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- *> \brief \b DGESDD
- *
- * =========== DOCUMENTATION ===========
- *
- * Online html documentation available at
- * http://www.netlib.org/lapack/explore-html/
- *
- *> \htmlonly
- *> Download DGESDD + dependencies
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgesdd.f">
- *> [TGZ]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgesdd.f">
- *> [ZIP]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgesdd.f">
- *> [TXT]</a>
- *> \endhtmlonly
- *
- * Definition:
- * ===========
- *
- * SUBROUTINE DGESDD( JOBZ, M, N, A, LDA, S, U, LDU, VT, LDVT,
- * WORK, LWORK, IWORK, INFO )
- *
- * .. Scalar Arguments ..
- * CHARACTER JOBZ
- * INTEGER INFO, LDA, LDU, LDVT, LWORK, M, N
- * ..
- * .. Array Arguments ..
- * INTEGER IWORK( * )
- * DOUBLE PRECISION A( LDA, * ), S( * ), U( LDU, * ),
- * $ VT( LDVT, * ), WORK( * )
- * ..
- *
- *
- *> \par Purpose:
- * =============
- *>
- *> \verbatim
- *>
- *> DGESDD computes the singular value decomposition (SVD) of a real
- *> M-by-N matrix A, optionally computing the left and right singular
- *> vectors. If singular vectors are desired, it uses a
- *> divide-and-conquer algorithm.
- *>
- *> 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 orthogonal matrix, and
- *> V is an N-by-N orthogonal 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.
- *>
- *> Note that the routine returns VT = V**T, not V.
- *>
- *> The divide and conquer algorithm makes very mild assumptions about
- *> floating point arithmetic. It will work on machines with a guard
- *> digit in add/subtract, or on those binary machines without guard
- *> digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
- *> Cray-2. It could conceivably fail on hexadecimal or decimal machines
- *> without guard digits, but we know of none.
- *> \endverbatim
- *
- * Arguments:
- * ==========
- *
- *> \param[in] JOBZ
- *> \verbatim
- *> JOBZ is CHARACTER*1
- *> Specifies options for computing all or part of the matrix U:
- *> = 'A': all M columns of U and all N rows of V**T are
- *> returned in the arrays U and VT;
- *> = 'S': the first min(M,N) columns of U and the first
- *> min(M,N) rows of V**T are returned in the arrays U
- *> and VT;
- *> = 'O': If M >= N, the first N columns of U are overwritten
- *> on the array A and all rows of V**T are returned in
- *> the array VT;
- *> otherwise, all columns of U are returned in the
- *> array U and the first M rows of V**T are overwritten
- *> in the array A;
- *> = 'N': no columns of U or rows of V**T are computed.
- *> \endverbatim
- *>
- *> \param[in] M
- *> \verbatim
- *> M is INTEGER
- *> The number of rows of the input matrix A. M >= 0.
- *> \endverbatim
- *>
- *> \param[in] N
- *> \verbatim
- *> N is INTEGER
- *> The number of columns of the input matrix A. N >= 0.
- *> \endverbatim
- *>
- *> \param[in,out] A
- *> \verbatim
- *> A is DOUBLE PRECISION array, dimension (LDA,N)
- *> On entry, the M-by-N matrix A.
- *> On exit,
- *> if JOBZ = 'O', A is overwritten with the first N columns
- *> of U (the left singular vectors, stored
- *> columnwise) if M >= N;
- *> A is overwritten with the first M rows
- *> of V**T (the right singular vectors, stored
- *> rowwise) otherwise.
- *> if JOBZ .ne. 'O', the contents of A are destroyed.
- *> \endverbatim
- *>
- *> \param[in] LDA
- *> \verbatim
- *> LDA is INTEGER
- *> The leading dimension of the array A. LDA >= max(1,M).
- *> \endverbatim
- *>
- *> \param[out] S
- *> \verbatim
- *> S is DOUBLE PRECISION array, dimension (min(M,N))
- *> The singular values of A, sorted so that S(i) >= S(i+1).
- *> \endverbatim
- *>
- *> \param[out] U
- *> \verbatim
- *> U is DOUBLE PRECISION array, dimension (LDU,UCOL)
- *> UCOL = M if JOBZ = 'A' or JOBZ = 'O' and M < N;
- *> UCOL = min(M,N) if JOBZ = 'S'.
- *> If JOBZ = 'A' or JOBZ = 'O' and M < N, U contains the M-by-M
- *> orthogonal matrix U;
- *> if JOBZ = 'S', U contains the first min(M,N) columns of U
- *> (the left singular vectors, stored columnwise);
- *> if JOBZ = 'O' and M >= N, or JOBZ = 'N', U is not referenced.
- *> \endverbatim
- *>
- *> \param[in] LDU
- *> \verbatim
- *> LDU is INTEGER
- *> The leading dimension of the array U. LDU >= 1; if
- *> JOBZ = 'S' or 'A' or JOBZ = 'O' and M < N, LDU >= M.
- *> \endverbatim
- *>
- *> \param[out] VT
- *> \verbatim
- *> VT is DOUBLE PRECISION array, dimension (LDVT,N)
- *> If JOBZ = 'A' or JOBZ = 'O' and M >= N, VT contains the
- *> N-by-N orthogonal matrix V**T;
- *> if JOBZ = 'S', VT contains the first min(M,N) rows of
- *> V**T (the right singular vectors, stored rowwise);
- *> if JOBZ = 'O' and M < N, or JOBZ = 'N', VT is not referenced.
- *> \endverbatim
- *>
- *> \param[in] LDVT
- *> \verbatim
- *> LDVT is INTEGER
- *> The leading dimension of the array VT. LDVT >= 1;
- *> if JOBZ = 'A' or JOBZ = 'O' and M >= N, LDVT >= N;
- *> if JOBZ = 'S', LDVT >= min(M,N).
- *> \endverbatim
- *>
- *> \param[out] WORK
- *> \verbatim
- *> WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
- *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK;
- *> \endverbatim
- *>
- *> \param[in] LWORK
- *> \verbatim
- *> LWORK is INTEGER
- *> The dimension of the array WORK. LWORK >= 1.
- *> If LWORK = -1, a workspace query is assumed. The optimal
- *> size for the WORK array is calculated and stored in WORK(1),
- *> and no other work except argument checking is performed.
- *>
- *> Let mx = max(M,N) and mn = min(M,N).
- *> If JOBZ = 'N', LWORK >= 3*mn + max( mx, 7*mn ).
- *> If JOBZ = 'O', LWORK >= 3*mn + max( mx, 5*mn*mn + 4*mn ).
- *> If JOBZ = 'S', LWORK >= 4*mn*mn + 7*mn.
- *> If JOBZ = 'A', LWORK >= 4*mn*mn + 6*mn + mx.
- *> These are not tight minimums in all cases; see comments inside code.
- *> For good performance, LWORK should generally be larger;
- *> a query is recommended.
- *> \endverbatim
- *>
- *> \param[out] IWORK
- *> \verbatim
- *> IWORK is INTEGER array, dimension (8*min(M,N))
- *> \endverbatim
- *>
- *> \param[out] INFO
- *> \verbatim
- *> INFO is INTEGER
- *> = 0: successful exit.
- *> < 0: if INFO = -i, the i-th argument had an illegal value.
- *> > 0: DBDSDC did not converge, updating process failed.
- *> \endverbatim
- *
- * Authors:
- * ========
- *
- *> \author Univ. of Tennessee
- *> \author Univ. of California Berkeley
- *> \author Univ. of Colorado Denver
- *> \author NAG Ltd.
- *
- *> \date June 2016
- *
- *> \ingroup doubleGEsing
- *
- *> \par Contributors:
- * ==================
- *>
- *> Ming Gu and Huan Ren, Computer Science Division, University of
- *> California at Berkeley, USA
- *>
- * =====================================================================
- SUBROUTINE DGESDD( JOBZ, M, N, A, LDA, S, U, LDU, VT, LDVT,
- $ WORK, LWORK, IWORK, INFO )
- implicit none
- *
- * -- LAPACK driver routine (version 3.7.0) --
- * -- LAPACK is a software package provided by Univ. of Tennessee, --
- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
- * June 2016
- *
- * .. Scalar Arguments ..
- CHARACTER JOBZ
- INTEGER INFO, LDA, LDU, LDVT, LWORK, M, N
- * ..
- * .. Array Arguments ..
- INTEGER IWORK( * )
- DOUBLE PRECISION A( LDA, * ), S( * ), U( LDU, * ),
- $ VT( LDVT, * ), WORK( * )
- * ..
- *
- * =====================================================================
- *
- * .. Parameters ..
- DOUBLE PRECISION ZERO, ONE
- PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
- * ..
- * .. Local Scalars ..
