *> JOBR is CHARACTER*1
  129. *> Specifies the RANGE for the singular values. Issues the licence to
  130. *> set to zero small positive singular values if they are outside
  131. *> specified range. If A .NE. 0 is scaled so that the largest singular
  132. *> value of c*A is around SQRT(BIG), BIG=DLAMCH('O'), then JOBR issues
  133. *> the licence to kill columns of A whose norm in c*A is less than
  134. *> SQRT(SFMIN) (for JOBR = 'R'), or less than SMALL=SFMIN/EPSLN,
  135. *> where SFMIN=DLAMCH('S'), EPSLN=DLAMCH('E').
  136. *> = 'N': Do not kill small columns of c*A. This option assumes that
  137. *> BLAS and QR factorizations and triangular solvers are
  138. *> implemented to work in that range. If the condition of A
  139. *> is greater than BIG, use ZGESVJ.
  140. *> = 'R': RESTRICTED range for sigma(c*A) is [SQRT(SFMIN), SQRT(BIG)]
  141. *> (roughly, as described above). This option is recommended.
  142. *> ===========================
  143. *> For computing the singular values in the FULL range [SFMIN,BIG]
  144. *> use ZGESVJ.
  145. *> \endverbatim
  146. *>
  147. *> \param[in] JOBT
  148. *> \verbatim
  149. *> JOBT is CHARACTER*1
  150. *> If the matrix is square then the procedure may determine to use
  151. *> transposed A if A^* seems to be better with respect to convergence.
  152. *> If the matrix is not square, JOBT is ignored.
  153. *> The decision is based on two values of entropy over the adjoint
  154. *> orbit of A^* * A. See the descriptions of RWORK(6) and RWORK(7).
  155. *> = 'T': transpose if entropy test indicates possibly faster
  156. *> convergence of Jacobi process if A^* is taken as input. If A is
  157. *> replaced with A^*, then the row pivoting is included automatically.
  158. *> = 'N': do not speculate.
  159. *> The option 'T' can be used to compute only the singular values, or
  160. *> the full SVD (U, SIGMA and V). For only one set of singular vectors
  161. *> (U or V), the caller should provide both U and V, as one of the
  162. *> matrices is used as workspace if the matrix A is transposed.
  163. *> The implementer can easily remove this constraint and make the
  164. *> code more complicated. See the descriptions of U and V.
  165. *> In general, this option is considered experimental, and 'N'; should
  166. *> be preferred. This is subject to changes in the future.
  167. *> \endverbatim
  168. *>
  169. *> \param[in] JOBP
  170. *> \verbatim
  171. *> JOBP is CHARACTER*1
  172. *> Issues the licence to introduce structured perturbations to drown
  173. *> denormalized numbers. This licence should be active if the
  174. *> denormals are poorly implemented, causing slow computation,
  175. *> especially in cases of fast convergence (!). For details see [1,2].
  176. *> For the sake of simplicity, this perturbations are included only
  177. *> when the full SVD or only the singular values are requested. The
  178. *> implementer/user can easily add the perturbation for the cases of
  179. *> computing one set of singular vectors.
  180. *> = 'P': introduce perturbation
  181. *> = 'N': do not perturb
  182. *> \endverbatim
  183. *>
  184. *> \param[in] M
  185. *> \verbatim
  186. *> M is INTEGER
  187. *> The number of rows of the input matrix A. M >= 0.
  188. *> \endverbatim
  189. *>
  190. *> \param[in] N
  191. *> \verbatim
  192. *> N is INTEGER
  193. *> The number of columns of the input matrix A. M >= N >= 0.
  194. *> \endverbatim
  195. *>
  196. *> \param[in,out] A
  197. *> \verbatim
  198. *> A is COMPLEX*16 array, dimension (LDA,N)
  199. *> On entry, the M-by-N matrix A.
  200. *> \endverbatim
  201. *>
  202. *> \param[in] LDA
  203. *> \verbatim
  204. *> LDA is INTEGER
  205. *> The leading dimension of the array A. LDA >= max(1,M).
  206. *> \endverbatim
  207. *>
  208. *> \param[out] SVA
  209. *> \verbatim
  210. *> SVA is DOUBLE PRECISION array, dimension (N)
  211. *> On exit,
  212. *> - For RWORK(1)/RWORK(2) = ONE: The singular values of A. During
  213. *> the computation SVA contains Euclidean column norms of the
  214. *> iterated matrices in the array A.
  215. *> - For RWORK(1) .NE. RWORK(2): The singular values of A are
  216. *> (RWORK(1)/RWORK(2)) * SVA(1:N). This factored form is used if
  217. *> sigma_max(A) overflows or if small singular values have been
  218. *> saved from underflow by scaling the input matrix A.
  219. *> - If JOBR='R' then some of the singular values may be returned
  220. *> as exact zeros obtained by "set to zero" because they are
  221. *> below the numerical rank threshold or are denormalized numbers.
  222. *> \endverbatim
  223. *>
  224. *> \param[out] U
  225. *> \verbatim
  226. *> U is COMPLEX*16 array, dimension ( LDU, N )
  227. *> If JOBU = 'U', then U contains on exit the M-by-N matrix of
  228. *> the left singular vectors.
  229. *> If JOBU = 'F', then U contains on exit the M-by-M matrix of
  230. *> the left singular vectors, including an ONB
  231. *> of the orthogonal complement of the Range(A).
  232. *> If JOBU = 'W' .AND. (JOBV = 'V' .AND. JOBT = 'T' .AND. M = N),
  233. *> then U is used as workspace if the procedure
  234. *> replaces A with A^*. In that case, [V] is computed
  235. *> in U as left singular vectors of A^* and then
  236. *> copied back to the V array. This 'W' option is just
  237. *> a reminder to the caller that in this case U is
  238. *> reserved as workspace of length N*N.
  239. *> If JOBU = 'N' U is not referenced, unless JOBT='T'.
  240. *> \endverbatim
  241. *>
  242. *> \param[in] LDU
  243. *> \verbatim
  244. *> LDU is INTEGER
  245. *> The leading dimension of the array U, LDU >= 1.
  246. *> IF JOBU = 'U' or 'F' or 'W', then LDU >= M.
  247. *> \endverbatim
  248. *>
  249. *> \param[out] V
  250. *> \verbatim
  251. *> V is COMPLEX*16 array, dimension ( LDV, N )
  252. *> If JOBV = 'V', 'J' then V contains on exit the N-by-N matrix of
  253. *> the right singular vectors;
  254. *> If JOBV = 'W', AND (JOBU = 'U' AND JOBT = 'T' AND M = N),
  255. *> then V is used as workspace if the pprocedure
  256. *> replaces A with A^*. In that case, [U] is computed
  257. *> in V as right singular vectors of A^* and then
  258. *> copied back to the U array. This 'W' option is just
  259. *> a reminder to the caller that in this case V is
  260. *> reserved as workspace of length N*N.
  261. *> If JOBV = 'N' V is not referenced, unless JOBT='T'.
  262. *> \endverbatim
  263. *>
  264. *> \param[in] LDV
  265. *> \verbatim
  266. *> LDV is INTEGER
  267. *> The leading dimension of the array V, LDV >= 1.
  268. *> If JOBV = 'V' or 'J' or 'W', then LDV >= N.
  269. *> \endverbatim
  270. *>
  271. *> \param[out] CWORK
  272. *> \verbatim
  273. *> CWORK is COMPLEX*16 array, dimension (MAX(2,LWORK))
  274. *> If the call to ZGEJSV is a workspace query (indicated by LWORK=-1 or
  275. *> LRWORK=-1), then on exit CWORK(1) contains the required length of
  276. *> CWORK for the job parameters used in the call.
  277. *> \endverbatim
  278. *>
  279. *> \param[in] LWORK
  280. *> \verbatim
  281. *> LWORK is INTEGER
  282. *> Length of CWORK to confirm proper allocation of workspace.
  283. *> LWORK depends on the job:
  284. *>
  285. *> 1. If only SIGMA is needed ( JOBU = 'N', JOBV = 'N' ) and
  286. *> 1.1 .. no scaled condition estimate required (JOBA.NE.'E'.AND.JOBA.NE.'G'):
  287. *> LWORK >= 2*N+1. This is the minimal requirement.
  288. *> ->> For optimal performance (blocked code) the optimal value
  289. *> is LWORK >= N + (N+1)*NB. Here NB is the optimal
  290. *> block size for ZGEQP3 and ZGEQRF.
  291. *> In general, optimal LWORK is computed as
  292. *> LWORK >= max(N+LWORK(ZGEQP3),N+LWORK(ZGEQRF), LWORK(ZGESVJ)).
  293. *> 1.2. .. an estimate of the scaled condition number of A is
  294. *> required (JOBA='E', or 'G'). In this case, LWORK the minimal
  295. *> requirement is LWORK >= N*N + 2*N.
  296. *> ->> For optimal performance (blocked code) the optimal value
  297. *> is LWORK >= max(N+(N+1)*NB, N*N+2*N)=N**2+2*N.
  298. *> In general, the optimal length LWORK is computed as
  299. *> LWORK >= max(N+LWORK(ZGEQP3),N+LWORK(ZGEQRF), LWORK(ZGESVJ),
  300. *> N*N+LWORK(ZPOCON)).
  301. *> 2. If SIGMA and the right singular vectors are needed (JOBV = 'V'),
  302. *> (JOBU = 'N')
  303. *> 2.1 .. no scaled condition estimate requested (JOBE = 'N'):
  304. *> -> the minimal requirement is LWORK >= 3*N.
  305. *> -> For optimal performance,
  306. *> LWORK >= max(N+(N+1)*NB, 2*N+N*NB)=2*N+N*NB,
  307. *> where NB is the optimal block size for ZGEQP3, ZGEQRF, ZGELQF,
  308. *> ZUNMLQ. In general, the optimal length LWORK is computed as
  309. *> LWORK >= max(N+LWORK(ZGEQP3), N+LWORK(ZGESVJ),
  310. *> N+LWORK(ZGELQF), 2*N+LWORK(ZGEQRF), N+LWORK(ZUNMLQ)).
  311. *> 2.2 .. an estimate of the scaled condition number of A is
  312. *> required (JOBA='E', or 'G').
  313. *> -> the minimal requirement is LWORK >= 3*N.
  314. *> -> For optimal performance,
  315. *> LWORK >= max(N+(N+1)*NB, 2*N,2*N+N*NB)=2*N+N*NB,
  316. *> where NB is the optimal block size for ZGEQP3, ZGEQRF, ZGELQF,
  317. *> ZUNMLQ. In general, the optimal length LWORK is computed as
  318. *> LWORK >= max(N+LWORK(ZGEQP3), LWORK(ZPOCON), N+LWORK(ZGESVJ),
  319. *> N+LWORK(ZGELQF), 2*N+LWORK(ZGEQRF), N+LWORK(ZUNMLQ)).
  320. *> 3. If SIGMA and the left singular vectors are needed
  321. *> 3.1 .. no scaled condition estimate requested (JOBE = 'N'):
  322. *> -> the minimal requirement is LWORK >= 3*N.
  323. *> -> For optimal performance:
  324. *> if JOBU = 'U' :: LWORK >= max(3*N, N+(N+1)*NB, 2*N+N*NB)=2*N+N*NB,
  325. *> where NB is the optimal block size for ZGEQP3, ZGEQRF, ZUNMQR.
  326. *> In general, the optimal length LWORK is computed as
  327. *> LWORK >= max(N+LWORK(ZGEQP3), 2*N+LWORK(ZGEQRF), N+LWORK(ZUNMQR)).
  328. *> 3.2 .. an estimate of the scaled condition number of A is
  329. *> required (JOBA='E', or 'G').
  330. *> -> the minimal requirement is LWORK >= 3*N.
  331. *> -> For optimal performance:
  332. *> if JOBU = 'U' :: LWORK >= max(3*N, N+(N+1)*NB, 2*N+N*NB)=2*N+N*NB,
  333. *> where NB is the optimal block size for ZGEQP3, ZGEQRF, ZUNMQR.
  334. *> In general, the optimal length LWORK is computed as
  335. *> LWORK >= max(N+LWORK(ZGEQP3),N+LWORK(ZPOCON),
  336. *> 2*N+LWORK(ZGEQRF), N+LWORK(ZUNMQR)).
  337. *> 4. If the full SVD is needed: (JOBU = 'U' or JOBU = 'F') and
  338. *> 4.1. if JOBV = 'V'
  339. *> the minimal requirement is LWORK >= 5*N+2*N*N.
  340. *> 4.2. if JOBV = 'J' the minimal requirement is
  341. *> LWORK >= 4*N+N*N.
  342. *> In both cases, the allocated CWORK can accommodate blocked runs
  343. *> of ZGEQP3, ZGEQRF, ZGELQF, SUNMQR, ZUNMLQ.
  344. *>
  345. *> If the call to ZGEJSV is a workspace query (indicated by LWORK=-1 or
  346. *> LRWORK=-1), then on exit CWORK(1) contains the optimal and CWORK(2) contains the
  347. *> minimal length of CWORK for the job parameters used in the call.
  348. *> \endverbatim
  349. *>
  350. *> \param[out] RWORK
  351. *> \verbatim
  352. *> RWORK is DOUBLE PRECISION array, dimension (MAX(7,LRWORK))
  353. *> On exit,
  354. *> RWORK(1) = Determines the scaling factor SCALE = RWORK(2) / RWORK(1)
  355. *> such that SCALE*SVA(1:N) are the computed singular values
  356. *> of A. (See the description of SVA().)
  357. *> RWORK(2) = See the description of RWORK(1).
  358. *> RWORK(3) = SCONDA is an estimate for the condition number of
  359. *> column equilibrated A. (If JOBA = 'E' or 'G')
  360. *> SCONDA is an estimate of SQRT(||(R^* * R)^(-1)||_1).
  361. *> It is computed using ZPOCON. It holds
  362. *> N^(-1/4) * SCONDA <= ||R^(-1)||_2 <= N^(1/4) * SCONDA
  363. *> where R is the triangular factor from the QRF of A.
  364. *> However, if R is truncated and the numerical rank is
  365. *> determined to be strictly smaller than N, SCONDA is
  366. *> returned as -1, thus indicating that the smallest
  367. *> singular values might be lost.
  368. *>
  369. *> If full SVD is needed, the following two condition numbers are
  370. *> useful for the analysis of the algorithm. They are provided for
  371. *> a developer/implementer who is familiar with the details of
  372. *> the method.
  373. *>
  374. *> RWORK(4) = an estimate of the scaled condition number of the
  375. *> triangular factor in the first QR factorization.
  376. *> RWORK(5) = an estimate of the scaled condition number of the
  377. *> triangular factor in the second QR factorization.
  378. *> The following two parameters are computed if JOBT = 'T'.
  379. *> They are provided for a developer/implementer who is familiar
  380. *> with the details of the method.
  381. *> RWORK(6) = the entropy of A^* * A :: this is the Shannon entropy
  382. *> of diag(A^* * A) / Trace(A^* * A) taken as point in the
  383. *> probability simplex.
