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zgesdd.f 90 kB

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  1. *> \brief \b ZGESDD
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download ZGESDD + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zgesdd.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zgesdd.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zgesdd.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZGESDD( JOBZ, M, N, A, LDA, S, U, LDU, VT, LDVT,
  22. * WORK, LWORK, RWORK, IWORK, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER JOBZ
  26. * INTEGER INFO, LDA, LDU, LDVT, LWORK, M, N
  27. * ..
  28. * .. Array Arguments ..
  29. * INTEGER IWORK( * )
  30. * DOUBLE PRECISION RWORK( * ), S( * )
  31. * COMPLEX*16 A( LDA, * ), U( LDU, * ), VT( LDVT, * ),
  32. * $ WORK( * )
  33. * ..
  34. *
  35. *
  36. *> \par Purpose:
  37. * =============
  38. *>
  39. *> \verbatim
  40. *>
  41. *> ZGESDD computes the singular value decomposition (SVD) of a complex
  42. *> M-by-N matrix A, optionally computing the left and/or right singular
  43. *> vectors, by using divide-and-conquer method. The SVD is written
  44. *>
  45. *> A = U * SIGMA * conjugate-transpose(V)
  46. *>
  47. *> where SIGMA is an M-by-N matrix which is zero except for its
  48. *> min(m,n) diagonal elements, U is an M-by-M unitary matrix, and
  49. *> V is an N-by-N unitary matrix. The diagonal elements of SIGMA
  50. *> are the singular values of A; they are real and non-negative, and
  51. *> are returned in descending order. The first min(m,n) columns of
  52. *> U and V are the left and right singular vectors of A.
  53. *>
  54. *> Note that the routine returns VT = V**H, not V.
  55. *>
  56. *> The divide and conquer algorithm makes very mild assumptions about
  57. *> floating point arithmetic. It will work on machines with a guard
  58. *> digit in add/subtract, or on those binary machines without guard
  59. *> digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
  60. *> Cray-2. It could conceivably fail on hexadecimal or decimal machines
  61. *> without guard digits, but we know of none.
  62. *> \endverbatim
  63. *
  64. * Arguments:
  65. * ==========
  66. *
  67. *> \param[in] JOBZ
  68. *> \verbatim
  69. *> JOBZ is CHARACTER*1
  70. *> Specifies options for computing all or part of the matrix U:
  71. *> = 'A': all M columns of U and all N rows of V**H are
  72. *> returned in the arrays U and VT;
  73. *> = 'S': the first min(M,N) columns of U and the first
  74. *> min(M,N) rows of V**H are returned in the arrays U
  75. *> and VT;
  76. *> = 'O': If M >= N, the first N columns of U are overwritten
  77. *> in the array A and all rows of V**H are returned in
  78. *> the array VT;
  79. *> otherwise, all columns of U are returned in the
  80. *> array U and the first M rows of V**H are overwritten
  81. *> in the array A;
  82. *> = 'N': no columns of U or rows of V**H are computed.
  83. *> \endverbatim
  84. *>
  85. *> \param[in] M
  86. *> \verbatim
  87. *> M is INTEGER
  88. *> The number of rows of the input matrix A. M >= 0.
  89. *> \endverbatim
  90. *>
  91. *> \param[in] N
  92. *> \verbatim
  93. *> N is INTEGER
  94. *> The number of columns of the input matrix A. N >= 0.
  95. *> \endverbatim
  96. *>
  97. *> \param[in,out] A
  98. *> \verbatim
  99. *> A is COMPLEX*16 array, dimension (LDA,N)
  100. *> On entry, the M-by-N matrix A.
  101. *> On exit,
  102. *> if JOBZ = 'O', A is overwritten with the first N columns
  103. *> of U (the left singular vectors, stored
  104. *> columnwise) if M >= N;
  105. *> A is overwritten with the first M rows
  106. *> of V**H (the right singular vectors, stored
  107. *> rowwise) otherwise.
  108. *> if JOBZ .ne. 'O', the contents of A are destroyed.
  109. *> \endverbatim
  110. *>
  111. *> \param[in] LDA
  112. *> \verbatim
  113. *> LDA is INTEGER
  114. *> The leading dimension of the array A. LDA >= max(1,M).
  115. *> \endverbatim
  116. *>
  117. *> \param[out] S
  118. *> \verbatim
  119. *> S is DOUBLE PRECISION array, dimension (min(M,N))
  120. *> The singular values of A, sorted so that S(i) >= S(i+1).
  121. *> \endverbatim
  122. *>
  123. *> \param[out] U
  124. *> \verbatim
  125. *> U is COMPLEX*16 array, dimension (LDU,UCOL)
  126. *> UCOL = M if JOBZ = 'A' or JOBZ = 'O' and M < N;
  127. *> UCOL = min(M,N) if JOBZ = 'S'.
  128. *> If JOBZ = 'A' or JOBZ = 'O' and M < N, U contains the M-by-M
  129. *> unitary matrix U;
  130. *> if JOBZ = 'S', U contains the first min(M,N) columns of U
  131. *> (the left singular vectors, stored columnwise);
  132. *> if JOBZ = 'O' and M >= N, or JOBZ = 'N', U is not referenced.
  133. *> \endverbatim
  134. *>
  135. *> \param[in] LDU
  136. *> \verbatim
  137. *> LDU is INTEGER
  138. *> The leading dimension of the array U. LDU >= 1;
  139. *> if JOBZ = 'S' or 'A' or JOBZ = 'O' and M < N, LDU >= M.
  140. *> \endverbatim
  141. *>
  142. *> \param[out] VT
  143. *> \verbatim
  144. *> VT is COMPLEX*16 array, dimension (LDVT,N)
  145. *> If JOBZ = 'A' or JOBZ = 'O' and M >= N, VT contains the
  146. *> N-by-N unitary matrix V**H;
  147. *> if JOBZ = 'S', VT contains the first min(M,N) rows of
  148. *> V**H (the right singular vectors, stored rowwise);
  149. *> if JOBZ = 'O' and M < N, or JOBZ = 'N', VT is not referenced.
  150. *> \endverbatim
  151. *>
  152. *> \param[in] LDVT
  153. *> \verbatim
  154. *> LDVT is INTEGER
  155. *> The leading dimension of the array VT. LDVT >= 1;
  156. *> if JOBZ = 'A' or JOBZ = 'O' and M >= N, LDVT >= N;
  157. *> if JOBZ = 'S', LDVT >= min(M,N).
  158. *> \endverbatim
  159. *>
  160. *> \param[out] WORK
  161. *> \verbatim
  162. *> WORK is COMPLEX*16 array, dimension (MAX(1,LWORK))
  163. *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
  164. *> \endverbatim
  165. *>
  166. *> \param[in] LWORK
  167. *> \verbatim
  168. *> LWORK is INTEGER
  169. *> The dimension of the array WORK. LWORK >= 1.
  170. *> If LWORK = -1, a workspace query is assumed. The optimal
  171. *> size for the WORK array is calculated and stored in WORK(1),
  172. *> and no other work except argument checking is performed.
  173. *>
  174. *> Let mx = max(M,N) and mn = min(M,N).
  175. *> If JOBZ = 'N', LWORK >= 2*mn + mx.
  176. *> If JOBZ = 'O', LWORK >= 2*mn*mn + 2*mn + mx.
  177. *> If JOBZ = 'S', LWORK >= mn*mn + 3*mn.
  178. *> If JOBZ = 'A', LWORK >= mn*mn + 2*mn + mx.
  179. *> These are not tight minimums in all cases; see comments inside code.
  180. *> For good performance, LWORK should generally be larger;
  181. *> a query is recommended.
  182. *> \endverbatim
  183. *>
  184. *> \param[out] RWORK
  185. *> \verbatim
  186. *> RWORK is DOUBLE PRECISION array, dimension (MAX(1,LRWORK))
  187. *> Let mx = max(M,N) and mn = min(M,N).
  188. *> If JOBZ = 'N', LRWORK >= 5*mn (LAPACK <= 3.6 needs 7*mn);
  189. *> else if mx >> mn, LRWORK >= 5*mn*mn + 5*mn;
  190. *> else LRWORK >= max( 5*mn*mn + 5*mn,
  191. *> 2*mx*mn + 2*mn*mn + mn ).
  192. *> \endverbatim
  193. *>
  194. *> \param[out] IWORK
  195. *> \verbatim
  196. *> IWORK is INTEGER array, dimension (8*min(M,N))
  197. *> \endverbatim
  198. *>
  199. *> \param[out] INFO
  200. *> \verbatim
  201. *> INFO is INTEGER
  202. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  203. *> = -4: if A had a NAN entry.
  204. *> > 0: The updating process of DBDSDC did not converge.
  205. *> = 0: successful exit.
  206. *> \endverbatim
  207. *
  208. * Authors:
  209. * ========
  210. *
  211. *> \author Univ. of Tennessee
  212. *> \author Univ. of California Berkeley
  213. *> \author Univ. of Colorado Denver
  214. *> \author NAG Ltd.
  215. *
  216. *> \ingroup complex16GEsing
  217. *
  218. *> \par Contributors:
  219. * ==================
  220. *>
  221. *> Ming Gu and Huan Ren, Computer Science Division, University of
  222. *> California at Berkeley, USA
  223. *>
  224. * =====================================================================
  225. SUBROUTINE ZGESDD( JOBZ, M, N, A, LDA, S, U, LDU, VT, LDVT,
  226. $ WORK, LWORK, RWORK, IWORK, INFO )
  227. implicit none
  228. *
  229. * -- LAPACK driver routine --
  230. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  231. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  232. *
  233. * .. Scalar Arguments ..
  234. CHARACTER JOBZ
  235. INTEGER INFO, LDA, LDU, LDVT, LWORK, M, N
  236. * ..
  237. * .. Array Arguments ..
  238. INTEGER IWORK( * )
  239. DOUBLE PRECISION RWORK( * ), S( * )
  240. COMPLEX*16 A( LDA, * ), U( LDU, * ), VT( LDVT, * ),
  241. $ WORK( * )
  242. * ..
  243. *
  244. * =====================================================================
  245. *
  246. * .. Parameters ..
  247. COMPLEX*16 CZERO, CONE
  248. PARAMETER ( CZERO = ( 0.0D+0, 0.0D+0 ),
  249. $ CONE = ( 1.0D+0, 0.0D+0 ) )
  250. DOUBLE PRECISION ZERO, ONE
  251. PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
  252. * ..
  253. * .. Local Scalars ..
  254. LOGICAL LQUERY, WNTQA, WNTQAS, WNTQN, WNTQO, WNTQS
  255. INTEGER BLK, CHUNK, I, IE, IERR, IL, IR, IRU, IRVT,
  256. $ ISCL, ITAU, ITAUP, ITAUQ, IU, IVT, LDWKVT,
  257. $ LDWRKL, LDWRKR, LDWRKU, MAXWRK, MINMN, MINWRK,
  258. $ MNTHR1, MNTHR2, NRWORK, NWORK, WRKBL
  259. INTEGER LWORK_ZGEBRD_MN, LWORK_ZGEBRD_MM,
  260. $ LWORK_ZGEBRD_NN, LWORK_ZGELQF_MN,
  261. $ LWORK_ZGEQRF_MN,
  262. $ LWORK_ZUNGBR_P_MN, LWORK_ZUNGBR_P_NN,
  263. $ LWORK_ZUNGBR_Q_MN, LWORK_ZUNGBR_Q_MM,
  264. $ LWORK_ZUNGLQ_MN, LWORK_ZUNGLQ_NN,
  265. $ LWORK_ZUNGQR_MM, LWORK_ZUNGQR_MN,
  266. $ LWORK_ZUNMBR_PRC_MM, LWORK_ZUNMBR_QLN_MM,
  267. $ LWORK_ZUNMBR_PRC_MN, LWORK_ZUNMBR_QLN_MN,
  268. $ LWORK_ZUNMBR_PRC_NN, LWORK_ZUNMBR_QLN_NN
  269. DOUBLE PRECISION ANRM, BIGNUM, EPS, SMLNUM
  270. * ..
  271. * .. Local Arrays ..
  272. INTEGER IDUM( 1 )
  273. DOUBLE PRECISION DUM( 1 )
  274. COMPLEX*16 CDUM( 1 )
  275. * ..
  276. * .. External Subroutines ..
  277. EXTERNAL DBDSDC, DLASCL, XERBLA, ZGEBRD, ZGELQF, ZGEMM,
  278. $ ZGEQRF, ZLACP2, ZLACPY, ZLACRM, ZLARCM, ZLASCL,
  279. $ ZLASET, ZUNGBR, ZUNGLQ, ZUNGQR, ZUNMBR
  280. * ..
  281. * .. External Functions ..
  282. LOGICAL LSAME, DISNAN
  283. DOUBLE PRECISION DLAMCH, ZLANGE, DROUNDUP_LWORK
  284. EXTERNAL LSAME, DLAMCH, ZLANGE, DISNAN,
  285. $ DROUNDUP_LWORK
  286. * ..
  287. * .. Intrinsic Functions ..
  288. INTRINSIC INT, MAX, MIN, SQRT
  289. * ..
  290. * .. Executable Statements ..
  291. *
  292. * Test the input arguments
  293. *
  294. INFO = 0
  295. MINMN = MIN( M, N )
  296. MNTHR1 = INT( MINMN*17.0D0 / 9.0D0 )
  297. MNTHR2 = INT( MINMN*5.0D0 / 3.0D0 )
  298. WNTQA = LSAME( JOBZ, 'A' )
  299. WNTQS = LSAME( JOBZ, 'S' )
  300. WNTQAS = WNTQA .OR. WNTQS
  301. WNTQO = LSAME( JOBZ, 'O' )
  302. WNTQN = LSAME( JOBZ, 'N' )
  303. LQUERY = ( LWORK.EQ.-1 )
  304. MINWRK = 1
  305. MAXWRK = 1
  306. *
  307. IF( .NOT.( WNTQA .OR. WNTQS .OR. WNTQO .OR. WNTQN ) ) THEN
  308. INFO = -1
  309. ELSE IF( M.LT.0 ) THEN
  310. INFO = -2
  311. ELSE IF( N.LT.0 ) THEN
  312. INFO = -3
  313. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  314. INFO = -5
  315. ELSE IF( LDU.LT.1 .OR. ( WNTQAS .AND. LDU.LT.M ) .OR.
  316. $ ( WNTQO .AND. M.LT.N .AND. LDU.LT.M ) ) THEN
  317. INFO = -8
  318. ELSE IF( LDVT.LT.1 .OR. ( WNTQA .AND. LDVT.LT.N ) .OR.
  319. $ ( WNTQS .AND. LDVT.LT.MINMN ) .OR.
  320. $ ( WNTQO .AND. M.GE.N .AND. LDVT.LT.N ) ) THEN
  321. INFO = -10
  322. END IF
  323. *
  324. * Compute workspace
  325. * Note: Comments in the code beginning "Workspace:" describe the
  326. * minimal amount of workspace allocated at that point in the code,
  327. * as well as the preferred amount for good performance.
