|
- #include <math.h>
- #include <stdlib.h>
- #include <string.h>
- #include <stdio.h>
- #include <complex.h>
- #ifdef complex
- #undef complex
- #endif
- #ifdef I
- #undef I
- #endif
-
- #if defined(_WIN64)
- typedef long long BLASLONG;
- typedef unsigned long long BLASULONG;
- #else
- typedef long BLASLONG;
- typedef unsigned long BLASULONG;
- #endif
-
- #ifdef LAPACK_ILP64
- typedef BLASLONG blasint;
- #if defined(_WIN64)
- #define blasabs(x) llabs(x)
- #else
- #define blasabs(x) labs(x)
- #endif
- #else
- typedef int blasint;
- #define blasabs(x) abs(x)
- #endif
-
- typedef blasint integer;
-
- typedef unsigned int uinteger;
- typedef char *address;
- typedef short int shortint;
- typedef float real;
- typedef double doublereal;
- typedef struct { real r, i; } complex;
- typedef struct { doublereal r, i; } doublecomplex;
- #ifdef _MSC_VER
- static inline _Fcomplex Cf(complex *z) {_Fcomplex zz={z->r , z->i}; return zz;}
- static inline _Dcomplex Cd(doublecomplex *z) {_Dcomplex zz={z->r , z->i};return zz;}
- static inline _Fcomplex * _pCf(complex *z) {return (_Fcomplex*)z;}
- static inline _Dcomplex * _pCd(doublecomplex *z) {return (_Dcomplex*)z;}
- #else
- static inline _Complex float Cf(complex *z) {return z->r + z->i*_Complex_I;}
- static inline _Complex double Cd(doublecomplex *z) {return z->r + z->i*_Complex_I;}
- static inline _Complex float * _pCf(complex *z) {return (_Complex float*)z;}
- static inline _Complex double * _pCd(doublecomplex *z) {return (_Complex double*)z;}
- #endif
- #define pCf(z) (*_pCf(z))
- #define pCd(z) (*_pCd(z))
- typedef int logical;
- typedef short int shortlogical;
- typedef char logical1;
- typedef char integer1;
-
- #define TRUE_ (1)
- #define FALSE_ (0)
-
- /* Extern is for use with -E */
- #ifndef Extern
- #define Extern extern
- #endif
-
- /* I/O stuff */
-
- typedef int flag;
- typedef int ftnlen;
- typedef int ftnint;
-
- /*external read, write*/
- typedef struct
- { flag cierr;
- ftnint ciunit;
- flag ciend;
- char *cifmt;
- ftnint cirec;
- } cilist;
-
- /*internal read, write*/
- typedef struct
- { flag icierr;
- char *iciunit;
- flag iciend;
- char *icifmt;
- ftnint icirlen;
- ftnint icirnum;
- } icilist;
-
- /*open*/
- typedef struct
- { flag oerr;
- ftnint ounit;
- char *ofnm;
- ftnlen ofnmlen;
- char *osta;
- char *oacc;
- char *ofm;
- ftnint orl;
- char *oblnk;
- } olist;
-
- /*close*/
- typedef struct
- { flag cerr;
- ftnint cunit;
- char *csta;
- } cllist;
-
- /*rewind, backspace, endfile*/
- typedef struct
- { flag aerr;
- ftnint aunit;
- } alist;
-
- /* inquire */
- typedef struct
- { flag inerr;
- ftnint inunit;
- char *infile;
- ftnlen infilen;
- ftnint *inex; /*parameters in standard's order*/
- ftnint *inopen;
- ftnint *innum;
- ftnint *innamed;
- char *inname;
- ftnlen innamlen;
- char *inacc;
- ftnlen inacclen;
- char *inseq;
- ftnlen inseqlen;
- char *indir;
- ftnlen indirlen;
- char *infmt;
- ftnlen infmtlen;
- char *inform;
- ftnint informlen;
- char *inunf;
- ftnlen inunflen;
- ftnint *inrecl;
- ftnint *innrec;
- char *inblank;
- ftnlen inblanklen;
- } inlist;
-
- #define VOID void
-
- union Multitype { /* for multiple entry points */
- integer1 g;
- shortint h;
- integer i;
- /* longint j; */
- real r;
- doublereal d;
- complex c;
- doublecomplex z;
- };
-
- typedef union Multitype Multitype;
-
- struct Vardesc { /* for Namelist */
- char *name;
- char *addr;
- ftnlen *dims;
- int type;
- };
- typedef struct Vardesc Vardesc;
-
- struct Namelist {
- char *name;
- Vardesc **vars;
- int nvars;
- };
- typedef struct Namelist Namelist;
-
- #define abs(x) ((x) >= 0 ? (x) : -(x))
- #define dabs(x) (fabs(x))
- #define f2cmin(a,b) ((a) <= (b) ? (a) : (b))
- #define f2cmax(a,b) ((a) >= (b) ? (a) : (b))
- #define dmin(a,b) (f2cmin(a,b))
- #define dmax(a,b) (f2cmax(a,b))
- #define bit_test(a,b) ((a) >> (b) & 1)
- #define bit_clear(a,b) ((a) & ~((uinteger)1 << (b)))
- #define bit_set(a,b) ((a) | ((uinteger)1 << (b)))
-
- #define abort_() { sig_die("Fortran abort routine called", 1); }
- #define c_abs(z) (cabsf(Cf(z)))
- #define c_cos(R,Z) { pCf(R)=ccos(Cf(Z)); }
- #ifdef _MSC_VER
- #define c_div(c, a, b) {Cf(c)._Val[0] = (Cf(a)._Val[0]/Cf(b)._Val[0]); Cf(c)._Val[1]=(Cf(a)._Val[1]/Cf(b)._Val[1]);}
- #define z_div(c, a, b) {Cd(c)._Val[0] = (Cd(a)._Val[0]/Cd(b)._Val[0]); Cd(c)._Val[1]=(Cd(a)._Val[1]/df(b)._Val[1]);}
- #else
- #define c_div(c, a, b) {pCf(c) = Cf(a)/Cf(b);}
- #define z_div(c, a, b) {pCd(c) = Cd(a)/Cd(b);}
- #endif
- #define c_exp(R, Z) {pCf(R) = cexpf(Cf(Z));}
