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zlalsd.f 23 kB

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  1. *> \brief \b ZLALSD uses the singular value decomposition of A to solve the least squares problem.
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download ZLALSD + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zlalsd.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zlalsd.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zlalsd.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZLALSD( UPLO, SMLSIZ, N, NRHS, D, E, B, LDB, RCOND,
  22. * RANK, WORK, RWORK, IWORK, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER UPLO
  26. * INTEGER INFO, LDB, N, NRHS, RANK, SMLSIZ
  27. * DOUBLE PRECISION RCOND
  28. * ..
  29. * .. Array Arguments ..
  30. * INTEGER IWORK( * )
  31. * DOUBLE PRECISION D( * ), E( * ), RWORK( * )
  32. * COMPLEX*16 B( LDB, * ), WORK( * )
  33. * ..
  34. *
  35. *
  36. *> \par Purpose:
  37. * =============
  38. *>
  39. *> \verbatim
  40. *>
  41. *> ZLALSD uses the singular value decomposition of A to solve the least
  42. *> squares problem of finding X to minimize the Euclidean norm of each
  43. *> column of A*X-B, where A is N-by-N upper bidiagonal, and X and B
  44. *> are N-by-NRHS. The solution X overwrites B.
  45. *>
  46. *> The singular values of A smaller than RCOND times the largest
  47. *> singular value are treated as zero in solving the least squares
  48. *> problem; in this case a minimum norm solution is returned.
  49. *> The actual singular values are returned in D in ascending order.
  50. *>
  51. *> This code makes very mild assumptions about floating point
  52. *> arithmetic. It will work on machines with a guard digit in
  53. *> add/subtract, or on those binary machines without guard digits
  54. *> which subtract like the Cray XMP, Cray YMP, Cray C 90, or Cray 2.
  55. *> It could conceivably fail on hexadecimal or decimal machines
  56. *> without guard digits, but we know of none.
  57. *> \endverbatim
  58. *
  59. * Arguments:
  60. * ==========
  61. *
  62. *> \param[in] UPLO
  63. *> \verbatim
  64. *> UPLO is CHARACTER*1
  65. *> = 'U': D and E define an upper bidiagonal matrix.
  66. *> = 'L': D and E define a lower bidiagonal matrix.
  67. *> \endverbatim
  68. *>
  69. *> \param[in] SMLSIZ
  70. *> \verbatim
  71. *> SMLSIZ is INTEGER
  72. *> The maximum size of the subproblems at the bottom of the
  73. *> computation tree.
  74. *> \endverbatim
  75. *>
  76. *> \param[in] N
  77. *> \verbatim
  78. *> N is INTEGER
  79. *> The dimension of the bidiagonal matrix. N >= 0.
  80. *> \endverbatim
  81. *>
  82. *> \param[in] NRHS
  83. *> \verbatim
  84. *> NRHS is INTEGER
  85. *> The number of columns of B. NRHS must be at least 1.
  86. *> \endverbatim
  87. *>
  88. *> \param[in,out] D
  89. *> \verbatim
  90. *> D is DOUBLE PRECISION array, dimension (N)
  91. *> On entry D contains the main diagonal of the bidiagonal
  92. *> matrix. On exit, if INFO = 0, D contains its singular values.
  93. *> \endverbatim
  94. *>
  95. *> \param[in,out] E
  96. *> \verbatim
  97. *> E is DOUBLE PRECISION array, dimension (N-1)
  98. *> Contains the super-diagonal entries of the bidiagonal matrix.
  99. *> On exit, E has been destroyed.
  100. *> \endverbatim
  101. *>
  102. *> \param[in,out] B
  103. *> \verbatim
  104. *> B is COMPLEX*16 array, dimension (LDB,NRHS)
  105. *> On input, B contains the right hand sides of the least
  106. *> squares problem. On output, B contains the solution X.
  107. *> \endverbatim
  108. *>
  109. *> \param[in] LDB
  110. *> \verbatim
  111. *> LDB is INTEGER
  112. *> The leading dimension of B in the calling subprogram.
