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dgedmd.c 62 kB

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  1. #include <math.h>
  2. #include <stdlib.h>
  3. #include <string.h>
  4. #include <stdio.h>
  5. #include <complex.h>
  6. #ifdef complex
  7. #undef complex
  8. #endif
  9. #ifdef I
  10. #undef I
  11. #endif
  12. #if defined(_WIN64)
  13. typedef long long BLASLONG;
  14. typedef unsigned long long BLASULONG;
  15. #else
  16. typedef long BLASLONG;
  17. typedef unsigned long BLASULONG;
  18. #endif
  19. #ifdef LAPACK_ILP64
  20. typedef BLASLONG blasint;
  21. #if defined(_WIN64)
  22. #define blasabs(x) llabs(x)
  23. #else
  24. #define blasabs(x) labs(x)
  25. #endif
  26. #else
  27. typedef int blasint;
  28. #define blasabs(x) abs(x)
  29. #endif
  30. typedef blasint integer;
  31. typedef unsigned int uinteger;
  32. typedef char *address;
  33. typedef short int shortint;
  34. typedef float real;
  35. typedef double doublereal;
  36. typedef struct { real r, i; } complex;
  37. typedef struct { doublereal r, i; } doublecomplex;
  38. #ifdef _MSC_VER
  39. static inline _Fcomplex Cf(complex *z) {_Fcomplex zz={z->r , z->i}; return zz;}
  40. static inline _Dcomplex Cd(doublecomplex *z) {_Dcomplex zz={z->r , z->i};return zz;}
  41. static inline _Fcomplex * _pCf(complex *z) {return (_Fcomplex*)z;}
  42. static inline _Dcomplex * _pCd(doublecomplex *z) {return (_Dcomplex*)z;}
  43. #else
  44. static inline _Complex float Cf(complex *z) {return z->r + z->i*_Complex_I;}
  45. static inline _Complex double Cd(doublecomplex *z) {return z->r + z->i*_Complex_I;}
  46. static inline _Complex float * _pCf(complex *z) {return (_Complex float*)z;}
  47. static inline _Complex double * _pCd(doublecomplex *z) {return (_Complex double*)z;}
  48. #endif
  49. #define pCf(z) (*_pCf(z))
  50. #define pCd(z) (*_pCd(z))
  51. typedef int logical;
  52. typedef short int shortlogical;
  53. typedef char logical1;
  54. typedef char integer1;
  55. #define TRUE_ (1)
  56. #define FALSE_ (0)
  57. /* Extern is for use with -E */
  58. #ifndef Extern
  59. #define Extern extern
  60. #endif
  61. /* I/O stuff */
  62. typedef int flag;
  63. typedef int ftnlen;
  64. typedef int ftnint;
  65. /*external read, write*/
  66. typedef struct
  67. { flag cierr;
  68. ftnint ciunit;
  69. flag ciend;
  70. char *cifmt;
  71. ftnint cirec;
  72. } cilist;
  73. /*internal read, write*/
  74. typedef struct
  75. { flag icierr;
  76. char *iciunit;
  77. flag iciend;
  78. char *icifmt;
  79. ftnint icirlen;
  80. ftnint icirnum;
  81. } icilist;
  82. /*open*/
  83. typedef struct
  84. { flag oerr;
  85. ftnint ounit;
  86. char *ofnm;
  87. ftnlen ofnmlen;
  88. char *osta;
  89. char *oacc;
  90. char *ofm;
  91. ftnint orl;
  92. char *oblnk;
  93. } olist;
  94. /*close*/
  95. typedef struct
  96. { flag cerr;
  97. ftnint cunit;
  98. char *csta;
  99. } cllist;
  100. /*rewind, backspace, endfile*/
  101. typedef struct
  102. { flag aerr;
  103. ftnint aunit;
  104. } alist;
  105. /* inquire */
  106. typedef struct
  107. { flag inerr;
  108. ftnint inunit;
  109. char *infile;
  110. ftnlen infilen;
  111. ftnint *inex; /*parameters in standard's order*/
  112. ftnint *inopen;
  113. ftnint *innum;
  114. ftnint *innamed;
  115. char *inname;
  116. ftnlen innamlen;
  117. char *inacc;
  118. ftnlen inacclen;
  119. char *inseq;
  120. ftnlen inseqlen;
  121. char *indir;
  122. ftnlen indirlen;
  123. char *infmt;
  124. ftnlen infmtlen;
  125. char *inform;
  126. ftnint informlen;
  127. char *inunf;
  128. ftnlen inunflen;
  129. ftnint *inrecl;
  130. ftnint *innrec;
  131. char *inblank;
  132. ftnlen inblanklen;
  133. } inlist;
  134. #define VOID void
  135. union Multitype { /* for multiple entry points */
  136. integer1 g;
  137. shortint h;
  138. integer i;
  139. /* longint j; */
  140. real r;
  141. doublereal d;
  142. complex c;
  143. doublecomplex z;
  144. };
  145. typedef union Multitype Multitype;
  146. struct Vardesc { /* for Namelist */
  147. char *name;
  148. char *addr;
  149. ftnlen *dims;
  150. int type;
  151. };
  152. typedef struct Vardesc Vardesc;
  153. struct Namelist {
  154. char *name;
  155. Vardesc **vars;
  156. int nvars;
  157. };
  158. typedef struct Namelist Namelist;
  159. #define abs(x) ((x) >= 0 ? (x) : -(x))
  160. #define dabs(x) (fabs(x))
  161. #define f2cmin(a,b) ((a) <= (b) ? (a) : (b))
  162. #define f2cmax(a,b) ((a) >= (b) ? (a) : (b))
  163. #define dmin(a,b) (f2cmin(a,b))
  164. #define dmax(a,b) (f2cmax(a,b))
  165. #define bit_test(a,b) ((a) >> (b) & 1)
  166. #define bit_clear(a,b) ((a) & ~((uinteger)1 << (b)))
  167. #define bit_set(a,b) ((a) | ((uinteger)1 << (b)))
  168. #define abort_() { sig_die("Fortran abort routine called", 1); }
  169. #define c_abs(z) (cabsf(Cf(z)))
  170. #define c_cos(R,Z) { pCf(R)=ccos(Cf(Z)); }
  171. #ifdef _MSC_VER
  172. #define c_div(c, a, b) {Cf(c)._Val[0] = (Cf(a)._Val[0]/Cf(b)._Val[0]); Cf(c)._Val[1]=(Cf(a)._Val[1]/Cf(b)._Val[1]);}
  173. #define z_div(c, a, b) {Cd(c)._Val[0] = (Cd(a)._Val[0]/Cd(b)._Val[0]); Cd(c)._Val[1]=(Cd(a)._Val[1]/Cd(b)._Val[1]);}
  174. #else
  175. #define c_div(c, a, b) {pCf(c) = Cf(a)/Cf(b);}
  176. #define z_div(c, a, b) {pCd(c) = Cd(a)/Cd(b);}
  177. #endif
  178. #define c_exp(R, Z) {pCf(R) = cexpf(Cf(Z));}
  179. #define c_log(R, Z) {pCf(R) = clogf(Cf(Z));}
  180. #define c_sin(R, Z) {pCf(R) = csinf(Cf(Z));}
  181. //#define c_sqrt(R, Z) {*(R) = csqrtf(Cf(Z));}
  182. #define c_sqrt(R, Z) {pCf(R) = csqrtf(Cf(Z));}
  183. #define d_abs(x) (fabs(*(x)))
  184. #define d_acos(x) (acos(*(x)))
  185. #define d_asin(x) (asin(*(x)))
  186. #define d_atan(x) (atan(*(x)))
  187. #define d_atn2(x, y) (atan2(*(x),*(y)))
  188. #define d_cnjg(R, Z) { pCd(R) = conj(Cd(Z)); }
  189. #define r_cnjg(R, Z) { pCf(R) = conjf(Cf(Z)); }
  190. #define d_cos(x) (cos(*(x)))
  191. #define d_cosh(x) (cosh(*(x)))
  192. #define d_dim(__a, __b) ( *(__a) > *(__b) ? *(__a) - *(__b) : 0.0 )
  193. #define d_exp(x) (exp(*(x)))
  194. #define d_imag(z) (cimag(Cd(z)))
  195. #define r_imag(z) (cimagf(Cf(z)))
  196. #define d_int(__x) (*(__x)>0 ? floor(*(__x)) : -floor(- *(__x)))
  197. #define r_int(__x) (*(__x)>0 ? floor(*(__x)) : -floor(- *(__x)))
  198. #define d_lg10(x) ( 0.43429448190325182765 * log(*(x)) )
  199. #define r_lg10(x) ( 0.43429448190325182765 * log(*(x)) )
  200. #define d_log(x) (log(*(x)))
  201. #define d_mod(x, y) (fmod(*(x), *(y)))
  202. #define u_nint(__x) ((__x)>=0 ? floor((__x) + .5) : -floor(.5 - (__x)))
  203. #define d_nint(x) u_nint(*(x))
  204. #define u_sign(__a,__b) ((__b) >= 0 ? ((__a) >= 0 ? (__a) : -(__a)) : -((__a) >= 0 ? (__a) : -(__a)))
  205. #define d_sign(a,b) u_sign(*(a),*(b))
  206. #define r_sign(a,b) u_sign(*(a),*(b))
  207. #define d_sin(x) (sin(*(x)))
  208. #define d_sinh(x) (sinh(*(x)))
  209. #define d_sqrt(x) (sqrt(*(x)))
  210. #define d_tan(x) (tan(*(x)))
  211. #define d_tanh(x) (tanh(*(x)))
  212. #define i_abs(x) abs(*(x))
  213. #define i_dnnt(x) ((integer)u_nint(*(x)))
  214. #define i_len(s, n) (n)
  215. #define i_nint(x) ((integer)u_nint(*(x)))
  216. #define i_sign(a,b) ((integer)u_sign((integer)*(a),(integer)*(b)))
  217. #define pow_dd(ap, bp) ( pow(*(ap), *(bp)))
  218. #define pow_si(B,E) spow_ui(*(B),*(E))
  219. #define pow_ri(B,E) spow_ui(*(B),*(E))
  220. #define pow_di(B,E) dpow_ui(*(B),*(E))
  221. #define pow_zi(p, a, b) {pCd(p) = zpow_ui(Cd(a), *(b));}
  222. #define pow_ci(p, a, b) {pCf(p) = cpow_ui(Cf(a), *(b));}
  223. #define pow_zz(R,A,B) {pCd(R) = cpow(Cd(A),*(B));}
  224. #define s_cat(lpp, rpp, rnp, np, llp) { ftnlen i, nc, ll; char *f__rp, *lp; ll = (llp); lp = (lpp); for(i=0; i < (int)*(np); ++i) { nc = ll; if((rnp)[i] < nc) nc = (rnp)[i]; ll -= nc; f__rp = (rpp)[i]; while(--nc >= 0) *lp++ = *(f__rp)++; } while(--ll >= 0) *lp++ = ' '; }
  225. #define s_cmp(a,b,c,d) ((integer)strncmp((a),(b),f2cmin((c),(d))))
  226. #define s_copy(A,B,C,D) { int __i,__m; for (__i=0, __m=f2cmin((C),(D)); __i<__m && (B)[__i] != 0; ++__i) (A)[__i] = (B)[__i]; }
  227. #define sig_die(s, kill) { exit(1); }
  228. #define s_stop(s, n) {exit(0);}
  229. static char junk[] = "\n@(#)LIBF77 VERSION 19990503\n";
  230. #define z_abs(z) (cabs(Cd(z)))
  231. #define z_exp(R, Z) {pCd(R) = cexp(Cd(Z));}
