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clalsd.f 23 kB

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  1. *> \brief \b CLALSD 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 CLALSD + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/clalsd.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/clalsd.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/clalsd.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CLALSD( 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. * REAL RCOND
  28. * ..
  29. * .. Array Arguments ..
  30. * INTEGER IWORK( * )
  31. * REAL D( * ), E( * ), RWORK( * )
  32. * COMPLEX B( LDB, * ), WORK( * )
  33. * ..
  34. *
  35. *
  36. *> \par Purpose:
  37. * =============
  38. *>
  39. *> \verbatim
  40. *>
  41. *> CLALSD 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 REAL 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 REAL 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 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 REAL
  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 array, dimension (N * NRHS).
  140. *> \endverbatim
  141. *>
  142. *> \param[out] RWORK
  143. *> \verbatim
  144. *> RWORK is REAL 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 (3*N*NLVL + 11*N).
  154. *> \endverbatim
  155. *>
  156. *> \param[out] INFO
  157. *> \verbatim
  158. *> INFO is INTEGER
  159. *> = 0: successful exit.
  160. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  161. *> > 0: The algorithm failed to compute a singular value while
  162. *> working on the submatrix lying in rows and columns
  163. *> INFO/(N+1) through MOD(INFO,N+1).
  164. *> \endverbatim
  165. *
  166. * Authors:
  167. * ========
  168. *
  169. *> \author Univ. of Tennessee
  170. *> \author Univ. of California Berkeley
  171. *> \author Univ. of Colorado Denver
  172. *> \author NAG Ltd.
  173. *
  174. *> \ingroup complexOTHERcomputational
  175. *
  176. *> \par Contributors:
  177. * ==================
  178. *>
  179. *> Ming Gu and Ren-Cang Li, Computer Science Division, University of
  180. *> California at Berkeley, USA \n
  181. *> Osni Marques, LBNL/NERSC, USA \n
  182. *
  183. * =====================================================================
  184. SUBROUTINE CLALSD( UPLO, SMLSIZ, N, NRHS, D, E, B, LDB, RCOND,
  185. $ RANK, WORK, RWORK, IWORK, INFO )
  186. *
  187. * -- LAPACK computational routine --
  188. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  189. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  190. *
  191. * .. Scalar Arguments ..
  192. CHARACTER UPLO
  193. INTEGER INFO, LDB, N, NRHS, RANK, SMLSIZ
  194. REAL RCOND
  195. * ..
  196. * .. Array Arguments ..
  197. INTEGER IWORK( * )
  198. REAL D( * ), E( * ), RWORK( * )
  199. COMPLEX B( LDB, * ), WORK( * )
  200. * ..
  201. *
  202. * =====================================================================
  203. *
  204. * .. Parameters ..
  205. REAL ZERO, ONE, TWO
  206. PARAMETER ( ZERO = 0.0E0, ONE = 1.0E0, TWO = 2.0E0 )
  207. COMPLEX CZERO
  208. PARAMETER ( CZERO = ( 0.0E0, 0.0E0 ) )
  209. * ..
  210. * .. Local Scalars ..
  211. INTEGER BX, BXST, C, DIFL, DIFR, GIVCOL, GIVNUM,
  212. $ GIVPTR, I, ICMPQ1, ICMPQ2, IRWB, IRWIB, IRWRB,
  213. $ IRWU, IRWVT, IRWWRK, IWK, J, JCOL, JIMAG,
  214. $ JREAL, JROW, K, NLVL, NM1, NRWORK, NSIZE, NSUB,
  215. $ PERM, POLES, S, SIZEI, SMLSZP, SQRE, ST, ST1,
  216. $ U, VT, Z
  217. REAL CS, EPS, ORGNRM, R, RCND, SN, TOL
  218. * ..
  219. * .. External Functions ..
  220. INTEGER ISAMAX
  221. REAL SLAMCH, SLANST
  222. EXTERNAL ISAMAX, SLAMCH, SLANST
  223. * ..
