@@ -170,7 +170,7 @@ | |||
*> vectors, stored columnwise) as specified by RANGE; if | |||
*> JOBU = 'N', U is not referenced. | |||
*> Note: The user must ensure that UCOL >= NS; if RANGE = 'V', | |||
*> the exact value of NS is not known in advance and an upper | |||
*> the exact value of NS is not known ILQFin advance and an upper | |||
*> bound must be used. | |||
*> \endverbatim | |||
*> | |||
@@ -294,8 +294,8 @@ | |||
CHARACTER JOBZ, RNGTGK | |||
LOGICAL ALLS, INDS, LQUERY, VALS, WANTU, WANTVT | |||
INTEGER I, ID, IE, IERR, ILQF, ILTGK, IQRF, ISCL, | |||
$ ITAU, ITAUP, ITAUQ, ITEMP, ITEMPR, ITGKZ, | |||
$ IUTGK, J, K, MAXWRK, MINMN, MINWRK, MNTHR | |||
$ ITAU, ITAUP, ITAUQ, ITEMP, ITGKZ, IUTGK, | |||
$ J, K, MAXWRK, MINMN, MINWRK, MNTHR | |||
REAL ABSTOL, ANRM, BIGNUM, EPS, SMLNUM | |||
* .. | |||
* .. Local Arrays .. | |||
@@ -367,14 +367,8 @@ | |||
IF( INFO.EQ.0 ) THEN | |||
IF( WANTU .AND. LDU.LT.M ) THEN | |||
INFO = -15 | |||
ELSE IF( WANTVT ) THEN | |||
IF( INDS ) THEN | |||
IF( LDVT.LT.IU-IL+1 ) THEN | |||
INFO = -17 | |||
END IF | |||
ELSE IF( LDVT.LT.MINMN ) THEN | |||
INFO = -17 | |||
END IF | |||
ELSE IF( WANTVT .AND. LDVT.LT.MINMN ) THEN | |||
INFO = -16 | |||
END IF | |||
END IF | |||
END IF | |||
@@ -396,24 +390,18 @@ | |||
* | |||
* Path 1 (M much larger than N) | |||
* | |||
MINWRK = N*(N+5) | |||
MAXWRK = N + N*ILAENV(1,'CGEQRF',' ',M,N,-1,-1) | |||
MAXWRK = MAX(MAXWRK, | |||
$ N*N+2*N+2*N*ILAENV(1,'CGEBRD',' ',N,N,-1,-1)) | |||
IF (WANTU .OR. WANTVT) THEN | |||
MAXWRK = MAX(MAXWRK, | |||
$ N*N+2*N+N*ILAENV(1,'CUNMQR','LN',N,N,N,-1)) | |||
END IF | |||
MAXWRK = N + N* | |||
$ ILAENV( 1, 'SGEQRF', ' ', M, N, -1, -1 ) | |||
MAXWRK = MAX( MAXWRK, N*N + N + 2*N* | |||
$ ILAENV( 1, 'SGEBRD', ' ', N, N, -1, -1 ) ) | |||
MINWRK = N*(N+4) | |||
ELSE | |||
* | |||
* Path 2 (M at least N, but not much larger) | |||
* | |||
MINWRK = 3*N + M | |||
MAXWRK = 2*N + (M+N)*ILAENV(1,'CGEBRD',' ',M,N,-1,-1) | |||
IF (WANTU .OR. WANTVT) THEN | |||
MAXWRK = MAX(MAXWRK, | |||
$ 2*N+N*ILAENV(1,'CUNMQR','LN',N,N,N,-1)) | |||
END IF | |||
MAXWRK = 2*N + ( M+N )* | |||
$ ILAENV( 1, 'CGEBRD', ' ', M, N, -1, -1 ) | |||
MINWRK = 2*N + M | |||
END IF | |||
ELSE | |||
MNTHR = ILAENV( 6, 'CGESVD', JOBU // JOBVT, M, N, 0, 0 ) | |||
@@ -421,25 +409,18 @@ | |||
* | |||
* Path 1t (N much larger than M) | |||
* | |||
MINWRK = M*(M+5) | |||
MAXWRK = M + M*ILAENV(1,'CGELQF',' ',M,N,-1,-1) | |||
MAXWRK = MAX(MAXWRK, | |||
$ M*M+2*M+2*M*ILAENV(1,'CGEBRD',' ',M,M,-1,-1)) | |||
IF (WANTU .OR. WANTVT) THEN | |||
MAXWRK = MAX(MAXWRK, | |||
$ M*M+2*M+M*ILAENV(1,'CUNMQR','LN',M,M,M,-1)) | |||
END IF | |||
MAXWRK = M + M* | |||
$ ILAENV( 1, 'CGELQF', ' ', M, N, -1, -1 ) | |||
MAXWRK = MAX( MAXWRK, M*M + M + 2*M* | |||
$ ILAENV( 1, 'CGEBRD', ' ', M, M, -1, -1 ) ) | |||
MINWRK = M*(M+4) | |||
ELSE | |||
* | |||
* Path 2t (N greater than M, but not much larger) | |||
* | |||
* | |||
MINWRK = 3*M + N | |||
MAXWRK = 2*M + (M+N)*ILAENV(1,'CGEBRD',' ',M,N,-1,-1) | |||
IF (WANTU .OR. WANTVT) THEN | |||
MAXWRK = MAX(MAXWRK, | |||
$ 2*M+M*ILAENV(1,'CUNMQR','LN',M,M,M,-1)) | |||
END IF | |||
MAXWRK = M*(M*2+19) + ( M+N )* | |||