  232. #define z_sqrt(R, Z) {pCd(R) = csqrt(Cd(Z));}
  233. #define myexit_() break;
  234. #define mycycle_() continue;
  235. #define myceiling_(w) {ceil(w)}
  236. #define myhuge_(w) {HUGE_VAL}
  237. //#define mymaxloc_(w,s,e,n) {if (sizeof(*(w)) == sizeof(double)) dmaxloc_((w),*(s),*(e),n); else dmaxloc_((w),*(s),*(e),n);}
  238. #define mymaxloc_(w,s,e,n) dmaxloc_(w,*(s),*(e),n)
  239. /* procedure parameter types for -A and -C++ */
  240. #define F2C_proc_par_types 1
  241. #ifdef __cplusplus
  242. typedef logical (*L_fp)(...);
  243. #else
  244. typedef logical (*L_fp)();
  245. #endif
  246. static float spow_ui(float x, integer n) {
  247. float pow=1.0; unsigned long int u;
  248. if(n != 0) {
  249. if(n < 0) n = -n, x = 1/x;
  250. for(u = n; ; ) {
  251. if(u & 01) pow *= x;
  252. if(u >>= 1) x *= x;
  253. else break;
  254. }
  255. }
  256. return pow;
  257. }
  258. static double dpow_ui(double x, integer n) {
  259. double pow=1.0; unsigned long int u;
  260. if(n != 0) {
  261. if(n < 0) n = -n, x = 1/x;
  262. for(u = n; ; ) {
  263. if(u & 01) pow *= x;
  264. if(u >>= 1) x *= x;
  265. else break;
  266. }
  267. }
  268. return pow;
  269. }
  270. #ifdef _MSC_VER
  271. static _Fcomplex cpow_ui(complex x, integer n) {
  272. complex pow={1.0,0.0}; unsigned long int u;
  273. if(n != 0) {
  274. if(n < 0) n = -n, x.r = 1/x.r, x.i=1/x.i;
  275. for(u = n; ; ) {
  276. if(u & 01) pow.r *= x.r, pow.i *= x.i;
  277. if(u >>= 1) x.r *= x.r, x.i *= x.i;
  278. else break;
  279. }
  280. }
  281. _Fcomplex p={pow.r, pow.i};
  282. return p;
  283. }
  284. #else
  285. static _Complex float cpow_ui(_Complex float x, integer n) {
  286. _Complex float pow=1.0; unsigned long int u;
  287. if(n != 0) {
  288. if(n < 0) n = -n, x = 1/x;
  289. for(u = n; ; ) {
  290. if(u & 01) pow *= x;
  291. if(u >>= 1) x *= x;
  292. else break;
  293. }
  294. }
  295. return pow;
  296. }
  297. #endif
  298. #ifdef _MSC_VER
  299. static _Dcomplex zpow_ui(_Dcomplex x, integer n) {
  300. _Dcomplex pow={1.0,0.0}; unsigned long int u;
  301. if(n != 0) {
  302. if(n < 0) n = -n, x._Val[0] = 1/x._Val[0], x._Val[1] =1/x._Val[1];
  303. for(u = n; ; ) {
  304. if(u & 01) pow._Val[0] *= x._Val[0], pow._Val[1] *= x._Val[1];
  305. if(u >>= 1) x._Val[0] *= x._Val[0], x._Val[1] *= x._Val[1];
  306. else break;
  307. }
  308. }
  309. _Dcomplex p = {pow._Val[0], pow._Val[1]};
  310. return p;
  311. }
  312. #else
  313. static _Complex double zpow_ui(_Complex double x, integer n) {
  314. _Complex double pow=1.0; unsigned long int u;
  315. if(n != 0) {
  316. if(n < 0) n = -n, x = 1/x;
  317. for(u = n; ; ) {
  318. if(u & 01) pow *= x;
  319. if(u >>= 1) x *= x;
  320. else break;
  321. }
  322. }
  323. return pow;
  324. }
  325. #endif
  326. static integer pow_ii(integer x, integer n) {
  327. integer pow; unsigned long int u;
  328. if (n <= 0) {
  329. if (n == 0 || x == 1) pow = 1;
  330. else if (x != -1) pow = x == 0 ? 1/x : 0;
  331. else n = -n;
  332. }
  333. if ((n > 0) || !(n == 0 || x == 1 || x != -1)) {
  334. u = n;
  335. for(pow = 1; ; ) {
  336. if(u & 01) pow *= x;
  337. if(u >>= 1) x *= x;
  338. else break;
  339. }
  340. }
  341. return pow;
  342. }
  343. static integer dmaxloc_(double *w, integer s, integer e, integer *n)
  344. {
  345. double m; integer i, mi;
  346. for(m=w[s-1], mi=s, i=s+1; i<=e; i++)
  347. if (w[i-1]>m) mi=i ,m=w[i-1];
  348. return mi-s+1;
  349. }
  350. static integer smaxloc_(float *w, integer s, integer e, integer *n)
  351. {
  352. float m; integer i, mi;
  353. for(m=w[s-1], mi=s, i=s+1; i<=e; i++)
  354. if (w[i-1]>m) mi=i ,m=w[i-1];
  355. return mi-s+1;
  356. }
  357. static inline void cdotc_(complex *z, integer *n_, complex *x, integer *incx_, complex *y, integer *incy_) {
  358. integer n = *n_, incx = *incx_, incy = *incy_, i;
  359. #ifdef _MSC_VER
  360. _Fcomplex zdotc = {0.0, 0.0};
  361. if (incx == 1 && incy == 1) {
  362. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  363. zdotc._Val[0] += conjf(Cf(&x[i]))._Val[0] * Cf(&y[i])._Val[0];
  364. zdotc._Val[1] += conjf(Cf(&x[i]))._Val[1] * Cf(&y[i])._Val[1];
  365. }
  366. } else {
  367. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  368. zdotc._Val[0] += conjf(Cf(&x[i*incx]))._Val[0] * Cf(&y[i*incy])._Val[0];
  369. zdotc._Val[1] += conjf(Cf(&x[i*incx]))._Val[1] * Cf(&y[i*incy])._Val[1];
  370. }
  371. }
  372. pCf(z) = zdotc;
  373. }
  374. #else
  375. _Complex float zdotc = 0.0;
  376. if (incx == 1 && incy == 1) {
  377. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  378. zdotc += conjf(Cf(&x[i])) * Cf(&y[i]);
  379. }
  380. } else {
  381. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  382. zdotc += conjf(Cf(&x[i*incx])) * Cf(&y[i*incy]);
  383. }
  384. }
  385. pCf(z) = zdotc;
  386. }
  387. #endif
  388. static inline void zdotc_(doublecomplex *z, integer *n_, doublecomplex *x, integer *incx_, doublecomplex *y, integer *incy_) {
  389. integer n = *n_, incx = *incx_, incy = *incy_, i;
  390. #ifdef _MSC_VER
  391. _Dcomplex zdotc = {0.0, 0.0};
  392. if (incx == 1 && incy == 1) {
  393. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  394. zdotc._Val[0] += conj(Cd(&x[i]))._Val[0] * Cd(&y[i])._Val[0];
  395. zdotc._Val[1] += conj(Cd(&x[i]))._Val[1] * Cd(&y[i])._Val[1];
  396. }
  397. } else {
  398. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  399. zdotc._Val[0] += conj(Cd(&x[i*incx]))._Val[0] * Cd(&y[i*incy])._Val[0];
  400. zdotc._Val[1] += conj(Cd(&x[i*incx]))._Val[1] * Cd(&y[i*incy])._Val[1];
  401. }
  402. }
  403. pCd(z) = zdotc;
  404. }
  405. #else
  406. _Complex double zdotc = 0.0;
  407. if (incx == 1 && incy == 1) {
  408. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  409. zdotc += conj(Cd(&x[i])) * Cd(&y[i]);
  410. }
  411. } else {
  412. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  413. zdotc += conj(Cd(&x[i*incx])) * Cd(&y[i*incy]);
  414. }
  415. }
  416. pCd(z) = zdotc;
  417. }
  418. #endif
  419. static inline void cdotu_(complex *z, integer *n_, complex *x, integer *incx_, complex *y, integer *incy_) {
  420. integer n = *n_, incx = *incx_, incy = *incy_, i;
  421. #ifdef _MSC_VER
  422. _Fcomplex zdotc = {0.0, 0.0};
  423. if (incx == 1 && incy == 1) {
  424. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  425. zdotc._Val[0] += Cf(&x[i])._Val[0] * Cf(&y[i])._Val[0];
  426. zdotc._Val[1] += Cf(&x[i])._Val[1] * Cf(&y[i])._Val[1];
  427. }
  428. } else {
  429. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  430. zdotc._Val[0] += Cf(&x[i*incx])._Val[0] * Cf(&y[i*incy])._Val[0];
  431. zdotc._Val[1] += Cf(&x[i*incx])._Val[1] * Cf(&y[i*incy])._Val[1];
  432. }
  433. }
  434. pCf(z) = zdotc;
  435. }
  436. #else
  437. _Complex float zdotc = 0.0;
  438. if (incx == 1 && incy == 1) {
  439. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  440. zdotc += Cf(&x[i]) * Cf(&y[i]);
  441. }
  442. } else {
  443. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  444. zdotc += Cf(&x[i*incx]) * Cf(&y[i*incy]);
  445. }
  446. }
  447. pCf(z) = zdotc;
  448. }
  449. #endif
  450. static inline void zdotu_(doublecomplex *z, integer *n_, doublecomplex *x, integer *incx_, doublecomplex *y, integer *incy_) {
  451. integer n = *n_, incx = *incx_, incy = *incy_, i;
  452. #ifdef _MSC_VER
  453. _Dcomplex zdotc = {0.0, 0.0};
  454. if (incx == 1 && incy == 1) {
  455. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  456. zdotc._Val[0] += Cd(&x[i])._Val[0] * Cd(&y[i])._Val[0];
  457. zdotc._Val[1] += Cd(&x[i])._Val[1] * Cd(&y[i])._Val[1];
  458. }
  459. } else {
  460. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  461. zdotc._Val[0] += Cd(&x[i*incx])._Val[0] * Cd(&y[i*incy])._Val[0];
  462. zdotc._Val[1] += Cd(&x[i*incx])._Val[1] * Cd(&y[i*incy])._Val[1];
  463. }
  464. }
  465. pCd(z) = zdotc;
  466. }
  467. #else
  468. _Complex double zdotc = 0.0;
  469. if (incx == 1 && incy == 1) {
  470. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  471. zdotc += Cd(&x[i]) * Cd(&y[i]);
  472. }
  473. } else {
  474. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  475. zdotc += Cd(&x[i*incx]) * Cd(&y[i*incy]);
  476. }
  477. }
  478. pCd(z) = zdotc;
  479. }
  480. #endif
  481. /* -- translated by f2c (version 20000121).