- #define c_log(R, Z) {pCf(R) = clogf(Cf(Z));}
- #define c_sin(R, Z) {pCf(R) = csinf(Cf(Z));}
- //#define c_sqrt(R, Z) {*(R) = csqrtf(Cf(Z));}
- #define c_sqrt(R, Z) {pCf(R) = csqrtf(Cf(Z));}
- #define d_abs(x) (fabs(*(x)))
- #define d_acos(x) (acos(*(x)))
- #define d_asin(x) (asin(*(x)))
- #define d_atan(x) (atan(*(x)))
- #define d_atn2(x, y) (atan2(*(x),*(y)))
- #define d_cnjg(R, Z) { pCd(R) = conj(Cd(Z)); }
- #define r_cnjg(R, Z) { pCf(R) = conjf(Cf(Z)); }
- #define d_cos(x) (cos(*(x)))
- #define d_cosh(x) (cosh(*(x)))
- #define d_dim(__a, __b) ( *(__a) > *(__b) ? *(__a) - *(__b) : 0.0 )
- #define d_exp(x) (exp(*(x)))
- #define d_imag(z) (cimag(Cd(z)))
- #define r_imag(z) (cimagf(Cf(z)))
- #define d_int(__x) (*(__x)>0 ? floor(*(__x)) : -floor(- *(__x)))
- #define r_int(__x) (*(__x)>0 ? floor(*(__x)) : -floor(- *(__x)))
- #define d_lg10(x) ( 0.43429448190325182765 * log(*(x)) )
- #define r_lg10(x) ( 0.43429448190325182765 * log(*(x)) )
- #define d_log(x) (log(*(x)))
- #define d_mod(x, y) (fmod(*(x), *(y)))
- #define u_nint(__x) ((__x)>=0 ? floor((__x) + .5) : -floor(.5 - (__x)))
- #define d_nint(x) u_nint(*(x))
- #define u_sign(__a,__b) ((__b) >= 0 ? ((__a) >= 0 ? (__a) : -(__a)) : -((__a) >= 0 ? (__a) : -(__a)))
- #define d_sign(a,b) u_sign(*(a),*(b))
- #define r_sign(a,b) u_sign(*(a),*(b))
- #define d_sin(x) (sin(*(x)))
- #define d_sinh(x) (sinh(*(x)))
- #define d_sqrt(x) (sqrt(*(x)))
- #define d_tan(x) (tan(*(x)))
- #define d_tanh(x) (tanh(*(x)))
- #define i_abs(x) abs(*(x))
- #define i_dnnt(x) ((integer)u_nint(*(x)))
- #define i_len(s, n) (n)
- #define i_nint(x) ((integer)u_nint(*(x)))
- #define i_sign(a,b) ((integer)u_sign((integer)*(a),(integer)*(b)))
- #define pow_dd(ap, bp) ( pow(*(ap), *(bp)))
- #define pow_si(B,E) spow_ui(*(B),*(E))
- #define pow_ri(B,E) spow_ui(*(B),*(E))
- #define pow_di(B,E) dpow_ui(*(B),*(E))
- #define pow_zi(p, a, b) {pCd(p) = zpow_ui(Cd(a), *(b));}
- #define pow_ci(p, a, b) {pCf(p) = cpow_ui(Cf(a), *(b));}
- #define pow_zz(R,A,B) {pCd(R) = cpow(Cd(A),*(B));}
- #define s_cat(lpp, rpp, rnp, np, llp) { ftnlen i, nc, ll; char *f__rp, *lp; ll = (llp); lp = (lpp); for(i=0; i < (int)*(np); ++i) { nc = ll; if((rnp)[i] < nc) nc = (rnp)[i]; ll -= nc; f__rp = (rpp)[i]; while(--nc >= 0) *lp++ = *(f__rp)++; } while(--ll >= 0) *lp++ = ' '; }
- #define s_cmp(a,b,c,d) ((integer)strncmp((a),(b),f2cmin((c),(d))))
- #define s_copy(A,B,C,D) { int __i,__m; for (__i=0, __m=f2cmin((C),(D)); __i<__m && (B)[__i] != 0; ++__i) (A)[__i] = (B)[__i]; }
- #define sig_die(s, kill) { exit(1); }
- #define s_stop(s, n) {exit(0);}
- static char junk[] = "\n@(#)LIBF77 VERSION 19990503\n";
- #define z_abs(z) (cabs(Cd(z)))
- #define z_exp(R, Z) {pCd(R) = cexp(Cd(Z));}
- #define z_sqrt(R, Z) {pCd(R) = csqrt(Cd(Z));}
- #define myexit_() break;
- #define mycycle() continue;
- #define myceiling(w) {ceil(w)}
- #define myhuge(w) {HUGE_VAL}
- //#define mymaxloc_(w,s,e,n) {if (sizeof(*(w)) == sizeof(double)) dmaxloc_((w),*(s),*(e),n); else dmaxloc_((w),*(s),*(e),n);}
- #define mymaxloc(w,s,e,n) {dmaxloc_(w,*(s),*(e),n)}
-
- /* procedure parameter types for -A and -C++ */
-
- #define F2C_proc_par_types 1
- #ifdef __cplusplus
- typedef logical (*L_fp)(...);
- #else
- typedef logical (*L_fp)();
- #endif
-
- static float spow_ui(float x, integer n) {
- float pow=1.0; unsigned long int u;
- if(n != 0) {
- if(n < 0) n = -n, x = 1/x;
- for(u = n; ; ) {
- if(u & 01) pow *= x;
- if(u >>= 1) x *= x;
- else break;
- }
- }
- return pow;
- }
- static double dpow_ui(double x, integer n) {
- double pow=1.0; unsigned long int u;
- if(n != 0) {
- if(n < 0) n = -n, x = 1/x;
- for(u = n; ; ) {
- if(u & 01) pow *= x;
- if(u >>= 1) x *= x;
- else break;
- }
- }
- return pow;
- }
- #ifdef _MSC_VER
- static _Fcomplex cpow_ui(complex x, integer n) {
- complex pow={1.0,0.0}; unsigned long int u;
- if(n != 0) {
- if(n < 0) n = -n, x.r = 1/x.r, x.i=1/x.i;
- for(u = n; ; ) {
- if(u & 01) pow.r *= x.r, pow.i *= x.i;
- if(u >>= 1) x.r *= x.r, x.i *= x.i;
- else break;
- }
- }
- _Fcomplex p={pow.r, pow.i};
- return p;
- }
- #else
- static _Complex float cpow_ui(_Complex float x, integer n) {
- _Complex float pow=1.0; unsigned long int u;
- if(n != 0) {
- if(n < 0) n = -n, x = 1/x;
- for(u = n; ; ) {
- if(u & 01) pow *= x;
- if(u >>= 1) x *= x;
- else break;
- }
- }
- return pow;
- }
- #endif
- #ifdef _MSC_VER
- static _Dcomplex zpow_ui(_Dcomplex x, integer n) {
- _Dcomplex pow={1.0,0.0}; unsigned long int u;
- if(n != 0) {
- if(n < 0) n = -n, x._Val[0] = 1/x._Val[0], x._Val[1] =1/x._Val[1];