  384. *> RWORK(7) = the entropy of A * A^*. (See the description of RWORK(6).)
  385. *> If the call to ZGEJSV is a workspace query (indicated by LWORK=-1 or
  386. *> LRWORK=-1), then on exit RWORK(1) contains the required length of
  387. *> RWORK for the job parameters used in the call.
  388. *> \endverbatim
  389. *>
  390. *> \param[in] LRWORK
  391. *> \verbatim
  392. *> LRWORK is INTEGER
  393. *> Length of RWORK to confirm proper allocation of workspace.
  394. *> LRWORK depends on the job:
  395. *>
  396. *> 1. If only the singular values are requested i.e. if
  397. *> LSAME(JOBU,'N') .AND. LSAME(JOBV,'N')
  398. *> then:
  399. *> 1.1. If LSAME(JOBT,'T') .OR. LSAME(JOBA,'F') .OR. LSAME(JOBA,'G'),
  400. *> then: LRWORK = max( 7, 2 * M ).
  401. *> 1.2. Otherwise, LRWORK = max( 7, N ).
  402. *> 2. If singular values with the right singular vectors are requested
  403. *> i.e. if
  404. *> (LSAME(JOBV,'V').OR.LSAME(JOBV,'J')) .AND.
  405. *> .NOT.(LSAME(JOBU,'U').OR.LSAME(JOBU,'F'))
  406. *> then:
  407. *> 2.1. If LSAME(JOBT,'T') .OR. LSAME(JOBA,'F') .OR. LSAME(JOBA,'G'),
  408. *> then LRWORK = max( 7, 2 * M ).
  409. *> 2.2. Otherwise, LRWORK = max( 7, N ).
  410. *> 3. If singular values with the left singular vectors are requested, i.e. if
  411. *> (LSAME(JOBU,'U').OR.LSAME(JOBU,'F')) .AND.
  412. *> .NOT.(LSAME(JOBV,'V').OR.LSAME(JOBV,'J'))
  413. *> then:
  414. *> 3.1. If LSAME(JOBT,'T') .OR. LSAME(JOBA,'F') .OR. LSAME(JOBA,'G'),
  415. *> then LRWORK = max( 7, 2 * M ).
  416. *> 3.2. Otherwise, LRWORK = max( 7, N ).
  417. *> 4. If singular values with both the left and the right singular vectors
  418. *> are requested, i.e. if
  419. *> (LSAME(JOBU,'U').OR.LSAME(JOBU,'F')) .AND.
  420. *> (LSAME(JOBV,'V').OR.LSAME(JOBV,'J'))
  421. *> then:
  422. *> 4.1. If LSAME(JOBT,'T') .OR. LSAME(JOBA,'F') .OR. LSAME(JOBA,'G'),
  423. *> then LRWORK = max( 7, 2 * M ).
  424. *> 4.2. Otherwise, LRWORK = max( 7, N ).
  425. *>
  426. *> If, on entry, LRWORK = -1 or LWORK=-1, a workspace query is assumed and
  427. *> the length of RWORK is returned in RWORK(1).
  428. *> \endverbatim
  429. *>
  430. *> \param[out] IWORK
  431. *> \verbatim
  432. *> IWORK is INTEGER array, of dimension at least 4, that further depends
  433. *> on the job:
  434. *>
  435. *> 1. If only the singular values are requested then:
  436. *> If ( LSAME(JOBT,'T') .OR. LSAME(JOBA,'F') .OR. LSAME(JOBA,'G') )
  437. *> then the length of IWORK is N+M; otherwise the length of IWORK is N.
  438. *> 2. If the singular values and the right singular vectors are requested then:
  439. *> If ( LSAME(JOBT,'T') .OR. LSAME(JOBA,'F') .OR. LSAME(JOBA,'G') )
  440. *> then the length of IWORK is N+M; otherwise the length of IWORK is N.
  441. *> 3. If the singular values and the left singular vectors are requested then:
  442. *> If ( LSAME(JOBT,'T') .OR. LSAME(JOBA,'F') .OR. LSAME(JOBA,'G') )
  443. *> then the length of IWORK is N+M; otherwise the length of IWORK is N.
  444. *> 4. If the singular values with both the left and the right singular vectors
  445. *> are requested, then:
  446. *> 4.1. If LSAME(JOBV,'J') the length of IWORK is determined as follows:
  447. *> If ( LSAME(JOBT,'T') .OR. LSAME(JOBA,'F') .OR. LSAME(JOBA,'G') )
  448. *> then the length of IWORK is N+M; otherwise the length of IWORK is N.
  449. *> 4.2. If LSAME(JOBV,'V') the length of IWORK is determined as follows:
  450. *> If ( LSAME(JOBT,'T') .OR. LSAME(JOBA,'F') .OR. LSAME(JOBA,'G') )
  451. *> then the length of IWORK is 2*N+M; otherwise the length of IWORK is 2*N.
  452. *>
  453. *> On exit,
  454. *> IWORK(1) = the numerical rank determined after the initial
  455. *> QR factorization with pivoting. See the descriptions
  456. *> of JOBA and JOBR.
  457. *> IWORK(2) = the number of the computed nonzero singular values
  458. *> IWORK(3) = if nonzero, a warning message:
  459. *> If IWORK(3) = 1 then some of the column norms of A
  460. *> were denormalized floats. The requested high accuracy
  461. *> is not warranted by the data.
  462. *> IWORK(4) = 1 or -1. If IWORK(4) = 1, then the procedure used A^* to
  463. *> do the job as specified by the JOB parameters.
  464. *> If the call to ZGEJSV is a workspace query (indicated by LWORK = -1 or
  465. *> LRWORK = -1), then on exit IWORK(1) contains the required length of
  466. *> IWORK for the job parameters used in the call.
  467. *> \endverbatim
  468. *>
  469. *> \param[out] INFO
  470. *> \verbatim
  471. *> INFO is INTEGER
  472. *> < 0: if INFO = -i, then the i-th argument had an illegal value.
  473. *> = 0: successful exit;
  474. *> > 0: ZGEJSV did not converge in the maximal allowed number
  475. *> of sweeps. The computed values may be inaccurate.
  476. *> \endverbatim
  477. *
  478. * Authors:
  479. * ========
  480. *
  481. *> \author Univ. of Tennessee
  482. *> \author Univ. of California Berkeley
  483. *> \author Univ. of Colorado Denver
  484. *> \author NAG Ltd.
  485. *
  486. *> \ingroup complex16GEsing
  487. *
  488. *> \par Further Details:
  489. * =====================
  490. *>
  491. *> \verbatim
  492. *>
  493. *> ZGEJSV implements a preconditioned Jacobi SVD algorithm. It uses ZGEQP3,
  494. *> ZGEQRF, and ZGELQF as preprocessors and preconditioners. Optionally, an
  495. *> additional row pivoting can be used as a preprocessor, which in some
  496. *> cases results in much higher accuracy. An example is matrix A with the
  497. *> structure A = D1 * C * D2, where D1, D2 are arbitrarily ill-conditioned
  498. *> diagonal matrices and C is well-conditioned matrix. In that case, complete
  499. *> pivoting in the first QR factorizations provides accuracy dependent on the
  500. *> condition number of C, and independent of D1, D2. Such higher accuracy is
  501. *> not completely understood theoretically, but it works well in practice.
  502. *> Further, if A can be written as A = B*D, with well-conditioned B and some
  503. *> diagonal D, then the high accuracy is guaranteed, both theoretically and
  504. *> in software, independent of D. For more details see [1], [2].
  505. *> The computational range for the singular values can be the full range
  506. *> ( UNDERFLOW,OVERFLOW ), provided that the machine arithmetic and the BLAS
  507. *> & LAPACK routines called by ZGEJSV are implemented to work in that range.
  508. *> If that is not the case, then the restriction for safe computation with
  509. *> the singular values in the range of normalized IEEE numbers is that the
  510. *> spectral condition number kappa(A)=sigma_max(A)/sigma_min(A) does not
  511. *> overflow. This code (ZGEJSV) is best used in this restricted range,
  512. *> meaning that singular values of magnitude below ||A||_2 / DLAMCH('O') are
  513. *> returned as zeros. See JOBR for details on this.
  514. *> Further, this implementation is somewhat slower than the one described
  515. *> in [1,2] due to replacement of some non-LAPACK components, and because
  516. *> the choice of some tuning parameters in the iterative part (ZGESVJ) is
  517. *> left to the implementer on a particular machine.
  518. *> The rank revealing QR factorization (in this code: ZGEQP3) should be
  519. *> implemented as in [3]. We have a new version of ZGEQP3 under development
  520. *> that is more robust than the current one in LAPACK, with a cleaner cut in
  521. *> rank deficient cases. It will be available in the SIGMA library [4].
  522. *> If M is much larger than N, it is obvious that the initial QRF with
  523. *> column pivoting can be preprocessed by the QRF without pivoting. That
  524. *> well known trick is not used in ZGEJSV because in some cases heavy row
  525. *> weighting can be treated with complete pivoting. The overhead in cases
  526. *> M much larger than N is then only due to pivoting, but the benefits in
  527. *> terms of accuracy have prevailed. The implementer/user can incorporate
  528. *> this extra QRF step easily. The implementer can also improve data movement
  529. *> (matrix transpose, matrix copy, matrix transposed copy) - this
  530. *> implementation of ZGEJSV uses only the simplest, naive data movement.
  531. *> \endverbatim
  532. *
  533. *> \par Contributor:
  534. * ==================
  535. *>
  536. *> Zlatko Drmac, Department of Mathematics, Faculty of Science,
  537. *> University of Zagreb (Zagreb, Croatia); drmac@math.hr
  538. *
  539. *> \par References:
  540. * ================
  541. *>
  542. *> \verbatim
  543. *>
  544. *> [1] Z. Drmac and K. Veselic: New fast and accurate Jacobi SVD algorithm I.
  545. *> SIAM J. Matrix Anal. Appl. Vol. 35, No. 2 (2008), pp. 1322-1342.
  546. *> LAPACK Working note 169.
  547. *> [2] Z. Drmac and K. Veselic: New fast and accurate Jacobi SVD algorithm II.
  548. *> SIAM J. Matrix Anal. Appl. Vol. 35, No. 2 (2008), pp. 1343-1362.
  549. *> LAPACK Working note 170.
  550. *> [3] Z. Drmac and Z. Bujanovic: On the failure of rank-revealing QR
  551. *> factorization software - a case study.
  552. *> ACM Trans. Math. Softw. Vol. 35, No 2 (2008), pp. 1-28.
  553. *> LAPACK Working note 176.
  554. *> [4] Z. Drmac: SIGMA - mathematical software library for accurate SVD, PSV,
  555. *> QSVD, (H,K)-SVD computations.
  556. *> Department of Mathematics, University of Zagreb, 2008, 2016.
  557. *> \endverbatim
  558. *
  559. *> \par Bugs, examples and comments:
  560. * =================================
  561. *>
  562. *> Please report all bugs and send interesting examples and/or comments to
  563. *> drmac@math.hr. Thank you.
  564. *>
  565. * =====================================================================
  566. SUBROUTINE ZGEJSV( JOBA, JOBU, JOBV, JOBR, JOBT, JOBP,
  567. $ M, N, A, LDA, SVA, U, LDU, V, LDV,
  568. $ CWORK, LWORK, RWORK, LRWORK, IWORK, INFO )
  569. *
  570. * -- LAPACK computational routine --
  571. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  572. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  573. *
  574. * .. Scalar Arguments ..
  575. IMPLICIT NONE
  576. INTEGER INFO, LDA, LDU, LDV, LWORK, LRWORK, M, N
  577. * ..
  578. * .. Array Arguments ..
  579. COMPLEX*16 A( LDA, * ), U( LDU, * ), V( LDV, * ),
  580. $ CWORK( LWORK )
  581. DOUBLE PRECISION SVA( N ), RWORK( LRWORK )
  582. INTEGER IWORK( * )
  583. CHARACTER*1 JOBA, JOBP, JOBR, JOBT, JOBU, JOBV
  584. * ..
  585. *
  586. * ===========================================================================
  587. *
  588. * .. Local Parameters ..
  589. DOUBLE PRECISION ZERO, ONE
  590. PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
  591. COMPLEX*16 CZERO, CONE
  592. PARAMETER ( CZERO = ( 0.0D0, 0.0D0 ), CONE = ( 1.0D0, 0.0D0 ) )
  593. * ..
  594. * .. Local Scalars ..
  595. COMPLEX*16 CTEMP
  596. DOUBLE PRECISION AAPP, AAQQ, AATMAX, AATMIN, BIG, BIG1,
  597. $ COND_OK, CONDR1, CONDR2, ENTRA, ENTRAT, EPSLN,
  598. $ MAXPRJ, SCALEM, SCONDA, SFMIN, SMALL, TEMP1,
  599. $ USCAL1, USCAL2, XSC
  600. INTEGER IERR, N1, NR, NUMRANK, p, q, WARNING
  601. LOGICAL ALMORT, DEFR, ERREST, GOSCAL, JRACC, KILL, LQUERY,
  602. $ LSVEC, L2ABER, L2KILL, L2PERT, L2RANK, L2TRAN, NOSCAL,
  603. $ ROWPIV, RSVEC, TRANSP
  604. *
  605. INTEGER OPTWRK, MINWRK, MINRWRK, MINIWRK
  606. INTEGER LWCON, LWLQF, LWQP3, LWQRF, LWUNMLQ, LWUNMQR, LWUNMQRM,
  607. $ LWSVDJ, LWSVDJV, LRWQP3, LRWCON, LRWSVDJ, IWOFF
  608. INTEGER LWRK_ZGELQF, LWRK_ZGEQP3, LWRK_ZGEQP3N, LWRK_ZGEQRF,
  609. $ LWRK_ZGESVJ, LWRK_ZGESVJV, LWRK_ZGESVJU, LWRK_ZUNMLQ,
  610. $ LWRK_ZUNMQR, LWRK_ZUNMQRM
  611. * ..
  612. * .. Local Arrays
  613. COMPLEX*16 CDUMMY(1)
  614. DOUBLE PRECISION RDUMMY(1)
  615. *
  616. * .. Intrinsic Functions ..
  617. INTRINSIC ABS, DCMPLX, CONJG, DLOG, MAX, MIN, DBLE, NINT, SQRT
  618. * ..
  619. * .. External Functions ..
  620. DOUBLE PRECISION DLAMCH, DZNRM2
  621. INTEGER IDAMAX, IZAMAX
  622. LOGICAL LSAME
  623. EXTERNAL IDAMAX, IZAMAX, LSAME, DLAMCH, DZNRM2
  624. * ..
  625. * .. External Subroutines ..
  626. EXTERNAL DLASSQ, ZCOPY, ZGELQF, ZGEQP3, ZGEQRF, ZLACPY, ZLAPMR,
  627. $ ZLASCL, DLASCL, ZLASET, ZLASSQ, ZLASWP, ZUNGQR, ZUNMLQ,
  628. $ ZUNMQR, ZPOCON, DSCAL, ZDSCAL, ZSWAP, ZTRSM, ZLACGV,
  629. $ XERBLA
  630. *
  631. EXTERNAL ZGESVJ
  632. * ..