  224. * .. External Subroutines ..
  225. EXTERNAL CCOPY, CLACPY, CLALSA, CLASCL, CLASET, CSROT,
  226. $ SGEMM, SLARTG, SLASCL, SLASDA, SLASDQ, SLASET,
  227. $ SLASRT, XERBLA
  228. * ..
  229. * .. Intrinsic Functions ..
  230. INTRINSIC ABS, AIMAG, CMPLX, INT, LOG, REAL, SIGN
  231. * ..
  232. * .. Executable Statements ..
  233. *
  234. * Test the input parameters.
  235. *
  236. INFO = 0
  237. *
  238. IF( N.LT.0 ) THEN
  239. INFO = -3
  240. ELSE IF( NRHS.LT.1 ) THEN
  241. INFO = -4
  242. ELSE IF( ( LDB.LT.1 ) .OR. ( LDB.LT.N ) ) THEN
  243. INFO = -8
  244. END IF
  245. IF( INFO.NE.0 ) THEN
  246. CALL XERBLA( 'CLALSD', -INFO )
  247. RETURN
  248. END IF
  249. *
  250. EPS = SLAMCH( 'Epsilon' )
  251. *
  252. * Set up the tolerance.
  253. *
  254. IF( ( RCOND.LE.ZERO ) .OR. ( RCOND.GE.ONE ) ) THEN
  255. RCND = EPS
  256. ELSE
  257. RCND = RCOND
  258. END IF
  259. *
  260. RANK = 0
  261. *
  262. * Quick return if possible.
  263. *
  264. IF( N.EQ.0 ) THEN
  265. RETURN
  266. ELSE IF( N.EQ.1 ) THEN
  267. IF( D( 1 ).EQ.ZERO ) THEN
  268. CALL CLASET( 'A', 1, NRHS, CZERO, CZERO, B, LDB )
  269. ELSE
  270. RANK = 1
  271. CALL CLASCL( 'G', 0, 0, D( 1 ), ONE, 1, NRHS, B, LDB, INFO )
  272. D( 1 ) = ABS( D( 1 ) )
  273. END IF
  274. RETURN
  275. END IF
  276. *
  277. * Rotate the matrix if it is lower bidiagonal.
  278. *
  279. IF( UPLO.EQ.'L' ) THEN
  280. DO 10 I = 1, N - 1
  281. CALL SLARTG( D( I ), E( I ), CS, SN, R )
  282. D( I ) = R
  283. E( I ) = SN*D( I+1 )
  284. D( I+1 ) = CS*D( I+1 )
  285. IF( NRHS.EQ.1 ) THEN
  286. CALL CSROT( 1, B( I, 1 ), 1, B( I+1, 1 ), 1, CS, SN )
  287. ELSE
  288. RWORK( I*2-1 ) = CS
  289. RWORK( I*2 ) = SN
  290. END IF
  291. 10 CONTINUE
  292. IF( NRHS.GT.1 ) THEN
  293. DO 30 I = 1, NRHS
  294. DO 20 J = 1, N - 1
  295. CS = RWORK( J*2-1 )
  296. SN = RWORK( J*2 )
  297. CALL CSROT( 1, B( J, I ), 1, B( J+1, I ), 1, CS, SN )
  298. 20 CONTINUE
  299. 30 CONTINUE
  300. END IF
  301. END IF
  302. *
  303. * Scale.
  304. *
  305. NM1 = N - 1
  306. ORGNRM = SLANST( 'M', N, D, E )
  307. IF( ORGNRM.EQ.ZERO ) THEN
  308. CALL CLASET( 'A', N, NRHS, CZERO, CZERO, B, LDB )
  309. RETURN
  310. END IF
  311. *
  312. CALL SLASCL( 'G', 0, 0, ORGNRM, ONE, N, 1, D, N, INFO )
  313. CALL SLASCL( 'G', 0, 0, ORGNRM, ONE, NM1, 1, E, NM1, INFO )
  314. *
  315. * If N is smaller than the minimum divide size SMLSIZ, then solve
  316. * the problem with another solver.