  482. You must link the resulting object file with the libraries:
  483. -lf2c -lm (in that order)
  484. */
  485. /* -- translated by f2c (version 20000121).
  486. You must link the resulting object file with the libraries:
  487. -lf2c -lm (in that order)
  488. */
  489. /* Table of constant values */
  490. static integer c_n1 = -1;
  491. static integer c__1 = 1;
  492. static integer c__0 = 0;
  493. static integer c__2 = 2;
  494. /* Subroutine */ int dgedmd_(char *jobs, char *jobz, char *jobr, char *jobf,
  495. integer *whtsvd, integer *m, integer *n, doublereal *x, integer *ldx,
  496. doublereal *y, integer *ldy, integer *nrnk, doublereal *tol, integer *
  497. k, doublereal *reig, doublereal *imeig, doublereal *z__, integer *ldz,
  498. doublereal *res, doublereal *b, integer *ldb, doublereal *w, integer
  499. *ldw, doublereal *s, integer *lds, doublereal *work, integer *lwork,
  500. integer *iwork, integer *liwork, integer *info)
  501. {
  502. /* System generated locals */
  503. integer x_dim1, x_offset, y_dim1, y_offset, z_dim1, z_offset, b_dim1,
  504. b_offset, w_dim1, w_offset, s_dim1, s_offset, i__1, i__2;
  505. doublereal d__1, d__2;
  506. /* Local variables */
  507. doublereal zero, ssum;
  508. integer info1, info2;
  509. extern doublereal dnrm2_(integer *, doublereal *, integer *);
  510. doublereal xscl1, xscl2;
  511. integer i__, j;
  512. extern /* Subroutine */ int dscal_(integer *, doublereal *, doublereal *,
  513. integer *);
  514. doublereal scale;
  515. extern /* Subroutine */ int dgemm_(char *, char *, integer *, integer *,
  516. integer *, doublereal *, doublereal *, integer *, doublereal *,
  517. integer *, doublereal *, doublereal *, integer *),
  518. dgeev_(char *, char *, integer *, doublereal *, integer *,
  519. doublereal *, doublereal *, doublereal *, integer *, doublereal *,
  520. integer *, doublereal *, integer *, integer *);
  521. extern logical lsame_(char *, char *);
  522. logical badxy;
  523. doublereal small;
  524. char jobzl[1];
  525. extern /* Subroutine */ int daxpy_(integer *, doublereal *, doublereal *,
  526. integer *, doublereal *, integer *);
  527. logical wntex;
  528. doublereal ab[4] /* was [2][2] */;
  529. extern doublereal dlamch_(char *), dlange_(char *, integer *,
  530. integer *, doublereal *, integer *, doublereal *);
  531. extern /* Subroutine */ int dgesdd_(char *, integer *, integer *,
  532. doublereal *, integer *, doublereal *, doublereal *, integer *,
  533. doublereal *, integer *, doublereal *, integer *, integer *,
  534. integer *), dlascl_(char *, integer *, integer *,
  535. doublereal *, doublereal *, integer *, integer *, doublereal *,
  536. integer *, integer *);
  537. extern integer idamax_(integer *, doublereal *, integer *);
  538. extern logical disnan_(doublereal *);
  539. extern /* Subroutine */ int dgesvd_(char *, char *, integer *, integer *,
  540. doublereal *, integer *, doublereal *, doublereal *, integer *,
  541. doublereal *, integer *, doublereal *, integer *, integer *), dlacpy_(char *, integer *, integer *, doublereal
  542. *, integer *, doublereal *, integer *), xerbla_(char *,
  543. integer *);
  544. char t_or_n__[1];
  545. extern /* Subroutine */ int dgejsv_(char *, char *, char *, char *, char *
  546. , char *, integer *, integer *, doublereal *, integer *,
  547. doublereal *, doublereal *, integer *, doublereal *, integer *,
  548. doublereal *, integer *, integer *, integer *), dlassq_(integer *, doublereal *,
  549. integer *, doublereal *, doublereal *);
  550. logical sccolx, sccoly;
  551. integer lwrsdd, mwrsdd, iminwr;
  552. logical wntref, wntvec;
  553. doublereal rootsc;
  554. integer lwrkev, mlwork, mwrkev, numrnk, olwork;
  555. doublereal rdummy[2];
  556. integer lwrsvd, mwrsvd;
  557. logical lquery, wntres;
  558. char jsvopt[1];
  559. extern /* Subroutine */ int mecago_();
  560. integer mwrsvj, lwrsvq, mwrsvq;
  561. doublereal rdummy2[2], ofl, one;
  562. extern /* Subroutine */ int dgesvdq_(char *, char *, char *, char *, char
  563. *, integer *, integer *, doublereal *, integer *, doublereal *,
  564. doublereal *, integer *, doublereal *, integer *, integer *,
  565. integer *, integer *, doublereal *, integer *, doublereal *,
  566. integer *, integer *);
  567. /* March 2023 */
  568. /* ..... */
  569. /* USE iso_fortran_env */
  570. /* INTEGER, PARAMETER :: WP = real64 */
  571. /* ..... */
  572. /* Scalar arguments */
  573. /* Array arguments */
  574. /* ............................................................ */
  575. /* Purpose */
  576. /* ======= */
  577. /* DGEDMD computes the Dynamic Mode Decomposition (DMD) for */
  578. /* a pair of data snapshot matrices. For the input matrices */
  579. /* X and Y such that Y = A*X with an unaccessible matrix */
  580. /* A, DGEDMD computes a certain number of Ritz pairs of A using */
  581. /* the standard Rayleigh-Ritz extraction from a subspace of */
  582. /* range(X) that is determined using the leading left singular */
  583. /* vectors of X. Optionally, DGEDMD returns the residuals */
  584. /* of the computed Ritz pairs, the information needed for */
  585. /* a refinement of the Ritz vectors, or the eigenvectors of */
  586. /* the Exact DMD. */
  587. /* For further details see the references listed */
  588. /* below. For more details of the implementation see [3]. */
  589. /* References */
  590. /* ========== */
  591. /* [1] P. Schmid: Dynamic mode decomposition of numerical */
  592. /* and experimental data, */
  593. /* Journal of Fluid Mechanics 656, 5-28, 2010. */
  594. /* [2] Z. Drmac, I. Mezic, R. Mohr: Data driven modal */
  595. /* decompositions: analysis and enhancements, */
  596. /* SIAM J. on Sci. Comp. 40 (4), A2253-A2285, 2018. */
  597. /* [3] Z. Drmac: A LAPACK implementation of the Dynamic */
  598. /* Mode Decomposition I. Technical report. AIMDyn Inc. */
  599. /* and LAPACK Working Note 298. */
  600. /* [4] J. Tu, C. W. Rowley, D. M. Luchtenburg, S. L. */
  601. /* Brunton, N. Kutz: On Dynamic Mode Decomposition: */
  602. /* Theory and Applications, Journal of Computational */
  603. /* Dynamics 1(2), 391 -421, 2014. */
  604. /* ...................................................................... */
  605. /* Developed and supported by: */
  606. /* =========================== */
  607. /* Developed and coded by Zlatko Drmac, Faculty of Science, */
  608. /* University of Zagreb; drmac@math.hr */
  609. /* In cooperation with */
  610. /* AIMdyn Inc., Santa Barbara, CA. */
  611. /* and supported by */
  612. /* - DARPA SBIR project "Koopman Operator-Based Forecasting */
  613. /* for Nonstationary Processes from Near-Term, Limited */
  614. /* Observational Data" Contract No: W31P4Q-21-C-0007 */
  615. /* - DARPA PAI project "Physics-Informed Machine Learning */
  616. /* Methodologies" Contract No: HR0011-18-9-0033 */
  617. /* - DARPA MoDyL project "A Data-Driven, Operator-Theoretic */
  618. /* Framework for Space-Time Analysis of Process Dynamics" */
  619. /* Contract No: HR0011-16-C-0116 */
  620. /* Any opinions, findings and conclusions or recommendations */
  621. /* expressed in this material are those of the author and */
  622. /* do not necessarily reflect the views of the DARPA SBIR */
  623. /* Program Office */
  624. /* ============================================================ */
  625. /* Distribution Statement A: */
  626. /* Approved for Public Release, Distribution Unlimited. */
  627. /* Cleared by DARPA on September 29, 2022 */
  628. /* ============================================================ */
  629. /* ............................................................ */
  630. /* Arguments */
  631. /* ========= */
  632. /* JOBS (input) CHARACTER*1 */
  633. /* Determines whether the initial data snapshots are scaled */
  634. /* by a diagonal matrix. */
  635. /* 'S' :: The data snapshots matrices X and Y are multiplied */
  636. /* with a diagonal matrix D so that X*D has unit */
  637. /* nonzero columns (in the Euclidean 2-norm) */
  638. /* 'C' :: The snapshots are scaled as with the 'S' option. */
  639. /* If it is found that an i-th column of X is zero */
  640. /* vector and the corresponding i-th column of Y is */
  641. /* non-zero, then the i-th column of Y is set to */
  642. /* zero and a warning flag is raised. */
  643. /* 'Y' :: The data snapshots matrices X and Y are multiplied */
  644. /* by a diagonal matrix D so that Y*D has unit */
  645. /* nonzero columns (in the Euclidean 2-norm) */
  646. /* 'N' :: No data scaling. */
  647. /* ..... */
  648. /* JOBZ (input) CHARACTER*1 */
  649. /* Determines whether the eigenvectors (Koopman modes) will */
  650. /* be computed. */