- LOGICAL LQUERY, WNTQA, WNTQAS, WNTQN, WNTQO, WNTQS
- INTEGER BDSPAC, BLK, CHUNK, I, IE, IERR, IL,
- $ IR, ISCL, ITAU, ITAUP, ITAUQ, IU, IVT, LDWKVT,
- $ LDWRKL, LDWRKR, LDWRKU, MAXWRK, MINMN, MINWRK,
- $ MNTHR, NWORK, WRKBL
- INTEGER LWORK_DGEBRD_MN, LWORK_DGEBRD_MM,
- $ LWORK_DGEBRD_NN, LWORK_DGELQF_MN,
- $ LWORK_DGEQRF_MN,
- $ LWORK_DORGBR_P_MM, LWORK_DORGBR_Q_NN,
- $ LWORK_DORGLQ_MN, LWORK_DORGLQ_NN,
- $ LWORK_DORGQR_MM, LWORK_DORGQR_MN,
- $ LWORK_DORMBR_PRT_MM, LWORK_DORMBR_QLN_MM,
- $ LWORK_DORMBR_PRT_MN, LWORK_DORMBR_QLN_MN,
- $ LWORK_DORMBR_PRT_NN, LWORK_DORMBR_QLN_NN
- DOUBLE PRECISION ANRM, BIGNUM, EPS, SMLNUM
- * ..
- * .. Local Arrays ..
- INTEGER IDUM( 1 )
- DOUBLE PRECISION DUM( 1 )
- * ..
- * .. External Subroutines ..
- EXTERNAL DBDSDC, DGEBRD, DGELQF, DGEMM, DGEQRF, DLACPY,
- $ DLASCL, DLASET, DORGBR, DORGLQ, DORGQR, DORMBR,
- $ XERBLA
- * ..
- * .. External Functions ..
- LOGICAL LSAME
- DOUBLE PRECISION DLAMCH, DLANGE
- EXTERNAL DLAMCH, DLANGE, LSAME
- * ..
- * .. Intrinsic Functions ..
- INTRINSIC INT, MAX, MIN, SQRT
- * ..
- * .. Executable Statements ..
- *
- * Test the input arguments
- *
- INFO = 0
- MINMN = MIN( M, N )
- WNTQA = LSAME( JOBZ, 'A' )
- WNTQS = LSAME( JOBZ, 'S' )
- WNTQAS = WNTQA .OR. WNTQS
- WNTQO = LSAME( JOBZ, 'O' )
- WNTQN = LSAME( JOBZ, 'N' )
- LQUERY = ( LWORK.EQ.-1 )
- *
- IF( .NOT.( WNTQA .OR. WNTQS .OR. WNTQO .OR. WNTQN ) ) THEN
- INFO = -1
- ELSE IF( M.LT.0 ) THEN
- INFO = -2
- ELSE IF( N.LT.0 ) THEN
- INFO = -3
- ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
- INFO = -5
- ELSE IF( LDU.LT.1 .OR. ( WNTQAS .AND. LDU.LT.M ) .OR.
- $ ( WNTQO .AND. M.LT.N .AND. LDU.LT.M ) ) THEN
- INFO = -8
- ELSE IF( LDVT.LT.1 .OR. ( WNTQA .AND. LDVT.LT.N ) .OR.
- $ ( WNTQS .AND. LDVT.LT.MINMN ) .OR.
- $ ( WNTQO .AND. M.GE.N .AND. LDVT.LT.N ) ) THEN
- INFO = -10
- END IF
- *
- * Compute workspace
- * Note: Comments in the code beginning "Workspace:" describe the
- * minimal amount of workspace allocated at that point in the code,
- * as well as the preferred amount for good performance.
- * NB refers to the optimal block size for the immediately
- * following subroutine, as returned by ILAENV.
- *
- IF( INFO.EQ.0 ) THEN
- MINWRK = 1
- MAXWRK = 1
- BDSPAC = 0
- MNTHR = INT( MINMN*11.0D0 / 6.0D0 )
- IF( M.GE.N .AND. MINMN.GT.0 ) THEN
- *
- * Compute space needed for DBDSDC
- *
- IF( WNTQN ) THEN
- * dbdsdc needs only 4*N (or 6*N for uplo=L for LAPACK <= 3.6)
- * keep 7*N for backwards compatibility.
- BDSPAC = 7*N
- ELSE
- BDSPAC = 3*N*N + 4*N
- END IF
- *
- * Compute space preferred for each routine
- CALL DGEBRD( M, N, DUM(1), M, DUM(1), DUM(1), DUM(1),
- $ DUM(1), DUM(1), -1, IERR )
- LWORK_DGEBRD_MN = INT( DUM(1) )
- *
- CALL DGEBRD( N, N, DUM(1), N, DUM(1), DUM(1), DUM(1),
- $ DUM(1), DUM(1), -1, IERR )
- LWORK_DGEBRD_NN = INT( DUM(1) )
- *
- CALL DGEQRF( M, N, DUM(1), M, DUM(1), DUM(1), -1, IERR )
- LWORK_DGEQRF_MN = INT( DUM(1) )
- *
- CALL DORGBR( 'Q', N, N, N, DUM(1), N, DUM(1), DUM(1), -1,
- $ IERR )
- LWORK_DORGBR_Q_NN = INT( DUM(1) )
- *
- CALL DORGQR( M, M, N, DUM(1), M, DUM(1), DUM(1), -1, IERR )
- LWORK_DORGQR_MM = INT( DUM(1) )
- *
- CALL DORGQR( M, N, N, DUM(1), M, DUM(1), DUM(1), -1, IERR )
- LWORK_DORGQR_MN = INT( DUM(1) )
- *
- CALL DORMBR( 'P', 'R', 'T', N, N, N, DUM(1), N,
- $ DUM(1), DUM(1), N, DUM(1), -1, IERR )
- LWORK_DORMBR_PRT_NN = INT( DUM(1) )
- *
- CALL DORMBR( 'Q', 'L', 'N', N, N, N, DUM(1), N,
- $ DUM(1), DUM(1), N, DUM(1), -1, IERR )
- LWORK_DORMBR_QLN_NN = INT( DUM(1) )
- *
- CALL DORMBR( 'Q', 'L', 'N', M, N, N, DUM(1), M,
- $ DUM(1), DUM(1), M, DUM(1), -1, IERR )
- LWORK_DORMBR_QLN_MN = INT( DUM(1) )
- *
- CALL DORMBR( 'Q', 'L', 'N', M, M, N, DUM(1), M,
- $ DUM(1), DUM(1), M, DUM(1), -1, IERR )
- LWORK_DORMBR_QLN_MM = INT( DUM(1) )
- *
- IF( M.GE.MNTHR ) THEN
- IF( WNTQN ) THEN
- *
- * Path 1 (M >> N, JOBZ='N')
- *
- WRKBL = N + LWORK_DGEQRF_MN
- WRKBL = MAX( WRKBL, 3*N + LWORK_DGEBRD_NN )
- MAXWRK = MAX( WRKBL, BDSPAC + N )
- MINWRK = BDSPAC + N
- ELSE IF( WNTQO ) THEN
- *
- * Path 2 (M >> N, JOBZ='O')
- *
- WRKBL = N + LWORK_DGEQRF_MN
- WRKBL = MAX( WRKBL, N + LWORK_DORGQR_MN )
- WRKBL = MAX( WRKBL, 3*N + LWORK_DGEBRD_NN )
- WRKBL = MAX( WRKBL, 3*N + LWORK_DORMBR_QLN_NN )
- WRKBL = MAX( WRKBL, 3*N + LWORK_DORMBR_PRT_NN )
- WRKBL = MAX( WRKBL, 3*N + BDSPAC )
- MAXWRK = WRKBL + 2*N*N
- MINWRK = BDSPAC + 2*N*N + 3*N
- ELSE IF( WNTQS ) THEN
- *
- * Path 3 (M >> N, JOBZ='S')
- *
- WRKBL = N + LWORK_DGEQRF_MN
- WRKBL = MAX( WRKBL, N + LWORK_DORGQR_MN )
- WRKBL = MAX( WRKBL, 3*N + LWORK_DGEBRD_NN )
- WRKBL = MAX( WRKBL, 3*N + LWORK_DORMBR_QLN_NN )
- WRKBL = MAX( WRKBL, 3*N + LWORK_DORMBR_PRT_NN )
- WRKBL = MAX( WRKBL, 3*N + BDSPAC )
- MAXWRK = WRKBL + N*N
- MINWRK = BDSPAC + N*N + 3*N
- ELSE IF( WNTQA ) THEN
- *
- * Path 4 (M >> N, JOBZ='A')
- *
- WRKBL = N + LWORK_DGEQRF_MN
- WRKBL = MAX( WRKBL, N + LWORK_DORGQR_MM )
- WRKBL = MAX( WRKBL, 3*N + LWORK_DGEBRD_NN )
- WRKBL = MAX( WRKBL, 3*N + LWORK_DORMBR_QLN_NN )
- WRKBL = MAX( WRKBL, 3*N + LWORK_DORMBR_PRT_NN )
- WRKBL = MAX( WRKBL, 3*N + BDSPAC )
- MAXWRK = WRKBL + N*N
- MINWRK = N*N + MAX( 3*N + BDSPAC, N + M )
- END IF
- ELSE
- *
- * Path 5 (M >= N, but not much larger)
- *
- WRKBL = 3*N + LWORK_DGEBRD_MN
- IF( WNTQN ) THEN
- * Path 5n (M >= N, jobz='N')
- MAXWRK = MAX( WRKBL, 3*N + BDSPAC )
- MINWRK = 3*N + MAX( M, BDSPAC )
- ELSE IF( WNTQO ) THEN
- * Path 5o (M >= N, jobz='O')
- WRKBL = MAX( WRKBL, 3*N + LWORK_DORMBR_PRT_NN )
- WRKBL = MAX( WRKBL, 3*N + LWORK_DORMBR_QLN_MN )
- WRKBL = MAX( WRKBL, 3*N + BDSPAC )
- MAXWRK = WRKBL + M*N
- MINWRK = 3*N + MAX( M, N*N + BDSPAC )
- ELSE IF( WNTQS ) THEN
- * Path 5s (M >= N, jobz='S')
- WRKBL = MAX( WRKBL, 3*N + LWORK_DORMBR_QLN_MN )
- WRKBL = MAX( WRKBL, 3*N + LWORK_DORMBR_PRT_NN )
- MAXWRK = MAX( WRKBL, 3*N + BDSPAC )
- MINWRK = 3*N + MAX( M, BDSPAC )
- ELSE IF( WNTQA ) THEN
- * Path 5a (M >= N, jobz='A')
- WRKBL = MAX( WRKBL, 3*N + LWORK_DORMBR_QLN_MM )
- WRKBL = MAX( WRKBL, 3*N + LWORK_DORMBR_PRT_NN )
- MAXWRK = MAX( WRKBL, 3*N + BDSPAC )
- MINWRK = 3*N + MAX( M, BDSPAC )
- END IF
- END IF
- ELSE IF( MINMN.GT.0 ) THEN
- *
- * Compute space needed for DBDSDC
- *
- IF( WNTQN ) THEN
- * dbdsdc needs only 4*N (or 6*N for uplo=L for LAPACK <= 3.6)
- * keep 7*N for backwards compatibility.