  113. *> LDB must be at least max(1,N).
  114. *> \endverbatim
  115. *>
  116. *> \param[in] RCOND
  117. *> \verbatim
  118. *> RCOND is DOUBLE PRECISION
  119. *> The singular values of A less than or equal to RCOND times
  120. *> the largest singular value are treated as zero in solving
  121. *> the least squares problem. If RCOND is negative,
  122. *> machine precision is used instead.
  123. *> For example, if diag(S)*X=B were the least squares problem,
  124. *> where diag(S) is a diagonal matrix of singular values, the
  125. *> solution would be X(i) = B(i) / S(i) if S(i) is greater than
  126. *> RCOND*max(S), and X(i) = 0 if S(i) is less than or equal to
  127. *> RCOND*max(S).
  128. *> \endverbatim
  129. *>
  130. *> \param[out] RANK
  131. *> \verbatim
  132. *> RANK is INTEGER
  133. *> The number of singular values of A greater than RCOND times
  134. *> the largest singular value.
  135. *> \endverbatim
  136. *>
  137. *> \param[out] WORK
  138. *> \verbatim
  139. *> WORK is COMPLEX*16 array, dimension (N * NRHS)
  140. *> \endverbatim
  141. *>
  142. *> \param[out] RWORK
  143. *> \verbatim
  144. *> RWORK is DOUBLE PRECISION array, dimension at least
  145. *> (9*N + 2*N*SMLSIZ + 8*N*NLVL + 3*SMLSIZ*NRHS +
  146. *> MAX( (SMLSIZ+1)**2, N*(1+NRHS) + 2*NRHS ),
  147. *> where
  148. *> NLVL = MAX( 0, INT( LOG_2( MIN( M,N )/(SMLSIZ+1) ) ) + 1 )
  149. *> \endverbatim
  150. *>
  151. *> \param[out] IWORK
  152. *> \verbatim
  153. *> IWORK is INTEGER array, dimension at least
  154. *> (3*N*NLVL + 11*N).
  155. *> \endverbatim
  156. *>
  157. *> \param[out] INFO
  158. *> \verbatim
  159. *> INFO is INTEGER
  160. *> = 0: successful exit.
  161. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  162. *> > 0: The algorithm failed to compute a singular value while
  163. *> working on the submatrix lying in rows and columns
  164. *> INFO/(N+1) through MOD(INFO,N+1).
  165. *> \endverbatim
  166. *
  167. * Authors:
  168. * ========
  169. *
  170. *> \author Univ. of Tennessee
  171. *> \author Univ. of California Berkeley
  172. *> \author Univ. of Colorado Denver
  173. *> \author NAG Ltd.
  174. *
  175. *> \ingroup complex16OTHERcomputational
  176. *
  177. *> \par Contributors:
  178. * ==================
  179. *>
  180. *> Ming Gu and Ren-Cang Li, Computer Science Division, University of
  181. *> California at Berkeley, USA \n
  182. *> Osni Marques, LBNL/NERSC, USA \n
  183. *
  184. * =====================================================================
  185. SUBROUTINE ZLALSD( UPLO, SMLSIZ, N, NRHS, D, E, B, LDB, RCOND,
  186. $ RANK, WORK, RWORK, IWORK, INFO )
  187. *
  188. * -- LAPACK computational routine --
  189. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  190. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  191. *
  192. * .. Scalar Arguments ..
  193. CHARACTER UPLO
  194. INTEGER INFO, LDB, N, NRHS, RANK, SMLSIZ
  195. DOUBLE PRECISION RCOND
  196. * ..
  197. * .. Array Arguments ..
  198. INTEGER IWORK( * )
  199. DOUBLE PRECISION D( * ), E( * ), RWORK( * )
  200. COMPLEX*16 B( LDB, * ), WORK( * )
  201. * ..
  202. *
  203. * =====================================================================
  204. *
  205. * .. Parameters ..
  206. DOUBLE PRECISION ZERO, ONE, TWO
  207. PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0, TWO = 2.0D0 )
  208. COMPLEX*16 CZERO
  209. PARAMETER ( CZERO = ( 0.0D0, 0.0D0 ) )
  210. * ..