- for(u = n; ; ) {
- if(u & 01) pow._Val[0] *= x._Val[0], pow._Val[1] *= x._Val[1];
- if(u >>= 1) x._Val[0] *= x._Val[0], x._Val[1] *= x._Val[1];
- else break;
- }
- }
- _Dcomplex p = {pow._Val[0], pow._Val[1]};
- return p;
- }
- #else
- static _Complex double zpow_ui(_Complex double x, integer n) {
- _Complex double pow=1.0; unsigned long int u;
- if(n != 0) {
- if(n < 0) n = -n, x = 1/x;
- for(u = n; ; ) {
- if(u & 01) pow *= x;
- if(u >>= 1) x *= x;
- else break;
- }
- }
- return pow;
- }
- #endif
- static integer pow_ii(integer x, integer n) {
- integer pow; unsigned long int u;
- if (n <= 0) {
- if (n == 0 || x == 1) pow = 1;
- else if (x != -1) pow = x == 0 ? 1/x : 0;
- else n = -n;
- }
- if ((n > 0) || !(n == 0 || x == 1 || x != -1)) {
- u = n;
- for(pow = 1; ; ) {
- if(u & 01) pow *= x;
- if(u >>= 1) x *= x;
- else break;
- }
- }
- return pow;
- }
- static integer dmaxloc_(double *w, integer s, integer e, integer *n)
- {
- double m; integer i, mi;
- for(m=w[s-1], mi=s, i=s+1; i<=e; i++)
- if (w[i-1]>m) mi=i ,m=w[i-1];
- return mi-s+1;
- }
- static integer smaxloc_(float *w, integer s, integer e, integer *n)
- {
- float m; integer i, mi;
- for(m=w[s-1], mi=s, i=s+1; i<=e; i++)
- if (w[i-1]>m) mi=i ,m=w[i-1];
- return mi-s+1;
- }
- static inline void cdotc_(complex *z, integer *n_, complex *x, integer *incx_, complex *y, integer *incy_) {
- integer n = *n_, incx = *incx_, incy = *incy_, i;
- #ifdef _MSC_VER
- _Fcomplex zdotc = {0.0, 0.0};
- if (incx == 1 && incy == 1) {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc._Val[0] += conjf(Cf(&x[i]))._Val[0] * Cf(&y[i])._Val[0];
- zdotc._Val[1] += conjf(Cf(&x[i]))._Val[1] * Cf(&y[i])._Val[1];
- }
- } else {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc._Val[0] += conjf(Cf(&x[i*incx]))._Val[0] * Cf(&y[i*incy])._Val[0];
- zdotc._Val[1] += conjf(Cf(&x[i*incx]))._Val[1] * Cf(&y[i*incy])._Val[1];
- }
- }
- pCf(z) = zdotc;
- }
- #else
- _Complex float zdotc = 0.0;
- if (incx == 1 && incy == 1) {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc += conjf(Cf(&x[i])) * Cf(&y[i]);
- }
- } else {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc += conjf(Cf(&x[i*incx])) * Cf(&y[i*incy]);
- }
- }
- pCf(z) = zdotc;
- }
- #endif
- static inline void zdotc_(doublecomplex *z, integer *n_, doublecomplex *x, integer *incx_, doublecomplex *y, integer *incy_) {
- integer n = *n_, incx = *incx_, incy = *incy_, i;
- #ifdef _MSC_VER
- _Dcomplex zdotc = {0.0, 0.0};
- if (incx == 1 && incy == 1) {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc._Val[0] += conj(Cd(&x[i]))._Val[0] * Cd(&y[i])._Val[0];
- zdotc._Val[1] += conj(Cd(&x[i]))._Val[1] * Cd(&y[i])._Val[1];
- }
- } else {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc._Val[0] += conj(Cd(&x[i*incx]))._Val[0] * Cd(&y[i*incy])._Val[0];
- zdotc._Val[1] += conj(Cd(&x[i*incx]))._Val[1] * Cd(&y[i*incy])._Val[1];
- }
- }
- pCd(z) = zdotc;
- }
- #else
- _Complex double zdotc = 0.0;
- if (incx == 1 && incy == 1) {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc += conj(Cd(&x[i])) * Cd(&y[i]);
- }
- } else {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc += conj(Cd(&x[i*incx])) * Cd(&y[i*incy]);
- }
- }
- pCd(z) = zdotc;
- }
- #endif
- static inline void cdotu_(complex *z, integer *n_, complex *x, integer *incx_, complex *y, integer *incy_) {
- integer n = *n_, incx = *incx_, incy = *incy_, i;
- #ifdef _MSC_VER
- _Fcomplex zdotc = {0.0, 0.0};
- if (incx == 1 && incy == 1) {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc._Val[0] += Cf(&x[i])._Val[0] * Cf(&y[i])._Val[0];
- zdotc._Val[1] += Cf(&x[i])._Val[1] * Cf(&y[i])._Val[1];
- }
- } else {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc._Val[0] += Cf(&x[i*incx])._Val[0] * Cf(&y[i*incy])._Val[0];
- zdotc._Val[1] += Cf(&x[i*incx])._Val[1] * Cf(&y[i*incy])._Val[1];
- }
- }
- pCf(z) = zdotc;
- }
- #else
- _Complex float zdotc = 0.0;
- if (incx == 1 && incy == 1) {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc += Cf(&x[i]) * Cf(&y[i]);
- }
- } else {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc += Cf(&x[i*incx]) * Cf(&y[i*incy]);
- }
- }
- pCf(z) = zdotc;
- }
- #endif
- static inline void zdotu_(doublecomplex *z, integer *n_, doublecomplex *x, integer *incx_, doublecomplex *y, integer *incy_) {
- integer n = *n_, incx = *incx_, incy = *incy_, i;
- #ifdef _MSC_VER
- _Dcomplex zdotc = {0.0, 0.0};
- if (incx == 1 && incy == 1) {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc._Val[0] += Cd(&x[i])._Val[0] * Cd(&y[i])._Val[0];
