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dggsvd3.c 32 kB

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  1. #include <math.h>
  2. #include <stdlib.h>
  3. #include <string.h>
  4. #include <stdio.h>
  5. #include <complex.h>
  6. #ifdef complex
  7. #undef complex
  8. #endif
  9. #ifdef I
  10. #undef I
  11. #endif
  12. #if defined(_WIN64)
  13. typedef long long BLASLONG;
  14. typedef unsigned long long BLASULONG;
  15. #else
  16. typedef long BLASLONG;
  17. typedef unsigned long BLASULONG;
  18. #endif
  19. #ifdef LAPACK_ILP64
  20. typedef BLASLONG blasint;
  21. #if defined(_WIN64)
  22. #define blasabs(x) llabs(x)
  23. #else
  24. #define blasabs(x) labs(x)
  25. #endif
  26. #else
  27. typedef int blasint;
  28. #define blasabs(x) abs(x)
  29. #endif
  30. typedef blasint integer;
  31. typedef unsigned int uinteger;
  32. typedef char *address;
  33. typedef short int shortint;
  34. typedef float real;
  35. typedef double doublereal;
  36. typedef struct { real r, i; } complex;
  37. typedef struct { doublereal r, i; } doublecomplex;
  38. #ifdef _MSC_VER
  39. static inline _Fcomplex Cf(complex *z) {_Fcomplex zz={z->r , z->i}; return zz;}
  40. static inline _Dcomplex Cd(doublecomplex *z) {_Dcomplex zz={z->r , z->i};return zz;}
  41. static inline _Fcomplex * _pCf(complex *z) {return (_Fcomplex*)z;}
  42. static inline _Dcomplex * _pCd(doublecomplex *z) {return (_Dcomplex*)z;}
  43. #else
  44. static inline _Complex float Cf(complex *z) {return z->r + z->i*_Complex_I;}
  45. static inline _Complex double Cd(doublecomplex *z) {return z->r + z->i*_Complex_I;}
  46. static inline _Complex float * _pCf(complex *z) {return (_Complex float*)z;}
  47. static inline _Complex double * _pCd(doublecomplex *z) {return (_Complex double*)z;}
  48. #endif
  49. #define pCf(z) (*_pCf(z))
  50. #define pCd(z) (*_pCd(z))
  51. typedef int logical;
  52. typedef short int shortlogical;
  53. typedef char logical1;
  54. typedef char integer1;
  55. #define TRUE_ (1)
  56. #define FALSE_ (0)
  57. /* Extern is for use with -E */
  58. #ifndef Extern
  59. #define Extern extern
  60. #endif
  61. /* I/O stuff */
  62. typedef int flag;
  63. typedef int ftnlen;
  64. typedef int ftnint;
  65. /*external read, write*/
  66. typedef struct
  67. { flag cierr;
  68. ftnint ciunit;
  69. flag ciend;
  70. char *cifmt;
  71. ftnint cirec;
  72. } cilist;
  73. /*internal read, write*/
  74. typedef struct
  75. { flag icierr;
  76. char *iciunit;
  77. flag iciend;
  78. char *icifmt;
  79. ftnint icirlen;
  80. ftnint icirnum;
  81. } icilist;
  82. /*open*/
  83. typedef struct
  84. { flag oerr;
  85. ftnint ounit;
  86. char *ofnm;
  87. ftnlen ofnmlen;
  88. char *osta;
  89. char *oacc;
  90. char *ofm;
  91. ftnint orl;
  92. char *oblnk;
  93. } olist;
  94. /*close*/
  95. typedef struct
  96. { flag cerr;
  97. ftnint cunit;
  98. char *csta;
  99. } cllist;
  100. /*rewind, backspace, endfile*/
  101. typedef struct
  102. { flag aerr;
  103. ftnint aunit;
  104. } alist;
  105. /* inquire */
  106. typedef struct
  107. { flag inerr;
  108. ftnint inunit;
  109. char *infile;
  110. ftnlen infilen;
  111. ftnint *inex; /*parameters in standard's order*/
  112. ftnint *inopen;
  113. ftnint *innum;
  114. ftnint *innamed;
  115. char *inname;
  116. ftnlen innamlen;
  117. char *inacc;
  118. ftnlen inacclen;
  119. char *inseq;
  120. ftnlen inseqlen;
  121. char *indir;
  122. ftnlen indirlen;
  123. char *infmt;
  124. ftnlen infmtlen;
  125. char *inform;
  126. ftnint informlen;
  127. char *inunf;
  128. ftnlen inunflen;
  129. ftnint *inrecl;
  130. ftnint *innrec;
  131. char *inblank;
  132. ftnlen inblanklen;
  133. } inlist;
  134. #define VOID void
  135. union Multitype { /* for multiple entry points */
  136. integer1 g;
  137. shortint h;
  138. integer i;
  139. /* longint j; */
  140. real r;
  141. doublereal d;
  142. complex c;
  143. doublecomplex z;
  144. };
  145. typedef union Multitype Multitype;
  146. struct Vardesc { /* for Namelist */
  147. char *name;
  148. char *addr;
  149. ftnlen *dims;
  150. int type;
  151. };