  317. *
  318. IF( N.LE.SMLSIZ ) THEN
  319. IRWU = 1
  320. IRWVT = IRWU + N*N
  321. IRWWRK = IRWVT + N*N
  322. IRWRB = IRWWRK
  323. IRWIB = IRWRB + N*NRHS
  324. IRWB = IRWIB + N*NRHS
  325. CALL SLASET( 'A', N, N, ZERO, ONE, RWORK( IRWU ), N )
  326. CALL SLASET( 'A', N, N, ZERO, ONE, RWORK( IRWVT ), N )
  327. CALL SLASDQ( 'U', 0, N, N, N, 0, D, E, RWORK( IRWVT ), N,
  328. $ RWORK( IRWU ), N, RWORK( IRWWRK ), 1,
  329. $ RWORK( IRWWRK ), INFO )
  330. IF( INFO.NE.0 ) THEN
  331. RETURN
  332. END IF
  333. *
  334. * In the real version, B is passed to SLASDQ and multiplied
  335. * internally by Q**H. Here B is complex and that product is
  336. * computed below in two steps (real and imaginary parts).
  337. *
  338. J = IRWB - 1
  339. DO 50 JCOL = 1, NRHS
  340. DO 40 JROW = 1, N
  341. J = J + 1
  342. RWORK( J ) = REAL( B( JROW, JCOL ) )
  343. 40 CONTINUE
  344. 50 CONTINUE
  345. CALL SGEMM( 'T', 'N', N, NRHS, N, ONE, RWORK( IRWU ), N,
  346. $ RWORK( IRWB ), N, ZERO, RWORK( IRWRB ), N )
  347. J = IRWB - 1
  348. DO 70 JCOL = 1, NRHS
  349. DO 60 JROW = 1, N
  350. J = J + 1
  351. RWORK( J ) = AIMAG( B( JROW, JCOL ) )
  352. 60 CONTINUE
  353. 70 CONTINUE
  354. CALL SGEMM( 'T', 'N', N, NRHS, N, ONE, RWORK( IRWU ), N,
  355. $ RWORK( IRWB ), N, ZERO, RWORK( IRWIB ), N )
  356. JREAL = IRWRB - 1
  357. JIMAG = IRWIB - 1
  358. DO 90 JCOL = 1, NRHS
  359. DO 80 JROW = 1, N
  360. JREAL = JREAL + 1
  361. JIMAG = JIMAG + 1
  362. B( JROW, JCOL ) = CMPLX( RWORK( JREAL ), RWORK( JIMAG ) )
  363. 80 CONTINUE
  364. 90 CONTINUE
  365. *
  366. TOL = RCND*ABS( D( ISAMAX( N, D, 1 ) ) )
  367. DO 100 I = 1, N
  368. IF( D( I ).LE.TOL ) THEN
  369. CALL CLASET( 'A', 1, NRHS, CZERO, CZERO, B( I, 1 ), LDB )
  370. ELSE
  371. CALL CLASCL( 'G', 0, 0, D( I ), ONE, 1, NRHS, B( I, 1 ),
  372. $ LDB, INFO )
  373. RANK = RANK + 1
  374. END IF
  375. 100 CONTINUE
  376. *
  377. * Since B is complex, the following call to SGEMM is performed
  378. * in two steps (real and imaginary parts). That is for V * B
  379. * (in the real version of the code V**H is stored in WORK).