- zdotc._Val[1] += Cd(&x[i])._Val[1] * Cd(&y[i])._Val[1];
- }
- } else {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc._Val[0] += Cd(&x[i*incx])._Val[0] * Cd(&y[i*incy])._Val[0];
- zdotc._Val[1] += Cd(&x[i*incx])._Val[1] * Cd(&y[i*incy])._Val[1];
- }
- }
- pCd(z) = zdotc;
- }
- #else
- _Complex double zdotc = 0.0;
- if (incx == 1 && incy == 1) {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc += Cd(&x[i]) * Cd(&y[i]);
- }
- } else {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc += Cd(&x[i*incx]) * Cd(&y[i*incy]);
- }
- }
- pCd(z) = zdotc;
- }
- #endif
- /* -- translated by f2c (version 20000121).
- You must link the resulting object file with the libraries:
- -lf2c -lm (in that order)
- */
-
-
-
-
-
- /* Table of constant values */
-
- static complex c_b1 = {0.f,0.f};
- static complex c_b2 = {1.f,0.f};
- static integer c_n1 = -1;
- static integer c__1 = 1;
- static integer c__0 = 0;
- static real c_b141 = 1.f;
- static logical c_false = FALSE_;
-
- /* > \brief \b CGEJSV */
-
- /* =========== DOCUMENTATION =========== */
-
- /* Online html documentation available at */
- /* http://www.netlib.org/lapack/explore-html/ */
-
- /* > \htmlonly */
- /* > Download CGEJSV + dependencies */
- /* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/cgejsv.
- f"> */
- /* > [TGZ]</a> */
- /* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/cgejsv.
- f"> */
- /* > [ZIP]</a> */
- /* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/cgejsv.
- f"> */
- /* > [TXT]</a> */
- /* > \endhtmlonly */
-
- /* Definition: */
- /* =========== */
-
- /* SUBROUTINE CGEJSV( JOBA, JOBU, JOBV, JOBR, JOBT, JOBP, */
- /* M, N, A, LDA, SVA, U, LDU, V, LDV, */
- /* CWORK, LWORK, RWORK, LRWORK, IWORK, INFO ) */
-
- /* IMPLICIT NONE */
- /* INTEGER INFO, LDA, LDU, LDV, LWORK, M, N */
- /* COMPLEX A( LDA, * ), U( LDU, * ), V( LDV, * ), CWORK( LWORK ) */
- /* REAL SVA( N ), RWORK( LRWORK ) */
- /* INTEGER IWORK( * ) */
- /* CHARACTER*1 JOBA, JOBP, JOBR, JOBT, JOBU, JOBV */
-
-
- /* > \par Purpose: */
- /* ============= */
- /* > */
- /* > \verbatim */
- /* > */
- /* > CGEJSV computes the singular value decomposition (SVD) of a complex M-by-N */
- /* > matrix [A], where M >= N. The SVD of [A] is written as */
- /* > */
- /* > [A] = [U] * [SIGMA] * [V]^*, */
- /* > */
- /* > where [SIGMA] is an N-by-N (M-by-N) matrix which is zero except for its N */
- /* > diagonal elements, [U] is an M-by-N (or 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]. The columns of [U] and [V] are the left and */
- /* > the right singular vectors of [A], respectively. The matrices [U] and [V] */
- /* > are computed and stored in the arrays U and V, respectively. The diagonal */
- /* > of [SIGMA] is computed and stored in the array SVA. */
- /* > \endverbatim */
- /* > */
- /* > Arguments: */
- /* > ========== */
- /* > */
- /* > \param[in] JOBA */
- /* > \verbatim */
- /* > JOBA is CHARACTER*1 */
- /* > Specifies the level of accuracy: */
- /* > = 'C': This option works well (high relative accuracy) if A = B * D, */
- /* > with well-conditioned B and arbitrary diagonal matrix D. */
- /* > The accuracy cannot be spoiled by COLUMN scaling. The */
- /* > accuracy of the computed output depends on the condition of */
- /* > B, and the procedure aims at the best theoretical accuracy. */
- /* > The relative error max_{i=1:N}|d sigma_i| / sigma_i is */
- /* > bounded by f(M,N)*epsilon* cond(B), independent of D. */
- /* > The input matrix is preprocessed with the QRF with column */
- /* > pivoting. This initial preprocessing and preconditioning by */
- /* > a rank revealing QR factorization is common for all values of */
- /* > JOBA. Additional actions are specified as follows: */
- /* > = 'E': Computation as with 'C' with an additional estimate of the */
- /* > condition number of B. It provides a realistic error bound. */
- /* > = 'F': If A = D1 * C * D2 with ill-conditioned diagonal scalings */
- /* > D1, D2, and well-conditioned matrix C, this option gives */
- /* > higher accuracy than the 'C' option. If the structure of the */
- /* > input matrix is not known, and relative accuracy is */
- /* > desirable, then this option is advisable. The input matrix A */
- /* > is preprocessed with QR factorization with FULL (row and */
- /* > column) pivoting. */
- /* > = 'G': Computation as with 'F' with an additional estimate of the */
- /* > condition number of B, where A=B*D. If A has heavily weighted */
- /* > rows, then using this condition number gives too pessimistic */