  152. typedef struct Vardesc Vardesc;
  153. struct Namelist {
  154. char *name;
  155. Vardesc **vars;
  156. int nvars;
  157. };
  158. typedef struct Namelist Namelist;
  159. #define abs(x) ((x) >= 0 ? (x) : -(x))
  160. #define dabs(x) (fabs(x))
  161. #define f2cmin(a,b) ((a) <= (b) ? (a) : (b))
  162. #define f2cmax(a,b) ((a) >= (b) ? (a) : (b))
  163. #define dmin(a,b) (f2cmin(a,b))
  164. #define dmax(a,b) (f2cmax(a,b))
  165. #define bit_test(a,b) ((a) >> (b) & 1)
  166. #define bit_clear(a,b) ((a) & ~((uinteger)1 << (b)))
  167. #define bit_set(a,b) ((a) | ((uinteger)1 << (b)))
  168. #define abort_() { sig_die("Fortran abort routine called", 1); }
  169. #define c_abs(z) (cabsf(Cf(z)))
  170. #define c_cos(R,Z) { pCf(R)=ccos(Cf(Z)); }
  171. #ifdef _MSC_VER
  172. #define c_div(c, a, b) {Cf(c)._Val[0] = (Cf(a)._Val[0]/Cf(b)._Val[0]); Cf(c)._Val[1]=(Cf(a)._Val[1]/Cf(b)._Val[1]);}
  173. #define z_div(c, a, b) {Cd(c)._Val[0] = (Cd(a)._Val[0]/Cd(b)._Val[0]); Cd(c)._Val[1]=(Cd(a)._Val[1]/df(b)._Val[1]);}
  174. #else
  175. #define c_div(c, a, b) {pCf(c) = Cf(a)/Cf(b);}
  176. #define z_div(c, a, b) {pCd(c) = Cd(a)/Cd(b);}
  177. #endif
  178. #define c_exp(R, Z) {pCf(R) = cexpf(Cf(Z));}
  179. #define c_log(R, Z) {pCf(R) = clogf(Cf(Z));}
  180. #define c_sin(R, Z) {pCf(R) = csinf(Cf(Z));}
  181. //#define c_sqrt(R, Z) {*(R) = csqrtf(Cf(Z));}
  182. #define c_sqrt(R, Z) {pCf(R) = csqrtf(Cf(Z));}
  183. #define d_abs(x) (fabs(*(x)))
  184. #define d_acos(x) (acos(*(x)))
  185. #define d_asin(x) (asin(*(x)))
  186. #define d_atan(x) (atan(*(x)))
  187. #define d_atn2(x, y) (atan2(*(x),*(y)))
  188. #define d_cnjg(R, Z) { pCd(R) = conj(Cd(Z)); }
  189. #define r_cnjg(R, Z) { pCf(R) = conjf(Cf(Z)); }
  190. #define d_cos(x) (cos(*(x)))
  191. #define d_cosh(x) (cosh(*(x)))
  192. #define d_dim(__a, __b) ( *(__a) > *(__b) ? *(__a) - *(__b) : 0.0 )
  193. #define d_exp(x) (exp(*(x)))
  194. #define d_imag(z) (cimag(Cd(z)))
  195. #define r_imag(z) (cimagf(Cf(z)))
  196. #define d_int(__x) (*(__x)>0 ? floor(*(__x)) : -floor(- *(__x)))
  197. #define r_int(__x) (*(__x)>0 ? floor(*(__x)) : -floor(- *(__x)))
  198. #define d_lg10(x) ( 0.43429448190325182765 * log(*(x)) )
  199. #define r_lg10(x) ( 0.43429448190325182765 * log(*(x)) )
  200. #define d_log(x) (log(*(x)))
  201. #define d_mod(x, y) (fmod(*(x), *(y)))
  202. #define u_nint(__x) ((__x)>=0 ? floor((__x) + .5) : -floor(.5 - (__x)))
  203. #define d_nint(x) u_nint(*(x))
  204. #define u_sign(__a,__b) ((__b) >= 0 ? ((__a) >= 0 ? (__a) : -(__a)) : -((__a) >= 0 ? (__a) : -(__a)))
  205. #define d_sign(a,b) u_sign(*(a),*(b))
  206. #define r_sign(a,b) u_sign(*(a),*(b))
  207. #define d_sin(x) (sin(*(x)))
  208. #define d_sinh(x) (sinh(*(x)))
  209. #define d_sqrt(x) (sqrt(*(x)))
  210. #define d_tan(x) (tan(*(x)))
  211. #define d_tanh(x) (tanh(*(x)))
  212. #define i_abs(x) abs(*(x))
  213. #define i_dnnt(x) ((integer)u_nint(*(x)))
  214. #define i_len(s, n) (n)
  215. #define i_nint(x) ((integer)u_nint(*(x)))
  216. #define i_sign(a,b) ((integer)u_sign((integer)*(a),(integer)*(b)))
  217. #define pow_dd(ap, bp) ( pow(*(ap), *(bp)))
  218. #define pow_si(B,E) spow_ui(*(B),*(E))
  219. #define pow_ri(B,E) spow_ui(*(B),*(E))
  220. #define pow_di(B,E) dpow_ui(*(B),*(E))
  221. #define pow_zi(p, a, b) {pCd(p) = zpow_ui(Cd(a), *(b));}
  222. #define pow_ci(p, a, b) {pCf(p) = cpow_ui(Cf(a), *(b));}
  223. #define pow_zz(R,A,B) {pCd(R) = cpow(Cd(A),*(B));}
  224. #define s_cat(lpp, rpp, rnp, np, llp) { ftnlen i, nc, ll; char *f__rp, *lp; ll = (llp); lp = (lpp); for(i=0; i < (int)*(np); ++i) { nc = ll; if((rnp)[i] < nc) nc = (rnp)[i]; ll -= nc; f__rp = (rpp)[i]; while(--nc >= 0) *lp++ = *(f__rp)++; } while(--ll >= 0) *lp++ = ' '; }
  225. #define s_cmp(a,b,c,d) ((integer)strncmp((a),(b),f2cmin((c),(d))))
  226. #define s_copy(A,B,C,D) { int __i,__m; for (__i=0, __m=f2cmin((C),(D)); __i<__m && (B)[__i] != 0; ++__i) (A)[__i] = (B)[__i]; }
  227. #define sig_die(s, kill) { exit(1); }
  228. #define s_stop(s, n) {exit(0);}
  229. static char junk[] = "\n@(#)LIBF77 VERSION 19990503\n";
  230. #define z_abs(z) (cabs(Cd(z)))
  231. #define z_exp(R, Z) {pCd(R) = cexp(Cd(Z));}