  633. *
  634. * Test the input arguments
  635. *
  636. LSVEC = LSAME( JOBU, 'U' ) .OR. LSAME( JOBU, 'F' )
  637. JRACC = LSAME( JOBV, 'J' )
  638. RSVEC = LSAME( JOBV, 'V' ) .OR. JRACC
  639. ROWPIV = LSAME( JOBA, 'F' ) .OR. LSAME( JOBA, 'G' )
  640. L2RANK = LSAME( JOBA, 'R' )
  641. L2ABER = LSAME( JOBA, 'A' )
  642. ERREST = LSAME( JOBA, 'E' ) .OR. LSAME( JOBA, 'G' )
  643. L2TRAN = LSAME( JOBT, 'T' ) .AND. ( M .EQ. N )
  644. L2KILL = LSAME( JOBR, 'R' )
  645. DEFR = LSAME( JOBR, 'N' )
  646. L2PERT = LSAME( JOBP, 'P' )
  647. *
  648. LQUERY = ( LWORK .EQ. -1 ) .OR. ( LRWORK .EQ. -1 )
  649. *
  650. IF ( .NOT.(ROWPIV .OR. L2RANK .OR. L2ABER .OR.
  651. $ ERREST .OR. LSAME( JOBA, 'C' ) )) THEN
  652. INFO = - 1
  653. ELSE IF ( .NOT.( LSVEC .OR. LSAME( JOBU, 'N' ) .OR.
  654. $ ( LSAME( JOBU, 'W' ) .AND. RSVEC .AND. L2TRAN ) ) ) THEN
  655. INFO = - 2
  656. ELSE IF ( .NOT.( RSVEC .OR. LSAME( JOBV, 'N' ) .OR.
  657. $ ( LSAME( JOBV, 'W' ) .AND. LSVEC .AND. L2TRAN ) ) ) THEN
  658. INFO = - 3
  659. ELSE IF ( .NOT. ( L2KILL .OR. DEFR ) ) THEN
  660. INFO = - 4
  661. ELSE IF ( .NOT. ( LSAME(JOBT,'T') .OR. LSAME(JOBT,'N') ) ) THEN
  662. INFO = - 5
  663. ELSE IF ( .NOT. ( L2PERT .OR. LSAME( JOBP, 'N' ) ) ) THEN
  664. INFO = - 6
  665. ELSE IF ( M .LT. 0 ) THEN
  666. INFO = - 7
  667. ELSE IF ( ( N .LT. 0 ) .OR. ( N .GT. M ) ) THEN
  668. INFO = - 8
  669. ELSE IF ( LDA .LT. M ) THEN
  670. INFO = - 10
  671. ELSE IF ( LSVEC .AND. ( LDU .LT. M ) ) THEN
  672. INFO = - 13
  673. ELSE IF ( RSVEC .AND. ( LDV .LT. N ) ) THEN
  674. INFO = - 15
  675. ELSE
  676. * #:)
  677. INFO = 0
  678. END IF
  679. *
  680. IF ( INFO .EQ. 0 ) THEN
  681. * .. compute the minimal and the optimal workspace lengths
  682. * [[The expressions for computing the minimal and the optimal
  683. * values of LCWORK, LRWORK are written with a lot of redundancy and
  684. * can be simplified. However, this verbose form is useful for
  685. * maintenance and modifications of the code.]]
  686. *
  687. * .. minimal workspace length for ZGEQP3 of an M x N matrix,
  688. * ZGEQRF of an N x N matrix, ZGELQF of an N x N matrix,
  689. * ZUNMLQ for computing N x N matrix, ZUNMQR for computing N x N
  690. * matrix, ZUNMQR for computing M x N matrix, respectively.
  691. LWQP3 = N+1
  692. LWQRF = MAX( 1, N )
  693. LWLQF = MAX( 1, N )
  694. LWUNMLQ = MAX( 1, N )
  695. LWUNMQR = MAX( 1, N )
  696. LWUNMQRM = MAX( 1, M )
  697. * .. minimal workspace length for ZPOCON of an N x N matrix
  698. LWCON = 2 * N
  699. * .. minimal workspace length for ZGESVJ of an N x N matrix,
  700. * without and with explicit accumulation of Jacobi rotations
  701. LWSVDJ = MAX( 2 * N, 1 )
  702. LWSVDJV = MAX( 2 * N, 1 )
  703. * .. minimal REAL workspace length for ZGEQP3, ZPOCON, ZGESVJ
  704. LRWQP3 = 2 * N
  705. LRWCON = N
  706. LRWSVDJ = N
  707. IF ( LQUERY ) THEN
  708. CALL ZGEQP3( M, N, A, LDA, IWORK, CDUMMY, CDUMMY, -1,
  709. $ RDUMMY, IERR )
  710. LWRK_ZGEQP3 = INT( CDUMMY(1) )
  711. CALL ZGEQRF( N, N, A, LDA, CDUMMY, CDUMMY,-1, IERR )
  712. LWRK_ZGEQRF = INT( CDUMMY(1) )
  713. CALL ZGELQF( N, N, A, LDA, CDUMMY, CDUMMY,-1, IERR )
  714. LWRK_ZGELQF = INT( CDUMMY(1) )
  715. END IF
  716. MINWRK = 2
  717. OPTWRK = 2
  718. MINIWRK = N
  719. IF ( .NOT. (LSVEC .OR. RSVEC ) ) THEN
  720. * .. minimal and optimal sizes of the complex workspace if
  721. * only the singular values are requested
  722. IF ( ERREST ) THEN
  723. MINWRK = MAX( N+LWQP3, N**2+LWCON, N+LWQRF, LWSVDJ )
  724. ELSE
  725. MINWRK = MAX( N+LWQP3, N+LWQRF, LWSVDJ )
  726. END IF
  727. IF ( LQUERY ) THEN
  728. CALL ZGESVJ( 'L', 'N', 'N', N, N, A, LDA, SVA, N, V,
  729. $ LDV, CDUMMY, -1, RDUMMY, -1, IERR )
  730. LWRK_ZGESVJ = INT( CDUMMY(1) )
  731. IF ( ERREST ) THEN
  732. OPTWRK = MAX( N+LWRK_ZGEQP3, N**2+LWCON,
  733. $ N+LWRK_ZGEQRF, LWRK_ZGESVJ )
  734. ELSE
  735. OPTWRK = MAX( N+LWRK_ZGEQP3, N+LWRK_ZGEQRF,
  736. $ LWRK_ZGESVJ )
  737. END IF
  738. END IF
  739. IF ( L2TRAN .OR. ROWPIV ) THEN
  740. IF ( ERREST ) THEN
  741. MINRWRK = MAX( 7, 2*M, LRWQP3, LRWCON, LRWSVDJ )
  742. ELSE
  743. MINRWRK = MAX( 7, 2*M, LRWQP3, LRWSVDJ )
  744. END IF
  745. ELSE
  746. IF ( ERREST ) THEN
  747. MINRWRK = MAX( 7, LRWQP3, LRWCON, LRWSVDJ )
  748. ELSE
  749. MINRWRK = MAX( 7, LRWQP3, LRWSVDJ )
  750. END IF
  751. END IF
  752. IF ( ROWPIV .OR. L2TRAN ) MINIWRK = MINIWRK + M
  753. ELSE IF ( RSVEC .AND. (.NOT.LSVEC) ) THEN
  754. * .. minimal and optimal sizes of the complex workspace if the
  755. * singular values and the right singular vectors are requested
  756. IF ( ERREST ) THEN
  757. MINWRK = MAX( N+LWQP3, LWCON, LWSVDJ, N+LWLQF,
  758. $ 2*N+LWQRF, N+LWSVDJ, N+LWUNMLQ )
  759. ELSE
  760. MINWRK = MAX( N+LWQP3, LWSVDJ, N+LWLQF, 2*N+LWQRF,
  761. $ N+LWSVDJ, N+LWUNMLQ )
  762. END IF
  763. IF ( LQUERY ) THEN
  764. CALL ZGESVJ( 'L', 'U', 'N', N,N, U, LDU, SVA, N, A,
  765. $ LDA, CDUMMY, -1, RDUMMY, -1, IERR )
  766. LWRK_ZGESVJ = INT( CDUMMY(1) )
  767. CALL ZUNMLQ( 'L', 'C', N, N, N, A, LDA, CDUMMY,
  768. $ V, LDV, CDUMMY, -1, IERR )
  769. LWRK_ZUNMLQ = INT( CDUMMY(1) )
  770. IF ( ERREST ) THEN
  771. OPTWRK = MAX( N+LWRK_ZGEQP3, LWCON, LWRK_ZGESVJ,
  772. $ N+LWRK_ZGELQF, 2*N+LWRK_ZGEQRF,
  773. $ N+LWRK_ZGESVJ, N+LWRK_ZUNMLQ )
  774. ELSE
  775. OPTWRK = MAX( N+LWRK_ZGEQP3, LWRK_ZGESVJ,N+LWRK_ZGELQF,
  776. $ 2*N+LWRK_ZGEQRF, N+LWRK_ZGESVJ,
  777. $ N+LWRK_ZUNMLQ )
  778. END IF
  779. END IF
  780. IF ( L2TRAN .OR. ROWPIV ) THEN
  781. IF ( ERREST ) THEN
  782. MINRWRK = MAX( 7, 2*M, LRWQP3, LRWSVDJ, LRWCON )
  783. ELSE
  784. MINRWRK = MAX( 7, 2*M, LRWQP3, LRWSVDJ )
  785. END IF
  786. ELSE
  787. IF ( ERREST ) THEN
  788. MINRWRK = MAX( 7, LRWQP3, LRWSVDJ, LRWCON )
  789. ELSE
  790. MINRWRK = MAX( 7, LRWQP3, LRWSVDJ )
  791. END IF
  792. END IF
  793. IF ( ROWPIV .OR. L2TRAN ) MINIWRK = MINIWRK + M
  794. ELSE IF ( LSVEC .AND. (.NOT.RSVEC) ) THEN
  795. * .. minimal and optimal sizes of the complex workspace if the
  796. * singular values and the left singular vectors are requested
  797. IF ( ERREST ) THEN
  798. MINWRK = N + MAX( LWQP3,LWCON,N+LWQRF,LWSVDJ,LWUNMQRM )
  799. ELSE
  800. MINWRK = N + MAX( LWQP3, N+LWQRF, LWSVDJ, LWUNMQRM )
  801. END IF
  802. IF ( LQUERY ) THEN
  803. CALL ZGESVJ( 'L', 'U', 'N', N,N, U, LDU, SVA, N, A,
  804. $ LDA, CDUMMY, -1, RDUMMY, -1, IERR )
  805. LWRK_ZGESVJ = INT( CDUMMY(1) )
  806. CALL ZUNMQR( 'L', 'N', M, N, N, A, LDA, CDUMMY, U,
  807. $ LDU, CDUMMY, -1, IERR )
  808. LWRK_ZUNMQRM = INT( CDUMMY(1) )
  809. IF ( ERREST ) THEN
  810. OPTWRK = N + MAX( LWRK_ZGEQP3, LWCON, N+LWRK_ZGEQRF,
  811. $ LWRK_ZGESVJ, LWRK_ZUNMQRM )
  812. ELSE
  813. OPTWRK = N + MAX( LWRK_ZGEQP3, N+LWRK_ZGEQRF,
  814. $ LWRK_ZGESVJ, LWRK_ZUNMQRM )
  815. END IF
  816. END IF
  817. IF ( L2TRAN .OR. ROWPIV ) THEN
  818. IF ( ERREST ) THEN
  819. MINRWRK = MAX( 7, 2*M, LRWQP3, LRWSVDJ, LRWCON )
  820. ELSE
  821. MINRWRK = MAX( 7, 2*M, LRWQP3, LRWSVDJ )
  822. END IF
  823. ELSE
  824. IF ( ERREST ) THEN
  825. MINRWRK = MAX( 7, LRWQP3, LRWSVDJ, LRWCON )
  826. ELSE
  827. MINRWRK = MAX( 7, LRWQP3, LRWSVDJ )
  828. END IF
  829. END IF
  830. IF ( ROWPIV .OR. L2TRAN ) MINIWRK = MINIWRK + M
  831. ELSE
  832. * .. minimal and optimal sizes of the complex workspace if the
  833. * full SVD is requested
  834. IF ( .NOT. JRACC ) THEN
  835. IF ( ERREST ) THEN
  836. MINWRK = MAX( N+LWQP3, N+LWCON, 2*N+N**2+LWCON,
  837. $ 2*N+LWQRF, 2*N+LWQP3,
  838. $ 2*N+N**2+N+LWLQF, 2*N+N**2+N+N**2+LWCON,
  839. $ 2*N+N**2+N+LWSVDJ, 2*N+N**2+N+LWSVDJV,
  840. $ 2*N+N**2+N+LWUNMQR,2*N+N**2+N+LWUNMLQ,
  841. $ N+N**2+LWSVDJ, N+LWUNMQRM )
  842. ELSE
  843. MINWRK = MAX( N+LWQP3, 2*N+N**2+LWCON,
  844. $ 2*N+LWQRF, 2*N+LWQP3,
  845. $ 2*N+N**2+N+LWLQF, 2*N+N**2+N+N**2+LWCON,
  846. $ 2*N+N**2+N+LWSVDJ, 2*N+N**2+N+LWSVDJV,
  847. $ 2*N+N**2+N+LWUNMQR,2*N+N**2+N+LWUNMLQ,
  848. $ N+N**2+LWSVDJ, N+LWUNMQRM )
  849. END IF
  850. MINIWRK = MINIWRK + N
  851. IF ( ROWPIV .OR. L2TRAN ) MINIWRK = MINIWRK + M
  852. ELSE
  853. IF ( ERREST ) THEN
  854. MINWRK = MAX( N+LWQP3, N+LWCON, 2*N+LWQRF,
  855. $ 2*N+N**2+LWSVDJV, 2*N+N**2+N+LWUNMQR,
  856. $ N+LWUNMQRM )
  857. ELSE
  858. MINWRK = MAX( N+LWQP3, 2*N+LWQRF,
  859. $ 2*N+N**2+LWSVDJV, 2*N+N**2+N+LWUNMQR,
  860. $ N+LWUNMQRM )
  861. END IF
  862. IF ( ROWPIV .OR. L2TRAN ) MINIWRK = MINIWRK + M
  863. END IF
  864. IF ( LQUERY ) THEN
  865. CALL ZUNMQR( 'L', 'N', M, N, N, A, LDA, CDUMMY, U,
  866. $ LDU, CDUMMY, -1, IERR )
  867. LWRK_ZUNMQRM = INT( CDUMMY(1) )
  868. CALL ZUNMQR( 'L', 'N', N, N, N, A, LDA, CDUMMY, U,
  869. $ LDU, CDUMMY, -1, IERR )
  870. LWRK_ZUNMQR = INT( CDUMMY(1) )
  871. IF ( .NOT. JRACC ) THEN
  872. CALL ZGEQP3( N,N, A, LDA, IWORK, CDUMMY,CDUMMY, -1,
  873. $ RDUMMY, IERR )
  874. LWRK_ZGEQP3N = INT( CDUMMY(1) )
  875. CALL ZGESVJ( 'L', 'U', 'N', N, N, U, LDU, SVA,
  876. $ N, V, LDV, CDUMMY, -1, RDUMMY, -1, IERR )
  877. LWRK_ZGESVJ = INT( CDUMMY(1) )
