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dgesvd.f 136 kB

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  1. *> \brief <b> DGESVD computes the singular value decomposition (SVD) for GE matrices</b>
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download DGESVD + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgesvd.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgesvd.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgesvd.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DGESVD( JOBU, JOBVT, M, N, A, LDA, S, U, LDU, VT, LDVT,
  22. * WORK, LWORK, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER JOBU, JOBVT
  26. * INTEGER INFO, LDA, LDU, LDVT, LWORK, M, N
  27. * ..
  28. * .. Array Arguments ..
  29. * DOUBLE PRECISION A( LDA, * ), S( * ), U( LDU, * ),
  30. * $ VT( LDVT, * ), WORK( * )
  31. * ..
  32. *
  33. *
  34. *> \par Purpose:
  35. * =============
  36. *>
  37. *> \verbatim
  38. *>
  39. *> DGESVD computes the singular value decomposition (SVD) of a real
  40. *> M-by-N matrix A, optionally computing the left and/or right singular
  41. *> vectors. The SVD is written
  42. *>
  43. *> A = U * SIGMA * transpose(V)
  44. *>
  45. *> where SIGMA is an M-by-N matrix which is zero except for its
  46. *> min(m,n) diagonal elements, U is an M-by-M orthogonal matrix, and
  47. *> V is an N-by-N orthogonal matrix. The diagonal elements of SIGMA
  48. *> are the singular values of A; they are real and non-negative, and
  49. *> are returned in descending order. The first min(m,n) columns of
  50. *> U and V are the left and right singular vectors of A.
  51. *>
  52. *> Note that the routine returns V**T, not V.
  53. *> \endverbatim
  54. *
  55. * Arguments:
  56. * ==========
  57. *
  58. *> \param[in] JOBU
  59. *> \verbatim
  60. *> JOBU is CHARACTER*1
  61. *> Specifies options for computing all or part of the matrix U:
  62. *> = 'A': all M columns of U are returned in array U:
  63. *> = 'S': the first min(m,n) columns of U (the left singular
  64. *> vectors) are returned in the array U;
  65. *> = 'O': the first min(m,n) columns of U (the left singular
  66. *> vectors) are overwritten on the array A;
  67. *> = 'N': no columns of U (no left singular vectors) are
  68. *> computed.
  69. *> \endverbatim
  70. *>
  71. *> \param[in] JOBVT
  72. *> \verbatim
  73. *> JOBVT is CHARACTER*1
  74. *> Specifies options for computing all or part of the matrix
  75. *> V**T:
  76. *> = 'A': all N rows of V**T are returned in the array VT;
  77. *> = 'S': the first min(m,n) rows of V**T (the right singular
  78. *> vectors) are returned in the array VT;
  79. *> = 'O': the first min(m,n) rows of V**T (the right singular
  80. *> vectors) are overwritten on the array A;
  81. *> = 'N': no rows of V**T (no right singular vectors) are
  82. *> computed.
  83. *>
  84. *> JOBVT and JOBU cannot both be 'O'.
  85. *> \endverbatim
  86. *>
  87. *> \param[in] M
  88. *> \verbatim
  89. *> M is INTEGER
  90. *> The number of rows of the input matrix A. M >= 0.
  91. *> \endverbatim
  92. *>
  93. *> \param[in] N
  94. *> \verbatim
  95. *> N is INTEGER
  96. *> The number of columns of the input matrix A. N >= 0.
  97. *> \endverbatim
  98. *>
  99. *> \param[in,out] A
  100. *> \verbatim
  101. *> A is DOUBLE PRECISION array, dimension (LDA,N)
  102. *> On entry, the M-by-N matrix A.
  103. *> On exit,
  104. *> if JOBU = 'O', A is overwritten with the first min(m,n)
  105. *> columns of U (the left singular vectors,
  106. *> stored columnwise);
  107. *> if JOBVT = 'O', A is overwritten with the first min(m,n)
  108. *> rows of V**T (the right singular vectors,
  109. *> stored rowwise);
  110. *> if JOBU .ne. 'O' and JOBVT .ne. 'O', the contents of A
  111. *> are destroyed.
  112. *> \endverbatim
  113. *>
  114. *> \param[in] LDA
  115. *> \verbatim
  116. *> LDA is INTEGER
  117. *> The leading dimension of the array A. LDA >= max(1,M).
  118. *> \endverbatim
  119. *>
  120. *> \param[out] S
  121. *> \verbatim
  122. *> S is DOUBLE PRECISION array, dimension (min(M,N))
  123. *> The singular values of A, sorted so that S(i) >= S(i+1).
  124. *> \endverbatim
  125. *>
  126. *> \param[out] U
  127. *> \verbatim
  128. *> U is DOUBLE PRECISION array, dimension (LDU,UCOL)
  129. *> (LDU,M) if JOBU = 'A' or (LDU,min(M,N)) if JOBU = 'S'.
  130. *> If JOBU = 'A', U contains the M-by-M orthogonal matrix U;
  131. *> if JOBU = 'S', U contains the first min(m,n) columns of U
  132. *> (the left singular vectors, stored columnwise);
  133. *> if JOBU = 'N' or 'O', U is not referenced.
  134. *> \endverbatim
  135. *>
  136. *> \param[in] LDU
  137. *> \verbatim
  138. *> LDU is INTEGER
  139. *> The leading dimension of the array U. LDU >= 1; if
  140. *> JOBU = 'S' or 'A', LDU >= M.
  141. *> \endverbatim
  142. *>
  143. *> \param[out] VT
  144. *> \verbatim
  145. *> VT is DOUBLE PRECISION array, dimension (LDVT,N)
  146. *> If JOBVT = 'A', VT contains the N-by-N orthogonal matrix
  147. *> V**T;
  148. *> if JOBVT = 'S', VT contains the first min(m,n) rows of
  149. *> V**T (the right singular vectors, stored rowwise);
  150. *> if JOBVT = 'N' or 'O', VT is not referenced.
  151. *> \endverbatim
  152. *>
  153. *> \param[in] LDVT
  154. *> \verbatim
  155. *> LDVT is INTEGER
  156. *> The leading dimension of the array VT. LDVT >= 1; if
  157. *> JOBVT = 'A', LDVT >= N; if JOBVT = 'S', LDVT >= min(M,N).
  158. *> \endverbatim
  159. *>
  160. *> \param[out] WORK
  161. *> \verbatim
  162. *> WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
  163. *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK;
  164. *> if INFO > 0, WORK(2:MIN(M,N)) contains the unconverged
  165. *> superdiagonal elements of an upper bidiagonal matrix B
  166. *> whose diagonal is in S (not necessarily sorted). B
  167. *> satisfies A = U * B * VT, so it has the same singular values
  168. *> as A, and singular vectors related by U and VT.
  169. *> \endverbatim
  170. *>
  171. *> \param[in] LWORK
  172. *> \verbatim
  173. *> LWORK is INTEGER
  174. *> The dimension of the array WORK.
  175. *> LWORK >= MAX(1,5*MIN(M,N)) for the paths (see comments inside code):
  176. *> - PATH 1 (M much larger than N, JOBU='N')
  177. *> - PATH 1t (N much larger than M, JOBVT='N')
  178. *> LWORK >= MAX(1,3*MIN(M,N) + MAX(M,N),5*MIN(M,N)) for the other paths
  179. *> For good performance, LWORK should generally be larger.
  180. *>
  181. *> If LWORK = -1, then a workspace query is assumed; the routine
  182. *> only calculates the optimal size of the WORK array, returns
  183. *> this value as the first entry of the WORK array, and no error
  184. *> message related to LWORK is issued by XERBLA.
  185. *> \endverbatim
  186. *>
  187. *> \param[out] INFO
  188. *> \verbatim
  189. *> INFO is INTEGER
  190. *> = 0: successful exit.
  191. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  192. *> > 0: if DBDSQR did not converge, INFO specifies how many
  193. *> superdiagonals of an intermediate bidiagonal form B
  194. *> did not converge to zero. See the description of WORK
  195. *> above for details.
  196. *> \endverbatim
  197. *
  198. * Authors:
  199. * ========
  200. *
  201. *> \author Univ. of Tennessee
  202. *> \author Univ. of California Berkeley
  203. *> \author Univ. of Colorado Denver
  204. *> \author NAG Ltd.
  205. *
  206. *> \date April 2012
  207. *
  208. *> \ingroup doubleGEsing
  209. *
  210. * =====================================================================
  211. SUBROUTINE DGESVD( JOBU, JOBVT, M, N, A, LDA, S, U, LDU,
  212. $ VT, LDVT, WORK, LWORK, INFO )
  213. *
  214. * -- LAPACK driver routine (version 3.7.0) --
  215. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  216. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  217. * April 2012
  218. *
  219. * .. Scalar Arguments ..
  220. CHARACTER JOBU, JOBVT
  221. INTEGER INFO, LDA, LDU, LDVT, LWORK, M, N
  222. * ..
  223. * .. Array Arguments ..
  224. DOUBLE PRECISION A( LDA, * ), S( * ), U( LDU, * ),
  225. $ VT( LDVT, * ), WORK( * )
  226. * ..
  227. *
  228. * =====================================================================
  229. *
  230. * .. Parameters ..
  231. DOUBLE PRECISION ZERO, ONE
  232. PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
  233. * ..
  234. * .. Local Scalars ..
  235. LOGICAL LQUERY, WNTUA, WNTUAS, WNTUN, WNTUO, WNTUS,
  236. $ WNTVA, WNTVAS, WNTVN, WNTVO, WNTVS
  237. INTEGER BDSPAC, BLK, CHUNK, I, IE, IERR, IR, ISCL,
  238. $ ITAU, ITAUP, ITAUQ, IU, IWORK, LDWRKR, LDWRKU,
  239. $ MAXWRK, MINMN, MINWRK, MNTHR, NCU, NCVT, NRU,
  240. $ NRVT, WRKBL
  241. INTEGER LWORK_DGEQRF, LWORK_DORGQR_N, LWORK_DORGQR_M,
  242. $ LWORK_DGEBRD, LWORK_DORGBR_P, LWORK_DORGBR_Q,
  243. $ LWORK_DGELQF, LWORK_DORGLQ_N, LWORK_DORGLQ_M
  244. DOUBLE PRECISION ANRM, BIGNUM, EPS, SMLNUM
  245. * ..
  246. * .. Local Arrays ..
  247. DOUBLE PRECISION DUM( 1 )
  248. * ..
  249. * .. External Subroutines ..
  250. EXTERNAL DBDSQR, DGEBRD, DGELQF, DGEMM, DGEQRF, DLACPY,
  251. $ DLASCL, DLASET, DORGBR, DORGLQ, DORGQR, DORMBR,
  252. $ XERBLA
  253. * ..
  254. * .. External Functions ..
  255. LOGICAL LSAME
  256. INTEGER ILAENV
  257. DOUBLE PRECISION DLAMCH, DLANGE
  258. EXTERNAL LSAME, ILAENV, DLAMCH, DLANGE
  259. * ..
  260. * .. Intrinsic Functions ..
  261. INTRINSIC MAX, MIN, SQRT
  262. * ..
  263. * .. Executable Statements ..
  264. *
  265. * Test the input arguments
  266. *
  267. INFO = 0
  268. MINMN = MIN( M, N )
  269. WNTUA = LSAME( JOBU, 'A' )
  270. WNTUS = LSAME( JOBU, 'S' )
  271. WNTUAS = WNTUA .OR. WNTUS
  272. WNTUO = LSAME( JOBU, 'O' )
  273. WNTUN = LSAME( JOBU, 'N' )
  274. WNTVA = LSAME( JOBVT, 'A' )
  275. WNTVS = LSAME( JOBVT, 'S' )
  276. WNTVAS = WNTVA .OR. WNTVS
  277. WNTVO = LSAME( JOBVT, 'O' )
  278. WNTVN = LSAME( JOBVT, 'N' )
  279. LQUERY = ( LWORK.EQ.-1 )
  280. *
  281. IF( .NOT.( WNTUA .OR. WNTUS .OR. WNTUO .OR. WNTUN ) ) THEN
  282. INFO = -1
  283. ELSE IF( .NOT.( WNTVA .OR. WNTVS .OR. WNTVO .OR. WNTVN ) .OR.
  284. $ ( WNTVO .AND. WNTUO ) ) THEN
  285. INFO = -2
  286. ELSE IF( M.LT.0 ) THEN
  287. INFO = -3
  288. ELSE IF( N.LT.0 ) THEN
  289. INFO = -4
  290. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  291. INFO = -6
  292. ELSE IF( LDU.LT.1 .OR. ( WNTUAS .AND. LDU.LT.M ) ) THEN
  293. INFO = -9
  294. ELSE IF( LDVT.LT.1 .OR. ( WNTVA .AND. LDVT.LT.N ) .OR.
  295. $ ( WNTVS .AND. LDVT.LT.MINMN ) ) THEN
  296. INFO = -11
  297. END IF
  298. *
  299. * Compute workspace
  300. * (Note: Comments in the code beginning "Workspace:" describe the
  301. * minimal amount of workspace needed at that point in the code,
  302. * as well as the preferred amount for good performance.
  303. * NB refers to the optimal block size for the immediately
  304. * following subroutine, as returned by ILAENV.)
  305. *
  306. IF( INFO.EQ.0 ) THEN
  307. MINWRK = 1
  308. MAXWRK = 1
  309. IF( M.GE.N .AND. MINMN.GT.0 ) THEN
  310. *
  311. * Compute space needed for DBDSQR
  312. *
  313. MNTHR = ILAENV( 6, 'DGESVD', JOBU // JOBVT, M, N, 0, 0 )
  314. BDSPAC = 5*N
  315. * Compute space needed for DGEQRF
  316. CALL DGEQRF( M, N, A, LDA, DUM(1), DUM(1), -1, IERR )
  317. LWORK_DGEQRF = INT( DUM(1) )
  318. * Compute space needed for DORGQR
  319. CALL DORGQR( M, N, N, A, LDA, DUM(1), DUM(1), -1, IERR )
  320. LWORK_DORGQR_N = INT( DUM(1) )
  321. CALL DORGQR( M, M, N, A, LDA, DUM(1), DUM(1), -1, IERR )
  322. LWORK_DORGQR_M = INT( DUM(1) )
  323. * Compute space needed for DGEBRD
  324. CALL DGEBRD( N, N, A, LDA, S, DUM(1), DUM(1),
  325. $ DUM(1), DUM(1), -1, IERR )
  326. LWORK_DGEBRD = INT( DUM(1) )
  327. * Compute space needed for DORGBR P
  328. CALL DORGBR( 'P', N, N, N, A, LDA, DUM(1),
  329. $ DUM(1), -1, IERR )
  330. LWORK_DORGBR_P = INT( DUM(1) )
  331. * Compute space needed for DORGBR Q
  332. CALL DORGBR( 'Q', N, N, N, A, LDA, DUM(1),
  333. $ DUM(1), -1, IERR )
  334. LWORK_DORGBR_Q = INT( DUM(1) )
  335. *
  336. IF( M.GE.MNTHR ) THEN
  337. IF( WNTUN ) THEN
  338. *
  339. * Path 1 (M much larger than N, JOBU='N')
  340. *
  341. MAXWRK = N + LWORK_DGEQRF
  342. MAXWRK = MAX( MAXWRK, 3*N + LWORK_DGEBRD )
  343. IF( WNTVO .OR. WNTVAS )
  344. $ MAXWRK = MAX( MAXWRK, 3*N + LWORK_DORGBR_P )
  345. MAXWRK = MAX( MAXWRK, BDSPAC )
  346. MINWRK = MAX( 4*N, BDSPAC )
  347. ELSE IF( WNTUO .AND. WNTVN ) THEN
  348. *
  349. * Path 2 (M much larger than N, JOBU='O', JOBVT='N')