  232. #define z_sqrt(R, Z) {pCd(R) = csqrt(Cd(Z));}
  233. #define myexit_() break;
  234. #define mycycle() continue;
  235. #define myceiling(w) {ceil(w)}
  236. #define myhuge(w) {HUGE_VAL}
  237. //#define mymaxloc_(w,s,e,n) {if (sizeof(*(w)) == sizeof(double)) dmaxloc_((w),*(s),*(e),n); else dmaxloc_((w),*(s),*(e),n);}
  238. #define mymaxloc(w,s,e,n) {dmaxloc_(w,*(s),*(e),n)}
  239. /* procedure parameter types for -A and -C++ */
  240. #define F2C_proc_par_types 1
  241. #ifdef __cplusplus
  242. typedef logical (*L_fp)(...);
  243. #else
  244. typedef logical (*L_fp)();
  245. #endif
  246. static float spow_ui(float x, integer n) {
  247. float pow=1.0; unsigned long int u;
  248. if(n != 0) {
  249. if(n < 0) n = -n, x = 1/x;
  250. for(u = n; ; ) {
  251. if(u & 01) pow *= x;
  252. if(u >>= 1) x *= x;
  253. else break;
  254. }
  255. }
  256. return pow;
  257. }
  258. static double dpow_ui(double x, integer n) {
  259. double pow=1.0; unsigned long int u;
  260. if(n != 0) {
  261. if(n < 0) n = -n, x = 1/x;
  262. for(u = n; ; ) {
  263. if(u & 01) pow *= x;
  264. if(u >>= 1) x *= x;
  265. else break;
  266. }
  267. }
  268. return pow;
  269. }
  270. #ifdef _MSC_VER
  271. static _Fcomplex cpow_ui(complex x, integer n) {
  272. complex pow={1.0,0.0}; unsigned long int u;
  273. if(n != 0) {
  274. if(n < 0) n = -n, x.r = 1/x.r, x.i=1/x.i;
  275. for(u = n; ; ) {
  276. if(u & 01) pow.r *= x.r, pow.i *= x.i;
  277. if(u >>= 1) x.r *= x.r, x.i *= x.i;
  278. else break;
  279. }
  280. }
  281. _Fcomplex p={pow.r, pow.i};
  282. return p;
  283. }
  284. #else
  285. static _Complex float cpow_ui(_Complex float x, integer n) {
  286. _Complex float pow=1.0; unsigned long int u;
  287. if(n != 0) {
  288. if(n < 0) n = -n, x = 1/x;
  289. for(u = n; ; ) {
  290. if(u & 01) pow *= x;
  291. if(u >>= 1) x *= x;
  292. else break;
  293. }
  294. }
  295. return pow;
  296. }
  297. #endif
  298. #ifdef _MSC_VER
  299. static _Dcomplex zpow_ui(_Dcomplex x, integer n) {
  300. _Dcomplex pow={1.0,0.0}; unsigned long int u;
  301. if(n != 0) {
  302. if(n < 0) n = -n, x._Val[0] = 1/x._Val[0], x._Val[1] =1/x._Val[1];
  303. for(u = n; ; ) {
  304. if(u & 01) pow._Val[0] *= x._Val[0], pow._Val[1] *= x._Val[1];
  305. if(u >>= 1) x._Val[0] *= x._Val[0], x._Val[1] *= x._Val[1];
  306. else break;
  307. }
  308. }
  309. _Dcomplex p = {pow._Val[0], pow._Val[1]};
  310. return p;
  311. }
  312. #else
  313. static _Complex double zpow_ui(_Complex double x, integer n) {
  314. _Complex double pow=1.0; unsigned long int u;
  315. if(n != 0) {
  316. if(n < 0) n = -n, x = 1/x;
  317. for(u = n; ; ) {
  318. if(u & 01) pow *= x;
  319. if(u >>= 1) x *= x;
  320. else break;
  321. }
  322. }
  323. return pow;
  324. }
  325. #endif
  326. static integer pow_ii(integer x, integer n) {
  327. integer pow; unsigned long int u;
  328. if (n <= 0) {
  329. if (n == 0 || x == 1) pow = 1;
  330. else if (x != -1) pow = x == 0 ? 1/x : 0;
  331. else n = -n;
  332. }
  333. if ((n > 0) || !(n == 0 || x == 1 || x != -1)) {
  334. u = n;
  335. for(pow = 1; ; ) {
  336. if(u & 01) pow *= x;
  337. if(u >>= 1) x *= x;
  338. else break;
  339. }
  340. }
  341. return pow;
  342. }
  343. static integer dmaxloc_(double *w, integer s, integer e, integer *n)
  344. {
  345. double m; integer i, mi;
  346. for(m=w[s-1], mi=s, i=s+1; i<=e; i++)
  347. if (w[i-1]>m) mi=i ,m=w[i-1];
  348. return mi-s+1;
  349. }
  350. static integer smaxloc_(float *w, integer s, integer e, integer *n)
  351. {
  352. float m; integer i, mi;
  353. for(m=w[s-1], mi=s, i=s+1; i<=e; i++)
  354. if (w[i-1]>m) mi=i ,m=w[i-1];
  355. return mi-s+1;
  356. }
  357. static inline void cdotc_(complex *z, integer *n_, complex *x, integer *incx_, complex *y, integer *incy_) {
  358. integer n = *n_, incx = *incx_, incy = *incy_, i;
  359. #ifdef _MSC_VER
  360. _Fcomplex zdotc = {0.0, 0.0};
  361. if (incx == 1 && incy == 1) {
  362. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  363. zdotc._Val[0] += conjf(Cf(&x[i]))._Val[0] * Cf(&y[i])._Val[0];
  364. zdotc._Val[1] += conjf(Cf(&x[i]))._Val[1] * Cf(&y[i])._Val[1];