  878. CALL ZGESVJ( 'U', 'U', 'N', N, N, U, LDU, SVA,
  879. $ N, V, LDV, CDUMMY, -1, RDUMMY, -1, IERR )
  880. LWRK_ZGESVJU = INT( CDUMMY(1) )
  881. CALL ZGESVJ( 'L', 'U', 'V', N, N, U, LDU, SVA,
  882. $ N, V, LDV, CDUMMY, -1, RDUMMY, -1, IERR )
  883. LWRK_ZGESVJV = INT( CDUMMY(1) )
  884. CALL ZUNMLQ( 'L', 'C', N, N, N, A, LDA, CDUMMY,
  885. $ V, LDV, CDUMMY, -1, IERR )
  886. LWRK_ZUNMLQ = INT( CDUMMY(1) )
  887. IF ( ERREST ) THEN
  888. OPTWRK = MAX( N+LWRK_ZGEQP3, N+LWCON,
  889. $ 2*N+N**2+LWCON, 2*N+LWRK_ZGEQRF,
  890. $ 2*N+LWRK_ZGEQP3N,
  891. $ 2*N+N**2+N+LWRK_ZGELQF,
  892. $ 2*N+N**2+N+N**2+LWCON,
  893. $ 2*N+N**2+N+LWRK_ZGESVJ,
  894. $ 2*N+N**2+N+LWRK_ZGESVJV,
  895. $ 2*N+N**2+N+LWRK_ZUNMQR,
  896. $ 2*N+N**2+N+LWRK_ZUNMLQ,
  897. $ N+N**2+LWRK_ZGESVJU,
  898. $ N+LWRK_ZUNMQRM )
  899. ELSE
  900. OPTWRK = MAX( N+LWRK_ZGEQP3,
  901. $ 2*N+N**2+LWCON, 2*N+LWRK_ZGEQRF,
  902. $ 2*N+LWRK_ZGEQP3N,
  903. $ 2*N+N**2+N+LWRK_ZGELQF,
  904. $ 2*N+N**2+N+N**2+LWCON,
  905. $ 2*N+N**2+N+LWRK_ZGESVJ,
  906. $ 2*N+N**2+N+LWRK_ZGESVJV,
  907. $ 2*N+N**2+N+LWRK_ZUNMQR,
  908. $ 2*N+N**2+N+LWRK_ZUNMLQ,
  909. $ N+N**2+LWRK_ZGESVJU,
  910. $ N+LWRK_ZUNMQRM )
  911. END IF
  912. ELSE
  913. CALL ZGESVJ( 'L', 'U', 'V', N, N, U, LDU, SVA,
  914. $ N, V, LDV, CDUMMY, -1, RDUMMY, -1, IERR )
  915. LWRK_ZGESVJV = INT( CDUMMY(1) )
  916. CALL ZUNMQR( 'L', 'N', N, N, N, CDUMMY, N, CDUMMY,
  917. $ V, LDV, CDUMMY, -1, IERR )
  918. LWRK_ZUNMQR = INT( CDUMMY(1) )
  919. CALL ZUNMQR( 'L', 'N', M, N, N, A, LDA, CDUMMY, U,
  920. $ LDU, CDUMMY, -1, IERR )
  921. LWRK_ZUNMQRM = INT( CDUMMY(1) )
  922. IF ( ERREST ) THEN
  923. OPTWRK = MAX( N+LWRK_ZGEQP3, N+LWCON,
  924. $ 2*N+LWRK_ZGEQRF, 2*N+N**2,
  925. $ 2*N+N**2+LWRK_ZGESVJV,
  926. $ 2*N+N**2+N+LWRK_ZUNMQR,N+LWRK_ZUNMQRM )
  927. ELSE
  928. OPTWRK = MAX( N+LWRK_ZGEQP3, 2*N+LWRK_ZGEQRF,
  929. $ 2*N+N**2, 2*N+N**2+LWRK_ZGESVJV,
  930. $ 2*N+N**2+N+LWRK_ZUNMQR,
  931. $ N+LWRK_ZUNMQRM )
  932. END IF
  933. END IF
  934. END IF
  935. IF ( L2TRAN .OR. ROWPIV ) THEN
  936. MINRWRK = MAX( 7, 2*M, LRWQP3, LRWSVDJ, LRWCON )
  937. ELSE
  938. MINRWRK = MAX( 7, LRWQP3, LRWSVDJ, LRWCON )
  939. END IF
  940. END IF
  941. MINWRK = MAX( 2, MINWRK )
  942. OPTWRK = MAX( MINWRK, OPTWRK )
  943. IF ( LWORK .LT. MINWRK .AND. (.NOT.LQUERY) ) INFO = - 17
  944. IF ( LRWORK .LT. MINRWRK .AND. (.NOT.LQUERY) ) INFO = - 19
  945. END IF
  946. *
  947. IF ( INFO .NE. 0 ) THEN
  948. * #:(
  949. CALL XERBLA( 'ZGEJSV', - INFO )
  950. RETURN
  951. ELSE IF ( LQUERY ) THEN
  952. CWORK(1) = OPTWRK
  953. CWORK(2) = MINWRK
  954. RWORK(1) = MINRWRK
  955. IWORK(1) = MAX( 4, MINIWRK )
  956. RETURN
  957. END IF
  958. *
  959. * Quick return for void matrix (Y3K safe)
  960. * #:)
  961. IF ( ( M .EQ. 0 ) .OR. ( N .EQ. 0 ) ) THEN
  962. IWORK(1:4) = 0
  963. RWORK(1:7) = 0
  964. RETURN
  965. ENDIF
  966. *
  967. * Determine whether the matrix U should be M x N or M x M
  968. *
  969. IF ( LSVEC ) THEN
  970. N1 = N
  971. IF ( LSAME( JOBU, 'F' ) ) N1 = M
  972. END IF
  973. *
  974. * Set numerical parameters
  975. *
  976. *! NOTE: Make sure DLAMCH() does not fail on the target architecture.
  977. *
  978. EPSLN = DLAMCH('Epsilon')
  979. SFMIN = DLAMCH('SafeMinimum')
  980. SMALL = SFMIN / EPSLN
  981. BIG = DLAMCH('O')
  982. * BIG = ONE / SFMIN
  983. *
  984. * Initialize SVA(1:N) = diag( ||A e_i||_2 )_1^N
  985. *
  986. *(!) If necessary, scale SVA() to protect the largest norm from
  987. * overflow. It is possible that this scaling pushes the smallest
  988. * column norm left from the underflow threshold (extreme case).
  989. *
  990. SCALEM = ONE / SQRT(DBLE(M)*DBLE(N))
  991. NOSCAL = .TRUE.
  992. GOSCAL = .TRUE.
  993. DO 1874 p = 1, N
  994. AAPP = ZERO
  995. AAQQ = ONE
  996. CALL ZLASSQ( M, A(1,p), 1, AAPP, AAQQ )
  997. IF ( AAPP .GT. BIG ) THEN
  998. INFO = - 9
  999. CALL XERBLA( 'ZGEJSV', -INFO )
  1000. RETURN
  1001. END IF
  1002. AAQQ = SQRT(AAQQ)
  1003. IF ( ( AAPP .LT. (BIG / AAQQ) ) .AND. NOSCAL ) THEN
  1004. SVA(p) = AAPP * AAQQ
  1005. ELSE
  1006. NOSCAL = .FALSE.
  1007. SVA(p) = AAPP * ( AAQQ * SCALEM )
  1008. IF ( GOSCAL ) THEN
  1009. GOSCAL = .FALSE.
  1010. CALL DSCAL( p-1, SCALEM, SVA, 1 )
  1011. END IF
  1012. END IF
  1013. 1874 CONTINUE
  1014. *
  1015. IF ( NOSCAL ) SCALEM = ONE
  1016. *
  1017. AAPP = ZERO
  1018. AAQQ = BIG
  1019. DO 4781 p = 1, N
  1020. AAPP = MAX( AAPP, SVA(p) )
  1021. IF ( SVA(p) .NE. ZERO ) AAQQ = MIN( AAQQ, SVA(p) )
  1022. 4781 CONTINUE
  1023. *
  1024. * Quick return for zero M x N matrix
  1025. * #:)
  1026. IF ( AAPP .EQ. ZERO ) THEN
  1027. IF ( LSVEC ) CALL ZLASET( 'G', M, N1, CZERO, CONE, U, LDU )
  1028. IF ( RSVEC ) CALL ZLASET( 'G', N, N, CZERO, CONE, V, LDV )
  1029. RWORK(1) = ONE
  1030. RWORK(2) = ONE
  1031. IF ( ERREST ) RWORK(3) = ONE
  1032. IF ( LSVEC .AND. RSVEC ) THEN
  1033. RWORK(4) = ONE
  1034. RWORK(5) = ONE
  1035. END IF
  1036. IF ( L2TRAN ) THEN
  1037. RWORK(6) = ZERO
  1038. RWORK(7) = ZERO
  1039. END IF
  1040. IWORK(1) = 0
  1041. IWORK(2) = 0
  1042. IWORK(3) = 0
  1043. IWORK(4) = -1
  1044. RETURN
  1045. END IF
  1046. *
  1047. * Issue warning if denormalized column norms detected. Override the
  1048. * high relative accuracy request. Issue licence to kill nonzero columns
  1049. * (set them to zero) whose norm is less than sigma_max / BIG (roughly).
  1050. * #:(
  1051. WARNING = 0
  1052. IF ( AAQQ .LE. SFMIN ) THEN
  1053. L2RANK = .TRUE.
  1054. L2KILL = .TRUE.
  1055. WARNING = 1
  1056. END IF
  1057. *
  1058. * Quick return for one-column matrix
  1059. * #:)
  1060. IF ( N .EQ. 1 ) THEN
  1061. *
  1062. IF ( LSVEC ) THEN
  1063. CALL ZLASCL( 'G',0,0,SVA(1),SCALEM, M,1,A(1,1),LDA,IERR )
  1064. CALL ZLACPY( 'A', M, 1, A, LDA, U, LDU )
  1065. * computing all M left singular vectors of the M x 1 matrix
  1066. IF ( N1 .NE. N ) THEN
  1067. CALL ZGEQRF( M, N, U,LDU, CWORK, CWORK(N+1),LWORK-N,IERR )
  1068. CALL ZUNGQR( M,N1,1, U,LDU,CWORK,CWORK(N+1),LWORK-N,IERR )
  1069. CALL ZCOPY( M, A(1,1), 1, U(1,1), 1 )
  1070. END IF
  1071. END IF
  1072. IF ( RSVEC ) THEN
  1073. V(1,1) = CONE
  1074. END IF
  1075. IF ( SVA(1) .LT. (BIG*SCALEM) ) THEN
  1076. SVA(1) = SVA(1) / SCALEM
  1077. SCALEM = ONE
  1078. END IF
  1079. RWORK(1) = ONE / SCALEM
  1080. RWORK(2) = ONE
  1081. IF ( SVA(1) .NE. ZERO ) THEN
  1082. IWORK(1) = 1
  1083. IF ( ( SVA(1) / SCALEM) .GE. SFMIN ) THEN
  1084. IWORK(2) = 1
  1085. ELSE
  1086. IWORK(2) = 0
  1087. END IF
  1088. ELSE
  1089. IWORK(1) = 0
  1090. IWORK(2) = 0
  1091. END IF
  1092. IWORK(3) = 0
  1093. IWORK(4) = -1
  1094. IF ( ERREST ) RWORK(3) = ONE
  1095. IF ( LSVEC .AND. RSVEC ) THEN
  1096. RWORK(4) = ONE
  1097. RWORK(5) = ONE
  1098. END IF
  1099. IF ( L2TRAN ) THEN
  1100. RWORK(6) = ZERO
  1101. RWORK(7) = ZERO
  1102. END IF
  1103. RETURN
  1104. *
  1105. END IF
  1106. *
  1107. TRANSP = .FALSE.
  1108. *
  1109. AATMAX = -ONE
  1110. AATMIN = BIG
  1111. IF ( ROWPIV .OR. L2TRAN ) THEN
  1112. *
  1113. * Compute the row norms, needed to determine row pivoting sequence
  1114. * (in the case of heavily row weighted A, row pivoting is strongly
  1115. * advised) and to collect information needed to compare the
  1116. * structures of A * A^* and A^* * A (in the case L2TRAN.EQ..TRUE.).
  1117. *
  1118. IF ( L2TRAN ) THEN
  1119. DO 1950 p = 1, M
  1120. XSC = ZERO
  1121. TEMP1 = ONE
  1122. CALL ZLASSQ( N, A(p,1), LDA, XSC, TEMP1 )
  1123. * ZLASSQ gets both the ell_2 and the ell_infinity norm
  1124. * in one pass through the vector
  1125. RWORK(M+p) = XSC * SCALEM
  1126. RWORK(p) = XSC * (SCALEM*SQRT(TEMP1))
  1127. AATMAX = MAX( AATMAX, RWORK(p) )
  1128. IF (RWORK(p) .NE. ZERO)
  1129. $ AATMIN = MIN(AATMIN,RWORK(p))
  1130. 1950 CONTINUE
  1131. ELSE
  1132. DO 1904 p = 1, M
  1133. RWORK(M+p) = SCALEM*ABS( A(p,IZAMAX(N,A(p,1),LDA)) )
  1134. AATMAX = MAX( AATMAX, RWORK(M+p) )
  1135. AATMIN = MIN( AATMIN, RWORK(M+p) )
  1136. 1904 CONTINUE
  1137. END IF
  1138. *
  1139. END IF
  1140. *
  1141. * For square matrix A try to determine whether A^* would be better
  1142. * input for the preconditioned Jacobi SVD, with faster convergence.
  1143. * The decision is based on an O(N) function of the vector of column
  1144. * and row norms of A, based on the Shannon entropy. This should give
  1145. * the right choice in most cases when the difference actually matters.
  1146. * It may fail and pick the slower converging side.
  1147. *
  1148. ENTRA = ZERO
  1149. ENTRAT = ZERO
  1150. IF ( L2TRAN ) THEN
  1151. *
  1152. XSC = ZERO
  1153. TEMP1 = ONE
  1154. CALL DLASSQ( N, SVA, 1, XSC, TEMP1 )
  1155. TEMP1 = ONE / TEMP1
  1156. *
  1157. ENTRA = ZERO
  1158. DO 1113 p = 1, N
  1159. BIG1 = ( ( SVA(p) / XSC )**2 ) * TEMP1
  1160. IF ( BIG1 .NE. ZERO ) ENTRA = ENTRA + BIG1 * DLOG(BIG1)
  1161. 1113 CONTINUE
  1162. ENTRA = - ENTRA / DLOG(DBLE(N))
  1163. *
  1164. * Now, SVA().^2/Trace(A^* * A) is a point in the probability simplex.