  350. *
  351. WRKBL = N + LWORK_DGEQRF
  352. WRKBL = MAX( WRKBL, N + LWORK_DORGQR_N )
  353. WRKBL = MAX( WRKBL, 3*N + LWORK_DGEBRD )
  354. WRKBL = MAX( WRKBL, 3*N + LWORK_DORGBR_Q )
  355. WRKBL = MAX( WRKBL, BDSPAC )
  356. MAXWRK = MAX( N*N + WRKBL, N*N + M*N + N )
  357. MINWRK = MAX( 3*N + M, BDSPAC )
  358. ELSE IF( WNTUO .AND. WNTVAS ) THEN
  359. *
  360. * Path 3 (M much larger than N, JOBU='O', JOBVT='S' or
  361. * 'A')
  362. *
  363. WRKBL = N + LWORK_DGEQRF
  364. WRKBL = MAX( WRKBL, N + LWORK_DORGQR_N )
  365. WRKBL = MAX( WRKBL, 3*N + LWORK_DGEBRD )
  366. WRKBL = MAX( WRKBL, 3*N + LWORK_DORGBR_Q )
  367. WRKBL = MAX( WRKBL, 3*N + LWORK_DORGBR_P )
  368. WRKBL = MAX( WRKBL, BDSPAC )
  369. MAXWRK = MAX( N*N + WRKBL, N*N + M*N + N )
  370. MINWRK = MAX( 3*N + M, BDSPAC )
  371. ELSE IF( WNTUS .AND. WNTVN ) THEN
  372. *
  373. * Path 4 (M much larger than N, JOBU='S', JOBVT='N')
  374. *
  375. WRKBL = N + LWORK_DGEQRF
  376. WRKBL = MAX( WRKBL, N + LWORK_DORGQR_N )
  377. WRKBL = MAX( WRKBL, 3*N + LWORK_DGEBRD )
  378. WRKBL = MAX( WRKBL, 3*N + LWORK_DORGBR_Q )
  379. WRKBL = MAX( WRKBL, BDSPAC )
  380. MAXWRK = N*N + WRKBL
  381. MINWRK = MAX( 3*N + M, BDSPAC )
  382. ELSE IF( WNTUS .AND. WNTVO ) THEN
  383. *
  384. * Path 5 (M much larger than N, JOBU='S', JOBVT='O')
  385. *
  386. WRKBL = N + LWORK_DGEQRF
  387. WRKBL = MAX( WRKBL, N + LWORK_DORGQR_N )
  388. WRKBL = MAX( WRKBL, 3*N + LWORK_DGEBRD )
  389. WRKBL = MAX( WRKBL, 3*N + LWORK_DORGBR_Q )
  390. WRKBL = MAX( WRKBL, 3*N + LWORK_DORGBR_P )
  391. WRKBL = MAX( WRKBL, BDSPAC )
  392. MAXWRK = 2*N*N + WRKBL
  393. MINWRK = MAX( 3*N + M, BDSPAC )
  394. ELSE IF( WNTUS .AND. WNTVAS ) THEN
  395. *
  396. * Path 6 (M much larger than N, JOBU='S', JOBVT='S' or
  397. * 'A')
  398. *
  399. WRKBL = N + LWORK_DGEQRF
  400. WRKBL = MAX( WRKBL, N + LWORK_DORGQR_N )
  401. WRKBL = MAX( WRKBL, 3*N + LWORK_DGEBRD )
  402. WRKBL = MAX( WRKBL, 3*N + LWORK_DORGBR_Q )
  403. WRKBL = MAX( WRKBL, 3*N + LWORK_DORGBR_P )
  404. WRKBL = MAX( WRKBL, BDSPAC )
  405. MAXWRK = N*N + WRKBL
  406. MINWRK = MAX( 3*N + M, BDSPAC )
  407. ELSE IF( WNTUA .AND. WNTVN ) THEN
  408. *
  409. * Path 7 (M much larger than N, JOBU='A', JOBVT='N')
  410. *
  411. WRKBL = N + LWORK_DGEQRF
  412. WRKBL = MAX( WRKBL, N + LWORK_DORGQR_M )
  413. WRKBL = MAX( WRKBL, 3*N + LWORK_DGEBRD )
  414. WRKBL = MAX( WRKBL, 3*N + LWORK_DORGBR_Q )
  415. WRKBL = MAX( WRKBL, BDSPAC )
  416. MAXWRK = N*N + WRKBL
  417. MINWRK = MAX( 3*N + M, BDSPAC )
  418. ELSE IF( WNTUA .AND. WNTVO ) THEN
  419. *
  420. * Path 8 (M much larger than N, JOBU='A', JOBVT='O')
  421. *
  422. WRKBL = N + LWORK_DGEQRF
  423. WRKBL = MAX( WRKBL, N + LWORK_DORGQR_M )
  424. WRKBL = MAX( WRKBL, 3*N + LWORK_DGEBRD )
  425. WRKBL = MAX( WRKBL, 3*N + LWORK_DORGBR_Q )
  426. WRKBL = MAX( WRKBL, 3*N + LWORK_DORGBR_P )
  427. WRKBL = MAX( WRKBL, BDSPAC )
  428. MAXWRK = 2*N*N + WRKBL
  429. MINWRK = MAX( 3*N + M, BDSPAC )
  430. ELSE IF( WNTUA .AND. WNTVAS ) THEN
  431. *
  432. * Path 9 (M much larger than N, JOBU='A', JOBVT='S' or
  433. * 'A')
  434. *
  435. WRKBL = N + LWORK_DGEQRF
  436. WRKBL = MAX( WRKBL, N + LWORK_DORGQR_M )
  437. WRKBL = MAX( WRKBL, 3*N + LWORK_DGEBRD )
  438. WRKBL = MAX( WRKBL, 3*N + LWORK_DORGBR_Q )
  439. WRKBL = MAX( WRKBL, 3*N + LWORK_DORGBR_P )
  440. WRKBL = MAX( WRKBL, BDSPAC )
  441. MAXWRK = N*N + WRKBL
  442. MINWRK = MAX( 3*N + M, BDSPAC )
  443. END IF
  444. ELSE
  445. *
  446. * Path 10 (M at least N, but not much larger)
  447. *
  448. CALL DGEBRD( M, N, A, LDA, S, DUM(1), DUM(1),
  449. $ DUM(1), DUM(1), -1, IERR )
  450. LWORK_DGEBRD = INT( DUM(1) )
  451. MAXWRK = 3*N + LWORK_DGEBRD
  452. IF( WNTUS .OR. WNTUO ) THEN
  453. CALL DORGBR( 'Q', M, N, N, A, LDA, DUM(1),
  454. $ DUM(1), -1, IERR )
  455. LWORK_DORGBR_Q = INT( DUM(1) )
  456. MAXWRK = MAX( MAXWRK, 3*N + LWORK_DORGBR_Q )
  457. END IF
  458. IF( WNTUA ) THEN
  459. CALL DORGBR( 'Q', M, M, N, A, LDA, DUM(1),
  460. $ DUM(1), -1, IERR )
  461. LWORK_DORGBR_Q = INT( DUM(1) )
  462. MAXWRK = MAX( MAXWRK, 3*N + LWORK_DORGBR_Q )
  463. END IF
  464. IF( .NOT.WNTVN ) THEN
  465. MAXWRK = MAX( MAXWRK, 3*N + LWORK_DORGBR_P )
  466. END IF
  467. MAXWRK = MAX( MAXWRK, BDSPAC )
  468. MINWRK = MAX( 3*N + M, BDSPAC )
  469. END IF
  470. ELSE IF( MINMN.GT.0 ) THEN
  471. *
  472. * Compute space needed for DBDSQR
  473. *
  474. MNTHR = ILAENV( 6, 'DGESVD', JOBU // JOBVT, M, N, 0, 0 )
  475. BDSPAC = 5*M
  476. * Compute space needed for DGELQF
  477. CALL DGELQF( M, N, A, LDA, DUM(1), DUM(1), -1, IERR )
  478. LWORK_DGELQF = INT( DUM(1) )
  479. * Compute space needed for DORGLQ
  480. CALL DORGLQ( N, N, M, DUM(1), N, DUM(1), DUM(1), -1, IERR )
  481. LWORK_DORGLQ_N = INT( DUM(1) )
  482. CALL DORGLQ( M, N, M, A, LDA, DUM(1), DUM(1), -1, IERR )
  483. LWORK_DORGLQ_M = INT( DUM(1) )
  484. * Compute space needed for DGEBRD
  485. CALL DGEBRD( M, M, A, LDA, S, DUM(1), DUM(1),
  486. $ DUM(1), DUM(1), -1, IERR )
  487. LWORK_DGEBRD = INT( DUM(1) )
  488. * Compute space needed for DORGBR P
  489. CALL DORGBR( 'P', M, M, M, A, N, DUM(1),
  490. $ DUM(1), -1, IERR )
  491. LWORK_DORGBR_P = INT( DUM(1) )
  492. * Compute space needed for DORGBR Q
  493. CALL DORGBR( 'Q', M, M, M, A, N, DUM(1),
  494. $ DUM(1), -1, IERR )
  495. LWORK_DORGBR_Q = INT( DUM(1) )
  496. IF( N.GE.MNTHR ) THEN
  497. IF( WNTVN ) THEN
  498. *
  499. * Path 1t(N much larger than M, JOBVT='N')
  500. *
  501. MAXWRK = M + LWORK_DGELQF
  502. MAXWRK = MAX( MAXWRK, 3*M + LWORK_DGEBRD )
  503. IF( WNTUO .OR. WNTUAS )
  504. $ MAXWRK = MAX( MAXWRK, 3*M + LWORK_DORGBR_Q )
  505. MAXWRK = MAX( MAXWRK, BDSPAC )
  506. MINWRK = MAX( 4*M, BDSPAC )
  507. ELSE IF( WNTVO .AND. WNTUN ) THEN
  508. *
  509. * Path 2t(N much larger than M, JOBU='N', JOBVT='O')
  510. *
  511. WRKBL = M + LWORK_DGELQF
  512. WRKBL = MAX( WRKBL, M + LWORK_DORGLQ_M )
  513. WRKBL = MAX( WRKBL, 3*M + LWORK_DGEBRD )
  514. WRKBL = MAX( WRKBL, 3*M + LWORK_DORGBR_P )
  515. WRKBL = MAX( WRKBL, BDSPAC )
  516. MAXWRK = MAX( M*M + WRKBL, M*M + M*N + M )
  517. MINWRK = MAX( 3*M + N, BDSPAC )
  518. ELSE IF( WNTVO .AND. WNTUAS ) THEN
  519. *
  520. * Path 3t(N much larger than M, JOBU='S' or 'A',
  521. * JOBVT='O')
  522. *
  523. WRKBL = M + LWORK_DGELQF
  524. WRKBL = MAX( WRKBL, M + LWORK_DORGLQ_M )
  525. WRKBL = MAX( WRKBL, 3*M + LWORK_DGEBRD )
  526. WRKBL = MAX( WRKBL, 3*M + LWORK_DORGBR_P )
  527. WRKBL = MAX( WRKBL, 3*M + LWORK_DORGBR_Q )
  528. WRKBL = MAX( WRKBL, BDSPAC )
  529. MAXWRK = MAX( M*M + WRKBL, M*M + M*N + M )
  530. MINWRK = MAX( 3*M + N, BDSPAC )
  531. ELSE IF( WNTVS .AND. WNTUN ) THEN
  532. *
  533. * Path 4t(N much larger than M, JOBU='N', JOBVT='S')
  534. *
  535. WRKBL = M + LWORK_DGELQF
  536. WRKBL = MAX( WRKBL, M + LWORK_DORGLQ_M )
  537. WRKBL = MAX( WRKBL, 3*M + LWORK_DGEBRD )
  538. WRKBL = MAX( WRKBL, 3*M + LWORK_DORGBR_P )
  539. WRKBL = MAX( WRKBL, BDSPAC )
  540. MAXWRK = M*M + WRKBL
  541. MINWRK = MAX( 3*M + N, BDSPAC )
  542. ELSE IF( WNTVS .AND. WNTUO ) THEN
  543. *
  544. * Path 5t(N much larger than M, JOBU='O', JOBVT='S')
  545. *
  546. WRKBL = M + LWORK_DGELQF
  547. WRKBL = MAX( WRKBL, M + LWORK_DORGLQ_M )
  548. WRKBL = MAX( WRKBL, 3*M + LWORK_DGEBRD )
  549. WRKBL = MAX( WRKBL, 3*M + LWORK_DORGBR_P )
  550. WRKBL = MAX( WRKBL, 3*M + LWORK_DORGBR_Q )
  551. WRKBL = MAX( WRKBL, BDSPAC )
  552. MAXWRK = 2*M*M + WRKBL
  553. MINWRK = MAX( 3*M + N, BDSPAC )
  554. ELSE IF( WNTVS .AND. WNTUAS ) THEN
  555. *
  556. * Path 6t(N much larger than M, JOBU='S' or 'A',
  557. * JOBVT='S')
  558. *
  559. WRKBL = M + LWORK_DGELQF
  560. WRKBL = MAX( WRKBL, M + LWORK_DORGLQ_M )
  561. WRKBL = MAX( WRKBL, 3*M + LWORK_DGEBRD )
  562. WRKBL = MAX( WRKBL, 3*M + LWORK_DORGBR_P )
  563. WRKBL = MAX( WRKBL, 3*M + LWORK_DORGBR_Q )
  564. WRKBL = MAX( WRKBL, BDSPAC )
  565. MAXWRK = M*M + WRKBL
  566. MINWRK = MAX( 3*M + N, BDSPAC )
  567. ELSE IF( WNTVA .AND. WNTUN ) THEN
  568. *
  569. * Path 7t(N much larger than M, JOBU='N', JOBVT='A')
  570. *
  571. WRKBL = M + LWORK_DGELQF
  572. WRKBL = MAX( WRKBL, M + LWORK_DORGLQ_N )
  573. WRKBL = MAX( WRKBL, 3*M + LWORK_DGEBRD )
  574. WRKBL = MAX( WRKBL, 3*M + LWORK_DORGBR_P )
  575. WRKBL = MAX( WRKBL, BDSPAC )
  576. MAXWRK = M*M + WRKBL
  577. MINWRK = MAX( 3*M + N, BDSPAC )
  578. ELSE IF( WNTVA .AND. WNTUO ) THEN
  579. *
  580. * Path 8t(N much larger than M, JOBU='O', JOBVT='A')
  581. *
  582. WRKBL = M + LWORK_DGELQF
  583. WRKBL = MAX( WRKBL, M + LWORK_DORGLQ_N )
  584. WRKBL = MAX( WRKBL, 3*M + LWORK_DGEBRD )
  585. WRKBL = MAX( WRKBL, 3*M + LWORK_DORGBR_P )
  586. WRKBL = MAX( WRKBL, 3*M + LWORK_DORGBR_Q )
  587. WRKBL = MAX( WRKBL, BDSPAC )
  588. MAXWRK = 2*M*M + WRKBL
  589. MINWRK = MAX( 3*M + N, BDSPAC )
  590. ELSE IF( WNTVA .AND. WNTUAS ) THEN
  591. *
  592. * Path 9t(N much larger than M, JOBU='S' or 'A',
  593. * JOBVT='A')
  594. *
  595. WRKBL = M + LWORK_DGELQF
  596. WRKBL = MAX( WRKBL, M + LWORK_DORGLQ_N )
  597. WRKBL = MAX( WRKBL, 3*M + LWORK_DGEBRD )
  598. WRKBL = MAX( WRKBL, 3*M + LWORK_DORGBR_P )
  599. WRKBL = MAX( WRKBL, 3*M + LWORK_DORGBR_Q )
  600. WRKBL = MAX( WRKBL, BDSPAC )
  601. MAXWRK = M*M + WRKBL
  602. MINWRK = MAX( 3*M + N, BDSPAC )
  603. END IF
  604. ELSE
  605. *
  606. * Path 10t(N greater than M, but not much larger)
  607. *
  608. CALL DGEBRD( M, N, A, LDA, S, DUM(1), DUM(1),
  609. $ DUM(1), DUM(1), -1, IERR )
  610. LWORK_DGEBRD = INT( DUM(1) )
  611. MAXWRK = 3*M + LWORK_DGEBRD
  612. IF( WNTVS .OR. WNTVO ) THEN
  613. * Compute space needed for DORGBR P
  614. CALL DORGBR( 'P', M, N, M, A, N, DUM(1),
  615. $ DUM(1), -1, IERR )
  616. LWORK_DORGBR_P = INT( DUM(1) )
  617. MAXWRK = MAX( MAXWRK, 3*M + LWORK_DORGBR_P )
  618. END IF
  619. IF( WNTVA ) THEN
  620. CALL DORGBR( 'P', N, N, M, A, N, DUM(1),
  621. $ DUM(1), -1, IERR )
  622. LWORK_DORGBR_P = INT( DUM(1) )
  623. MAXWRK = MAX( MAXWRK, 3*M + LWORK_DORGBR_P )
  624. END IF
  625. IF( .NOT.WNTUN ) THEN
  626. MAXWRK = MAX( MAXWRK, 3*M + LWORK_DORGBR_Q )
  627. END IF
  628. MAXWRK = MAX( MAXWRK, BDSPAC )
  629. MINWRK = MAX( 3*M + N, BDSPAC )
  630. END IF
  631. END IF
  632. MAXWRK = MAX( MAXWRK, MINWRK )
  633. WORK( 1 ) = MAXWRK
  634. *
  635. IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY ) THEN
  636. INFO = -13
  637. END IF
  638. END IF
  639. *
  640. IF( INFO.NE.0 ) THEN
  641. CALL XERBLA( 'DGESVD', -INFO )
  642. RETURN
  643. ELSE IF( LQUERY ) THEN
  644. RETURN
  645. END IF
  646. *
  647. * Quick return if possible
  648. *
  649. IF( M.EQ.0 .OR. N.EQ.0 ) THEN
  650. RETURN
  651. END IF
  652. *
  653. * Get machine constants
  654. *
  655. EPS = DLAMCH( 'P' )
  656. SMLNUM = SQRT( DLAMCH( 'S' ) ) / EPS
  657. BIGNUM = ONE / SMLNUM
  658. *
  659. * Scale A if max element outside range [SMLNUM,BIGNUM]
  660. *
  661. ANRM = DLANGE( 'M', M, N, A, LDA, DUM )
  662. ISCL = 0
  663. IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
  664. ISCL = 1
  665. CALL DLASCL( 'G', 0, 0, ANRM, SMLNUM, M, N, A, LDA, IERR )
  666. ELSE IF( ANRM.GT.BIGNUM ) THEN
  667. ISCL = 1
  668. CALL DLASCL( 'G', 0, 0, ANRM, BIGNUM, M, N, A, LDA, IERR )
  669. END IF
  670. *
  671. IF( M.GE.N ) THEN
  672. *
  673. * A has at least as many rows as columns. If A has sufficiently
  674. * more rows than columns, first reduce using the QR
  675. * decomposition (if sufficient workspace available)
  676. *
  677. IF( M.GE.MNTHR ) THEN
  678. *
  679. IF( WNTUN ) THEN
  680. *
  681. * Path 1 (M much larger than N, JOBU='N')
  682. * No left singular vectors to be computed
  683. *
  684. ITAU = 1
  685. IWORK = ITAU + N
  686. *
  687. * Compute A=Q*R
  688. * (Workspace: need 2*N, prefer N + N*NB)
  689. *
  690. CALL DGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( IWORK ),
  691. $ LWORK-IWORK+1, IERR )
  692. *
  693. * Zero out below R
  694. *
  695. IF( N .GT. 1 ) THEN
  696. CALL DLASET( 'L', N-1, N-1, ZERO, ZERO, A( 2, 1 ),
  697. $ LDA )
  698. END IF
  699. IE = 1
  700. ITAUQ = IE + N
  701. ITAUP = ITAUQ + N
  702. IWORK = ITAUP + N
  703. *
  704. * Bidiagonalize R in A
  705. * (Workspace: need 4*N, prefer 3*N + 2*N*NB)
  706. *
  707. CALL DGEBRD( N, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ),
  708. $ WORK( ITAUP ), WORK( IWORK ), LWORK-IWORK+1,
  709. $ IERR )
  710. NCVT = 0
  711. IF( WNTVO .OR. WNTVAS ) THEN
  712. *
  713. * If right singular vectors desired, generate P'.