  365. }
  366. } else {
  367. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  368. zdotc._Val[0] += conjf(Cf(&x[i*incx]))._Val[0] * Cf(&y[i*incy])._Val[0];
  369. zdotc._Val[1] += conjf(Cf(&x[i*incx]))._Val[1] * Cf(&y[i*incy])._Val[1];
  370. }
  371. }
  372. pCf(z) = zdotc;
  373. }
  374. #else
  375. _Complex float zdotc = 0.0;
  376. if (incx == 1 && incy == 1) {
  377. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  378. zdotc += conjf(Cf(&x[i])) * Cf(&y[i]);
  379. }
  380. } else {
  381. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  382. zdotc += conjf(Cf(&x[i*incx])) * Cf(&y[i*incy]);
  383. }
  384. }
  385. pCf(z) = zdotc;
  386. }
  387. #endif
  388. static inline void zdotc_(doublecomplex *z, integer *n_, doublecomplex *x, integer *incx_, doublecomplex *y, integer *incy_) {
  389. integer n = *n_, incx = *incx_, incy = *incy_, i;
  390. #ifdef _MSC_VER
  391. _Dcomplex zdotc = {0.0, 0.0};
  392. if (incx == 1 && incy == 1) {
  393. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  394. zdotc._Val[0] += conj(Cd(&x[i]))._Val[0] * Cd(&y[i])._Val[0];
  395. zdotc._Val[1] += conj(Cd(&x[i]))._Val[1] * Cd(&y[i])._Val[1];
  396. }
  397. } else {
  398. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  399. zdotc._Val[0] += conj(Cd(&x[i*incx]))._Val[0] * Cd(&y[i*incy])._Val[0];
  400. zdotc._Val[1] += conj(Cd(&x[i*incx]))._Val[1] * Cd(&y[i*incy])._Val[1];
  401. }
  402. }
  403. pCd(z) = zdotc;
  404. }
  405. #else
  406. _Complex double zdotc = 0.0;
  407. if (incx == 1 && incy == 1) {
  408. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  409. zdotc += conj(Cd(&x[i])) * Cd(&y[i]);
  410. }
  411. } else {
  412. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  413. zdotc += conj(Cd(&x[i*incx])) * Cd(&y[i*incy]);
  414. }
  415. }
  416. pCd(z) = zdotc;
  417. }
  418. #endif
  419. static inline void cdotu_(complex *z, integer *n_, complex *x, integer *incx_, complex *y, integer *incy_) {
  420. integer n = *n_, incx = *incx_, incy = *incy_, i;
  421. #ifdef _MSC_VER
  422. _Fcomplex zdotc = {0.0, 0.0};
  423. if (incx == 1 && incy == 1) {
  424. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  425. zdotc._Val[0] += Cf(&x[i])._Val[0] * Cf(&y[i])._Val[0];
  426. zdotc._Val[1] += Cf(&x[i])._Val[1] * Cf(&y[i])._Val[1];
  427. }
  428. } else {
  429. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  430. zdotc._Val[0] += Cf(&x[i*incx])._Val[0] * Cf(&y[i*incy])._Val[0];
  431. zdotc._Val[1] += Cf(&x[i*incx])._Val[1] * Cf(&y[i*incy])._Val[1];
  432. }
  433. }
  434. pCf(z) = zdotc;
  435. }
  436. #else
  437. _Complex float zdotc = 0.0;
  438. if (incx == 1 && incy == 1) {
  439. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  440. zdotc += Cf(&x[i]) * Cf(&y[i]);
  441. }
  442. } else {
  443. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  444. zdotc += Cf(&x[i*incx]) * Cf(&y[i*incy]);
  445. }
  446. }
  447. pCf(z) = zdotc;
  448. }
  449. #endif
  450. static inline void zdotu_(doublecomplex *z, integer *n_, doublecomplex *x, integer *incx_, doublecomplex *y, integer *incy_) {
  451. integer n = *n_, incx = *incx_, incy = *incy_, i;
  452. #ifdef _MSC_VER
  453. _Dcomplex zdotc = {0.0, 0.0};
  454. if (incx == 1 && incy == 1) {
  455. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  456. zdotc._Val[0] += Cd(&x[i])._Val[0] * Cd(&y[i])._Val[0];
  457. zdotc._Val[1] += Cd(&x[i])._Val[1] * Cd(&y[i])._Val[1];
  458. }
  459. } else {
  460. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  461. zdotc._Val[0] += Cd(&x[i*incx])._Val[0] * Cd(&y[i*incy])._Val[0];
  462. zdotc._Val[1] += Cd(&x[i*incx])._Val[1] * Cd(&y[i*incy])._Val[1];
  463. }
  464. }
  465. pCd(z) = zdotc;
  466. }
  467. #else
  468. _Complex double zdotc = 0.0;
  469. if (incx == 1 && incy == 1) {
  470. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  471. zdotc += Cd(&x[i]) * Cd(&y[i]);
  472. }
  473. } else {
  474. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  475. zdotc += Cd(&x[i*incx]) * Cd(&y[i*incy]);
  476. }
  477. }
  478. pCd(z) = zdotc;
  479. }
  480. #endif
  481. /* -- translated by f2c (version 20000121).