  380. *
  381. * CALL SGEMM( 'T', 'N', N, NRHS, N, ONE, WORK, N, B, LDB, ZERO,
  382. * $ WORK( NWORK ), N )
  383. *
  384. J = IRWB - 1
  385. DO 120 JCOL = 1, NRHS
  386. DO 110 JROW = 1, N
  387. J = J + 1
  388. RWORK( J ) = REAL( B( JROW, JCOL ) )
  389. 110 CONTINUE
  390. 120 CONTINUE
  391. CALL SGEMM( 'T', 'N', N, NRHS, N, ONE, RWORK( IRWVT ), N,
  392. $ RWORK( IRWB ), N, ZERO, RWORK( IRWRB ), N )
  393. J = IRWB - 1
  394. DO 140 JCOL = 1, NRHS
  395. DO 130 JROW = 1, N
  396. J = J + 1
  397. RWORK( J ) = AIMAG( B( JROW, JCOL ) )
  398. 130 CONTINUE
  399. 140 CONTINUE
  400. CALL SGEMM( 'T', 'N', N, NRHS, N, ONE, RWORK( IRWVT ), N,
  401. $ RWORK( IRWB ), N, ZERO, RWORK( IRWIB ), N )
  402. JREAL = IRWRB - 1
  403. JIMAG = IRWIB - 1
  404. DO 160 JCOL = 1, NRHS
  405. DO 150 JROW = 1, N
  406. JREAL = JREAL + 1
  407. JIMAG = JIMAG + 1
  408. B( JROW, JCOL ) = CMPLX( RWORK( JREAL ), RWORK( JIMAG ) )
  409. 150 CONTINUE
  410. 160 CONTINUE
  411. *
  412. * Unscale.
  413. *
  414. CALL SLASCL( 'G', 0, 0, ONE, ORGNRM, N, 1, D, N, INFO )
  415. CALL SLASRT( 'D', N, D, INFO )
  416. CALL CLASCL( 'G', 0, 0, ORGNRM, ONE, N, NRHS, B, LDB, INFO )
  417. *
  418. RETURN
  419. END IF
  420. *
  421. * Book-keeping and setting up some constants.
  422. *
  423. NLVL = INT( LOG( REAL( N ) / REAL( SMLSIZ+1 ) ) / LOG( TWO ) ) + 1
  424. *
  425. SMLSZP = SMLSIZ + 1
  426. *
  427. U = 1
  428. VT = 1 + SMLSIZ*N
  429. DIFL = VT + SMLSZP*N
  430. DIFR = DIFL + NLVL*N
  431. Z = DIFR + NLVL*N*2
  432. C = Z + NLVL*N
  433. S = C + N
  434. POLES = S + N
  435. GIVNUM = POLES + 2*NLVL*N
  436. NRWORK = GIVNUM + 2*NLVL*N
  437. BX = 1
  438. *
  439. IRWRB = NRWORK
  440. IRWIB = IRWRB + SMLSIZ*NRHS
  441. IRWB = IRWIB + SMLSIZ*NRHS
  442. *
  443. SIZEI = 1 + N
  444. K = SIZEI + N
  445. GIVPTR = K + N
  446. PERM = GIVPTR + N
  447. GIVCOL = PERM + NLVL*N
  448. IWK = GIVCOL + NLVL*N*2
  449. *
  450. ST = 1
  451. SQRE = 0
  452. ICMPQ1 = 1
  453. ICMPQ2 = 0
  454. NSUB = 0
  455. *
  456. DO 170 I = 1, N
  457. IF( ABS( D( I ) ).LT.EPS ) THEN
  458. D( I ) = SIGN( EPS, D( I ) )
  459. END IF
  460. 170 CONTINUE
  461. *
  462. DO 240 I = 1, NM1
  463. IF( ( ABS( E( I ) ).LT.EPS ) .OR. ( I.EQ.NM1 ) ) THEN
  464. NSUB = NSUB + 1
  465. IWORK( NSUB ) = ST
  466. *
  467. * Subproblem found. First determine its size and then
  468. * apply divide and conquer on it.