  328. * CWorkspace refers to complex workspace, and RWorkspace to
  329. * real workspace. NB refers to the optimal block size for the
  330. * immediately following subroutine, as returned by ILAENV.)
  331. *
  332. IF( INFO.EQ.0 ) THEN
  333. MINWRK = 1
  334. MAXWRK = 1
  335. IF( M.GE.N .AND. MINMN.GT.0 ) THEN
  336. *
  337. * There is no complex work space needed for bidiagonal SVD
  338. * The real work space needed for bidiagonal SVD (dbdsdc) is
  339. * BDSPAC = 3*N*N + 4*N for singular values and vectors;
  340. * BDSPAC = 4*N for singular values only;
  341. * not including e, RU, and RVT matrices.
  342. *
  343. * Compute space preferred for each routine
  344. CALL ZGEBRD( M, N, CDUM(1), M, DUM(1), DUM(1), CDUM(1),
  345. $ CDUM(1), CDUM(1), -1, IERR )
  346. LWORK_ZGEBRD_MN = INT( CDUM(1) )
  347. *
  348. CALL ZGEBRD( N, N, CDUM(1), N, DUM(1), DUM(1), CDUM(1),
  349. $ CDUM(1), CDUM(1), -1, IERR )
  350. LWORK_ZGEBRD_NN = INT( CDUM(1) )
  351. *
  352. CALL ZGEQRF( M, N, CDUM(1), M, CDUM(1), CDUM(1), -1, IERR )
  353. LWORK_ZGEQRF_MN = INT( CDUM(1) )
  354. *
  355. CALL ZUNGBR( 'P', N, N, N, CDUM(1), N, CDUM(1), CDUM(1),
  356. $ -1, IERR )
  357. LWORK_ZUNGBR_P_NN = INT( CDUM(1) )
  358. *
  359. CALL ZUNGBR( 'Q', M, M, N, CDUM(1), M, CDUM(1), CDUM(1),
  360. $ -1, IERR )
  361. LWORK_ZUNGBR_Q_MM = INT( CDUM(1) )
  362. *
  363. CALL ZUNGBR( 'Q', M, N, N, CDUM(1), M, CDUM(1), CDUM(1),
  364. $ -1, IERR )
  365. LWORK_ZUNGBR_Q_MN = INT( CDUM(1) )
  366. *
  367. CALL ZUNGQR( M, M, N, CDUM(1), M, CDUM(1), CDUM(1),
  368. $ -1, IERR )
  369. LWORK_ZUNGQR_MM = INT( CDUM(1) )
  370. *
  371. CALL ZUNGQR( M, N, N, CDUM(1), M, CDUM(1), CDUM(1),
  372. $ -1, IERR )
  373. LWORK_ZUNGQR_MN = INT( CDUM(1) )
  374. *
  375. CALL ZUNMBR( 'P', 'R', 'C', N, N, N, CDUM(1), N, CDUM(1),
  376. $ CDUM(1), N, CDUM(1), -1, IERR )
  377. LWORK_ZUNMBR_PRC_NN = INT( CDUM(1) )
  378. *
  379. CALL ZUNMBR( 'Q', 'L', 'N', M, M, N, CDUM(1), M, CDUM(1),
  380. $ CDUM(1), M, CDUM(1), -1, IERR )
  381. LWORK_ZUNMBR_QLN_MM = INT( CDUM(1) )
  382. *
  383. CALL ZUNMBR( 'Q', 'L', 'N', M, N, N, CDUM(1), M, CDUM(1),
  384. $ CDUM(1), M, CDUM(1), -1, IERR )
  385. LWORK_ZUNMBR_QLN_MN = INT( CDUM(1) )
  386. *
  387. CALL ZUNMBR( 'Q', 'L', 'N', N, N, N, CDUM(1), N, CDUM(1),
  388. $ CDUM(1), N, CDUM(1), -1, IERR )
  389. LWORK_ZUNMBR_QLN_NN = INT( CDUM(1) )
  390. *
  391. IF( M.GE.MNTHR1 ) THEN
  392. IF( WNTQN ) THEN
  393. *
  394. * Path 1 (M >> N, JOBZ='N')
  395. *
  396. MAXWRK = N + LWORK_ZGEQRF_MN
  397. MAXWRK = MAX( MAXWRK, 2*N + LWORK_ZGEBRD_NN )
  398. MINWRK = 3*N
  399. ELSE IF( WNTQO ) THEN
  400. *
  401. * Path 2 (M >> N, JOBZ='O')
  402. *
  403. WRKBL = N + LWORK_ZGEQRF_MN
  404. WRKBL = MAX( WRKBL, N + LWORK_ZUNGQR_MN )
  405. WRKBL = MAX( WRKBL, 2*N + LWORK_ZGEBRD_NN )
  406. WRKBL = MAX( WRKBL, 2*N + LWORK_ZUNMBR_QLN_NN )
  407. WRKBL = MAX( WRKBL, 2*N + LWORK_ZUNMBR_PRC_NN )
  408. MAXWRK = M*N + N*N + WRKBL
  409. MINWRK = 2*N*N + 3*N
  410. ELSE IF( WNTQS ) THEN
  411. *
  412. * Path 3 (M >> N, JOBZ='S')
  413. *
  414. WRKBL = N + LWORK_ZGEQRF_MN
  415. WRKBL = MAX( WRKBL, N + LWORK_ZUNGQR_MN )
  416. WRKBL = MAX( WRKBL, 2*N + LWORK_ZGEBRD_NN )
  417. WRKBL = MAX( WRKBL, 2*N + LWORK_ZUNMBR_QLN_NN )
  418. WRKBL = MAX( WRKBL, 2*N + LWORK_ZUNMBR_PRC_NN )
  419. MAXWRK = N*N + WRKBL
  420. MINWRK = N*N + 3*N
  421. ELSE IF( WNTQA ) THEN
  422. *
  423. * Path 4 (M >> N, JOBZ='A')
  424. *
  425. WRKBL = N + LWORK_ZGEQRF_MN
  426. WRKBL = MAX( WRKBL, N + LWORK_ZUNGQR_MM )
  427. WRKBL = MAX( WRKBL, 2*N + LWORK_ZGEBRD_NN )
  428. WRKBL = MAX( WRKBL, 2*N + LWORK_ZUNMBR_QLN_NN )
  429. WRKBL = MAX( WRKBL, 2*N + LWORK_ZUNMBR_PRC_NN )
  430. MAXWRK = N*N + WRKBL
  431. MINWRK = N*N + MAX( 3*N, N + M )
  432. END IF
  433. ELSE IF( M.GE.MNTHR2 ) THEN
  434. *
  435. * Path 5 (M >> N, but not as much as MNTHR1)
  436. *
  437. MAXWRK = 2*N + LWORK_ZGEBRD_MN
  438. MINWRK = 2*N + M
  439. IF( WNTQO ) THEN
  440. * Path 5o (M >> N, JOBZ='O')
  441. MAXWRK = MAX( MAXWRK, 2*N + LWORK_ZUNGBR_P_NN )
  442. MAXWRK = MAX( MAXWRK, 2*N + LWORK_ZUNGBR_Q_MN )
  443. MAXWRK = MAXWRK + M*N
  444. MINWRK = MINWRK + N*N
  445. ELSE IF( WNTQS ) THEN
  446. * Path 5s (M >> N, JOBZ='S')
  447. MAXWRK = MAX( MAXWRK, 2*N + LWORK_ZUNGBR_P_NN )
  448. MAXWRK = MAX( MAXWRK, 2*N + LWORK_ZUNGBR_Q_MN )
  449. ELSE IF( WNTQA ) THEN
  450. * Path 5a (M >> N, JOBZ='A')
  451. MAXWRK = MAX( MAXWRK, 2*N + LWORK_ZUNGBR_P_NN )
  452. MAXWRK = MAX( MAXWRK, 2*N + LWORK_ZUNGBR_Q_MM )
  453. END IF
  454. ELSE
  455. *
  456. * Path 6 (M >= N, but not much larger)
  457. *
  458. MAXWRK = 2*N + LWORK_ZGEBRD_MN
  459. MINWRK = 2*N + M
  460. IF( WNTQO ) THEN
  461. * Path 6o (M >= N, JOBZ='O')
  462. MAXWRK = MAX( MAXWRK, 2*N + LWORK_ZUNMBR_PRC_NN )
  463. MAXWRK = MAX( MAXWRK, 2*N + LWORK_ZUNMBR_QLN_MN )
  464. MAXWRK = MAXWRK + M*N
  465. MINWRK = MINWRK + N*N
  466. ELSE IF( WNTQS ) THEN
  467. * Path 6s (M >= N, JOBZ='S')
  468. MAXWRK = MAX( MAXWRK, 2*N + LWORK_ZUNMBR_QLN_MN )
  469. MAXWRK = MAX( MAXWRK, 2*N + LWORK_ZUNMBR_PRC_NN )
  470. ELSE IF( WNTQA ) THEN
  471. * Path 6a (M >= N, JOBZ='A')
  472. MAXWRK = MAX( MAXWRK, 2*N + LWORK_ZUNMBR_QLN_MM )
  473. MAXWRK = MAX( MAXWRK, 2*N + LWORK_ZUNMBR_PRC_NN )
  474. END IF
  475. END IF
  476. ELSE IF( MINMN.GT.0 ) THEN
  477. *
  478. * There is no complex work space needed for bidiagonal SVD
  479. * The real work space needed for bidiagonal SVD (dbdsdc) is
  480. * BDSPAC = 3*M*M + 4*M for singular values and vectors;
  481. * BDSPAC = 4*M for singular values only;
  482. * not including e, RU, and RVT matrices.
  483. *
  484. * Compute space preferred for each routine
  485. CALL ZGEBRD( M, N, CDUM(1), M, DUM(1), DUM(1), CDUM(1),
  486. $ CDUM(1), CDUM(1), -1, IERR )
  487. LWORK_ZGEBRD_MN = INT( CDUM(1) )
  488. *
  489. CALL ZGEBRD( M, M, CDUM(1), M, DUM(1), DUM(1), CDUM(1),
  490. $ CDUM(1), CDUM(1), -1, IERR )
  491. LWORK_ZGEBRD_MM = INT( CDUM(1) )
  492. *
  493. CALL ZGELQF( M, N, CDUM(1), M, CDUM(1), CDUM(1), -1, IERR )
  494. LWORK_ZGELQF_MN = INT( CDUM(1) )
  495. *
  496. CALL ZUNGBR( 'P', M, N, M, CDUM(1), M, CDUM(1), CDUM(1),
  497. $ -1, IERR )
  498. LWORK_ZUNGBR_P_MN = INT( CDUM(1) )
  499. *
  500. CALL ZUNGBR( 'P', N, N, M, CDUM(1), N, CDUM(1), CDUM(1),
  501. $ -1, IERR )
  502. LWORK_ZUNGBR_P_NN = INT( CDUM(1) )
  503. *
  504. CALL ZUNGBR( 'Q', M, M, N, CDUM(1), M, CDUM(1), CDUM(1),
  505. $ -1, IERR )
  506. LWORK_ZUNGBR_Q_MM = INT( CDUM(1) )
  507. *
  508. CALL ZUNGLQ( M, N, M, CDUM(1), M, CDUM(1), CDUM(1),
  509. $ -1, IERR )
  510. LWORK_ZUNGLQ_MN = INT( CDUM(1) )
  511. *
  512. CALL ZUNGLQ( N, N, M, CDUM(1), N, CDUM(1), CDUM(1),
  513. $ -1, IERR )
  514. LWORK_ZUNGLQ_NN = INT( CDUM(1) )
  515. *
  516. CALL ZUNMBR( 'P', 'R', 'C', M, M, M, CDUM(1), M, CDUM(1),
  517. $ CDUM(1), M, CDUM(1), -1, IERR )
  518. LWORK_ZUNMBR_PRC_MM = INT( CDUM(1) )
  519. *
  520. CALL ZUNMBR( 'P', 'R', 'C', M, N, M, CDUM(1), M, CDUM(1),
  521. $ CDUM(1), M, CDUM(1), -1, IERR )
  522. LWORK_ZUNMBR_PRC_MN = INT( CDUM(1) )
  523. *
  524. CALL ZUNMBR( 'P', 'R', 'C', N, N, M, CDUM(1), N, CDUM(1),
  525. $ CDUM(1), N, CDUM(1), -1, IERR )
  526. LWORK_ZUNMBR_PRC_NN = INT( CDUM(1) )
  527. *
  528. CALL ZUNMBR( 'Q', 'L', 'N', M, M, M, CDUM(1), M, CDUM(1),
  529. $ CDUM(1), M, CDUM(1), -1, IERR )
  530. LWORK_ZUNMBR_QLN_MM = INT( CDUM(1) )
  531. *
  532. IF( N.GE.MNTHR1 ) THEN
  533. IF( WNTQN ) THEN
  534. *
  535. * Path 1t (N >> M, JOBZ='N')
  536. *
  537. MAXWRK = M + LWORK_ZGELQF_MN
  538. MAXWRK = MAX( MAXWRK, 2*M + LWORK_ZGEBRD_MM )
  539. MINWRK = 3*M
  540. ELSE IF( WNTQO ) THEN
  541. *
  542. * Path 2t (N >> M, JOBZ='O')
  543. *
  544. WRKBL = M + LWORK_ZGELQF_MN
  545. WRKBL = MAX( WRKBL, M + LWORK_ZUNGLQ_MN )
  546. WRKBL = MAX( WRKBL, 2*M + LWORK_ZGEBRD_MM )
  547. WRKBL = MAX( WRKBL, 2*M + LWORK_ZUNMBR_QLN_MM )
  548. WRKBL = MAX( WRKBL, 2*M + LWORK_ZUNMBR_PRC_MM )
  549. MAXWRK = M*N + M*M + WRKBL
  550. MINWRK = 2*M*M + 3*M
  551. ELSE IF( WNTQS ) THEN
  552. *
  553. * Path 3t (N >> M, JOBZ='S')
  554. *
  555. WRKBL = M + LWORK_ZGELQF_MN
  556. WRKBL = MAX( WRKBL, M + LWORK_ZUNGLQ_MN )
  557. WRKBL = MAX( WRKBL, 2*M + LWORK_ZGEBRD_MM )
  558. WRKBL = MAX( WRKBL, 2*M + LWORK_ZUNMBR_QLN_MM )
  559. WRKBL = MAX( WRKBL, 2*M + LWORK_ZUNMBR_PRC_MM )
  560. MAXWRK = M*M + WRKBL
  561. MINWRK = M*M + 3*M
  562. ELSE IF( WNTQA ) THEN
  563. *
  564. * Path 4t (N >> M, JOBZ='A')
  565. *
  566. WRKBL = M + LWORK_ZGELQF_MN
  567. WRKBL = MAX( WRKBL, M + LWORK_ZUNGLQ_NN )
  568. WRKBL = MAX( WRKBL, 2*M + LWORK_ZGEBRD_MM )
  569. WRKBL = MAX( WRKBL, 2*M + LWORK_ZUNMBR_QLN_MM )
  570. WRKBL = MAX( WRKBL, 2*M + LWORK_ZUNMBR_PRC_MM )
  571. MAXWRK = M*M + WRKBL
  572. MINWRK = M*M + MAX( 3*M, M + N )
  573. END IF
  574. ELSE IF( N.GE.MNTHR2 ) THEN
  575. *
  576. * Path 5t (N >> M, but not as much as MNTHR1)
  577. *
  578. MAXWRK = 2*M + LWORK_ZGEBRD_MN
  579. MINWRK = 2*M + N
  580. IF( WNTQO ) THEN
  581. * Path 5to (N >> M, JOBZ='O')
  582. MAXWRK = MAX( MAXWRK, 2*M + LWORK_ZUNGBR_Q_MM )
  583. MAXWRK = MAX( MAXWRK, 2*M + LWORK_ZUNGBR_P_MN )
  584. MAXWRK = MAXWRK + M*N
  585. MINWRK = MINWRK + M*M
  586. ELSE IF( WNTQS ) THEN
  587. * Path 5ts (N >> M, JOBZ='S')
  588. MAXWRK = MAX( MAXWRK, 2*M + LWORK_ZUNGBR_Q_MM )
  589. MAXWRK = MAX( MAXWRK, 2*M + LWORK_ZUNGBR_P_MN )
  590. ELSE IF( WNTQA ) THEN
  591. * Path 5ta (N >> M, JOBZ='A')
  592. MAXWRK = MAX( MAXWRK, 2*M + LWORK_ZUNGBR_Q_MM )
  593. MAXWRK = MAX( MAXWRK, 2*M + LWORK_ZUNGBR_P_NN )
  594. END IF
  595. ELSE
  596. *
  597. * Path 6t (N > M, but not much larger)
  598. *
  599. MAXWRK = 2*M + LWORK_ZGEBRD_MN
  600. MINWRK = 2*M + N
  601. IF( WNTQO ) THEN
  602. * Path 6to (N > M, JOBZ='O')
  603. MAXWRK = MAX( MAXWRK, 2*M + LWORK_ZUNMBR_QLN_MM )