  482. You must link the resulting object file with the libraries:
  483. -lf2c -lm (in that order)
  484. */
  485. /* Table of constant values */
  486. static integer c_n1 = -1;
  487. static integer c__1 = 1;
  488. /* > \brief <b> DGGSVD3 computes the singular value decomposition (SVD) for OTHER matrices</b> */
  489. /* =========== DOCUMENTATION =========== */
  490. /* Online html documentation available at */
  491. /* http://www.netlib.org/lapack/explore-html/ */
  492. /* > \htmlonly */
  493. /* > Download DGGSVD3 + dependencies */
  494. /* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dggsvd3
  495. .f"> */
  496. /* > [TGZ]</a> */
  497. /* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dggsvd3
  498. .f"> */
  499. /* > [ZIP]</a> */
  500. /* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dggsvd3
  501. .f"> */
  502. /* > [TXT]</a> */
  503. /* > \endhtmlonly */
  504. /* Definition: */
  505. /* =========== */
  506. /* SUBROUTINE DGGSVD3( JOBU, JOBV, JOBQ, M, N, P, K, L, A, LDA, B, */
  507. /* LDB, ALPHA, BETA, U, LDU, V, LDV, Q, LDQ, WORK, */
  508. /* LWORK, IWORK, INFO ) */
  509. /* CHARACTER JOBQ, JOBU, JOBV */
  510. /* INTEGER INFO, K, L, LDA, LDB, LDQ, LDU, LDV, M, N, P, LWORK */
  511. /* INTEGER IWORK( * ) */
  512. /* DOUBLE PRECISION A( LDA, * ), ALPHA( * ), B( LDB, * ), */
  513. /* $ BETA( * ), Q( LDQ, * ), U( LDU, * ), */
  514. /* $ V( LDV, * ), WORK( * ) */
  515. /* > \par Purpose: */
  516. /* ============= */
  517. /* > */
  518. /* > \verbatim */
  519. /* > */
  520. /* > DGGSVD3 computes the generalized singular value decomposition (GSVD) */
  521. /* > of an M-by-N real matrix A and P-by-N real matrix B: */
  522. /* > */
  523. /* > U**T*A*Q = D1*( 0 R ), V**T*B*Q = D2*( 0 R ) */
  524. /* > */
  525. /* > where U, V and Q are orthogonal matrices. */
  526. /* > Let K+L = the effective numerical rank of the matrix (A**T,B**T)**T, */
  527. /* > then R is a K+L-by-K+L nonsingular upper triangular matrix, D1 and */
  528. /* > D2 are M-by-(K+L) and P-by-(K+L) "diagonal" matrices and of the */
  529. /* > following structures, respectively: */
  530. /* > */
  531. /* > If M-K-L >= 0, */
  532. /* > */
  533. /* > K L */
  534. /* > D1 = K ( I 0 ) */
  535. /* > L ( 0 C ) */
  536. /* > M-K-L ( 0 0 ) */
  537. /* > */
  538. /* > K L */
  539. /* > D2 = L ( 0 S ) */
  540. /* > P-L ( 0 0 ) */
  541. /* > */
  542. /* > N-K-L K L */
  543. /* > ( 0 R ) = K ( 0 R11 R12 ) */
  544. /* > L ( 0 0 R22 ) */
  545. /* > */
  546. /* > where */
  547. /* > */
  548. /* > C = diag( ALPHA(K+1), ... , ALPHA(K+L) ), */
  549. /* > S = diag( BETA(K+1), ... , BETA(K+L) ), */
  550. /* > C**2 + S**2 = I. */
  551. /* > */
  552. /* > R is stored in A(1:K+L,N-K-L+1:N) on exit. */
  553. /* > */
  554. /* > If M-K-L < 0, */
  555. /* > */
  556. /* > K M-K K+L-M */
  557. /* > D1 = K ( I 0 0 ) */
  558. /* > M-K ( 0 C 0 ) */
  559. /* > */
  560. /* > K M-K K+L-M */
  561. /* > D2 = M-K ( 0 S 0 ) */
  562. /* > K+L-M ( 0 0 I ) */
  563. /* > P-L ( 0 0 0 ) */
  564. /* > */
  565. /* > N-K-L K M-K K+L-M */
  566. /* > ( 0 R ) = K ( 0 R11 R12 R13 ) */
  567. /* > M-K ( 0 0 R22 R23 ) */
  568. /* > K+L-M ( 0 0 0 R33 ) */
  569. /* > */
  570. /* > where */
  571. /* > */
  572. /* > C = diag( ALPHA(K+1), ... , ALPHA(M) ), */
  573. /* > S = diag( BETA(K+1), ... , BETA(M) ), */
  574. /* > C**2 + S**2 = I. */
  575. /* > */
  576. /* > (R11 R12 R13 ) is stored in A(1:M, N-K-L+1:N), and R33 is stored */
  577. /* > ( 0 R22 R23 ) */
  578. /* > in B(M-K+1:L,N+M-K-L+1:N) on exit. */
  579. /* > */
  580. /* > The routine computes C, S, R, and optionally the orthogonal */
  581. /* > transformation matrices U, V and Q. */
  582. /* > */
  583. /* > In particular, if B is an N-by-N nonsingular matrix, then the GSVD of */
  584. /* > A and B implicitly gives the SVD of A*inv(B): */
  585. /* > A*inv(B) = U*(D1*inv(D2))*V**T. */
  586. /* > If ( A**T,B**T)**T has orthonormal columns, then the GSVD of A and B is */
  587. /* > also equal to the CS decomposition of A and B. Furthermore, the GSVD */
  588. /* > can be used to derive the solution of the eigenvalue problem: */
  589. /* > A**T*A x = lambda* B**T*B x. */
  590. /* > In some literature, the GSVD of A and B is presented in the form */
  591. /* > U**T*A*X = ( 0 D1 ), V**T*B*X = ( 0 D2 ) */
  592. /* > where U and V are orthogonal and X is nonsingular, D1 and D2 are */
  593. /* > ``diagonal''. The former GSVD form can be converted to the latter */
  594. /* > form by taking the nonsingular matrix X as */
  595. /* > */
  596. /* > X = Q*( I 0 ) */
  597. /* > ( 0 inv(R) ). */
  598. /* > \endverbatim */
  599. /* Arguments: */
  600. /* ========== */
  601. /* > \param[in] JOBU */
  602. /* > \verbatim */
  603. /* > JOBU is CHARACTER*1 */