- BDSPAC = 7*M
- ELSE
- BDSPAC = 3*M*M + 4*M
- END IF
- *
- * Compute space preferred for each routine
- CALL DGEBRD( M, N, DUM(1), M, DUM(1), DUM(1), DUM(1),
- $ DUM(1), DUM(1), -1, IERR )
- LWORK_DGEBRD_MN = INT( DUM(1) )
- *
- CALL DGEBRD( M, M, A, M, S, DUM(1), DUM(1),
- $ DUM(1), DUM(1), -1, IERR )
- LWORK_DGEBRD_MM = INT( DUM(1) )
- *
- CALL DGELQF( M, N, A, M, DUM(1), DUM(1), -1, IERR )
- LWORK_DGELQF_MN = INT( DUM(1) )
- *
- CALL DORGLQ( N, N, M, DUM(1), N, DUM(1), DUM(1), -1, IERR )
- LWORK_DORGLQ_NN = INT( DUM(1) )
- *
- CALL DORGLQ( M, N, M, A, M, DUM(1), DUM(1), -1, IERR )
- LWORK_DORGLQ_MN = INT( DUM(1) )
- *
- CALL DORGBR( 'P', M, M, M, A, N, DUM(1), DUM(1), -1, IERR )
- LWORK_DORGBR_P_MM = INT( DUM(1) )
- *
- CALL DORMBR( 'P', 'R', 'T', M, M, M, DUM(1), M,
- $ DUM(1), DUM(1), M, DUM(1), -1, IERR )
- LWORK_DORMBR_PRT_MM = INT( DUM(1) )
- *
- CALL DORMBR( 'P', 'R', 'T', M, N, M, DUM(1), M,
- $ DUM(1), DUM(1), M, DUM(1), -1, IERR )
- LWORK_DORMBR_PRT_MN = INT( DUM(1) )
- *
- CALL DORMBR( 'P', 'R', 'T', N, N, M, DUM(1), N,
- $ DUM(1), DUM(1), N, DUM(1), -1, IERR )
- LWORK_DORMBR_PRT_NN = INT( DUM(1) )
- *
- CALL DORMBR( 'Q', 'L', 'N', M, M, M, DUM(1), M,
- $ DUM(1), DUM(1), M, DUM(1), -1, IERR )
- LWORK_DORMBR_QLN_MM = INT( DUM(1) )
- *
- IF( N.GE.MNTHR ) THEN
- IF( WNTQN ) THEN
- *
- * Path 1t (N >> M, JOBZ='N')
- *
- WRKBL = M + LWORK_DGELQF_MN
- WRKBL = MAX( WRKBL, 3*M + LWORK_DGEBRD_MM )
- MAXWRK = MAX( WRKBL, BDSPAC + M )
- MINWRK = BDSPAC + M
- ELSE IF( WNTQO ) THEN
- *
- * Path 2t (N >> M, JOBZ='O')
- *
- WRKBL = M + LWORK_DGELQF_MN
- WRKBL = MAX( WRKBL, M + LWORK_DORGLQ_MN )
- WRKBL = MAX( WRKBL, 3*M + LWORK_DGEBRD_MM )
- WRKBL = MAX( WRKBL, 3*M + LWORK_DORMBR_QLN_MM )
- WRKBL = MAX( WRKBL, 3*M + LWORK_DORMBR_PRT_MM )
- WRKBL = MAX( WRKBL, 3*M + BDSPAC )
- MAXWRK = WRKBL + 2*M*M
- MINWRK = BDSPAC + 2*M*M + 3*M
- ELSE IF( WNTQS ) THEN
- *
- * Path 3t (N >> M, JOBZ='S')
- *
- WRKBL = M + LWORK_DGELQF_MN
- WRKBL = MAX( WRKBL, M + LWORK_DORGLQ_MN )
- WRKBL = MAX( WRKBL, 3*M + LWORK_DGEBRD_MM )
- WRKBL = MAX( WRKBL, 3*M + LWORK_DORMBR_QLN_MM )
- WRKBL = MAX( WRKBL, 3*M + LWORK_DORMBR_PRT_MM )
- WRKBL = MAX( WRKBL, 3*M + BDSPAC )
- MAXWRK = WRKBL + M*M
- MINWRK = BDSPAC + M*M + 3*M
- ELSE IF( WNTQA ) THEN
- *
- * Path 4t (N >> M, JOBZ='A')
- *
- WRKBL = M + LWORK_DGELQF_MN
- WRKBL = MAX( WRKBL, M + LWORK_DORGLQ_NN )
- WRKBL = MAX( WRKBL, 3*M + LWORK_DGEBRD_MM )
- WRKBL = MAX( WRKBL, 3*M + LWORK_DORMBR_QLN_MM )
- WRKBL = MAX( WRKBL, 3*M + LWORK_DORMBR_PRT_MM )
- WRKBL = MAX( WRKBL, 3*M + BDSPAC )
- MAXWRK = WRKBL + M*M
- MINWRK = M*M + MAX( 3*M + BDSPAC, M + N )
- END IF
- ELSE
- *
- * Path 5t (N > M, but not much larger)
- *
- WRKBL = 3*M + LWORK_DGEBRD_MN
- IF( WNTQN ) THEN
- * Path 5tn (N > M, jobz='N')
- MAXWRK = MAX( WRKBL, 3*M + BDSPAC )
- MINWRK = 3*M + MAX( N, BDSPAC )
- ELSE IF( WNTQO ) THEN
- * Path 5to (N > M, jobz='O')
- WRKBL = MAX( WRKBL, 3*M + LWORK_DORMBR_QLN_MM )
- WRKBL = MAX( WRKBL, 3*M + LWORK_DORMBR_PRT_MN )
- WRKBL = MAX( WRKBL, 3*M + BDSPAC )
- MAXWRK = WRKBL + M*N
- MINWRK = 3*M + MAX( N, M*M + BDSPAC )
- ELSE IF( WNTQS ) THEN
- * Path 5ts (N > M, jobz='S')
- WRKBL = MAX( WRKBL, 3*M + LWORK_DORMBR_QLN_MM )
- WRKBL = MAX( WRKBL, 3*M + LWORK_DORMBR_PRT_MN )
- MAXWRK = MAX( WRKBL, 3*M + BDSPAC )
- MINWRK = 3*M + MAX( N, BDSPAC )
- ELSE IF( WNTQA ) THEN
- * Path 5ta (N > M, jobz='A')
- WRKBL = MAX( WRKBL, 3*M + LWORK_DORMBR_QLN_MM )
- WRKBL = MAX( WRKBL, 3*M + LWORK_DORMBR_PRT_NN )
- MAXWRK = MAX( WRKBL, 3*M + BDSPAC )
- MINWRK = 3*M + MAX( N, BDSPAC )
- END IF
- END IF
- END IF
-
- MAXWRK = MAX( MAXWRK, MINWRK )
- WORK( 1 ) = MAXWRK
- *
- IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY ) THEN
- INFO = -12
- END IF
- END IF
- *
- IF( INFO.NE.0 ) THEN
- CALL XERBLA( 'DGESDD', -INFO )
- RETURN
- ELSE IF( LQUERY ) THEN
- RETURN
- END IF
- *
- * Quick return if possible
- *
- IF( M.EQ.0 .OR. N.EQ.0 ) THEN
- RETURN
- END IF
- *
- * Get machine constants
- *
- EPS = DLAMCH( 'P' )
- SMLNUM = SQRT( DLAMCH( 'S' ) ) / EPS
- BIGNUM = ONE / SMLNUM
- *
- * Scale A if max element outside range [SMLNUM,BIGNUM]
- *
- ANRM = DLANGE( 'M', M, N, A, LDA, DUM )
- ISCL = 0
- IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
- ISCL = 1
- CALL DLASCL( 'G', 0, 0, ANRM, SMLNUM, M, N, A, LDA, IERR )
- ELSE IF( ANRM.GT.BIGNUM ) THEN
- ISCL = 1
- CALL DLASCL( 'G', 0, 0, ANRM, BIGNUM, M, N, A, LDA, IERR )
- END IF
- *
- IF( M.GE.N ) THEN
- *
- * A has at least as many rows as columns. If A has sufficiently
- * more rows than columns, first reduce using the QR
- * decomposition (if sufficient workspace available)
- *
- IF( M.GE.MNTHR ) THEN
- *
- IF( WNTQN ) THEN
- *
- * Path 1 (M >> N, JOBZ='N')
- * No singular vectors to be computed
- *
- ITAU = 1
- NWORK = ITAU + N
- *
- * Compute A=Q*R
- * Workspace: need N [tau] + N [work]
- * Workspace: prefer N [tau] + N*NB [work]
- *
- CALL DGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
- $ LWORK - NWORK + 1, IERR )
- *
- * Zero out below R
- *
- CALL DLASET( 'L', N-1, N-1, ZERO, ZERO, A( 2, 1 ), LDA )
- IE = 1
- ITAUQ = IE + N
- ITAUP = ITAUQ + N
- NWORK = ITAUP + N
- *
- * Bidiagonalize R in A
- * Workspace: need 3*N [e, tauq, taup] + N [work]
- * Workspace: prefer 3*N [e, tauq, taup] + 2*N*NB [work]
- *
- CALL DGEBRD( N, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ),
- $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
- $ IERR )
- NWORK = IE + N
- *
- * Perform bidiagonal SVD, computing singular values only
- * Workspace: need N [e] + BDSPAC
- *