  211. * .. Local Scalars ..
  212. INTEGER BX, BXST, C, DIFL, DIFR, GIVCOL, GIVNUM,
  213. $ GIVPTR, I, ICMPQ1, ICMPQ2, IRWB, IRWIB, IRWRB,
  214. $ IRWU, IRWVT, IRWWRK, IWK, J, JCOL, JIMAG,
  215. $ JREAL, JROW, K, NLVL, NM1, NRWORK, NSIZE, NSUB,
  216. $ PERM, POLES, S, SIZEI, SMLSZP, SQRE, ST, ST1,
  217. $ U, VT, Z
  218. DOUBLE PRECISION CS, EPS, ORGNRM, RCND, R, SN, TOL
  219. * ..
  220. * .. External Functions ..
  221. INTEGER IDAMAX
  222. DOUBLE PRECISION DLAMCH, DLANST
  223. EXTERNAL IDAMAX, DLAMCH, DLANST
  224. * ..
  225. * .. External Subroutines ..
  226. EXTERNAL DGEMM, DLARTG, DLASCL, DLASDA, DLASDQ, DLASET,
  227. $ DLASRT, XERBLA, ZCOPY, ZDROT, ZLACPY, ZLALSA,
  228. $ ZLASCL, ZLASET
  229. * ..
  230. * .. Intrinsic Functions ..
  231. INTRINSIC ABS, DBLE, DCMPLX, DIMAG, INT, LOG, SIGN
  232. * ..
  233. * .. Executable Statements ..
  234. *
  235. * Test the input parameters.
  236. *
  237. INFO = 0
  238. *
  239. IF( N.LT.0 ) THEN
  240. INFO = -3
  241. ELSE IF( NRHS.LT.1 ) THEN
  242. INFO = -4
  243. ELSE IF( ( LDB.LT.1 ) .OR. ( LDB.LT.N ) ) THEN
  244. INFO = -8
  245. END IF
  246. IF( INFO.NE.0 ) THEN
  247. CALL XERBLA( 'ZLALSD', -INFO )
  248. RETURN
  249. END IF
  250. *
  251. EPS = DLAMCH( 'Epsilon' )
  252. *
  253. * Set up the tolerance.
  254. *
  255. IF( ( RCOND.LE.ZERO ) .OR. ( RCOND.GE.ONE ) ) THEN
  256. RCND = EPS
  257. ELSE
  258. RCND = RCOND
  259. END IF
  260. *
  261. RANK = 0
  262. *
  263. * Quick return if possible.
  264. *
  265. IF( N.EQ.0 ) THEN
  266. RETURN
  267. ELSE IF( N.EQ.1 ) THEN
  268. IF( D( 1 ).EQ.ZERO ) THEN
  269. CALL ZLASET( 'A', 1, NRHS, CZERO, CZERO, B, LDB )
  270. ELSE
  271. RANK = 1
  272. CALL ZLASCL( 'G', 0, 0, D( 1 ), ONE, 1, NRHS, B, LDB, INFO )
  273. D( 1 ) = ABS( D( 1 ) )
  274. END IF
  275. RETURN
  276. END IF
  277. *
  278. * Rotate the matrix if it is lower bidiagonal.
  279. *
  280. IF( UPLO.EQ.'L' ) THEN
  281. DO 10 I = 1, N - 1
  282. CALL DLARTG( D( I ), E( I ), CS, SN, R )
  283. D( I ) = R
  284. E( I ) = SN*D( I+1 )
  285. D( I+1 ) = CS*D( I+1 )
  286. IF( NRHS.EQ.1 ) THEN
  287. CALL ZDROT( 1, B( I, 1 ), 1, B( I+1, 1 ), 1, CS, SN )
  288. ELSE
  289. RWORK( I*2-1 ) = CS
  290. RWORK( I*2 ) = SN
  291. END IF
  292. 10 CONTINUE
  293. IF( NRHS.GT.1 ) THEN
  294. DO 30 I = 1, NRHS
  295. DO 20 J = 1, N - 1
  296. CS = RWORK( J*2-1 )
  297. SN = RWORK( J*2 )
  298. CALL ZDROT( 1, B( J, I ), 1, B( J+1, I ), 1, CS, SN )
  299. 20 CONTINUE
  300. 30 CONTINUE
  301. END IF
  302. END IF
  303. *
  304. * Scale.