  604. /* > = 'U': Orthogonal matrix U is computed; */
  605. /* > = 'N': U is not computed. */
  606. /* > \endverbatim */
  607. /* > */
  608. /* > \param[in] JOBV */
  609. /* > \verbatim */
  610. /* > JOBV is CHARACTER*1 */
  611. /* > = 'V': Orthogonal matrix V is computed; */
  612. /* > = 'N': V is not computed. */
  613. /* > \endverbatim */
  614. /* > */
  615. /* > \param[in] JOBQ */
  616. /* > \verbatim */
  617. /* > JOBQ is CHARACTER*1 */
  618. /* > = 'Q': Orthogonal matrix Q is computed; */
  619. /* > = 'N': Q is not computed. */
  620. /* > \endverbatim */
  621. /* > */
  622. /* > \param[in] M */
  623. /* > \verbatim */
  624. /* > M is INTEGER */
  625. /* > The number of rows of the matrix A. M >= 0. */
  626. /* > \endverbatim */
  627. /* > */
  628. /* > \param[in] N */
  629. /* > \verbatim */
  630. /* > N is INTEGER */
  631. /* > The number of columns of the matrices A and B. N >= 0. */
  632. /* > \endverbatim */
  633. /* > */
  634. /* > \param[in] P */
  635. /* > \verbatim */
  636. /* > P is INTEGER */
  637. /* > The number of rows of the matrix B. P >= 0. */
  638. /* > \endverbatim */
  639. /* > */
  640. /* > \param[out] K */
  641. /* > \verbatim */
  642. /* > K is INTEGER */
  643. /* > \endverbatim */
  644. /* > */
  645. /* > \param[out] L */
  646. /* > \verbatim */
  647. /* > L is INTEGER */
  648. /* > */
  649. /* > On exit, K and L specify the dimension of the subblocks */
  650. /* > described in Purpose. */
  651. /* > K + L = effective numerical rank of (A**T,B**T)**T. */
  652. /* > \endverbatim */
  653. /* > */
  654. /* > \param[in,out] A */
  655. /* > \verbatim */
  656. /* > A is DOUBLE PRECISION array, dimension (LDA,N) */
  657. /* > On entry, the M-by-N matrix A. */
  658. /* > On exit, A contains the triangular matrix R, or part of R. */
  659. /* > See Purpose for details. */
  660. /* > \endverbatim */
  661. /* > */
  662. /* > \param[in] LDA */
  663. /* > \verbatim */
  664. /* > LDA is INTEGER */
  665. /* > The leading dimension of the array A. LDA >= f2cmax(1,M). */
  666. /* > \endverbatim */
  667. /* > */
  668. /* > \param[in,out] B */
  669. /* > \verbatim */
  670. /* > B is DOUBLE PRECISION array, dimension (LDB,N) */
  671. /* > On entry, the P-by-N matrix B. */
  672. /* > On exit, B contains the triangular matrix R if M-K-L < 0. */
  673. /* > See Purpose for details. */
  674. /* > \endverbatim */
  675. /* > */
  676. /* > \param[in] LDB */
  677. /* > \verbatim */
  678. /* > LDB is INTEGER */
  679. /* > The leading dimension of the array B. LDB >= f2cmax(1,P). */
  680. /* > \endverbatim */
  681. /* > */
  682. /* > \param[out] ALPHA */
  683. /* > \verbatim */
  684. /* > ALPHA is DOUBLE PRECISION array, dimension (N) */
  685. /* > \endverbatim */
  686. /* > */
  687. /* > \param[out] BETA */
  688. /* > \verbatim */
  689. /* > BETA is DOUBLE PRECISION array, dimension (N) */
  690. /* > */
  691. /* > On exit, ALPHA and BETA contain the generalized singular */
  692. /* > value pairs of A and B; */
  693. /* > ALPHA(1:K) = 1, */
  694. /* > BETA(1:K) = 0, */
  695. /* > and if M-K-L >= 0, */
  696. /* > ALPHA(K+1:K+L) = C, */
  697. /* > BETA(K+1:K+L) = S, */
  698. /* > or if M-K-L < 0, */
  699. /* > ALPHA(K+1:M)=C, ALPHA(M+1:K+L)=0 */
  700. /* > BETA(K+1:M) =S, BETA(M+1:K+L) =1 */
  701. /* > and */
  702. /* > ALPHA(K+L+1:N) = 0 */
  703. /* > BETA(K+L+1:N) = 0 */
  704. /* > \endverbatim */
  705. /* > */
  706. /* > \param[out] U */
  707. /* > \verbatim */
  708. /* > U is DOUBLE PRECISION array, dimension (LDU,M) */
  709. /* > If JOBU = 'U', U contains the M-by-M orthogonal matrix U. */
  710. /* > If JOBU = 'N', U is not referenced. */
  711. /* > \endverbatim */
  712. /* > */
  713. /* > \param[in] LDU */
  714. /* > \verbatim */
  715. /* > LDU is INTEGER */
  716. /* > The leading dimension of the array U. LDU >= f2cmax(1,M) if */
  717. /* > JOBU = 'U'; LDU >= 1 otherwise. */
  718. /* > \endverbatim */
  719. /* > */
  720. /* > \param[out] V */
  721. /* > \verbatim */
  722. /* > V is DOUBLE PRECISION array, dimension (LDV,P) */
  723. /* > If JOBV = 'V', V contains the P-by-P orthogonal matrix V. */
  724. /* > If JOBV = 'N', V is not referenced. */
  725. /* > \endverbatim */
  726. /* > */
  727. /* > \param[in] LDV */
  728. /* > \verbatim */
  729. /* > LDV is INTEGER */
  730. /* > The leading dimension of the array V. LDV >= f2cmax(1,P) if */
  731. /* > JOBV = 'V'; LDV >= 1 otherwise. */
  732. /* > \endverbatim */
  733. /* > */
  734. /* > \param[out] Q */
  735. /* > \verbatim */
  736. /* > Q is DOUBLE PRECISION array, dimension (LDQ,N) */
  737. /* > If JOBQ = 'Q', Q contains the N-by-N orthogonal matrix Q. */
  738. /* > If JOBQ = 'N', Q is not referenced. */
  739. /* > \endverbatim */
  740. /* > */
