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