  305. *
  306. NM1 = N - 1
  307. ORGNRM = DLANST( 'M', N, D, E )
  308. IF( ORGNRM.EQ.ZERO ) THEN
  309. CALL ZLASET( 'A', N, NRHS, CZERO, CZERO, B, LDB )
  310. RETURN
  311. END IF
  312. *
  313. CALL DLASCL( 'G', 0, 0, ORGNRM, ONE, N, 1, D, N, INFO )
  314. CALL DLASCL( 'G', 0, 0, ORGNRM, ONE, NM1, 1, E, NM1, INFO )
  315. *
  316. * If N is smaller than the minimum divide size SMLSIZ, then solve
  317. * the problem with another solver.
  318. *
  319. IF( N.LE.SMLSIZ ) THEN
  320. IRWU = 1
  321. IRWVT = IRWU + N*N
  322. IRWWRK = IRWVT + N*N
  323. IRWRB = IRWWRK
  324. IRWIB = IRWRB + N*NRHS
  325. IRWB = IRWIB + N*NRHS
  326. CALL DLASET( 'A', N, N, ZERO, ONE, RWORK( IRWU ), N )
  327. CALL DLASET( 'A', N, N, ZERO, ONE, RWORK( IRWVT ), N )
  328. CALL DLASDQ( 'U', 0, N, N, N, 0, D, E, RWORK( IRWVT ), N,
  329. $ RWORK( IRWU ), N, RWORK( IRWWRK ), 1,
  330. $ RWORK( IRWWRK ), INFO )
  331. IF( INFO.NE.0 ) THEN
  332. RETURN
  333. END IF
  334. *
  335. * In the real version, B is passed to DLASDQ and multiplied
  336. * internally by Q**H. Here B is complex and that product is
  337. * computed below in two steps (real and imaginary parts).
  338. *
  339. J = IRWB - 1
  340. DO 50 JCOL = 1, NRHS
  341. DO 40 JROW = 1, N
  342. J = J + 1
  343. RWORK( J ) = DBLE( B( JROW, JCOL ) )
  344. 40 CONTINUE
  345. 50 CONTINUE
  346. CALL DGEMM( 'T', 'N', N, NRHS, N, ONE, RWORK( IRWU ), N,
  347. $ RWORK( IRWB ), N, ZERO, RWORK( IRWRB ), N )
  348. J = IRWB - 1
  349. DO 70 JCOL = 1, NRHS
  350. DO 60 JROW = 1, N
  351. J = J + 1
  352. RWORK( J ) = DIMAG( B( JROW, JCOL ) )
  353. 60 CONTINUE
  354. 70 CONTINUE
  355. CALL DGEMM( 'T', 'N', N, NRHS, N, ONE, RWORK( IRWU ), N,
  356. $ RWORK( IRWB ), N, ZERO, RWORK( IRWIB ), N )
  357. JREAL = IRWRB - 1
  358. JIMAG = IRWIB - 1
  359. DO 90 JCOL = 1, NRHS
  360. DO 80 JROW = 1, N
  361. JREAL = JREAL + 1
  362. JIMAG = JIMAG + 1
  363. B( JROW, JCOL ) = DCMPLX( RWORK( JREAL ),
  364. $ RWORK( JIMAG ) )
  365. 80 CONTINUE
  366. 90 CONTINUE
  367. *
  368. TOL = RCND*ABS( D( IDAMAX( N, D, 1 ) ) )
  369. DO 100 I = 1, N
  370. IF( D( I ).LE.TOL ) THEN
  371. CALL ZLASET( 'A', 1, NRHS, CZERO, CZERO, B( I, 1 ), LDB )
  372. ELSE
  373. CALL ZLASCL( 'G', 0, 0, D( I ), ONE, 1, NRHS, B( I, 1 ),
  374. $ LDB, INFO )
  375. RANK = RANK + 1
  376. END IF
  377. 100 CONTINUE
  378. *
  379. * Since B is complex, the following call to DGEMM is performed
  380. * in two steps (real and imaginary parts). That is for V * B
  381. * (in the real version of the code V**H is stored in WORK).