  741. /* > \param[in] LDQ */
  742. /* > \verbatim */
  743. /* > LDQ is INTEGER */
  744. /* > The leading dimension of the array Q. LDQ >= f2cmax(1,N) if */
  745. /* > JOBQ = 'Q'; LDQ >= 1 otherwise. */
  746. /* > \endverbatim */
  747. /* > */
  748. /* > \param[out] WORK */
  749. /* > \verbatim */
  750. /* > WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK)) */
  751. /* > On exit, if INFO = 0, WORK(1) returns the optimal LWORK. */
  752. /* > \endverbatim */
  753. /* > */
  754. /* > \param[in] LWORK */
  755. /* > \verbatim */
  756. /* > LWORK is INTEGER */
  757. /* > The dimension of the array WORK. */
  758. /* > */
  759. /* > If LWORK = -1, then a workspace query is assumed; the routine */
  760. /* > only calculates the optimal size of the WORK array, returns */
  761. /* > this value as the first entry of the WORK array, and no error */
  762. /* > message related to LWORK is issued by XERBLA. */
  763. /* > \endverbatim */
  764. /* > */
  765. /* > \param[out] IWORK */
  766. /* > \verbatim */
  767. /* > IWORK is INTEGER array, dimension (N) */
  768. /* > On exit, IWORK stores the sorting information. More */
  769. /* > precisely, the following loop will sort ALPHA */
  770. /* > for I = K+1, f2cmin(M,K+L) */
  771. /* > swap ALPHA(I) and ALPHA(IWORK(I)) */
  772. /* > endfor */
  773. /* > such that ALPHA(1) >= ALPHA(2) >= ... >= ALPHA(N). */
  774. /* > \endverbatim */
  775. /* > */
  776. /* > \param[out] INFO */
  777. /* > \verbatim */
  778. /* > INFO is INTEGER */
  779. /* > = 0: successful exit. */
  780. /* > < 0: if INFO = -i, the i-th argument had an illegal value. */
  781. /* > > 0: if INFO = 1, the Jacobi-type procedure failed to */
  782. /* > converge. For further details, see subroutine DTGSJA. */
  783. /* > \endverbatim */
  784. /* > \par Internal Parameters: */
  785. /* ========================= */
  786. /* > */
  787. /* > \verbatim */
  788. /* > TOLA DOUBLE PRECISION */
  789. /* > TOLB DOUBLE PRECISION */
  790. /* > TOLA and TOLB are the thresholds to determine the effective */
  791. /* > rank of (A**T,B**T)**T. Generally, they are set to */
  792. /* > TOLA = MAX(M,N)*norm(A)*MACHEPS, */
  793. /* > TOLB = MAX(P,N)*norm(B)*MACHEPS. */
  794. /* > The size of TOLA and TOLB may affect the size of backward */
  795. /* > errors of the decomposition. */
  796. /* > \endverbatim */
  797. /* Authors: */
  798. /* ======== */
  799. /* > \author Univ. of Tennessee */
  800. /* > \author Univ. of California Berkeley */
  801. /* > \author Univ. of Colorado Denver */
  802. /* > \author NAG Ltd. */
  803. /* > \date August 2015 */
  804. /* > \ingroup doubleGEsing */
  805. /* > \par Contributors: */
  806. /* ================== */
  807. /* > */
  808. /* > Ming Gu and Huan Ren, Computer Science Division, University of */
  809. /* > California at Berkeley, USA */
  810. /* > */
  811. /* > \par Further Details: */
  812. /* ===================== */
  813. /* > */
  814. /* > DGGSVD3 replaces the deprecated subroutine DGGSVD. */
  815. /* > */
  816. /* ===================================================================== */
  817. /* Subroutine */ void dggsvd3_(char *jobu, char *jobv, char *jobq, integer *m,
  818. integer *n, integer *p, integer *k, integer *l, doublereal *a,
  819. integer *lda, doublereal *b, integer *ldb, doublereal *alpha,
  820. doublereal *beta, doublereal *u, integer *ldu, doublereal *v, integer
  821. *ldv, doublereal *q, integer *ldq, doublereal *work, integer *lwork,
  822. integer *iwork, integer *info)
  823. {
  824. /* System generated locals */
  825. integer a_dim1, a_offset, b_dim1, b_offset, q_dim1, q_offset, u_dim1,
  826. u_offset, v_dim1, v_offset, i__1, i__2;
  827. /* Local variables */
  828. integer ibnd;
  829. doublereal tola;
  830. integer isub;
  831. doublereal tolb, unfl, temp, smax;
  832. integer ncallmycycle, i__, j;
  833. extern logical lsame_(char *, char *);
  834. doublereal anorm, bnorm;
  835. extern /* Subroutine */ void dcopy_(integer *, doublereal *, integer *,
  836. doublereal *, integer *);
  837. logical wantq, wantu, wantv;
  838. extern doublereal dlamch_(char *), dlange_(char *, integer *,
  839. integer *, doublereal *, integer *, doublereal *);
  840. extern /* Subroutine */ void dtgsja_(char *, char *, char *, integer *,
  841. integer *, integer *, integer *, integer *, doublereal *, integer
  842. *, doublereal *, integer *, doublereal *, doublereal *,
  843. doublereal *, doublereal *, doublereal *, integer *, doublereal *,
  844. integer *, doublereal *, integer *, doublereal *, integer *,
  845. integer *);
  846. extern int xerbla_(char *, integer *, ftnlen);
  847. integer lwkopt;
  848. logical lquery;
  849. extern /* Subroutine */ void dggsvp3_(char *, char *, char *, integer *,