- CALL DBDSDC( 'U', 'N', N, S, WORK( IE ), DUM, 1, DUM, 1,
- $ DUM, IDUM, WORK( NWORK ), IWORK, INFO )
- *
- ELSE IF( WNTQO ) THEN
- *
- * Path 2 (M >> N, JOBZ = 'O')
- * N left singular vectors to be overwritten on A and
- * N right singular vectors to be computed in VT
- *
- IR = 1
- *
- * WORK(IR) is LDWRKR by N
- *
- IF( LWORK .GE. LDA*N + N*N + 3*N + BDSPAC ) THEN
- LDWRKR = LDA
- ELSE
- LDWRKR = ( LWORK - N*N - 3*N - BDSPAC ) / N
- END IF
- ITAU = IR + LDWRKR*N
- NWORK = ITAU + N
- *
- * Compute A=Q*R
- * Workspace: need N*N [R] + N [tau] + N [work]
- * Workspace: prefer N*N [R] + N [tau] + N*NB [work]
- *
- CALL DGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
- $ LWORK - NWORK + 1, IERR )
- *
- * Copy R to WORK(IR), zeroing out below it
- *
- CALL DLACPY( 'U', N, N, A, LDA, WORK( IR ), LDWRKR )
- CALL DLASET( 'L', N - 1, N - 1, ZERO, ZERO, WORK(IR+1),
- $ LDWRKR )
- *
- * Generate Q in A
- * Workspace: need N*N [R] + N [tau] + N [work]
- * Workspace: prefer N*N [R] + N [tau] + N*NB [work]
- *
- CALL DORGQR( M, N, N, A, LDA, WORK( ITAU ),
- $ WORK( NWORK ), LWORK - NWORK + 1, IERR )
- IE = ITAU
- ITAUQ = IE + N
- ITAUP = ITAUQ + N
- NWORK = ITAUP + N
- *
- * Bidiagonalize R in WORK(IR)
- * Workspace: need N*N [R] + 3*N [e, tauq, taup] + N [work]
- * Workspace: prefer N*N [R] + 3*N [e, tauq, taup] + 2*N*NB [work]
- *
- CALL DGEBRD( N, N, WORK( IR ), LDWRKR, S, WORK( IE ),
- $ WORK( ITAUQ ), WORK( ITAUP ), WORK( NWORK ),
- $ LWORK - NWORK + 1, IERR )
- *
- * WORK(IU) is N by N
- *
- IU = NWORK
- NWORK = IU + N*N
- *
- * Perform bidiagonal SVD, computing left singular vectors
- * of bidiagonal matrix in WORK(IU) and computing right
- * singular vectors of bidiagonal matrix in VT
- * Workspace: need N*N [R] + 3*N [e, tauq, taup] + N*N [U] + BDSPAC
- *
- CALL DBDSDC( 'U', 'I', N, S, WORK( IE ), WORK( IU ), N,
- $ VT, LDVT, DUM, IDUM, WORK( NWORK ), IWORK,
- $ INFO )
- *
- * Overwrite WORK(IU) by left singular vectors of R
- * and VT by right singular vectors of R
- * Workspace: need N*N [R] + 3*N [e, tauq, taup] + N*N [U] + N [work]
- * Workspace: prefer N*N [R] + 3*N [e, tauq, taup] + N*N [U] + N*NB [work]
- *
- CALL DORMBR( 'Q', 'L', 'N', N, N, N, WORK( IR ), LDWRKR,
- $ WORK( ITAUQ ), WORK( IU ), N, WORK( NWORK ),
- $ LWORK - NWORK + 1, IERR )
- CALL DORMBR( 'P', 'R', 'T', N, N, N, WORK( IR ), LDWRKR,
- $ WORK( ITAUP ), VT, LDVT, WORK( NWORK ),
- $ LWORK - NWORK + 1, IERR )
- *
- * Multiply Q in A by left singular vectors of R in
- * WORK(IU), storing result in WORK(IR) and copying to A
- * Workspace: need N*N [R] + 3*N [e, tauq, taup] + N*N [U]
- * Workspace: prefer M*N [R] + 3*N [e, tauq, taup] + N*N [U]
- *
- DO 10 I = 1, M, LDWRKR
- CHUNK = MIN( M - I + 1, LDWRKR )
- CALL DGEMM( 'N', 'N', CHUNK, N, N, ONE, A( I, 1 ),
- $ LDA, WORK( IU ), N, ZERO, WORK( IR ),
- $ LDWRKR )
- CALL DLACPY( 'F', CHUNK, N, WORK( IR ), LDWRKR,
- $ A( I, 1 ), LDA )
- 10 CONTINUE
- *
- ELSE IF( WNTQS ) THEN
- *
- * Path 3 (M >> N, JOBZ='S')
- * N left singular vectors to be computed in U and
- * N right singular vectors to be computed in VT
- *
- IR = 1
- *
- * WORK(IR) is N by N
- *
- LDWRKR = N
- ITAU = IR + LDWRKR*N
- NWORK = ITAU + N
- *
- * Compute A=Q*R
- * Workspace: need N*N [R] + N [tau] + N [work]
- * Workspace: prefer N*N [R] + N [tau] + N*NB [work]
- *
- CALL DGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
- $ LWORK - NWORK + 1, IERR )
- *
- * Copy R to WORK(IR), zeroing out below it
- *
- CALL DLACPY( 'U', N, N, A, LDA, WORK( IR ), LDWRKR )
- CALL DLASET( 'L', N - 1, N - 1, ZERO, ZERO, WORK(IR+1),
- $ LDWRKR )
- *
- * Generate Q in A
- * Workspace: need N*N [R] + N [tau] + N [work]
- * Workspace: prefer N*N [R] + N [tau] + N*NB [work]
- *
- CALL DORGQR( M, N, N, A, LDA, WORK( ITAU ),
- $ WORK( NWORK ), LWORK - NWORK + 1, IERR )
- IE = ITAU
- ITAUQ = IE + N
- ITAUP = ITAUQ + N
- NWORK = ITAUP + N
- *
- * Bidiagonalize R in WORK(IR)
- * Workspace: need N*N [R] + 3*N [e, tauq, taup] + N [work]
- * Workspace: prefer N*N [R] + 3*N [e, tauq, taup] + 2*N*NB [work]
- *
- CALL DGEBRD( N, N, WORK( IR ), LDWRKR, S, WORK( IE ),
- $ WORK( ITAUQ ), WORK( ITAUP ), WORK( NWORK ),
- $ LWORK - NWORK + 1, IERR )
- *
- * Perform bidiagonal SVD, computing left singular vectors
- * of bidiagoal matrix in U and computing right singular
- * vectors of bidiagonal matrix in VT
- * Workspace: need N*N [R] + 3*N [e, tauq, taup] + BDSPAC
- *
- CALL DBDSDC( 'U', 'I', N, S, WORK( IE ), U, LDU, VT,
- $ LDVT, DUM, IDUM, WORK( NWORK ), IWORK,
- $ INFO )
- *
- * Overwrite U by left singular vectors of R and VT
- * by right singular vectors of R
- * Workspace: need N*N [R] + 3*N [e, tauq, taup] + N [work]
- * Workspace: prefer N*N [R] + 3*N [e, tauq, taup] + N*NB [work]
- *
- CALL DORMBR( 'Q', 'L', 'N', N, N, N, WORK( IR ), LDWRKR,
- $ WORK( ITAUQ ), U, LDU, WORK( NWORK ),
- $ LWORK - NWORK + 1, IERR )
- *
- CALL DORMBR( 'P', 'R', 'T', N, N, N, WORK( IR ), LDWRKR,
- $ WORK( ITAUP ), VT, LDVT, WORK( NWORK ),
- $ LWORK - NWORK + 1, IERR )
- *
- * Multiply Q in A by left singular vectors of R in
- * WORK(IR), storing result in U
- * Workspace: need N*N [R]
- *
- CALL DLACPY( 'F', N, N, U, LDU, WORK( IR ), LDWRKR )
- CALL DGEMM( 'N', 'N', M, N, N, ONE, A, LDA, WORK( IR ),
- $ LDWRKR, ZERO, U, LDU )
- *
- ELSE IF( WNTQA ) THEN
- *
- * Path 4 (M >> N, JOBZ='A')
- * M left singular vectors to be computed in U and
- * N right singular vectors to be computed in VT
- *
- IU = 1
- *
- * WORK(IU) is N by N
- *
- LDWRKU = N
- ITAU = IU + LDWRKU*N
- NWORK = ITAU + N
- *
- * Compute A=Q*R, copying result to U