  382. *
  383. * CALL DGEMM( 'T', 'N', N, NRHS, N, ONE, WORK, N, B, LDB, ZERO,
  384. * $ WORK( NWORK ), N )
  385. *
  386. J = IRWB - 1
  387. DO 120 JCOL = 1, NRHS
  388. DO 110 JROW = 1, N
  389. J = J + 1
  390. RWORK( J ) = DBLE( B( JROW, JCOL ) )
  391. 110 CONTINUE
  392. 120 CONTINUE
  393. CALL DGEMM( 'T', 'N', N, NRHS, N, ONE, RWORK( IRWVT ), N,
  394. $ RWORK( IRWB ), N, ZERO, RWORK( IRWRB ), N )
  395. J = IRWB - 1
  396. DO 140 JCOL = 1, NRHS
  397. DO 130 JROW = 1, N
  398. J = J + 1
  399. RWORK( J ) = DIMAG( B( JROW, JCOL ) )
  400. 130 CONTINUE
  401. 140 CONTINUE
  402. CALL DGEMM( 'T', 'N', N, NRHS, N, ONE, RWORK( IRWVT ), N,
  403. $ RWORK( IRWB ), N, ZERO, RWORK( IRWIB ), N )
  404. JREAL = IRWRB - 1
  405. JIMAG = IRWIB - 1
  406. DO 160 JCOL = 1, NRHS
  407. DO 150 JROW = 1, N
  408. JREAL = JREAL + 1
  409. JIMAG = JIMAG + 1
  410. B( JROW, JCOL ) = DCMPLX( RWORK( JREAL ),
  411. $ RWORK( JIMAG ) )
  412. 150 CONTINUE
  413. 160 CONTINUE
  414. *
  415. * Unscale.
  416. *
  417. CALL DLASCL( 'G', 0, 0, ONE, ORGNRM, N, 1, D, N, INFO )
  418. CALL DLASRT( 'D', N, D, INFO )
  419. CALL ZLASCL( 'G', 0, 0, ORGNRM, ONE, N, NRHS, B, LDB, INFO )
  420. *
  421. RETURN
  422. END IF
  423. *
  424. * Book-keeping and setting up some constants.
  425. *
  426. NLVL = INT( LOG( DBLE( N ) / DBLE( SMLSIZ+1 ) ) / LOG( TWO ) ) + 1
  427. *
  428. SMLSZP = SMLSIZ + 1
  429. *
  430. U = 1
  431. VT = 1 + SMLSIZ*N
  432. DIFL = VT + SMLSZP*N
  433. DIFR = DIFL + NLVL*N
  434. Z = DIFR + NLVL*N*2
  435. C = Z + NLVL*N
  436. S = C + N
  437. POLES = S + N
  438. GIVNUM = POLES + 2*NLVL*N
  439. NRWORK = GIVNUM + 2*NLVL*N
  440. BX = 1
  441. *
  442. IRWRB = NRWORK
  443. IRWIB = IRWRB + SMLSIZ*NRHS
  444. IRWB = IRWIB + SMLSIZ*NRHS
  445. *
  446. SIZEI = 1 + N
  447. K = SIZEI + N
  448. GIVPTR = K + N
  449. PERM = GIVPTR + N
  450. GIVCOL = PERM + NLVL*N
  451. IWK = GIVCOL + NLVL*N*2
  452. *
  453. ST = 1
  454. SQRE = 0
  455. ICMPQ1 = 1
  456. ICMPQ2 = 0
  457. NSUB = 0
  458. *
  459. DO 170 I = 1, N
  460. IF( ABS( D( I ) ).LT.EPS ) THEN
  461. D( I ) = SIGN( EPS, D( I ) )
  462. END IF
  463. 170 CONTINUE
  464. *
  465. DO 240 I = 1, NM1
  466. IF( ( ABS( E( I ) ).LT.EPS ) .OR. ( I.EQ.NM1 ) ) THEN
  467. NSUB = NSUB + 1
  468. IWORK( NSUB ) = ST
  469. *
  470. * Subproblem found. First determine its size and then
  471. * apply divide and conquer on it.