  850. integer *, integer *, doublereal *, integer *, doublereal *,
  851. integer *, doublereal *, doublereal *, integer *, integer *,
  852. doublereal *, integer *, doublereal *, integer *, doublereal *,
  853. integer *, integer *, doublereal *, doublereal *, integer *,
  854. integer *);
  855. doublereal ulp;
  856. /* -- LAPACK driver routine (version 3.7.0) -- */
  857. /* -- LAPACK is a software package provided by Univ. of Tennessee, -- */
  858. /* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- */
  859. /* August 2015 */
  860. /* ===================================================================== */
  861. /* Decode and test the input parameters */
  862. /* Parameter adjustments */
  863. a_dim1 = *lda;
  864. a_offset = 1 + a_dim1 * 1;
  865. a -= a_offset;
  866. b_dim1 = *ldb;
  867. b_offset = 1 + b_dim1 * 1;
  868. b -= b_offset;
  869. --alpha;
  870. --beta;
  871. u_dim1 = *ldu;
  872. u_offset = 1 + u_dim1 * 1;
  873. u -= u_offset;
  874. v_dim1 = *ldv;
  875. v_offset = 1 + v_dim1 * 1;
  876. v -= v_offset;
  877. q_dim1 = *ldq;
  878. q_offset = 1 + q_dim1 * 1;
  879. q -= q_offset;
  880. --work;
  881. --iwork;
  882. /* Function Body */
  883. wantu = lsame_(jobu, "U");
  884. wantv = lsame_(jobv, "V");
  885. wantq = lsame_(jobq, "Q");
  886. lquery = *lwork == -1;
  887. lwkopt = 1;
  888. /* Test the input arguments */
  889. *info = 0;
  890. if (! (wantu || lsame_(jobu, "N"))) {
  891. *info = -1;
  892. } else if (! (wantv || lsame_(jobv, "N"))) {
  893. *info = -2;
  894. } else if (! (wantq || lsame_(jobq, "N"))) {
  895. *info = -3;
  896. } else if (*m < 0) {
  897. *info = -4;
  898. } else if (*n < 0) {
  899. *info = -5;
  900. } else if (*p < 0) {
  901. *info = -6;
  902. } else if (*lda < f2cmax(1,*m)) {
  903. *info = -10;
  904. } else if (*ldb < f2cmax(1,*p)) {
  905. *info = -12;
  906. } else if (*ldu < 1 || wantu && *ldu < *m) {
  907. *info = -16;
  908. } else if (*ldv < 1 || wantv && *ldv < *p) {
  909. *info = -18;
  910. } else if (*ldq < 1 || wantq && *ldq < *n) {
  911. *info = -20;
  912. } else if (*lwork < 1 && ! lquery) {
  913. *info = -24;
  914. }
  915. /* Compute workspace */
  916. if (*info == 0) {
  917. dggsvp3_(jobu, jobv, jobq, m, p, n, &a[a_offset], lda, &b[b_offset],
  918. ldb, &tola, &tolb, k, l, &u[u_offset], ldu, &v[v_offset], ldv,
  919. &q[q_offset], ldq, &iwork[1], &work[1], &work[1], &c_n1,
  920. info);
  921. lwkopt = *n + (integer) work[1];
  922. /* Computing MAX */
  923. i__1 = *n << 1;
  924. lwkopt = f2cmax(i__1,lwkopt);
  925. lwkopt = f2cmax(1,lwkopt);
  926. work[1] = (doublereal) lwkopt;
  927. }
  928. if (*info != 0) {
  929. i__1 = -(*info);
  930. xerbla_("DGGSVD3", &i__1, (ftnlen)7);
  931. return;
  932. }
  933. if (lquery) {
  934. return;
  935. }
  936. /* Compute the Frobenius norm of matrices A and B */
  937. anorm = dlange_("1", m, n, &a[a_offset], lda, &work[1]);
  938. bnorm = dlange_("1", p, n, &b[b_offset], ldb, &work[1]);
  939. /* Get machine precision and set up threshold for determining */
  940. /* the effective numerical rank of the matrices A and B. */
  941. ulp = dlamch_("Precision");
  942. unfl = dlamch_("Safe Minimum");
  943. tola = f2cmax(*m,*n) * f2cmax(anorm,unfl) * ulp;
  944. tolb = f2cmax(*p,*n) * f2cmax(bnorm,unfl) * ulp;
  945. /* Preprocessing */
  946. i__1 = *lwork - *n;
  947. dggsvp3_(jobu, jobv, jobq, m, p, n, &a[a_offset], lda, &b[b_offset], ldb,
  948. &tola, &tolb, k, l, &u[u_offset], ldu, &v[v_offset], ldv, &q[
  949. q_offset], ldq, &iwork[1], &work[1], &work[*n + 1], &i__1, info);
  950. /* Compute the GSVD of two upper "triangular" matrices */
  951. dtgsja_(jobu, jobv, jobq, m, p, n, k, l, &a[a_offset], lda, &b[b_offset],
  952. ldb, &tola, &tolb, &alpha[1], &beta[1], &u[u_offset], ldu, &v[
  953. v_offset], ldv, &q[q_offset], ldq, &work[1], &ncallmycycle, info);
  954. /* Sort the singular values and store the pivot indices in IWORK */
  955. /* Copy ALPHA to WORK, then sort ALPHA in WORK */
  956. dcopy_(n, &alpha[1], &c__1, &work[1], &c__1);
  957. /* Computing MIN */
  958. i__1 = *l, i__2 = *m - *k;
  959. ibnd = f2cmin(i__1,i__2);
  960. i__1 = ibnd;
  961. for (i__ = 1; i__ <= i__1; ++i__) {
  962. /* Scan for largest ALPHA(K+I) */
  963. isub = i__;
  964. smax = work[*k + i__];
  965. i__2 = ibnd;
  966. for (j = i__ + 1; j <= i__2; ++j) {
  967. temp = work[*k + j];
  968. if (temp > smax) {
  969. isub = j;
  970. smax = temp;
  971. }
  972. /* L10: */
  973. }
  974. if (isub != i__) {
  975. work[*k + isub] = work[*k + i__];
  976. work[*k + i__] = smax;
  977. iwork[*k + i__] = *k + isub;
  978. } else {
  979. iwork[*k + i__] = *k + i__;
  980. }
  981. /* L20: */
  982. }
  983. work[1] = (doublereal) lwkopt;
  984. return;
  985. /* End of DGGSVD3 */
  986. } /* dggsvd3_ */