- * Workspace: need N*N [U] + N [tau] + N [work]
- * Workspace: prefer N*N [U] + N [tau] + N*NB [work]
- *
- CALL DGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
- $ LWORK - NWORK + 1, IERR )
- CALL DLACPY( 'L', M, N, A, LDA, U, LDU )
- *
- * Generate Q in U
- * Workspace: need N*N [U] + N [tau] + M [work]
- * Workspace: prefer N*N [U] + N [tau] + M*NB [work]
- CALL DORGQR( M, M, N, U, LDU, WORK( ITAU ),
- $ WORK( NWORK ), LWORK - NWORK + 1, IERR )
- *
- * Produce R in A, zeroing out other entries
- *
- CALL DLASET( 'L', N-1, N-1, ZERO, ZERO, A( 2, 1 ), LDA )
- IE = ITAU
- ITAUQ = IE + N
- ITAUP = ITAUQ + N
- NWORK = ITAUP + N
- *
- * Bidiagonalize R in A
- * Workspace: need N*N [U] + 3*N [e, tauq, taup] + N [work]
- * Workspace: prefer N*N [U] + 3*N [e, tauq, taup] + 2*N*NB [work]
- *
- CALL DGEBRD( N, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ),
- $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
- $ IERR )
- *
- * Perform bidiagonal SVD, computing left singular vectors
- * of bidiagonal matrix in WORK(IU) and computing right
- * singular vectors of bidiagonal matrix in VT
- * Workspace: need N*N [U] + 3*N [e, tauq, taup] + BDSPAC
- *
- CALL DBDSDC( 'U', 'I', N, S, WORK( IE ), WORK( IU ), N,
- $ VT, LDVT, DUM, IDUM, WORK( NWORK ), IWORK,
- $ INFO )
- *
- * Overwrite WORK(IU) by left singular vectors of R and VT
- * by right singular vectors of R
- * Workspace: need N*N [U] + 3*N [e, tauq, taup] + N [work]
- * Workspace: prefer N*N [U] + 3*N [e, tauq, taup] + N*NB [work]
- *
- CALL DORMBR( 'Q', 'L', 'N', N, N, N, A, LDA,
- $ WORK( ITAUQ ), WORK( IU ), LDWRKU,
- $ WORK( NWORK ), LWORK - NWORK + 1, IERR )
- CALL DORMBR( 'P', 'R', 'T', N, N, N, A, LDA,
- $ WORK( ITAUP ), VT, LDVT, WORK( NWORK ),
- $ LWORK - NWORK + 1, IERR )
- *
- * Multiply Q in U by left singular vectors of R in
- * WORK(IU), storing result in A
- * Workspace: need N*N [U]
- *
- CALL DGEMM( 'N', 'N', M, N, N, ONE, U, LDU, WORK( IU ),
- $ LDWRKU, ZERO, A, LDA )
- *
- * Copy left singular vectors of A from A to U
- *
- CALL DLACPY( 'F', M, N, A, LDA, U, LDU )
- *
- END IF
- *
- ELSE
- *
- * M .LT. MNTHR
- *
- * Path 5 (M >= N, but not much larger)
- * Reduce to bidiagonal form without QR decomposition
- *
- IE = 1
- ITAUQ = IE + N
- ITAUP = ITAUQ + N
- NWORK = ITAUP + N
- *
- * Bidiagonalize A
- * Workspace: need 3*N [e, tauq, taup] + M [work]
- * Workspace: prefer 3*N [e, tauq, taup] + (M+N)*NB [work]
- *
- CALL DGEBRD( M, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ),
- $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
- $ IERR )
- IF( WNTQN ) THEN
- *
- * Path 5n (M >= N, JOBZ='N')
- * Perform bidiagonal SVD, only computing singular values
- * Workspace: need 3*N [e, tauq, taup] + BDSPAC
- *
- CALL DBDSDC( 'U', 'N', N, S, WORK( IE ), DUM, 1, DUM, 1,
- $ DUM, IDUM, WORK( NWORK ), IWORK, INFO )
- ELSE IF( WNTQO ) THEN
- * Path 5o (M >= N, JOBZ='O')
- IU = NWORK
- IF( LWORK .GE. M*N + 3*N + BDSPAC ) THEN
- *
- * WORK( IU ) is M by N
- *
- LDWRKU = M
- NWORK = IU + LDWRKU*N
- CALL DLASET( 'F', M, N, ZERO, ZERO, WORK( IU ),
- $ LDWRKU )
- * IR is unused; silence compile warnings
- IR = -1
- ELSE
- *
- * WORK( IU ) is N by N
- *
- LDWRKU = N
- NWORK = IU + LDWRKU*N
- *
- * WORK(IR) is LDWRKR by N
- *
- IR = NWORK
- LDWRKR = ( LWORK - N*N - 3*N ) / N
- END IF
- NWORK = IU + LDWRKU*N
- *
- * Perform bidiagonal SVD, computing left singular vectors
- * of bidiagonal matrix in WORK(IU) and computing right
- * singular vectors of bidiagonal matrix in VT
- * Workspace: need 3*N [e, tauq, taup] + N*N [U] + BDSPAC
- *
- CALL DBDSDC( 'U', 'I', N, S, WORK( IE ), WORK( IU ),
- $ LDWRKU, VT, LDVT, DUM, IDUM, WORK( NWORK ),
- $ IWORK, INFO )
- *
- * Overwrite VT by right singular vectors of A
- * Workspace: need 3*N [e, tauq, taup] + N*N [U] + N [work]
- * Workspace: prefer 3*N [e, tauq, taup] + N*N [U] + N*NB [work]
- *
- CALL DORMBR( 'P', 'R', 'T', N, N, N, A, LDA,
- $ WORK( ITAUP ), VT, LDVT, WORK( NWORK ),
- $ LWORK - NWORK + 1, IERR )
- *
- IF( LWORK .GE. M*N + 3*N + BDSPAC ) THEN
- *
- * Path 5o-fast
- * Overwrite WORK(IU) by left singular vectors of A
- * Workspace: need 3*N [e, tauq, taup] + M*N [U] + N [work]
- * Workspace: prefer 3*N [e, tauq, taup] + M*N [U] + N*NB [work]
- *
- CALL DORMBR( 'Q', 'L', 'N', M, N, N, A, LDA,
- $ WORK( ITAUQ ), WORK( IU ), LDWRKU,
- $ WORK( NWORK ), LWORK - NWORK + 1, IERR )
- *
- * Copy left singular vectors of A from WORK(IU) to A
- *
- CALL DLACPY( 'F', M, N, WORK( IU ), LDWRKU, A, LDA )
- ELSE
- *
- * Path 5o-slow
- * Generate Q in A
- * Workspace: need 3*N [e, tauq, taup] + N*N [U] + N [work]
- * Workspace: prefer 3*N [e, tauq, taup] + N*N [U] + N*NB [work]
- *
- CALL DORGBR( 'Q', M, N, N, A, LDA, WORK( ITAUQ ),
- $ WORK( NWORK ), LWORK - NWORK + 1, IERR )
- *
- * Multiply Q in A by left singular vectors of
- * bidiagonal matrix in WORK(IU), storing result in
- * WORK(IR) and copying to A
- * Workspace: need 3*N [e, tauq, taup] + N*N [U] + NB*N [R]
- * Workspace: prefer 3*N [e, tauq, taup] + N*N [U] + M*N [R]
- *
- DO 20 I = 1, M, LDWRKR
- CHUNK = MIN( M - I + 1, LDWRKR )
- CALL DGEMM( 'N', 'N', CHUNK, N, N, ONE, A( I, 1 ),
- $ LDA, WORK( IU ), LDWRKU, ZERO,
- $ WORK( IR ), LDWRKR )
- CALL DLACPY( 'F', CHUNK, N, WORK( IR ), LDWRKR,
- $ A( I, 1 ), LDA )
- 20 CONTINUE
- END IF
- *
- ELSE IF( WNTQS ) THEN
- *
- * Path 5s (M >= N, JOBZ='S')
- * Perform bidiagonal SVD, computing left singular vectors
- * of bidiagonal matrix in U and computing right singular
- * vectors of bidiagonal matrix in VT