  714. * (Workspace: need 4*N-1, prefer 3*N + (N-1)*NB)
  715. *
  716. CALL DORGBR( 'P', N, N, N, A, LDA, WORK( ITAUP ),
  717. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  718. NCVT = N
  719. END IF
  720. IWORK = IE + N
  721. *
  722. * Perform bidiagonal QR iteration, computing right
  723. * singular vectors of A in A if desired
  724. * (Workspace: need BDSPAC)
  725. *
  726. CALL DBDSQR( 'U', N, NCVT, 0, 0, S, WORK( IE ), A, LDA,
  727. $ DUM, 1, DUM, 1, WORK( IWORK ), INFO )
  728. *
  729. * If right singular vectors desired in VT, copy them there
  730. *
  731. IF( WNTVAS )
  732. $ CALL DLACPY( 'F', N, N, A, LDA, VT, LDVT )
  733. *
  734. ELSE IF( WNTUO .AND. WNTVN ) THEN
  735. *
  736. * Path 2 (M much larger than N, JOBU='O', JOBVT='N')
  737. * N left singular vectors to be overwritten on A and
  738. * no right singular vectors to be computed
  739. *
  740. IF( LWORK.GE.N*N+MAX( 4*N, BDSPAC ) ) THEN
  741. *
  742. * Sufficient workspace for a fast algorithm
  743. *
  744. IR = 1
  745. IF( LWORK.GE.MAX( WRKBL, LDA*N + N ) + LDA*N ) THEN
  746. *
  747. * WORK(IU) is LDA by N, WORK(IR) is LDA by N
  748. *
  749. LDWRKU = LDA
  750. LDWRKR = LDA
  751. ELSE IF( LWORK.GE.MAX( WRKBL, LDA*N + N ) + N*N ) THEN
  752. *
  753. * WORK(IU) is LDA by N, WORK(IR) is N by N
  754. *
  755. LDWRKU = LDA
  756. LDWRKR = N
  757. ELSE
  758. *
  759. * WORK(IU) is LDWRKU by N, WORK(IR) is N by N
  760. *
  761. LDWRKU = ( LWORK-N*N-N ) / N
  762. LDWRKR = N
  763. END IF
  764. ITAU = IR + LDWRKR*N
  765. IWORK = ITAU + N
  766. *
  767. * Compute A=Q*R
  768. * (Workspace: need N*N + 2*N, prefer N*N + N + N*NB)
  769. *
  770. CALL DGEQRF( M, N, A, LDA, WORK( ITAU ),
  771. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  772. *
  773. * Copy R to WORK(IR) and zero out below it
  774. *
  775. CALL DLACPY( 'U', N, N, A, LDA, WORK( IR ), LDWRKR )
  776. CALL DLASET( 'L', N-1, N-1, ZERO, ZERO, WORK( IR+1 ),
  777. $ LDWRKR )
  778. *
  779. * Generate Q in A
  780. * (Workspace: need N*N + 2*N, prefer N*N + N + N*NB)
  781. *
  782. CALL DORGQR( M, N, N, A, LDA, WORK( ITAU ),
  783. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  784. IE = ITAU
  785. ITAUQ = IE + N
  786. ITAUP = ITAUQ + N
  787. IWORK = ITAUP + N
  788. *
  789. * Bidiagonalize R in WORK(IR)
  790. * (Workspace: need N*N + 4*N, prefer N*N + 3*N + 2*N*NB)
  791. *
  792. CALL DGEBRD( N, N, WORK( IR ), LDWRKR, S, WORK( IE ),
  793. $ WORK( ITAUQ ), WORK( ITAUP ),
  794. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  795. *
  796. * Generate left vectors bidiagonalizing R
  797. * (Workspace: need N*N + 4*N, prefer N*N + 3*N + N*NB)
  798. *
  799. CALL DORGBR( 'Q', N, N, N, WORK( IR ), LDWRKR,
  800. $ WORK( ITAUQ ), WORK( IWORK ),
  801. $ LWORK-IWORK+1, IERR )
  802. IWORK = IE + N
  803. *
  804. * Perform bidiagonal QR iteration, computing left
  805. * singular vectors of R in WORK(IR)
  806. * (Workspace: need N*N + BDSPAC)
  807. *
  808. CALL DBDSQR( 'U', N, 0, N, 0, S, WORK( IE ), DUM, 1,
  809. $ WORK( IR ), LDWRKR, DUM, 1,
  810. $ WORK( IWORK ), INFO )
  811. IU = IE + N
  812. *
  813. * Multiply Q in A by left singular vectors of R in
  814. * WORK(IR), storing result in WORK(IU) and copying to A
  815. * (Workspace: need N*N + 2*N, prefer N*N + M*N + N)
  816. *
  817. DO 10 I = 1, M, LDWRKU
  818. CHUNK = MIN( M-I+1, LDWRKU )
  819. CALL DGEMM( 'N', 'N', CHUNK, N, N, ONE, A( I, 1 ),
  820. $ LDA, WORK( IR ), LDWRKR, ZERO,
  821. $ WORK( IU ), LDWRKU )
  822. CALL DLACPY( 'F', CHUNK, N, WORK( IU ), LDWRKU,
  823. $ A( I, 1 ), LDA )
  824. 10 CONTINUE
  825. *
  826. ELSE
  827. *
  828. * Insufficient workspace for a fast algorithm
  829. *
  830. IE = 1
  831. ITAUQ = IE + N
  832. ITAUP = ITAUQ + N
  833. IWORK = ITAUP + N
  834. *
  835. * Bidiagonalize A
  836. * (Workspace: need 3*N + M, prefer 3*N + (M + N)*NB)
  837. *
  838. CALL DGEBRD( M, N, A, LDA, S, WORK( IE ),
  839. $ WORK( ITAUQ ), WORK( ITAUP ),
  840. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  841. *
  842. * Generate left vectors bidiagonalizing A
  843. * (Workspace: need 4*N, prefer 3*N + N*NB)
  844. *
  845. CALL DORGBR( 'Q', M, N, N, A, LDA, WORK( ITAUQ ),
  846. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  847. IWORK = IE + N
  848. *
  849. * Perform bidiagonal QR iteration, computing left
  850. * singular vectors of A in A
  851. * (Workspace: need BDSPAC)
  852. *
  853. CALL DBDSQR( 'U', N, 0, M, 0, S, WORK( IE ), DUM, 1,
  854. $ A, LDA, DUM, 1, WORK( IWORK ), INFO )
  855. *
  856. END IF
  857. *
  858. ELSE IF( WNTUO .AND. WNTVAS ) THEN
  859. *
  860. * Path 3 (M much larger than N, JOBU='O', JOBVT='S' or 'A')
  861. * N left singular vectors to be overwritten on A and
  862. * N right singular vectors to be computed in VT
  863. *
  864. IF( LWORK.GE.N*N+MAX( 4*N, BDSPAC ) ) THEN
  865. *
  866. * Sufficient workspace for a fast algorithm
  867. *
  868. IR = 1
  869. IF( LWORK.GE.MAX( WRKBL, LDA*N + N ) + LDA*N ) THEN
  870. *
  871. * WORK(IU) is LDA by N and WORK(IR) is LDA by N
  872. *
  873. LDWRKU = LDA
  874. LDWRKR = LDA
  875. ELSE IF( LWORK.GE.MAX( WRKBL, LDA*N + N ) + N*N ) THEN
  876. *
  877. * WORK(IU) is LDA by N and WORK(IR) is N by N
  878. *
  879. LDWRKU = LDA
  880. LDWRKR = N
  881. ELSE
  882. *
  883. * WORK(IU) is LDWRKU by N and WORK(IR) is N by N
  884. *
  885. LDWRKU = ( LWORK-N*N-N ) / N
  886. LDWRKR = N
  887. END IF
  888. ITAU = IR + LDWRKR*N
  889. IWORK = ITAU + N
  890. *
  891. * Compute A=Q*R
  892. * (Workspace: need N*N + 2*N, prefer N*N + N + N*NB)
  893. *
  894. CALL DGEQRF( M, N, A, LDA, WORK( ITAU ),
  895. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  896. *
  897. * Copy R to VT, zeroing out below it
  898. *
  899. CALL DLACPY( 'U', N, N, A, LDA, VT, LDVT )
  900. IF( N.GT.1 )
  901. $ CALL DLASET( 'L', N-1, N-1, ZERO, ZERO,
  902. $ VT( 2, 1 ), LDVT )
  903. *
  904. * Generate Q in A
  905. * (Workspace: need N*N + 2*N, prefer N*N + N + N*NB)
  906. *
  907. CALL DORGQR( M, N, N, A, LDA, WORK( ITAU ),
  908. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  909. IE = ITAU
  910. ITAUQ = IE + N
  911. ITAUP = ITAUQ + N
  912. IWORK = ITAUP + N
  913. *
  914. * Bidiagonalize R in VT, copying result to WORK(IR)
  915. * (Workspace: need N*N + 4*N, prefer N*N + 3*N + 2*N*NB)
  916. *
  917. CALL DGEBRD( N, N, VT, LDVT, S, WORK( IE ),
  918. $ WORK( ITAUQ ), WORK( ITAUP ),
  919. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  920. CALL DLACPY( 'L', N, N, VT, LDVT, WORK( IR ), LDWRKR )
  921. *
  922. * Generate left vectors bidiagonalizing R in WORK(IR)
  923. * (Workspace: need N*N + 4*N, prefer N*N + 3*N + N*NB)
  924. *
  925. CALL DORGBR( 'Q', N, N, N, WORK( IR ), LDWRKR,
  926. $ WORK( ITAUQ ), WORK( IWORK ),
  927. $ LWORK-IWORK+1, IERR )
  928. *
  929. * Generate right vectors bidiagonalizing R in VT
  930. * (Workspace: need N*N + 4*N-1, prefer N*N + 3*N + (N-1)*NB)
  931. *
  932. CALL DORGBR( 'P', N, N, N, VT, LDVT, WORK( ITAUP ),
  933. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  934. IWORK = IE + N
  935. *
  936. * Perform bidiagonal QR iteration, computing left
  937. * singular vectors of R in WORK(IR) and computing right
  938. * singular vectors of R in VT
  939. * (Workspace: need N*N + BDSPAC)
  940. *
  941. CALL DBDSQR( 'U', N, N, N, 0, S, WORK( IE ), VT, LDVT,
  942. $ WORK( IR ), LDWRKR, DUM, 1,
  943. $ WORK( IWORK ), INFO )
  944. IU = IE + N
  945. *
  946. * Multiply Q in A by left singular vectors of R in
  947. * WORK(IR), storing result in WORK(IU) and copying to A
  948. * (Workspace: need N*N + 2*N, prefer N*N + M*N + N)
  949. *
  950. DO 20 I = 1, M, LDWRKU
  951. CHUNK = MIN( M-I+1, LDWRKU )
  952. CALL DGEMM( 'N', 'N', CHUNK, N, N, ONE, A( I, 1 ),
  953. $ LDA, WORK( IR ), LDWRKR, ZERO,
  954. $ WORK( IU ), LDWRKU )
  955. CALL DLACPY( 'F', CHUNK, N, WORK( IU ), LDWRKU,
  956. $ A( I, 1 ), LDA )
  957. 20 CONTINUE
  958. *
  959. ELSE
  960. *
  961. * Insufficient workspace for a fast algorithm
  962. *
  963. ITAU = 1
  964. IWORK = ITAU + N
  965. *
  966. * Compute A=Q*R
  967. * (Workspace: need 2*N, prefer N + N*NB)
  968. *
  969. CALL DGEQRF( M, N, A, LDA, WORK( ITAU ),
  970. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  971. *
  972. * Copy R to VT, zeroing out below it
  973. *
  974. CALL DLACPY( 'U', N, N, A, LDA, VT, LDVT )
  975. IF( N.GT.1 )
  976. $ CALL DLASET( 'L', N-1, N-1, ZERO, ZERO,
  977. $ VT( 2, 1 ), LDVT )
  978. *
  979. * Generate Q in A
  980. * (Workspace: need 2*N, prefer N + N*NB)
  981. *
  982. CALL DORGQR( M, N, N, A, LDA, WORK( ITAU ),
  983. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  984. IE = ITAU
  985. ITAUQ = IE + N
  986. ITAUP = ITAUQ + N
  987. IWORK = ITAUP + N
  988. *
  989. * Bidiagonalize R in VT
  990. * (Workspace: need 4*N, prefer 3*N + 2*N*NB)
  991. *
  992. CALL DGEBRD( N, N, VT, LDVT, S, WORK( IE ),
  993. $ WORK( ITAUQ ), WORK( ITAUP ),
  994. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  995. *
  996. * Multiply Q in A by left vectors bidiagonalizing R
  997. * (Workspace: need 3*N + M, prefer 3*N + M*NB)
  998. *
  999. CALL DORMBR( 'Q', 'R', 'N', M, N, N, VT, LDVT,
  1000. $ WORK( ITAUQ ), A, LDA, WORK( IWORK ),
  1001. $ LWORK-IWORK+1, IERR )
  1002. *
  1003. * Generate right vectors bidiagonalizing R in VT
  1004. * (Workspace: need 4*N-1, prefer 3*N + (N-1)*NB)
  1005. *
  1006. CALL DORGBR( 'P', N, N, N, VT, LDVT, WORK( ITAUP ),
  1007. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  1008. IWORK = IE + N
  1009. *
  1010. * Perform bidiagonal QR iteration, computing left
  1011. * singular vectors of A in A and computing right
  1012. * singular vectors of A in VT
  1013. * (Workspace: need BDSPAC)
  1014. *
  1015. CALL DBDSQR( 'U', N, N, M, 0, S, WORK( IE ), VT, LDVT,
  1016. $ A, LDA, DUM, 1, WORK( IWORK ), INFO )
  1017. *
  1018. END IF
  1019. *
  1020. ELSE IF( WNTUS ) THEN
  1021. *
  1022. IF( WNTVN ) THEN
  1023. *
  1024. * Path 4 (M much larger than N, JOBU='S', JOBVT='N')
  1025. * N left singular vectors to be computed in U and
  1026. * no right singular vectors to be computed
  1027. *
  1028. IF( LWORK.GE.N*N+MAX( 4*N, BDSPAC ) ) THEN
  1029. *
  1030. * Sufficient workspace for a fast algorithm
  1031. *
  1032. IR = 1
  1033. IF( LWORK.GE.WRKBL+LDA*N ) THEN
  1034. *
  1035. * WORK(IR) is LDA by N
  1036. *
  1037. LDWRKR = LDA
  1038. ELSE
  1039. *
  1040. * WORK(IR) is N by N
  1041. *
  1042. LDWRKR = N
  1043. END IF
  1044. ITAU = IR + LDWRKR*N
  1045. IWORK = ITAU + N
  1046. *
  1047. * Compute A=Q*R
  1048. * (Workspace: need N*N + 2*N, prefer N*N + N + N*NB)
  1049. *
  1050. CALL DGEQRF( M, N, A, LDA, WORK( ITAU ),
  1051. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  1052. *
  1053. * Copy R to WORK(IR), zeroing out below it
  1054. *
  1055. CALL DLACPY( 'U', N, N, A, LDA, WORK( IR ),
  1056. $ LDWRKR )
  1057. CALL DLASET( 'L', N-1, N-1, ZERO, ZERO,
  1058. $ WORK( IR+1 ), LDWRKR )
  1059. *
  1060. * Generate Q in A
  1061. * (Workspace: need N*N + 2*N, prefer N*N + N + N*NB)
  1062. *
  1063. CALL DORGQR( M, N, N, A, LDA, WORK( ITAU ),
  1064. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  1065. IE = ITAU
  1066. ITAUQ = IE + N
  1067. ITAUP = ITAUQ + N
  1068. IWORK = ITAUP + N
  1069. *
  1070. * Bidiagonalize R in WORK(IR)
  1071. * (Workspace: need N*N + 4*N, prefer N*N + 3*N + 2*N*NB)
  1072. *
  1073. CALL DGEBRD( N, N, WORK( IR ), LDWRKR, S,
  1074. $ WORK( IE ), WORK( ITAUQ ),
  1075. $ WORK( ITAUP ), WORK( IWORK ),
  1076. $ LWORK-IWORK+1, IERR )
  1077. *
  1078. * Generate left vectors bidiagonalizing R in WORK(IR)
  1079. * (Workspace: need N*N + 4*N, prefer N*N + 3*N + N*NB)
  1080. *
  1081. CALL DORGBR( 'Q', N, N, N, WORK( IR ), LDWRKR,
  1082. $ WORK( ITAUQ ), WORK( IWORK ),
  1083. $ LWORK-IWORK+1, IERR )
  1084. IWORK = IE + N
  1085. *
  1086. * Perform bidiagonal QR iteration, computing left
  1087. * singular vectors of R in WORK(IR)
  1088. * (Workspace: need N*N + BDSPAC)
  1089. *
  1090. CALL DBDSQR( 'U', N, 0, N, 0, S, WORK( IE ), DUM,
  1091. $ 1, WORK( IR ), LDWRKR, DUM, 1,
  1092. $ WORK( IWORK ), INFO )
  1093. *
  1094. * Multiply Q in A by left singular vectors of R in
  1095. * WORK(IR), storing result in U
  1096. * (Workspace: need N*N)
  1097. *
  1098. CALL DGEMM( 'N', 'N', M, N, N, ONE, A, LDA,
  1099. $ WORK( IR ), LDWRKR, ZERO, U, LDU )
  1100. *
  1101. ELSE
  1102. *
  1103. * Insufficient workspace for a fast algorithm
  1104. *
  1105. ITAU = 1
  1106. IWORK = ITAU + N
  1107. *
  1108. * Compute A=Q*R, copying result to U
  1109. * (Workspace: need 2*N, prefer N + N*NB)
  1110. *
  1111. CALL DGEQRF( M, N, A, LDA, WORK( ITAU ),
  1112. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  1113. CALL DLACPY( 'L', M, N, A, LDA, U, LDU )
  1114. *
  1115. * Generate Q in U
  1116. * (Workspace: need 2*N, prefer N + N*NB)
  1117. *
  1118. CALL DORGQR( M, N, N, U, LDU, WORK( ITAU ),
  1119. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  1120. IE = ITAU
  1121. ITAUQ = IE + N
  1122. ITAUP = ITAUQ + N
  1123. IWORK = ITAUP + N
  1124. *
  1125. * Zero out below R in A
  1126. *
  1127. IF( N .GT. 1 ) THEN
  1128. CALL DLASET( 'L', N-1, N-1, ZERO, ZERO,
  1129. $ A( 2, 1 ), LDA )
  1130. END IF
  1131. *
  1132. * Bidiagonalize R in A
  1133. * (Workspace: need 4*N, prefer 3*N + 2*N*NB)
  1134. *
  1135. CALL DGEBRD( N, N, A, LDA, S, WORK( IE ),
  1136. $ WORK( ITAUQ ), WORK( ITAUP ),
  1137. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  1138. *
  1139. * Multiply Q in U by left vectors bidiagonalizing R
  1140. * (Workspace: need 3*N + M, prefer 3*N + M*NB)
  1141. *
  1142. CALL DORMBR( 'Q', 'R', 'N', M, N, N, A, LDA,
  1143. $ WORK( ITAUQ ), U, LDU, WORK( IWORK ),
  1144. $ LWORK-IWORK+1, IERR )
  1145. IWORK = IE + N
  1146. *
  1147. * Perform bidiagonal QR iteration, computing left
  1148. * singular vectors of A in U
  1149. * (Workspace: need BDSPAC)
  1150. *
  1151. CALL DBDSQR( 'U', N, 0, M, 0, S, WORK( IE ), DUM,
  1152. $ 1, U, LDU, DUM, 1, WORK( IWORK ),
  1153. $ INFO )
  1154. *
  1155. END IF
  1156. *
  1157. ELSE IF( WNTVO ) THEN
  1158. *
  1159. * Path 5 (M much larger than N, JOBU='S', JOBVT='O')
  1160. * N left singular vectors to be computed in U and
  1161. * N right singular vectors to be overwritten on A
  1162. *
  1163. IF( LWORK.GE.2*N*N+MAX( 4*N, BDSPAC ) ) THEN
  1164. *
  1165. * Sufficient workspace for a fast algorithm
  1166. *
  1167. IU = 1
  1168. IF( LWORK.GE.WRKBL+2*LDA*N ) THEN
  1169. *
  1170. * WORK(IU) is LDA by N and WORK(IR) is LDA by N
  1171. *
  1172. LDWRKU = LDA
  1173. IR = IU + LDWRKU*N
  1174. LDWRKR = LDA
  1175. ELSE IF( LWORK.GE.WRKBL+( LDA + N )*N ) THEN
  1176. *
  1177. * WORK(IU) is LDA by N and WORK(IR) is N by N
  1178. *
  1179. LDWRKU = LDA
  1180. IR = IU + LDWRKU*N
  1181. LDWRKR = N
  1182. ELSE
  1183. *
  1184. * WORK(IU) is N by N and WORK(IR) is N by N
  1185. *