  469. *
  470. IF( I.LT.NM1 ) THEN
  471. *
  472. * A subproblem with E(I) small for I < NM1.
  473. *
  474. NSIZE = I - ST + 1
  475. IWORK( SIZEI+NSUB-1 ) = NSIZE
  476. ELSE IF( ABS( E( I ) ).GE.EPS ) THEN
  477. *
  478. * A subproblem with E(NM1) not too small but I = NM1.
  479. *
  480. NSIZE = N - ST + 1
  481. IWORK( SIZEI+NSUB-1 ) = NSIZE
  482. ELSE
  483. *
  484. * A subproblem with E(NM1) small. This implies an
  485. * 1-by-1 subproblem at D(N), which is not solved
  486. * explicitly.
  487. *
  488. NSIZE = I - ST + 1
  489. IWORK( SIZEI+NSUB-1 ) = NSIZE
  490. NSUB = NSUB + 1
  491. IWORK( NSUB ) = N
  492. IWORK( SIZEI+NSUB-1 ) = 1
  493. CALL CCOPY( NRHS, B( N, 1 ), LDB, WORK( BX+NM1 ), N )
  494. END IF
  495. ST1 = ST - 1
  496. IF( NSIZE.EQ.1 ) THEN
  497. *
  498. * This is a 1-by-1 subproblem and is not solved
  499. * explicitly.
  500. *
  501. CALL CCOPY( NRHS, B( ST, 1 ), LDB, WORK( BX+ST1 ), N )
  502. ELSE IF( NSIZE.LE.SMLSIZ ) THEN
  503. *
  504. * This is a small subproblem and is solved by SLASDQ.
  505. *
  506. CALL SLASET( 'A', NSIZE, NSIZE, ZERO, ONE,
  507. $ RWORK( VT+ST1 ), N )
  508. CALL SLASET( 'A', NSIZE, NSIZE, ZERO, ONE,
  509. $ RWORK( U+ST1 ), N )
  510. CALL SLASDQ( 'U', 0, NSIZE, NSIZE, NSIZE, 0, D( ST ),
  511. $ E( ST ), RWORK( VT+ST1 ), N, RWORK( U+ST1 ),
  512. $ N, RWORK( NRWORK ), 1, RWORK( NRWORK ),
  513. $ INFO )
  514. IF( INFO.NE.0 ) THEN
  515. RETURN
  516. END IF
  517. *
  518. * In the real version, B is passed to SLASDQ and multiplied
  519. * internally by Q**H. Here B is complex and that product is
  520. * computed below in two steps (real and imaginary parts).
  521. *
  522. J = IRWB - 1
  523. DO 190 JCOL = 1, NRHS
  524. DO 180 JROW = ST, ST + NSIZE - 1
  525. J = J + 1
  526. RWORK( J ) = REAL( B( JROW, JCOL ) )
  527. 180 CONTINUE
  528. 190 CONTINUE
  529. CALL SGEMM( 'T', 'N', NSIZE, NRHS, NSIZE, ONE,
  530. $ RWORK( U+ST1 ), N, RWORK( IRWB ), NSIZE,
  531. $ ZERO, RWORK( IRWRB ), NSIZE )
  532. J = IRWB - 1
  533. DO 210 JCOL = 1, NRHS
  534. DO 200 JROW = ST, ST + NSIZE - 1
  535. J = J + 1
  536. RWORK( J ) = AIMAG( B( JROW, JCOL ) )
  537. 200 CONTINUE
  538. 210 CONTINUE
  539. CALL SGEMM( 'T', 'N', NSIZE, NRHS, NSIZE, ONE,
  540. $ RWORK( U+ST1 ), N, RWORK( IRWB ), NSIZE,
  541. $ ZERO, RWORK( IRWIB ), NSIZE )
  542. JREAL = IRWRB - 1
  543. JIMAG = IRWIB - 1
  544. DO 230 JCOL = 1, NRHS
  545. DO 220 JROW = ST, ST + NSIZE - 1
  546. JREAL = JREAL + 1
  547. JIMAG = JIMAG + 1
  548. B( JROW, JCOL ) = CMPLX( RWORK( JREAL ),
  549. $ RWORK( JIMAG ) )
  550. 220 CONTINUE
  551. 230 CONTINUE
  552. *
  553. CALL CLACPY( 'A', NSIZE, NRHS, B( ST, 1 ), LDB,
  554. $ WORK( BX+ST1 ), N )
  555. ELSE
  556. *
  557. * A large problem. Solve it using divide and conquer.