$ ILAENV( 1, 'CGEBRD', ' ', M, N, -1, -1 ) | |||
MINWRK = 2*M + N | |||
END IF | |||
END IF | |||
END IF | |||
@@ -537,14 +518,14 @@ | |||
CALL CGEBRD( N, N, WORK( IQRF ), N, RWORK( ID ), | |||
$ RWORK( IE ), WORK( ITAUQ ), WORK( ITAUP ), | |||
$ WORK( ITEMP ), LWORK-ITEMP+1, INFO ) | |||
ITEMPR = ITGKZ + N*(N*2+1) | |||
ITEMP = ITGKZ + N*(N*2+1) | |||
* | |||
* Solve eigenvalue problem TGK*Z=Z*S. | |||
* (Workspace: need 2*N*N+14*N) | |||
* | |||
CALL SBDSVDX( 'U', JOBZ, RNGTGK, N, RWORK( ID ), | |||
$ RWORK( IE ), VL, VU, ILTGK, IUTGK, NS, S, | |||
$ RWORK( ITGKZ ), N*2, RWORK( ITEMPR ), | |||
$ RWORK( ITGKZ ), N*2, RWORK( ITEMP ), | |||
$ IWORK, INFO) | |||
* | |||
* If needed, compute left singular vectors. | |||
@@ -558,7 +539,7 @@ | |||
END DO | |||
K = K + N | |||
END DO | |||
CALL CLASET( 'A', M-N, NS, CZERO, CZERO, U( N+1,1 ), LDU) | |||
CALL CLASET( 'A', M-N, N, CZERO, CZERO, U( N+1,1 ), LDU ) | |||
* | |||
* Call CUNMBR to compute QB*UB. | |||
* (Workspace in WORK( ITEMP ): need N, prefer N*NB) | |||
@@ -613,14 +594,14 @@ | |||
CALL CGEBRD( M, N, A, LDA, RWORK( ID ), RWORK( IE ), | |||
$ WORK( ITAUQ ), WORK( ITAUP ), WORK( ITEMP ), | |||
$ LWORK-ITEMP+1, INFO ) | |||
ITEMPR = ITGKZ + N*(N*2+1) | |||
ITEMP = ITGKZ + N*(N*2+1) | |||
* | |||
* Solve eigenvalue problem TGK*Z=Z*S. | |||
* (Workspace: need 2*N*N+14*N) | |||
* | |||
CALL SBDSVDX( 'U', JOBZ, RNGTGK, N, RWORK( ID ), | |||
$ RWORK( IE ), VL, VU, ILTGK, IUTGK, NS, S, | |||
$ RWORK( ITGKZ ), N*2, RWORK( ITEMPR ), | |||
$ RWORK( ITGKZ ), N*2, RWORK( ITEMP ), | |||
$ IWORK, INFO) | |||
* | |||
* If needed, compute left singular vectors. | |||
@@ -634,7 +615,7 @@ | |||
END DO | |||
K = K + N | |||
END DO | |||
CALL CLASET( 'A', M-N, NS, CZERO, CZERO, U( N+1,1 ), LDU) | |||
CALL CLASET( 'A', M-N, N, CZERO, CZERO, U( N+1,1 ), LDU ) | |||
* | |||
* Call CUNMBR to compute QB*UB. | |||
* (Workspace in WORK( ITEMP ): need N, prefer N*NB) | |||
@@ -700,14 +681,14 @@ | |||
CALL CGEBRD( M, M, WORK( ILQF ), M, RWORK( ID ), | |||
$ RWORK( IE ), WORK( ITAUQ ), WORK( ITAUP ), | |||
$ WORK( ITEMP ), LWORK-ITEMP+1, INFO ) | |||
ITEMPR = ITGKZ + M*(M*2+1) | |||
ITEMP = ITGKZ + M*(M*2+1) | |||
* | |||
* Solve eigenvalue problem TGK*Z=Z*S. | |||
* (Workspace: need 2*M*M+14*M) | |||
* | |||
CALL SBDSVDX( 'U', JOBZ, RNGTGK, M, RWORK( ID ), | |||
$ RWORK( IE ), VL, VU, ILTGK, IUTGK, NS, S, | |||
$ RWORK( ITGKZ ), M*2, RWORK( ITEMPR ), | |||
$ RWORK( ITGKZ ), M*2, RWORK( ITEMP ), | |||
$ IWORK, INFO) | |||
* | |||
* If needed, compute left singular vectors. | |||
@@ -741,7 +722,7 @@ | |||
END DO | |||
K = K + M | |||
END DO | |||
CALL CLASET( 'A', NS, N-M, CZERO, CZERO, | |||
CALL CLASET( 'A', M, N-M, CZERO, CZERO, | |||
$ VT( 1,M+1 ), LDVT ) | |||
* | |||
* Call CUNMBR to compute (VB**T)*(PB**T) | |||
@@ -777,14 +758,14 @@ | |||
CALL CGEBRD( M, N, A, LDA, RWORK( ID ), RWORK( IE ), | |||
$ WORK( ITAUQ ), WORK( ITAUP ), WORK( ITEMP ), | |||
$ LWORK-ITEMP+1, INFO ) | |||
ITEMPR = ITGKZ + M*(M*2+1) | |||
ITEMP = ITGKZ + M*(M*2+1) | |||
* | |||
* Solve eigenvalue problem TGK*Z=Z*S. | |||
* (Workspace: need 2*M*M+14*M) | |||
* | |||