  1186. LDWRKU = N
  1187. IR = IU + LDWRKU*N
  1188. LDWRKR = N
  1189. END IF
  1190. ITAU = IR + LDWRKR*N
  1191. IWORK = ITAU + N
  1192. *
  1193. * Compute A=Q*R
  1194. * (Workspace: need 2*N*N + 2*N, prefer 2*N*N + N + N*NB)
  1195. *
  1196. CALL DGEQRF( M, N, A, LDA, WORK( ITAU ),
  1197. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  1198. *
  1199. * Copy R to WORK(IU), zeroing out below it
  1200. *
  1201. CALL DLACPY( 'U', N, N, A, LDA, WORK( IU ),
  1202. $ LDWRKU )
  1203. CALL DLASET( 'L', N-1, N-1, ZERO, ZERO,
  1204. $ WORK( IU+1 ), LDWRKU )
  1205. *
  1206. * Generate Q in A
  1207. * (Workspace: need 2*N*N + 2*N, prefer 2*N*N + N + N*NB)
  1208. *
  1209. CALL DORGQR( M, N, N, A, LDA, WORK( ITAU ),
  1210. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  1211. IE = ITAU
  1212. ITAUQ = IE + N
  1213. ITAUP = ITAUQ + N
  1214. IWORK = ITAUP + N
  1215. *
  1216. * Bidiagonalize R in WORK(IU), copying result to
  1217. * WORK(IR)
  1218. * (Workspace: need 2*N*N + 4*N,
  1219. * prefer 2*N*N+3*N+2*N*NB)
  1220. *
  1221. CALL DGEBRD( N, N, WORK( IU ), LDWRKU, S,
  1222. $ WORK( IE ), WORK( ITAUQ ),
  1223. $ WORK( ITAUP ), WORK( IWORK ),
  1224. $ LWORK-IWORK+1, IERR )
  1225. CALL DLACPY( 'U', N, N, WORK( IU ), LDWRKU,
  1226. $ WORK( IR ), LDWRKR )
  1227. *
  1228. * Generate left bidiagonalizing vectors in WORK(IU)
  1229. * (Workspace: need 2*N*N + 4*N, prefer 2*N*N + 3*N + N*NB)
  1230. *
  1231. CALL DORGBR( 'Q', N, N, N, WORK( IU ), LDWRKU,
  1232. $ WORK( ITAUQ ), WORK( IWORK ),
  1233. $ LWORK-IWORK+1, IERR )
  1234. *
  1235. * Generate right bidiagonalizing vectors in WORK(IR)
  1236. * (Workspace: need 2*N*N + 4*N-1,
  1237. * prefer 2*N*N+3*N+(N-1)*NB)
  1238. *
  1239. CALL DORGBR( 'P', N, N, N, WORK( IR ), LDWRKR,
  1240. $ WORK( ITAUP ), WORK( IWORK ),
  1241. $ LWORK-IWORK+1, IERR )
  1242. IWORK = IE + N
  1243. *
  1244. * Perform bidiagonal QR iteration, computing left
  1245. * singular vectors of R in WORK(IU) and computing
  1246. * right singular vectors of R in WORK(IR)
  1247. * (Workspace: need 2*N*N + BDSPAC)
  1248. *
  1249. CALL DBDSQR( 'U', N, N, N, 0, S, WORK( IE ),
  1250. $ WORK( IR ), LDWRKR, WORK( IU ),
  1251. $ LDWRKU, DUM, 1, WORK( IWORK ), INFO )
  1252. *
  1253. * Multiply Q in A by left singular vectors of R in
  1254. * WORK(IU), storing result in U
  1255. * (Workspace: need N*N)
  1256. *
  1257. CALL DGEMM( 'N', 'N', M, N, N, ONE, A, LDA,
  1258. $ WORK( IU ), LDWRKU, ZERO, U, LDU )
  1259. *
  1260. * Copy right singular vectors of R to A
  1261. * (Workspace: need N*N)
  1262. *
  1263. CALL DLACPY( 'F', N, N, WORK( IR ), LDWRKR, A,
  1264. $ LDA )
  1265. *
  1266. ELSE
  1267. *
  1268. * Insufficient workspace for a fast algorithm
  1269. *
  1270. ITAU = 1
  1271. IWORK = ITAU + N
  1272. *
  1273. * Compute A=Q*R, copying result to U
  1274. * (Workspace: need 2*N, prefer N + N*NB)
  1275. *
  1276. CALL DGEQRF( M, N, A, LDA, WORK( ITAU ),
  1277. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  1278. CALL DLACPY( 'L', M, N, A, LDA, U, LDU )
  1279. *
  1280. * Generate Q in U
  1281. * (Workspace: need 2*N, prefer N + N*NB)
  1282. *
  1283. CALL DORGQR( M, N, N, U, LDU, WORK( ITAU ),
  1284. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  1285. IE = ITAU
  1286. ITAUQ = IE + N
  1287. ITAUP = ITAUQ + N
  1288. IWORK = ITAUP + N
  1289. *
  1290. * Zero out below R in A
  1291. *
  1292. IF( N .GT. 1 ) THEN
  1293. CALL DLASET( 'L', N-1, N-1, ZERO, ZERO,
  1294. $ A( 2, 1 ), LDA )
  1295. END IF
  1296. *
  1297. * Bidiagonalize R in A
  1298. * (Workspace: need 4*N, prefer 3*N + 2*N*NB)
  1299. *
  1300. CALL DGEBRD( N, N, A, LDA, S, WORK( IE ),
  1301. $ WORK( ITAUQ ), WORK( ITAUP ),
  1302. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  1303. *
  1304. * Multiply Q in U by left vectors bidiagonalizing R
  1305. * (Workspace: need 3*N + M, prefer 3*N + M*NB)
  1306. *
  1307. CALL DORMBR( 'Q', 'R', 'N', M, N, N, A, LDA,
  1308. $ WORK( ITAUQ ), U, LDU, WORK( IWORK ),
  1309. $ LWORK-IWORK+1, IERR )
  1310. *
  1311. * Generate right vectors bidiagonalizing R in A
  1312. * (Workspace: need 4*N-1, prefer 3*N + (N-1)*NB)
  1313. *
  1314. CALL DORGBR( 'P', N, N, N, A, LDA, WORK( ITAUP ),
  1315. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  1316. IWORK = IE + N
  1317. *
  1318. * Perform bidiagonal QR iteration, computing left
  1319. * singular vectors of A in U and computing right
  1320. * singular vectors of A in A
  1321. * (Workspace: need BDSPAC)
  1322. *
  1323. CALL DBDSQR( 'U', N, N, M, 0, S, WORK( IE ), A,
  1324. $ LDA, U, LDU, DUM, 1, WORK( IWORK ),
  1325. $ INFO )
  1326. *
  1327. END IF
  1328. *
  1329. ELSE IF( WNTVAS ) THEN
  1330. *
  1331. * Path 6 (M much larger than N, JOBU='S', JOBVT='S'
  1332. * or 'A')
  1333. * N left singular vectors to be computed in U and
  1334. * N right singular vectors to be computed in VT
  1335. *
  1336. IF( LWORK.GE.N*N+MAX( 4*N, BDSPAC ) ) THEN
  1337. *
  1338. * Sufficient workspace for a fast algorithm
  1339. *
  1340. IU = 1
  1341. IF( LWORK.GE.WRKBL+LDA*N ) THEN
  1342. *
  1343. * WORK(IU) is LDA by N
  1344. *
  1345. LDWRKU = LDA
  1346. ELSE
  1347. *
  1348. * WORK(IU) is N by N
  1349. *
  1350. LDWRKU = N
  1351. END IF
  1352. ITAU = IU + LDWRKU*N
  1353. IWORK = ITAU + N
  1354. *
  1355. * Compute A=Q*R
  1356. * (Workspace: need N*N + 2*N, prefer N*N + N + N*NB)
  1357. *
  1358. CALL DGEQRF( M, N, A, LDA, WORK( ITAU ),
  1359. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  1360. *
  1361. * Copy R to WORK(IU), zeroing out below it
  1362. *
  1363. CALL DLACPY( 'U', N, N, A, LDA, WORK( IU ),
  1364. $ LDWRKU )
  1365. CALL DLASET( 'L', N-1, N-1, ZERO, ZERO,
  1366. $ WORK( IU+1 ), LDWRKU )
  1367. *
  1368. * Generate Q in A
  1369. * (Workspace: need N*N + 2*N, prefer N*N + N + N*NB)
  1370. *
  1371. CALL DORGQR( M, N, N, A, LDA, WORK( ITAU ),
  1372. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  1373. IE = ITAU
  1374. ITAUQ = IE + N
  1375. ITAUP = ITAUQ + N
  1376. IWORK = ITAUP + N
  1377. *
  1378. * Bidiagonalize R in WORK(IU), copying result to VT
  1379. * (Workspace: need N*N + 4*N, prefer N*N + 3*N + 2*N*NB)
  1380. *
  1381. CALL DGEBRD( N, N, WORK( IU ), LDWRKU, S,
  1382. $ WORK( IE ), WORK( ITAUQ ),
  1383. $ WORK( ITAUP ), WORK( IWORK ),
  1384. $ LWORK-IWORK+1, IERR )
  1385. CALL DLACPY( 'U', N, N, WORK( IU ), LDWRKU, VT,
  1386. $ LDVT )
  1387. *
  1388. * Generate left bidiagonalizing vectors in WORK(IU)
  1389. * (Workspace: need N*N + 4*N, prefer N*N + 3*N + N*NB)
  1390. *
  1391. CALL DORGBR( 'Q', N, N, N, WORK( IU ), LDWRKU,
  1392. $ WORK( ITAUQ ), WORK( IWORK ),
  1393. $ LWORK-IWORK+1, IERR )
  1394. *
  1395. * Generate right bidiagonalizing vectors in VT
  1396. * (Workspace: need N*N + 4*N-1,
  1397. * prefer N*N+3*N+(N-1)*NB)
  1398. *
  1399. CALL DORGBR( 'P', N, N, N, VT, LDVT, WORK( ITAUP ),
  1400. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  1401. IWORK = IE + N
  1402. *
  1403. * Perform bidiagonal QR iteration, computing left
  1404. * singular vectors of R in WORK(IU) and computing
  1405. * right singular vectors of R in VT
  1406. * (Workspace: need N*N + BDSPAC)
  1407. *
  1408. CALL DBDSQR( 'U', N, N, N, 0, S, WORK( IE ), VT,
  1409. $ LDVT, WORK( IU ), LDWRKU, DUM, 1,
  1410. $ WORK( IWORK ), INFO )
  1411. *
  1412. * Multiply Q in A by left singular vectors of R in
  1413. * WORK(IU), storing result in U
  1414. * (Workspace: need N*N)
  1415. *
  1416. CALL DGEMM( 'N', 'N', M, N, N, ONE, A, LDA,
  1417. $ WORK( IU ), LDWRKU, ZERO, U, LDU )
  1418. *
  1419. ELSE
  1420. *
  1421. * Insufficient workspace for a fast algorithm
  1422. *
  1423. ITAU = 1
  1424. IWORK = ITAU + N
  1425. *
  1426. * Compute A=Q*R, copying result to U
  1427. * (Workspace: need 2*N, prefer N + N*NB)
  1428. *
  1429. CALL DGEQRF( M, N, A, LDA, WORK( ITAU ),
  1430. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  1431. CALL DLACPY( 'L', M, N, A, LDA, U, LDU )
  1432. *
  1433. * Generate Q in U
  1434. * (Workspace: need 2*N, prefer N + N*NB)
  1435. *
  1436. CALL DORGQR( M, N, N, U, LDU, WORK( ITAU ),
  1437. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  1438. *
  1439. * Copy R to VT, zeroing out below it
  1440. *
  1441. CALL DLACPY( 'U', N, N, A, LDA, VT, LDVT )
  1442. IF( N.GT.1 )
  1443. $ CALL DLASET( 'L', N-1, N-1, ZERO, ZERO,
  1444. $ VT( 2, 1 ), LDVT )
  1445. IE = ITAU
  1446. ITAUQ = IE + N
  1447. ITAUP = ITAUQ + N
  1448. IWORK = ITAUP + N
  1449. *
  1450. * Bidiagonalize R in VT
  1451. * (Workspace: need 4*N, prefer 3*N + 2*N*NB)
  1452. *
  1453. CALL DGEBRD( N, N, VT, LDVT, S, WORK( IE ),
  1454. $ WORK( ITAUQ ), WORK( ITAUP ),
  1455. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  1456. *
  1457. * Multiply Q in U by left bidiagonalizing vectors
  1458. * in VT
  1459. * (Workspace: need 3*N + M, prefer 3*N + M*NB)
  1460. *
  1461. CALL DORMBR( 'Q', 'R', 'N', M, N, N, VT, LDVT,
  1462. $ WORK( ITAUQ ), U, LDU, WORK( IWORK ),
  1463. $ LWORK-IWORK+1, IERR )
  1464. *
  1465. * Generate right bidiagonalizing vectors in VT
  1466. * (Workspace: need 4*N-1, prefer 3*N + (N-1)*NB)
  1467. *
  1468. CALL DORGBR( 'P', N, N, N, VT, LDVT, WORK( ITAUP ),
  1469. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  1470. IWORK = IE + N
  1471. *
  1472. * Perform bidiagonal QR iteration, computing left
  1473. * singular vectors of A in U and computing right
  1474. * singular vectors of A in VT
  1475. * (Workspace: need BDSPAC)
  1476. *
  1477. CALL DBDSQR( 'U', N, N, M, 0, S, WORK( IE ), VT,
  1478. $ LDVT, U, LDU, DUM, 1, WORK( IWORK ),
  1479. $ INFO )
  1480. *
  1481. END IF
  1482. *
  1483. END IF
  1484. *
  1485. ELSE IF( WNTUA ) THEN
  1486. *
  1487. IF( WNTVN ) THEN
  1488. *
  1489. * Path 7 (M much larger than N, JOBU='A', JOBVT='N')
  1490. * M left singular vectors to be computed in U and
  1491. * no right singular vectors to be computed
  1492. *
  1493. IF( LWORK.GE.N*N+MAX( N+M, 4*N, BDSPAC ) ) THEN
  1494. *
  1495. * Sufficient workspace for a fast algorithm
  1496. *
  1497. IR = 1
  1498. IF( LWORK.GE.WRKBL+LDA*N ) THEN
  1499. *
  1500. * WORK(IR) is LDA by N
  1501. *
  1502. LDWRKR = LDA
  1503. ELSE
  1504. *
  1505. * WORK(IR) is N by N
  1506. *
  1507. LDWRKR = N
  1508. END IF
  1509. ITAU = IR + LDWRKR*N
  1510. IWORK = ITAU + N
  1511. *
  1512. * Compute A=Q*R, copying result to U
  1513. * (Workspace: need N*N + 2*N, prefer N*N + N + N*NB)
  1514. *
  1515. CALL DGEQRF( M, N, A, LDA, WORK( ITAU ),
  1516. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  1517. CALL DLACPY( 'L', M, N, A, LDA, U, LDU )
  1518. *
  1519. * Copy R to WORK(IR), zeroing out below it
  1520. *
  1521. CALL DLACPY( 'U', N, N, A, LDA, WORK( IR ),
  1522. $ LDWRKR )
  1523. CALL DLASET( 'L', N-1, N-1, ZERO, ZERO,
  1524. $ WORK( IR+1 ), LDWRKR )
  1525. *
  1526. * Generate Q in U
  1527. * (Workspace: need N*N + N + M, prefer N*N + N + M*NB)
  1528. *
  1529. CALL DORGQR( M, M, N, U, LDU, WORK( ITAU ),
  1530. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  1531. IE = ITAU
  1532. ITAUQ = IE + N
  1533. ITAUP = ITAUQ + N
  1534. IWORK = ITAUP + N
  1535. *
  1536. * Bidiagonalize R in WORK(IR)
  1537. * (Workspace: need N*N + 4*N, prefer N*N + 3*N + 2*N*NB)
  1538. *
  1539. CALL DGEBRD( N, N, WORK( IR ), LDWRKR, S,
  1540. $ WORK( IE ), WORK( ITAUQ ),
  1541. $ WORK( ITAUP ), WORK( IWORK ),
  1542. $ LWORK-IWORK+1, IERR )
  1543. *
  1544. * Generate left bidiagonalizing vectors in WORK(IR)
  1545. * (Workspace: need N*N + 4*N, prefer N*N + 3*N + N*NB)
  1546. *
  1547. CALL DORGBR( 'Q', N, N, N, WORK( IR ), LDWRKR,
  1548. $ WORK( ITAUQ ), WORK( IWORK ),
  1549. $ LWORK-IWORK+1, IERR )
  1550. IWORK = IE + N
  1551. *
  1552. * Perform bidiagonal QR iteration, computing left
  1553. * singular vectors of R in WORK(IR)
  1554. * (Workspace: need N*N + BDSPAC)
  1555. *
  1556. CALL DBDSQR( 'U', N, 0, N, 0, S, WORK( IE ), DUM,
  1557. $ 1, WORK( IR ), LDWRKR, DUM, 1,
  1558. $ WORK( IWORK ), INFO )
  1559. *
  1560. * Multiply Q in U by left singular vectors of R in
  1561. * WORK(IR), storing result in A
  1562. * (Workspace: need N*N)
  1563. *
  1564. CALL DGEMM( 'N', 'N', M, N, N, ONE, U, LDU,
  1565. $ WORK( IR ), LDWRKR, ZERO, A, LDA )
  1566. *
  1567. * Copy left singular vectors of A from A to U
  1568. *
  1569. CALL DLACPY( 'F', M, N, A, LDA, U, LDU )
  1570. *
  1571. ELSE
  1572. *
  1573. * Insufficient workspace for a fast algorithm
  1574. *
  1575. ITAU = 1
  1576. IWORK = ITAU + N
  1577. *
  1578. * Compute A=Q*R, copying result to U
  1579. * (Workspace: need 2*N, prefer N + N*NB)
  1580. *
  1581. CALL DGEQRF( M, N, A, LDA, WORK( ITAU ),
  1582. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  1583. CALL DLACPY( 'L', M, N, A, LDA, U, LDU )
  1584. *
  1585. * Generate Q in U
  1586. * (Workspace: need N + M, prefer N + M*NB)
  1587. *
  1588. CALL DORGQR( M, M, N, U, LDU, WORK( ITAU ),
  1589. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  1590. IE = ITAU
  1591. ITAUQ = IE + N
  1592. ITAUP = ITAUQ + N
  1593. IWORK = ITAUP + N
  1594. *
  1595. * Zero out below R in A
  1596. *
  1597. IF( N .GT. 1 ) THEN
  1598. CALL DLASET( 'L', N-1, N-1, ZERO, ZERO,
  1599. $ A( 2, 1 ), LDA )
  1600. END IF
  1601. *
  1602. * Bidiagonalize R in A
  1603. * (Workspace: need 4*N, prefer 3*N + 2*N*NB)
  1604. *
  1605. CALL DGEBRD( N, N, A, LDA, S, WORK( IE ),
  1606. $ WORK( ITAUQ ), WORK( ITAUP ),
  1607. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  1608. *
  1609. * Multiply Q in U by left bidiagonalizing vectors
  1610. * in A
  1611. * (Workspace: need 3*N + M, prefer 3*N + M*NB)
  1612. *
  1613. CALL DORMBR( 'Q', 'R', 'N', M, N, N, A, LDA,
  1614. $ WORK( ITAUQ ), U, LDU, WORK( IWORK ),
  1615. $ LWORK-IWORK+1, IERR )
  1616. IWORK = IE + N
  1617. *
  1618. * Perform bidiagonal QR iteration, computing left
  1619. * singular vectors of A in U
  1620. * (Workspace: need BDSPAC)
  1621. *
  1622. CALL DBDSQR( 'U', N, 0, M, 0, S, WORK( IE ), DUM,
  1623. $ 1, U, LDU, DUM, 1, WORK( IWORK ),
  1624. $ INFO )
  1625. *
  1626. END IF
  1627. *
  1628. ELSE IF( WNTVO ) THEN
  1629. *
  1630. * Path 8 (M much larger than N, JOBU='A', JOBVT='O')
  1631. * M left singular vectors to be computed in U and
  1632. * N right singular vectors to be overwritten on A
  1633. *
  1634. IF( LWORK.GE.2*N*N+MAX( N+M, 4*N, BDSPAC ) ) THEN
  1635. *
  1636. * Sufficient workspace for a fast algorithm
  1637. *
  1638. IU = 1
  1639. IF( LWORK.GE.WRKBL+2*LDA*N ) THEN
  1640. *
  1641. * WORK(IU) is LDA by N and WORK(IR) is LDA by N
  1642. *
  1643. LDWRKU = LDA
  1644. IR = IU + LDWRKU*N
  1645. LDWRKR = LDA
  1646. ELSE IF( LWORK.GE.WRKBL+( LDA + N )*N ) THEN
  1647. *
  1648. * WORK(IU) is LDA by N and WORK(IR) is N by N
  1649. *
  1650. LDWRKU = LDA
  1651. IR = IU + LDWRKU*N
  1652. LDWRKR = N
  1653. ELSE
  1654. *
  1655. * WORK(IU) is N by N and WORK(IR) is N by N