- * Workspace: need 3*N [e, tauq, taup] + BDSPAC
- *
- CALL DLASET( 'F', M, N, ZERO, ZERO, U, LDU )
- CALL DBDSDC( 'U', 'I', N, S, WORK( IE ), U, LDU, VT,
- $ LDVT, DUM, IDUM, WORK( NWORK ), IWORK,
- $ INFO )
- *
- * Overwrite U by left singular vectors of A and VT
- * by right singular vectors of A
- * Workspace: need 3*N [e, tauq, taup] + N [work]
- * Workspace: prefer 3*N [e, tauq, taup] + N*NB [work]
- *
- CALL DORMBR( 'Q', 'L', 'N', M, N, N, A, LDA,
- $ WORK( ITAUQ ), U, LDU, WORK( NWORK ),
- $ LWORK - NWORK + 1, IERR )
- CALL DORMBR( 'P', 'R', 'T', N, N, N, A, LDA,
- $ WORK( ITAUP ), VT, LDVT, WORK( NWORK ),
- $ LWORK - NWORK + 1, IERR )
- ELSE IF( WNTQA ) THEN
- *
- * Path 5a (M >= N, JOBZ='A')
- * Perform bidiagonal SVD, computing left singular vectors
- * of bidiagonal matrix in U and computing right singular
- * vectors of bidiagonal matrix in VT
- * Workspace: need 3*N [e, tauq, taup] + BDSPAC
- *
- CALL DLASET( 'F', M, M, ZERO, ZERO, U, LDU )
- CALL DBDSDC( 'U', 'I', N, S, WORK( IE ), U, LDU, VT,
- $ LDVT, DUM, IDUM, WORK( NWORK ), IWORK,
- $ INFO )
- *
- * Set the right corner of U to identity matrix
- *
- IF( M.GT.N ) THEN
- CALL DLASET( 'F', M - N, M - N, ZERO, ONE, U(N+1,N+1),
- $ LDU )
- END IF
- *
- * Overwrite U by left singular vectors of A and VT
- * by right singular vectors of A
- * Workspace: need 3*N [e, tauq, taup] + M [work]
- * Workspace: prefer 3*N [e, tauq, taup] + M*NB [work]
- *
- CALL DORMBR( 'Q', 'L', 'N', M, M, N, A, LDA,
- $ WORK( ITAUQ ), U, LDU, WORK( NWORK ),
- $ LWORK - NWORK + 1, IERR )
- CALL DORMBR( 'P', 'R', 'T', N, N, M, A, LDA,
- $ WORK( ITAUP ), VT, LDVT, WORK( NWORK ),
- $ LWORK - NWORK + 1, IERR )
- END IF
- *
- END IF
- *
- ELSE
- *
- * A has more columns than rows. If A has sufficiently more
- * columns than rows, first reduce using the LQ decomposition (if
- * sufficient workspace available)
- *
- IF( N.GE.MNTHR ) THEN
- *
- IF( WNTQN ) THEN
- *
- * Path 1t (N >> M, JOBZ='N')
- * No singular vectors to be computed
- *
- ITAU = 1
- NWORK = ITAU + M
- *
- * Compute A=L*Q
- * Workspace: need M [tau] + M [work]
- * Workspace: prefer M [tau] + M*NB [work]
- *
- CALL DGELQF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
- $ LWORK - NWORK + 1, IERR )
- *
- * Zero out above L
- *
- CALL DLASET( 'U', M-1, M-1, ZERO, ZERO, A( 1, 2 ), LDA )
- IE = 1
- ITAUQ = IE + M
- ITAUP = ITAUQ + M
- NWORK = ITAUP + M
- *
- * Bidiagonalize L in A
- * Workspace: need 3*M [e, tauq, taup] + M [work]
- * Workspace: prefer 3*M [e, tauq, taup] + 2*M*NB [work]
- *
- CALL DGEBRD( M, M, A, LDA, S, WORK( IE ), WORK( ITAUQ ),
- $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
- $ IERR )
- NWORK = IE + M
- *
- * Perform bidiagonal SVD, computing singular values only
- * Workspace: need M [e] + BDSPAC
- *
- CALL DBDSDC( 'U', 'N', M, S, WORK( IE ), DUM, 1, DUM, 1,
- $ DUM, IDUM, WORK( NWORK ), IWORK, INFO )
- *
- ELSE IF( WNTQO ) THEN
- *
- * Path 2t (N >> M, JOBZ='O')
- * M right singular vectors to be overwritten on A and
- * M left singular vectors to be computed in U
- *
- IVT = 1
- *
- * WORK(IVT) is M by M
- * WORK(IL) is M by M; it is later resized to M by chunk for gemm
- *
- IL = IVT + M*M
- IF( LWORK .GE. M*N + M*M + 3*M + BDSPAC ) THEN
- LDWRKL = M
- CHUNK = N
- ELSE
- LDWRKL = M
- CHUNK = ( LWORK - M*M ) / M
- END IF
- ITAU = IL + LDWRKL*M
- NWORK = ITAU + M
- *
- * Compute A=L*Q
- * Workspace: need M*M [VT] + M*M [L] + M [tau] + M [work]
- * Workspace: prefer M*M [VT] + M*M [L] + M [tau] + M*NB [work]
- *
- CALL DGELQF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
- $ LWORK - NWORK + 1, IERR )
- *
- * Copy L to WORK(IL), zeroing about above it
- *
- CALL DLACPY( 'L', M, M, A, LDA, WORK( IL ), LDWRKL )
- CALL DLASET( 'U', M - 1, M - 1, ZERO, ZERO,
- $ WORK( IL + LDWRKL ), LDWRKL )
- *
- * Generate Q in A
- * Workspace: need M*M [VT] + M*M [L] + M [tau] + M [work]
- * Workspace: prefer M*M [VT] + M*M [L] + M [tau] + M*NB [work]
- *
- CALL DORGLQ( M, N, M, A, LDA, WORK( ITAU ),
- $ WORK( NWORK ), LWORK - NWORK + 1, IERR )
- IE = ITAU
- ITAUQ = IE + M
- ITAUP = ITAUQ + M
- NWORK = ITAUP + M
- *
- * Bidiagonalize L in WORK(IL)
- * Workspace: need M*M [VT] + M*M [L] + 3*M [e, tauq, taup] + M [work]
- * Workspace: prefer M*M [VT] + M*M [L] + 3*M [e, tauq, taup] + 2*M*NB [work]
- *
- CALL DGEBRD( M, M, WORK( IL ), LDWRKL, S, WORK( IE ),
- $ WORK( ITAUQ ), WORK( ITAUP ), WORK( NWORK ),
- $ LWORK - NWORK + 1, IERR )
- *
- * Perform bidiagonal SVD, computing left singular vectors
- * of bidiagonal matrix in U, and computing right singular
- * vectors of bidiagonal matrix in WORK(IVT)
- * Workspace: need M*M [VT] + M*M [L] + 3*M [e, tauq, taup] + BDSPAC
- *
- CALL DBDSDC( 'U', 'I', M, S, WORK( IE ), U, LDU,
- $ WORK( IVT ), M, DUM, IDUM, WORK( NWORK ),
- $ IWORK, INFO )
- *
- * Overwrite U by left singular vectors of L and WORK(IVT)
- * by right singular vectors of L
- * Workspace: need M*M [VT] + M*M [L] + 3*M [e, tauq, taup] + M [work]
- * Workspace: prefer M*M [VT] + M*M [L] + 3*M [e, tauq, taup] + M*NB [work]
- *
- CALL DORMBR( 'Q', 'L', 'N', M, M, M, WORK( IL ), LDWRKL,
- $ WORK( ITAUQ ), U, LDU, WORK( NWORK ),
- $ LWORK - NWORK + 1, IERR )
- CALL DORMBR( 'P', 'R', 'T', M, M, M, WORK( IL ), LDWRKL,
- $ WORK( ITAUP ), WORK( IVT ), M,
- $ WORK( NWORK ), LWORK - NWORK + 1, IERR )
- *
- * Multiply right singular vectors of L in WORK(IVT) by Q
- * in A, storing result in WORK(IL) and copying to A
- * Workspace: need M*M [VT] + M*M [L]
- * Workspace: prefer M*M [VT] + M*N [L]
- * At this point, L is resized as M by chunk.