CALL SBDSVDX( 'L', JOBZ, RNGTGK, M, RWORK( ID ), | |||
$ RWORK( IE ), VL, VU, ILTGK, IUTGK, NS, S, | |||
$ RWORK( ITGKZ ), M*2, RWORK( ITEMPR ), | |||
$ RWORK( ITGKZ ), M*2, RWORK( ITEMP ), | |||
$ IWORK, INFO) | |||
* | |||
* If needed, compute left singular vectors. | |||
@@ -818,7 +799,7 @@ | |||
END DO | |||
K = K + M | |||
END DO | |||
CALL CLASET( 'A', NS, N-M, CZERO, CZERO, | |||
CALL CLASET( 'A', M, N-M, CZERO, CZERO, | |||
$ VT( 1,M+1 ), LDVT ) | |||
* | |||
* Call CUNMBR to compute VB**T * PB**T | |||
@@ -169,7 +169,7 @@ | |||
*> vectors, stored columnwise) as specified by RANGE; if | |||
*> JOBU = 'N', U is not referenced. | |||
*> Note: The user must ensure that UCOL >= NS; if RANGE = 'V', | |||
*> the exact value of NS is not known in advance and an upper | |||
*> the exact value of NS is not known ILQFin advance and an upper | |||
*> bound must be used. | |||
*> \endverbatim | |||
*> | |||
@@ -357,14 +357,8 @@ | |||
IF( INFO.EQ.0 ) THEN | |||
IF( WANTU .AND. LDU.LT.M ) THEN | |||
INFO = -15 | |||
ELSE IF( WANTVT ) THEN | |||
IF( INDS ) THEN | |||
IF( LDVT.LT.IU-IL+1 ) THEN | |||
INFO = -17 | |||
END IF | |||
ELSE IF( LDVT.LT.MINMN ) THEN | |||
INFO = -17 | |||
END IF | |||
ELSE IF( WANTVT .AND. LDVT.LT.MINMN ) THEN | |||
INFO = -16 | |||
END IF | |||
END IF | |||
END IF | |||
@@ -386,34 +380,18 @@ | |||
* | |||
* Path 1 (M much larger than N) | |||
* | |||
MAXWRK = N + | |||
MAXWRK = N*(N*2+16) + | |||
$ N*ILAENV( 1, 'DGEQRF', ' ', M, N, -1, -1 ) | |||
MAXWRK = MAX( MAXWRK, N*(N+5) + 2*N* | |||
MAXWRK = MAX( MAXWRK, N*(N*2+20) + 2*N* | |||
$ ILAENV( 1, 'DGEBRD', ' ', N, N, -1, -1 ) ) | |||
IF (WANTU) THEN | |||
MAXWRK = MAX(MAXWRK,N*(N*3+6)+N* | |||
$ ILAENV( 1, 'DORMQR', ' ', N, N, -1, -1 ) ) | |||
END IF | |||
IF (WANTVT) THEN | |||
MAXWRK = MAX(MAXWRK,N*(N*3+6)+N* | |||
$ ILAENV( 1, 'DORMLQ', ' ', N, N, -1, -1 ) ) | |||
END IF | |||
MINWRK = N*(N*3+20) | |||
MINWRK = N*(N*2+21) | |||
ELSE | |||
* | |||
* Path 2 (M at least N, but not much larger) | |||
* | |||
MAXWRK = 4*N + ( M+N )* | |||
MAXWRK = N*(N*2+19) + ( M+N )* | |||
$ ILAENV( 1, 'DGEBRD', ' ', M, N, -1, -1 ) | |||
IF (WANTU) THEN | |||
MAXWRK = MAX(MAXWRK,N*(N*2+5)+N* | |||
$ ILAENV( 1, 'DORMQR', ' ', N, N, -1, -1 ) ) | |||
END IF | |||
IF (WANTVT) THEN | |||
MAXWRK = MAX(MAXWRK,N*(N*2+5)+N* | |||
$ ILAENV( 1, 'DORMLQ', ' ', N, N, -1, -1 ) ) | |||
END IF | |||
MINWRK = MAX(N*(N*2+19),4*N+M) | |||
MINWRK = N*(N*2+20) + M | |||
END IF | |||
ELSE | |||
MNTHR = ILAENV( 6, 'DGESVD', JOBU // JOBVT, M, N, 0, 0 ) | |||
@@ -421,34 +399,18 @@ | |||
* | |||
* Path 1t (N much larger than M) | |||
* | |||
MAXWRK = M + | |||
MAXWRK = M*(M*2+16) + | |||
$ M*ILAENV( 1, 'DGELQF', ' ', M, N, -1, -1 ) | |||
MAXWRK = MAX( MAXWRK, M*(M+5) + 2*M* | |||
MAXWRK = MAX( MAXWRK, M*(M*2+20) + 2*M* | |||
$ ILAENV( 1, 'DGEBRD', ' ', M, M, -1, -1 ) ) | |||
IF (WANTU) THEN | |||
MAXWRK = MAX(MAXWRK,M*(M*3+6)+M* | |||
$ ILAENV( 1, 'DORMQR', ' ', M, M, -1, -1 ) ) | |||
END IF | |||
IF (WANTVT) THEN | |||
MAXWRK = MAX(MAXWRK,M*(M*3+6)+M* | |||
$ ILAENV( 1, 'DORMLQ', ' ', M, M, -1, -1 ) ) | |||
END IF | |||
MINWRK = M*(M*3+20) | |||
MINWRK = M*(M*2+21) | |||
ELSE | |||
* | |||