  1656. *
  1657. LDWRKU = N
  1658. IR = IU + LDWRKU*N
  1659. LDWRKR = N
  1660. END IF
  1661. ITAU = IR + LDWRKR*N
  1662. IWORK = ITAU + N
  1663. *
  1664. * Compute A=Q*R, copying result to U
  1665. * (Workspace: need 2*N*N + 2*N, prefer 2*N*N + N + N*NB)
  1666. *
  1667. CALL DGEQRF( M, N, A, LDA, WORK( ITAU ),
  1668. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  1669. CALL DLACPY( 'L', M, N, A, LDA, U, LDU )
  1670. *
  1671. * Generate Q in U
  1672. * (Workspace: need 2*N*N + N + M, prefer 2*N*N + N + M*NB)
  1673. *
  1674. CALL DORGQR( M, M, N, U, LDU, WORK( ITAU ),
  1675. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  1676. *
  1677. * Copy R to WORK(IU), zeroing out below it
  1678. *
  1679. CALL DLACPY( 'U', N, N, A, LDA, WORK( IU ),
  1680. $ LDWRKU )
  1681. CALL DLASET( 'L', N-1, N-1, ZERO, ZERO,
  1682. $ WORK( IU+1 ), LDWRKU )
  1683. IE = ITAU
  1684. ITAUQ = IE + N
  1685. ITAUP = ITAUQ + N
  1686. IWORK = ITAUP + N
  1687. *
  1688. * Bidiagonalize R in WORK(IU), copying result to
  1689. * WORK(IR)
  1690. * (Workspace: need 2*N*N + 4*N,
  1691. * prefer 2*N*N+3*N+2*N*NB)
  1692. *
  1693. CALL DGEBRD( N, N, WORK( IU ), LDWRKU, S,
  1694. $ WORK( IE ), WORK( ITAUQ ),
  1695. $ WORK( ITAUP ), WORK( IWORK ),
  1696. $ LWORK-IWORK+1, IERR )
  1697. CALL DLACPY( 'U', N, N, WORK( IU ), LDWRKU,
  1698. $ WORK( IR ), LDWRKR )
  1699. *
  1700. * Generate left bidiagonalizing vectors in WORK(IU)
  1701. * (Workspace: need 2*N*N + 4*N, prefer 2*N*N + 3*N + N*NB)
  1702. *
  1703. CALL DORGBR( 'Q', N, N, N, WORK( IU ), LDWRKU,
  1704. $ WORK( ITAUQ ), WORK( IWORK ),
  1705. $ LWORK-IWORK+1, IERR )
  1706. *
  1707. * Generate right bidiagonalizing vectors in WORK(IR)
  1708. * (Workspace: need 2*N*N + 4*N-1,
  1709. * prefer 2*N*N+3*N+(N-1)*NB)
  1710. *
  1711. CALL DORGBR( 'P', N, N, N, WORK( IR ), LDWRKR,
  1712. $ WORK( ITAUP ), WORK( IWORK ),
  1713. $ LWORK-IWORK+1, IERR )
  1714. IWORK = IE + N
  1715. *
  1716. * Perform bidiagonal QR iteration, computing left
  1717. * singular vectors of R in WORK(IU) and computing
  1718. * right singular vectors of R in WORK(IR)
  1719. * (Workspace: need 2*N*N + BDSPAC)
  1720. *
  1721. CALL DBDSQR( 'U', N, N, N, 0, S, WORK( IE ),
  1722. $ WORK( IR ), LDWRKR, WORK( IU ),
  1723. $ LDWRKU, DUM, 1, WORK( IWORK ), INFO )
  1724. *
  1725. * Multiply Q in U by left singular vectors of R in
  1726. * WORK(IU), storing result in A
  1727. * (Workspace: need N*N)
  1728. *
  1729. CALL DGEMM( 'N', 'N', M, N, N, ONE, U, LDU,
  1730. $ WORK( IU ), LDWRKU, ZERO, A, LDA )
  1731. *
  1732. * Copy left singular vectors of A from A to U
  1733. *
  1734. CALL DLACPY( 'F', M, N, A, LDA, U, LDU )
  1735. *
  1736. * Copy right singular vectors of R from WORK(IR) to A
  1737. *
  1738. CALL DLACPY( 'F', N, N, WORK( IR ), LDWRKR, A,
  1739. $ LDA )
  1740. *
  1741. ELSE
  1742. *
  1743. * Insufficient workspace for a fast algorithm
  1744. *
  1745. ITAU = 1
  1746. IWORK = ITAU + N
  1747. *
  1748. * Compute A=Q*R, copying result to U
  1749. * (Workspace: need 2*N, prefer N + N*NB)
  1750. *
  1751. CALL DGEQRF( M, N, A, LDA, WORK( ITAU ),
  1752. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  1753. CALL DLACPY( 'L', M, N, A, LDA, U, LDU )
  1754. *
  1755. * Generate Q in U
  1756. * (Workspace: need N + M, prefer N + M*NB)
  1757. *
  1758. CALL DORGQR( M, M, N, U, LDU, WORK( ITAU ),
  1759. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  1760. IE = ITAU
  1761. ITAUQ = IE + N
  1762. ITAUP = ITAUQ + N
  1763. IWORK = ITAUP + N
  1764. *
  1765. * Zero out below R in A
  1766. *
  1767. IF( N .GT. 1 ) THEN
  1768. CALL DLASET( 'L', N-1, N-1, ZERO, ZERO,
  1769. $ A( 2, 1 ), LDA )
  1770. END IF
  1771. *
  1772. * Bidiagonalize R in A
  1773. * (Workspace: need 4*N, prefer 3*N + 2*N*NB)
  1774. *
  1775. CALL DGEBRD( N, N, A, LDA, S, WORK( IE ),
  1776. $ WORK( ITAUQ ), WORK( ITAUP ),
  1777. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  1778. *
  1779. * Multiply Q in U by left bidiagonalizing vectors
  1780. * in A
  1781. * (Workspace: need 3*N + M, prefer 3*N + M*NB)
  1782. *
  1783. CALL DORMBR( 'Q', 'R', 'N', M, N, N, A, LDA,
  1784. $ WORK( ITAUQ ), U, LDU, WORK( IWORK ),
  1785. $ LWORK-IWORK+1, IERR )
  1786. *
  1787. * Generate right bidiagonalizing vectors in A
  1788. * (Workspace: need 4*N-1, prefer 3*N + (N-1)*NB)
  1789. *
  1790. CALL DORGBR( 'P', N, N, N, A, LDA, WORK( ITAUP ),
  1791. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  1792. IWORK = IE + N
  1793. *
  1794. * Perform bidiagonal QR iteration, computing left
  1795. * singular vectors of A in U and computing right
  1796. * singular vectors of A in A
  1797. * (Workspace: need BDSPAC)
  1798. *
  1799. CALL DBDSQR( 'U', N, N, M, 0, S, WORK( IE ), A,
  1800. $ LDA, U, LDU, DUM, 1, WORK( IWORK ),
  1801. $ INFO )
  1802. *
  1803. END IF
  1804. *
  1805. ELSE IF( WNTVAS ) THEN
  1806. *
  1807. * Path 9 (M much larger than N, JOBU='A', JOBVT='S'
  1808. * or 'A')
  1809. * M left singular vectors to be computed in U and
  1810. * N right singular vectors to be computed in VT
  1811. *
  1812. IF( LWORK.GE.N*N+MAX( N+M, 4*N, BDSPAC ) ) THEN
  1813. *
  1814. * Sufficient workspace for a fast algorithm
  1815. *
  1816. IU = 1
  1817. IF( LWORK.GE.WRKBL+LDA*N ) THEN
  1818. *
  1819. * WORK(IU) is LDA by N
  1820. *
  1821. LDWRKU = LDA
  1822. ELSE
  1823. *
  1824. * WORK(IU) is N by N
  1825. *
  1826. LDWRKU = N
  1827. END IF
  1828. ITAU = IU + LDWRKU*N
  1829. IWORK = ITAU + N
  1830. *
  1831. * Compute A=Q*R, copying result to U
  1832. * (Workspace: need N*N + 2*N, prefer N*N + N + N*NB)
  1833. *
  1834. CALL DGEQRF( M, N, A, LDA, WORK( ITAU ),
  1835. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  1836. CALL DLACPY( 'L', M, N, A, LDA, U, LDU )
  1837. *
  1838. * Generate Q in U
  1839. * (Workspace: need N*N + N + M, prefer N*N + N + M*NB)
  1840. *
  1841. CALL DORGQR( M, M, N, U, LDU, WORK( ITAU ),
  1842. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  1843. *
  1844. * Copy R to WORK(IU), zeroing out below it
  1845. *
  1846. CALL DLACPY( 'U', N, N, A, LDA, WORK( IU ),
  1847. $ LDWRKU )
  1848. CALL DLASET( 'L', N-1, N-1, ZERO, ZERO,
  1849. $ WORK( IU+1 ), LDWRKU )
  1850. IE = ITAU
  1851. ITAUQ = IE + N
  1852. ITAUP = ITAUQ + N
  1853. IWORK = ITAUP + N
  1854. *
  1855. * Bidiagonalize R in WORK(IU), copying result to VT
  1856. * (Workspace: need N*N + 4*N, prefer N*N + 3*N + 2*N*NB)
  1857. *
  1858. CALL DGEBRD( N, N, WORK( IU ), LDWRKU, S,
  1859. $ WORK( IE ), WORK( ITAUQ ),
  1860. $ WORK( ITAUP ), WORK( IWORK ),
  1861. $ LWORK-IWORK+1, IERR )
  1862. CALL DLACPY( 'U', N, N, WORK( IU ), LDWRKU, VT,
  1863. $ LDVT )
  1864. *
  1865. * Generate left bidiagonalizing vectors in WORK(IU)
  1866. * (Workspace: need N*N + 4*N, prefer N*N + 3*N + N*NB)
  1867. *
  1868. CALL DORGBR( 'Q', N, N, N, WORK( IU ), LDWRKU,
  1869. $ WORK( ITAUQ ), WORK( IWORK ),
  1870. $ LWORK-IWORK+1, IERR )
  1871. *
  1872. * Generate right bidiagonalizing vectors in VT
  1873. * (Workspace: need N*N + 4*N-1,
  1874. * prefer N*N+3*N+(N-1)*NB)
  1875. *
  1876. CALL DORGBR( 'P', N, N, N, VT, LDVT, WORK( ITAUP ),
  1877. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  1878. IWORK = IE + N
  1879. *
  1880. * Perform bidiagonal QR iteration, computing left
  1881. * singular vectors of R in WORK(IU) and computing
  1882. * right singular vectors of R in VT
  1883. * (Workspace: need N*N + BDSPAC)
  1884. *
  1885. CALL DBDSQR( 'U', N, N, N, 0, S, WORK( IE ), VT,
  1886. $ LDVT, WORK( IU ), LDWRKU, DUM, 1,
  1887. $ WORK( IWORK ), INFO )
  1888. *
  1889. * Multiply Q in U by left singular vectors of R in
  1890. * WORK(IU), storing result in A
  1891. * (Workspace: need N*N)
  1892. *
  1893. CALL DGEMM( 'N', 'N', M, N, N, ONE, U, LDU,
  1894. $ WORK( IU ), LDWRKU, ZERO, A, LDA )
  1895. *
  1896. * Copy left singular vectors of A from A to U
  1897. *
  1898. CALL DLACPY( 'F', M, N, A, LDA, U, LDU )
  1899. *
  1900. ELSE
  1901. *
  1902. * Insufficient workspace for a fast algorithm
  1903. *
  1904. ITAU = 1
  1905. IWORK = ITAU + N
  1906. *
  1907. * Compute A=Q*R, copying result to U
  1908. * (Workspace: need 2*N, prefer N + N*NB)
  1909. *
  1910. CALL DGEQRF( M, N, A, LDA, WORK( ITAU ),
  1911. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  1912. CALL DLACPY( 'L', M, N, A, LDA, U, LDU )
  1913. *
  1914. * Generate Q in U
  1915. * (Workspace: need N + M, prefer N + M*NB)
  1916. *
  1917. CALL DORGQR( M, M, N, U, LDU, WORK( ITAU ),
  1918. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  1919. *
  1920. * Copy R from A to VT, zeroing out below it
  1921. *
  1922. CALL DLACPY( 'U', N, N, A, LDA, VT, LDVT )
  1923. IF( N.GT.1 )
  1924. $ CALL DLASET( 'L', N-1, N-1, ZERO, ZERO,
  1925. $ VT( 2, 1 ), LDVT )
  1926. IE = ITAU
  1927. ITAUQ = IE + N
  1928. ITAUP = ITAUQ + N
  1929. IWORK = ITAUP + N
  1930. *
  1931. * Bidiagonalize R in VT
  1932. * (Workspace: need 4*N, prefer 3*N + 2*N*NB)
  1933. *
  1934. CALL DGEBRD( N, N, VT, LDVT, S, WORK( IE ),
  1935. $ WORK( ITAUQ ), WORK( ITAUP ),
  1936. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  1937. *
  1938. * Multiply Q in U by left bidiagonalizing vectors
  1939. * in VT
  1940. * (Workspace: need 3*N + M, prefer 3*N + M*NB)
  1941. *
  1942. CALL DORMBR( 'Q', 'R', 'N', M, N, N, VT, LDVT,
  1943. $ WORK( ITAUQ ), U, LDU, WORK( IWORK ),
  1944. $ LWORK-IWORK+1, IERR )
  1945. *
  1946. * Generate right bidiagonalizing vectors in VT
  1947. * (Workspace: need 4*N-1, prefer 3*N + (N-1)*NB)
  1948. *
  1949. CALL DORGBR( 'P', N, N, N, VT, LDVT, WORK( ITAUP ),
  1950. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  1951. IWORK = IE + N
  1952. *
  1953. * Perform bidiagonal QR iteration, computing left
  1954. * singular vectors of A in U and computing right
  1955. * singular vectors of A in VT
  1956. * (Workspace: need BDSPAC)
  1957. *
  1958. CALL DBDSQR( 'U', N, N, M, 0, S, WORK( IE ), VT,
  1959. $ LDVT, U, LDU, DUM, 1, WORK( IWORK ),
  1960. $ INFO )
  1961. *
  1962. END IF
  1963. *
  1964. END IF
  1965. *
  1966. END IF
  1967. *
  1968. ELSE
  1969. *
  1970. * M .LT. MNTHR
  1971. *
  1972. * Path 10 (M at least N, but not much larger)
  1973. * Reduce to bidiagonal form without QR decomposition
  1974. *
  1975. IE = 1
  1976. ITAUQ = IE + N
  1977. ITAUP = ITAUQ + N
  1978. IWORK = ITAUP + N
  1979. *
  1980. * Bidiagonalize A
  1981. * (Workspace: need 3*N + M, prefer 3*N + (M + N)*NB)
  1982. *
  1983. CALL DGEBRD( M, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ),
  1984. $ WORK( ITAUP ), WORK( IWORK ), LWORK-IWORK+1,
  1985. $ IERR )
  1986. IF( WNTUAS ) THEN
  1987. *
  1988. * If left singular vectors desired in U, copy result to U
  1989. * and generate left bidiagonalizing vectors in U
  1990. * (Workspace: need 3*N + NCU, prefer 3*N + NCU*NB)
  1991. *
  1992. CALL DLACPY( 'L', M, N, A, LDA, U, LDU )
  1993. IF( WNTUS )
  1994. $ NCU = N
  1995. IF( WNTUA )
  1996. $ NCU = M
  1997. CALL DORGBR( 'Q', M, NCU, N, U, LDU, WORK( ITAUQ ),
  1998. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  1999. END IF
  2000. IF( WNTVAS ) THEN
  2001. *
  2002. * If right singular vectors desired in VT, copy result to
  2003. * VT and generate right bidiagonalizing vectors in VT
  2004. * (Workspace: need 4*N-1, prefer 3*N + (N-1)*NB)
  2005. *
  2006. CALL DLACPY( 'U', N, N, A, LDA, VT, LDVT )
  2007. CALL DORGBR( 'P', N, N, N, VT, LDVT, WORK( ITAUP ),
  2008. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  2009. END IF
  2010. IF( WNTUO ) THEN
  2011. *
  2012. * If left singular vectors desired in A, generate left
  2013. * bidiagonalizing vectors in A
  2014. * (Workspace: need 4*N, prefer 3*N + N*NB)
  2015. *
  2016. CALL DORGBR( 'Q', M, N, N, A, LDA, WORK( ITAUQ ),
  2017. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  2018. END IF
  2019. IF( WNTVO ) THEN
  2020. *
  2021. * If right singular vectors desired in A, generate right
  2022. * bidiagonalizing vectors in A
  2023. * (Workspace: need 4*N-1, prefer 3*N + (N-1)*NB)
  2024. *
  2025. CALL DORGBR( 'P', N, N, N, A, LDA, WORK( ITAUP ),
  2026. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  2027. END IF
  2028. IWORK = IE + N
  2029. IF( WNTUAS .OR. WNTUO )
  2030. $ NRU = M
  2031. IF( WNTUN )
  2032. $ NRU = 0
  2033. IF( WNTVAS .OR. WNTVO )
  2034. $ NCVT = N
  2035. IF( WNTVN )
  2036. $ NCVT = 0
  2037. IF( ( .NOT.WNTUO ) .AND. ( .NOT.WNTVO ) ) THEN
  2038. *
  2039. * Perform bidiagonal QR iteration, if desired, computing
  2040. * left singular vectors in U and computing right singular
  2041. * vectors in VT
  2042. * (Workspace: need BDSPAC)
  2043. *
  2044. CALL DBDSQR( 'U', N, NCVT, NRU, 0, S, WORK( IE ), VT,
  2045. $ LDVT, U, LDU, DUM, 1, WORK( IWORK ), INFO )
  2046. ELSE IF( ( .NOT.WNTUO ) .AND. WNTVO ) THEN
  2047. *
  2048. * Perform bidiagonal QR iteration, if desired, computing
  2049. * left singular vectors in U and computing right singular
  2050. * vectors in A
  2051. * (Workspace: need BDSPAC)
  2052. *
  2053. CALL DBDSQR( 'U', N, NCVT, NRU, 0, S, WORK( IE ), A, LDA,
  2054. $ U, LDU, DUM, 1, WORK( IWORK ), INFO )
  2055. ELSE
  2056. *
  2057. * Perform bidiagonal QR iteration, if desired, computing
  2058. * left singular vectors in A and computing right singular
  2059. * vectors in VT
  2060. * (Workspace: need BDSPAC)
  2061. *
  2062. CALL DBDSQR( 'U', N, NCVT, NRU, 0, S, WORK( IE ), VT,
  2063. $ LDVT, A, LDA, DUM, 1, WORK( IWORK ), INFO )
  2064. END IF
  2065. *
  2066. END IF
  2067. *
  2068. ELSE
  2069. *
  2070. * A has more columns than rows. If A has sufficiently more
  2071. * columns than rows, first reduce using the LQ decomposition (if
  2072. * sufficient workspace available)
  2073. *
  2074. IF( N.GE.MNTHR ) THEN
  2075. *
  2076. IF( WNTVN ) THEN
  2077. *
  2078. * Path 1t(N much larger than M, JOBVT='N')
  2079. * No right singular vectors to be computed
  2080. *
  2081. ITAU = 1
  2082. IWORK = ITAU + M
  2083. *
  2084. * Compute A=L*Q
  2085. * (Workspace: need 2*M, prefer M + M*NB)
  2086. *
  2087. CALL DGELQF( M, N, A, LDA, WORK( ITAU ), WORK( IWORK ),
  2088. $ LWORK-IWORK+1, IERR )
  2089. *
  2090. * Zero out above L
  2091. *
  2092. CALL DLASET( 'U', M-1, M-1, ZERO, ZERO, A( 1, 2 ), LDA )
  2093. IE = 1
  2094. ITAUQ = IE + M
  2095. ITAUP = ITAUQ + M
  2096. IWORK = ITAUP + M
  2097. *
  2098. * Bidiagonalize L in A
  2099. * (Workspace: need 4*M, prefer 3*M + 2*M*NB)
  2100. *
  2101. CALL DGEBRD( M, M, A, LDA, S, WORK( IE ), WORK( ITAUQ ),
  2102. $ WORK( ITAUP ), WORK( IWORK ), LWORK-IWORK+1,
  2103. $ IERR )
  2104. IF( WNTUO .OR. WNTUAS ) THEN
  2105. *
  2106. * If left singular vectors desired, generate Q
  2107. * (Workspace: need 4*M, prefer 3*M + M*NB)
  2108. *
  2109. CALL DORGBR( 'Q', M, M, M, A, LDA, WORK( ITAUQ ),
  2110. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  2111. END IF