  604. MAXWRK = MAX( MAXWRK, 2*M + LWORK_ZUNMBR_PRC_MN )
  605. MAXWRK = MAXWRK + M*N
  606. MINWRK = MINWRK + M*M
  607. ELSE IF( WNTQS ) THEN
  608. * Path 6ts (N > M, JOBZ='S')
  609. MAXWRK = MAX( MAXWRK, 2*M + LWORK_ZUNMBR_QLN_MM )
  610. MAXWRK = MAX( MAXWRK, 2*M + LWORK_ZUNMBR_PRC_MN )
  611. ELSE IF( WNTQA ) THEN
  612. * Path 6ta (N > M, JOBZ='A')
  613. MAXWRK = MAX( MAXWRK, 2*M + LWORK_ZUNMBR_QLN_MM )
  614. MAXWRK = MAX( MAXWRK, 2*M + LWORK_ZUNMBR_PRC_NN )
  615. END IF
  616. END IF
  617. END IF
  618. MAXWRK = MAX( MAXWRK, MINWRK )
  619. END IF
  620. IF( INFO.EQ.0 ) THEN
  621. WORK( 1 ) = DROUNDUP_LWORK( MAXWRK )
  622. IF( LWORK.LT.MINWRK .AND. .NOT. LQUERY ) THEN
  623. INFO = -12
  624. END IF
  625. END IF
  626. *
  627. IF( INFO.NE.0 ) THEN
  628. CALL XERBLA( 'ZGESDD', -INFO )
  629. RETURN
  630. ELSE IF( LQUERY ) THEN
  631. RETURN
  632. END IF
  633. *
  634. * Quick return if possible
  635. *
  636. IF( M.EQ.0 .OR. N.EQ.0 ) THEN
  637. RETURN
  638. END IF
  639. *
  640. * Get machine constants
  641. *
  642. EPS = DLAMCH( 'P' )
  643. SMLNUM = SQRT( DLAMCH( 'S' ) ) / EPS
  644. BIGNUM = ONE / SMLNUM
  645. *
  646. * Scale A if max element outside range [SMLNUM,BIGNUM]
  647. *
  648. ANRM = ZLANGE( 'M', M, N, A, LDA, DUM )
  649. IF( DISNAN( ANRM ) ) THEN
  650. INFO = -4
  651. RETURN
  652. END IF
  653. ISCL = 0
  654. IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
  655. ISCL = 1
  656. CALL ZLASCL( 'G', 0, 0, ANRM, SMLNUM, M, N, A, LDA, IERR )
  657. ELSE IF( ANRM.GT.BIGNUM ) THEN
  658. ISCL = 1
  659. CALL ZLASCL( 'G', 0, 0, ANRM, BIGNUM, M, N, A, LDA, IERR )
  660. END IF
  661. *
  662. IF( M.GE.N ) THEN
  663. *
  664. * A has at least as many rows as columns. If A has sufficiently
  665. * more rows than columns, first reduce using the QR
  666. * decomposition (if sufficient workspace available)
  667. *
  668. IF( M.GE.MNTHR1 ) THEN
  669. *
  670. IF( WNTQN ) THEN
  671. *
  672. * Path 1 (M >> N, JOBZ='N')
  673. * No singular vectors to be computed
  674. *
  675. ITAU = 1
  676. NWORK = ITAU + N
  677. *
  678. * Compute A=Q*R
  679. * CWorkspace: need N [tau] + N [work]
  680. * CWorkspace: prefer N [tau] + N*NB [work]
  681. * RWorkspace: need 0
  682. *
  683. CALL ZGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
  684. $ LWORK-NWORK+1, IERR )
  685. *
  686. * Zero out below R
  687. *
  688. CALL ZLASET( 'L', N-1, N-1, CZERO, CZERO, A( 2, 1 ),
  689. $ LDA )
  690. IE = 1
  691. ITAUQ = 1
  692. ITAUP = ITAUQ + N
  693. NWORK = ITAUP + N
  694. *
  695. * Bidiagonalize R in A
  696. * CWorkspace: need 2*N [tauq, taup] + N [work]
  697. * CWorkspace: prefer 2*N [tauq, taup] + 2*N*NB [work]
  698. * RWorkspace: need N [e]
  699. *
  700. CALL ZGEBRD( N, N, A, LDA, S, RWORK( IE ), WORK( ITAUQ ),
  701. $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
  702. $ IERR )
  703. NRWORK = IE + N
  704. *
  705. * Perform bidiagonal SVD, compute singular values only
  706. * CWorkspace: need 0
  707. * RWorkspace: need N [e] + BDSPAC
  708. *
  709. CALL DBDSDC( 'U', 'N', N, S, RWORK( IE ), DUM,1,DUM,1,
  710. $ DUM, IDUM, RWORK( NRWORK ), IWORK, INFO )
  711. *
  712. ELSE IF( WNTQO ) THEN
  713. *
  714. * Path 2 (M >> N, JOBZ='O')
  715. * N left singular vectors to be overwritten on A and
  716. * N right singular vectors to be computed in VT
  717. *
  718. IU = 1
  719. *
  720. * WORK(IU) is N by N
  721. *
  722. LDWRKU = N
  723. IR = IU + LDWRKU*N
  724. IF( LWORK .GE. M*N + N*N + 3*N ) THEN
  725. *
  726. * WORK(IR) is M by N
  727. *
  728. LDWRKR = M
  729. ELSE
  730. LDWRKR = ( LWORK - N*N - 3*N ) / N
  731. END IF
  732. ITAU = IR + LDWRKR*N
  733. NWORK = ITAU + N
  734. *
  735. * Compute A=Q*R
  736. * CWorkspace: need N*N [U] + N*N [R] + N [tau] + N [work]
  737. * CWorkspace: prefer N*N [U] + N*N [R] + N [tau] + N*NB [work]
  738. * RWorkspace: need 0
  739. *
  740. CALL ZGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
  741. $ LWORK-NWORK+1, IERR )
  742. *
  743. * Copy R to WORK( IR ), zeroing out below it
  744. *
  745. CALL ZLACPY( 'U', N, N, A, LDA, WORK( IR ), LDWRKR )
  746. CALL ZLASET( 'L', N-1, N-1, CZERO, CZERO, WORK( IR+1 ),
  747. $ LDWRKR )
  748. *
  749. * Generate Q in A
  750. * CWorkspace: need N*N [U] + N*N [R] + N [tau] + N [work]
  751. * CWorkspace: prefer N*N [U] + N*N [R] + N [tau] + N*NB [work]
  752. * RWorkspace: need 0
  753. *
  754. CALL ZUNGQR( M, N, N, A, LDA, WORK( ITAU ),
  755. $ WORK( NWORK ), LWORK-NWORK+1, IERR )
  756. IE = 1
  757. ITAUQ = ITAU
  758. ITAUP = ITAUQ + N
  759. NWORK = ITAUP + N
  760. *
  761. * Bidiagonalize R in WORK(IR)
  762. * CWorkspace: need N*N [U] + N*N [R] + 2*N [tauq, taup] + N [work]
  763. * CWorkspace: prefer N*N [U] + N*N [R] + 2*N [tauq, taup] + 2*N*NB [work]
  764. * RWorkspace: need N [e]
  765. *
  766. CALL ZGEBRD( N, N, WORK( IR ), LDWRKR, S, RWORK( IE ),
  767. $ WORK( ITAUQ ), WORK( ITAUP ), WORK( NWORK ),
  768. $ LWORK-NWORK+1, IERR )
  769. *
  770. * Perform bidiagonal SVD, computing left singular vectors
  771. * of R in WORK(IRU) and computing right singular vectors
  772. * of R in WORK(IRVT)
  773. * CWorkspace: need 0
  774. * RWorkspace: need N [e] + N*N [RU] + N*N [RVT] + BDSPAC
  775. *
  776. IRU = IE + N
  777. IRVT = IRU + N*N
  778. NRWORK = IRVT + N*N
  779. CALL DBDSDC( 'U', 'I', N, S, RWORK( IE ), RWORK( IRU ),
  780. $ N, RWORK( IRVT ), N, DUM, IDUM,
  781. $ RWORK( NRWORK ), IWORK, INFO )
  782. *
  783. * Copy real matrix RWORK(IRU) to complex matrix WORK(IU)
  784. * Overwrite WORK(IU) by the left singular vectors of R
  785. * CWorkspace: need N*N [U] + N*N [R] + 2*N [tauq, taup] + N [work]
  786. * CWorkspace: prefer N*N [U] + N*N [R] + 2*N [tauq, taup] + N*NB [work]
  787. * RWorkspace: need 0
  788. *
  789. CALL ZLACP2( 'F', N, N, RWORK( IRU ), N, WORK( IU ),
  790. $ LDWRKU )
  791. CALL ZUNMBR( 'Q', 'L', 'N', N, N, N, WORK( IR ), LDWRKR,
  792. $ WORK( ITAUQ ), WORK( IU ), LDWRKU,
  793. $ WORK( NWORK ), LWORK-NWORK+1, IERR )
  794. *
  795. * Copy real matrix RWORK(IRVT) to complex matrix VT
  796. * Overwrite VT by the right singular vectors of R
  797. * CWorkspace: need N*N [U] + N*N [R] + 2*N [tauq, taup] + N [work]
  798. * CWorkspace: prefer N*N [U] + N*N [R] + 2*N [tauq, taup] + N*NB [work]
  799. * RWorkspace: need 0
  800. *
  801. CALL ZLACP2( 'F', N, N, RWORK( IRVT ), N, VT, LDVT )
  802. CALL ZUNMBR( 'P', 'R', 'C', N, N, N, WORK( IR ), LDWRKR,
  803. $ WORK( ITAUP ), VT, LDVT, WORK( NWORK ),
  804. $ LWORK-NWORK+1, IERR )
  805. *
  806. * Multiply Q in A by left singular vectors of R in
  807. * WORK(IU), storing result in WORK(IR) and copying to A
  808. * CWorkspace: need N*N [U] + N*N [R]
  809. * CWorkspace: prefer N*N [U] + M*N [R]
  810. * RWorkspace: need 0
  811. *
  812. DO 10 I = 1, M, LDWRKR
  813. CHUNK = MIN( M-I+1, LDWRKR )
  814. CALL ZGEMM( 'N', 'N', CHUNK, N, N, CONE, A( I, 1 ),
  815. $ LDA, WORK( IU ), LDWRKU, CZERO,
  816. $ WORK( IR ), LDWRKR )
  817. CALL ZLACPY( 'F', CHUNK, N, WORK( IR ), LDWRKR,
  818. $ A( I, 1 ), LDA )
  819. 10 CONTINUE
  820. *
  821. ELSE IF( WNTQS ) THEN
  822. *
  823. * Path 3 (M >> N, JOBZ='S')
  824. * N left singular vectors to be computed in U and
  825. * N right singular vectors to be computed in VT
  826. *
  827. IR = 1
  828. *
  829. * WORK(IR) is N by N
  830. *
  831. LDWRKR = N
  832. ITAU = IR + LDWRKR*N
  833. NWORK = ITAU + N
  834. *
  835. * Compute A=Q*R
  836. * CWorkspace: need N*N [R] + N [tau] + N [work]
  837. * CWorkspace: prefer N*N [R] + N [tau] + N*NB [work]
  838. * RWorkspace: need 0
  839. *
  840. CALL ZGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
  841. $ LWORK-NWORK+1, IERR )
  842. *
  843. * Copy R to WORK(IR), zeroing out below it
  844. *
  845. CALL ZLACPY( 'U', N, N, A, LDA, WORK( IR ), LDWRKR )
  846. CALL ZLASET( 'L', N-1, N-1, CZERO, CZERO, WORK( IR+1 ),
  847. $ LDWRKR )
  848. *
  849. * Generate Q in A
  850. * CWorkspace: need N*N [R] + N [tau] + N [work]
  851. * CWorkspace: prefer N*N [R] + N [tau] + N*NB [work]
  852. * RWorkspace: need 0
  853. *
  854. CALL ZUNGQR( M, N, N, A, LDA, WORK( ITAU ),
  855. $ WORK( NWORK ), LWORK-NWORK+1, IERR )
  856. IE = 1
  857. ITAUQ = ITAU
  858. ITAUP = ITAUQ + N
  859. NWORK = ITAUP + N
  860. *
  861. * Bidiagonalize R in WORK(IR)
  862. * CWorkspace: need N*N [R] + 2*N [tauq, taup] + N [work]
  863. * CWorkspace: prefer N*N [R] + 2*N [tauq, taup] + 2*N*NB [work]
  864. * RWorkspace: need N [e]
  865. *
  866. CALL ZGEBRD( N, N, WORK( IR ), LDWRKR, S, RWORK( IE ),
  867. $ WORK( ITAUQ ), WORK( ITAUP ), WORK( NWORK ),
  868. $ LWORK-NWORK+1, IERR )
  869. *
  870. * Perform bidiagonal SVD, computing left singular vectors
  871. * of bidiagonal matrix in RWORK(IRU) and computing right
  872. * singular vectors of bidiagonal matrix in RWORK(IRVT)
  873. * CWorkspace: need 0
  874. * RWorkspace: need N [e] + N*N [RU] + N*N [RVT] + BDSPAC
  875. *
  876. IRU = IE + N
  877. IRVT = IRU + N*N
  878. NRWORK = IRVT + N*N
  879. CALL DBDSDC( 'U', 'I', N, S, RWORK( IE ), RWORK( IRU ),
  880. $ N, RWORK( IRVT ), N, DUM, IDUM,
  881. $ RWORK( NRWORK ), IWORK, INFO )
  882. *
  883. * Copy real matrix RWORK(IRU) to complex matrix U
  884. * Overwrite U by left singular vectors of R
  885. * CWorkspace: need N*N [R] + 2*N [tauq, taup] + N [work]
  886. * CWorkspace: prefer N*N [R] + 2*N [tauq, taup] + N*NB [work]
  887. * RWorkspace: need 0
  888. *
  889. CALL ZLACP2( 'F', N, N, RWORK( IRU ), N, U, LDU )
  890. CALL ZUNMBR( 'Q', 'L', 'N', N, N, N, WORK( IR ), LDWRKR,
  891. $ WORK( ITAUQ ), U, LDU, WORK( NWORK ),
  892. $ LWORK-NWORK+1, IERR )
  893. *
  894. * Copy real matrix RWORK(IRVT) to complex matrix VT
  895. * Overwrite VT by right singular vectors of R