  1165. * It is derived from the diagonal of A^* * A. Do the same with the
  1166. * diagonal of A * A^*, compute the entropy of the corresponding
  1167. * probability distribution. Note that A * A^* and A^* * A have the
  1168. * same trace.
  1169. *
  1170. ENTRAT = ZERO
  1171. DO 1114 p = 1, M
  1172. BIG1 = ( ( RWORK(p) / XSC )**2 ) * TEMP1
  1173. IF ( BIG1 .NE. ZERO ) ENTRAT = ENTRAT + BIG1 * DLOG(BIG1)
  1174. 1114 CONTINUE
  1175. ENTRAT = - ENTRAT / DLOG(DBLE(M))
  1176. *
  1177. * Analyze the entropies and decide A or A^*. Smaller entropy
  1178. * usually means better input for the algorithm.
  1179. *
  1180. TRANSP = ( ENTRAT .LT. ENTRA )
  1181. *
  1182. * If A^* is better than A, take the adjoint of A. This is allowed
  1183. * only for square matrices, M=N.
  1184. IF ( TRANSP ) THEN
  1185. * In an optimal implementation, this trivial transpose
  1186. * should be replaced with faster transpose.
  1187. DO 1115 p = 1, N - 1
  1188. A(p,p) = CONJG(A(p,p))
  1189. DO 1116 q = p + 1, N
  1190. CTEMP = CONJG(A(q,p))
  1191. A(q,p) = CONJG(A(p,q))
  1192. A(p,q) = CTEMP
  1193. 1116 CONTINUE
  1194. 1115 CONTINUE
  1195. A(N,N) = CONJG(A(N,N))
  1196. DO 1117 p = 1, N
  1197. RWORK(M+p) = SVA(p)
  1198. SVA(p) = RWORK(p)
  1199. * previously computed row 2-norms are now column 2-norms
  1200. * of the transposed matrix
  1201. 1117 CONTINUE
  1202. TEMP1 = AAPP
  1203. AAPP = AATMAX
  1204. AATMAX = TEMP1
  1205. TEMP1 = AAQQ
  1206. AAQQ = AATMIN
  1207. AATMIN = TEMP1
  1208. KILL = LSVEC
  1209. LSVEC = RSVEC
  1210. RSVEC = KILL
  1211. IF ( LSVEC ) N1 = N
  1212. *
  1213. ROWPIV = .TRUE.
  1214. END IF
  1215. *
  1216. END IF
  1217. * END IF L2TRAN
  1218. *
  1219. * Scale the matrix so that its maximal singular value remains less
  1220. * than SQRT(BIG) -- the matrix is scaled so that its maximal column
  1221. * has Euclidean norm equal to SQRT(BIG/N). The only reason to keep
  1222. * SQRT(BIG) instead of BIG is the fact that ZGEJSV uses LAPACK and
  1223. * BLAS routines that, in some implementations, are not capable of
  1224. * working in the full interval [SFMIN,BIG] and that they may provoke
  1225. * overflows in the intermediate results. If the singular values spread
  1226. * from SFMIN to BIG, then ZGESVJ will compute them. So, in that case,
  1227. * one should use ZGESVJ instead of ZGEJSV.
  1228. * >> change in the April 2016 update: allow bigger range, i.e. the
  1229. * largest column is allowed up to BIG/N and ZGESVJ will do the rest.
  1230. BIG1 = SQRT( BIG )
  1231. TEMP1 = SQRT( BIG / DBLE(N) )
  1232. * TEMP1 = BIG/DBLE(N)
  1233. *
  1234. CALL DLASCL( 'G', 0, 0, AAPP, TEMP1, N, 1, SVA, N, IERR )
  1235. IF ( AAQQ .GT. (AAPP * SFMIN) ) THEN
  1236. AAQQ = ( AAQQ / AAPP ) * TEMP1
  1237. ELSE
  1238. AAQQ = ( AAQQ * TEMP1 ) / AAPP
  1239. END IF
  1240. TEMP1 = TEMP1 * SCALEM
  1241. CALL ZLASCL( 'G', 0, 0, AAPP, TEMP1, M, N, A, LDA, IERR )
  1242. *
  1243. * To undo scaling at the end of this procedure, multiply the
  1244. * computed singular values with USCAL2 / USCAL1.
  1245. *
  1246. USCAL1 = TEMP1
  1247. USCAL2 = AAPP
  1248. *
  1249. IF ( L2KILL ) THEN
  1250. * L2KILL enforces computation of nonzero singular values in
  1251. * the restricted range of condition number of the initial A,
  1252. * sigma_max(A) / sigma_min(A) approx. SQRT(BIG)/SQRT(SFMIN).
  1253. XSC = SQRT( SFMIN )
  1254. ELSE
  1255. XSC = SMALL
  1256. *
  1257. * Now, if the condition number of A is too big,
  1258. * sigma_max(A) / sigma_min(A) .GT. SQRT(BIG/N) * EPSLN / SFMIN,
  1259. * as a precaution measure, the full SVD is computed using ZGESVJ
  1260. * with accumulated Jacobi rotations. This provides numerically
  1261. * more robust computation, at the cost of slightly increased run
  1262. * time. Depending on the concrete implementation of BLAS and LAPACK
  1263. * (i.e. how they behave in presence of extreme ill-conditioning) the
  1264. * implementor may decide to remove this switch.
  1265. IF ( ( AAQQ.LT.SQRT(SFMIN) ) .AND. LSVEC .AND. RSVEC ) THEN
  1266. JRACC = .TRUE.
  1267. END IF
  1268. *
  1269. END IF
  1270. IF ( AAQQ .LT. XSC ) THEN
  1271. DO 700 p = 1, N
  1272. IF ( SVA(p) .LT. XSC ) THEN
  1273. CALL ZLASET( 'A', M, 1, CZERO, CZERO, A(1,p), LDA )
  1274. SVA(p) = ZERO
  1275. END IF
  1276. 700 CONTINUE
  1277. END IF
  1278. *
  1279. * Preconditioning using QR factorization with pivoting
  1280. *
  1281. IF ( ROWPIV ) THEN
  1282. * Optional row permutation (Bjoerck row pivoting):
  1283. * A result by Cox and Higham shows that the Bjoerck's
  1284. * row pivoting combined with standard column pivoting
  1285. * has similar effect as Powell-Reid complete pivoting.
  1286. * The ell-infinity norms of A are made nonincreasing.
  1287. IF ( ( LSVEC .AND. RSVEC ) .AND. .NOT.( JRACC ) ) THEN
  1288. IWOFF = 2*N
  1289. ELSE
  1290. IWOFF = N
  1291. END IF
  1292. DO 1952 p = 1, M - 1
  1293. q = IDAMAX( M-p+1, RWORK(M+p), 1 ) + p - 1
  1294. IWORK(IWOFF+p) = q
  1295. IF ( p .NE. q ) THEN
  1296. TEMP1 = RWORK(M+p)
  1297. RWORK(M+p) = RWORK(M+q)
  1298. RWORK(M+q) = TEMP1
  1299. END IF
  1300. 1952 CONTINUE
  1301. CALL ZLASWP( N, A, LDA, 1, M-1, IWORK(IWOFF+1), 1 )
  1302. END IF
  1303. *
  1304. * End of the preparation phase (scaling, optional sorting and
  1305. * transposing, optional flushing of small columns).
  1306. *
  1307. * Preconditioning
  1308. *
  1309. * If the full SVD is needed, the right singular vectors are computed
  1310. * from a matrix equation, and for that we need theoretical analysis
  1311. * of the Businger-Golub pivoting. So we use ZGEQP3 as the first RR QRF.
  1312. * In all other cases the first RR QRF can be chosen by other criteria
  1313. * (eg speed by replacing global with restricted window pivoting, such
  1314. * as in xGEQPX from TOMS # 782). Good results will be obtained using
  1315. * xGEQPX with properly (!) chosen numerical parameters.
  1316. * Any improvement of ZGEQP3 improves overall performance of ZGEJSV.
  1317. *
  1318. * A * P1 = Q1 * [ R1^* 0]^*:
  1319. DO 1963 p = 1, N
  1320. * .. all columns are free columns
  1321. IWORK(p) = 0
  1322. 1963 CONTINUE
  1323. CALL ZGEQP3( M, N, A, LDA, IWORK, CWORK, CWORK(N+1), LWORK-N,
  1324. $ RWORK, IERR )
  1325. *
  1326. * The upper triangular matrix R1 from the first QRF is inspected for
  1327. * rank deficiency and possibilities for deflation, or possible
  1328. * ill-conditioning. Depending on the user specified flag L2RANK,
  1329. * the procedure explores possibilities to reduce the numerical
  1330. * rank by inspecting the computed upper triangular factor. If
  1331. * L2RANK or L2ABER are up, then ZGEJSV will compute the SVD of
  1332. * A + dA, where ||dA|| <= f(M,N)*EPSLN.
  1333. *
  1334. NR = 1
  1335. IF ( L2ABER ) THEN
  1336. * Standard absolute error bound suffices. All sigma_i with
  1337. * sigma_i < N*EPSLN*||A|| are flushed to zero. This is an
  1338. * aggressive enforcement of lower numerical rank by introducing a
  1339. * backward error of the order of N*EPSLN*||A||.
  1340. TEMP1 = SQRT(DBLE(N))*EPSLN
  1341. DO 3001 p = 2, N
  1342. IF ( ABS(A(p,p)) .GE. (TEMP1*ABS(A(1,1))) ) THEN
  1343. NR = NR + 1
  1344. ELSE
  1345. GO TO 3002
  1346. END IF
  1347. 3001 CONTINUE
  1348. 3002 CONTINUE
  1349. ELSE IF ( L2RANK ) THEN
  1350. * .. similarly as above, only slightly more gentle (less aggressive).
  1351. * Sudden drop on the diagonal of R1 is used as the criterion for
  1352. * close-to-rank-deficient.
  1353. TEMP1 = SQRT(SFMIN)
  1354. DO 3401 p = 2, N
  1355. IF ( ( ABS(A(p,p)) .LT. (EPSLN*ABS(A(p-1,p-1))) ) .OR.
  1356. $ ( ABS(A(p,p)) .LT. SMALL ) .OR.
  1357. $ ( L2KILL .AND. (ABS(A(p,p)) .LT. TEMP1) ) ) GO TO 3402
  1358. NR = NR + 1
  1359. 3401 CONTINUE
  1360. 3402 CONTINUE
  1361. *
  1362. ELSE
  1363. * The goal is high relative accuracy. However, if the matrix
  1364. * has high scaled condition number the relative accuracy is in
  1365. * general not feasible. Later on, a condition number estimator
  1366. * will be deployed to estimate the scaled condition number.
  1367. * Here we just remove the underflowed part of the triangular
  1368. * factor. This prevents the situation in which the code is
  1369. * working hard to get the accuracy not warranted by the data.
  1370. TEMP1 = SQRT(SFMIN)
  1371. DO 3301 p = 2, N
  1372. IF ( ( ABS(A(p,p)) .LT. SMALL ) .OR.
  1373. $ ( L2KILL .AND. (ABS(A(p,p)) .LT. TEMP1) ) ) GO TO 3302
  1374. NR = NR + 1
  1375. 3301 CONTINUE
  1376. 3302 CONTINUE
  1377. *
  1378. END IF
  1379. *
  1380. ALMORT = .FALSE.
  1381. IF ( NR .EQ. N ) THEN
  1382. MAXPRJ = ONE
  1383. DO 3051 p = 2, N
  1384. TEMP1 = ABS(A(p,p)) / SVA(IWORK(p))
  1385. MAXPRJ = MIN( MAXPRJ, TEMP1 )
  1386. 3051 CONTINUE
  1387. IF ( MAXPRJ**2 .GE. ONE - DBLE(N)*EPSLN ) ALMORT = .TRUE.
  1388. END IF
  1389. *
  1390. *
  1391. SCONDA = - ONE
  1392. CONDR1 = - ONE
  1393. CONDR2 = - ONE
  1394. *
  1395. IF ( ERREST ) THEN
  1396. IF ( N .EQ. NR ) THEN
  1397. IF ( RSVEC ) THEN
  1398. * .. V is available as workspace
  1399. CALL ZLACPY( 'U', N, N, A, LDA, V, LDV )
  1400. DO 3053 p = 1, N
  1401. TEMP1 = SVA(IWORK(p))
  1402. CALL ZDSCAL( p, ONE/TEMP1, V(1,p), 1 )
  1403. 3053 CONTINUE
  1404. IF ( LSVEC )THEN
  1405. CALL ZPOCON( 'U', N, V, LDV, ONE, TEMP1,
  1406. $ CWORK(N+1), RWORK, IERR )
  1407. ELSE
  1408. CALL ZPOCON( 'U', N, V, LDV, ONE, TEMP1,
  1409. $ CWORK, RWORK, IERR )
  1410. END IF
  1411. *
  1412. ELSE IF ( LSVEC ) THEN
  1413. * .. U is available as workspace
  1414. CALL ZLACPY( 'U', N, N, A, LDA, U, LDU )
  1415. DO 3054 p = 1, N
  1416. TEMP1 = SVA(IWORK(p))
  1417. CALL ZDSCAL( p, ONE/TEMP1, U(1,p), 1 )
  1418. 3054 CONTINUE
  1419. CALL ZPOCON( 'U', N, U, LDU, ONE, TEMP1,
  1420. $ CWORK(N+1), RWORK, IERR )
  1421. ELSE
  1422. CALL ZLACPY( 'U', N, N, A, LDA, CWORK, N )
  1423. *[] CALL ZLACPY( 'U', N, N, A, LDA, CWORK(N+1), N )
  1424. * Change: here index shifted by N to the left, CWORK(1:N)
  1425. * not needed for SIGMA only computation
  1426. DO 3052 p = 1, N
  1427. TEMP1 = SVA(IWORK(p))
  1428. *[] CALL ZDSCAL( p, ONE/TEMP1, CWORK(N+(p-1)*N+1), 1 )
  1429. CALL ZDSCAL( p, ONE/TEMP1, CWORK((p-1)*N+1), 1 )
  1430. 3052 CONTINUE
  1431. * .. the columns of R are scaled to have unit Euclidean lengths.
  1432. *[] CALL ZPOCON( 'U', N, CWORK(N+1), N, ONE, TEMP1,
  1433. *[] $ CWORK(N+N*N+1), RWORK, IERR )
  1434. CALL ZPOCON( 'U', N, CWORK, N, ONE, TEMP1,
  1435. $ CWORK(N*N+1), RWORK, IERR )
  1436. *
  1437. END IF
  1438. IF ( TEMP1 .NE. ZERO ) THEN
  1439. SCONDA = ONE / SQRT(TEMP1)
  1440. ELSE
  1441. SCONDA = - ONE
  1442. END IF
  1443. * SCONDA is an estimate of SQRT(||(R^* * R)^(-1)||_1).