  2112. IWORK = IE + M
  2113. NRU = 0
  2114. IF( WNTUO .OR. WNTUAS )
  2115. $ NRU = M
  2116. *
  2117. * Perform bidiagonal QR iteration, computing left singular
  2118. * vectors of A in A if desired
  2119. * (Workspace: need BDSPAC)
  2120. *
  2121. CALL DBDSQR( 'U', M, 0, NRU, 0, S, WORK( IE ), DUM, 1, A,
  2122. $ LDA, DUM, 1, WORK( IWORK ), INFO )
  2123. *
  2124. * If left singular vectors desired in U, copy them there
  2125. *
  2126. IF( WNTUAS )
  2127. $ CALL DLACPY( 'F', M, M, A, LDA, U, LDU )
  2128. *
  2129. ELSE IF( WNTVO .AND. WNTUN ) THEN
  2130. *
  2131. * Path 2t(N much larger than M, JOBU='N', JOBVT='O')
  2132. * M right singular vectors to be overwritten on A and
  2133. * no left singular vectors to be computed
  2134. *
  2135. IF( LWORK.GE.M*M+MAX( 4*M, BDSPAC ) ) THEN
  2136. *
  2137. * Sufficient workspace for a fast algorithm
  2138. *
  2139. IR = 1
  2140. IF( LWORK.GE.MAX( WRKBL, LDA*N + M ) + LDA*M ) THEN
  2141. *
  2142. * WORK(IU) is LDA by N and WORK(IR) is LDA by M
  2143. *
  2144. LDWRKU = LDA
  2145. CHUNK = N
  2146. LDWRKR = LDA
  2147. ELSE IF( LWORK.GE.MAX( WRKBL, LDA*N + M ) + M*M ) THEN
  2148. *
  2149. * WORK(IU) is LDA by N and WORK(IR) is M by M
  2150. *
  2151. LDWRKU = LDA
  2152. CHUNK = N
  2153. LDWRKR = M
  2154. ELSE
  2155. *
  2156. * WORK(IU) is M by CHUNK and WORK(IR) is M by M
  2157. *
  2158. LDWRKU = M
  2159. CHUNK = ( LWORK-M*M-M ) / M
  2160. LDWRKR = M
  2161. END IF
  2162. ITAU = IR + LDWRKR*M
  2163. IWORK = ITAU + M
  2164. *
  2165. * Compute A=L*Q
  2166. * (Workspace: need M*M + 2*M, prefer M*M + M + M*NB)
  2167. *
  2168. CALL DGELQF( M, N, A, LDA, WORK( ITAU ),
  2169. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  2170. *
  2171. * Copy L to WORK(IR) and zero out above it
  2172. *
  2173. CALL DLACPY( 'L', M, M, A, LDA, WORK( IR ), LDWRKR )
  2174. CALL DLASET( 'U', M-1, M-1, ZERO, ZERO,
  2175. $ WORK( IR+LDWRKR ), LDWRKR )
  2176. *
  2177. * Generate Q in A
  2178. * (Workspace: need M*M + 2*M, prefer M*M + M + M*NB)
  2179. *
  2180. CALL DORGLQ( M, N, M, A, LDA, WORK( ITAU ),
  2181. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  2182. IE = ITAU
  2183. ITAUQ = IE + M
  2184. ITAUP = ITAUQ + M
  2185. IWORK = ITAUP + M
  2186. *
  2187. * Bidiagonalize L in WORK(IR)
  2188. * (Workspace: need M*M + 4*M, prefer M*M + 3*M + 2*M*NB)
  2189. *
  2190. CALL DGEBRD( M, M, WORK( IR ), LDWRKR, S, WORK( IE ),
  2191. $ WORK( ITAUQ ), WORK( ITAUP ),
  2192. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  2193. *
  2194. * Generate right vectors bidiagonalizing L
  2195. * (Workspace: need M*M + 4*M-1, prefer M*M + 3*M + (M-1)*NB)
  2196. *
  2197. CALL DORGBR( 'P', M, M, M, WORK( IR ), LDWRKR,
  2198. $ WORK( ITAUP ), WORK( IWORK ),
  2199. $ LWORK-IWORK+1, IERR )
  2200. IWORK = IE + M
  2201. *
  2202. * Perform bidiagonal QR iteration, computing right
  2203. * singular vectors of L in WORK(IR)
  2204. * (Workspace: need M*M + BDSPAC)
  2205. *
  2206. CALL DBDSQR( 'U', M, M, 0, 0, S, WORK( IE ),
  2207. $ WORK( IR ), LDWRKR, DUM, 1, DUM, 1,
  2208. $ WORK( IWORK ), INFO )
  2209. IU = IE + M
  2210. *
  2211. * Multiply right singular vectors of L in WORK(IR) by Q
  2212. * in A, storing result in WORK(IU) and copying to A
  2213. * (Workspace: need M*M + 2*M, prefer M*M + M*N + M)
  2214. *
  2215. DO 30 I = 1, N, CHUNK
  2216. BLK = MIN( N-I+1, CHUNK )
  2217. CALL DGEMM( 'N', 'N', M, BLK, M, ONE, WORK( IR ),
  2218. $ LDWRKR, A( 1, I ), LDA, ZERO,
  2219. $ WORK( IU ), LDWRKU )
  2220. CALL DLACPY( 'F', M, BLK, WORK( IU ), LDWRKU,
  2221. $ A( 1, I ), LDA )
  2222. 30 CONTINUE
  2223. *
  2224. ELSE
  2225. *
  2226. * Insufficient workspace for a fast algorithm
  2227. *
  2228. IE = 1
  2229. ITAUQ = IE + M
  2230. ITAUP = ITAUQ + M
  2231. IWORK = ITAUP + M
  2232. *
  2233. * Bidiagonalize A
  2234. * (Workspace: need 3*M + N, prefer 3*M + (M + N)*NB)
  2235. *
  2236. CALL DGEBRD( M, N, A, LDA, S, WORK( IE ),
  2237. $ WORK( ITAUQ ), WORK( ITAUP ),
  2238. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  2239. *
  2240. * Generate right vectors bidiagonalizing A
  2241. * (Workspace: need 4*M, prefer 3*M + M*NB)
  2242. *
  2243. CALL DORGBR( 'P', M, N, M, A, LDA, WORK( ITAUP ),
  2244. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  2245. IWORK = IE + M
  2246. *
  2247. * Perform bidiagonal QR iteration, computing right
  2248. * singular vectors of A in A
  2249. * (Workspace: need BDSPAC)
  2250. *
  2251. CALL DBDSQR( 'L', M, N, 0, 0, S, WORK( IE ), A, LDA,
  2252. $ DUM, 1, DUM, 1, WORK( IWORK ), INFO )
  2253. *
  2254. END IF
  2255. *
  2256. ELSE IF( WNTVO .AND. WNTUAS ) THEN
  2257. *
  2258. * Path 3t(N much larger than M, JOBU='S' or 'A', JOBVT='O')
  2259. * M right singular vectors to be overwritten on A and
  2260. * M left singular vectors to be computed in U
  2261. *
  2262. IF( LWORK.GE.M*M+MAX( 4*M, BDSPAC ) ) THEN
  2263. *
  2264. * Sufficient workspace for a fast algorithm
  2265. *
  2266. IR = 1
  2267. IF( LWORK.GE.MAX( WRKBL, LDA*N + M ) + LDA*M ) THEN
  2268. *
  2269. * WORK(IU) is LDA by N and WORK(IR) is LDA by M
  2270. *
  2271. LDWRKU = LDA
  2272. CHUNK = N
  2273. LDWRKR = LDA
  2274. ELSE IF( LWORK.GE.MAX( WRKBL, LDA*N + M ) + M*M ) THEN
  2275. *
  2276. * WORK(IU) is LDA by N and WORK(IR) is M by M
  2277. *
  2278. LDWRKU = LDA
  2279. CHUNK = N
  2280. LDWRKR = M
  2281. ELSE
  2282. *
  2283. * WORK(IU) is M by CHUNK and WORK(IR) is M by M
  2284. *
  2285. LDWRKU = M
  2286. CHUNK = ( LWORK-M*M-M ) / M
  2287. LDWRKR = M
  2288. END IF
  2289. ITAU = IR + LDWRKR*M
  2290. IWORK = ITAU + M
  2291. *
  2292. * Compute A=L*Q
  2293. * (Workspace: need M*M + 2*M, prefer M*M + M + M*NB)
  2294. *
  2295. CALL DGELQF( M, N, A, LDA, WORK( ITAU ),
  2296. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  2297. *
  2298. * Copy L to U, zeroing about above it
  2299. *
  2300. CALL DLACPY( 'L', M, M, A, LDA, U, LDU )
  2301. CALL DLASET( 'U', M-1, M-1, ZERO, ZERO, U( 1, 2 ),
  2302. $ LDU )
  2303. *
  2304. * Generate Q in A
  2305. * (Workspace: need M*M + 2*M, prefer M*M + M + M*NB)
  2306. *
  2307. CALL DORGLQ( M, N, M, A, LDA, WORK( ITAU ),
  2308. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  2309. IE = ITAU
  2310. ITAUQ = IE + M
  2311. ITAUP = ITAUQ + M
  2312. IWORK = ITAUP + M
  2313. *
  2314. * Bidiagonalize L in U, copying result to WORK(IR)
  2315. * (Workspace: need M*M + 4*M, prefer M*M + 3*M + 2*M*NB)
  2316. *
  2317. CALL DGEBRD( M, M, U, LDU, S, WORK( IE ),
  2318. $ WORK( ITAUQ ), WORK( ITAUP ),
  2319. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  2320. CALL DLACPY( 'U', M, M, U, LDU, WORK( IR ), LDWRKR )
  2321. *
  2322. * Generate right vectors bidiagonalizing L in WORK(IR)
  2323. * (Workspace: need M*M + 4*M-1, prefer M*M + 3*M + (M-1)*NB)
  2324. *
  2325. CALL DORGBR( 'P', M, M, M, WORK( IR ), LDWRKR,
  2326. $ WORK( ITAUP ), WORK( IWORK ),
  2327. $ LWORK-IWORK+1, IERR )
  2328. *
  2329. * Generate left vectors bidiagonalizing L in U
  2330. * (Workspace: need M*M + 4*M, prefer M*M + 3*M + M*NB)
  2331. *
  2332. CALL DORGBR( 'Q', M, M, M, U, LDU, WORK( ITAUQ ),
  2333. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  2334. IWORK = IE + M
  2335. *
  2336. * Perform bidiagonal QR iteration, computing left
  2337. * singular vectors of L in U, and computing right
  2338. * singular vectors of L in WORK(IR)
  2339. * (Workspace: need M*M + BDSPAC)
  2340. *
  2341. CALL DBDSQR( 'U', M, M, M, 0, S, WORK( IE ),
  2342. $ WORK( IR ), LDWRKR, U, LDU, DUM, 1,
  2343. $ WORK( IWORK ), INFO )
  2344. IU = IE + M
  2345. *
  2346. * Multiply right singular vectors of L in WORK(IR) by Q
  2347. * in A, storing result in WORK(IU) and copying to A
  2348. * (Workspace: need M*M + 2*M, prefer M*M + M*N + M))
  2349. *
  2350. DO 40 I = 1, N, CHUNK
  2351. BLK = MIN( N-I+1, CHUNK )
  2352. CALL DGEMM( 'N', 'N', M, BLK, M, ONE, WORK( IR ),
  2353. $ LDWRKR, A( 1, I ), LDA, ZERO,
  2354. $ WORK( IU ), LDWRKU )
  2355. CALL DLACPY( 'F', M, BLK, WORK( IU ), LDWRKU,
  2356. $ A( 1, I ), LDA )
  2357. 40 CONTINUE
  2358. *
  2359. ELSE
  2360. *
  2361. * Insufficient workspace for a fast algorithm
  2362. *
  2363. ITAU = 1
  2364. IWORK = ITAU + M
  2365. *
  2366. * Compute A=L*Q
  2367. * (Workspace: need 2*M, prefer M + M*NB)
  2368. *
  2369. CALL DGELQF( M, N, A, LDA, WORK( ITAU ),
  2370. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  2371. *
  2372. * Copy L to U, zeroing out above it
  2373. *
  2374. CALL DLACPY( 'L', M, M, A, LDA, U, LDU )
  2375. CALL DLASET( 'U', M-1, M-1, ZERO, ZERO, U( 1, 2 ),
  2376. $ LDU )
  2377. *
  2378. * Generate Q in A
  2379. * (Workspace: need 2*M, prefer M + M*NB)
  2380. *
  2381. CALL DORGLQ( M, N, M, A, LDA, WORK( ITAU ),
  2382. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  2383. IE = ITAU
  2384. ITAUQ = IE + M
  2385. ITAUP = ITAUQ + M
  2386. IWORK = ITAUP + M
  2387. *
  2388. * Bidiagonalize L in U
  2389. * (Workspace: need 4*M, prefer 3*M + 2*M*NB)
  2390. *
  2391. CALL DGEBRD( M, M, U, LDU, S, WORK( IE ),
  2392. $ WORK( ITAUQ ), WORK( ITAUP ),
  2393. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  2394. *
  2395. * Multiply right vectors bidiagonalizing L by Q in A
  2396. * (Workspace: need 3*M + N, prefer 3*M + N*NB)
  2397. *
  2398. CALL DORMBR( 'P', 'L', 'T', M, N, M, U, LDU,
  2399. $ WORK( ITAUP ), A, LDA, WORK( IWORK ),
  2400. $ LWORK-IWORK+1, IERR )
  2401. *
  2402. * Generate left vectors bidiagonalizing L in U
  2403. * (Workspace: need 4*M, prefer 3*M + M*NB)
  2404. *
  2405. CALL DORGBR( 'Q', M, M, M, U, LDU, WORK( ITAUQ ),
  2406. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  2407. IWORK = IE + M
  2408. *
  2409. * Perform bidiagonal QR iteration, computing left
  2410. * singular vectors of A in U and computing right
  2411. * singular vectors of A in A
  2412. * (Workspace: need BDSPAC)
  2413. *
  2414. CALL DBDSQR( 'U', M, N, M, 0, S, WORK( IE ), A, LDA,
  2415. $ U, LDU, DUM, 1, WORK( IWORK ), INFO )
  2416. *
  2417. END IF
  2418. *
  2419. ELSE IF( WNTVS ) THEN
  2420. *
  2421. IF( WNTUN ) THEN
  2422. *
  2423. * Path 4t(N much larger than M, JOBU='N', JOBVT='S')
  2424. * M right singular vectors to be computed in VT and
  2425. * no left singular vectors to be computed
  2426. *
  2427. IF( LWORK.GE.M*M+MAX( 4*M, BDSPAC ) ) THEN
  2428. *
  2429. * Sufficient workspace for a fast algorithm
  2430. *
  2431. IR = 1
  2432. IF( LWORK.GE.WRKBL+LDA*M ) THEN
  2433. *
  2434. * WORK(IR) is LDA by M
  2435. *
  2436. LDWRKR = LDA
  2437. ELSE
  2438. *
  2439. * WORK(IR) is M by M
  2440. *
  2441. LDWRKR = M
  2442. END IF
  2443. ITAU = IR + LDWRKR*M
  2444. IWORK = ITAU + M
  2445. *
  2446. * Compute A=L*Q
  2447. * (Workspace: need M*M + 2*M, prefer M*M + M + M*NB)
  2448. *
  2449. CALL DGELQF( M, N, A, LDA, WORK( ITAU ),
  2450. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  2451. *
  2452. * Copy L to WORK(IR), zeroing out above it
  2453. *
  2454. CALL DLACPY( 'L', M, M, A, LDA, WORK( IR ),
  2455. $ LDWRKR )
  2456. CALL DLASET( 'U', M-1, M-1, ZERO, ZERO,
  2457. $ WORK( IR+LDWRKR ), LDWRKR )
  2458. *
  2459. * Generate Q in A
  2460. * (Workspace: need M*M + 2*M, prefer M*M + M + M*NB)
  2461. *
  2462. CALL DORGLQ( M, N, M, A, LDA, WORK( ITAU ),
  2463. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  2464. IE = ITAU
  2465. ITAUQ = IE + M
  2466. ITAUP = ITAUQ + M
  2467. IWORK = ITAUP + M
  2468. *
  2469. * Bidiagonalize L in WORK(IR)
  2470. * (Workspace: need M*M + 4*M, prefer M*M + 3*M + 2*M*NB)
  2471. *
  2472. CALL DGEBRD( M, M, WORK( IR ), LDWRKR, S,
  2473. $ WORK( IE ), WORK( ITAUQ ),
  2474. $ WORK( ITAUP ), WORK( IWORK ),
  2475. $ LWORK-IWORK+1, IERR )
  2476. *
  2477. * Generate right vectors bidiagonalizing L in
  2478. * WORK(IR)
  2479. * (Workspace: need M*M + 4*M, prefer M*M + 3*M + (M-1)*NB)
  2480. *
  2481. CALL DORGBR( 'P', M, M, M, WORK( IR ), LDWRKR,
  2482. $ WORK( ITAUP ), WORK( IWORK ),
  2483. $ LWORK-IWORK+1, IERR )
  2484. IWORK = IE + M
  2485. *
  2486. * Perform bidiagonal QR iteration, computing right
  2487. * singular vectors of L in WORK(IR)
  2488. * (Workspace: need M*M + BDSPAC)
  2489. *
  2490. CALL DBDSQR( 'U', M, M, 0, 0, S, WORK( IE ),
  2491. $ WORK( IR ), LDWRKR, DUM, 1, DUM, 1,
  2492. $ WORK( IWORK ), INFO )
  2493. *
  2494. * Multiply right singular vectors of L in WORK(IR) by
  2495. * Q in A, storing result in VT
  2496. * (Workspace: need M*M)
  2497. *
  2498. CALL DGEMM( 'N', 'N', M, N, M, ONE, WORK( IR ),
  2499. $ LDWRKR, A, LDA, ZERO, VT, LDVT )
  2500. *
  2501. ELSE
  2502. *
  2503. * Insufficient workspace for a fast algorithm
  2504. *
  2505. ITAU = 1
  2506. IWORK = ITAU + M
  2507. *
  2508. * Compute A=L*Q
  2509. * (Workspace: need 2*M, prefer M + M*NB)
  2510. *
  2511. CALL DGELQF( M, N, A, LDA, WORK( ITAU ),
  2512. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  2513. *
  2514. * Copy result to VT
  2515. *
  2516. CALL DLACPY( 'U', M, N, A, LDA, VT, LDVT )
  2517. *
  2518. * Generate Q in VT
  2519. * (Workspace: need 2*M, prefer M + M*NB)
  2520. *
  2521. CALL DORGLQ( M, N, M, VT, LDVT, WORK( ITAU ),
  2522. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  2523. IE = ITAU
  2524. ITAUQ = IE + M
  2525. ITAUP = ITAUQ + M
  2526. IWORK = ITAUP + M
  2527. *
  2528. * Zero out above L in A
  2529. *
  2530. CALL DLASET( 'U', M-1, M-1, ZERO, ZERO, A( 1, 2 ),
  2531. $ LDA )
  2532. *
  2533. * Bidiagonalize L in A
  2534. * (Workspace: need 4*M, prefer 3*M + 2*M*NB)
  2535. *
  2536. CALL DGEBRD( M, M, A, LDA, S, WORK( IE ),
  2537. $ WORK( ITAUQ ), WORK( ITAUP ),
  2538. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  2539. *
  2540. * Multiply right vectors bidiagonalizing L by Q in VT
  2541. * (Workspace: need 3*M + N, prefer 3*M + N*NB)
  2542. *
  2543. CALL DORMBR( 'P', 'L', 'T', M, N, M, A, LDA,
  2544. $ WORK( ITAUP ), VT, LDVT,
  2545. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  2546. IWORK = IE + M
  2547. *
  2548. * Perform bidiagonal QR iteration, computing right
  2549. * singular vectors of A in VT
  2550. * (Workspace: need BDSPAC)
  2551. *
  2552. CALL DBDSQR( 'U', M, N, 0, 0, S, WORK( IE ), VT,
  2553. $ LDVT, DUM, 1, DUM, 1, WORK( IWORK ),
  2554. $ INFO )
  2555. *
  2556. END IF
  2557. *
  2558. ELSE IF( WNTUO ) THEN
  2559. *
  2560. * Path 5t(N much larger than M, JOBU='O', JOBVT='S')
  2561. * M right singular vectors to be computed in VT and
  2562. * M left singular vectors to be overwritten on A
  2563. *
  2564. IF( LWORK.GE.2*M*M+MAX( 4*M, BDSPAC ) ) THEN
  2565. *
  2566. * Sufficient workspace for a fast algorithm
  2567. *
  2568. IU = 1
  2569. IF( LWORK.GE.WRKBL+2*LDA*M ) THEN
  2570. *
  2571. * WORK(IU) is LDA by M and WORK(IR) is LDA by M
  2572. *
  2573. LDWRKU = LDA
  2574. IR = IU + LDWRKU*M
  2575. LDWRKR = LDA
  2576. ELSE IF( LWORK.GE.WRKBL+( LDA + M )*M ) THEN
  2577. *