- /* > error bound. */
- /* > = 'A': Small singular values are not well determined by the data */
- /* > and are considered as noisy; the matrix is treated as */
- /* > numerically rank deficient. The error in the computed */
- /* > singular values is bounded by f(m,n)*epsilon*||A||. */
- /* > The computed SVD A = U * S * V^* restores A up to */
- /* > f(m,n)*epsilon*||A||. */
- /* > This gives the procedure the licence to discard (set to zero) */
- /* > all singular values below N*epsilon*||A||. */
- /* > = 'R': Similar as in 'A'. Rank revealing property of the initial */
- /* > QR factorization is used do reveal (using triangular factor) */
- /* > a gap sigma_{r+1} < epsilon * sigma_r in which case the */
- /* > numerical RANK is declared to be r. The SVD is computed with */
- /* > absolute error bounds, but more accurately than with 'A'. */
- /* > \endverbatim */
- /* > */
- /* > \param[in] JOBU */
- /* > \verbatim */
- /* > JOBU is CHARACTER*1 */
- /* > Specifies whether to compute the columns of U: */
- /* > = 'U': N columns of U are returned in the array U. */
- /* > = 'F': full set of M left sing. vectors is returned in the array U. */
- /* > = 'W': U may be used as workspace of length M*N. See the description */
- /* > of U. */
- /* > = 'N': U is not computed. */
- /* > \endverbatim */
- /* > */
- /* > \param[in] JOBV */
- /* > \verbatim */
- /* > JOBV is CHARACTER*1 */
- /* > Specifies whether to compute the matrix V: */
- /* > = 'V': N columns of V are returned in the array V; Jacobi rotations */
- /* > are not explicitly accumulated. */
- /* > = 'J': N columns of V are returned in the array V, but they are */
- /* > computed as the product of Jacobi rotations, if JOBT = 'N'. */
- /* > = 'W': V may be used as workspace of length N*N. See the description */
- /* > of V. */
- /* > = 'N': V is not computed. */
- /* > \endverbatim */
- /* > */
- /* > \param[in] JOBR */
- /* > \verbatim */
- /* > JOBR is CHARACTER*1 */
- /* > Specifies the RANGE for the singular values. Issues the licence to */
- /* > set to zero small positive singular values if they are outside */
- /* > specified range. If A .NE. 0 is scaled so that the largest singular */
- /* > value of c*A is around SQRT(BIG), BIG=SLAMCH('O'), then JOBR issues */
- /* > the licence to kill columns of A whose norm in c*A is less than */
- /* > SQRT(SFMIN) (for JOBR = 'R'), or less than SMALL=SFMIN/EPSLN, */
- /* > where SFMIN=SLAMCH('S'), EPSLN=SLAMCH('E'). */
- /* > = 'N': Do not kill small columns of c*A. This option assumes that */
- /* > BLAS and QR factorizations and triangular solvers are */
- /* > implemented to work in that range. If the condition of A */
- /* > is greater than BIG, use CGESVJ. */
- /* > = 'R': RESTRICTED range for sigma(c*A) is [SQRT(SFMIN), SQRT(BIG)] */
- /* > (roughly, as described above). This option is recommended. */
- /* > =========================== */
- /* > For computing the singular values in the FULL range [SFMIN,BIG] */
- /* > use CGESVJ. */
- /* > \endverbatim */
- /* > */
- /* > \param[in] JOBT */
- /* > \verbatim */
- /* > JOBT is CHARACTER*1 */
- /* > If the matrix is square then the procedure may determine to use */
- /* > transposed A if A^* seems to be better with respect to convergence. */
- /* > If the matrix is not square, JOBT is ignored. */
- /* > The decision is based on two values of entropy over the adjoint */
- /* > orbit of A^* * A. See the descriptions of WORK(6) and WORK(7). */
- /* > = 'T': transpose if entropy test indicates possibly faster */
- /* > convergence of Jacobi process if A^* is taken as input. If A is */
- /* > replaced with A^*, then the row pivoting is included automatically. */
- /* > = 'N': do not speculate. */
- /* > The option 'T' can be used to compute only the singular values, or */
- /* > the full SVD (U, SIGMA and V). For only one set of singular vectors */
- /* > (U or V), the caller should provide both U and V, as one of the */
- /* > matrices is used as workspace if the matrix A is transposed. */
- /* > The implementer can easily remove this constraint and make the */
- /* > code more complicated. See the descriptions of U and V. */
- /* > In general, this option is considered experimental, and 'N'; should */
- /* > be preferred. This is subject to changes in the future. */
- /* > \endverbatim */
- /* > */
- /* > \param[in] JOBP */
- /* > \verbatim */
- /* > JOBP is CHARACTER*1 */
- /* > Issues the licence to introduce structured perturbations to drown */