  896. * CWorkspace: need N*N [R] + 2*N [tauq, taup] + N [work]
  897. * CWorkspace: prefer N*N [R] + 2*N [tauq, taup] + N*NB [work]
  898. * RWorkspace: need 0
  899. *
  900. CALL ZLACP2( 'F', N, N, RWORK( IRVT ), N, VT, LDVT )
  901. CALL ZUNMBR( 'P', 'R', 'C', N, N, N, WORK( IR ), LDWRKR,
  902. $ WORK( ITAUP ), VT, LDVT, WORK( NWORK ),
  903. $ LWORK-NWORK+1, IERR )
  904. *
  905. * Multiply Q in A by left singular vectors of R in
  906. * WORK(IR), storing result in U
  907. * CWorkspace: need N*N [R]
  908. * RWorkspace: need 0
  909. *
  910. CALL ZLACPY( 'F', N, N, U, LDU, WORK( IR ), LDWRKR )
  911. CALL ZGEMM( 'N', 'N', M, N, N, CONE, A, LDA, WORK( IR ),
  912. $ LDWRKR, CZERO, U, LDU )
  913. *
  914. ELSE IF( WNTQA ) THEN
  915. *
  916. * Path 4 (M >> N, JOBZ='A')
  917. * M left singular vectors to be computed in U and
  918. * N right singular vectors to be computed in VT
  919. *
  920. IU = 1
  921. *
  922. * WORK(IU) is N by N
  923. *
  924. LDWRKU = N
  925. ITAU = IU + LDWRKU*N
  926. NWORK = ITAU + N
  927. *
  928. * Compute A=Q*R, copying result to U
  929. * CWorkspace: need N*N [U] + N [tau] + N [work]
  930. * CWorkspace: prefer N*N [U] + N [tau] + N*NB [work]
  931. * RWorkspace: need 0
  932. *
  933. CALL ZGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
  934. $ LWORK-NWORK+1, IERR )
  935. CALL ZLACPY( 'L', M, N, A, LDA, U, LDU )
  936. *
  937. * Generate Q in U
  938. * CWorkspace: need N*N [U] + N [tau] + M [work]
  939. * CWorkspace: prefer N*N [U] + N [tau] + M*NB [work]
  940. * RWorkspace: need 0
  941. *
  942. CALL ZUNGQR( M, M, N, U, LDU, WORK( ITAU ),
  943. $ WORK( NWORK ), LWORK-NWORK+1, IERR )
  944. *
  945. * Produce R in A, zeroing out below it
  946. *
  947. CALL ZLASET( 'L', N-1, N-1, CZERO, CZERO, A( 2, 1 ),
  948. $ LDA )
  949. IE = 1
  950. ITAUQ = ITAU
  951. ITAUP = ITAUQ + N
  952. NWORK = ITAUP + N
  953. *
  954. * Bidiagonalize R in A
  955. * CWorkspace: need N*N [U] + 2*N [tauq, taup] + N [work]
  956. * CWorkspace: prefer N*N [U] + 2*N [tauq, taup] + 2*N*NB [work]
  957. * RWorkspace: need N [e]
  958. *
  959. CALL ZGEBRD( N, N, A, LDA, S, RWORK( IE ), WORK( ITAUQ ),
  960. $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
  961. $ IERR )
  962. IRU = IE + N
  963. IRVT = IRU + N*N
  964. NRWORK = IRVT + N*N
  965. *
  966. * Perform bidiagonal SVD, computing left singular vectors
  967. * of bidiagonal matrix in RWORK(IRU) and computing right
  968. * singular vectors of bidiagonal matrix in RWORK(IRVT)
  969. * CWorkspace: need 0
  970. * RWorkspace: need N [e] + N*N [RU] + N*N [RVT] + BDSPAC
  971. *
  972. CALL DBDSDC( 'U', 'I', N, S, RWORK( IE ), RWORK( IRU ),
  973. $ N, RWORK( IRVT ), N, DUM, IDUM,
  974. $ RWORK( NRWORK ), IWORK, INFO )
  975. *
  976. * Copy real matrix RWORK(IRU) to complex matrix WORK(IU)
  977. * Overwrite WORK(IU) by left singular vectors of R
  978. * CWorkspace: need N*N [U] + 2*N [tauq, taup] + N [work]
  979. * CWorkspace: prefer N*N [U] + 2*N [tauq, taup] + N*NB [work]
  980. * RWorkspace: need 0
  981. *
  982. CALL ZLACP2( 'F', N, N, RWORK( IRU ), N, WORK( IU ),
  983. $ LDWRKU )
  984. CALL ZUNMBR( 'Q', 'L', 'N', N, N, N, A, LDA,
  985. $ WORK( ITAUQ ), WORK( IU ), LDWRKU,
  986. $ WORK( NWORK ), LWORK-NWORK+1, IERR )
  987. *
  988. * Copy real matrix RWORK(IRVT) to complex matrix VT
  989. * Overwrite VT by right singular vectors of R
  990. * CWorkspace: need N*N [U] + 2*N [tauq, taup] + N [work]
  991. * CWorkspace: prefer N*N [U] + 2*N [tauq, taup] + N*NB [work]
  992. * RWorkspace: need 0
  993. *
  994. CALL ZLACP2( 'F', N, N, RWORK( IRVT ), N, VT, LDVT )
  995. CALL ZUNMBR( 'P', 'R', 'C', N, N, N, A, LDA,
  996. $ WORK( ITAUP ), VT, LDVT, WORK( NWORK ),
  997. $ LWORK-NWORK+1, IERR )
  998. *
  999. * Multiply Q in U by left singular vectors of R in
  1000. * WORK(IU), storing result in A
  1001. * CWorkspace: need N*N [U]
  1002. * RWorkspace: need 0
  1003. *
  1004. CALL ZGEMM( 'N', 'N', M, N, N, CONE, U, LDU, WORK( IU ),
  1005. $ LDWRKU, CZERO, A, LDA )
  1006. *
  1007. * Copy left singular vectors of A from A to U
  1008. *
  1009. CALL ZLACPY( 'F', M, N, A, LDA, U, LDU )
  1010. *
  1011. END IF
  1012. *
  1013. ELSE IF( M.GE.MNTHR2 ) THEN
  1014. *
  1015. * MNTHR2 <= M < MNTHR1
  1016. *
  1017. * Path 5 (M >> N, but not as much as MNTHR1)
  1018. * Reduce to bidiagonal form without QR decomposition, use
  1019. * ZUNGBR and matrix multiplication to compute singular vectors
  1020. *
  1021. IE = 1
  1022. NRWORK = IE + N
  1023. ITAUQ = 1
  1024. ITAUP = ITAUQ + N
  1025. NWORK = ITAUP + N
  1026. *
  1027. * Bidiagonalize A
  1028. * CWorkspace: need 2*N [tauq, taup] + M [work]
  1029. * CWorkspace: prefer 2*N [tauq, taup] + (M+N)*NB [work]
  1030. * RWorkspace: need N [e]
  1031. *
  1032. CALL ZGEBRD( M, N, A, LDA, S, RWORK( IE ), WORK( ITAUQ ),
  1033. $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
  1034. $ IERR )
  1035. IF( WNTQN ) THEN
  1036. *
  1037. * Path 5n (M >> N, JOBZ='N')
  1038. * Compute singular values only
  1039. * CWorkspace: need 0
  1040. * RWorkspace: need N [e] + BDSPAC
  1041. *
  1042. CALL DBDSDC( 'U', 'N', N, S, RWORK( IE ), DUM, 1,DUM,1,
  1043. $ DUM, IDUM, RWORK( NRWORK ), IWORK, INFO )
  1044. ELSE IF( WNTQO ) THEN
  1045. IU = NWORK
  1046. IRU = NRWORK
  1047. IRVT = IRU + N*N
  1048. NRWORK = IRVT + N*N
  1049. *
  1050. * Path 5o (M >> N, JOBZ='O')
  1051. * Copy A to VT, generate P**H
  1052. * CWorkspace: need 2*N [tauq, taup] + N [work]
  1053. * CWorkspace: prefer 2*N [tauq, taup] + N*NB [work]
  1054. * RWorkspace: need 0
  1055. *
  1056. CALL ZLACPY( 'U', N, N, A, LDA, VT, LDVT )
  1057. CALL ZUNGBR( 'P', N, N, N, VT, LDVT, WORK( ITAUP ),
  1058. $ WORK( NWORK ), LWORK-NWORK+1, IERR )
  1059. *
  1060. * Generate Q in A
  1061. * CWorkspace: need 2*N [tauq, taup] + N [work]
  1062. * CWorkspace: prefer 2*N [tauq, taup] + N*NB [work]
  1063. * RWorkspace: need 0
  1064. *
  1065. CALL ZUNGBR( 'Q', M, N, N, A, LDA, WORK( ITAUQ ),
  1066. $ WORK( NWORK ), LWORK-NWORK+1, IERR )
  1067. *
  1068. IF( LWORK .GE. M*N + 3*N ) THEN
  1069. *
  1070. * WORK( IU ) is M by N
  1071. *
  1072. LDWRKU = M
  1073. ELSE
  1074. *
  1075. * WORK(IU) is LDWRKU by N
  1076. *
  1077. LDWRKU = ( LWORK - 3*N ) / N
  1078. END IF
  1079. NWORK = IU + LDWRKU*N
  1080. *
  1081. * Perform bidiagonal SVD, computing left singular vectors
  1082. * of bidiagonal matrix in RWORK(IRU) and computing right
  1083. * singular vectors of bidiagonal matrix in RWORK(IRVT)
  1084. * CWorkspace: need 0
  1085. * RWorkspace: need N [e] + N*N [RU] + N*N [RVT] + BDSPAC
  1086. *
  1087. CALL DBDSDC( 'U', 'I', N, S, RWORK( IE ), RWORK( IRU ),
  1088. $ N, RWORK( IRVT ), N, DUM, IDUM,
  1089. $ RWORK( NRWORK ), IWORK, INFO )
  1090. *
  1091. * Multiply real matrix RWORK(IRVT) by P**H in VT,
  1092. * storing the result in WORK(IU), copying to VT
  1093. * CWorkspace: need 2*N [tauq, taup] + N*N [U]
  1094. * RWorkspace: need N [e] + N*N [RU] + N*N [RVT] + 2*N*N [rwork]
  1095. *
  1096. CALL ZLARCM( N, N, RWORK( IRVT ), N, VT, LDVT,
  1097. $ WORK( IU ), LDWRKU, RWORK( NRWORK ) )
  1098. CALL ZLACPY( 'F', N, N, WORK( IU ), LDWRKU, VT, LDVT )
  1099. *
  1100. * Multiply Q in A by real matrix RWORK(IRU), storing the
  1101. * result in WORK(IU), copying to A
  1102. * CWorkspace: need 2*N [tauq, taup] + N*N [U]
  1103. * CWorkspace: prefer 2*N [tauq, taup] + M*N [U]
  1104. * RWorkspace: need N [e] + N*N [RU] + 2*N*N [rwork]
  1105. * RWorkspace: prefer N [e] + N*N [RU] + 2*M*N [rwork] < N + 5*N*N since M < 2*N here
  1106. *
  1107. NRWORK = IRVT
  1108. DO 20 I = 1, M, LDWRKU
  1109. CHUNK = MIN( M-I+1, LDWRKU )
  1110. CALL ZLACRM( CHUNK, N, A( I, 1 ), LDA, RWORK( IRU ),
  1111. $ N, WORK( IU ), LDWRKU, RWORK( NRWORK ) )
  1112. CALL ZLACPY( 'F', CHUNK, N, WORK( IU ), LDWRKU,
  1113. $ A( I, 1 ), LDA )
  1114. 20 CONTINUE
  1115. *
  1116. ELSE IF( WNTQS ) THEN
  1117. *
  1118. * Path 5s (M >> N, JOBZ='S')
  1119. * Copy A to VT, generate P**H
  1120. * CWorkspace: need 2*N [tauq, taup] + N [work]
  1121. * CWorkspace: prefer 2*N [tauq, taup] + N*NB [work]
  1122. * RWorkspace: need 0
  1123. *
  1124. CALL ZLACPY( 'U', N, N, A, LDA, VT, LDVT )
  1125. CALL ZUNGBR( 'P', N, N, N, VT, LDVT, WORK( ITAUP ),
  1126. $ WORK( NWORK ), LWORK-NWORK+1, IERR )
  1127. *
  1128. * Copy A to U, generate Q
  1129. * CWorkspace: need 2*N [tauq, taup] + N [work]
  1130. * CWorkspace: prefer 2*N [tauq, taup] + N*NB [work]
  1131. * RWorkspace: need 0
  1132. *
  1133. CALL ZLACPY( 'L', M, N, A, LDA, U, LDU )
  1134. CALL ZUNGBR( 'Q', M, N, N, U, LDU, WORK( ITAUQ ),
  1135. $ WORK( NWORK ), LWORK-NWORK+1, IERR )
  1136. *
  1137. * Perform bidiagonal SVD, computing left singular vectors
  1138. * of bidiagonal matrix in RWORK(IRU) and computing right
  1139. * singular vectors of bidiagonal matrix in RWORK(IRVT)
  1140. * CWorkspace: need 0
  1141. * RWorkspace: need N [e] + N*N [RU] + N*N [RVT] + BDSPAC
  1142. *
  1143. IRU = NRWORK
  1144. IRVT = IRU + N*N
  1145. NRWORK = IRVT + N*N
  1146. CALL DBDSDC( 'U', 'I', N, S, RWORK( IE ), RWORK( IRU ),
  1147. $ N, RWORK( IRVT ), N, DUM, IDUM,
  1148. $ RWORK( NRWORK ), IWORK, INFO )
  1149. *
  1150. * Multiply real matrix RWORK(IRVT) by P**H in VT,
  1151. * storing the result in A, copying to VT
  1152. * CWorkspace: need 0
  1153. * RWorkspace: need N [e] + N*N [RU] + N*N [RVT] + 2*N*N [rwork]
  1154. *
  1155. CALL ZLARCM( N, N, RWORK( IRVT ), N, VT, LDVT, A, LDA,
  1156. $ RWORK( NRWORK ) )
  1157. CALL ZLACPY( 'F', N, N, A, LDA, VT, LDVT )
  1158. *
  1159. * Multiply Q in U by real matrix RWORK(IRU), storing the
  1160. * result in A, copying to U
  1161. * CWorkspace: need 0
  1162. * RWorkspace: need N [e] + N*N [RU] + 2*M*N [rwork] < N + 5*N*N since M < 2*N here
  1163. *