  651. /* 'V' :: The eigenvectors (Koopman modes) will be computed */
  652. /* and returned in the matrix Z. */
  653. /* See the description of Z. */
  654. /* 'F' :: The eigenvectors (Koopman modes) will be returned */
  655. /* in factored form as the product X(:,1:K)*W, where X */
  656. /* contains a POD basis (leading left singular vectors */
  657. /* of the data matrix X) and W contains the eigenvectors */
  658. /* of the corresponding Rayleigh quotient. */
  659. /* See the descriptions of K, X, W, Z. */
  660. /* 'N' :: The eigenvectors are not computed. */
  661. /* ..... */
  662. /* JOBR (input) CHARACTER*1 */
  663. /* Determines whether to compute the residuals. */
  664. /* 'R' :: The residuals for the computed eigenpairs will be */
  665. /* computed and stored in the array RES. */
  666. /* See the description of RES. */
  667. /* For this option to be legal, JOBZ must be 'V'. */
  668. /* 'N' :: The residuals are not computed. */
  669. /* ..... */
  670. /* JOBF (input) CHARACTER*1 */
  671. /* Specifies whether to store information needed for post- */
  672. /* processing (e.g. computing refined Ritz vectors) */
  673. /* 'R' :: The matrix needed for the refinement of the Ritz */
  674. /* vectors is computed and stored in the array B. */
  675. /* See the description of B. */
  676. /* 'E' :: The unscaled eigenvectors of the Exact DMD are */
  677. /* computed and returned in the array B. See the */
  678. /* description of B. */
  679. /* 'N' :: No eigenvector refinement data is computed. */
  680. /* ..... */
  681. /* WHTSVD (input) INTEGER, WHSTVD in { 1, 2, 3, 4 } */
  682. /* Allows for a selection of the SVD algorithm from the */
  683. /* LAPACK library. */
  684. /* 1 :: DGESVD (the QR SVD algorithm) */
  685. /* 2 :: DGESDD (the Divide and Conquer algorithm; if enough */
  686. /* workspace available, this is the fastest option) */
  687. /* 3 :: DGESVDQ (the preconditioned QR SVD ; this and 4 */
  688. /* are the most accurate options) */
  689. /* 4 :: DGEJSV (the preconditioned Jacobi SVD; this and 3 */
  690. /* are the most accurate options) */
  691. /* For the four methods above, a significant difference in */
  692. /* the accuracy of small singular values is possible if */
  693. /* the snapshots vary in norm so that X is severely */
  694. /* ill-conditioned. If small (smaller than EPS*||X||) */
  695. /* singular values are of interest and JOBS=='N', then */
  696. /* the options (3, 4) give the most accurate results, where */
  697. /* the option 4 is slightly better and with stronger */
  698. /* theoretical background. */
  699. /* If JOBS=='S', i.e. the columns of X will be normalized, */
  700. /* then all methods give nearly equally accurate results. */
  701. /* ..... */
  702. /* M (input) INTEGER, M>= 0 */
  703. /* The state space dimension (the row dimension of X, Y). */
  704. /* ..... */
  705. /* N (input) INTEGER, 0 <= N <= M */
  706. /* The number of data snapshot pairs */
  707. /* (the number of columns of X and Y). */
  708. /* ..... */
  709. /* X (input/output) REAL(KIND=WP) M-by-N array */
  710. /* > On entry, X contains the data snapshot matrix X. It is */
  711. /* assumed that the column norms of X are in the range of */
  712. /* the normalized floating point numbers. */
  713. /* < On exit, the leading K columns of X contain a POD basis, */
  714. /* i.e. the leading K left singular vectors of the input */
  715. /* data matrix X, U(:,1:K). All N columns of X contain all */
  716. /* left singular vectors of the input matrix X. */
  717. /* See the descriptions of K, Z and W. */
  718. /* ..... */
  719. /* LDX (input) INTEGER, LDX >= M */
  720. /* The leading dimension of the array X. */
  721. /* ..... */
  722. /* Y (input/workspace/output) REAL(KIND=WP) M-by-N array */
  723. /* > On entry, Y contains the data snapshot matrix Y */
  724. /* < On exit, */
  725. /* If JOBR == 'R', the leading K columns of Y contain */
  726. /* the residual vectors for the computed Ritz pairs. */
  727. /* See the description of RES. */
  728. /* If JOBR == 'N', Y contains the original input data, */
  729. /* scaled according to the value of JOBS. */
  730. /* ..... */
  731. /* LDY (input) INTEGER , LDY >= M */
  732. /* The leading dimension of the array Y. */
  733. /* ..... */
  734. /* NRNK (input) INTEGER */
  735. /* Determines the mode how to compute the numerical rank, */
  736. /* i.e. how to truncate small singular values of the input */
  737. /* matrix X. On input, if */
  738. /* NRNK = -1 :: i-th singular value sigma(i) is truncated */
  739. /* if sigma(i) <= TOL*sigma(1). */
  740. /* This option is recommended. */
  741. /* NRNK = -2 :: i-th singular value sigma(i) is truncated */
  742. /* if sigma(i) <= TOL*sigma(i-1) */
  743. /* This option is included for R&D purposes. */
  744. /* It requires highly accurate SVD, which */
  745. /* may not be feasible. */
  746. /* The numerical rank can be enforced by using positive */
  747. /* value of NRNK as follows: */
  748. /* 0 < NRNK <= N :: at most NRNK largest singular values */
  749. /* will be used. If the number of the computed nonzero */
  750. /* singular values is less than NRNK, then only those */
  751. /* nonzero values will be used and the actually used */
  752. /* dimension is less than NRNK. The actual number of */
  753. /* the nonzero singular values is returned in the variable */
  754. /* K. See the descriptions of TOL and K. */
  755. /* ..... */
  756. /* TOL (input) REAL(KIND=WP), 0 <= TOL < 1 */
  757. /* The tolerance for truncating small singular values. */
  758. /* See the description of NRNK. */
  759. /* ..... */
  760. /* K (output) INTEGER, 0 <= K <= N */
  761. /* The dimension of the POD basis for the data snapshot */
  762. /* matrix X and the number of the computed Ritz pairs. */
  763. /* The value of K is determined according to the rule set */
  764. /* by the parameters NRNK and TOL. */
  765. /* See the descriptions of NRNK and TOL. */
  766. /* ..... */
  767. /* REIG (output) REAL(KIND=WP) N-by-1 array */
  768. /* The leading K (K<=N) entries of REIG contain */
  769. /* the real parts of the computed eigenvalues */
  770. /* REIG(1:K) + sqrt(-1)*IMEIG(1:K). */
  771. /* See the descriptions of K, IMEIG, and Z. */
  772. /* ..... */
  773. /* IMEIG (output) REAL(KIND=WP) N-by-1 array */
  774. /* The leading K (K<=N) entries of IMEIG contain */
  775. /* the imaginary parts of the computed eigenvalues */
  776. /* REIG(1:K) + sqrt(-1)*IMEIG(1:K). */
  777. /* The eigenvalues are determined as follows: */
  778. /* If IMEIG(i) == 0, then the corresponding eigenvalue is */
  779. /* real, LAMBDA(i) = REIG(i). */
  780. /* If IMEIG(i)>0, then the corresponding complex */
  781. /* conjugate pair of eigenvalues reads */
  782. /* LAMBDA(i) = REIG(i) + sqrt(-1)*IMAG(i) */
  783. /* LAMBDA(i+1) = REIG(i) - sqrt(-1)*IMAG(i) */
  784. /* That is, complex conjugate pairs have consecutive */
  785. /* indices (i,i+1), with the positive imaginary part */
  786. /* listed first. */
  787. /* See the descriptions of K, REIG, and Z. */
  788. /* ..... */
  789. /* Z (workspace/output) REAL(KIND=WP) M-by-N array */
  790. /* If JOBZ =='V' then */
  791. /* Z contains real Ritz vectors as follows: */
  792. /* If IMEIG(i)=0, then Z(:,i) is an eigenvector of */
  793. /* the i-th Ritz value; ||Z(:,i)||_2=1. */
  794. /* If IMEIG(i) > 0 (and IMEIG(i+1) < 0) then */
  795. /* [Z(:,i) Z(:,i+1)] span an invariant subspace and */
  796. /* the Ritz values extracted from this subspace are */
  797. /* REIG(i) + sqrt(-1)*IMEIG(i) and */
  798. /* REIG(i) - sqrt(-1)*IMEIG(i). */
  799. /* The corresponding eigenvectors are */
  800. /* Z(:,i) + sqrt(-1)*Z(:,i+1) and */
  801. /* Z(:,i) - sqrt(-1)*Z(:,i+1), respectively. */
  802. /* || Z(:,i:i+1)||_F = 1. */
  803. /* If JOBZ == 'F', then the above descriptions hold for */
  804. /* the columns of X(:,1:K)*W(1:K,1:K), where the columns */
  805. /* of W(1:k,1:K) are the computed eigenvectors of the */
  806. /* K-by-K Rayleigh quotient. The columns of W(1:K,1:K) */
  807. /* are similarly structured: If IMEIG(i) == 0 then */
  808. /* X(:,1:K)*W(:,i) is an eigenvector, and if IMEIG(i)>0 */
  809. /* then X(:,1:K)*W(:,i)+sqrt(-1)*X(:,1:K)*W(:,i+1) and */
  810. /* X(:,1:K)*W(:,i)-sqrt(-1)*X(:,1:K)*W(:,i+1) */
  811. /* are the eigenvectors of LAMBDA(i), LAMBDA(i+1). */
  812. /* See the descriptions of REIG, IMEIG, X and W. */
  813. /* ..... */
  814. /* LDZ (input) INTEGER , LDZ >= M */
  815. /* The leading dimension of the array Z. */
  816. /* ..... */
  817. /* RES (output) REAL(KIND=WP) N-by-1 array */
  818. /* RES(1:K) contains the residuals for the K computed */
  819. /* Ritz pairs. */
  820. /* If LAMBDA(i) is real, then */