* Path 2t (N at least M, but not much larger) | |||
* Path 2t (N greater than M, but not much larger) | |||
* | |||
MAXWRK = 4*M + ( M+N )* | |||
MAXWRK = M*(M*2+19) + ( M+N )* | |||
$ ILAENV( 1, 'DGEBRD', ' ', M, N, -1, -1 ) | |||
IF (WANTU) THEN | |||
MAXWRK = MAX(MAXWRK,M*(M*2+5)+M* | |||
$ ILAENV( 1, 'DORMQR', ' ', M, M, -1, -1 ) ) | |||
END IF | |||
IF (WANTVT) THEN | |||
MAXWRK = MAX(MAXWRK,M*(M*2+5)+M* | |||
$ ILAENV( 1, 'DORMLQ', ' ', M, M, -1, -1 ) ) | |||
END IF | |||
MINWRK = MAX(M*(M*2+19),4*M+N) | |||
MINWRK = M*(M*2+20) + N | |||
END IF | |||
END IF | |||
END IF | |||
@@ -560,7 +522,7 @@ | |||
CALL DCOPY( N, WORK( J ), 1, U( 1,I ), 1 ) | |||
J = J + N*2 | |||
END DO | |||
CALL DLASET( 'A', M-N, NS, ZERO, ZERO, U( N+1,1 ), LDU ) | |||
CALL DLASET( 'A', M-N, N, ZERO, ZERO, U( N+1,1 ), LDU ) | |||
* | |||
* Call DORMBR to compute QB*UB. | |||
* (Workspace in WORK( ITEMP ): need N, prefer N*NB) | |||
@@ -629,7 +591,7 @@ | |||
CALL DCOPY( N, WORK( J ), 1, U( 1,I ), 1 ) | |||
J = J + N*2 | |||
END DO | |||
CALL DLASET( 'A', M-N, NS, ZERO, ZERO, U( N+1,1 ), LDU ) | |||
CALL DLASET( 'A', M-N, N, ZERO, ZERO, U( N+1,1 ), LDU ) | |||
* | |||
* Call DORMBR to compute QB*UB. | |||
* (Workspace in WORK( ITEMP ): need N, prefer N*NB) | |||
@@ -725,7 +687,7 @@ | |||
CALL DCOPY( M, WORK( J ), 1, VT( I,1 ), LDVT ) | |||
J = J + M*2 | |||
END DO | |||
CALL DLASET( 'A', NS, N-M, ZERO, ZERO, VT( 1,M+1 ), LDVT) | |||
CALL DLASET( 'A', M, N-M, ZERO, ZERO, VT( 1,M+1 ), LDVT ) | |||
* | |||
* Call DORMBR to compute (VB**T)*(PB**T) | |||
* (Workspace in WORK( ITEMP ): need M, prefer M*NB) | |||
@@ -794,7 +756,7 @@ | |||
CALL DCOPY( M, WORK( J ), 1, VT( I,1 ), LDVT ) | |||
J = J + M*2 | |||
END DO | |||
CALL DLASET( 'A', NS, N-M, ZERO, ZERO, VT( 1,M+1 ), LDVT) | |||
CALL DLASET( 'A', M, N-M, ZERO, ZERO, VT( 1,M+1 ), LDVT ) | |||
* | |||
* Call DORMBR to compute VB**T * PB**T | |||
* (Workspace in WORK( ITEMP ): need M, prefer M*NB) | |||
@@ -169,7 +169,7 @@ | |||
*> vectors, stored columnwise) as specified by RANGE; if | |||
*> JOBU = 'N', U is not referenced. | |||
*> Note: The user must ensure that UCOL >= NS; if RANGE = 'V', | |||
*> the exact value of NS is not known in advance and an upper | |||
*> the exact value of NS is not known ILQFin advance and an upper | |||
*> bound must be used. | |||
*> \endverbatim | |||
*> | |||
@@ -357,14 +357,8 @@ | |||
IF( INFO.EQ.0 ) THEN | |||
IF( WANTU .AND. LDU.LT.M ) THEN | |||
INFO = -15 | |||
ELSE IF( WANTVT ) THEN | |||
IF( INDS ) THEN | |||
IF( LDVT.LT.IU-IL+1 ) THEN | |||
INFO = -17 | |||
END IF | |||
ELSE IF( LDVT.LT.MINMN ) THEN | |||
INFO = -17 | |||
END IF | |||
ELSE IF( WANTVT .AND. LDVT.LT.MINMN ) THEN | |||
INFO = -16 | |||
END IF | |||
END IF | |||
END IF | |||
@@ -386,34 +380,18 @@ | |||
* | |||
* Path 1 (M much larger than N) | |||
* | |||
MAXWRK = N + | |||
MAXWRK = N*(N*2+16) + | |||
$ N*ILAENV( 1, 'SGEQRF', ' ', M, N, -1, -1 ) | |||
MAXWRK = MAX( MAXWRK, N*(N+5) + 2*N* | |||
MAXWRK = MAX( MAXWRK, N*(N*2+20) + 2*N* | |||
$ ILAENV( 1, 'SGEBRD', ' ', N, N, -1, -1 ) ) | |||
IF (WANTU) THEN | |||
MAXWRK = MAX(MAXWRK,N*(N*3+6)+N* | |||