  558. *
  559. CALL SLASDA( ICMPQ1, SMLSIZ, NSIZE, SQRE, D( ST ),
  560. $ E( ST ), RWORK( U+ST1 ), N, RWORK( VT+ST1 ),
  561. $ IWORK( K+ST1 ), RWORK( DIFL+ST1 ),
  562. $ RWORK( DIFR+ST1 ), RWORK( Z+ST1 ),
  563. $ RWORK( POLES+ST1 ), IWORK( GIVPTR+ST1 ),
  564. $ IWORK( GIVCOL+ST1 ), N, IWORK( PERM+ST1 ),
  565. $ RWORK( GIVNUM+ST1 ), RWORK( C+ST1 ),
  566. $ RWORK( S+ST1 ), RWORK( NRWORK ),
  567. $ IWORK( IWK ), INFO )
  568. IF( INFO.NE.0 ) THEN
  569. RETURN
  570. END IF
  571. BXST = BX + ST1
  572. CALL CLALSA( ICMPQ2, SMLSIZ, NSIZE, NRHS, B( ST, 1 ),
  573. $ LDB, WORK( BXST ), N, RWORK( U+ST1 ), N,
  574. $ RWORK( VT+ST1 ), IWORK( K+ST1 ),
  575. $ RWORK( DIFL+ST1 ), RWORK( DIFR+ST1 ),
  576. $ RWORK( Z+ST1 ), RWORK( POLES+ST1 ),
  577. $ IWORK( GIVPTR+ST1 ), IWORK( GIVCOL+ST1 ), N,
  578. $ IWORK( PERM+ST1 ), RWORK( GIVNUM+ST1 ),
  579. $ RWORK( C+ST1 ), RWORK( S+ST1 ),
  580. $ RWORK( NRWORK ), IWORK( IWK ), INFO )
  581. IF( INFO.NE.0 ) THEN
  582. RETURN
  583. END IF
  584. END IF
  585. ST = I + 1
  586. END IF
  587. 240 CONTINUE
  588. *
  589. * Apply the singular values and treat the tiny ones as zero.
  590. *
  591. TOL = RCND*ABS( D( ISAMAX( N, D, 1 ) ) )
  592. *
  593. DO 250 I = 1, N
  594. *
  595. * Some of the elements in D can be negative because 1-by-1
  596. * subproblems were not solved explicitly.
  597. *
  598. IF( ABS( D( I ) ).LE.TOL ) THEN
  599. CALL CLASET( 'A', 1, NRHS, CZERO, CZERO, WORK( BX+I-1 ), N )
  600. ELSE
  601. RANK = RANK + 1
  602. CALL CLASCL( 'G', 0, 0, D( I ), ONE, 1, NRHS,
  603. $ WORK( BX+I-1 ), N, INFO )
  604. END IF
  605. D( I ) = ABS( D( I ) )
  606. 250 CONTINUE
  607. *
  608. * Now apply back the right singular vectors.
  609. *
  610. ICMPQ2 = 1
  611. DO 320 I = 1, NSUB
  612. ST = IWORK( I )
  613. ST1 = ST - 1
  614. NSIZE = IWORK( SIZEI+I-1 )
  615. BXST = BX + ST1
  616. IF( NSIZE.EQ.1 ) THEN
  617. CALL CCOPY( NRHS, WORK( BXST ), N, B( ST, 1 ), LDB )
  618. ELSE IF( NSIZE.LE.SMLSIZ ) THEN
  619. *
  620. * Since B and BX are complex, the following call to SGEMM
  621. * is performed in two steps (real and imaginary parts).