  1164. NRWORK = IRVT
  1165. CALL ZLACRM( M, N, U, LDU, RWORK( IRU ), N, A, LDA,
  1166. $ RWORK( NRWORK ) )
  1167. CALL ZLACPY( 'F', M, N, A, LDA, U, LDU )
  1168. ELSE
  1169. *
  1170. * Path 5a (M >> N, JOBZ='A')
  1171. * Copy A to VT, generate P**H
  1172. * CWorkspace: need 2*N [tauq, taup] + N [work]
  1173. * CWorkspace: prefer 2*N [tauq, taup] + N*NB [work]
  1174. * RWorkspace: need 0
  1175. *
  1176. CALL ZLACPY( 'U', N, N, A, LDA, VT, LDVT )
  1177. CALL ZUNGBR( 'P', N, N, N, VT, LDVT, WORK( ITAUP ),
  1178. $ WORK( NWORK ), LWORK-NWORK+1, IERR )
  1179. *
  1180. * Copy A to U, generate Q
  1181. * CWorkspace: need 2*N [tauq, taup] + M [work]
  1182. * CWorkspace: prefer 2*N [tauq, taup] + M*NB [work]
  1183. * RWorkspace: need 0
  1184. *
  1185. CALL ZLACPY( 'L', M, N, A, LDA, U, LDU )
  1186. CALL ZUNGBR( 'Q', M, M, N, U, LDU, WORK( ITAUQ ),
  1187. $ WORK( NWORK ), LWORK-NWORK+1, IERR )
  1188. *
  1189. * Perform bidiagonal SVD, computing left singular vectors
  1190. * of bidiagonal matrix in RWORK(IRU) and computing right
  1191. * singular vectors of bidiagonal matrix in RWORK(IRVT)
  1192. * CWorkspace: need 0
  1193. * RWorkspace: need N [e] + N*N [RU] + N*N [RVT] + BDSPAC
  1194. *
  1195. IRU = NRWORK
  1196. IRVT = IRU + N*N
  1197. NRWORK = IRVT + N*N
  1198. CALL DBDSDC( 'U', 'I', N, S, RWORK( IE ), RWORK( IRU ),
  1199. $ N, RWORK( IRVT ), N, DUM, IDUM,
  1200. $ RWORK( NRWORK ), IWORK, INFO )
  1201. *
  1202. * Multiply real matrix RWORK(IRVT) by P**H in VT,
  1203. * storing the result in A, copying to VT
  1204. * CWorkspace: need 0
  1205. * RWorkspace: need N [e] + N*N [RU] + N*N [RVT] + 2*N*N [rwork]
  1206. *
  1207. CALL ZLARCM( N, N, RWORK( IRVT ), N, VT, LDVT, A, LDA,
  1208. $ RWORK( NRWORK ) )
  1209. CALL ZLACPY( 'F', N, N, A, LDA, VT, LDVT )
  1210. *
  1211. * Multiply Q in U by real matrix RWORK(IRU), storing the
  1212. * result in A, copying to U
  1213. * CWorkspace: need 0
  1214. * RWorkspace: need N [e] + N*N [RU] + 2*M*N [rwork] < N + 5*N*N since M < 2*N here
  1215. *
  1216. NRWORK = IRVT
  1217. CALL ZLACRM( M, N, U, LDU, RWORK( IRU ), N, A, LDA,
  1218. $ RWORK( NRWORK ) )
  1219. CALL ZLACPY( 'F', M, N, A, LDA, U, LDU )
  1220. END IF
  1221. *
  1222. ELSE
  1223. *
  1224. * M .LT. MNTHR2
  1225. *
  1226. * Path 6 (M >= N, but not much larger)
  1227. * Reduce to bidiagonal form without QR decomposition
  1228. * Use ZUNMBR to compute singular vectors
  1229. *
  1230. IE = 1
  1231. NRWORK = IE + N
  1232. ITAUQ = 1
  1233. ITAUP = ITAUQ + N
  1234. NWORK = ITAUP + N
  1235. *
  1236. * Bidiagonalize A
  1237. * CWorkspace: need 2*N [tauq, taup] + M [work]
  1238. * CWorkspace: prefer 2*N [tauq, taup] + (M+N)*NB [work]
  1239. * RWorkspace: need N [e]
  1240. *
  1241. CALL ZGEBRD( M, N, A, LDA, S, RWORK( IE ), WORK( ITAUQ ),
  1242. $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
  1243. $ IERR )
  1244. IF( WNTQN ) THEN
  1245. *
  1246. * Path 6n (M >= N, JOBZ='N')
  1247. * Compute singular values only
  1248. * CWorkspace: need 0
  1249. * RWorkspace: need N [e] + BDSPAC
  1250. *
  1251. CALL DBDSDC( 'U', 'N', N, S, RWORK( IE ), DUM,1,DUM,1,
  1252. $ DUM, IDUM, RWORK( NRWORK ), IWORK, INFO )
  1253. ELSE IF( WNTQO ) THEN
  1254. IU = NWORK
  1255. IRU = NRWORK
  1256. IRVT = IRU + N*N
  1257. NRWORK = IRVT + N*N
  1258. IF( LWORK .GE. M*N + 3*N ) THEN
  1259. *
  1260. * WORK( IU ) is M by N
  1261. *
  1262. LDWRKU = M
  1263. ELSE
  1264. *
  1265. * WORK( IU ) is LDWRKU by N
  1266. *
  1267. LDWRKU = ( LWORK - 3*N ) / N
  1268. END IF
  1269. NWORK = IU + LDWRKU*N
  1270. *
  1271. * Path 6o (M >= N, JOBZ='O')
  1272. * Perform bidiagonal SVD, computing left singular vectors
  1273. * of bidiagonal matrix in RWORK(IRU) and computing right
  1274. * singular vectors of bidiagonal matrix in RWORK(IRVT)
  1275. * CWorkspace: need 0
  1276. * RWorkspace: need N [e] + N*N [RU] + N*N [RVT] + BDSPAC
  1277. *
  1278. CALL DBDSDC( 'U', 'I', N, S, RWORK( IE ), RWORK( IRU ),
  1279. $ N, RWORK( IRVT ), N, DUM, IDUM,
  1280. $ RWORK( NRWORK ), IWORK, INFO )
  1281. *
  1282. * Copy real matrix RWORK(IRVT) to complex matrix VT
  1283. * Overwrite VT by right singular vectors of A
  1284. * CWorkspace: need 2*N [tauq, taup] + N*N [U] + N [work]
  1285. * CWorkspace: prefer 2*N [tauq, taup] + N*N [U] + N*NB [work]
  1286. * RWorkspace: need N [e] + N*N [RU] + N*N [RVT]
  1287. *
  1288. CALL ZLACP2( 'F', N, N, RWORK( IRVT ), N, VT, LDVT )
  1289. CALL ZUNMBR( 'P', 'R', 'C', N, N, N, A, LDA,
  1290. $ WORK( ITAUP ), VT, LDVT, WORK( NWORK ),
  1291. $ LWORK-NWORK+1, IERR )
  1292. *
  1293. IF( LWORK .GE. M*N + 3*N ) THEN
  1294. *
  1295. * Path 6o-fast
  1296. * Copy real matrix RWORK(IRU) to complex matrix WORK(IU)
  1297. * Overwrite WORK(IU) by left singular vectors of A, copying
  1298. * to A
  1299. * CWorkspace: need 2*N [tauq, taup] + M*N [U] + N [work]
  1300. * CWorkspace: prefer 2*N [tauq, taup] + M*N [U] + N*NB [work]
  1301. * RWorkspace: need N [e] + N*N [RU]
  1302. *
  1303. CALL ZLASET( 'F', M, N, CZERO, CZERO, WORK( IU ),
  1304. $ LDWRKU )
  1305. CALL ZLACP2( 'F', N, N, RWORK( IRU ), N, WORK( IU ),
  1306. $ LDWRKU )
  1307. CALL ZUNMBR( 'Q', 'L', 'N', M, N, N, A, LDA,
  1308. $ WORK( ITAUQ ), WORK( IU ), LDWRKU,
  1309. $ WORK( NWORK ), LWORK-NWORK+1, IERR )
  1310. CALL ZLACPY( 'F', M, N, WORK( IU ), LDWRKU, A, LDA )
  1311. ELSE
  1312. *
  1313. * Path 6o-slow
  1314. * Generate Q in A
  1315. * CWorkspace: need 2*N [tauq, taup] + N*N [U] + N [work]
  1316. * CWorkspace: prefer 2*N [tauq, taup] + N*N [U] + N*NB [work]
  1317. * RWorkspace: need 0
  1318. *
  1319. CALL ZUNGBR( 'Q', M, N, N, A, LDA, WORK( ITAUQ ),
  1320. $ WORK( NWORK ), LWORK-NWORK+1, IERR )
  1321. *
  1322. * Multiply Q in A by real matrix RWORK(IRU), storing the
  1323. * result in WORK(IU), copying to A
  1324. * CWorkspace: need 2*N [tauq, taup] + N*N [U]
  1325. * CWorkspace: prefer 2*N [tauq, taup] + M*N [U]
  1326. * RWorkspace: need N [e] + N*N [RU] + 2*N*N [rwork]
  1327. * RWorkspace: prefer N [e] + N*N [RU] + 2*M*N [rwork] < N + 5*N*N since M < 2*N here
  1328. *
  1329. NRWORK = IRVT
  1330. DO 30 I = 1, M, LDWRKU
  1331. CHUNK = MIN( M-I+1, LDWRKU )
  1332. CALL ZLACRM( CHUNK, N, A( I, 1 ), LDA,
  1333. $ RWORK( IRU ), N, WORK( IU ), LDWRKU,
  1334. $ RWORK( NRWORK ) )
  1335. CALL ZLACPY( 'F', CHUNK, N, WORK( IU ), LDWRKU,
  1336. $ A( I, 1 ), LDA )
  1337. 30 CONTINUE
  1338. END IF
  1339. *
  1340. ELSE IF( WNTQS ) THEN
  1341. *
  1342. * Path 6s (M >= N, JOBZ='S')
  1343. * Perform bidiagonal SVD, computing left singular vectors
  1344. * of bidiagonal matrix in RWORK(IRU) and computing right
  1345. * singular vectors of bidiagonal matrix in RWORK(IRVT)
  1346. * CWorkspace: need 0
  1347. * RWorkspace: need N [e] + N*N [RU] + N*N [RVT] + BDSPAC
  1348. *
  1349. IRU = NRWORK
  1350. IRVT = IRU + N*N
  1351. NRWORK = IRVT + N*N
  1352. CALL DBDSDC( 'U', 'I', N, S, RWORK( IE ), RWORK( IRU ),
  1353. $ N, RWORK( IRVT ), N, DUM, IDUM,
  1354. $ RWORK( NRWORK ), IWORK, INFO )
  1355. *
  1356. * Copy real matrix RWORK(IRU) to complex matrix U
  1357. * Overwrite U by left singular vectors of A
  1358. * CWorkspace: need 2*N [tauq, taup] + N [work]
  1359. * CWorkspace: prefer 2*N [tauq, taup] + N*NB [work]
  1360. * RWorkspace: need N [e] + N*N [RU] + N*N [RVT]
  1361. *
  1362. CALL ZLASET( 'F', M, N, CZERO, CZERO, U, LDU )
  1363. CALL ZLACP2( 'F', N, N, RWORK( IRU ), N, U, LDU )
  1364. CALL ZUNMBR( 'Q', 'L', 'N', M, N, N, A, LDA,
  1365. $ WORK( ITAUQ ), U, LDU, WORK( NWORK ),
  1366. $ LWORK-NWORK+1, IERR )
  1367. *
  1368. * Copy real matrix RWORK(IRVT) to complex matrix VT
  1369. * Overwrite VT by right singular vectors of A
  1370. * CWorkspace: need 2*N [tauq, taup] + N [work]
  1371. * CWorkspace: prefer 2*N [tauq, taup] + N*NB [work]
  1372. * RWorkspace: need N [e] + N*N [RU] + N*N [RVT]
  1373. *
  1374. CALL ZLACP2( 'F', N, N, RWORK( IRVT ), N, VT, LDVT )
  1375. CALL ZUNMBR( 'P', 'R', 'C', N, N, N, A, LDA,
  1376. $ WORK( ITAUP ), VT, LDVT, WORK( NWORK ),
  1377. $ LWORK-NWORK+1, IERR )
  1378. ELSE
  1379. *
  1380. * Path 6a (M >= N, JOBZ='A')
  1381. * Perform bidiagonal SVD, computing left singular vectors
  1382. * of bidiagonal matrix in RWORK(IRU) and computing right
  1383. * singular vectors of bidiagonal matrix in RWORK(IRVT)
  1384. * CWorkspace: need 0
  1385. * RWorkspace: need N [e] + N*N [RU] + N*N [RVT] + BDSPAC
  1386. *
  1387. IRU = NRWORK
  1388. IRVT = IRU + N*N
  1389. NRWORK = IRVT + N*N
  1390. CALL DBDSDC( 'U', 'I', N, S, RWORK( IE ), RWORK( IRU ),
  1391. $ N, RWORK( IRVT ), N, DUM, IDUM,
  1392. $ RWORK( NRWORK ), IWORK, INFO )
  1393. *
  1394. * Set the right corner of U to identity matrix
  1395. *
  1396. CALL ZLASET( 'F', M, M, CZERO, CZERO, U, LDU )
  1397. IF( M.GT.N ) THEN
  1398. CALL ZLASET( 'F', M-N, M-N, CZERO, CONE,
  1399. $ U( N+1, N+1 ), LDU )
  1400. END IF
  1401. *
  1402. * Copy real matrix RWORK(IRU) to complex matrix U
  1403. * Overwrite U by left singular vectors of A
  1404. * CWorkspace: need 2*N [tauq, taup] + M [work]
  1405. * CWorkspace: prefer 2*N [tauq, taup] + M*NB [work]
  1406. * RWorkspace: need N [e] + N*N [RU] + N*N [RVT]
  1407. *
  1408. CALL ZLACP2( 'F', N, N, RWORK( IRU ), N, U, LDU )
  1409. CALL ZUNMBR( 'Q', 'L', 'N', M, M, N, A, LDA,
  1410. $ WORK( ITAUQ ), U, LDU, WORK( NWORK ),
  1411. $ LWORK-NWORK+1, IERR )
  1412. *
  1413. * Copy real matrix RWORK(IRVT) to complex matrix VT
  1414. * Overwrite VT by right singular vectors of A
  1415. * CWorkspace: need 2*N [tauq, taup] + N [work]
  1416. * CWorkspace: prefer 2*N [tauq, taup] + N*NB [work]
  1417. * RWorkspace: need N [e] + N*N [RU] + N*N [RVT]
  1418. *
  1419. CALL ZLACP2( 'F', N, N, RWORK( IRVT ), N, VT, LDVT )