  821. /* RES(i) = || A * Z(:,i) - LAMBDA(i)*Z(:,i))||_2. */
  822. /* If [LAMBDA(i), LAMBDA(i+1)] is a complex conjugate pair */
  823. /* then */
  824. /* RES(i)=RES(i+1) = || A * Z(:,i:i+1) - Z(:,i:i+1) *B||_F */
  825. /* where B = [ real(LAMBDA(i)) imag(LAMBDA(i)) ] */
  826. /* [-imag(LAMBDA(i)) real(LAMBDA(i)) ]. */
  827. /* It holds that */
  828. /* RES(i) = || A*ZC(:,i) - LAMBDA(i) *ZC(:,i) ||_2 */
  829. /* RES(i+1) = || A*ZC(:,i+1) - LAMBDA(i+1)*ZC(:,i+1) ||_2 */
  830. /* where ZC(:,i) = Z(:,i) + sqrt(-1)*Z(:,i+1) */
  831. /* ZC(:,i+1) = Z(:,i) - sqrt(-1)*Z(:,i+1) */
  832. /* See the description of REIG, IMEIG and Z. */
  833. /* ..... */
  834. /* B (output) REAL(KIND=WP) M-by-N array. */
  835. /* IF JOBF =='R', B(1:M,1:K) contains A*U(:,1:K), and can */
  836. /* be used for computing the refined vectors; see further */
  837. /* details in the provided references. */
  838. /* If JOBF == 'E', B(1:M,1;K) contains */
  839. /* A*U(:,1:K)*W(1:K,1:K), which are the vectors from the */
  840. /* Exact DMD, up to scaling by the inverse eigenvalues. */
  841. /* If JOBF =='N', then B is not referenced. */
  842. /* See the descriptions of X, W, K. */
  843. /* ..... */
  844. /* LDB (input) INTEGER, LDB >= M */
  845. /* The leading dimension of the array B. */
  846. /* ..... */
  847. /* W (workspace/output) REAL(KIND=WP) N-by-N array */
  848. /* On exit, W(1:K,1:K) contains the K computed */
  849. /* eigenvectors of the matrix Rayleigh quotient (real and */
  850. /* imaginary parts for each complex conjugate pair of the */
  851. /* eigenvalues). The Ritz vectors (returned in Z) are the */
  852. /* product of X (containing a POD basis for the input */
  853. /* matrix X) and W. See the descriptions of K, S, X and Z. */
  854. /* W is also used as a workspace to temporarily store the */
  855. /* right singular vectors of X. */
  856. /* ..... */
  857. /* LDW (input) INTEGER, LDW >= N */
  858. /* The leading dimension of the array W. */
  859. /* ..... */
  860. /* S (workspace/output) REAL(KIND=WP) N-by-N array */
  861. /* The array S(1:K,1:K) is used for the matrix Rayleigh */
  862. /* quotient. This content is overwritten during */
  863. /* the eigenvalue decomposition by DGEEV. */
  864. /* See the description of K. */
  865. /* ..... */
  866. /* LDS (input) INTEGER, LDS >= N */
  867. /* The leading dimension of the array S. */
  868. /* ..... */
  869. /* WORK (workspace/output) REAL(KIND=WP) LWORK-by-1 array */
  870. /* On exit, WORK(1:N) contains the singular values of */
  871. /* X (for JOBS=='N') or column scaled X (JOBS=='S', 'C'). */
  872. /* If WHTSVD==4, then WORK(N+1) and WORK(N+2) contain */
  873. /* scaling factor WORK(N+2)/WORK(N+1) used to scale X */
  874. /* and Y to avoid overflow in the SVD of X. */
  875. /* This may be of interest if the scaling option is off */
  876. /* and as many as possible smallest eigenvalues are */
  877. /* desired to the highest feasible accuracy. */
  878. /* If the call to DGEDMD is only workspace query, then */
  879. /* WORK(1) contains the minimal workspace length and */
  880. /* WORK(2) is the optimal workspace length. Hence, the */
  881. /* leng of work is at least 2. */
  882. /* See the description of LWORK. */
  883. /* ..... */
  884. /* LWORK (input) INTEGER */
  885. /* The minimal length of the workspace vector WORK. */
  886. /* LWORK is calculated as follows: */
  887. /* If WHTSVD == 1 :: */
  888. /* If JOBZ == 'V', then */
  889. /* LWORK >= MAX(2, N + LWORK_SVD, N+MAX(1,4*N)). */
  890. /* If JOBZ == 'N' then */
  891. /* LWORK >= MAX(2, N + LWORK_SVD, N+MAX(1,3*N)). */
  892. /* Here LWORK_SVD = MAX(1,3*N+M,5*N) is the minimal */
  893. /* workspace length of DGESVD. */
  894. /* If WHTSVD == 2 :: */
  895. /* If JOBZ == 'V', then */
  896. /* LWORK >= MAX(2, N + LWORK_SVD, N+MAX(1,4*N)) */
  897. /* If JOBZ == 'N', then */
  898. /* LWORK >= MAX(2, N + LWORK_SVD, N+MAX(1,3*N)) */
  899. /* Here LWORK_SVD = MAX(M, 5*N*N+4*N)+3*N*N is the */
  900. /* minimal workspace length of DGESDD. */
  901. /* If WHTSVD == 3 :: */
  902. /* If JOBZ == 'V', then */
  903. /* LWORK >= MAX(2, N+LWORK_SVD,N+MAX(1,4*N)) */
  904. /* If JOBZ == 'N', then */
  905. /* LWORK >= MAX(2, N+LWORK_SVD,N+MAX(1,3*N)) */
  906. /* Here LWORK_SVD = N+M+MAX(3*N+1, */
  907. /* MAX(1,3*N+M,5*N),MAX(1,N)) */
  908. /* is the minimal workspace length of DGESVDQ. */
  909. /* If WHTSVD == 4 :: */
  910. /* If JOBZ == 'V', then */
  911. /* LWORK >= MAX(2, N+LWORK_SVD,N+MAX(1,4*N)) */
  912. /* If JOBZ == 'N', then */
  913. /* LWORK >= MAX(2, N+LWORK_SVD,N+MAX(1,3*N)) */
  914. /* Here LWORK_SVD = MAX(7,2*M+N,6*N+2*N*N) is the */
  915. /* minimal workspace length of DGEJSV. */
  916. /* The above expressions are not simplified in order to */
  917. /* make the usage of WORK more transparent, and for */
  918. /* easier checking. In any case, LWORK >= 2. */
  919. /* If on entry LWORK = -1, then a workspace query is */
  920. /* assumed and the procedure only computes the minimal */
  921. /* and the optimal workspace lengths for both WORK and */
  922. /* IWORK. See the descriptions of WORK and IWORK. */
  923. /* ..... */
  924. /* IWORK (workspace/output) INTEGER LIWORK-by-1 array */
  925. /* Workspace that is required only if WHTSVD equals */
  926. /* 2 , 3 or 4. (See the description of WHTSVD). */
  927. /* If on entry LWORK =-1 or LIWORK=-1, then the */
  928. /* minimal length of IWORK is computed and returned in */
  929. /* IWORK(1). See the description of LIWORK. */
  930. /* ..... */
  931. /* LIWORK (input) INTEGER */
  932. /* The minimal length of the workspace vector IWORK. */
  933. /* If WHTSVD == 1, then only IWORK(1) is used; LIWORK >=1 */
  934. /* If WHTSVD == 2, then LIWORK >= MAX(1,8*MIN(M,N)) */
  935. /* If WHTSVD == 3, then LIWORK >= MAX(1,M+N-1) */
  936. /* If WHTSVD == 4, then LIWORK >= MAX(3,M+3*N) */
  937. /* If on entry LIWORK = -1, then a workspace query is */
  938. /* assumed and the procedure only computes the minimal */
  939. /* and the optimal workspace lengths for both WORK and */
  940. /* IWORK. See the descriptions of WORK and IWORK. */
  941. /* ..... */
  942. /* INFO (output) INTEGER */
  943. /* -i < 0 :: On entry, the i-th argument had an */
  944. /* illegal value */
  945. /* = 0 :: Successful return. */
  946. /* = 1 :: Void input. Quick exit (M=0 or N=0). */
  947. /* = 2 :: The SVD computation of X did not converge. */
  948. /* Suggestion: Check the input data and/or */
  949. /* repeat with different WHTSVD. */
  950. /* = 3 :: The computation of the eigenvalues did not */
  951. /* converge. */
  952. /* = 4 :: If data scaling was requested on input and */
  953. /* the procedure found inconsistency in the data */
  954. /* such that for some column index i, */
  955. /* X(:,i) = 0 but Y(:,i) /= 0, then Y(:,i) is set */
  956. /* to zero if JOBS=='C'. The computation proceeds */
  957. /* with original or modified data and warning */
  958. /* flag is set with INFO=4. */
  959. /* ............................................................. */
  960. /* ............................................................. */
  961. /* Parameters */
  962. /* ~~~~~~~~~~ */
  963. /* Local scalars */
  964. /* ~~~~~~~~~~~~~ */
  965. /* Local arrays */
  966. /* ~~~~~~~~~~~~ */
  967. /* External functions (BLAS and LAPACK) */
  968. /* ~~~~~~~~~~~~~~~~~ */
  969. /* External subroutines (BLAS and LAPACK) */
  970. /* ~~~~~~~~~~~~~~~~~~~~ */
  971. /* Intrinsic functions */
  972. /* ~~~~~~~~~~~~~~~~~~~ */
  973. /* ............................................................ */
  974. /* Parameter adjustments */
  975. x_dim1 = *ldx;
  976. x_offset = 1 + x_dim1 * 1;
  977. x -= x_offset;
  978. y_dim1 = *ldy;
  979. y_offset = 1 + y_dim1 * 1;
  980. y -= y_offset;
  981. --reig;
  982. --imeig;
  983. z_dim1 = *ldz;
  984. z_offset = 1 + z_dim1 * 1;
  985. z__ -= z_offset;
  986. --res;
  987. b_dim1 = *ldb;
  988. b_offset = 1 + b_dim1 * 1;
  989. b -= b_offset;
  990. w_dim1 = *ldw;
  991. w_offset = 1 + w_dim1 * 1;
  992. w -= w_offset;
  993. s_dim1 = *lds;
  994. s_offset = 1 + s_dim1 * 1;
  995. s -= s_offset;
  996. --work;
  997. --iwork;
  998. /* Function Body */
  999. one = 1.f;
  1000. zero = 0.f;
  1001. /* Test the input arguments */
  1002. wntres = lsame_(jobr, "R");
  1003. sccolx = lsame_(jobs, "S") || lsame_(jobs, "C");
  1004. sccoly = lsame_(jobs, "Y");
  1005. wntvec = lsame_(jobz, "V");
  1006. wntref = lsame_(jobf, "R");
  1007. wntex = lsame_(jobf, "E");
  1008. *info = 0;
  1009. lquery = *lwork == -1 || *liwork == -1;
  1010. if (! (sccolx || sccoly || lsame_(jobs, "N"))) {
  1011. *info = -1;
  1012. } else if (! (wntvec || lsame_(jobz, "N") || lsame_(
  1013. jobz, "F"))) {