$ ILAENV( 1, 'SORMQR', ' ', N, N, -1, -1 ) ) | |||
END IF | |||
IF (WANTVT) THEN | |||
MAXWRK = MAX(MAXWRK,N*(N*3+6)+N* | |||
$ ILAENV( 1, 'SORMLQ', ' ', N, N, -1, -1 ) ) | |||
END IF | |||
MINWRK = N*(N*3+20) | |||
MINWRK = N*(N*2+21) | |||
ELSE | |||
* | |||
* Path 2 (M at least N, but not much larger) | |||
* | |||
MAXWRK = 4*N + ( M+N )* | |||
MAXWRK = N*(N*2+19) + ( M+N )* | |||
$ ILAENV( 1, 'SGEBRD', ' ', M, N, -1, -1 ) | |||
IF (WANTU) THEN | |||
MAXWRK = MAX(MAXWRK,N*(N*2+5)+N* | |||
$ ILAENV( 1, 'SORMQR', ' ', N, N, -1, -1 ) ) | |||
END IF | |||
IF (WANTVT) THEN | |||
MAXWRK = MAX(MAXWRK,N*(N*2+5)+N* | |||
$ ILAENV( 1, 'SORMLQ', ' ', N, N, -1, -1 ) ) | |||
END IF | |||
MINWRK = MAX(N*(N*2+19),4*N+M) | |||
MINWRK = N*(N*2+20) + M | |||
END IF | |||
ELSE | |||
MNTHR = ILAENV( 6, 'SGESVD', JOBU // JOBVT, M, N, 0, 0 ) | |||
@@ -421,34 +399,18 @@ | |||
* | |||
* Path 1t (N much larger than M) | |||
* | |||
MAXWRK = M + | |||
MAXWRK = M*(M*2+16) + | |||
$ M*ILAENV( 1, 'SGELQF', ' ', M, N, -1, -1 ) | |||
MAXWRK = MAX( MAXWRK, M*(M+5) + 2*M* | |||
MAXWRK = MAX( MAXWRK, M*(M*2+20) + 2*M* | |||
$ ILAENV( 1, 'SGEBRD', ' ', M, M, -1, -1 ) ) | |||
IF (WANTU) THEN | |||
MAXWRK = MAX(MAXWRK,M*(M*3+6)+M* | |||
$ ILAENV( 1, 'SORMQR', ' ', M, M, -1, -1 ) ) | |||
END IF | |||
IF (WANTVT) THEN | |||
MAXWRK = MAX(MAXWRK,M*(M*3+6)+M* | |||
$ ILAENV( 1, 'SORMLQ', ' ', M, M, -1, -1 ) ) | |||
END IF | |||
MINWRK = M*(M*3+20) | |||
MINWRK = M*(M*2+21) | |||
ELSE | |||
* | |||
* Path 2t (N at least M, but not much larger) | |||
* Path 2t (N greater than M, but not much larger) | |||
* | |||
MAXWRK = 4*M + ( M+N )* | |||
MAXWRK = M*(M*2+19) + ( M+N )* | |||
$ ILAENV( 1, 'SGEBRD', ' ', M, N, -1, -1 ) | |||
IF (WANTU) THEN | |||
MAXWRK = MAX(MAXWRK,M*(M*2+5)+M* | |||
$ ILAENV( 1, 'SORMQR', ' ', M, M, -1, -1 ) ) | |||
END IF | |||
IF (WANTVT) THEN | |||
MAXWRK = MAX(MAXWRK,M*(M*2+5)+M* | |||
$ ILAENV( 1, 'SORMLQ', ' ', M, M, -1, -1 ) ) | |||
END IF | |||
MINWRK = MAX(M*(M*2+19),4*M+N) | |||
MINWRK = M*(M*2+20) + N | |||
END IF | |||
END IF | |||
END IF | |||
@@ -560,7 +522,7 @@ | |||
CALL SCOPY( N, WORK( J ), 1, U( 1,I ), 1 ) | |||
J = J + N*2 | |||
END DO | |||
CALL SLASET( 'A', M-N, NS, ZERO, ZERO, U( N+1,1 ), LDU ) | |||
CALL SLASET( 'A', M-N, N, ZERO, ZERO, U( N+1,1 ), LDU ) | |||
* | |||
* Call SORMBR to compute QB*UB. | |||
* (Workspace in WORK( ITEMP ): need N, prefer N*NB) | |||
@@ -629,7 +591,7 @@ | |||
CALL SCOPY( N, WORK( J ), 1, U( 1,I ), 1 ) | |||
J = J + N*2 | |||
END DO | |||
CALL SLASET( 'A', M-N, NS, ZERO, ZERO, U( N+1,1 ), LDU ) | |||
CALL SLASET( 'A', M-N, N, ZERO, ZERO, U( N+1,1 ), LDU ) | |||
* | |||
* Call SORMBR to compute QB*UB. | |||
* (Workspace in WORK( ITEMP ): need N, prefer N*NB) | |||
@@ -725,7 +687,7 @@ | |||
CALL SCOPY( M, WORK( J ), 1, VT( I,1 ), LDVT ) | |||
J = J + M*2 | |||
END DO | |||
CALL SLASET( 'A', NS, N-M, ZERO, ZERO, VT( 1,M+1 ), LDVT) | |||
CALL SLASET( 'A', M, N-M, ZERO, ZERO, VT( 1,M+1 ), LDVT ) | |||
* | |||
* Call SORMBR to compute (VB**T)*(PB**T) | |||
* (Workspace in WORK( ITEMP ): need M, prefer M*NB) | |||
@@ -794,7 +756,7 @@ | |||
CALL SCOPY( M, WORK( J ), 1, VT( I,1 ), LDVT ) | |||