  1444. * N^(-1/4) * SCONDA <= ||R^(-1)||_2 <= N^(1/4) * SCONDA
  1445. ELSE
  1446. SCONDA = - ONE
  1447. END IF
  1448. END IF
  1449. *
  1450. L2PERT = L2PERT .AND. ( ABS( A(1,1)/A(NR,NR) ) .GT. SQRT(BIG1) )
  1451. * If there is no violent scaling, artificial perturbation is not needed.
  1452. *
  1453. * Phase 3:
  1454. *
  1455. IF ( .NOT. ( RSVEC .OR. LSVEC ) ) THEN
  1456. *
  1457. * Singular Values only
  1458. *
  1459. * .. transpose A(1:NR,1:N)
  1460. DO 1946 p = 1, MIN( N-1, NR )
  1461. CALL ZCOPY( N-p, A(p,p+1), LDA, A(p+1,p), 1 )
  1462. CALL ZLACGV( N-p+1, A(p,p), 1 )
  1463. 1946 CONTINUE
  1464. IF ( NR .EQ. N ) A(N,N) = CONJG(A(N,N))
  1465. *
  1466. * The following two DO-loops introduce small relative perturbation
  1467. * into the strict upper triangle of the lower triangular matrix.
  1468. * Small entries below the main diagonal are also changed.
  1469. * This modification is useful if the computing environment does not
  1470. * provide/allow FLUSH TO ZERO underflow, for it prevents many
  1471. * annoying denormalized numbers in case of strongly scaled matrices.
  1472. * The perturbation is structured so that it does not introduce any
  1473. * new perturbation of the singular values, and it does not destroy
  1474. * the job done by the preconditioner.
  1475. * The licence for this perturbation is in the variable L2PERT, which
  1476. * should be .FALSE. if FLUSH TO ZERO underflow is active.
  1477. *
  1478. IF ( .NOT. ALMORT ) THEN
  1479. *
  1480. IF ( L2PERT ) THEN
  1481. * XSC = SQRT(SMALL)
  1482. XSC = EPSLN / DBLE(N)
  1483. DO 4947 q = 1, NR
  1484. CTEMP = DCMPLX(XSC*ABS(A(q,q)),ZERO)
  1485. DO 4949 p = 1, N
  1486. IF ( ( (p.GT.q) .AND. (ABS(A(p,q)).LE.TEMP1) )
  1487. $ .OR. ( p .LT. q ) )
  1488. * $ A(p,q) = TEMP1 * ( A(p,q) / ABS(A(p,q)) )
  1489. $ A(p,q) = CTEMP
  1490. 4949 CONTINUE
  1491. 4947 CONTINUE
  1492. ELSE
  1493. CALL ZLASET( 'U', NR-1,NR-1, CZERO,CZERO, A(1,2),LDA )
  1494. END IF
  1495. *
  1496. * .. second preconditioning using the QR factorization
  1497. *
  1498. CALL ZGEQRF( N,NR, A,LDA, CWORK, CWORK(N+1),LWORK-N, IERR )
  1499. *
  1500. * .. and transpose upper to lower triangular
  1501. DO 1948 p = 1, NR - 1
  1502. CALL ZCOPY( NR-p, A(p,p+1), LDA, A(p+1,p), 1 )
  1503. CALL ZLACGV( NR-p+1, A(p,p), 1 )
  1504. 1948 CONTINUE
  1505. *
  1506. END IF
  1507. *
  1508. * Row-cyclic Jacobi SVD algorithm with column pivoting
  1509. *
  1510. * .. again some perturbation (a "background noise") is added
  1511. * to drown denormals
  1512. IF ( L2PERT ) THEN
  1513. * XSC = SQRT(SMALL)
  1514. XSC = EPSLN / DBLE(N)
  1515. DO 1947 q = 1, NR
  1516. CTEMP = DCMPLX(XSC*ABS(A(q,q)),ZERO)
  1517. DO 1949 p = 1, NR
  1518. IF ( ( (p.GT.q) .AND. (ABS(A(p,q)).LE.TEMP1) )
  1519. $ .OR. ( p .LT. q ) )
  1520. * $ A(p,q) = TEMP1 * ( A(p,q) / ABS(A(p,q)) )
  1521. $ A(p,q) = CTEMP
  1522. 1949 CONTINUE
  1523. 1947 CONTINUE
  1524. ELSE
  1525. CALL ZLASET( 'U', NR-1, NR-1, CZERO, CZERO, A(1,2), LDA )
  1526. END IF
  1527. *
  1528. * .. and one-sided Jacobi rotations are started on a lower
  1529. * triangular matrix (plus perturbation which is ignored in
  1530. * the part which destroys triangular form (confusing?!))
  1531. *
  1532. CALL ZGESVJ( 'L', 'N', 'N', NR, NR, A, LDA, SVA,
  1533. $ N, V, LDV, CWORK, LWORK, RWORK, LRWORK, INFO )
  1534. *
  1535. SCALEM = RWORK(1)
  1536. NUMRANK = NINT(RWORK(2))
  1537. *
  1538. *
  1539. ELSE IF ( ( RSVEC .AND. ( .NOT. LSVEC ) .AND. ( .NOT. JRACC ) )
  1540. $ .OR.
  1541. $ ( JRACC .AND. ( .NOT. LSVEC ) .AND. ( NR .NE. N ) ) ) THEN
  1542. *
  1543. * -> Singular Values and Right Singular Vectors <-
  1544. *
  1545. IF ( ALMORT ) THEN
  1546. *
  1547. * .. in this case NR equals N
  1548. DO 1998 p = 1, NR
  1549. CALL ZCOPY( N-p+1, A(p,p), LDA, V(p,p), 1 )
  1550. CALL ZLACGV( N-p+1, V(p,p), 1 )
  1551. 1998 CONTINUE
  1552. CALL ZLASET( 'U', NR-1,NR-1, CZERO, CZERO, V(1,2), LDV )
  1553. *
  1554. CALL ZGESVJ( 'L','U','N', N, NR, V, LDV, SVA, NR, A, LDA,
  1555. $ CWORK, LWORK, RWORK, LRWORK, INFO )
  1556. SCALEM = RWORK(1)
  1557. NUMRANK = NINT(RWORK(2))
  1558. ELSE
  1559. *
  1560. * .. two more QR factorizations ( one QRF is not enough, two require
  1561. * accumulated product of Jacobi rotations, three are perfect )
  1562. *
  1563. CALL ZLASET( 'L', NR-1,NR-1, CZERO, CZERO, A(2,1), LDA )
  1564. CALL ZGELQF( NR,N, A, LDA, CWORK, CWORK(N+1), LWORK-N, IERR)
  1565. CALL ZLACPY( 'L', NR, NR, A, LDA, V, LDV )
  1566. CALL ZLASET( 'U', NR-1,NR-1, CZERO, CZERO, V(1,2), LDV )
  1567. CALL ZGEQRF( NR, NR, V, LDV, CWORK(N+1), CWORK(2*N+1),
  1568. $ LWORK-2*N, IERR )
  1569. DO 8998 p = 1, NR
  1570. CALL ZCOPY( NR-p+1, V(p,p), LDV, V(p,p), 1 )
  1571. CALL ZLACGV( NR-p+1, V(p,p), 1 )
  1572. 8998 CONTINUE
  1573. CALL ZLASET('U', NR-1, NR-1, CZERO, CZERO, V(1,2), LDV)
  1574. *
  1575. CALL ZGESVJ( 'L', 'U','N', NR, NR, V,LDV, SVA, NR, U,
  1576. $ LDU, CWORK(N+1), LWORK-N, RWORK, LRWORK, INFO )
  1577. SCALEM = RWORK(1)
  1578. NUMRANK = NINT(RWORK(2))
  1579. IF ( NR .LT. N ) THEN
  1580. CALL ZLASET( 'A',N-NR, NR, CZERO,CZERO, V(NR+1,1), LDV )
  1581. CALL ZLASET( 'A',NR, N-NR, CZERO,CZERO, V(1,NR+1), LDV )
  1582. CALL ZLASET( 'A',N-NR,N-NR,CZERO,CONE, V(NR+1,NR+1),LDV )
  1583. END IF
  1584. *
  1585. CALL ZUNMLQ( 'L', 'C', N, N, NR, A, LDA, CWORK,
  1586. $ V, LDV, CWORK(N+1), LWORK-N, IERR )
  1587. *
  1588. END IF
  1589. * .. permute the rows of V
  1590. * DO 8991 p = 1, N
  1591. * CALL ZCOPY( N, V(p,1), LDV, A(IWORK(p),1), LDA )
  1592. * 8991 CONTINUE
  1593. * CALL ZLACPY( 'All', N, N, A, LDA, V, LDV )
  1594. CALL ZLAPMR( .FALSE., N, N, V, LDV, IWORK )
  1595. *
  1596. IF ( TRANSP ) THEN
  1597. CALL ZLACPY( 'A', N, N, V, LDV, U, LDU )
  1598. END IF
  1599. *
  1600. ELSE IF ( JRACC .AND. (.NOT. LSVEC) .AND. ( NR.EQ. N ) ) THEN
  1601. *
  1602. CALL ZLASET( 'L', N-1,N-1, CZERO, CZERO, A(2,1), LDA )
  1603. *
  1604. CALL ZGESVJ( 'U','N','V', N, N, A, LDA, SVA, N, V, LDV,
  1605. $ CWORK, LWORK, RWORK, LRWORK, INFO )
  1606. SCALEM = RWORK(1)
  1607. NUMRANK = NINT(RWORK(2))
  1608. CALL ZLAPMR( .FALSE., N, N, V, LDV, IWORK )
  1609. *
  1610. ELSE IF ( LSVEC .AND. ( .NOT. RSVEC ) ) THEN
  1611. *
  1612. * .. Singular Values and Left Singular Vectors ..
  1613. *
  1614. * .. second preconditioning step to avoid need to accumulate
  1615. * Jacobi rotations in the Jacobi iterations.
  1616. DO 1965 p = 1, NR
  1617. CALL ZCOPY( N-p+1, A(p,p), LDA, U(p,p), 1 )
  1618. CALL ZLACGV( N-p+1, U(p,p), 1 )
  1619. 1965 CONTINUE
  1620. CALL ZLASET( 'U', NR-1, NR-1, CZERO, CZERO, U(1,2), LDU )
  1621. *
  1622. CALL ZGEQRF( N, NR, U, LDU, CWORK(N+1), CWORK(2*N+1),
  1623. $ LWORK-2*N, IERR )
  1624. *
  1625. DO 1967 p = 1, NR - 1
  1626. CALL ZCOPY( NR-p, U(p,p+1), LDU, U(p+1,p), 1 )
  1627. CALL ZLACGV( N-p+1, U(p,p), 1 )
  1628. 1967 CONTINUE
  1629. CALL ZLASET( 'U', NR-1, NR-1, CZERO, CZERO, U(1,2), LDU )
  1630. *
  1631. CALL ZGESVJ( 'L', 'U', 'N', NR,NR, U, LDU, SVA, NR, A,
  1632. $ LDA, CWORK(N+1), LWORK-N, RWORK, LRWORK, INFO )
  1633. SCALEM = RWORK(1)
  1634. NUMRANK = NINT(RWORK(2))
  1635. *
  1636. IF ( NR .LT. M ) THEN
  1637. CALL ZLASET( 'A', M-NR, NR,CZERO, CZERO, U(NR+1,1), LDU )
  1638. IF ( NR .LT. N1 ) THEN
  1639. CALL ZLASET( 'A',NR, N1-NR, CZERO, CZERO, U(1,NR+1),LDU )
  1640. CALL ZLASET( 'A',M-NR,N1-NR,CZERO,CONE,U(NR+1,NR+1),LDU )
  1641. END IF
  1642. END IF
  1643. *
  1644. CALL ZUNMQR( 'L', 'N', M, N1, N, A, LDA, CWORK, U,
  1645. $ LDU, CWORK(N+1), LWORK-N, IERR )
  1646. *
  1647. IF ( ROWPIV )
  1648. $ CALL ZLASWP( N1, U, LDU, 1, M-1, IWORK(IWOFF+1), -1 )
  1649. *
  1650. DO 1974 p = 1, N1
  1651. XSC = ONE / DZNRM2( M, U(1,p), 1 )
  1652. CALL ZDSCAL( M, XSC, U(1,p), 1 )
  1653. 1974 CONTINUE
  1654. *
  1655. IF ( TRANSP ) THEN
  1656. CALL ZLACPY( 'A', N, N, U, LDU, V, LDV )
  1657. END IF
  1658. *
  1659. ELSE
  1660. *
  1661. * .. Full SVD ..
  1662. *
  1663. IF ( .NOT. JRACC ) THEN
  1664. *
  1665. IF ( .NOT. ALMORT ) THEN
  1666. *
  1667. * Second Preconditioning Step (QRF [with pivoting])
  1668. * Note that the composition of TRANSPOSE, QRF and TRANSPOSE is
  1669. * equivalent to an LQF CALL. Since in many libraries the QRF
  1670. * seems to be better optimized than the LQF, we do explicit
  1671. * transpose and use the QRF. This is subject to changes in an
  1672. * optimized implementation of ZGEJSV.
  1673. *
  1674. DO 1968 p = 1, NR
  1675. CALL ZCOPY( N-p+1, A(p,p), LDA, V(p,p), 1 )
  1676. CALL ZLACGV( N-p+1, V(p,p), 1 )
  1677. 1968 CONTINUE
  1678. *
  1679. * .. the following two loops perturb small entries to avoid
  1680. * denormals in the second QR factorization, where they are
  1681. * as good as zeros. This is done to avoid painfully slow
  1682. * computation with denormals. The relative size of the perturbation
  1683. * is a parameter that can be changed by the implementer.
  1684. * This perturbation device will be obsolete on machines with
  1685. * properly implemented arithmetic.
  1686. * To switch it off, set L2PERT=.FALSE. To remove it from the
  1687. * code, remove the action under L2PERT=.TRUE., leave the ELSE part.
  1688. * The following two loops should be blocked and fused with the
  1689. * transposed copy above.
  1690. *
  1691. IF ( L2PERT ) THEN
  1692. XSC = SQRT(SMALL)
  1693. DO 2969 q = 1, NR
  1694. CTEMP = DCMPLX(XSC*ABS( V(q,q) ),ZERO)
  1695. DO 2968 p = 1, N
  1696. IF ( ( p .GT. q ) .AND. ( ABS(V(p,q)) .LE. TEMP1 )
  1697. $ .OR. ( p .LT. q ) )
  1698. * $ V(p,q) = TEMP1 * ( V(p,q) / ABS(V(p,q)) )
  1699. $ V(p,q) = CTEMP
  1700. IF ( p .LT. q ) V(p,q) = - V(p,q)
  1701. 2968 CONTINUE
  1702. 2969 CONTINUE
  1703. ELSE
  1704. CALL ZLASET( 'U', NR-1, NR-1, CZERO, CZERO, V(1,2), LDV )
  1705. END IF
  1706. *
  1707. * Estimate the row scaled condition number of R1
  1708. * (If R1 is rectangular, N > NR, then the condition number
  1709. * of the leading NR x NR submatrix is estimated.)