  1014. *info = -2;
  1015. } else if (! (wntres || lsame_(jobr, "N")) ||
  1016. wntres && ! wntvec) {
  1017. *info = -3;
  1018. } else if (! (wntref || wntex || lsame_(jobf, "N")))
  1019. {
  1020. *info = -4;
  1021. } else if (! (*whtsvd == 1 || *whtsvd == 2 || *whtsvd == 3 || *whtsvd ==
  1022. 4)) {
  1023. *info = -5;
  1024. } else if (*m < 0) {
  1025. *info = -6;
  1026. } else if (*n < 0 || *n > *m) {
  1027. *info = -7;
  1028. } else if (*ldx < *m) {
  1029. *info = -9;
  1030. } else if (*ldy < *m) {
  1031. *info = -11;
  1032. } else if (! (*nrnk == -2 || *nrnk == -1 || *nrnk >= 1 && *nrnk <= *n)) {
  1033. *info = -12;
  1034. } else if (*tol < zero || *tol >= one) {
  1035. *info = -13;
  1036. } else if (*ldz < *m) {
  1037. *info = -18;
  1038. } else if ((wntref || wntex) && *ldb < *m) {
  1039. *info = -21;
  1040. } else if (*ldw < *n) {
  1041. *info = -23;
  1042. } else if (*lds < *n) {
  1043. *info = -25;
  1044. }
  1045. if (*info == 0) {
  1046. /* Compute the minimal and the optimal workspace */
  1047. /* requirements. Simulate running the code and */
  1048. /* determine minimal and optimal sizes of the */
  1049. /* workspace at any moment of the run. */
  1050. if (*n == 0) {
  1051. /* Quick return. All output except K is void. */
  1052. /* INFO=1 signals the void input. */
  1053. /* In case of a workspace query, the default */
  1054. /* minimal workspace lengths are returned. */
  1055. if (lquery) {
  1056. iwork[1] = 1;
  1057. work[1] = 2.;
  1058. work[2] = 2.;
  1059. } else {
  1060. *k = 0;
  1061. }
  1062. *info = 1;
  1063. return 0;
  1064. }
  1065. mlwork = f2cmax(2,*n);
  1066. olwork = f2cmax(2,*n);
  1067. iminwr = 1;
  1068. /* SELECT CASE ( WHTSVD ) */
  1069. if (*whtsvd == 1) {
  1070. /* The following is specified as the minimal */
  1071. /* length of WORK in the definition of DGESVD: */
  1072. /* MWRSVD = MAX(1,3*MIN(M,N)+MAX(M,N),5*MIN(M,N)) */
  1073. /* Computing MAX */
  1074. i__1 = 1, i__2 = f2cmin(*m,*n) * 3 + f2cmax(*m,*n), i__1 = f2cmax(i__1,
  1075. i__2), i__2 = f2cmin(*m,*n) * 5;
  1076. mwrsvd = f2cmax(i__1,i__2);
  1077. /* Computing MAX */
  1078. i__1 = mlwork, i__2 = *n + mwrsvd;
  1079. mlwork = f2cmax(i__1,i__2);
  1080. if (lquery) {
  1081. dgesvd_("O", "S", m, n, &x[x_offset], ldx, &work[1], &b[
  1082. b_offset], ldb, &w[w_offset], ldw, rdummy, &c_n1, &
  1083. info1);
  1084. /* Computing MAX */
  1085. i__1 = mwrsvd, i__2 = (integer) rdummy[0];
  1086. lwrsvd = f2cmax(i__1,i__2);
  1087. /* Computing MAX */
  1088. i__1 = olwork, i__2 = *n + lwrsvd;
  1089. olwork = f2cmax(i__1,i__2);
  1090. }
  1091. } else if (*whtsvd == 2) {
  1092. /* The following is specified as the minimal */
  1093. /* length of WORK in the definition of DGESDD: */
  1094. /* MWRSDD = 3*MIN(M,N)*MIN(M,N) + */
  1095. /* MAX( MAX(M,N),5*MIN(M,N)*MIN(M,N)+4*MIN(M,N) ) */
  1096. /* IMINWR = 8*MIN(M,N) */
  1097. /* Computing MAX */
  1098. i__1 = f2cmax(*m,*n), i__2 = f2cmin(*m,*n) * 5 * f2cmin(*m,*n) + (f2cmin(*m,*
  1099. n) << 2);
  1100. mwrsdd = f2cmin(*m,*n) * 3 * f2cmin(*m,*n) + f2cmax(i__1,i__2);
  1101. /* Computing MAX */
  1102. i__1 = mlwork, i__2 = *n + mwrsdd;
  1103. mlwork = f2cmax(i__1,i__2);
  1104. iminwr = f2cmin(*m,*n) << 3;
  1105. if (lquery) {
  1106. dgesdd_("O", m, n, &x[x_offset], ldx, &work[1], &b[b_offset],
  1107. ldb, &w[w_offset], ldw, rdummy, &c_n1, &iwork[1], &
  1108. info1);
  1109. /* Computing MAX */
  1110. i__1 = mwrsdd, i__2 = (integer) rdummy[0];
  1111. lwrsdd = f2cmax(i__1,i__2);
  1112. /* Computing MAX */
  1113. i__1 = olwork, i__2 = *n + lwrsdd;
  1114. olwork = f2cmax(i__1,i__2);
  1115. }
  1116. } else if (*whtsvd == 3) {
  1117. /* LWQP3 = 3*N+1 */
  1118. /* LWORQ = MAX(N, 1) */
  1119. /* MWRSVD = MAX(1,3*MIN(M,N)+MAX(M,N),5*MIN(M,N)) */
  1120. /* MWRSVQ = N + MAX( LWQP3, MWRSVD, LWORQ ) + MAX(M,2) */
  1121. /* MLWORK = N + MWRSVQ */
  1122. /* IMINWR = M+N-1 */
  1123. dgesvdq_("H", "P", "N", "R", "R", m, n, &x[x_offset], ldx, &work[
  1124. 1], &z__[z_offset], ldz, &w[w_offset], ldw, &numrnk, &
  1125. iwork[1], liwork, rdummy, &c_n1, rdummy2, &c_n1, &info1);
  1126. iminwr = iwork[1];
  1127. mwrsvq = (integer) rdummy[1];
  1128. /* Computing MAX */
  1129. i__1 = mlwork, i__2 = *n + mwrsvq + (integer) rdummy2[0];
  1130. mlwork = f2cmax(i__1,i__2);
  1131. if (lquery) {
  1132. /* Computing MAX */
  1133. i__1 = mwrsvq, i__2 = (integer) rdummy[0];
  1134. lwrsvq = f2cmax(i__1,i__2);
  1135. /* Computing MAX */
  1136. i__1 = olwork, i__2 = *n + lwrsvq + (integer) rdummy2[0];
  1137. olwork = f2cmax(i__1,i__2);
  1138. }
  1139. } else if (*whtsvd == 4) {
  1140. *(unsigned char *)jsvopt = 'J';
  1141. /* MWRSVJ = MAX( 7, 2*M+N, 6*N+2*N*N ) ! for JSVOPT='V' */
  1142. /* Computing MAX */
  1143. i__1 = 7, i__2 = (*m << 1) + *n, i__1 = f2cmax(i__1,i__2), i__2 = (*
  1144. n << 2) + *n * *n, i__1 = f2cmax(i__1,i__2), i__2 = (*n << 1)
  1145. + *n * *n + 6;
  1146. mwrsvj = f2cmax(i__1,i__2);
  1147. /* Computing MAX */
  1148. i__1 = mlwork, i__2 = *n + mwrsvj;
  1149. mlwork = f2cmax(i__1,i__2);
  1150. /* Computing MAX */
  1151. i__1 = 3, i__2 = *m + *n * 3;
  1152. iminwr = f2cmax(i__1,i__2);
  1153. if (lquery) {
  1154. /* Computing MAX */
  1155. i__1 = olwork, i__2 = *n + mwrsvj;
  1156. olwork = f2cmax(i__1,i__2);
  1157. }
  1158. /* END SELECT */
  1159. }
  1160. if (wntvec || wntex || lsame_(jobz, "F")) {
  1161. *(unsigned char *)jobzl = 'V';
  1162. } else {
  1163. *(unsigned char *)jobzl = 'N';
  1164. }
  1165. /* Workspace calculation to the DGEEV call */
  1166. if (lsame_(jobzl, "V")) {
  1167. /* Computing MAX */
  1168. i__1 = 1, i__2 = *n << 2;
  1169. mwrkev = f2cmax(i__1,i__2);
  1170. } else {
  1171. /* Computing MAX */
  1172. i__1 = 1, i__2 = *n * 3;
  1173. mwrkev = f2cmax(i__1,i__2);
  1174. }
  1175. /* Computing MAX */
  1176. i__1 = mlwork, i__2 = *n + mwrkev;
  1177. mlwork = f2cmax(i__1,i__2);
  1178. if (lquery) {
  1179. dgeev_("N", jobzl, n, &s[s_offset], lds, &reig[1], &imeig[1], &w[
  1180. w_offset], ldw, &w[w_offset], ldw, rdummy, &c_n1, &info1);
  1181. /* Computing MAX */
  1182. i__1 = mwrkev, i__2 = (integer) rdummy[0];
  1183. lwrkev = f2cmax(i__1,i__2);
  1184. /* Computing MAX */
  1185. i__1 = olwork, i__2 = *n + lwrkev;
  1186. olwork = f2cmax(i__1,i__2);
  1187. }
  1188. if (*liwork < iminwr && ! lquery) {
  1189. *info = -29;
  1190. }
  1191. if (*lwork < mlwork && ! lquery) {
  1192. *info = -27;
  1193. }
  1194. }
  1195. if (*info != 0) {
  1196. i__1 = -(*info);
  1197. xerbla_("DGEDMD", &i__1);
  1198. return 0;
  1199. } else if (lquery) {
  1200. /* Return minimal and optimal workspace sizes */
  1201. iwork[1] = iminwr;
  1202. work[1] = (doublereal) mlwork;
  1203. work[2] = (doublereal) olwork;
  1204. return 0;
  1205. }
  1206. /* ............................................................ */
  1207. ofl = dlamch_("O");
  1208. small = dlamch_("S");
  1209. badxy = FALSE_;
  1210. /* <1> Optional scaling of the snapshots (columns of X, Y) */
  1211. /* ========================================================== */
  1212. if (sccolx) {
  1213. /* The columns of X will be normalized. */
  1214. /* To prevent overflows, the column norms of X are */
  1215. /* carefully computed using DLASSQ. */
  1216. *k = 0;
  1217. i__1 = *n;
  1218. for (i__ = 1; i__ <= i__1; ++i__) {
  1219. /* WORK(i) = DNRM2( M, X(1,i), 1 ) */
  1220. scale = zero;
  1221. dlassq_(m, &x[i__ * x_dim1 + 1], &c__1, &scale, &ssum);
  1222. if (disnan_(&scale) || disnan_(&ssum)) {
  1223. *k = 0;
  1224. *info = -8;
  1225. i__2 = -(*info);
  1226. xerbla_("DGEDMD", &i__2);
  1227. }
  1228. if (scale != zero && ssum != zero) {
  1229. rootsc = sqrt(ssum);
  1230. if (scale >= ofl / rootsc) {
  1231. /* Norm of X(:,i) overflows. First, X(:,i) */
  1232. /* is scaled by */
  1233. /* ( ONE / ROOTSC ) / SCALE = 1/||X(:,i)||_2. */
  1234. /* Next, the norm of X(:,i) is stored without */
  1235. /* overflow as WORK(i) = - SCALE * (ROOTSC/M), */
  1236. /* the minus sign indicating the 1/M factor. */
  1237. /* Scaling is performed without overflow, and */
  1238. /* underflow may occur in the smallest entries */
  1239. /* of X(:,i). The relative backward and forward */
  1240. /* errors are small in the ell_2 norm. */
  1241. d__1 = one / rootsc;
  1242. dlascl_("G", &c__0, &c__0, &scale, &d__1, m, &c__1, &x[
  1243. i__ * x_dim1 + 1], m, &info2);
  1244. work[i__] = -scale * (rootsc / (doublereal) (*m));
  1245. } else {
  1246. /* X(:,i) will be scaled to unit 2-norm */
  1247. work[i__] = scale * rootsc;
  1248. dlascl_("G", &c__0, &c__0, &work[i__], &one, m, &c__1, &x[
  1249. i__ * x_dim1 + 1], m, &info2);
  1250. /* X(1:M,i) = (ONE/WORK(i)) * X(1:M,i) ! INTRINSIC */