  472. *
  473. IF( I.LT.NM1 ) THEN
  474. *
  475. * A subproblem with E(I) small for I < NM1.
  476. *
  477. NSIZE = I - ST + 1
  478. IWORK( SIZEI+NSUB-1 ) = NSIZE
  479. ELSE IF( ABS( E( I ) ).GE.EPS ) THEN
  480. *
  481. * A subproblem with E(NM1) not too small but I = NM1.
  482. *
  483. NSIZE = N - ST + 1
  484. IWORK( SIZEI+NSUB-1 ) = NSIZE
  485. ELSE
  486. *
  487. * A subproblem with E(NM1) small. This implies an
  488. * 1-by-1 subproblem at D(N), which is not solved
  489. * explicitly.
  490. *
  491. NSIZE = I - ST + 1
  492. IWORK( SIZEI+NSUB-1 ) = NSIZE
  493. NSUB = NSUB + 1
  494. IWORK( NSUB ) = N
  495. IWORK( SIZEI+NSUB-1 ) = 1
  496. CALL ZCOPY( NRHS, B( N, 1 ), LDB, WORK( BX+NM1 ), N )
  497. END IF
  498. ST1 = ST - 1
  499. IF( NSIZE.EQ.1 ) THEN
  500. *
  501. * This is a 1-by-1 subproblem and is not solved
  502. * explicitly.
  503. *
  504. CALL ZCOPY( NRHS, B( ST, 1 ), LDB, WORK( BX+ST1 ), N )
  505. ELSE IF( NSIZE.LE.SMLSIZ ) THEN
  506. *
  507. * This is a small subproblem and is solved by DLASDQ.
  508. *
  509. CALL DLASET( 'A', NSIZE, NSIZE, ZERO, ONE,
  510. $ RWORK( VT+ST1 ), N )
  511. CALL DLASET( 'A', NSIZE, NSIZE, ZERO, ONE,
  512. $ RWORK( U+ST1 ), N )
  513. CALL DLASDQ( 'U', 0, NSIZE, NSIZE, NSIZE, 0, D( ST ),
  514. $ E( ST ), RWORK( VT+ST1 ), N, RWORK( U+ST1 ),
  515. $ N, RWORK( NRWORK ), 1, RWORK( NRWORK ),
  516. $ INFO )
  517. IF( INFO.NE.0 ) THEN
  518. RETURN
  519. END IF
  520. *
  521. * In the real version, B is passed to DLASDQ and multiplied
  522. * internally by Q**H. Here B is complex and that product is
  523. * computed below in two steps (real and imaginary parts).
  524. *
  525. J = IRWB - 1
  526. DO 190 JCOL = 1, NRHS
  527. DO 180 JROW = ST, ST + NSIZE - 1
  528. J = J + 1
  529. RWORK( J ) = DBLE( B( JROW, JCOL ) )
  530. 180 CONTINUE
  531. 190 CONTINUE
  532. CALL DGEMM( 'T', 'N', NSIZE, NRHS, NSIZE, ONE,
  533. $ RWORK( U+ST1 ), N, RWORK( IRWB ), NSIZE,
  534. $ ZERO, RWORK( IRWRB ), NSIZE )
  535. J = IRWB - 1
  536. DO 210 JCOL = 1, NRHS
  537. DO 200 JROW = ST, ST + NSIZE - 1
  538. J = J + 1
  539. RWORK( J ) = DIMAG( B( JROW, JCOL ) )
  540. 200 CONTINUE
  541. 210 CONTINUE
  542. CALL DGEMM( 'T', 'N', NSIZE, NRHS, NSIZE, ONE,
  543. $ RWORK( U+ST1 ), N, RWORK( IRWB ), NSIZE,
  544. $ ZERO, RWORK( IRWIB ), NSIZE )
  545. JREAL = IRWRB - 1
  546. JIMAG = IRWIB - 1
  547. DO 230 JCOL = 1, NRHS
  548. DO 220 JROW = ST, ST + NSIZE - 1
  549. JREAL = JREAL + 1
  550. JIMAG = JIMAG + 1
  551. B( JROW, JCOL ) = DCMPLX( RWORK( JREAL ),
  552. $ RWORK( JIMAG ) )
  553. 220 CONTINUE
  554. 230 CONTINUE
  555. *
  556. CALL ZLACPY( 'A', NSIZE, NRHS, B( ST, 1 ), LDB,
  557. $ WORK( BX+ST1 ), N )
  558. ELSE
  559. *
  560. * A large problem. Solve it using divide and conquer.