  1710. *
  1711. CALL ZLACPY( 'L', NR, NR, V, LDV, CWORK(2*N+1), NR )
  1712. DO 3950 p = 1, NR
  1713. TEMP1 = DZNRM2(NR-p+1,CWORK(2*N+(p-1)*NR+p),1)
  1714. CALL ZDSCAL(NR-p+1,ONE/TEMP1,CWORK(2*N+(p-1)*NR+p),1)
  1715. 3950 CONTINUE
  1716. CALL ZPOCON('L',NR,CWORK(2*N+1),NR,ONE,TEMP1,
  1717. $ CWORK(2*N+NR*NR+1),RWORK,IERR)
  1718. CONDR1 = ONE / SQRT(TEMP1)
  1719. * .. here need a second opinion on the condition number
  1720. * .. then assume worst case scenario
  1721. * R1 is OK for inverse <=> CONDR1 .LT. DBLE(N)
  1722. * more conservative <=> CONDR1 .LT. SQRT(DBLE(N))
  1723. *
  1724. COND_OK = SQRT(SQRT(DBLE(NR)))
  1725. *[TP] COND_OK is a tuning parameter.
  1726. *
  1727. IF ( CONDR1 .LT. COND_OK ) THEN
  1728. * .. the second QRF without pivoting. Note: in an optimized
  1729. * implementation, this QRF should be implemented as the QRF
  1730. * of a lower triangular matrix.
  1731. * R1^* = Q2 * R2
  1732. CALL ZGEQRF( N, NR, V, LDV, CWORK(N+1), CWORK(2*N+1),
  1733. $ LWORK-2*N, IERR )
  1734. *
  1735. IF ( L2PERT ) THEN
  1736. XSC = SQRT(SMALL)/EPSLN
  1737. DO 3959 p = 2, NR
  1738. DO 3958 q = 1, p - 1
  1739. CTEMP=DCMPLX(XSC*MIN(ABS(V(p,p)),ABS(V(q,q))),
  1740. $ ZERO)
  1741. IF ( ABS(V(q,p)) .LE. TEMP1 )
  1742. * $ V(q,p) = TEMP1 * ( V(q,p) / ABS(V(q,p)) )
  1743. $ V(q,p) = CTEMP
  1744. 3958 CONTINUE
  1745. 3959 CONTINUE
  1746. END IF
  1747. *
  1748. IF ( NR .NE. N )
  1749. $ CALL ZLACPY( 'A', N, NR, V, LDV, CWORK(2*N+1), N )
  1750. * .. save ...
  1751. *
  1752. * .. this transposed copy should be better than naive
  1753. DO 1969 p = 1, NR - 1
  1754. CALL ZCOPY( NR-p, V(p,p+1), LDV, V(p+1,p), 1 )
  1755. CALL ZLACGV(NR-p+1, V(p,p), 1 )
  1756. 1969 CONTINUE
  1757. V(NR,NR)=CONJG(V(NR,NR))
  1758. *
  1759. CONDR2 = CONDR1
  1760. *
  1761. ELSE
  1762. *
  1763. * .. ill-conditioned case: second QRF with pivoting
  1764. * Note that windowed pivoting would be equally good
  1765. * numerically, and more run-time efficient. So, in
  1766. * an optimal implementation, the next call to ZGEQP3
  1767. * should be replaced with eg. CALL ZGEQPX (ACM TOMS #782)
  1768. * with properly (carefully) chosen parameters.
  1769. *
  1770. * R1^* * P2 = Q2 * R2
  1771. DO 3003 p = 1, NR
  1772. IWORK(N+p) = 0
  1773. 3003 CONTINUE
  1774. CALL ZGEQP3( N, NR, V, LDV, IWORK(N+1), CWORK(N+1),
  1775. $ CWORK(2*N+1), LWORK-2*N, RWORK, IERR )
  1776. ** CALL ZGEQRF( N, NR, V, LDV, CWORK(N+1), CWORK(2*N+1),
  1777. ** $ LWORK-2*N, IERR )
  1778. IF ( L2PERT ) THEN
  1779. XSC = SQRT(SMALL)
  1780. DO 3969 p = 2, NR
  1781. DO 3968 q = 1, p - 1
  1782. CTEMP=DCMPLX(XSC*MIN(ABS(V(p,p)),ABS(V(q,q))),
  1783. $ ZERO)
  1784. IF ( ABS(V(q,p)) .LE. TEMP1 )
  1785. * $ V(q,p) = TEMP1 * ( V(q,p) / ABS(V(q,p)) )
  1786. $ V(q,p) = CTEMP
  1787. 3968 CONTINUE
  1788. 3969 CONTINUE
  1789. END IF
  1790. *
  1791. CALL ZLACPY( 'A', N, NR, V, LDV, CWORK(2*N+1), N )
  1792. *
  1793. IF ( L2PERT ) THEN
  1794. XSC = SQRT(SMALL)
  1795. DO 8970 p = 2, NR
  1796. DO 8971 q = 1, p - 1
  1797. CTEMP=DCMPLX(XSC*MIN(ABS(V(p,p)),ABS(V(q,q))),
  1798. $ ZERO)
  1799. * V(p,q) = - TEMP1*( V(q,p) / ABS(V(q,p)) )
  1800. V(p,q) = - CTEMP
  1801. 8971 CONTINUE
  1802. 8970 CONTINUE
  1803. ELSE
  1804. CALL ZLASET( 'L',NR-1,NR-1,CZERO,CZERO,V(2,1),LDV )
  1805. END IF
  1806. * Now, compute R2 = L3 * Q3, the LQ factorization.
  1807. CALL ZGELQF( NR, NR, V, LDV, CWORK(2*N+N*NR+1),
  1808. $ CWORK(2*N+N*NR+NR+1), LWORK-2*N-N*NR-NR, IERR )
  1809. * .. and estimate the condition number
  1810. CALL ZLACPY( 'L',NR,NR,V,LDV,CWORK(2*N+N*NR+NR+1),NR )
  1811. DO 4950 p = 1, NR
  1812. TEMP1 = DZNRM2( p, CWORK(2*N+N*NR+NR+p), NR )
  1813. CALL ZDSCAL( p, ONE/TEMP1, CWORK(2*N+N*NR+NR+p), NR )
  1814. 4950 CONTINUE
  1815. CALL ZPOCON( 'L',NR,CWORK(2*N+N*NR+NR+1),NR,ONE,TEMP1,
  1816. $ CWORK(2*N+N*NR+NR+NR*NR+1),RWORK,IERR )
  1817. CONDR2 = ONE / SQRT(TEMP1)
  1818. *
  1819. *
  1820. IF ( CONDR2 .GE. COND_OK ) THEN
  1821. * .. save the Householder vectors used for Q3
  1822. * (this overwrites the copy of R2, as it will not be
  1823. * needed in this branch, but it does not overwritte the
  1824. * Huseholder vectors of Q2.).
  1825. CALL ZLACPY( 'U', NR, NR, V, LDV, CWORK(2*N+1), N )
  1826. * .. and the rest of the information on Q3 is in
  1827. * WORK(2*N+N*NR+1:2*N+N*NR+N)
  1828. END IF
  1829. *
  1830. END IF
  1831. *
  1832. IF ( L2PERT ) THEN
  1833. XSC = SQRT(SMALL)
  1834. DO 4968 q = 2, NR
  1835. CTEMP = XSC * V(q,q)
  1836. DO 4969 p = 1, q - 1
  1837. * V(p,q) = - TEMP1*( V(p,q) / ABS(V(p,q)) )
  1838. V(p,q) = - CTEMP
  1839. 4969 CONTINUE
  1840. 4968 CONTINUE
  1841. ELSE
  1842. CALL ZLASET( 'U', NR-1,NR-1, CZERO,CZERO, V(1,2), LDV )
  1843. END IF
  1844. *
  1845. * Second preconditioning finished; continue with Jacobi SVD
  1846. * The input matrix is lower trinagular.
  1847. *
  1848. * Recover the right singular vectors as solution of a well
  1849. * conditioned triangular matrix equation.
  1850. *
  1851. IF ( CONDR1 .LT. COND_OK ) THEN
  1852. *
  1853. CALL ZGESVJ( 'L','U','N',NR,NR,V,LDV,SVA,NR,U, LDU,
  1854. $ CWORK(2*N+N*NR+NR+1),LWORK-2*N-N*NR-NR,RWORK,
  1855. $ LRWORK, INFO )
  1856. SCALEM = RWORK(1)
  1857. NUMRANK = NINT(RWORK(2))
  1858. DO 3970 p = 1, NR
  1859. CALL ZCOPY( NR, V(1,p), 1, U(1,p), 1 )
  1860. CALL ZDSCAL( NR, SVA(p), V(1,p), 1 )
  1861. 3970 CONTINUE
  1862. * .. pick the right matrix equation and solve it
  1863. *
  1864. IF ( NR .EQ. N ) THEN
  1865. * :)) .. best case, R1 is inverted. The solution of this matrix
  1866. * equation is Q2*V2 = the product of the Jacobi rotations
  1867. * used in ZGESVJ, premultiplied with the orthogonal matrix
  1868. * from the second QR factorization.
  1869. CALL ZTRSM('L','U','N','N', NR,NR,CONE, A,LDA, V,LDV)
  1870. ELSE
  1871. * .. R1 is well conditioned, but non-square. Adjoint of R2
  1872. * is inverted to get the product of the Jacobi rotations
  1873. * used in ZGESVJ. The Q-factor from the second QR
  1874. * factorization is then built in explicitly.
  1875. CALL ZTRSM('L','U','C','N',NR,NR,CONE,CWORK(2*N+1),
  1876. $ N,V,LDV)
  1877. IF ( NR .LT. N ) THEN
  1878. CALL ZLASET('A',N-NR,NR,CZERO,CZERO,V(NR+1,1),LDV)
  1879. CALL ZLASET('A',NR,N-NR,CZERO,CZERO,V(1,NR+1),LDV)
  1880. CALL ZLASET('A',N-NR,N-NR,CZERO,CONE,V(NR+1,NR+1),LDV)
  1881. END IF
  1882. CALL ZUNMQR('L','N',N,N,NR,CWORK(2*N+1),N,CWORK(N+1),
  1883. $ V,LDV,CWORK(2*N+N*NR+NR+1),LWORK-2*N-N*NR-NR,IERR)
  1884. END IF
  1885. *
  1886. ELSE IF ( CONDR2 .LT. COND_OK ) THEN
  1887. *
  1888. * The matrix R2 is inverted. The solution of the matrix equation
  1889. * is Q3^* * V3 = the product of the Jacobi rotations (appplied to
  1890. * the lower triangular L3 from the LQ factorization of
  1891. * R2=L3*Q3), pre-multiplied with the transposed Q3.
  1892. CALL ZGESVJ( 'L', 'U', 'N', NR, NR, V, LDV, SVA, NR, U,
  1893. $ LDU, CWORK(2*N+N*NR+NR+1), LWORK-2*N-N*NR-NR,
  1894. $ RWORK, LRWORK, INFO )
  1895. SCALEM = RWORK(1)
  1896. NUMRANK = NINT(RWORK(2))
  1897. DO 3870 p = 1, NR
  1898. CALL ZCOPY( NR, V(1,p), 1, U(1,p), 1 )
  1899. CALL ZDSCAL( NR, SVA(p), U(1,p), 1 )
  1900. 3870 CONTINUE
  1901. CALL ZTRSM('L','U','N','N',NR,NR,CONE,CWORK(2*N+1),N,
  1902. $ U,LDU)
  1903. * .. apply the permutation from the second QR factorization
  1904. DO 873 q = 1, NR
  1905. DO 872 p = 1, NR
  1906. CWORK(2*N+N*NR+NR+IWORK(N+p)) = U(p,q)
  1907. 872 CONTINUE
  1908. DO 874 p = 1, NR
  1909. U(p,q) = CWORK(2*N+N*NR+NR+p)
  1910. 874 CONTINUE
  1911. 873 CONTINUE
  1912. IF ( NR .LT. N ) THEN
  1913. CALL ZLASET( 'A',N-NR,NR,CZERO,CZERO,V(NR+1,1),LDV )
  1914. CALL ZLASET( 'A',NR,N-NR,CZERO,CZERO,V(1,NR+1),LDV )
  1915. CALL ZLASET('A',N-NR,N-NR,CZERO,CONE,V(NR+1,NR+1),LDV)
  1916. END IF
  1917. CALL ZUNMQR( 'L','N',N,N,NR,CWORK(2*N+1),N,CWORK(N+1),
  1918. $ V,LDV,CWORK(2*N+N*NR+NR+1),LWORK-2*N-N*NR-NR,IERR )
  1919. ELSE
  1920. * Last line of defense.
  1921. * #:( This is a rather pathological case: no scaled condition
  1922. * improvement after two pivoted QR factorizations. Other
  1923. * possibility is that the rank revealing QR factorization
  1924. * or the condition estimator has failed, or the COND_OK
  1925. * is set very close to ONE (which is unnecessary). Normally,
  1926. * this branch should never be executed, but in rare cases of
  1927. * failure of the RRQR or condition estimator, the last line of
  1928. * defense ensures that ZGEJSV completes the task.
  1929. * Compute the full SVD of L3 using ZGESVJ with explicit
  1930. * accumulation of Jacobi rotations.
  1931. CALL ZGESVJ( 'L', 'U', 'V', NR, NR, V, LDV, SVA, NR, U,
  1932. $ LDU, CWORK(2*N+N*NR+NR+1), LWORK-2*N-N*NR-NR,
  1933. $ RWORK, LRWORK, INFO )
  1934. SCALEM = RWORK(1)
  1935. NUMRANK = NINT(RWORK(2))
  1936. IF ( NR .LT. N ) THEN
  1937. CALL ZLASET( 'A',N-NR,NR,CZERO,CZERO,V(NR+1,1),LDV )
  1938. CALL ZLASET( 'A',NR,N-NR,CZERO,CZERO,V(1,NR+1),LDV )
  1939. CALL ZLASET('A',N-NR,N-NR,CZERO,CONE,V(NR+1,NR+1),LDV)
  1940. END IF
  1941. CALL ZUNMQR( 'L','N',N,N,NR,CWORK(2*N+1),N,CWORK(N+1),
  1942. $ V,LDV,CWORK(2*N+N*NR+NR+1),LWORK-2*N-N*NR-NR,IERR )
  1943. *
  1944. CALL ZUNMLQ( 'L', 'C', NR, NR, NR, CWORK(2*N+1), N,
  1945. $ CWORK(2*N+N*NR+1), U, LDU, CWORK(2*N+N*NR+NR+1),
  1946. $ LWORK-2*N-N*NR-NR, IERR )
  1947. DO 773 q = 1, NR
  1948. DO 772 p = 1, NR
  1949. CWORK(2*N+N*NR+NR+IWORK(N+p)) = U(p,q)
  1950. 772 CONTINUE
  1951. DO 774 p = 1, NR
  1952. U(p,q) = CWORK(2*N+N*NR+NR+p)
  1953. 774 CONTINUE
  1954. 773 CONTINUE
  1955. *
  1956. END IF
  1957. *
  1958. * Permute the rows of V using the (column) permutation from the
  1959. * first QRF. Also, scale the columns to make them unit in
  1960. * Euclidean norm. This applies to all cases.