  1251. /* LAPACK */
  1252. }
  1253. } else {
  1254. work[i__] = zero;
  1255. ++(*k);
  1256. }
  1257. }
  1258. if (*k == *n) {
  1259. /* All columns of X are zero. Return error code -8. */
  1260. /* (the 8th input variable had an illegal value) */
  1261. *k = 0;
  1262. *info = -8;
  1263. i__1 = -(*info);
  1264. xerbla_("DGEDMD", &i__1);
  1265. return 0;
  1266. }
  1267. i__1 = *n;
  1268. for (i__ = 1; i__ <= i__1; ++i__) {
  1269. /* Now, apply the same scaling to the columns of Y. */
  1270. if (work[i__] > zero) {
  1271. d__1 = one / work[i__];
  1272. dscal_(m, &d__1, &y[i__ * y_dim1 + 1], &c__1);
  1273. /* Y(1:M,i) = (ONE/WORK(i)) * Y(1:M,i) ! INTRINSIC */
  1274. /* BLAS CALL */
  1275. } else if (work[i__] < zero) {
  1276. d__1 = -work[i__];
  1277. d__2 = one / (doublereal) (*m);
  1278. dlascl_("G", &c__0, &c__0, &d__1, &d__2, m, &c__1, &y[i__ *
  1279. y_dim1 + 1], m, &info2);
  1280. /* LAPACK CAL */
  1281. } else if (y[idamax_(m, &y[i__ * y_dim1 + 1], &c__1) + i__ *
  1282. y_dim1] != zero) {
  1283. /* X(:,i) is zero vector. For consistency, */
  1284. /* Y(:,i) should also be zero. If Y(:,i) is not */
  1285. /* zero, then the data might be inconsistent or */
  1286. /* corrupted. If JOBS == 'C', Y(:,i) is set to */
  1287. /* zero and a warning flag is raised. */
  1288. /* The computation continues but the */
  1289. /* situation will be reported in the output. */
  1290. badxy = TRUE_;
  1291. if (lsame_(jobs, "C")) {
  1292. dscal_(m, &zero, &y[i__ * y_dim1 + 1], &c__1);
  1293. }
  1294. /* BLAS CALL */
  1295. }
  1296. }
  1297. }
  1298. if (sccoly) {
  1299. /* The columns of Y will be normalized. */
  1300. /* To prevent overflows, the column norms of Y are */
  1301. /* carefully computed using DLASSQ. */
  1302. i__1 = *n;
  1303. for (i__ = 1; i__ <= i__1; ++i__) {
  1304. /* WORK(i) = DNRM2( M, Y(1,i), 1 ) */
  1305. scale = zero;
  1306. dlassq_(m, &y[i__ * y_dim1 + 1], &c__1, &scale, &ssum);
  1307. if (disnan_(&scale) || disnan_(&ssum)) {
  1308. *k = 0;
  1309. *info = -10;
  1310. i__2 = -(*info);
  1311. xerbla_("DGEDMD", &i__2);
  1312. }
  1313. if (scale != zero && ssum != zero) {
  1314. rootsc = sqrt(ssum);
  1315. if (scale >= ofl / rootsc) {
  1316. /* Norm of Y(:,i) overflows. First, Y(:,i) */
  1317. /* is scaled by */
  1318. /* ( ONE / ROOTSC ) / SCALE = 1/||Y(:,i)||_2. */
  1319. /* Next, the norm of Y(:,i) is stored without */
  1320. /* overflow as WORK(i) = - SCALE * (ROOTSC/M), */
  1321. /* the minus sign indicating the 1/M factor. */
  1322. /* Scaling is performed without overflow, and */
  1323. /* underflow may occur in the smallest entries */
  1324. /* of Y(:,i). The relative backward and forward */
  1325. /* errors are small in the ell_2 norm. */
  1326. d__1 = one / rootsc;
  1327. dlascl_("G", &c__0, &c__0, &scale, &d__1, m, &c__1, &y[
  1328. i__ * y_dim1 + 1], m, &info2);
  1329. work[i__] = -scale * (rootsc / (doublereal) (*m));
  1330. } else {
  1331. /* X(:,i) will be scaled to unit 2-norm */
  1332. work[i__] = scale * rootsc;
  1333. dlascl_("G", &c__0, &c__0, &work[i__], &one, m, &c__1, &y[
  1334. i__ * y_dim1 + 1], m, &info2);
  1335. /* Y(1:M,i) = (ONE/WORK(i)) * Y(1:M,i) ! INTRINSIC */
  1336. /* LAPACK */
  1337. }
  1338. } else {
  1339. work[i__] = zero;
  1340. }
  1341. }
  1342. i__1 = *n;
  1343. for (i__ = 1; i__ <= i__1; ++i__) {
  1344. /* Now, apply the same scaling to the columns of X. */
  1345. if (work[i__] > zero) {
  1346. d__1 = one / work[i__];
  1347. dscal_(m, &d__1, &x[i__ * x_dim1 + 1], &c__1);
  1348. /* X(1:M,i) = (ONE/WORK(i)) * X(1:M,i) ! INTRINSIC */
  1349. /* BLAS CALL */
  1350. } else if (work[i__] < zero) {
  1351. d__1 = -work[i__];
  1352. d__2 = one / (doublereal) (*m);
  1353. dlascl_("G", &c__0, &c__0, &d__1, &d__2, m, &c__1, &x[i__ *
  1354. x_dim1 + 1], m, &info2);
  1355. /* LAPACK CAL */
  1356. } else if (x[idamax_(m, &x[i__ * x_dim1 + 1], &c__1) + i__ *
  1357. x_dim1] != zero) {
  1358. /* Y(:,i) is zero vector. If X(:,i) is not */
  1359. /* zero, then a warning flag is raised. */
  1360. /* The computation continues but the */
  1361. /* situation will be reported in the output. */
  1362. badxy = TRUE_;
  1363. }
  1364. }
  1365. }
  1366. /* <2> SVD of the data snapshot matrix X. */
  1367. /* ===================================== */
  1368. /* The left singular vectors are stored in the array X. */
  1369. /* The right singular vectors are in the array W. */
  1370. /* The array W will later on contain the eigenvectors */
  1371. /* of a Rayleigh quotient. */
  1372. numrnk = *n;
  1373. /* SELECT CASE ( WHTSVD ) */
  1374. if (*whtsvd == 1) {
  1375. i__1 = *lwork - *n;
  1376. dgesvd_("O", "S", m, n, &x[x_offset], ldx, &work[1], &b[b_offset],
  1377. ldb, &w[w_offset], ldw, &work[*n + 1], &i__1, &info1);
  1378. /* LAPACK CAL */
  1379. *(unsigned char *)t_or_n__ = 'T';
  1380. } else if (*whtsvd == 2) {
  1381. i__1 = *lwork - *n;
  1382. dgesdd_("O", m, n, &x[x_offset], ldx, &work[1], &b[b_offset], ldb, &w[
  1383. w_offset], ldw, &work[*n + 1], &i__1, &iwork[1], &info1);
  1384. /* LAPACK CAL */
  1385. *(unsigned char *)t_or_n__ = 'T';
  1386. } else if (*whtsvd == 3) {
  1387. i__1 = *lwork - *n - f2cmax(2,*m);
  1388. i__2 = f2cmax(2,*m);
  1389. dgesvdq_("H", "P", "N", "R", "R", m, n, &x[x_offset], ldx, &work[1], &
  1390. z__[z_offset], ldz, &w[w_offset], ldw, &numrnk, &iwork[1],
  1391. liwork, &work[*n + f2cmax(2,*m) + 1], &i__1, &work[*n + 1], &
  1392. i__2, &info1);
  1393. /* L */
  1394. dlacpy_("A", m, &numrnk, &z__[z_offset], ldz, &x[x_offset], ldx);
  1395. /* LAPACK C */
  1396. *(unsigned char *)t_or_n__ = 'T';
  1397. } else if (*whtsvd == 4) {
  1398. i__1 = *lwork - *n;
  1399. dgejsv_("F", "U", jsvopt, "N", "N", "P", m, n, &x[x_offset], ldx, &
  1400. work[1], &z__[z_offset], ldz, &w[w_offset], ldw, &work[*n + 1]
  1401. , &i__1, &iwork[1], &info1);
  1402. /* LAPACK CALL */
  1403. dlacpy_("A", m, n, &z__[z_offset], ldz, &x[x_offset], ldx);
  1404. /* LAPACK CALL */
  1405. *(unsigned char *)t_or_n__ = 'N';
  1406. xscl1 = work[*n + 1];
  1407. xscl2 = work[*n + 2];
  1408. if (xscl1 != xscl2) {
  1409. /* This is an exceptional situation. If the */
  1410. /* data matrices are not scaled and the */
  1411. /* largest singular value of X overflows. */
  1412. /* In that case DGEJSV can return the SVD */
  1413. /* in scaled form. The scaling factor can be used */
  1414. /* to rescale the data (X and Y). */
  1415. dlascl_("G", &c__0, &c__0, &xscl1, &xscl2, m, n, &y[y_offset],
  1416. ldy, &info2);
  1417. }
  1418. /* END SELECT */
  1419. }
  1420. if (info1 > 0) {
  1421. /* The SVD selected subroutine did not converge. */
  1422. /* Return with an error code. */
  1423. *info = 2;
  1424. return 0;
  1425. }
  1426. if (work[1] == zero) {
  1427. /* The largest computed singular value of (scaled) */
  1428. /* X is zero. Return error code -8 */
  1429. /* (the 8th input variable had an illegal value). */
  1430. *k = 0;
  1431. *info = -8;
  1432. i__1 = -(*info);
  1433. xerbla_("DGEDMD", &i__1);
  1434. return 0;
  1435. }
  1436. /* <3> Determine the numerical rank of the data */
  1437. /* snapshots matrix X. This depends on the */
  1438. /* parameters NRNK and TOL. */
  1439. /* SELECT CASE ( NRNK ) */
  1440. if (*nrnk == -1) {
  1441. *k = 1;
  1442. i__1 = numrnk;
  1443. for (i__ = 2; i__ <= i__1; ++i__) {
  1444. if (work[i__] <= work[1] * *tol || work[i__] <= small) {
  1445. myexit_();
  1446. }
  1447. ++(*k);
  1448. }
  1449. } else if (*nrnk == -2) {
  1450. *k = 1;
  1451. i__1 = numrnk - 1;
  1452. for (i__ = 1; i__ <= i__1; ++i__) {
  1453. if (work[i__ + 1] <= work[i__] * *tol || work[i__] <= small) {
  1454. myexit_();
  1455. }
  1456. ++(*k);
  1457. }
  1458. } else {
  1459. *k = 1;
  1460. i__1 = *nrnk;
  1461. for (i__ = 2; i__ <= i__1; ++i__) {
  1462. if (work[i__] <= small) {
  1463. myexit_();
  1464. }
  1465. ++(*k);
  1466. }
  1467. /* END SELECT */
  1468. }
  1469. /* Now, U = X(1:M,1:K) is the SVD/POD basis for the */
  1470. /* snapshot data in the input matrix X. */
  1471. /* <4> Compute the Rayleigh quotient S = U^T * A * U. */
  1472. /* Depending on the requested outputs, the computation */
  1473. /* is organized to compute additional auxiliary */
  1474. /* matrices (for the residuals and refinements). */
  1475. /* In all formulas below, we need V_k*Sigma_k^(-1) */
  1476. /* where either V_k is in W(1:N,1:K), or V_k^T is in */
  1477. /* W(1:K,1:N). Here Sigma_k=diag(WORK(1:K)). */
  1478. if (lsame_(t_or_n__, "N")) {
  1479. i__1 = *k;
  1480. for (i__ = 1; i__ <= i__1; ++i__) {
  1481. d__1 = one / work[i__];
  1482. dscal_(n, &d__1, &w[i__ * w_dim1 + 1], &c__1);