  2578. * WORK(IU) is LDA by M and WORK(IR) is M by M
  2579. *
  2580. LDWRKU = LDA
  2581. IR = IU + LDWRKU*M
  2582. LDWRKR = M
  2583. ELSE
  2584. *
  2585. * WORK(IU) is M by M and WORK(IR) is M by M
  2586. *
  2587. LDWRKU = M
  2588. IR = IU + LDWRKU*M
  2589. LDWRKR = M
  2590. END IF
  2591. ITAU = IR + LDWRKR*M
  2592. IWORK = ITAU + M
  2593. *
  2594. * Compute A=L*Q
  2595. * (Workspace: need 2*M*M + 2*M, prefer 2*M*M + M + M*NB)
  2596. *
  2597. CALL DGELQF( M, N, A, LDA, WORK( ITAU ),
  2598. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  2599. *
  2600. * Copy L to WORK(IU), zeroing out below it
  2601. *
  2602. CALL DLACPY( 'L', M, M, A, LDA, WORK( IU ),
  2603. $ LDWRKU )
  2604. CALL DLASET( 'U', M-1, M-1, ZERO, ZERO,
  2605. $ WORK( IU+LDWRKU ), LDWRKU )
  2606. *
  2607. * Generate Q in A
  2608. * (Workspace: need 2*M*M + 2*M, prefer 2*M*M + M + M*NB)
  2609. *
  2610. CALL DORGLQ( M, N, M, A, LDA, WORK( ITAU ),
  2611. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  2612. IE = ITAU
  2613. ITAUQ = IE + M
  2614. ITAUP = ITAUQ + M
  2615. IWORK = ITAUP + M
  2616. *
  2617. * Bidiagonalize L in WORK(IU), copying result to
  2618. * WORK(IR)
  2619. * (Workspace: need 2*M*M + 4*M,
  2620. * prefer 2*M*M+3*M+2*M*NB)
  2621. *
  2622. CALL DGEBRD( M, M, WORK( IU ), LDWRKU, S,
  2623. $ WORK( IE ), WORK( ITAUQ ),
  2624. $ WORK( ITAUP ), WORK( IWORK ),
  2625. $ LWORK-IWORK+1, IERR )
  2626. CALL DLACPY( 'L', M, M, WORK( IU ), LDWRKU,
  2627. $ WORK( IR ), LDWRKR )
  2628. *
  2629. * Generate right bidiagonalizing vectors in WORK(IU)
  2630. * (Workspace: need 2*M*M + 4*M-1,
  2631. * prefer 2*M*M+3*M+(M-1)*NB)
  2632. *
  2633. CALL DORGBR( 'P', M, M, M, WORK( IU ), LDWRKU,
  2634. $ WORK( ITAUP ), WORK( IWORK ),
  2635. $ LWORK-IWORK+1, IERR )
  2636. *
  2637. * Generate left bidiagonalizing vectors in WORK(IR)
  2638. * (Workspace: need 2*M*M + 4*M, prefer 2*M*M + 3*M + M*NB)
  2639. *
  2640. CALL DORGBR( 'Q', M, M, M, WORK( IR ), LDWRKR,
  2641. $ WORK( ITAUQ ), WORK( IWORK ),
  2642. $ LWORK-IWORK+1, IERR )
  2643. IWORK = IE + M
  2644. *
  2645. * Perform bidiagonal QR iteration, computing left
  2646. * singular vectors of L in WORK(IR) and computing
  2647. * right singular vectors of L in WORK(IU)
  2648. * (Workspace: need 2*M*M + BDSPAC)
  2649. *
  2650. CALL DBDSQR( 'U', M, M, M, 0, S, WORK( IE ),
  2651. $ WORK( IU ), LDWRKU, WORK( IR ),
  2652. $ LDWRKR, DUM, 1, WORK( IWORK ), INFO )
  2653. *
  2654. * Multiply right singular vectors of L in WORK(IU) by
  2655. * Q in A, storing result in VT
  2656. * (Workspace: need M*M)
  2657. *
  2658. CALL DGEMM( 'N', 'N', M, N, M, ONE, WORK( IU ),
  2659. $ LDWRKU, A, LDA, ZERO, VT, LDVT )
  2660. *
  2661. * Copy left singular vectors of L to A
  2662. * (Workspace: need M*M)
  2663. *
  2664. CALL DLACPY( 'F', M, M, WORK( IR ), LDWRKR, A,
  2665. $ LDA )
  2666. *
  2667. ELSE
  2668. *
  2669. * Insufficient workspace for a fast algorithm
  2670. *
  2671. ITAU = 1
  2672. IWORK = ITAU + M
  2673. *
  2674. * Compute A=L*Q, copying result to VT
  2675. * (Workspace: need 2*M, prefer M + M*NB)
  2676. *
  2677. CALL DGELQF( M, N, A, LDA, WORK( ITAU ),
  2678. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  2679. CALL DLACPY( 'U', M, N, A, LDA, VT, LDVT )
  2680. *
  2681. * Generate Q in VT
  2682. * (Workspace: need 2*M, prefer M + M*NB)
  2683. *
  2684. CALL DORGLQ( M, N, M, VT, LDVT, WORK( ITAU ),
  2685. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  2686. IE = ITAU
  2687. ITAUQ = IE + M
  2688. ITAUP = ITAUQ + M
  2689. IWORK = ITAUP + M
  2690. *
  2691. * Zero out above L in A
  2692. *
  2693. CALL DLASET( 'U', M-1, M-1, ZERO, ZERO, A( 1, 2 ),
  2694. $ LDA )
  2695. *
  2696. * Bidiagonalize L in A
  2697. * (Workspace: need 4*M, prefer 3*M + 2*M*NB)
  2698. *
  2699. CALL DGEBRD( M, M, A, LDA, S, WORK( IE ),
  2700. $ WORK( ITAUQ ), WORK( ITAUP ),
  2701. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  2702. *
  2703. * Multiply right vectors bidiagonalizing L by Q in VT
  2704. * (Workspace: need 3*M + N, prefer 3*M + N*NB)
  2705. *
  2706. CALL DORMBR( 'P', 'L', 'T', M, N, M, A, LDA,
  2707. $ WORK( ITAUP ), VT, LDVT,
  2708. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  2709. *
  2710. * Generate left bidiagonalizing vectors of L in A
  2711. * (Workspace: need 4*M, prefer 3*M + M*NB)
  2712. *
  2713. CALL DORGBR( 'Q', M, M, M, A, LDA, WORK( ITAUQ ),
  2714. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  2715. IWORK = IE + M
  2716. *
  2717. * Perform bidiagonal QR iteration, compute left
  2718. * singular vectors of A in A and compute right
  2719. * singular vectors of A in VT
  2720. * (Workspace: need BDSPAC)
  2721. *
  2722. CALL DBDSQR( 'U', M, N, M, 0, S, WORK( IE ), VT,
  2723. $ LDVT, A, LDA, DUM, 1, WORK( IWORK ),
  2724. $ INFO )
  2725. *
  2726. END IF
  2727. *
  2728. ELSE IF( WNTUAS ) THEN
  2729. *
  2730. * Path 6t(N much larger than M, JOBU='S' or 'A',
  2731. * JOBVT='S')
  2732. * M right singular vectors to be computed in VT and
  2733. * M left singular vectors to be computed in U
  2734. *
  2735. IF( LWORK.GE.M*M+MAX( 4*M, BDSPAC ) ) THEN
  2736. *
  2737. * Sufficient workspace for a fast algorithm
  2738. *
  2739. IU = 1
  2740. IF( LWORK.GE.WRKBL+LDA*M ) THEN
  2741. *
  2742. * WORK(IU) is LDA by N
  2743. *
  2744. LDWRKU = LDA
  2745. ELSE
  2746. *
  2747. * WORK(IU) is LDA by M
  2748. *
  2749. LDWRKU = M
  2750. END IF
  2751. ITAU = IU + LDWRKU*M
  2752. IWORK = ITAU + M
  2753. *
  2754. * Compute A=L*Q
  2755. * (Workspace: need M*M + 2*M, prefer M*M + M + M*NB)
  2756. *
  2757. CALL DGELQF( M, N, A, LDA, WORK( ITAU ),
  2758. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  2759. *
  2760. * Copy L to WORK(IU), zeroing out above it
  2761. *
  2762. CALL DLACPY( 'L', M, M, A, LDA, WORK( IU ),
  2763. $ LDWRKU )
  2764. CALL DLASET( 'U', M-1, M-1, ZERO, ZERO,
  2765. $ WORK( IU+LDWRKU ), LDWRKU )
  2766. *
  2767. * Generate Q in A
  2768. * (Workspace: need M*M + 2*M, prefer M*M + M + M*NB)
  2769. *
  2770. CALL DORGLQ( M, N, M, A, LDA, WORK( ITAU ),
  2771. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  2772. IE = ITAU
  2773. ITAUQ = IE + M
  2774. ITAUP = ITAUQ + M
  2775. IWORK = ITAUP + M
  2776. *
  2777. * Bidiagonalize L in WORK(IU), copying result to U
  2778. * (Workspace: need M*M + 4*M, prefer M*M + 3*M + 2*M*NB)
  2779. *
  2780. CALL DGEBRD( M, M, WORK( IU ), LDWRKU, S,
  2781. $ WORK( IE ), WORK( ITAUQ ),
  2782. $ WORK( ITAUP ), WORK( IWORK ),
  2783. $ LWORK-IWORK+1, IERR )
  2784. CALL DLACPY( 'L', M, M, WORK( IU ), LDWRKU, U,
  2785. $ LDU )
  2786. *
  2787. * Generate right bidiagonalizing vectors in WORK(IU)
  2788. * (Workspace: need M*M + 4*M-1,
  2789. * prefer M*M+3*M+(M-1)*NB)
  2790. *
  2791. CALL DORGBR( 'P', M, M, M, WORK( IU ), LDWRKU,
  2792. $ WORK( ITAUP ), WORK( IWORK ),
  2793. $ LWORK-IWORK+1, IERR )
  2794. *
  2795. * Generate left bidiagonalizing vectors in U
  2796. * (Workspace: need M*M + 4*M, prefer M*M + 3*M + M*NB)
  2797. *
  2798. CALL DORGBR( 'Q', M, M, M, U, LDU, WORK( ITAUQ ),
  2799. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  2800. IWORK = IE + M
  2801. *
  2802. * Perform bidiagonal QR iteration, computing left
  2803. * singular vectors of L in U and computing right
  2804. * singular vectors of L in WORK(IU)
  2805. * (Workspace: need M*M + BDSPAC)
  2806. *
  2807. CALL DBDSQR( 'U', M, M, M, 0, S, WORK( IE ),
  2808. $ WORK( IU ), LDWRKU, U, LDU, DUM, 1,
  2809. $ WORK( IWORK ), INFO )
  2810. *
  2811. * Multiply right singular vectors of L in WORK(IU) by
  2812. * Q in A, storing result in VT
  2813. * (Workspace: need M*M)
  2814. *
  2815. CALL DGEMM( 'N', 'N', M, N, M, ONE, WORK( IU ),
  2816. $ LDWRKU, A, LDA, ZERO, VT, LDVT )
  2817. *
  2818. ELSE
  2819. *
  2820. * Insufficient workspace for a fast algorithm
  2821. *
  2822. ITAU = 1
  2823. IWORK = ITAU + M
  2824. *
  2825. * Compute A=L*Q, copying result to VT
  2826. * (Workspace: need 2*M, prefer M + M*NB)
  2827. *
  2828. CALL DGELQF( M, N, A, LDA, WORK( ITAU ),
  2829. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  2830. CALL DLACPY( 'U', M, N, A, LDA, VT, LDVT )
  2831. *
  2832. * Generate Q in VT
  2833. * (Workspace: need 2*M, prefer M + M*NB)
  2834. *
  2835. CALL DORGLQ( M, N, M, VT, LDVT, WORK( ITAU ),
  2836. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  2837. *
  2838. * Copy L to U, zeroing out above it
  2839. *
  2840. CALL DLACPY( 'L', M, M, A, LDA, U, LDU )
  2841. CALL DLASET( 'U', M-1, M-1, ZERO, ZERO, U( 1, 2 ),
  2842. $ LDU )
  2843. IE = ITAU
  2844. ITAUQ = IE + M
  2845. ITAUP = ITAUQ + M
  2846. IWORK = ITAUP + M
  2847. *
  2848. * Bidiagonalize L in U
  2849. * (Workspace: need 4*M, prefer 3*M + 2*M*NB)
  2850. *
  2851. CALL DGEBRD( M, M, U, LDU, S, WORK( IE ),
  2852. $ WORK( ITAUQ ), WORK( ITAUP ),
  2853. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  2854. *
  2855. * Multiply right bidiagonalizing vectors in U by Q
  2856. * in VT
  2857. * (Workspace: need 3*M + N, prefer 3*M + N*NB)
  2858. *
  2859. CALL DORMBR( 'P', 'L', 'T', M, N, M, U, LDU,
  2860. $ WORK( ITAUP ), VT, LDVT,
  2861. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  2862. *
  2863. * Generate left bidiagonalizing vectors in U
  2864. * (Workspace: need 4*M, prefer 3*M + M*NB)
  2865. *
  2866. CALL DORGBR( 'Q', M, M, M, U, LDU, WORK( ITAUQ ),
  2867. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  2868. IWORK = IE + M
  2869. *
  2870. * Perform bidiagonal QR iteration, computing left
  2871. * singular vectors of A in U and computing right
  2872. * singular vectors of A in VT
  2873. * (Workspace: need BDSPAC)
  2874. *
  2875. CALL DBDSQR( 'U', M, N, M, 0, S, WORK( IE ), VT,
  2876. $ LDVT, U, LDU, DUM, 1, WORK( IWORK ),
  2877. $ INFO )
  2878. *
  2879. END IF
  2880. *
  2881. END IF
  2882. *
  2883. ELSE IF( WNTVA ) THEN
  2884. *
  2885. IF( WNTUN ) THEN
  2886. *
  2887. * Path 7t(N much larger than M, JOBU='N', JOBVT='A')
  2888. * N right singular vectors to be computed in VT and
  2889. * no left singular vectors to be computed
  2890. *
  2891. IF( LWORK.GE.M*M+MAX( N + M, 4*M, BDSPAC ) ) THEN
  2892. *
  2893. * Sufficient workspace for a fast algorithm
  2894. *
  2895. IR = 1
  2896. IF( LWORK.GE.WRKBL+LDA*M ) THEN
  2897. *
  2898. * WORK(IR) is LDA by M
  2899. *
  2900. LDWRKR = LDA
  2901. ELSE
  2902. *
  2903. * WORK(IR) is M by M
  2904. *
  2905. LDWRKR = M
  2906. END IF
  2907. ITAU = IR + LDWRKR*M
  2908. IWORK = ITAU + M
  2909. *
  2910. * Compute A=L*Q, copying result to VT
  2911. * (Workspace: need M*M + 2*M, prefer M*M + M + M*NB)
  2912. *
  2913. CALL DGELQF( M, N, A, LDA, WORK( ITAU ),
  2914. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  2915. CALL DLACPY( 'U', M, N, A, LDA, VT, LDVT )
  2916. *
  2917. * Copy L to WORK(IR), zeroing out above it
  2918. *
  2919. CALL DLACPY( 'L', M, M, A, LDA, WORK( IR ),
  2920. $ LDWRKR )
  2921. CALL DLASET( 'U', M-1, M-1, ZERO, ZERO,
  2922. $ WORK( IR+LDWRKR ), LDWRKR )
  2923. *
  2924. * Generate Q in VT
  2925. * (Workspace: need M*M + M + N, prefer M*M + M + N*NB)
  2926. *
  2927. CALL DORGLQ( N, N, M, VT, LDVT, WORK( ITAU ),
  2928. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  2929. IE = ITAU
  2930. ITAUQ = IE + M
  2931. ITAUP = ITAUQ + M
  2932. IWORK = ITAUP + M
  2933. *
  2934. * Bidiagonalize L in WORK(IR)
  2935. * (Workspace: need M*M + 4*M, prefer M*M + 3*M + 2*M*NB)
  2936. *
  2937. CALL DGEBRD( M, M, WORK( IR ), LDWRKR, S,
  2938. $ WORK( IE ), WORK( ITAUQ ),
  2939. $ WORK( ITAUP ), WORK( IWORK ),
  2940. $ LWORK-IWORK+1, IERR )
  2941. *
  2942. * Generate right bidiagonalizing vectors in WORK(IR)
  2943. * (Workspace: need M*M + 4*M-1,
  2944. * prefer M*M+3*M+(M-1)*NB)
  2945. *
  2946. CALL DORGBR( 'P', M, M, M, WORK( IR ), LDWRKR,
  2947. $ WORK( ITAUP ), WORK( IWORK ),
  2948. $ LWORK-IWORK+1, IERR )
  2949. IWORK = IE + M
  2950. *
  2951. * Perform bidiagonal QR iteration, computing right
  2952. * singular vectors of L in WORK(IR)
  2953. * (Workspace: need M*M + BDSPAC)
  2954. *
  2955. CALL DBDSQR( 'U', M, M, 0, 0, S, WORK( IE ),
  2956. $ WORK( IR ), LDWRKR, DUM, 1, DUM, 1,
  2957. $ WORK( IWORK ), INFO )
  2958. *
  2959. * Multiply right singular vectors of L in WORK(IR) by
  2960. * Q in VT, storing result in A
  2961. * (Workspace: need M*M)
  2962. *
  2963. CALL DGEMM( 'N', 'N', M, N, M, ONE, WORK( IR ),
  2964. $ LDWRKR, VT, LDVT, ZERO, A, LDA )
  2965. *
  2966. * Copy right singular vectors of A from A to VT
  2967. *
  2968. CALL DLACPY( 'F', M, N, A, LDA, VT, LDVT )
  2969. *
  2970. ELSE
  2971. *
  2972. * Insufficient workspace for a fast algorithm
  2973. *
  2974. ITAU = 1
  2975. IWORK = ITAU + M
  2976. *
  2977. * Compute A=L*Q, copying result to VT
  2978. * (Workspace: need 2*M, prefer M + M*NB)
  2979. *
  2980. CALL DGELQF( M, N, A, LDA, WORK( ITAU ),
  2981. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  2982. CALL DLACPY( 'U', M, N, A, LDA, VT, LDVT )
  2983. *
  2984. * Generate Q in VT
  2985. * (Workspace: need M + N, prefer M + N*NB)
  2986. *
  2987. CALL DORGLQ( N, N, M, VT, LDVT, WORK( ITAU ),
  2988. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  2989. IE = ITAU
  2990. ITAUQ = IE + M
  2991. ITAUP = ITAUQ + M
  2992. IWORK = ITAUP + M
  2993. *
  2994. * Zero out above L in A
  2995. *
  2996. CALL DLASET( 'U', M-1, M-1, ZERO, ZERO, A( 1, 2 ),
  2997. $ LDA )
  2998. *
  2999. * Bidiagonalize L in A
  3000. * (Workspace: need 4*M, prefer 3*M + 2*M*NB)
  3001. *
  3002. CALL DGEBRD( M, M, A, LDA, S, WORK( IE ),
  3003. $ WORK( ITAUQ ), WORK( ITAUP ),
  3004. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  3005. *
  3006. * Multiply right bidiagonalizing vectors in A by Q
  3007. * in VT
  3008. * (Workspace: need 3*M + N, prefer 3*M + N*NB)
  3009. *
  3010. CALL DORMBR( 'P', 'L', 'T', M, N, M, A, LDA,
  3011. $ WORK( ITAUP ), VT, LDVT,
  3012. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  3013. IWORK = IE + M
  3014. *
  3015. * Perform bidiagonal QR iteration, computing right
  3016. * singular vectors of A in VT
  3017. * (Workspace: need BDSPAC)
  3018. *
  3019. CALL DBDSQR( 'U', M, N, 0, 0, S, WORK( IE ), VT,
  3020. $ LDVT, DUM, 1, DUM, 1, WORK( IWORK ),
  3021. $ INFO )
  3022. *
  3023. END IF
  3024. *
  3025. ELSE IF( WNTUO ) THEN
  3026. *
  3027. * Path 8t(N much larger than M, JOBU='O', JOBVT='A')
  3028. * N right singular vectors to be computed in VT and
  3029. * M left singular vectors to be overwritten on A
  3030. *
  3031. IF( LWORK.GE.2*M*M+MAX( N + M, 4*M, BDSPAC ) ) THEN
  3032. *
  3033. * Sufficient workspace for a fast algorithm
  3034. *
  3035. IU = 1
  3036. IF( LWORK.GE.WRKBL+2*LDA*M ) THEN
  3037. *
  3038. * WORK(IU) is LDA by M and WORK(IR) is LDA by M
  3039. *
  3040. LDWRKU = LDA
  3041. IR = IU + LDWRKU*M
  3042. LDWRKR = LDA
  3043. ELSE IF( LWORK.GE.WRKBL+( LDA + M )*M ) THEN
  3044. *