- *
- DO 30 I = 1, N, CHUNK
- BLK = MIN( N - I + 1, CHUNK )
- CALL DGEMM( 'N', 'N', M, BLK, M, ONE, WORK( IVT ), M,
- $ A( 1, I ), LDA, ZERO, WORK( IL ), LDWRKL )
- CALL DLACPY( 'F', M, BLK, WORK( IL ), LDWRKL,
- $ A( 1, I ), LDA )
- 30 CONTINUE
- *
- ELSE IF( WNTQS ) THEN
- *
- * Path 3t (N >> M, JOBZ='S')
- * M right singular vectors to be computed in VT and
- * M left singular vectors to be computed in U
- *
- IL = 1
- *
- * WORK(IL) is M by M
- *
- LDWRKL = M
- ITAU = IL + LDWRKL*M
- NWORK = ITAU + M
- *
- * Compute A=L*Q
- * Workspace: need M*M [L] + M [tau] + M [work]
- * Workspace: prefer M*M [L] + M [tau] + M*NB [work]
- *
- CALL DGELQF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
- $ LWORK - NWORK + 1, IERR )
- *
- * Copy L to WORK(IL), zeroing out above it
- *
- CALL DLACPY( 'L', M, M, A, LDA, WORK( IL ), LDWRKL )
- CALL DLASET( 'U', M - 1, M - 1, ZERO, ZERO,
- $ WORK( IL + LDWRKL ), LDWRKL )
- *
- * Generate Q in A
- * Workspace: need M*M [L] + M [tau] + M [work]
- * Workspace: prefer M*M [L] + M [tau] + M*NB [work]
- *
- CALL DORGLQ( M, N, M, A, LDA, WORK( ITAU ),
- $ WORK( NWORK ), LWORK - NWORK + 1, IERR )
- IE = ITAU
- ITAUQ = IE + M
- ITAUP = ITAUQ + M
- NWORK = ITAUP + M
- *
- * Bidiagonalize L in WORK(IU).
- * Workspace: need M*M [L] + 3*M [e, tauq, taup] + M [work]
- * Workspace: prefer M*M [L] + 3*M [e, tauq, taup] + 2*M*NB [work]
- *
- CALL DGEBRD( M, M, WORK( IL ), LDWRKL, S, WORK( IE ),
- $ WORK( ITAUQ ), WORK( ITAUP ), WORK( NWORK ),
- $ LWORK - NWORK + 1, IERR )
- *
- * Perform bidiagonal SVD, computing left singular vectors
- * of bidiagonal matrix in U and computing right singular
- * vectors of bidiagonal matrix in VT
- * Workspace: need M*M [L] + 3*M [e, tauq, taup] + BDSPAC
- *
- CALL DBDSDC( 'U', 'I', M, S, WORK( IE ), U, LDU, VT,
- $ LDVT, DUM, IDUM, WORK( NWORK ), IWORK,
- $ INFO )
- *
- * Overwrite U by left singular vectors of L and VT
- * by right singular vectors of L
- * Workspace: need M*M [L] + 3*M [e, tauq, taup] + M [work]
- * Workspace: prefer M*M [L] + 3*M [e, tauq, taup] + M*NB [work]
- *
- CALL DORMBR( 'Q', 'L', 'N', M, M, M, WORK( IL ), LDWRKL,
- $ WORK( ITAUQ ), U, LDU, WORK( NWORK ),
- $ LWORK - NWORK + 1, IERR )
- CALL DORMBR( 'P', 'R', 'T', M, M, M, WORK( IL ), LDWRKL,
- $ WORK( ITAUP ), VT, LDVT, WORK( NWORK ),
- $ LWORK - NWORK + 1, IERR )
- *
- * Multiply right singular vectors of L in WORK(IL) by
- * Q in A, storing result in VT
- * Workspace: need M*M [L]
- *
- CALL DLACPY( 'F', M, M, VT, LDVT, WORK( IL ), LDWRKL )
- CALL DGEMM( 'N', 'N', M, N, M, ONE, WORK( IL ), LDWRKL,
- $ A, LDA, ZERO, VT, LDVT )
- *
- ELSE IF( WNTQA ) THEN
- *
- * Path 4t (N >> M, JOBZ='A')
- * N right singular vectors to be computed in VT and
- * M left singular vectors to be computed in U
- *
- IVT = 1
- *
- * WORK(IVT) is M by M
- *
- LDWKVT = M
- ITAU = IVT + LDWKVT*M
- NWORK = ITAU + M
- *
- * Compute A=L*Q, copying result to VT
- * Workspace: need M*M [VT] + M [tau] + M [work]
- * Workspace: prefer M*M [VT] + M [tau] + M*NB [work]
- *
- CALL DGELQF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
- $ LWORK - NWORK + 1, IERR )
- CALL DLACPY( 'U', M, N, A, LDA, VT, LDVT )
- *
- * Generate Q in VT
- * Workspace: need M*M [VT] + M [tau] + N [work]
- * Workspace: prefer M*M [VT] + M [tau] + N*NB [work]
- *
- CALL DORGLQ( N, N, M, VT, LDVT, WORK( ITAU ),
- $ WORK( NWORK ), LWORK - NWORK + 1, IERR )
- *
- * Produce L in A, zeroing out other entries
- *
- CALL DLASET( 'U', M-1, M-1, ZERO, ZERO, A( 1, 2 ), LDA )
- IE = ITAU
- ITAUQ = IE + M
- ITAUP = ITAUQ + M
- NWORK = ITAUP + M
- *
- * Bidiagonalize L in A
- * Workspace: need M*M [VT] + 3*M [e, tauq, taup] + M [work]
- * Workspace: prefer M*M [VT] + 3*M [e, tauq, taup] + 2*M*NB [work]
- *
- CALL DGEBRD( M, M, A, LDA, S, WORK( IE ), WORK( ITAUQ ),
- $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
- $ IERR )
- *
- * Perform bidiagonal SVD, computing left singular vectors
- * of bidiagonal matrix in U and computing right singular
- * vectors of bidiagonal matrix in WORK(IVT)
- * Workspace: need M*M [VT] + 3*M [e, tauq, taup] + BDSPAC
- *
- CALL DBDSDC( 'U', 'I', M, S, WORK( IE ), U, LDU,
- $ WORK( IVT ), LDWKVT, DUM, IDUM,
- $ WORK( NWORK ), IWORK, INFO )
- *
- * Overwrite U by left singular vectors of L and WORK(IVT)
- * by right singular vectors of L
- * Workspace: need M*M [VT] + 3*M [e, tauq, taup]+ M [work]
- * Workspace: prefer M*M [VT] + 3*M [e, tauq, taup]+ M*NB [work]
- *
- CALL DORMBR( 'Q', 'L', 'N', M, M, M, A, LDA,
- $ WORK( ITAUQ ), U, LDU, WORK( NWORK ),
- $ LWORK - NWORK + 1, IERR )
- CALL DORMBR( 'P', 'R', 'T', M, M, M, A, LDA,
- $ WORK( ITAUP ), WORK( IVT ), LDWKVT,
- $ WORK( NWORK ), LWORK - NWORK + 1, IERR )
- *
- * Multiply right singular vectors of L in WORK(IVT) by
- * Q in VT, storing result in A
- * Workspace: need M*M [VT]
- *
- CALL DGEMM( 'N', 'N', M, N, M, ONE, WORK( IVT ), LDWKVT,
- $ VT, LDVT, ZERO, A, LDA )
- *
- * Copy right singular vectors of A from A to VT
- *
- CALL DLACPY( 'F', M, N, A, LDA, VT, LDVT )
- *
- END IF
- *
- ELSE
- *
- * N .LT. MNTHR
- *
- * Path 5t (N > M, but not much larger)
- * Reduce to bidiagonal form without LQ decomposition
- *
- IE = 1
- ITAUQ = IE + M
- ITAUP = ITAUQ + M
- NWORK = ITAUP + M
- *
- * Bidiagonalize A