  561. *
  562. CALL DLASDA( ICMPQ1, SMLSIZ, NSIZE, SQRE, D( ST ),
  563. $ E( ST ), RWORK( U+ST1 ), N, RWORK( VT+ST1 ),
  564. $ IWORK( K+ST1 ), RWORK( DIFL+ST1 ),
  565. $ RWORK( DIFR+ST1 ), RWORK( Z+ST1 ),
  566. $ RWORK( POLES+ST1 ), IWORK( GIVPTR+ST1 ),
  567. $ IWORK( GIVCOL+ST1 ), N, IWORK( PERM+ST1 ),
  568. $ RWORK( GIVNUM+ST1 ), RWORK( C+ST1 ),
  569. $ RWORK( S+ST1 ), RWORK( NRWORK ),
  570. $ IWORK( IWK ), INFO )
  571. IF( INFO.NE.0 ) THEN
  572. RETURN
  573. END IF
  574. BXST = BX + ST1
  575. CALL ZLALSA( ICMPQ2, SMLSIZ, NSIZE, NRHS, B( ST, 1 ),
  576. $ LDB, WORK( BXST ), N, RWORK( U+ST1 ), N,
  577. $ RWORK( VT+ST1 ), IWORK( K+ST1 ),
  578. $ RWORK( DIFL+ST1 ), RWORK( DIFR+ST1 ),
  579. $ RWORK( Z+ST1 ), RWORK( POLES+ST1 ),
  580. $ IWORK( GIVPTR+ST1 ), IWORK( GIVCOL+ST1 ), N,
  581. $ IWORK( PERM+ST1 ), RWORK( GIVNUM+ST1 ),
  582. $ RWORK( C+ST1 ), RWORK( S+ST1 ),
  583. $ RWORK( NRWORK ), IWORK( IWK ), INFO )
  584. IF( INFO.NE.0 ) THEN
  585. RETURN
  586. END IF
  587. END IF
  588. ST = I + 1
  589. END IF
  590. 240 CONTINUE
  591. *
  592. * Apply the singular values and treat the tiny ones as zero.
  593. *
  594. TOL = RCND*ABS( D( IDAMAX( N, D, 1 ) ) )
  595. *
  596. DO 250 I = 1, N
  597. *
  598. * Some of the elements in D can be negative because 1-by-1
  599. * subproblems were not solved explicitly.
  600. *
  601. IF( ABS( D( I ) ).LE.TOL ) THEN
  602. CALL ZLASET( 'A', 1, NRHS, CZERO, CZERO, WORK( BX+I-1 ), N )
  603. ELSE
  604. RANK = RANK + 1
  605. CALL ZLASCL( 'G', 0, 0, D( I ), ONE, 1, NRHS,
  606. $ WORK( BX+I-1 ), N, INFO )
  607. END IF
  608. D( I ) = ABS( D( I ) )
  609. 250 CONTINUE
  610. *
  611. * Now apply back the right singular vectors.