  622. *
  623. * CALL SGEMM( 'T', 'N', NSIZE, NRHS, NSIZE, ONE,
  624. * $ RWORK( VT+ST1 ), N, RWORK( BXST ), N, ZERO,
  625. * $ B( ST, 1 ), LDB )
  626. *
  627. J = BXST - N - 1
  628. JREAL = IRWB - 1
  629. DO 270 JCOL = 1, NRHS
  630. J = J + N
  631. DO 260 JROW = 1, NSIZE
  632. JREAL = JREAL + 1
  633. RWORK( JREAL ) = REAL( WORK( J+JROW ) )
  634. 260 CONTINUE
  635. 270 CONTINUE
  636. CALL SGEMM( 'T', 'N', NSIZE, NRHS, NSIZE, ONE,
  637. $ RWORK( VT+ST1 ), N, RWORK( IRWB ), NSIZE, ZERO,
  638. $ RWORK( IRWRB ), NSIZE )
  639. J = BXST - N - 1
  640. JIMAG = IRWB - 1
  641. DO 290 JCOL = 1, NRHS
  642. J = J + N
  643. DO 280 JROW = 1, NSIZE
  644. JIMAG = JIMAG + 1
  645. RWORK( JIMAG ) = AIMAG( WORK( J+JROW ) )
  646. 280 CONTINUE
  647. 290 CONTINUE
  648. CALL SGEMM( 'T', 'N', NSIZE, NRHS, NSIZE, ONE,
  649. $ RWORK( VT+ST1 ), N, RWORK( IRWB ), NSIZE, ZERO,
  650. $ RWORK( IRWIB ), NSIZE )
  651. JREAL = IRWRB - 1
  652. JIMAG = IRWIB - 1
  653. DO 310 JCOL = 1, NRHS
  654. DO 300 JROW = ST, ST + NSIZE - 1
  655. JREAL = JREAL + 1
  656. JIMAG = JIMAG + 1
  657. B( JROW, JCOL ) = CMPLX( RWORK( JREAL ),
  658. $ RWORK( JIMAG ) )
  659. 300 CONTINUE
  660. 310 CONTINUE
  661. ELSE
  662. CALL CLALSA( ICMPQ2, SMLSIZ, NSIZE, NRHS, WORK( BXST ), N,
  663. $ B( ST, 1 ), LDB, RWORK( U+ST1 ), N,
  664. $ RWORK( VT+ST1 ), IWORK( K+ST1 ),
  665. $ RWORK( DIFL+ST1 ), RWORK( DIFR+ST1 ),
  666. $ RWORK( Z+ST1 ), RWORK( POLES+ST1 ),
  667. $ IWORK( GIVPTR+ST1 ), IWORK( GIVCOL+ST1 ), N,
  668. $ IWORK( PERM+ST1 ), RWORK( GIVNUM+ST1 ),
  669. $ RWORK( C+ST1 ), RWORK( S+ST1 ),
  670. $ RWORK( NRWORK ), IWORK( IWK ), INFO )
  671. IF( INFO.NE.0 ) THEN
  672. RETURN
  673. END IF
  674. END IF
  675. 320 CONTINUE
  676. *
  677. * Unscale and sort the singular values.
  678. *
  679. CALL SLASCL( 'G', 0, 0, ONE, ORGNRM, N, 1, D, N, INFO )
  680. CALL SLASRT( 'D', N, D, INFO )
  681. CALL CLASCL( 'G', 0, 0, ORGNRM, ONE, N, NRHS, B, LDB, INFO )
  682. *
  683. RETURN
  684. *
  685. * End of CLALSD
  686. *
  687. END