  1420. CALL ZUNMBR( 'P', 'R', 'C', N, N, N, A, LDA,
  1421. $ WORK( ITAUP ), VT, LDVT, WORK( NWORK ),
  1422. $ LWORK-NWORK+1, IERR )
  1423. END IF
  1424. *
  1425. END IF
  1426. *
  1427. ELSE
  1428. *
  1429. * A has more columns than rows. If A has sufficiently more
  1430. * columns than rows, first reduce using the LQ decomposition (if
  1431. * sufficient workspace available)
  1432. *
  1433. IF( N.GE.MNTHR1 ) THEN
  1434. *
  1435. IF( WNTQN ) THEN
  1436. *
  1437. * Path 1t (N >> M, JOBZ='N')
  1438. * No singular vectors to be computed
  1439. *
  1440. ITAU = 1
  1441. NWORK = ITAU + M
  1442. *
  1443. * Compute A=L*Q
  1444. * CWorkspace: need M [tau] + M [work]
  1445. * CWorkspace: prefer M [tau] + M*NB [work]
  1446. * RWorkspace: need 0
  1447. *
  1448. CALL ZGELQF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
  1449. $ LWORK-NWORK+1, IERR )
  1450. *
  1451. * Zero out above L
  1452. *
  1453. CALL ZLASET( 'U', M-1, M-1, CZERO, CZERO, A( 1, 2 ),
  1454. $ LDA )
  1455. IE = 1
  1456. ITAUQ = 1
  1457. ITAUP = ITAUQ + M
  1458. NWORK = ITAUP + M
  1459. *
  1460. * Bidiagonalize L in A
  1461. * CWorkspace: need 2*M [tauq, taup] + M [work]
  1462. * CWorkspace: prefer 2*M [tauq, taup] + 2*M*NB [work]
  1463. * RWorkspace: need M [e]
  1464. *
  1465. CALL ZGEBRD( M, M, A, LDA, S, RWORK( IE ), WORK( ITAUQ ),
  1466. $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
  1467. $ IERR )
  1468. NRWORK = IE + M
  1469. *
  1470. * Perform bidiagonal SVD, compute singular values only
  1471. * CWorkspace: need 0
  1472. * RWorkspace: need M [e] + BDSPAC
  1473. *
  1474. CALL DBDSDC( 'U', 'N', M, S, RWORK( IE ), DUM,1,DUM,1,
  1475. $ DUM, IDUM, RWORK( NRWORK ), IWORK, INFO )
  1476. *
  1477. ELSE IF( WNTQO ) THEN
  1478. *
  1479. * Path 2t (N >> M, JOBZ='O')
  1480. * M right singular vectors to be overwritten on A and
  1481. * M left singular vectors to be computed in U
  1482. *
  1483. IVT = 1
  1484. LDWKVT = M
  1485. *
  1486. * WORK(IVT) is M by M
  1487. *
  1488. IL = IVT + LDWKVT*M
  1489. IF( LWORK .GE. M*N + M*M + 3*M ) THEN
  1490. *
  1491. * WORK(IL) M by N
  1492. *
  1493. LDWRKL = M
  1494. CHUNK = N
  1495. ELSE
  1496. *
  1497. * WORK(IL) is M by CHUNK
  1498. *
  1499. LDWRKL = M
  1500. CHUNK = ( LWORK - M*M - 3*M ) / M
  1501. END IF
  1502. ITAU = IL + LDWRKL*CHUNK
  1503. NWORK = ITAU + M
  1504. *
  1505. * Compute A=L*Q
  1506. * CWorkspace: need M*M [VT] + M*M [L] + M [tau] + M [work]
  1507. * CWorkspace: prefer M*M [VT] + M*M [L] + M [tau] + M*NB [work]
  1508. * RWorkspace: need 0
  1509. *
  1510. CALL ZGELQF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
  1511. $ LWORK-NWORK+1, IERR )
  1512. *
  1513. * Copy L to WORK(IL), zeroing about above it
  1514. *
  1515. CALL ZLACPY( 'L', M, M, A, LDA, WORK( IL ), LDWRKL )
  1516. CALL ZLASET( 'U', M-1, M-1, CZERO, CZERO,
  1517. $ WORK( IL+LDWRKL ), LDWRKL )
  1518. *
  1519. * Generate Q in A
  1520. * CWorkspace: need M*M [VT] + M*M [L] + M [tau] + M [work]
  1521. * CWorkspace: prefer M*M [VT] + M*M [L] + M [tau] + M*NB [work]
  1522. * RWorkspace: need 0
  1523. *
  1524. CALL ZUNGLQ( M, N, M, A, LDA, WORK( ITAU ),
  1525. $ WORK( NWORK ), LWORK-NWORK+1, IERR )
  1526. IE = 1
  1527. ITAUQ = ITAU
  1528. ITAUP = ITAUQ + M
  1529. NWORK = ITAUP + M
  1530. *
  1531. * Bidiagonalize L in WORK(IL)
  1532. * CWorkspace: need M*M [VT] + M*M [L] + 2*M [tauq, taup] + M [work]
  1533. * CWorkspace: prefer M*M [VT] + M*M [L] + 2*M [tauq, taup] + 2*M*NB [work]
  1534. * RWorkspace: need M [e]
  1535. *
  1536. CALL ZGEBRD( M, M, WORK( IL ), LDWRKL, S, RWORK( IE ),
  1537. $ WORK( ITAUQ ), WORK( ITAUP ), WORK( NWORK ),
  1538. $ LWORK-NWORK+1, IERR )
  1539. *
  1540. * Perform bidiagonal SVD, computing left singular vectors
  1541. * of bidiagonal matrix in RWORK(IRU) and computing right
  1542. * singular vectors of bidiagonal matrix in RWORK(IRVT)
  1543. * CWorkspace: need 0
  1544. * RWorkspace: need M [e] + M*M [RU] + M*M [RVT] + BDSPAC
  1545. *
  1546. IRU = IE + M
  1547. IRVT = IRU + M*M
  1548. NRWORK = IRVT + M*M
  1549. CALL DBDSDC( 'U', 'I', M, S, RWORK( IE ), RWORK( IRU ),
  1550. $ M, RWORK( IRVT ), M, DUM, IDUM,
  1551. $ RWORK( NRWORK ), IWORK, INFO )
  1552. *
  1553. * Copy real matrix RWORK(IRU) to complex matrix WORK(IU)
  1554. * Overwrite WORK(IU) by the left singular vectors of L
  1555. * CWorkspace: need M*M [VT] + M*M [L] + 2*M [tauq, taup] + M [work]
  1556. * CWorkspace: prefer M*M [VT] + M*M [L] + 2*M [tauq, taup] + M*NB [work]
  1557. * RWorkspace: need 0
  1558. *
  1559. CALL ZLACP2( 'F', M, M, RWORK( IRU ), M, U, LDU )
  1560. CALL ZUNMBR( 'Q', 'L', 'N', M, M, M, WORK( IL ), LDWRKL,
  1561. $ WORK( ITAUQ ), U, LDU, WORK( NWORK ),
  1562. $ LWORK-NWORK+1, IERR )
  1563. *
  1564. * Copy real matrix RWORK(IRVT) to complex matrix WORK(IVT)
  1565. * Overwrite WORK(IVT) by the right singular vectors of L
  1566. * CWorkspace: need M*M [VT] + M*M [L] + 2*M [tauq, taup] + M [work]
  1567. * CWorkspace: prefer M*M [VT] + M*M [L] + 2*M [tauq, taup] + M*NB [work]
  1568. * RWorkspace: need 0
  1569. *
  1570. CALL ZLACP2( 'F', M, M, RWORK( IRVT ), M, WORK( IVT ),
  1571. $ LDWKVT )
  1572. CALL ZUNMBR( 'P', 'R', 'C', M, M, M, WORK( IL ), LDWRKL,
  1573. $ WORK( ITAUP ), WORK( IVT ), LDWKVT,
  1574. $ WORK( NWORK ), LWORK-NWORK+1, IERR )
  1575. *
  1576. * Multiply right singular vectors of L in WORK(IL) by Q
  1577. * in A, storing result in WORK(IL) and copying to A
  1578. * CWorkspace: need M*M [VT] + M*M [L]
  1579. * CWorkspace: prefer M*M [VT] + M*N [L]
  1580. * RWorkspace: need 0
  1581. *
  1582. DO 40 I = 1, N, CHUNK
  1583. BLK = MIN( N-I+1, CHUNK )
  1584. CALL ZGEMM( 'N', 'N', M, BLK, M, CONE, WORK( IVT ), M,
  1585. $ A( 1, I ), LDA, CZERO, WORK( IL ),
  1586. $ LDWRKL )
  1587. CALL ZLACPY( 'F', M, BLK, WORK( IL ), LDWRKL,
  1588. $ A( 1, I ), LDA )
  1589. 40 CONTINUE
  1590. *
  1591. ELSE IF( WNTQS ) THEN
  1592. *
  1593. * Path 3t (N >> M, JOBZ='S')
  1594. * M right singular vectors to be computed in VT and
  1595. * M left singular vectors to be computed in U
  1596. *
  1597. IL = 1
  1598. *
  1599. * WORK(IL) is M by M
  1600. *
  1601. LDWRKL = M
  1602. ITAU = IL + LDWRKL*M
  1603. NWORK = ITAU + M
  1604. *
  1605. * Compute A=L*Q
  1606. * CWorkspace: need M*M [L] + M [tau] + M [work]
  1607. * CWorkspace: prefer M*M [L] + M [tau] + M*NB [work]
  1608. * RWorkspace: need 0
  1609. *
  1610. CALL ZGELQF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
  1611. $ LWORK-NWORK+1, IERR )
  1612. *
  1613. * Copy L to WORK(IL), zeroing out above it
  1614. *
  1615. CALL ZLACPY( 'L', M, M, A, LDA, WORK( IL ), LDWRKL )
  1616. CALL ZLASET( 'U', M-1, M-1, CZERO, CZERO,
  1617. $ WORK( IL+LDWRKL ), LDWRKL )
  1618. *
  1619. * Generate Q in A
  1620. * CWorkspace: need M*M [L] + M [tau] + M [work]
  1621. * CWorkspace: prefer M*M [L] + M [tau] + M*NB [work]
  1622. * RWorkspace: need 0
  1623. *
  1624. CALL ZUNGLQ( M, N, M, A, LDA, WORK( ITAU ),
  1625. $ WORK( NWORK ), LWORK-NWORK+1, IERR )
  1626. IE = 1
  1627. ITAUQ = ITAU
  1628. ITAUP = ITAUQ + M
  1629. NWORK = ITAUP + M
  1630. *
  1631. * Bidiagonalize L in WORK(IL)
  1632. * CWorkspace: need M*M [L] + 2*M [tauq, taup] + M [work]
  1633. * CWorkspace: prefer M*M [L] + 2*M [tauq, taup] + 2*M*NB [work]
  1634. * RWorkspace: need M [e]
  1635. *
  1636. CALL ZGEBRD( M, M, WORK( IL ), LDWRKL, S, RWORK( IE ),
  1637. $ WORK( ITAUQ ), WORK( ITAUP ), WORK( NWORK ),
  1638. $ LWORK-NWORK+1, IERR )
  1639. *
  1640. * Perform bidiagonal SVD, computing left singular vectors
  1641. * of bidiagonal matrix in RWORK(IRU) and computing right
  1642. * singular vectors of bidiagonal matrix in RWORK(IRVT)
  1643. * CWorkspace: need 0
  1644. * RWorkspace: need M [e] + M*M [RU] + M*M [RVT] + BDSPAC
  1645. *
  1646. IRU = IE + M
  1647. IRVT = IRU + M*M
  1648. NRWORK = IRVT + M*M
  1649. CALL DBDSDC( 'U', 'I', M, S, RWORK( IE ), RWORK( IRU ),
  1650. $ M, RWORK( IRVT ), M, DUM, IDUM,
  1651. $ RWORK( NRWORK ), IWORK, INFO )
  1652. *
  1653. * Copy real matrix RWORK(IRU) to complex matrix U
  1654. * Overwrite U by left singular vectors of L
  1655. * CWorkspace: need M*M [L] + 2*M [tauq, taup] + M [work]
  1656. * CWorkspace: prefer M*M [L] + 2*M [tauq, taup] + M*NB [work]
  1657. * RWorkspace: need 0
  1658. *
  1659. CALL ZLACP2( 'F', M, M, RWORK( IRU ), M, U, LDU )
  1660. CALL ZUNMBR( 'Q', 'L', 'N', M, M, M, WORK( IL ), LDWRKL,
  1661. $ WORK( ITAUQ ), U, LDU, WORK( NWORK ),
  1662. $ LWORK-NWORK+1, IERR )
  1663. *
  1664. * Copy real matrix RWORK(IRVT) to complex matrix VT
  1665. * Overwrite VT by left singular vectors of L
  1666. * CWorkspace: need M*M [L] + 2*M [tauq, taup] + M [work]
  1667. * CWorkspace: prefer M*M [L] + 2*M [tauq, taup] + M*NB [work]
  1668. * RWorkspace: need 0
  1669. *
  1670. CALL ZLACP2( 'F', M, M, RWORK( IRVT ), M, VT, LDVT )
  1671. CALL ZUNMBR( 'P', 'R', 'C', M, M, M, WORK( IL ), LDWRKL,
  1672. $ WORK( ITAUP ), VT, LDVT, WORK( NWORK ),
  1673. $ LWORK-NWORK+1, IERR )
  1674. *
  1675. * Copy VT to WORK(IL), multiply right singular vectors of L
  1676. * in WORK(IL) by Q in A, storing result in VT
  1677. * CWorkspace: need M*M [L]
  1678. * RWorkspace: need 0
  1679. *
  1680. CALL ZLACPY( 'F', M, M, VT, LDVT, WORK( IL ), LDWRKL )
  1681. CALL ZGEMM( 'N', 'N', M, N, M, CONE, WORK( IL ), LDWRKL,
  1682. $ A, LDA, CZERO, VT, LDVT )
  1683. *
  1684. ELSE IF( WNTQA ) THEN
  1685. *
  1686. * Path 4t (N >> M, JOBZ='A')
  1687. * N right singular vectors to be computed in VT and
  1688. * M left singular vectors to be computed in U
  1689. *
  1690. IVT = 1
  1691. *
  1692. * WORK(IVT) is M by M
  1693. *
  1694. LDWKVT = M
  1695. ITAU = IVT + LDWKVT*M
  1696. NWORK = ITAU + M
  1697. *