  612. *
  613. ICMPQ2 = 1
  614. DO 320 I = 1, NSUB
  615. ST = IWORK( I )
  616. ST1 = ST - 1
  617. NSIZE = IWORK( SIZEI+I-1 )
  618. BXST = BX + ST1
  619. IF( NSIZE.EQ.1 ) THEN
  620. CALL ZCOPY( NRHS, WORK( BXST ), N, B( ST, 1 ), LDB )
  621. ELSE IF( NSIZE.LE.SMLSIZ ) THEN
  622. *
  623. * Since B and BX are complex, the following call to DGEMM
  624. * is performed in two steps (real and imaginary parts).
  625. *
  626. * CALL DGEMM( 'T', 'N', NSIZE, NRHS, NSIZE, ONE,
  627. * $ RWORK( VT+ST1 ), N, RWORK( BXST ), N, ZERO,
  628. * $ B( ST, 1 ), LDB )
  629. *
  630. J = BXST - N - 1
  631. JREAL = IRWB - 1
  632. DO 270 JCOL = 1, NRHS
  633. J = J + N
  634. DO 260 JROW = 1, NSIZE
  635. JREAL = JREAL + 1
  636. RWORK( JREAL ) = DBLE( WORK( J+JROW ) )
  637. 260 CONTINUE
  638. 270 CONTINUE
  639. CALL DGEMM( 'T', 'N', NSIZE, NRHS, NSIZE, ONE,
  640. $ RWORK( VT+ST1 ), N, RWORK( IRWB ), NSIZE, ZERO,
  641. $ RWORK( IRWRB ), NSIZE )
  642. J = BXST - N - 1
  643. JIMAG = IRWB - 1
  644. DO 290 JCOL = 1, NRHS
  645. J = J + N
  646. DO 280 JROW = 1, NSIZE
  647. JIMAG = JIMAG + 1
  648. RWORK( JIMAG ) = DIMAG( WORK( J+JROW ) )
  649. 280 CONTINUE
  650. 290 CONTINUE
  651. CALL DGEMM( 'T', 'N', NSIZE, NRHS, NSIZE, ONE,
  652. $ RWORK( VT+ST1 ), N, RWORK( IRWB ), NSIZE, ZERO,
  653. $ RWORK( IRWIB ), NSIZE )
  654. JREAL = IRWRB - 1
  655. JIMAG = IRWIB - 1
  656. DO 310 JCOL = 1, NRHS
  657. DO 300 JROW = ST, ST + NSIZE - 1
  658. JREAL = JREAL + 1
  659. JIMAG = JIMAG + 1
  660. B( JROW, JCOL ) = DCMPLX( RWORK( JREAL ),
  661. $ RWORK( JIMAG ) )
  662. 300 CONTINUE
  663. 310 CONTINUE
  664. ELSE
  665. CALL ZLALSA( ICMPQ2, SMLSIZ, NSIZE, NRHS, WORK( BXST ), N,
  666. $ B( ST, 1 ), LDB, RWORK( U+ST1 ), N,
  667. $ RWORK( VT+ST1 ), IWORK( K+ST1 ),
  668. $ RWORK( DIFL+ST1 ), RWORK( DIFR+ST1 ),
  669. $ RWORK( Z+ST1 ), RWORK( POLES+ST1 ),
  670. $ IWORK( GIVPTR+ST1 ), IWORK( GIVCOL+ST1 ), N,
  671. $ IWORK( PERM+ST1 ), RWORK( GIVNUM+ST1 ),
  672. $ RWORK( C+ST1 ), RWORK( S+ST1 ),
  673. $ RWORK( NRWORK ), IWORK( IWK ), INFO )
  674. IF( INFO.NE.0 ) THEN
  675. RETURN
  676. END IF
  677. END IF
  678. 320 CONTINUE
  679. *
  680. * Unscale and sort the singular values.
  681. *
  682. CALL DLASCL( 'G', 0, 0, ONE, ORGNRM, N, 1, D, N, INFO )
  683. CALL DLASRT( 'D', N, D, INFO )
  684. CALL ZLASCL( 'G', 0, 0, ORGNRM, ONE, N, NRHS, B, LDB, INFO )
  685. *
  686. RETURN
  687. *
  688. * End of ZLALSD
  689. *
  690. END