- /* > denormalized numbers. This licence should be active if the */
- /* > denormals are poorly implemented, causing slow computation, */
- /* > especially in cases of fast convergence (!). For details see [1,2]. */
- /* > For the sake of simplicity, this perturbations are included only */
- /* > when the full SVD or only the singular values are requested. The */
- /* > implementer/user can easily add the perturbation for the cases of */
- /* > computing one set of singular vectors. */
- /* > = 'P': introduce perturbation */
- /* > = 'N': do not perturb */
- /* > \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. M >= N >= 0. */
- /* > \endverbatim */
- /* > */
- /* > \param[in,out] A */
- /* > \verbatim */
- /* > A is COMPLEX array, dimension (LDA,N) */
- /* > On entry, the M-by-N matrix A. */
- /* > \endverbatim */
- /* > */
- /* > \param[in] LDA */
- /* > \verbatim */
- /* > LDA is INTEGER */
- /* > The leading dimension of the array A. LDA >= f2cmax(1,M). */
- /* > \endverbatim */
- /* > */
- /* > \param[out] SVA */
- /* > \verbatim */
- /* > SVA is REAL array, dimension (N) */
- /* > On exit, */
- /* > - For WORK(1)/WORK(2) = ONE: The singular values of A. During the */
- /* > computation SVA contains Euclidean column norms of the */
- /* > iterated matrices in the array A. */
- /* > - For WORK(1) .NE. WORK(2): The singular values of A are */
- /* > (WORK(1)/WORK(2)) * SVA(1:N). This factored form is used if */
- /* > sigma_max(A) overflows or if small singular values have been */
- /* > saved from underflow by scaling the input matrix A. */
- /* > - If JOBR='R' then some of the singular values may be returned */
- /* > as exact zeros obtained by "set to zero" because they are */
- /* > below the numerical rank threshold or are denormalized numbers. */
- /* > \endverbatim */
- /* > */
- /* > \param[out] U */
- /* > \verbatim */
- /* > U is COMPLEX array, dimension ( LDU, N ) or ( LDU, M ) */
- /* > If JOBU = 'U', then U contains on exit the M-by-N matrix of */
- /* > the left singular vectors. */
- /* > If JOBU = 'F', then U contains on exit the M-by-M matrix of */
- /* > the left singular vectors, including an ONB */
- /* > of the orthogonal complement of the Range(A). */
- /* > If JOBU = 'W' .AND. (JOBV = 'V' .AND. JOBT = 'T' .AND. M = N), */
- /* > then U is used as workspace if the procedure */
- /* > replaces A with A^*. In that case, [V] is computed */
- /* > in U as left singular vectors of A^* and then */
- /* > copied back to the V array. This 'W' option is just */
- /* > a reminder to the caller that in this case U is */
- /* > reserved as workspace of length N*N. */
- /* > If JOBU = 'N' U is not referenced, unless JOBT='T'. */
- /* > \endverbatim */
- /* > */
- /* > \param[in] LDU */
- /* > \verbatim */
- /* > LDU is INTEGER */
- /* > The leading dimension of the array U, LDU >= 1. */
- /* > IF JOBU = 'U' or 'F' or 'W', then LDU >= M. */
- /* > \endverbatim */
- /* > */
- /* > \param[out] V */
- /* > \verbatim */
- /* > V is COMPLEX array, dimension ( LDV, N ) */
- /* > If JOBV = 'V', 'J' then V contains on exit the N-by-N matrix of */
- /* > the right singular vectors; */
- /* > If JOBV = 'W', AND (JOBU = 'U' AND JOBT = 'T' AND M = N), */
- /* > then V is used as workspace if the pprocedure */
- /* > replaces A with A^*. In that case, [U] is computed */
- /* > in V as right singular vectors of A^* and then */
- /* > copied back to the U array. This 'W' option is just */
- /* > a reminder to the caller that in this case V is */
- /* > reserved as workspace of length N*N. */
- /* > If JOBV = 'N' V is not referenced, unless JOBT='T'. */
- /* > \endverbatim */
- /* > */
- /* > \param[in] LDV */
- /* > \verbatim */
- /* > LDV is INTEGER */
- /* > The leading dimension of the array V, LDV >= 1. */
- /* > If JOBV = 'V' or 'J' or 'W', then LDV >= N. */
- /* > \endverbatim */
- /* > */
- /* > \param[out] CWORK */
- /* > \verbatim */
- /* > CWORK is COMPLEX array, dimension (MAX(2,LWORK)) */
- /* > If the call to CGEJSV is a workspace query (indicated by LWORK=-1 or */
- /* > LRWORK=-1), then on exit CWORK(1) contains the required length of */
- /* > CWORK for the job parameters used in the call. */
- /* > \endverbatim */
- /* > */
- /* > \param[in] LWORK */
- /* > \verbatim */
- /* > LWORK is INTEGER */
- /* > Length of CWORK to confirm proper allocation of workspace. */
- /* > LWORK depends on the job: */
- /* > */
- /* > 1. If only SIGMA is needed ( JOBU = 'N', JOBV = 'N' ) and */