J = J + M*2 | |||
END DO | |||
CALL SLASET( 'A', NS, N-M, ZERO, ZERO, VT( 1,M+1 ), LDVT) | |||
CALL SLASET( 'A', M, N-M, ZERO, ZERO, VT( 1,M+1 ), LDVT ) | |||
* | |||
* Call SORMBR to compute VB**T * PB**T | |||
* (Workspace in WORK( ITEMP ): need M, prefer M*NB) | |||
@@ -36,30 +36,27 @@ | |||
* .. | |||
* | |||
* | |||
*> \par Purpose: | |||
* ============= | |||
*> | |||
*> \verbatim | |||
*> | |||
*> ZGESVDX computes the singular value decomposition (SVD) of a complex | |||
*> M-by-N matrix A, optionally computing the left and/or right singular | |||
*> vectors. The SVD is written | |||
*> | |||
*> A = U * SIGMA * transpose(V) | |||
*> | |||
*> where SIGMA is an M-by-N matrix which is zero except for its | |||
*> min(m,n) diagonal elements, U is an M-by-M unitary matrix, and | |||
*> V is an N-by-N unitary matrix. The diagonal elements of SIGMA | |||
*> are the singular values of A; they are real and non-negative, and | |||
*> are returned in descending order. The first min(m,n) columns of | |||
*> U and V are the left and right singular vectors of A. | |||
*> | |||
*> ZGESVDX uses an eigenvalue problem for obtaining the SVD, which | |||
*> allows for the computation of a subset of singular values and | |||
*> vectors. See DBDSVDX for details. | |||
*> | |||
*> Note that the routine returns V**T, not V. | |||
*> \endverbatim | |||
* Purpose | |||
* ======= | |||
* | |||
* ZGESVDX computes the singular value decomposition (SVD) of a complex | |||
* M-by-N matrix A, optionally computing the left and/or right singular | |||
* vectors. The SVD is written | |||
* | |||
* A = U * SIGMA * transpose(V) | |||
* | |||
* where SIGMA is an M-by-N matrix which is zero except for its | |||
* min(m,n) diagonal elements, U is an M-by-M unitary matrix, and | |||
* V is an N-by-N unitary matrix. The diagonal elements of SIGMA | |||
* are the singular values of A; they are real and non-negative, and | |||
* are returned in descending order. The first min(m,n) columns of | |||
* U and V are the left and right singular vectors of A. | |||
* | |||
* ZGESVDX uses an eigenvalue problem for obtaining the SVD, which | |||
* allows for the computation of a subset of singular values and | |||
* vectors. See DBDSVDX for details. | |||
* | |||
* Note that the routine returns V**T, not V. | |||
* | |||
* Arguments: | |||
* ========== | |||
@@ -110,7 +107,7 @@ | |||
*> | |||
*> \param[in,out] A | |||
*> \verbatim | |||
*> A is COMPLEX*16 array, dimension (LDA,N) | |||
*> A is COMPLEX array, dimension (LDA,N) | |||
*> On entry, the M-by-N matrix A. | |||
*> On exit, the contents of A are destroyed. | |||
*> \endverbatim | |||
@@ -170,7 +167,7 @@ | |||
*> vectors, stored columnwise) as specified by RANGE; if | |||
*> JOBU = 'N', U is not referenced. | |||
*> Note: The user must ensure that UCOL >= NS; if RANGE = 'V', | |||
*> the exact value of NS is not known in advance and an upper | |||
*> the exact value of NS is not known ILQFin advance and an upper | |||
*> bound must be used. | |||
*> \endverbatim | |||
*> | |||
@@ -294,8 +291,8 @@ | |||
CHARACTER JOBZ, RNGTGK | |||
LOGICAL ALLS, INDS, LQUERY, VALS, WANTU, WANTVT | |||