  1698. * Compute A=L*Q, copying result to VT
  1699. * CWorkspace: need M*M [VT] + M [tau] + M [work]
  1700. * CWorkspace: prefer M*M [VT] + M [tau] + M*NB [work]
  1701. * RWorkspace: need 0
  1702. *
  1703. CALL ZGELQF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
  1704. $ LWORK-NWORK+1, IERR )
  1705. CALL ZLACPY( 'U', M, N, A, LDA, VT, LDVT )
  1706. *
  1707. * Generate Q in VT
  1708. * CWorkspace: need M*M [VT] + M [tau] + N [work]
  1709. * CWorkspace: prefer M*M [VT] + M [tau] + N*NB [work]
  1710. * RWorkspace: need 0
  1711. *
  1712. CALL ZUNGLQ( N, N, M, VT, LDVT, WORK( ITAU ),
  1713. $ WORK( NWORK ), LWORK-NWORK+1, IERR )
  1714. *
  1715. * Produce L in A, zeroing out above it
  1716. *
  1717. CALL ZLASET( 'U', M-1, M-1, CZERO, CZERO, A( 1, 2 ),
  1718. $ LDA )
  1719. IE = 1
  1720. ITAUQ = ITAU
  1721. ITAUP = ITAUQ + M
  1722. NWORK = ITAUP + M
  1723. *
  1724. * Bidiagonalize L in A
  1725. * CWorkspace: need M*M [VT] + 2*M [tauq, taup] + M [work]
  1726. * CWorkspace: prefer M*M [VT] + 2*M [tauq, taup] + 2*M*NB [work]
  1727. * RWorkspace: need M [e]
  1728. *
  1729. CALL ZGEBRD( M, M, A, LDA, S, RWORK( IE ), WORK( ITAUQ ),
  1730. $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
  1731. $ IERR )
  1732. *
  1733. * Perform bidiagonal SVD, computing left singular vectors
  1734. * of bidiagonal matrix in RWORK(IRU) and computing right
  1735. * singular vectors of bidiagonal matrix in RWORK(IRVT)
  1736. * CWorkspace: need 0
  1737. * RWorkspace: need M [e] + M*M [RU] + M*M [RVT] + BDSPAC
  1738. *
  1739. IRU = IE + M
  1740. IRVT = IRU + M*M
  1741. NRWORK = IRVT + M*M
  1742. CALL DBDSDC( 'U', 'I', M, S, RWORK( IE ), RWORK( IRU ),
  1743. $ M, RWORK( IRVT ), M, DUM, IDUM,
  1744. $ RWORK( NRWORK ), IWORK, INFO )
  1745. *
  1746. * Copy real matrix RWORK(IRU) to complex matrix U
  1747. * Overwrite U by left singular vectors of L
  1748. * CWorkspace: need M*M [VT] + 2*M [tauq, taup] + M [work]
  1749. * CWorkspace: prefer M*M [VT] + 2*M [tauq, taup] + M*NB [work]
  1750. * RWorkspace: need 0
  1751. *
  1752. CALL ZLACP2( 'F', M, M, RWORK( IRU ), M, U, LDU )
  1753. CALL ZUNMBR( 'Q', 'L', 'N', M, M, M, A, LDA,
  1754. $ WORK( ITAUQ ), U, LDU, WORK( NWORK ),
  1755. $ LWORK-NWORK+1, IERR )
  1756. *
  1757. * Copy real matrix RWORK(IRVT) to complex matrix WORK(IVT)
  1758. * Overwrite WORK(IVT) by right singular vectors of L
  1759. * CWorkspace: need M*M [VT] + 2*M [tauq, taup] + M [work]
  1760. * CWorkspace: prefer M*M [VT] + 2*M [tauq, taup] + M*NB [work]
  1761. * RWorkspace: need 0
  1762. *
  1763. CALL ZLACP2( 'F', M, M, RWORK( IRVT ), M, WORK( IVT ),
  1764. $ LDWKVT )
  1765. CALL ZUNMBR( 'P', 'R', 'C', M, M, M, A, LDA,
  1766. $ WORK( ITAUP ), WORK( IVT ), LDWKVT,
  1767. $ WORK( NWORK ), LWORK-NWORK+1, IERR )
  1768. *
  1769. * Multiply right singular vectors of L in WORK(IVT) by
  1770. * Q in VT, storing result in A
  1771. * CWorkspace: need M*M [VT]
  1772. * RWorkspace: need 0
  1773. *
  1774. CALL ZGEMM( 'N', 'N', M, N, M, CONE, WORK( IVT ), LDWKVT,
  1775. $ VT, LDVT, CZERO, A, LDA )
  1776. *
  1777. * Copy right singular vectors of A from A to VT
  1778. *
  1779. CALL ZLACPY( 'F', M, N, A, LDA, VT, LDVT )
  1780. *
  1781. END IF
  1782. *
  1783. ELSE IF( N.GE.MNTHR2 ) THEN
  1784. *
  1785. * MNTHR2 <= N < MNTHR1
  1786. *
  1787. * Path 5t (N >> M, but not as much as MNTHR1)
  1788. * Reduce to bidiagonal form without QR decomposition, use
  1789. * ZUNGBR and matrix multiplication to compute singular vectors
  1790. *
  1791. IE = 1
  1792. NRWORK = IE + M
  1793. ITAUQ = 1
  1794. ITAUP = ITAUQ + M
  1795. NWORK = ITAUP + M
  1796. *
  1797. * Bidiagonalize A
  1798. * CWorkspace: need 2*M [tauq, taup] + N [work]
  1799. * CWorkspace: prefer 2*M [tauq, taup] + (M+N)*NB [work]
  1800. * RWorkspace: need M [e]
  1801. *
  1802. CALL ZGEBRD( M, N, A, LDA, S, RWORK( IE ), WORK( ITAUQ ),
  1803. $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
  1804. $ IERR )
  1805. *
  1806. IF( WNTQN ) THEN
  1807. *
  1808. * Path 5tn (N >> M, JOBZ='N')
  1809. * Compute singular values only
  1810. * CWorkspace: need 0
  1811. * RWorkspace: need M [e] + BDSPAC
  1812. *
  1813. CALL DBDSDC( 'L', 'N', M, S, RWORK( IE ), DUM,1,DUM,1,
  1814. $ DUM, IDUM, RWORK( NRWORK ), IWORK, INFO )
  1815. ELSE IF( WNTQO ) THEN
  1816. IRVT = NRWORK
  1817. IRU = IRVT + M*M
  1818. NRWORK = IRU + M*M
  1819. IVT = NWORK
  1820. *
  1821. * Path 5to (N >> M, JOBZ='O')
  1822. * Copy A to U, generate Q
  1823. * CWorkspace: need 2*M [tauq, taup] + M [work]
  1824. * CWorkspace: prefer 2*M [tauq, taup] + M*NB [work]
  1825. * RWorkspace: need 0
  1826. *
  1827. CALL ZLACPY( 'L', M, M, A, LDA, U, LDU )
  1828. CALL ZUNGBR( 'Q', M, M, N, U, LDU, WORK( ITAUQ ),
  1829. $ WORK( NWORK ), LWORK-NWORK+1, IERR )
  1830. *
  1831. * Generate P**H in A
  1832. * CWorkspace: need 2*M [tauq, taup] + M [work]
  1833. * CWorkspace: prefer 2*M [tauq, taup] + M*NB [work]
  1834. * RWorkspace: need 0
  1835. *
  1836. CALL ZUNGBR( 'P', M, N, M, A, LDA, WORK( ITAUP ),
  1837. $ WORK( NWORK ), LWORK-NWORK+1, IERR )
  1838. *
  1839. LDWKVT = M
  1840. IF( LWORK .GE. M*N + 3*M ) THEN
  1841. *
  1842. * WORK( IVT ) is M by N
  1843. *
  1844. NWORK = IVT + LDWKVT*N
  1845. CHUNK = N
  1846. ELSE
  1847. *
  1848. * WORK( IVT ) is M by CHUNK
  1849. *
  1850. CHUNK = ( LWORK - 3*M ) / M
  1851. NWORK = IVT + LDWKVT*CHUNK
  1852. END IF
  1853. *
  1854. * Perform bidiagonal SVD, computing left singular vectors
  1855. * of bidiagonal matrix in RWORK(IRU) and computing right
  1856. * singular vectors of bidiagonal matrix in RWORK(IRVT)
  1857. * CWorkspace: need 0
  1858. * RWorkspace: need M [e] + M*M [RVT] + M*M [RU] + BDSPAC
  1859. *
  1860. CALL DBDSDC( 'L', 'I', M, S, RWORK( IE ), RWORK( IRU ),
  1861. $ M, RWORK( IRVT ), M, DUM, IDUM,
  1862. $ RWORK( NRWORK ), IWORK, INFO )
  1863. *
  1864. * Multiply Q in U by real matrix RWORK(IRVT)
  1865. * storing the result in WORK(IVT), copying to U
  1866. * CWorkspace: need 2*M [tauq, taup] + M*M [VT]
  1867. * RWorkspace: need M [e] + M*M [RVT] + M*M [RU] + 2*M*M [rwork]
  1868. *
  1869. CALL ZLACRM( M, M, U, LDU, RWORK( IRU ), M, WORK( IVT ),
  1870. $ LDWKVT, RWORK( NRWORK ) )
  1871. CALL ZLACPY( 'F', M, M, WORK( IVT ), LDWKVT, U, LDU )
  1872. *
  1873. * Multiply RWORK(IRVT) by P**H in A, storing the
  1874. * result in WORK(IVT), copying to A
  1875. * CWorkspace: need 2*M [tauq, taup] + M*M [VT]
  1876. * CWorkspace: prefer 2*M [tauq, taup] + M*N [VT]
  1877. * RWorkspace: need M [e] + M*M [RVT] + 2*M*M [rwork]
  1878. * RWorkspace: prefer M [e] + M*M [RVT] + 2*M*N [rwork] < M + 5*M*M since N < 2*M here
  1879. *
  1880. NRWORK = IRU
  1881. DO 50 I = 1, N, CHUNK
  1882. BLK = MIN( N-I+1, CHUNK )
  1883. CALL ZLARCM( M, BLK, RWORK( IRVT ), M, A( 1, I ), LDA,
  1884. $ WORK( IVT ), LDWKVT, RWORK( NRWORK ) )
  1885. CALL ZLACPY( 'F', M, BLK, WORK( IVT ), LDWKVT,
  1886. $ A( 1, I ), LDA )
  1887. 50 CONTINUE
  1888. ELSE IF( WNTQS ) THEN
  1889. *
  1890. * Path 5ts (N >> M, JOBZ='S')
  1891. * Copy A to U, generate Q
  1892. * CWorkspace: need 2*M [tauq, taup] + M [work]
  1893. * CWorkspace: prefer 2*M [tauq, taup] + M*NB [work]
  1894. * RWorkspace: need 0
  1895. *
  1896. CALL ZLACPY( 'L', M, M, A, LDA, U, LDU )
  1897. CALL ZUNGBR( 'Q', M, M, N, U, LDU, WORK( ITAUQ ),
  1898. $ WORK( NWORK ), LWORK-NWORK+1, IERR )
  1899. *
  1900. * Copy A to VT, generate P**H
  1901. * CWorkspace: need 2*M [tauq, taup] + M [work]
  1902. * CWorkspace: prefer 2*M [tauq, taup] + M*NB [work]
  1903. * RWorkspace: need 0
  1904. *
  1905. CALL ZLACPY( 'U', M, N, A, LDA, VT, LDVT )
  1906. CALL ZUNGBR( 'P', M, N, M, VT, LDVT, WORK( ITAUP ),
  1907. $ WORK( NWORK ), LWORK-NWORK+1, IERR )
  1908. *
  1909. * Perform bidiagonal SVD, computing left singular vectors
  1910. * of bidiagonal matrix in RWORK(IRU) and computing right
  1911. * singular vectors of bidiagonal matrix in RWORK(IRVT)
  1912. * CWorkspace: need 0
  1913. * RWorkspace: need M [e] + M*M [RVT] + M*M [RU] + BDSPAC
  1914. *
  1915. IRVT = NRWORK
  1916. IRU = IRVT + M*M
  1917. NRWORK = IRU + M*M
  1918. CALL DBDSDC( 'L', 'I', M, S, RWORK( IE ), RWORK( IRU ),
  1919. $ M, RWORK( IRVT ), M, DUM, IDUM,
  1920. $ RWORK( NRWORK ), IWORK, INFO )
  1921. *
  1922. * Multiply Q in U by real matrix RWORK(IRU), storing the
  1923. * result in A, copying to U
  1924. * CWorkspace: need 0
  1925. * RWorkspace: need M [e] + M*M [RVT] + M*M [RU] + 2*M*M [rwork]
  1926. *
  1927. CALL ZLACRM( M, M, U, LDU, RWORK( IRU ), M, A, LDA,
  1928. $ RWORK( NRWORK ) )
  1929. CALL ZLACPY( 'F', M, M, A, LDA, U, LDU )
  1930. *
  1931. * Multiply real matrix RWORK(IRVT) by P**H in VT,
  1932. * storing the result in A, copying to VT
  1933. * CWorkspace: need 0
  1934. * RWorkspace: need M [e] + M*M [RVT] + 2*M*N [rwork] < M + 5*M*M since N < 2*M here
  1935. *
  1936. NRWORK = IRU
  1937. CALL ZLARCM( M, N, RWORK( IRVT ), M, VT, LDVT, A, LDA,
  1938. $ RWORK( NRWORK ) )
  1939. CALL ZLACPY( 'F', M, N, A, LDA, VT, LDVT )
  1940. ELSE
  1941. *
  1942. * Path 5ta (N >> M, JOBZ='A')
  1943. * Copy A to U, generate Q
  1944. * CWorkspace: need 2*M [tauq, taup] + M [work]
  1945. * CWorkspace: prefer 2*M [tauq, taup] + M*NB [work]
  1946. * RWorkspace: need 0
  1947. *
  1948. CALL ZLACPY( 'L', M, M, A, LDA, U, LDU )
  1949. CALL ZUNGBR( 'Q', M, M, N, U, LDU, WORK( ITAUQ ),
  1950. $ WORK( NWORK ), LWORK-NWORK+1, IERR )
  1951. *
  1952. * Copy A to VT, generate P**H
  1953. * CWorkspace: need 2*M [tauq, taup] + N [work]
  1954. * CWorkspace: prefer 2*M [tauq, taup] + N*NB [work]
  1955. * RWorkspace: need 0
  1956. *
  1957. CALL ZLACPY( 'U', M, N, A, LDA, VT, LDVT )
  1958. CALL ZUNGBR( 'P', N, N, M, VT, LDVT, WORK( ITAUP ),