- /* > 1.1 .. no scaled condition estimate required (JOBA.NE.'E'.AND.JOBA.NE.'G'): */
- /* > LWORK >= 2*N+1. This is the minimal requirement. */
- /* > ->> For optimal performance (blocked code) the optimal value */
- /* > is LWORK >= N + (N+1)*NB. Here NB is the optimal */
- /* > block size for CGEQP3 and CGEQRF. */
- /* > In general, optimal LWORK is computed as */
- /* > LWORK >= f2cmax(N+LWORK(CGEQP3),N+LWORK(CGEQRF), LWORK(CGESVJ)). */
- /* > 1.2. .. an estimate of the scaled condition number of A is */
- /* > required (JOBA='E', or 'G'). In this case, LWORK the minimal */
- /* > requirement is LWORK >= N*N + 2*N. */
- /* > ->> For optimal performance (blocked code) the optimal value */
- /* > is LWORK >= f2cmax(N+(N+1)*NB, N*N+2*N)=N**2+2*N. */
- /* > In general, the optimal length LWORK is computed as */
- /* > LWORK >= f2cmax(N+LWORK(CGEQP3),N+LWORK(CGEQRF), LWORK(CGESVJ), */
- /* > N*N+LWORK(CPOCON)). */
- /* > 2. If SIGMA and the right singular vectors are needed (JOBV = 'V'), */
- /* > (JOBU = 'N') */
- /* > 2.1 .. no scaled condition estimate requested (JOBE = 'N'): */
- /* > -> the minimal requirement is LWORK >= 3*N. */
- /* > -> For optimal performance, */
- /* > LWORK >= f2cmax(N+(N+1)*NB, 2*N+N*NB)=2*N+N*NB, */
- /* > where NB is the optimal block size for CGEQP3, CGEQRF, CGELQ, */
- /* > CUNMLQ. In general, the optimal length LWORK is computed as */
- /* > LWORK >= f2cmax(N+LWORK(CGEQP3), N+LWORK(CGESVJ), */
- /* > N+LWORK(CGELQF), 2*N+LWORK(CGEQRF), N+LWORK(CUNMLQ)). */
- /* > 2.2 .. an estimate of the scaled condition number of A is */
- /* > required (JOBA='E', or 'G'). */
- /* > -> the minimal requirement is LWORK >= 3*N. */
- /* > -> For optimal performance, */
- /* > LWORK >= f2cmax(N+(N+1)*NB, 2*N,2*N+N*NB)=2*N+N*NB, */
- /* > where NB is the optimal block size for CGEQP3, CGEQRF, CGELQ, */
- /* > CUNMLQ. In general, the optimal length LWORK is computed as */
- /* > LWORK >= f2cmax(N+LWORK(CGEQP3), LWORK(CPOCON), N+LWORK(CGESVJ), */
- /* > N+LWORK(CGELQF), 2*N+LWORK(CGEQRF), N+LWORK(CUNMLQ)). */
- /* > 3. If SIGMA and the left singular vectors are needed */
- /* > 3.1 .. no scaled condition estimate requested (JOBE = 'N'): */
- /* > -> the minimal requirement is LWORK >= 3*N. */
- /* > -> For optimal performance: */
- /* > if JOBU = 'U' :: LWORK >= f2cmax(3*N, N+(N+1)*NB, 2*N+N*NB)=2*N+N*NB, */
- /* > where NB is the optimal block size for CGEQP3, CGEQRF, CUNMQR. */
- /* > In general, the optimal length LWORK is computed as */
- /* > LWORK >= f2cmax(N+LWORK(CGEQP3), 2*N+LWORK(CGEQRF), N+LWORK(CUNMQR)). */
- /* > 3.2 .. an estimate of the scaled condition number of A is */
- /* > required (JOBA='E', or 'G'). */
- /* > -> the minimal requirement is LWORK >= 3*N. */
- /* > -> For optimal performance: */
- /* > if JOBU = 'U' :: LWORK >= f2cmax(3*N, N+(N+1)*NB, 2*N+N*NB)=2*N+N*NB, */
- /* > where NB is the optimal block size for CGEQP3, CGEQRF, CUNMQR. */
- /* > In general, the optimal length LWORK is computed as */
- /* > LWORK >= f2cmax(N+LWORK(CGEQP3),N+LWORK(CPOCON), */
- /* > 2*N+LWORK(CGEQRF), N+LWORK(CUNMQR)). */
- /* > */
- /* > 4. If the full SVD is needed: (JOBU = 'U' or JOBU = 'F') and */
- /* > 4.1. if JOBV = 'V' */
- /* > the minimal requirement is LWORK >= 5*N+2*N*N. */
- /* > 4.2. if JOBV = 'J' the minimal requirement is */
- /* > LWORK >= 4*N+N*N. */
- /* > In both cases, the allocated CWORK can accommodate blocked runs */
- /* > of CGEQP3, CGEQRF, CGELQF, CUNMQR, CUNMLQ. */
- /* > */
- /* > If the call to CGEJSV is a workspace query (indicated by LWORK=-1 or */
- /* > LRWORK=-1), then on exit CWORK(1) contains the optimal and CWORK(2) contains the */
- /* > minimal length of CWORK for the job parameters used in the call. */
- /* > \endverbatim */
- /* > */
- /* > \param[out] RWORK */
- /* > \verbatim */
- /* > RWORK is REAL array, dimension (MAX(7,LWORK)) */
- /* > On exit, */
- /* > RWORK(1) = Determines the scaling factor SCALE = RWORK(2) / RWORK(1) */
- /* > such that SCALE*SVA(1:N) are the computed singular values */
- /* > of A. (See the description of SVA().) */
- /* > RWORK(2) = See the description of RWORK(1). */
- /* > RWORK(3) = SCONDA is an estimate for the condition number of */
- /* > column equilibrated A. (If JOBA = 'E' or 'G') */
- /* > SCONDA is an estimate of SQRT(||(R^* * R)^(-1)||_1). */
- /* > It is computed using SPOCON. It holds */
- /* > N^(-1/4) * SCONDA <= ||R^(-1)||_2 <= N^(1/4) * SCONDA */
- /* > where R is the triangular factor from the QRF of A. */
- /* > However, if R is truncated and the numerical rank is */