INTEGER I, ID, IE, IERR, ILQF, ILTGK, IQRF, ISCL, | |||
$ ITAU, ITAUP, ITAUQ, ITEMP, ITEMPR, ITGKZ, | |||
$ IUTGK, J, K, MAXWRK, MINMN, MINWRK, MNTHR | |||
$ ITAU, ITAUP, ITAUQ, ITEMP, ITGKZ, IUTGK, | |||
$ J, K, MAXWRK, MINMN, MINWRK, MNTHR | |||
DOUBLE PRECISION ABSTOL, ANRM, BIGNUM, EPS, SMLNUM | |||
* .. | |||
* .. Local Arrays .. | |||
@@ -367,14 +364,8 @@ | |||
IF( INFO.EQ.0 ) THEN | |||
IF( WANTU .AND. LDU.LT.M ) THEN | |||
INFO = -15 | |||
ELSE IF( WANTVT ) THEN | |||
IF( INDS ) THEN | |||
IF( LDVT.LT.IU-IL+1 ) THEN | |||
INFO = -17 | |||
END IF | |||
ELSE IF( LDVT.LT.MINMN ) THEN | |||
INFO = -17 | |||
END IF | |||
ELSE IF( WANTVT .AND. LDVT.LT.MINMN ) THEN | |||
INFO = -16 | |||
END IF | |||
END IF | |||
END IF | |||
@@ -396,24 +387,18 @@ | |||
* | |||
* Path 1 (M much larger than N) | |||
* | |||
MINWRK = N*(N+5) | |||
MAXWRK = N + N*ILAENV(1,'ZGEQRF',' ',M,N,-1,-1) | |||
MAXWRK = MAX(MAXWRK, | |||
$ N*N+2*N+2*N*ILAENV(1,'ZGEBRD',' ',N,N,-1,-1)) | |||
IF (WANTU .OR. WANTVT) THEN | |||
MAXWRK = MAX(MAXWRK, | |||
$ N*N+2*N+N*ILAENV(1,'ZUNMQR','LN',N,N,N,-1)) | |||
END IF | |||
MAXWRK = N + N* | |||
$ ILAENV( 1, 'DGEQRF', ' ', M, N, -1, -1 ) | |||
MAXWRK = MAX( MAXWRK, N*N + N + 2*N* | |||
$ ILAENV( 1, 'DGEBRD', ' ', N, N, -1, -1 ) ) | |||
MINWRK = N*(N+4) | |||
ELSE | |||
* | |||
* Path 2 (M at least N, but not much larger) | |||
* | |||
MINWRK = 3*N + M | |||
MAXWRK = 2*N + (M+N)*ILAENV(1,'ZGEBRD',' ',M,N,-1,-1) | |||
IF (WANTU .OR. WANTVT) THEN | |||
MAXWRK = MAX(MAXWRK, | |||
$ 2*N+N*ILAENV(1,'ZUNMQR','LN',N,N,N,-1)) | |||
END IF | |||
MAXWRK = 2*N + ( M+N )* | |||
$ ILAENV( 1, 'ZGEBRD', ' ', M, N, -1, -1 ) | |||
MINWRK = 2*N + M | |||
END IF | |||
ELSE | |||
MNTHR = ILAENV( 6, 'ZGESVD', JOBU // JOBVT, M, N, 0, 0 ) | |||
@@ -421,25 +406,18 @@ | |||
* | |||
* Path 1t (N much larger than M) | |||
* | |||
MINWRK = M*(M+5) | |||
MAXWRK = M + M*ILAENV(1,'ZGELQF',' ',M,N,-1,-1) | |||
MAXWRK = MAX(MAXWRK, | |||
$ M*M+2*M+2*M*ILAENV(1,'ZGEBRD',' ',M,M,-1,-1)) | |||
IF (WANTU .OR. WANTVT) THEN | |||
MAXWRK = MAX(MAXWRK, | |||
$ M*M+2*M+M*ILAENV(1,'ZUNMQR','LN',M,M,M,-1)) | |||
END IF | |||
MAXWRK = M + M* | |||
$ ILAENV( 1, 'ZGELQF', ' ', M, N, -1, -1 ) | |||
MAXWRK = MAX( MAXWRK, M*M + M + 2*M* | |||
$ ILAENV( 1, 'ZGEBRD', ' ', M, M, -1, -1 ) ) | |||
MINWRK = M*(M+4) | |||
ELSE | |||
* | |||
* Path 2t (N greater than M, but not much larger) | |||
* | |||
* | |||
MINWRK = 3*M + N | |||
MAXWRK = 2*M + (M+N)*ILAENV(1,'ZGEBRD',' ',M,N,-1,-1) | |||
IF (WANTU .OR. WANTVT) THEN | |||
MAXWRK = MAX(MAXWRK, | |||
$ 2*M+M*ILAENV(1,'ZUNMQR','LN',M,M,M,-1)) | |||
END IF | |||
MAXWRK = M*(M*2+19) + ( M+N )* | |||
$ ILAENV( 1, 'ZGEBRD', ' ', M, N, -1, -1 ) | |||
MINWRK = 2*M + N | |||
END IF | |||
END IF | |||
END IF | |||
@@ -537,14 +515,14 @@ | |||
CALL ZGEBRD( N, N, WORK( IQRF ), N, RWORK( ID ), | |||
$ RWORK( IE ), WORK( ITAUQ ), WORK( ITAUP ), | |||
$ WORK( ITEMP ), LWORK-ITEMP+1, INFO ) | |||
ITEMPR = ITGKZ + N*(N*2+1) | |||
ITEMP = ITGKZ + N*(N*2+1) | |||
* | |||
* Solve eigenvalue problem TGK*Z=Z*S. | |||
* (Workspace: need 2*N*N+14*N) | |||
* | |||
CALL DBDSVDX( 'U', JOBZ, RNGTGK, N, RWORK( ID ), | |||