- * Workspace: need 3*M [e, tauq, taup] + N [work]
- * Workspace: prefer 3*M [e, tauq, taup] + (M+N)*NB [work]
- *
- CALL DGEBRD( M, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ),
- $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
- $ IERR )
- IF( WNTQN ) THEN
- *
- * Path 5tn (N > M, JOBZ='N')
- * Perform bidiagonal SVD, only computing singular values
- * Workspace: need 3*M [e, tauq, taup] + BDSPAC
- *
- CALL DBDSDC( 'L', 'N', M, S, WORK( IE ), DUM, 1, DUM, 1,
- $ DUM, IDUM, WORK( NWORK ), IWORK, INFO )
- ELSE IF( WNTQO ) THEN
- * Path 5to (N > M, JOBZ='O')
- LDWKVT = M
- IVT = NWORK
- IF( LWORK .GE. M*N + 3*M + BDSPAC ) THEN
- *
- * WORK( IVT ) is M by N
- *
- CALL DLASET( 'F', M, N, ZERO, ZERO, WORK( IVT ),
- $ LDWKVT )
- NWORK = IVT + LDWKVT*N
- * IL is unused; silence compile warnings
- IL = -1
- ELSE
- *
- * WORK( IVT ) is M by M
- *
- NWORK = IVT + LDWKVT*M
- IL = NWORK
- *
- * WORK(IL) is M by CHUNK
- *
- CHUNK = ( LWORK - M*M - 3*M ) / M
- END IF
- *
- * Perform bidiagonal SVD, computing left singular vectors
- * of bidiagonal matrix in U and computing right singular
- * vectors of bidiagonal matrix in WORK(IVT)
- * Workspace: need 3*M [e, tauq, taup] + M*M [VT] + BDSPAC
- *
- CALL DBDSDC( 'L', 'I', M, S, WORK( IE ), U, LDU,
- $ WORK( IVT ), LDWKVT, DUM, IDUM,
- $ WORK( NWORK ), IWORK, INFO )
- *
- * Overwrite U by left singular vectors of A
- * Workspace: need 3*M [e, tauq, taup] + M*M [VT] + M [work]
- * Workspace: prefer 3*M [e, tauq, taup] + M*M [VT] + M*NB [work]
- *
- CALL DORMBR( 'Q', 'L', 'N', M, M, N, A, LDA,
- $ WORK( ITAUQ ), U, LDU, WORK( NWORK ),
- $ LWORK - NWORK + 1, IERR )
- *
- IF( LWORK .GE. M*N + 3*M + BDSPAC ) THEN
- *
- * Path 5to-fast
- * Overwrite WORK(IVT) by left singular vectors of A
- * Workspace: need 3*M [e, tauq, taup] + M*N [VT] + M [work]
- * Workspace: prefer 3*M [e, tauq, taup] + M*N [VT] + M*NB [work]
- *
- CALL DORMBR( 'P', 'R', 'T', M, N, M, A, LDA,
- $ WORK( ITAUP ), WORK( IVT ), LDWKVT,
- $ WORK( NWORK ), LWORK - NWORK + 1, IERR )
- *
- * Copy right singular vectors of A from WORK(IVT) to A
- *
- CALL DLACPY( 'F', M, N, WORK( IVT ), LDWKVT, A, LDA )
- ELSE
- *
- * Path 5to-slow
- * Generate P**T in A
- * Workspace: need 3*M [e, tauq, taup] + M*M [VT] + M [work]
- * Workspace: prefer 3*M [e, tauq, taup] + M*M [VT] + M*NB [work]
- *
- CALL DORGBR( 'P', M, N, M, A, LDA, WORK( ITAUP ),
- $ WORK( NWORK ), LWORK - NWORK + 1, IERR )
- *
- * Multiply Q in A by right singular vectors of
- * bidiagonal matrix in WORK(IVT), storing result in
- * WORK(IL) and copying to A
- * Workspace: need 3*M [e, tauq, taup] + M*M [VT] + M*NB [L]
- * Workspace: prefer 3*M [e, tauq, taup] + M*M [VT] + M*N [L]
- *
- DO 40 I = 1, N, CHUNK
- BLK = MIN( N - I + 1, CHUNK )
- CALL DGEMM( 'N', 'N', M, BLK, M, ONE, WORK( IVT ),
- $ LDWKVT, A( 1, I ), LDA, ZERO,
- $ WORK( IL ), M )
- CALL DLACPY( 'F', M, BLK, WORK( IL ), M, A( 1, I ),
- $ LDA )
- 40 CONTINUE
- END IF
- ELSE IF( WNTQS ) THEN
- *
- * Path 5ts (N > M, JOBZ='S')
- * Perform bidiagonal SVD, computing left singular vectors
- * of bidiagonal matrix in U and computing right singular
- * vectors of bidiagonal matrix in VT
- * Workspace: need 3*M [e, tauq, taup] + BDSPAC
- *
- CALL DLASET( 'F', M, N, ZERO, ZERO, VT, LDVT )
- CALL DBDSDC( 'L', 'I', M, S, WORK( IE ), U, LDU, VT,
- $ LDVT, DUM, IDUM, WORK( NWORK ), IWORK,
- $ INFO )
- *
- * Overwrite U by left singular vectors of A and VT
- * by right singular vectors of A
- * Workspace: need 3*M [e, tauq, taup] + M [work]
- * Workspace: prefer 3*M [e, tauq, taup] + M*NB [work]
- *
- CALL DORMBR( 'Q', 'L', 'N', M, M, N, A, LDA,
- $ WORK( ITAUQ ), U, LDU, WORK( NWORK ),
- $ LWORK - NWORK + 1, IERR )
- CALL DORMBR( 'P', 'R', 'T', M, N, M, A, LDA,
- $ WORK( ITAUP ), VT, LDVT, WORK( NWORK ),
- $ LWORK - NWORK + 1, IERR )
- ELSE IF( WNTQA ) THEN
- *
- * Path 5ta (N > M, JOBZ='A')
- * Perform bidiagonal SVD, computing left singular vectors
- * of bidiagonal matrix in U and computing right singular
- * vectors of bidiagonal matrix in VT
- * Workspace: need 3*M [e, tauq, taup] + BDSPAC
- *
- CALL DLASET( 'F', N, N, ZERO, ZERO, VT, LDVT )
- CALL DBDSDC( 'L', 'I', M, S, WORK( IE ), U, LDU, VT,
- $ LDVT, DUM, IDUM, WORK( NWORK ), IWORK,
- $ INFO )
- *
- * Set the right corner of VT to identity matrix
- *
- IF( N.GT.M ) THEN
- CALL DLASET( 'F', N-M, N-M, ZERO, ONE, VT(M+1,M+1),
- $ LDVT )
- END IF
- *
- * Overwrite U by left singular vectors of A and VT
- * by right singular vectors of A
- * Workspace: need 3*M [e, tauq, taup] + N [work]
- * Workspace: prefer 3*M [e, tauq, taup] + N*NB [work]
- *
- CALL DORMBR( 'Q', 'L', 'N', M, M, N, A, LDA,
- $ WORK( ITAUQ ), U, LDU, WORK( NWORK ),
- $ LWORK - NWORK + 1, IERR )
- CALL DORMBR( 'P', 'R', 'T', N, N, M, A, LDA,
- $ WORK( ITAUP ), VT, LDVT, WORK( NWORK ),
- $ LWORK - NWORK + 1, IERR )
- END IF
- *
- END IF
- *
- END IF
- *
- * Undo scaling if necessary
- *
- IF( ISCL.EQ.1 ) THEN
- IF( ANRM.GT.BIGNUM )
- $ CALL DLASCL( 'G', 0, 0, BIGNUM, ANRM, MINMN, 1, S, MINMN,
- $ IERR )
- IF( ANRM.LT.SMLNUM )
- $ CALL DLASCL( 'G', 0, 0, SMLNUM, ANRM, MINMN, 1, S, MINMN,
- $ IERR )
- END IF
- *
- * Return optimal workspace in WORK(1)
- *
- WORK( 1 ) = MAXWRK
- *
- RETURN
- *
- * End of DGESDD
- *
- END
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