  3045. * WORK(IU) is LDA by M and WORK(IR) is M by M
  3046. *
  3047. LDWRKU = LDA
  3048. IR = IU + LDWRKU*M
  3049. LDWRKR = M
  3050. ELSE
  3051. *
  3052. * WORK(IU) is M by M and WORK(IR) is M by M
  3053. *
  3054. LDWRKU = M
  3055. IR = IU + LDWRKU*M
  3056. LDWRKR = M
  3057. END IF
  3058. ITAU = IR + LDWRKR*M
  3059. IWORK = ITAU + M
  3060. *
  3061. * Compute A=L*Q, copying result to VT
  3062. * (Workspace: need 2*M*M + 2*M, prefer 2*M*M + M + M*NB)
  3063. *
  3064. CALL DGELQF( M, N, A, LDA, WORK( ITAU ),
  3065. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  3066. CALL DLACPY( 'U', M, N, A, LDA, VT, LDVT )
  3067. *
  3068. * Generate Q in VT
  3069. * (Workspace: need 2*M*M + M + N, prefer 2*M*M + M + N*NB)
  3070. *
  3071. CALL DORGLQ( N, N, M, VT, LDVT, WORK( ITAU ),
  3072. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  3073. *
  3074. * Copy L to WORK(IU), zeroing out above it
  3075. *
  3076. CALL DLACPY( 'L', M, M, A, LDA, WORK( IU ),
  3077. $ LDWRKU )
  3078. CALL DLASET( 'U', M-1, M-1, ZERO, ZERO,
  3079. $ WORK( IU+LDWRKU ), LDWRKU )
  3080. IE = ITAU
  3081. ITAUQ = IE + M
  3082. ITAUP = ITAUQ + M
  3083. IWORK = ITAUP + M
  3084. *
  3085. * Bidiagonalize L in WORK(IU), copying result to
  3086. * WORK(IR)
  3087. * (Workspace: need 2*M*M + 4*M,
  3088. * prefer 2*M*M+3*M+2*M*NB)
  3089. *
  3090. CALL DGEBRD( M, M, WORK( IU ), LDWRKU, S,
  3091. $ WORK( IE ), WORK( ITAUQ ),
  3092. $ WORK( ITAUP ), WORK( IWORK ),
  3093. $ LWORK-IWORK+1, IERR )
  3094. CALL DLACPY( 'L', M, M, WORK( IU ), LDWRKU,
  3095. $ WORK( IR ), LDWRKR )
  3096. *
  3097. * Generate right bidiagonalizing vectors in WORK(IU)
  3098. * (Workspace: need 2*M*M + 4*M-1,
  3099. * prefer 2*M*M+3*M+(M-1)*NB)
  3100. *
  3101. CALL DORGBR( 'P', M, M, M, WORK( IU ), LDWRKU,
  3102. $ WORK( ITAUP ), WORK( IWORK ),
  3103. $ LWORK-IWORK+1, IERR )
  3104. *
  3105. * Generate left bidiagonalizing vectors in WORK(IR)
  3106. * (Workspace: need 2*M*M + 4*M, prefer 2*M*M + 3*M + M*NB)
  3107. *
  3108. CALL DORGBR( 'Q', M, M, M, WORK( IR ), LDWRKR,
  3109. $ WORK( ITAUQ ), WORK( IWORK ),
  3110. $ LWORK-IWORK+1, IERR )
  3111. IWORK = IE + M
  3112. *
  3113. * Perform bidiagonal QR iteration, computing left
  3114. * singular vectors of L in WORK(IR) and computing
  3115. * right singular vectors of L in WORK(IU)
  3116. * (Workspace: need 2*M*M + BDSPAC)
  3117. *
  3118. CALL DBDSQR( 'U', M, M, M, 0, S, WORK( IE ),
  3119. $ WORK( IU ), LDWRKU, WORK( IR ),
  3120. $ LDWRKR, DUM, 1, WORK( IWORK ), INFO )
  3121. *
  3122. * Multiply right singular vectors of L in WORK(IU) by
  3123. * Q in VT, storing result in A
  3124. * (Workspace: need M*M)
  3125. *
  3126. CALL DGEMM( 'N', 'N', M, N, M, ONE, WORK( IU ),
  3127. $ LDWRKU, VT, LDVT, ZERO, A, LDA )
  3128. *
  3129. * Copy right singular vectors of A from A to VT
  3130. *
  3131. CALL DLACPY( 'F', M, N, A, LDA, VT, LDVT )
  3132. *
  3133. * Copy left singular vectors of A from WORK(IR) to A
  3134. *
  3135. CALL DLACPY( 'F', M, M, WORK( IR ), LDWRKR, A,
  3136. $ LDA )
  3137. *
  3138. ELSE
  3139. *
  3140. * Insufficient workspace for a fast algorithm
  3141. *
  3142. ITAU = 1
  3143. IWORK = ITAU + M
  3144. *
  3145. * Compute A=L*Q, copying result to VT
  3146. * (Workspace: need 2*M, prefer M + M*NB)
  3147. *
  3148. CALL DGELQF( M, N, A, LDA, WORK( ITAU ),
  3149. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  3150. CALL DLACPY( 'U', M, N, A, LDA, VT, LDVT )
  3151. *
  3152. * Generate Q in VT
  3153. * (Workspace: need M + N, prefer M + N*NB)
  3154. *
  3155. CALL DORGLQ( N, N, M, VT, LDVT, WORK( ITAU ),
  3156. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  3157. IE = ITAU
  3158. ITAUQ = IE + M
  3159. ITAUP = ITAUQ + M
  3160. IWORK = ITAUP + M
  3161. *
  3162. * Zero out above L in A
  3163. *
  3164. CALL DLASET( 'U', M-1, M-1, ZERO, ZERO, A( 1, 2 ),
  3165. $ LDA )
  3166. *
  3167. * Bidiagonalize L in A
  3168. * (Workspace: need 4*M, prefer 3*M + 2*M*NB)
  3169. *
  3170. CALL DGEBRD( M, M, A, LDA, S, WORK( IE ),
  3171. $ WORK( ITAUQ ), WORK( ITAUP ),
  3172. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  3173. *
  3174. * Multiply right bidiagonalizing vectors in A by Q
  3175. * in VT
  3176. * (Workspace: need 3*M + N, prefer 3*M + N*NB)
  3177. *
  3178. CALL DORMBR( 'P', 'L', 'T', M, N, M, A, LDA,
  3179. $ WORK( ITAUP ), VT, LDVT,
  3180. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  3181. *
  3182. * Generate left bidiagonalizing vectors in A
  3183. * (Workspace: need 4*M, prefer 3*M + M*NB)
  3184. *
  3185. CALL DORGBR( 'Q', M, M, M, A, LDA, WORK( ITAUQ ),
  3186. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  3187. IWORK = IE + M
  3188. *
  3189. * Perform bidiagonal QR iteration, computing left
  3190. * singular vectors of A in A and computing right
  3191. * singular vectors of A in VT
  3192. * (Workspace: need BDSPAC)
  3193. *
  3194. CALL DBDSQR( 'U', M, N, M, 0, S, WORK( IE ), VT,
  3195. $ LDVT, A, LDA, DUM, 1, WORK( IWORK ),
  3196. $ INFO )
  3197. *
  3198. END IF
  3199. *
  3200. ELSE IF( WNTUAS ) THEN
  3201. *
  3202. * Path 9t(N much larger than M, JOBU='S' or 'A',
  3203. * JOBVT='A')
  3204. * N right singular vectors to be computed in VT and
  3205. * M left singular vectors to be computed in U
  3206. *
  3207. IF( LWORK.GE.M*M+MAX( N + M, 4*M, BDSPAC ) ) THEN
  3208. *
  3209. * Sufficient workspace for a fast algorithm
  3210. *
  3211. IU = 1
  3212. IF( LWORK.GE.WRKBL+LDA*M ) THEN
  3213. *
  3214. * WORK(IU) is LDA by M
  3215. *
  3216. LDWRKU = LDA
  3217. ELSE
  3218. *
  3219. * WORK(IU) is M by M
  3220. *
  3221. LDWRKU = M
  3222. END IF
  3223. ITAU = IU + LDWRKU*M
  3224. IWORK = ITAU + M
  3225. *
  3226. * Compute A=L*Q, copying result to VT
  3227. * (Workspace: need M*M + 2*M, prefer M*M + M + M*NB)
  3228. *
  3229. CALL DGELQF( M, N, A, LDA, WORK( ITAU ),
  3230. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  3231. CALL DLACPY( 'U', M, N, A, LDA, VT, LDVT )
  3232. *
  3233. * Generate Q in VT
  3234. * (Workspace: need M*M + M + N, prefer M*M + M + N*NB)
  3235. *
  3236. CALL DORGLQ( N, N, M, VT, LDVT, WORK( ITAU ),
  3237. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  3238. *
  3239. * Copy L to WORK(IU), zeroing out above it
  3240. *
  3241. CALL DLACPY( 'L', M, M, A, LDA, WORK( IU ),
  3242. $ LDWRKU )
  3243. CALL DLASET( 'U', M-1, M-1, ZERO, ZERO,
  3244. $ WORK( IU+LDWRKU ), LDWRKU )
  3245. IE = ITAU
  3246. ITAUQ = IE + M
  3247. ITAUP = ITAUQ + M
  3248. IWORK = ITAUP + M
  3249. *
  3250. * Bidiagonalize L in WORK(IU), copying result to U
  3251. * (Workspace: need M*M + 4*M, prefer M*M + 3*M + 2*M*NB)
  3252. *
  3253. CALL DGEBRD( M, M, WORK( IU ), LDWRKU, S,
  3254. $ WORK( IE ), WORK( ITAUQ ),
  3255. $ WORK( ITAUP ), WORK( IWORK ),
  3256. $ LWORK-IWORK+1, IERR )
  3257. CALL DLACPY( 'L', M, M, WORK( IU ), LDWRKU, U,
  3258. $ LDU )
  3259. *
  3260. * Generate right bidiagonalizing vectors in WORK(IU)
  3261. * (Workspace: need M*M + 4*M, prefer M*M + 3*M + (M-1)*NB)
  3262. *
  3263. CALL DORGBR( 'P', M, M, M, WORK( IU ), LDWRKU,
  3264. $ WORK( ITAUP ), WORK( IWORK ),
  3265. $ LWORK-IWORK+1, IERR )
  3266. *
  3267. * Generate left bidiagonalizing vectors in U
  3268. * (Workspace: need M*M + 4*M, prefer M*M + 3*M + M*NB)
  3269. *
  3270. CALL DORGBR( 'Q', M, M, M, U, LDU, WORK( ITAUQ ),
  3271. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  3272. IWORK = IE + M
  3273. *
  3274. * Perform bidiagonal QR iteration, computing left
  3275. * singular vectors of L in U and computing right
  3276. * singular vectors of L in WORK(IU)
  3277. * (Workspace: need M*M + BDSPAC)
  3278. *
  3279. CALL DBDSQR( 'U', M, M, M, 0, S, WORK( IE ),
  3280. $ WORK( IU ), LDWRKU, U, LDU, DUM, 1,
  3281. $ WORK( IWORK ), INFO )
  3282. *
  3283. * Multiply right singular vectors of L in WORK(IU) by
  3284. * Q in VT, storing result in A
  3285. * (Workspace: need M*M)
  3286. *
  3287. CALL DGEMM( 'N', 'N', M, N, M, ONE, WORK( IU ),
  3288. $ LDWRKU, VT, LDVT, ZERO, A, LDA )
  3289. *
  3290. * Copy right singular vectors of A from A to VT
  3291. *
  3292. CALL DLACPY( 'F', M, N, A, LDA, VT, LDVT )
  3293. *
  3294. ELSE
  3295. *
  3296. * Insufficient workspace for a fast algorithm
  3297. *
  3298. ITAU = 1
  3299. IWORK = ITAU + M
  3300. *
  3301. * Compute A=L*Q, copying result to VT
  3302. * (Workspace: need 2*M, prefer M + M*NB)
  3303. *
  3304. CALL DGELQF( M, N, A, LDA, WORK( ITAU ),
  3305. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  3306. CALL DLACPY( 'U', M, N, A, LDA, VT, LDVT )
  3307. *
  3308. * Generate Q in VT
  3309. * (Workspace: need M + N, prefer M + N*NB)
  3310. *
  3311. CALL DORGLQ( N, N, M, VT, LDVT, WORK( ITAU ),
  3312. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  3313. *
  3314. * Copy L to U, zeroing out above it
  3315. *
  3316. CALL DLACPY( 'L', M, M, A, LDA, U, LDU )
  3317. CALL DLASET( 'U', M-1, M-1, ZERO, ZERO, U( 1, 2 ),
  3318. $ LDU )
  3319. IE = ITAU
  3320. ITAUQ = IE + M
  3321. ITAUP = ITAUQ + M
  3322. IWORK = ITAUP + M
  3323. *
  3324. * Bidiagonalize L in U
  3325. * (Workspace: need 4*M, prefer 3*M + 2*M*NB)
  3326. *
  3327. CALL DGEBRD( M, M, U, LDU, S, WORK( IE ),
  3328. $ WORK( ITAUQ ), WORK( ITAUP ),
  3329. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  3330. *
  3331. * Multiply right bidiagonalizing vectors in U by Q
  3332. * in VT
  3333. * (Workspace: need 3*M + N, prefer 3*M + N*NB)
  3334. *
  3335. CALL DORMBR( 'P', 'L', 'T', M, N, M, U, LDU,
  3336. $ WORK( ITAUP ), VT, LDVT,
  3337. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  3338. *
  3339. * Generate left bidiagonalizing vectors in U
  3340. * (Workspace: need 4*M, prefer 3*M + M*NB)
  3341. *
  3342. CALL DORGBR( 'Q', M, M, M, U, LDU, WORK( ITAUQ ),
  3343. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  3344. IWORK = IE + M
  3345. *
  3346. * Perform bidiagonal QR iteration, computing left
  3347. * singular vectors of A in U and computing right
  3348. * singular vectors of A in VT
  3349. * (Workspace: need BDSPAC)
  3350. *
  3351. CALL DBDSQR( 'U', M, N, M, 0, S, WORK( IE ), VT,
  3352. $ LDVT, U, LDU, DUM, 1, WORK( IWORK ),
  3353. $ INFO )
  3354. *
  3355. END IF
  3356. *
  3357. END IF
  3358. *
  3359. END IF
  3360. *
  3361. ELSE
  3362. *
  3363. * N .LT. MNTHR
  3364. *
  3365. * Path 10t(N greater than M, but not much larger)
  3366. * Reduce to bidiagonal form without LQ decomposition
  3367. *
  3368. IE = 1
  3369. ITAUQ = IE + M
  3370. ITAUP = ITAUQ + M
  3371. IWORK = ITAUP + M
  3372. *
  3373. * Bidiagonalize A
  3374. * (Workspace: need 3*M + N, prefer 3*M + (M + N)*NB)
  3375. *
  3376. CALL DGEBRD( M, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ),
  3377. $ WORK( ITAUP ), WORK( IWORK ), LWORK-IWORK+1,
  3378. $ IERR )
  3379. IF( WNTUAS ) THEN
  3380. *
  3381. * If left singular vectors desired in U, copy result to U
  3382. * and generate left bidiagonalizing vectors in U
  3383. * (Workspace: need 4*M-1, prefer 3*M + (M-1)*NB)
  3384. *
  3385. CALL DLACPY( 'L', M, M, A, LDA, U, LDU )
  3386. CALL DORGBR( 'Q', M, M, N, U, LDU, WORK( ITAUQ ),
  3387. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  3388. END IF
  3389. IF( WNTVAS ) THEN
  3390. *
  3391. * If right singular vectors desired in VT, copy result to
  3392. * VT and generate right bidiagonalizing vectors in VT
  3393. * (Workspace: need 3*M + NRVT, prefer 3*M + NRVT*NB)
  3394. *
  3395. CALL DLACPY( 'U', M, N, A, LDA, VT, LDVT )
  3396. IF( WNTVA )
  3397. $ NRVT = N
  3398. IF( WNTVS )
  3399. $ NRVT = M
  3400. CALL DORGBR( 'P', NRVT, N, M, VT, LDVT, WORK( ITAUP ),
  3401. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  3402. END IF
  3403. IF( WNTUO ) THEN
  3404. *
  3405. * If left singular vectors desired in A, generate left
  3406. * bidiagonalizing vectors in A
  3407. * (Workspace: need 4*M-1, prefer 3*M + (M-1)*NB)
  3408. *
  3409. CALL DORGBR( 'Q', M, M, N, A, LDA, WORK( ITAUQ ),
  3410. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  3411. END IF
  3412. IF( WNTVO ) THEN
  3413. *
  3414. * If right singular vectors desired in A, generate right
  3415. * bidiagonalizing vectors in A
  3416. * (Workspace: need 4*M, prefer 3*M + M*NB)
  3417. *
  3418. CALL DORGBR( 'P', M, N, M, A, LDA, WORK( ITAUP ),
  3419. $ WORK( IWORK ), LWORK-IWORK+1, IERR )
  3420. END IF
  3421. IWORK = IE + M
  3422. IF( WNTUAS .OR. WNTUO )
  3423. $ NRU = M
  3424. IF( WNTUN )
  3425. $ NRU = 0
  3426. IF( WNTVAS .OR. WNTVO )
  3427. $ NCVT = N
  3428. IF( WNTVN )
  3429. $ NCVT = 0
  3430. IF( ( .NOT.WNTUO ) .AND. ( .NOT.WNTVO ) ) THEN
  3431. *
  3432. * Perform bidiagonal QR iteration, if desired, computing
  3433. * left singular vectors in U and computing right singular
  3434. * vectors in VT
  3435. * (Workspace: need BDSPAC)
  3436. *
  3437. CALL DBDSQR( 'L', M, NCVT, NRU, 0, S, WORK( IE ), VT,
  3438. $ LDVT, U, LDU, DUM, 1, WORK( IWORK ), INFO )
  3439. ELSE IF( ( .NOT.WNTUO ) .AND. WNTVO ) THEN
  3440. *
  3441. * Perform bidiagonal QR iteration, if desired, computing
  3442. * left singular vectors in U and computing right singular
  3443. * vectors in A
  3444. * (Workspace: need BDSPAC)
  3445. *
  3446. CALL DBDSQR( 'L', M, NCVT, NRU, 0, S, WORK( IE ), A, LDA,
  3447. $ U, LDU, DUM, 1, WORK( IWORK ), INFO )
  3448. ELSE
  3449. *
  3450. * Perform bidiagonal QR iteration, if desired, computing
  3451. * left singular vectors in A and computing right singular
  3452. * vectors in VT
  3453. * (Workspace: need BDSPAC)
  3454. *
  3455. CALL DBDSQR( 'L', M, NCVT, NRU, 0, S, WORK( IE ), VT,
  3456. $ LDVT, A, LDA, DUM, 1, WORK( IWORK ), INFO )
  3457. END IF
  3458. *
  3459. END IF
  3460. *
  3461. END IF
  3462. *
  3463. * If DBDSQR failed to converge, copy unconverged superdiagonals
  3464. * to WORK( 2:MINMN )
  3465. *
  3466. IF( INFO.NE.0 ) THEN
  3467. IF( IE.GT.2 ) THEN
  3468. DO 50 I = 1, MINMN - 1
  3469. WORK( I+1 ) = WORK( I+IE-1 )
  3470. 50 CONTINUE
  3471. END IF
  3472. IF( IE.LT.2 ) THEN
  3473. DO 60 I = MINMN - 1, 1, -1
  3474. WORK( I+1 ) = WORK( I+IE-1 )
  3475. 60 CONTINUE
  3476. END IF
  3477. END IF
  3478. *
  3479. * Undo scaling if necessary
  3480. *
  3481. IF( ISCL.EQ.1 ) THEN
  3482. IF( ANRM.GT.BIGNUM )
  3483. $ CALL DLASCL( 'G', 0, 0, BIGNUM, ANRM, MINMN, 1, S, MINMN,
  3484. $ IERR )
  3485. IF( INFO.NE.0 .AND. ANRM.GT.BIGNUM )
  3486. $ CALL DLASCL( 'G', 0, 0, BIGNUM, ANRM, MINMN-1, 1, WORK( 2 ),
  3487. $ MINMN, IERR )
  3488. IF( ANRM.LT.SMLNUM )
  3489. $ CALL DLASCL( 'G', 0, 0, SMLNUM, ANRM, MINMN, 1, S, MINMN,
  3490. $ IERR )
  3491. IF( INFO.NE.0 .AND. ANRM.LT.SMLNUM )
  3492. $ CALL DLASCL( 'G', 0, 0, SMLNUM, ANRM, MINMN-1, 1, WORK( 2 ),
  3493. $ MINMN, IERR )
  3494. END IF
  3495. *
  3496. * Return optimal workspace in WORK(1)
  3497. *
  3498. WORK( 1 ) = MAXWRK
  3499. *
  3500. RETURN
  3501. *
  3502. * End of DGESVD
  3503. *
  3504. END