$ RWORK( IE ), VL, VU, ILTGK, IUTGK, NS, S, | |||
$ RWORK( ITGKZ ), N*2, RWORK( ITEMPR ), | |||
$ RWORK( ITGKZ ), N*2, RWORK( ITEMP ), | |||
$ IWORK, INFO) | |||
* | |||
* If needed, compute left singular vectors. | |||
@@ -558,7 +536,7 @@ | |||
END DO | |||
K = K + N | |||
END DO | |||
CALL ZLASET( 'A', M-N, NS, CZERO, CZERO, U( N+1,1 ), LDU) | |||
CALL ZLASET( 'A', M-N, N, CZERO, CZERO, U( N+1,1 ), LDU ) | |||
* | |||
* Call ZUNMBR to compute QB*UB. | |||
* (Workspace in WORK( ITEMP ): need N, prefer N*NB) | |||
@@ -613,14 +591,14 @@ | |||
CALL ZGEBRD( M, N, A, LDA, RWORK( ID ), RWORK( IE ), | |||
$ WORK( ITAUQ ), WORK( ITAUP ), WORK( ITEMP ), | |||
$ LWORK-ITEMP+1, INFO ) | |||
ITEMPR = ITGKZ + N*(N*2+1) | |||
ITEMP = ITGKZ + N*(N*2+1) | |||
* | |||
* Solve eigenvalue problem TGK*Z=Z*S. | |||
* (Workspace: need 2*N*N+14*N) | |||
* | |||
CALL DBDSVDX( 'U', JOBZ, RNGTGK, N, RWORK( ID ), | |||
$ RWORK( IE ), VL, VU, ILTGK, IUTGK, NS, S, | |||
$ RWORK( ITGKZ ), N*2, RWORK( ITEMPR ), | |||
$ RWORK( ITGKZ ), N*2, RWORK( ITEMP ), | |||
$ IWORK, INFO) | |||
* | |||
* If needed, compute left singular vectors. | |||
@@ -634,7 +612,7 @@ | |||
END DO | |||
K = K + N | |||
END DO | |||
CALL ZLASET( 'A', M-N, NS, CZERO, CZERO, U( N+1,1 ), LDU) | |||
CALL ZLASET( 'A', M-N, N, CZERO, CZERO, U( N+1,1 ), LDU ) | |||
* | |||
* Call ZUNMBR to compute QB*UB. | |||
* (Workspace in WORK( ITEMP ): need N, prefer N*NB) | |||
@@ -700,14 +678,14 @@ | |||
CALL ZGEBRD( M, M, WORK( ILQF ), M, RWORK( ID ), | |||
$ RWORK( IE ), WORK( ITAUQ ), WORK( ITAUP ), | |||
$ WORK( ITEMP ), LWORK-ITEMP+1, INFO ) | |||
ITEMPR = ITGKZ + M*(M*2+1) | |||
ITEMP = ITGKZ + M*(M*2+1) | |||
* | |||
* Solve eigenvalue problem TGK*Z=Z*S. | |||
* (Workspace: need 2*M*M+14*M) | |||
* | |||
CALL DBDSVDX( 'U', JOBZ, RNGTGK, M, RWORK( ID ), | |||
$ RWORK( IE ), VL, VU, ILTGK, IUTGK, NS, S, | |||
$ RWORK( ITGKZ ), M*2, RWORK( ITEMPR ), | |||
$ RWORK( ITGKZ ), M*2, RWORK( ITEMP ), | |||
$ IWORK, INFO) | |||
* | |||
* If needed, compute left singular vectors. | |||
@@ -741,7 +719,7 @@ | |||
END DO | |||
K = K + M | |||
END DO | |||
CALL ZLASET( 'A', NS, N-M, CZERO, CZERO, | |||
CALL ZLASET( 'A', M, N-M, CZERO, CZERO, | |||
$ VT( 1,M+1 ), LDVT ) | |||
* | |||
* Call ZUNMBR to compute (VB**T)*(PB**T) | |||
@@ -777,14 +755,14 @@ | |||
CALL ZGEBRD( M, N, A, LDA, RWORK( ID ), RWORK( IE ), | |||
$ WORK( ITAUQ ), WORK( ITAUP ), WORK( ITEMP ), | |||
$ LWORK-ITEMP+1, INFO ) | |||
ITEMPR = ITGKZ + M*(M*2+1) | |||
ITEMP = ITGKZ + M*(M*2+1) | |||
* | |||
* Solve eigenvalue problem TGK*Z=Z*S. | |||
* (Workspace: need 2*M*M+14*M) | |||
* | |||
CALL DBDSVDX( 'L', JOBZ, RNGTGK, M, RWORK( ID ), | |||
$ RWORK( IE ), VL, VU, ILTGK, IUTGK, NS, S, | |||
$ RWORK( ITGKZ ), M*2, RWORK( ITEMPR ), | |||
$ RWORK( ITGKZ ), M*2, RWORK( ITEMP ), | |||
$ IWORK, INFO) | |||
* | |||
* If needed, compute left singular vectors. | |||
@@ -818,7 +796,7 @@ | |||
END DO | |||
K = K + M | |||
END DO | |||
CALL ZLASET( 'A', NS, N-M, CZERO, CZERO, | |||
CALL ZLASET( 'A', M, N-M, CZERO, CZERO, | |||
$ VT( 1,M+1 ), LDVT ) | |||
* | |||
* Call ZUNMBR to compute VB**T * PB**T | |||