  1959. $ WORK( NWORK ), LWORK-NWORK+1, IERR )
  1960. *
  1961. * Perform bidiagonal SVD, computing left singular vectors
  1962. * of bidiagonal matrix in RWORK(IRU) and computing right
  1963. * singular vectors of bidiagonal matrix in RWORK(IRVT)
  1964. * CWorkspace: need 0
  1965. * RWorkspace: need M [e] + M*M [RVT] + M*M [RU] + BDSPAC
  1966. *
  1967. IRVT = NRWORK
  1968. IRU = IRVT + M*M
  1969. NRWORK = IRU + M*M
  1970. CALL DBDSDC( 'L', 'I', M, S, RWORK( IE ), RWORK( IRU ),
  1971. $ M, RWORK( IRVT ), M, DUM, IDUM,
  1972. $ RWORK( NRWORK ), IWORK, INFO )
  1973. *
  1974. * Multiply Q in U by real matrix RWORK(IRU), storing the
  1975. * result in A, copying to U
  1976. * CWorkspace: need 0
  1977. * RWorkspace: need M [e] + M*M [RVT] + M*M [RU] + 2*M*M [rwork]
  1978. *
  1979. CALL ZLACRM( M, M, U, LDU, RWORK( IRU ), M, A, LDA,
  1980. $ RWORK( NRWORK ) )
  1981. CALL ZLACPY( 'F', M, M, A, LDA, U, LDU )
  1982. *
  1983. * Multiply real matrix RWORK(IRVT) by P**H in VT,
  1984. * storing the result in A, copying to VT
  1985. * CWorkspace: need 0
  1986. * RWorkspace: need M [e] + M*M [RVT] + 2*M*N [rwork] < M + 5*M*M since N < 2*M here
  1987. *
  1988. NRWORK = IRU
  1989. CALL ZLARCM( M, N, RWORK( IRVT ), M, VT, LDVT, A, LDA,
  1990. $ RWORK( NRWORK ) )
  1991. CALL ZLACPY( 'F', M, N, A, LDA, VT, LDVT )
  1992. END IF
  1993. *
  1994. ELSE
  1995. *
  1996. * N .LT. MNTHR2
  1997. *
  1998. * Path 6t (N > M, but not much larger)
  1999. * Reduce to bidiagonal form without LQ decomposition
  2000. * Use ZUNMBR to compute singular vectors
  2001. *
  2002. IE = 1
  2003. NRWORK = IE + M
  2004. ITAUQ = 1
  2005. ITAUP = ITAUQ + M
  2006. NWORK = ITAUP + M
  2007. *
  2008. * Bidiagonalize A
  2009. * CWorkspace: need 2*M [tauq, taup] + N [work]
  2010. * CWorkspace: prefer 2*M [tauq, taup] + (M+N)*NB [work]
  2011. * RWorkspace: need M [e]
  2012. *
  2013. CALL ZGEBRD( M, N, A, LDA, S, RWORK( IE ), WORK( ITAUQ ),
  2014. $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
  2015. $ IERR )
  2016. IF( WNTQN ) THEN
  2017. *
  2018. * Path 6tn (N > M, JOBZ='N')
  2019. * Compute singular values only
  2020. * CWorkspace: need 0
  2021. * RWorkspace: need M [e] + BDSPAC
  2022. *
  2023. CALL DBDSDC( 'L', 'N', M, S, RWORK( IE ), DUM,1,DUM,1,
  2024. $ DUM, IDUM, RWORK( NRWORK ), IWORK, INFO )
  2025. ELSE IF( WNTQO ) THEN
  2026. * Path 6to (N > M, JOBZ='O')
  2027. LDWKVT = M
  2028. IVT = NWORK
  2029. IF( LWORK .GE. M*N + 3*M ) THEN
  2030. *
  2031. * WORK( IVT ) is M by N
  2032. *
  2033. CALL ZLASET( 'F', M, N, CZERO, CZERO, WORK( IVT ),
  2034. $ LDWKVT )
  2035. NWORK = IVT + LDWKVT*N
  2036. ELSE
  2037. *
  2038. * WORK( IVT ) is M by CHUNK
  2039. *
  2040. CHUNK = ( LWORK - 3*M ) / M
  2041. NWORK = IVT + LDWKVT*CHUNK
  2042. END IF
  2043. *
  2044. * Perform bidiagonal SVD, computing left singular vectors
  2045. * of bidiagonal matrix in RWORK(IRU) and computing right
  2046. * singular vectors of bidiagonal matrix in RWORK(IRVT)
  2047. * CWorkspace: need 0
  2048. * RWorkspace: need M [e] + M*M [RVT] + M*M [RU] + BDSPAC
  2049. *
  2050. IRVT = NRWORK
  2051. IRU = IRVT + M*M
  2052. NRWORK = IRU + M*M
  2053. CALL DBDSDC( 'L', 'I', M, S, RWORK( IE ), RWORK( IRU ),
  2054. $ M, RWORK( IRVT ), M, DUM, IDUM,
  2055. $ RWORK( NRWORK ), IWORK, INFO )
  2056. *
  2057. * Copy real matrix RWORK(IRU) to complex matrix U
  2058. * Overwrite U by left singular vectors of A
  2059. * CWorkspace: need 2*M [tauq, taup] + M*M [VT] + M [work]
  2060. * CWorkspace: prefer 2*M [tauq, taup] + M*M [VT] + M*NB [work]
  2061. * RWorkspace: need M [e] + M*M [RVT] + M*M [RU]
  2062. *
  2063. CALL ZLACP2( 'F', M, M, RWORK( IRU ), M, U, LDU )
  2064. CALL ZUNMBR( 'Q', 'L', 'N', M, M, N, A, LDA,
  2065. $ WORK( ITAUQ ), U, LDU, WORK( NWORK ),
  2066. $ LWORK-NWORK+1, IERR )
  2067. *
  2068. IF( LWORK .GE. M*N + 3*M ) THEN
  2069. *
  2070. * Path 6to-fast
  2071. * Copy real matrix RWORK(IRVT) to complex matrix WORK(IVT)
  2072. * Overwrite WORK(IVT) by right singular vectors of A,
  2073. * copying to A
  2074. * CWorkspace: need 2*M [tauq, taup] + M*N [VT] + M [work]
  2075. * CWorkspace: prefer 2*M [tauq, taup] + M*N [VT] + M*NB [work]
  2076. * RWorkspace: need M [e] + M*M [RVT]
  2077. *
  2078. CALL ZLACP2( 'F', M, M, RWORK( IRVT ), M, WORK( IVT ),
  2079. $ LDWKVT )
  2080. CALL ZUNMBR( 'P', 'R', 'C', M, N, M, A, LDA,
  2081. $ WORK( ITAUP ), WORK( IVT ), LDWKVT,
  2082. $ WORK( NWORK ), LWORK-NWORK+1, IERR )
  2083. CALL ZLACPY( 'F', M, N, WORK( IVT ), LDWKVT, A, LDA )
  2084. ELSE
  2085. *
  2086. * Path 6to-slow
  2087. * Generate P**H in A
  2088. * CWorkspace: need 2*M [tauq, taup] + M*M [VT] + M [work]
  2089. * CWorkspace: prefer 2*M [tauq, taup] + M*M [VT] + M*NB [work]
  2090. * RWorkspace: need 0
  2091. *
  2092. CALL ZUNGBR( 'P', M, N, M, A, LDA, WORK( ITAUP ),
  2093. $ WORK( NWORK ), LWORK-NWORK+1, IERR )
  2094. *
  2095. * Multiply Q in A by real matrix RWORK(IRU), storing the
  2096. * result in WORK(IU), copying to A
  2097. * CWorkspace: need 2*M [tauq, taup] + M*M [VT]
  2098. * CWorkspace: prefer 2*M [tauq, taup] + M*N [VT]
  2099. * RWorkspace: need M [e] + M*M [RVT] + 2*M*M [rwork]
  2100. * RWorkspace: prefer M [e] + M*M [RVT] + 2*M*N [rwork] < M + 5*M*M since N < 2*M here
  2101. *
  2102. NRWORK = IRU
  2103. DO 60 I = 1, N, CHUNK
  2104. BLK = MIN( N-I+1, CHUNK )
  2105. CALL ZLARCM( M, BLK, RWORK( IRVT ), M, A( 1, I ),
  2106. $ LDA, WORK( IVT ), LDWKVT,
  2107. $ RWORK( NRWORK ) )
  2108. CALL ZLACPY( 'F', M, BLK, WORK( IVT ), LDWKVT,
  2109. $ A( 1, I ), LDA )
  2110. 60 CONTINUE
  2111. END IF
  2112. ELSE IF( WNTQS ) THEN
  2113. *
  2114. * Path 6ts (N > M, JOBZ='S')
  2115. * Perform bidiagonal SVD, computing left singular vectors
  2116. * of bidiagonal matrix in RWORK(IRU) and computing right
  2117. * singular vectors of bidiagonal matrix in RWORK(IRVT)
  2118. * CWorkspace: need 0
  2119. * RWorkspace: need M [e] + M*M [RVT] + M*M [RU] + BDSPAC
  2120. *
  2121. IRVT = NRWORK
  2122. IRU = IRVT + M*M
  2123. NRWORK = IRU + M*M
  2124. CALL DBDSDC( 'L', 'I', M, S, RWORK( IE ), RWORK( IRU ),
  2125. $ M, RWORK( IRVT ), M, DUM, IDUM,
  2126. $ RWORK( NRWORK ), IWORK, INFO )
  2127. *
  2128. * Copy real matrix RWORK(IRU) to complex matrix U
  2129. * Overwrite U by left singular vectors of A
  2130. * CWorkspace: need 2*M [tauq, taup] + M [work]
  2131. * CWorkspace: prefer 2*M [tauq, taup] + M*NB [work]
  2132. * RWorkspace: need M [e] + M*M [RVT] + M*M [RU]
  2133. *
  2134. CALL ZLACP2( 'F', M, M, RWORK( IRU ), M, U, LDU )
  2135. CALL ZUNMBR( 'Q', 'L', 'N', M, M, N, A, LDA,
  2136. $ WORK( ITAUQ ), U, LDU, WORK( NWORK ),
  2137. $ LWORK-NWORK+1, IERR )
  2138. *
  2139. * Copy real matrix RWORK(IRVT) to complex matrix VT
  2140. * Overwrite VT by right singular vectors of A
  2141. * CWorkspace: need 2*M [tauq, taup] + M [work]
  2142. * CWorkspace: prefer 2*M [tauq, taup] + M*NB [work]
  2143. * RWorkspace: need M [e] + M*M [RVT]
  2144. *
  2145. CALL ZLASET( 'F', M, N, CZERO, CZERO, VT, LDVT )
  2146. CALL ZLACP2( 'F', M, M, RWORK( IRVT ), M, VT, LDVT )
  2147. CALL ZUNMBR( 'P', 'R', 'C', M, N, M, A, LDA,
  2148. $ WORK( ITAUP ), VT, LDVT, WORK( NWORK ),
  2149. $ LWORK-NWORK+1, IERR )
  2150. ELSE
  2151. *
  2152. * Path 6ta (N > M, JOBZ='A')
  2153. * Perform bidiagonal SVD, computing left singular vectors
  2154. * of bidiagonal matrix in RWORK(IRU) and computing right
  2155. * singular vectors of bidiagonal matrix in RWORK(IRVT)
  2156. * CWorkspace: need 0
  2157. * RWorkspace: need M [e] + M*M [RVT] + M*M [RU] + BDSPAC
  2158. *
  2159. IRVT = NRWORK
  2160. IRU = IRVT + M*M
  2161. NRWORK = IRU + M*M
  2162. *
  2163. CALL DBDSDC( 'L', 'I', M, S, RWORK( IE ), RWORK( IRU ),
  2164. $ M, RWORK( IRVT ), M, DUM, IDUM,
  2165. $ RWORK( NRWORK ), IWORK, INFO )
  2166. *
  2167. * Copy real matrix RWORK(IRU) to complex matrix U
  2168. * Overwrite U by left singular vectors of A
  2169. * CWorkspace: need 2*M [tauq, taup] + M [work]
  2170. * CWorkspace: prefer 2*M [tauq, taup] + M*NB [work]
  2171. * RWorkspace: need M [e] + M*M [RVT] + M*M [RU]
  2172. *
  2173. CALL ZLACP2( 'F', M, M, RWORK( IRU ), M, U, LDU )
  2174. CALL ZUNMBR( 'Q', 'L', 'N', M, M, N, A, LDA,
  2175. $ WORK( ITAUQ ), U, LDU, WORK( NWORK ),
  2176. $ LWORK-NWORK+1, IERR )
  2177. *
  2178. * Set all of VT to identity matrix
  2179. *
  2180. CALL ZLASET( 'F', N, N, CZERO, CONE, VT, LDVT )
  2181. *
  2182. * Copy real matrix RWORK(IRVT) to complex matrix VT
  2183. * Overwrite VT by right singular vectors of A
  2184. * CWorkspace: need 2*M [tauq, taup] + N [work]
  2185. * CWorkspace: prefer 2*M [tauq, taup] + N*NB [work]
  2186. * RWorkspace: need M [e] + M*M [RVT]
  2187. *
  2188. CALL ZLACP2( 'F', M, M, RWORK( IRVT ), M, VT, LDVT )
  2189. CALL ZUNMBR( 'P', 'R', 'C', N, N, M, A, LDA,
  2190. $ WORK( ITAUP ), VT, LDVT, WORK( NWORK ),
  2191. $ LWORK-NWORK+1, IERR )
  2192. END IF
  2193. *
  2194. END IF
  2195. *
  2196. END IF
  2197. *
  2198. * Undo scaling if necessary
  2199. *
  2200. IF( ISCL.EQ.1 ) THEN
  2201. IF( ANRM.GT.BIGNUM )
  2202. $ CALL DLASCL( 'G', 0, 0, BIGNUM, ANRM, MINMN, 1, S, MINMN,
  2203. $ IERR )
  2204. IF( INFO.NE.0 .AND. ANRM.GT.BIGNUM )
  2205. $ CALL DLASCL( 'G', 0, 0, BIGNUM, ANRM, MINMN-1, 1,
  2206. $ RWORK( IE ), MINMN, IERR )
  2207. IF( ANRM.LT.SMLNUM )
  2208. $ CALL DLASCL( 'G', 0, 0, SMLNUM, ANRM, MINMN, 1, S, MINMN,
  2209. $ IERR )
  2210. IF( INFO.NE.0 .AND. ANRM.LT.SMLNUM )
  2211. $ CALL DLASCL( 'G', 0, 0, SMLNUM, ANRM, MINMN-1, 1,
  2212. $ RWORK( IE ), MINMN, IERR )
  2213. END IF
  2214. *
  2215. * Return optimal workspace in WORK(1)
  2216. *
  2217. WORK( 1 ) = DROUNDUP_LWORK( MAXWRK )
  2218. *
  2219. RETURN
  2220. *
  2221. * End of ZGESDD
  2222. *
  2223. END