  1961. *
  1962. TEMP1 = SQRT(DBLE(N)) * EPSLN
  1963. DO 1972 q = 1, N
  1964. DO 972 p = 1, N
  1965. CWORK(2*N+N*NR+NR+IWORK(p)) = V(p,q)
  1966. 972 CONTINUE
  1967. DO 973 p = 1, N
  1968. V(p,q) = CWORK(2*N+N*NR+NR+p)
  1969. 973 CONTINUE
  1970. XSC = ONE / DZNRM2( N, V(1,q), 1 )
  1971. IF ( (XSC .LT. (ONE-TEMP1)) .OR. (XSC .GT. (ONE+TEMP1)) )
  1972. $ CALL ZDSCAL( N, XSC, V(1,q), 1 )
  1973. 1972 CONTINUE
  1974. * At this moment, V contains the right singular vectors of A.
  1975. * Next, assemble the left singular vector matrix U (M x N).
  1976. IF ( NR .LT. M ) THEN
  1977. CALL ZLASET('A', M-NR, NR, CZERO, CZERO, U(NR+1,1), LDU)
  1978. IF ( NR .LT. N1 ) THEN
  1979. CALL ZLASET('A',NR,N1-NR,CZERO,CZERO,U(1,NR+1),LDU)
  1980. CALL ZLASET('A',M-NR,N1-NR,CZERO,CONE,
  1981. $ U(NR+1,NR+1),LDU)
  1982. END IF
  1983. END IF
  1984. *
  1985. * The Q matrix from the first QRF is built into the left singular
  1986. * matrix U. This applies to all cases.
  1987. *
  1988. CALL ZUNMQR( 'L', 'N', M, N1, N, A, LDA, CWORK, U,
  1989. $ LDU, CWORK(N+1), LWORK-N, IERR )
  1990. * The columns of U are normalized. The cost is O(M*N) flops.
  1991. TEMP1 = SQRT(DBLE(M)) * EPSLN
  1992. DO 1973 p = 1, NR
  1993. XSC = ONE / DZNRM2( M, U(1,p), 1 )
  1994. IF ( (XSC .LT. (ONE-TEMP1)) .OR. (XSC .GT. (ONE+TEMP1)) )
  1995. $ CALL ZDSCAL( M, XSC, U(1,p), 1 )
  1996. 1973 CONTINUE
  1997. *
  1998. * If the initial QRF is computed with row pivoting, the left
  1999. * singular vectors must be adjusted.
  2000. *
  2001. IF ( ROWPIV )
  2002. $ CALL ZLASWP( N1, U, LDU, 1, M-1, IWORK(IWOFF+1), -1 )
  2003. *
  2004. ELSE
  2005. *
  2006. * .. the initial matrix A has almost orthogonal columns and
  2007. * the second QRF is not needed
  2008. *
  2009. CALL ZLACPY( 'U', N, N, A, LDA, CWORK(N+1), N )
  2010. IF ( L2PERT ) THEN
  2011. XSC = SQRT(SMALL)
  2012. DO 5970 p = 2, N
  2013. CTEMP = XSC * CWORK( N + (p-1)*N + p )
  2014. DO 5971 q = 1, p - 1
  2015. * CWORK(N+(q-1)*N+p)=-TEMP1 * ( CWORK(N+(p-1)*N+q) /
  2016. * $ ABS(CWORK(N+(p-1)*N+q)) )
  2017. CWORK(N+(q-1)*N+p)=-CTEMP
  2018. 5971 CONTINUE
  2019. 5970 CONTINUE
  2020. ELSE
  2021. CALL ZLASET( 'L',N-1,N-1,CZERO,CZERO,CWORK(N+2),N )
  2022. END IF
  2023. *
  2024. CALL ZGESVJ( 'U', 'U', 'N', N, N, CWORK(N+1), N, SVA,
  2025. $ N, U, LDU, CWORK(N+N*N+1), LWORK-N-N*N, RWORK, LRWORK,
  2026. $ INFO )
  2027. *
  2028. SCALEM = RWORK(1)
  2029. NUMRANK = NINT(RWORK(2))
  2030. DO 6970 p = 1, N
  2031. CALL ZCOPY( N, CWORK(N+(p-1)*N+1), 1, U(1,p), 1 )
  2032. CALL ZDSCAL( N, SVA(p), CWORK(N+(p-1)*N+1), 1 )
  2033. 6970 CONTINUE
  2034. *
  2035. CALL ZTRSM( 'L', 'U', 'N', 'N', N, N,
  2036. $ CONE, A, LDA, CWORK(N+1), N )
  2037. DO 6972 p = 1, N
  2038. CALL ZCOPY( N, CWORK(N+p), N, V(IWORK(p),1), LDV )
  2039. 6972 CONTINUE
  2040. TEMP1 = SQRT(DBLE(N))*EPSLN
  2041. DO 6971 p = 1, N
  2042. XSC = ONE / DZNRM2( N, V(1,p), 1 )
  2043. IF ( (XSC .LT. (ONE-TEMP1)) .OR. (XSC .GT. (ONE+TEMP1)) )
  2044. $ CALL ZDSCAL( N, XSC, V(1,p), 1 )
  2045. 6971 CONTINUE
  2046. *
  2047. * Assemble the left singular vector matrix U (M x N).
  2048. *
  2049. IF ( N .LT. M ) THEN
  2050. CALL ZLASET( 'A', M-N, N, CZERO, CZERO, U(N+1,1), LDU )
  2051. IF ( N .LT. N1 ) THEN
  2052. CALL ZLASET('A',N, N1-N, CZERO, CZERO, U(1,N+1),LDU)
  2053. CALL ZLASET( 'A',M-N,N1-N, CZERO, CONE,U(N+1,N+1),LDU)
  2054. END IF
  2055. END IF
  2056. CALL ZUNMQR( 'L', 'N', M, N1, N, A, LDA, CWORK, U,
  2057. $ LDU, CWORK(N+1), LWORK-N, IERR )
  2058. TEMP1 = SQRT(DBLE(M))*EPSLN
  2059. DO 6973 p = 1, N1
  2060. XSC = ONE / DZNRM2( M, U(1,p), 1 )
  2061. IF ( (XSC .LT. (ONE-TEMP1)) .OR. (XSC .GT. (ONE+TEMP1)) )
  2062. $ CALL ZDSCAL( M, XSC, U(1,p), 1 )
  2063. 6973 CONTINUE
  2064. *
  2065. IF ( ROWPIV )
  2066. $ CALL ZLASWP( N1, U, LDU, 1, M-1, IWORK(IWOFF+1), -1 )
  2067. *
  2068. END IF
  2069. *
  2070. * end of the >> almost orthogonal case << in the full SVD
  2071. *
  2072. ELSE
  2073. *
  2074. * This branch deploys a preconditioned Jacobi SVD with explicitly
  2075. * accumulated rotations. It is included as optional, mainly for
  2076. * experimental purposes. It does perform well, and can also be used.
  2077. * In this implementation, this branch will be automatically activated
  2078. * if the condition number sigma_max(A) / sigma_min(A) is predicted
  2079. * to be greater than the overflow threshold. This is because the
  2080. * a posteriori computation of the singular vectors assumes robust
  2081. * implementation of BLAS and some LAPACK procedures, capable of working
  2082. * in presence of extreme values, e.g. when the singular values spread from
  2083. * the underflow to the overflow threshold.
  2084. *
  2085. DO 7968 p = 1, NR
  2086. CALL ZCOPY( N-p+1, A(p,p), LDA, V(p,p), 1 )
  2087. CALL ZLACGV( N-p+1, V(p,p), 1 )
  2088. 7968 CONTINUE
  2089. *
  2090. IF ( L2PERT ) THEN
  2091. XSC = SQRT(SMALL/EPSLN)
  2092. DO 5969 q = 1, NR
  2093. CTEMP = DCMPLX(XSC*ABS( V(q,q) ),ZERO)
  2094. DO 5968 p = 1, N
  2095. IF ( ( p .GT. q ) .AND. ( ABS(V(p,q)) .LE. TEMP1 )
  2096. $ .OR. ( p .LT. q ) )
  2097. * $ V(p,q) = TEMP1 * ( V(p,q) / ABS(V(p,q)) )
  2098. $ V(p,q) = CTEMP
  2099. IF ( p .LT. q ) V(p,q) = - V(p,q)
  2100. 5968 CONTINUE
  2101. 5969 CONTINUE
  2102. ELSE
  2103. CALL ZLASET( 'U', NR-1, NR-1, CZERO, CZERO, V(1,2), LDV )
  2104. END IF
  2105. CALL ZGEQRF( N, NR, V, LDV, CWORK(N+1), CWORK(2*N+1),
  2106. $ LWORK-2*N, IERR )
  2107. CALL ZLACPY( 'L', N, NR, V, LDV, CWORK(2*N+1), N )
  2108. *
  2109. DO 7969 p = 1, NR
  2110. CALL ZCOPY( NR-p+1, V(p,p), LDV, U(p,p), 1 )
  2111. CALL ZLACGV( NR-p+1, U(p,p), 1 )
  2112. 7969 CONTINUE
  2113. IF ( L2PERT ) THEN
  2114. XSC = SQRT(SMALL/EPSLN)
  2115. DO 9970 q = 2, NR
  2116. DO 9971 p = 1, q - 1
  2117. CTEMP = DCMPLX(XSC * MIN(ABS(U(p,p)),ABS(U(q,q))),
  2118. $ ZERO)
  2119. * U(p,q) = - TEMP1 * ( U(q,p) / ABS(U(q,p)) )
  2120. U(p,q) = - CTEMP
  2121. 9971 CONTINUE
  2122. 9970 CONTINUE
  2123. ELSE
  2124. CALL ZLASET('U', NR-1, NR-1, CZERO, CZERO, U(1,2), LDU )
  2125. END IF
  2126. CALL ZGESVJ( 'L', 'U', 'V', NR, NR, U, LDU, SVA,
  2127. $ N, V, LDV, CWORK(2*N+N*NR+1), LWORK-2*N-N*NR,
  2128. $ RWORK, LRWORK, INFO )
  2129. SCALEM = RWORK(1)
  2130. NUMRANK = NINT(RWORK(2))
  2131. IF ( NR .LT. N ) THEN
  2132. CALL ZLASET( 'A',N-NR,NR,CZERO,CZERO,V(NR+1,1),LDV )
  2133. CALL ZLASET( 'A',NR,N-NR,CZERO,CZERO,V(1,NR+1),LDV )
  2134. CALL ZLASET( 'A',N-NR,N-NR,CZERO,CONE,V(NR+1,NR+1),LDV )
  2135. END IF
  2136. CALL ZUNMQR( 'L','N',N,N,NR,CWORK(2*N+1),N,CWORK(N+1),
  2137. $ V,LDV,CWORK(2*N+N*NR+NR+1),LWORK-2*N-N*NR-NR,IERR )
  2138. *
  2139. * Permute the rows of V using the (column) permutation from the
  2140. * first QRF. Also, scale the columns to make them unit in
  2141. * Euclidean norm. This applies to all cases.
  2142. *
  2143. TEMP1 = SQRT(DBLE(N)) * EPSLN
  2144. DO 7972 q = 1, N
  2145. DO 8972 p = 1, N
  2146. CWORK(2*N+N*NR+NR+IWORK(p)) = V(p,q)
  2147. 8972 CONTINUE
  2148. DO 8973 p = 1, N
  2149. V(p,q) = CWORK(2*N+N*NR+NR+p)
  2150. 8973 CONTINUE
  2151. XSC = ONE / DZNRM2( N, V(1,q), 1 )
  2152. IF ( (XSC .LT. (ONE-TEMP1)) .OR. (XSC .GT. (ONE+TEMP1)) )
  2153. $ CALL ZDSCAL( N, XSC, V(1,q), 1 )
  2154. 7972 CONTINUE
  2155. *
  2156. * At this moment, V contains the right singular vectors of A.
  2157. * Next, assemble the left singular vector matrix U (M x N).
  2158. *
  2159. IF ( NR .LT. M ) THEN
  2160. CALL ZLASET( 'A', M-NR, NR, CZERO, CZERO, U(NR+1,1), LDU )
  2161. IF ( NR .LT. N1 ) THEN
  2162. CALL ZLASET('A',NR, N1-NR, CZERO, CZERO, U(1,NR+1),LDU)
  2163. CALL ZLASET('A',M-NR,N1-NR, CZERO, CONE,U(NR+1,NR+1),LDU)
  2164. END IF
  2165. END IF
  2166. *
  2167. CALL ZUNMQR( 'L', 'N', M, N1, N, A, LDA, CWORK, U,
  2168. $ LDU, CWORK(N+1), LWORK-N, IERR )
  2169. *
  2170. IF ( ROWPIV )
  2171. $ CALL ZLASWP( N1, U, LDU, 1, M-1, IWORK(IWOFF+1), -1 )
  2172. *
  2173. *
  2174. END IF
  2175. IF ( TRANSP ) THEN
  2176. * .. swap U and V because the procedure worked on A^*
  2177. DO 6974 p = 1, N
  2178. CALL ZSWAP( N, U(1,p), 1, V(1,p), 1 )
  2179. 6974 CONTINUE
  2180. END IF
  2181. *
  2182. END IF
  2183. * end of the full SVD
  2184. *
  2185. * Undo scaling, if necessary (and possible)
  2186. *
  2187. IF ( USCAL2 .LE. (BIG/SVA(1))*USCAL1 ) THEN
  2188. CALL DLASCL( 'G', 0, 0, USCAL1, USCAL2, NR, 1, SVA, N, IERR )
  2189. USCAL1 = ONE
  2190. USCAL2 = ONE
  2191. END IF
  2192. *
  2193. IF ( NR .LT. N ) THEN
  2194. DO 3004 p = NR+1, N
  2195. SVA(p) = ZERO
  2196. 3004 CONTINUE
  2197. END IF
  2198. *
  2199. RWORK(1) = USCAL2 * SCALEM
  2200. RWORK(2) = USCAL1
  2201. IF ( ERREST ) RWORK(3) = SCONDA
  2202. IF ( LSVEC .AND. RSVEC ) THEN
  2203. RWORK(4) = CONDR1
  2204. RWORK(5) = CONDR2
  2205. END IF
  2206. IF ( L2TRAN ) THEN
  2207. RWORK(6) = ENTRA
  2208. RWORK(7) = ENTRAT
  2209. END IF
  2210. *
  2211. IWORK(1) = NR
  2212. IWORK(2) = NUMRANK
  2213. IWORK(3) = WARNING
  2214. IF ( TRANSP ) THEN
  2215. IWORK(4) = 1
  2216. ELSE
  2217. IWORK(4) = -1
  2218. END IF
  2219. *
  2220. RETURN
  2221. * ..
  2222. * .. END OF ZGEJSV
  2223. * ..
  2224. END
  2225. *