  1483. /* W(1:N,i) = (ONE/WORK(i)) * W(1:N,i) ! INTRINSIC */
  1484. /* BLAS CALL */
  1485. }
  1486. } else {
  1487. /* This non-unit stride access is due to the fact */
  1488. /* that DGESVD, DGESVDQ and DGESDD return the */
  1489. /* transposed matrix of the right singular vectors. */
  1490. /* DO i = 1, K */
  1491. /* CALL DSCAL( N, ONE/WORK(i), W(i,1), LDW ) ! BLAS CALL */
  1492. /* ! W(i,1:N) = (ONE/WORK(i)) * W(i,1:N) ! INTRINSIC */
  1493. /* END DO */
  1494. i__1 = *k;
  1495. for (i__ = 1; i__ <= i__1; ++i__) {
  1496. work[*n + i__] = one / work[i__];
  1497. }
  1498. i__1 = *n;
  1499. for (j = 1; j <= i__1; ++j) {
  1500. i__2 = *k;
  1501. for (i__ = 1; i__ <= i__2; ++i__) {
  1502. w[i__ + j * w_dim1] = work[*n + i__] * w[i__ + j * w_dim1];
  1503. }
  1504. }
  1505. }
  1506. if (wntref) {
  1507. /* Need A*U(:,1:K)=Y*V_k*inv(diag(WORK(1:K))) */
  1508. /* for computing the refined Ritz vectors */
  1509. /* (optionally, outside DGEDMD). */
  1510. dgemm_("N", t_or_n__, m, k, n, &one, &y[y_offset], ldy, &w[w_offset],
  1511. ldw, &zero, &z__[z_offset], ldz);
  1512. /* Z(1:M,1:K)=MATMUL(Y(1:M,1:N),TRANSPOSE(W(1:K,1:N))) ! INTRI */
  1513. /* Z(1:M,1:K)=MATMUL(Y(1:M,1:N),W(1:N,1:K)) ! INTRI */
  1514. /* At this point Z contains */
  1515. /* A * U(:,1:K) = Y * V_k * Sigma_k^(-1), and */
  1516. /* this is needed for computing the residuals. */
  1517. /* This matrix is returned in the array B and */
  1518. /* it can be used to compute refined Ritz vectors. */
  1519. /* BLAS */
  1520. dlacpy_("A", m, k, &z__[z_offset], ldz, &b[b_offset], ldb);
  1521. /* B(1:M,1:K) = Z(1:M,1:K) ! INTRINSIC */
  1522. /* BLAS CALL */
  1523. dgemm_("T", "N", k, k, m, &one, &x[x_offset], ldx, &z__[z_offset],
  1524. ldz, &zero, &s[s_offset], lds);
  1525. /* S(1:K,1:K) = MATMUL(TANSPOSE(X(1:M,1:K)),Z(1:M,1:K)) ! INTRI */
  1526. /* At this point S = U^T * A * U is the Rayleigh quotient. */
  1527. /* BLAS */
  1528. } else {
  1529. /* A * U(:,1:K) is not explicitly needed and the */
  1530. /* computation is organized differently. The Rayleigh */
  1531. /* quotient is computed more efficiently. */
  1532. dgemm_("T", "N", k, n, m, &one, &x[x_offset], ldx, &y[y_offset], ldy,
  1533. &zero, &z__[z_offset], ldz);
  1534. /* Z(1:K,1:N) = MATMUL( TRANSPOSE(X(1:M,1:K)), Y(1:M,1:N) ) ! IN */
  1535. /* In the two DGEMM calls here, can use K for LDZ. */
  1536. /* B */
  1537. dgemm_("N", t_or_n__, k, k, n, &one, &z__[z_offset], ldz, &w[w_offset]
  1538. , ldw, &zero, &s[s_offset], lds);
  1539. /* S(1:K,1:K) = MATMUL(Z(1:K,1:N),TRANSPOSE(W(1:K,1:N))) ! INTRIN */
  1540. /* S(1:K,1:K) = MATMUL(Z(1:K,1:N),(W(1:N,1:K))) ! INTRIN */
  1541. /* At this point S = U^T * A * U is the Rayleigh quotient. */
  1542. /* If the residuals are requested, save scaled V_k into Z. */
  1543. /* Recall that V_k or V_k^T is stored in W. */
  1544. /* BLAS */
  1545. if (wntres || wntex) {
  1546. if (lsame_(t_or_n__, "N")) {
  1547. dlacpy_("A", n, k, &w[w_offset], ldw, &z__[z_offset], ldz);
  1548. } else {
  1549. dlacpy_("A", k, n, &w[w_offset], ldw, &z__[z_offset], ldz);
  1550. }
  1551. }
  1552. }
  1553. /* <5> Compute the Ritz values and (if requested) the */
  1554. /* right eigenvectors of the Rayleigh quotient. */
  1555. i__1 = *lwork - *n;
  1556. dgeev_("N", jobzl, k, &s[s_offset], lds, &reig[1], &imeig[1], &w[w_offset]
  1557. , ldw, &w[w_offset], ldw, &work[*n + 1], &i__1, &info1);
  1558. /* W(1:K,1:K) contains the eigenvectors of the Rayleigh */
  1559. /* quotient. Even in the case of complex spectrum, all */
  1560. /* computation is done in real arithmetic. REIG and */
  1561. /* IMEIG are the real and the imaginary parts of the */
  1562. /* eigenvalues, so that the spectrum is given as */
  1563. /* REIG(:) + sqrt(-1)*IMEIG(:). Complex conjugate pairs */
  1564. /* are listed at consecutive positions. For such a */
  1565. /* complex conjugate pair of the eigenvalues, the */
  1566. /* corresponding eigenvectors are also a complex */
  1567. /* conjugate pair with the real and imaginary parts */
  1568. /* stored column-wise in W at the corresponding */
  1569. /* consecutive column indices. See the description of Z. */
  1570. /* Also, see the description of DGEEV. */
  1571. /* LAPACK C */
  1572. if (info1 > 0) {
  1573. /* DGEEV failed to compute the eigenvalues and */
  1574. /* eigenvectors of the Rayleigh quotient. */
  1575. *info = 3;
  1576. return 0;
  1577. }
  1578. /* <6> Compute the eigenvectors (if requested) and, */
  1579. /* the residuals (if requested). */
  1580. if (wntvec || wntex) {
  1581. if (wntres) {
  1582. if (wntref) {
  1583. /* Here, if the refinement is requested, we have */
  1584. /* A*U(:,1:K) already computed and stored in Z. */
  1585. /* For the residuals, need Y = A * U(:,1;K) * W. */
  1586. dgemm_("N", "N", m, k, k, &one, &z__[z_offset], ldz, &w[
  1587. w_offset], ldw, &zero, &y[y_offset], ldy);
  1588. /* Y(1:M,1:K) = Z(1:M,1:K) * W(1:K,1:K) ! INTRINSIC */
  1589. /* This frees Z; Y contains A * U(:,1:K) * W. */
  1590. /* BLAS CALL */
  1591. } else {
  1592. /* Compute S = V_k * Sigma_k^(-1) * W, where */
  1593. /* V_k * Sigma_k^(-1) is stored in Z */
  1594. dgemm_(t_or_n__, "N", n, k, k, &one, &z__[z_offset], ldz, &w[
  1595. w_offset], ldw, &zero, &s[s_offset], lds);
  1596. /* Then, compute Z = Y * S = */
  1597. /* = Y * V_k * Sigma_k^(-1) * W(1:K,1:K) = */
  1598. /* = A * U(:,1:K) * W(1:K,1:K) */
  1599. dgemm_("N", "N", m, k, n, &one, &y[y_offset], ldy, &s[
  1600. s_offset], lds, &zero, &z__[z_offset], ldz);
  1601. /* Save a copy of Z into Y and free Z for holding */
  1602. /* the Ritz vectors. */
  1603. dlacpy_("A", m, k, &z__[z_offset], ldz, &y[y_offset], ldy);
  1604. if (wntex) {
  1605. dlacpy_("A", m, k, &z__[z_offset], ldz, &b[b_offset], ldb);
  1606. }
  1607. }
  1608. } else if (wntex) {
  1609. /* Compute S = V_k * Sigma_k^(-1) * W, where */
  1610. /* V_k * Sigma_k^(-1) is stored in Z */
  1611. dgemm_(t_or_n__, "N", n, k, k, &one, &z__[z_offset], ldz, &w[
  1612. w_offset], ldw, &zero, &s[s_offset], lds);
  1613. /* Then, compute Z = Y * S = */
  1614. /* = Y * V_k * Sigma_k^(-1) * W(1:K,1:K) = */
  1615. /* = A * U(:,1:K) * W(1:K,1:K) */
  1616. dgemm_("N", "N", m, k, n, &one, &y[y_offset], ldy, &s[s_offset],
  1617. lds, &zero, &b[b_offset], ldb);
  1618. /* The above call replaces the following two calls */
  1619. /* that were used in the developing-testing phase. */
  1620. /* CALL DGEMM( 'N', 'N', M, K, N, ONE, Y, LDY, S, & */
  1621. /* LDS, ZERO, Z, LDZ) */
  1622. /* Save a copy of Z into B and free Z for holding */
  1623. /* the Ritz vectors. */
  1624. /* CALL DLACPY( 'A', M, K, Z, LDZ, B, LDB ) */
  1625. }
  1626. /* Compute the real form of the Ritz vectors */
  1627. if (wntvec) {
  1628. dgemm_("N", "N", m, k, k, &one, &x[x_offset], ldx, &w[w_offset],
  1629. ldw, &zero, &z__[z_offset], ldz);
  1630. }
  1631. /* Z(1:M,1:K) = MATMUL(X(1:M,1:K), W(1:K,1:K)) ! INTRINSIC */
  1632. /* BLAS CALL */
  1633. if (wntres) {
  1634. i__ = 1;
  1635. while(i__ <= *k) {
  1636. if (imeig[i__] == zero) {
  1637. /* have a real eigenvalue with real eigenvector */
  1638. d__1 = -reig[i__];
  1639. daxpy_(m, &d__1, &z__[i__ * z_dim1 + 1], &c__1, &y[i__ *
  1640. y_dim1 + 1], &c__1);
  1641. /* Y(1:M,i) = Y(1:M,i) - REIG(i) * Z(1:M,i) ! */
  1642. res[i__] = dnrm2_(m, &y[i__ * y_dim1 + 1], &c__1);
  1643. ++i__;
  1644. } else {
  1645. /* Have a complex conjugate pair */
  1646. /* REIG(i) +- sqrt(-1)*IMEIG(i). */
  1647. /* Since all computation is done in real */
  1648. /* arithmetic, the formula for the residual */
  1649. /* is recast for real representation of the */
  1650. /* complex conjugate eigenpair. See the */
  1651. /* description of RES. */
  1652. ab[0] = reig[i__];
  1653. ab[1] = -imeig[i__];
  1654. ab[2] = imeig[i__];
  1655. ab[3] = reig[i__];
  1656. d__1 = -one;
  1657. dgemm_("N", "N", m, &c__2, &c__2, &d__1, &z__[i__ *
  1658. z_dim1 + 1], ldz, ab, &c__2, &one, &y[i__ *
  1659. y_dim1 + 1], ldy);
  1660. /* Y(1:M,i:i+1) = Y(1:M,i:i+1) - Z(1:M,i:i+1) * AB ! INT */
  1661. /* BL */
  1662. res[i__] = dlange_("F", m, &c__2, &y[i__ * y_dim1 + 1],
  1663. ldy, &work[*n + 1]);
  1664. /* LA */
  1665. res[i__ + 1] = res[i__];
  1666. i__ += 2;
  1667. }
  1668. }
  1669. }
  1670. }
  1671. if (*whtsvd == 4) {
  1672. work[*n + 1] = xscl1;
  1673. work[*n + 2] = xscl2;
  1674. }
  1675. /* Successful exit. */
  1676. if (! badxy) {
  1677. *info = 0;
  1678. } else {
  1679. /* A warning on possible data inconsistency. */
  1680. /* This should be a rare event. */
  1681. *info = 4;
  1682. }
  1683. /* ............................................................ */
  1684. return 0;
  1685. /* ...... */
  1686. } /* dgedmd_ */