- /* > determined to be strictly smaller than N, SCONDA is */
- /* > returned as -1, thus indicating that the smallest */
- /* > singular values might be lost. */
- /* > */
- /* > If full SVD is needed, the following two condition numbers are */
- /* > useful for the analysis of the algorithm. They are provied for */
- /* > a developer/implementer who is familiar with the details of */
- /* > the method. */
- /* > */
- /* > RWORK(4) = an estimate of the scaled condition number of the */
- /* > triangular factor in the first QR factorization. */
- /* > RWORK(5) = an estimate of the scaled condition number of the */
- /* > triangular factor in the second QR factorization. */
- /* > The following two parameters are computed if JOBT = 'T'. */
- /* > They are provided for a developer/implementer who is familiar */
- /* > with the details of the method. */
- /* > RWORK(6) = the entropy of A^* * A :: this is the Shannon entropy */
- /* > of diag(A^* * A) / Trace(A^* * A) taken as point in the */
- /* > probability simplex. */
- /* > RWORK(7) = the entropy of A * A^*. (See the description of RWORK(6).) */
- /* > If the call to CGEJSV is a workspace query (indicated by LWORK=-1 or */
- /* > LRWORK=-1), then on exit RWORK(1) contains the required length of */
- /* > RWORK for the job parameters used in the call. */
- /* > \endverbatim */
- /* > */
- /* > \param[in] LRWORK */
- /* > \verbatim */
- /* > LRWORK is INTEGER */
- /* > Length of RWORK to confirm proper allocation of workspace. */
- /* > LRWORK depends on the job: */
- /* > */
- /* > 1. If only the singular values are requested i.e. if */
- /* > LSAME(JOBU,'N') .AND. LSAME(JOBV,'N') */
- /* > then: */
- /* > 1.1. If LSAME(JOBT,'T') .OR. LSAME(JOBA,'F') .OR. LSAME(JOBA,'G'), */
- /* > then: LRWORK = f2cmax( 7, 2 * M ). */
- /* > 1.2. Otherwise, LRWORK = f2cmax( 7, N ). */
- /* > 2. If singular values with the right singular vectors are requested */
- /* > i.e. if */
- /* > (LSAME(JOBV,'V').OR.LSAME(JOBV,'J')) .AND. */
- /* > .NOT.(LSAME(JOBU,'U').OR.LSAME(JOBU,'F')) */
- /* > then: */
- /* > 2.1. If LSAME(JOBT,'T') .OR. LSAME(JOBA,'F') .OR. LSAME(JOBA,'G'), */
- /* > then LRWORK = f2cmax( 7, 2 * M ). */
- /* > 2.2. Otherwise, LRWORK = f2cmax( 7, N ). */
- /* > 3. If singular values with the left singular vectors are requested, i.e. if */
- /* > (LSAME(JOBU,'U').OR.LSAME(JOBU,'F')) .AND. */
- /* > .NOT.(LSAME(JOBV,'V').OR.LSAME(JOBV,'J')) */
- /* > then: */
- /* > 3.1. If LSAME(JOBT,'T') .OR. LSAME(JOBA,'F') .OR. LSAME(JOBA,'G'), */
- /* > then LRWORK = f2cmax( 7, 2 * M ). */
- /* > 3.2. Otherwise, LRWORK = f2cmax( 7, N ). */
- /* > 4. If singular values with both the left and the right singular vectors */
- /* > are requested, i.e. if */
- /* > (LSAME(JOBU,'U').OR.LSAME(JOBU,'F')) .AND. */
- /* > (LSAME(JOBV,'V').OR.LSAME(JOBV,'J')) */
- /* > then: */
- /* > 4.1. If LSAME(JOBT,'T') .OR. LSAME(JOBA,'F') .OR. LSAME(JOBA,'G'), */
- /* > then LRWORK = f2cmax( 7, 2 * M ). */
- /* > 4.2. Otherwise, LRWORK = f2cmax( 7, N ). */
- /* > */
- /* > If, on entry, LRWORK = -1 or LWORK=-1, a workspace query is assumed and */
- /* > the length of RWORK is returned in RWORK(1). */
- /* > \endverbatim */
- /* > */
- /* > \param[out] IWORK */
- /* > \verbatim */
- /* > IWORK is INTEGER array, of dimension at least 4, that further depends */
- /* > on the job: */
- /* > */
- /* > 1. If only the singular values are requested then: */
- /* > If ( LSAME(JOBT,'T') .OR. LSAME(JOBA,'F') .OR. LSAME(JOBA,'G') ) */
- /* > then the length of IWORK is N+M; otherwise the length of IWORK is N. */
- /* > 2. If the singular values and the right singular vectors are requested then: */
- /* > If ( LSAME(JOBT,'T') .OR. LSAME(JOBA,'F') .OR. LSAME(JOBA,'G') ) */
- /* > then the length of IWORK is N+M; otherwise the length of IWORK is N. */
- /* > 3. If the singular values and the left singular vectors are requested then: */
- /* > If ( LSAME(JOBT,'T') .OR. LSAME(JOBA,'F') .OR. LSAME(JOBA,'G') ) */
- /* > then the length of IWORK is N+M; otherwise the length of IWORK is N. */
- /* > 4. If the singular values with both the left and the right singular vectors */
- /* > are requested, then: */
- /* > 4.1. If LSAME(JOBV,'J') the length of IWORK is determined as follows: */
- /* > If ( LSAME(JOBT,'T') .OR. LSAME(JOBA,'F') .OR. LSAME(JOBA,'G') ) */
- /* > then the length of IWORK is N+M; otherwise the length of IWORK is N. */
- /* > 4.2. If LSAME(JOBV,'V') the length of IWORK is determined as follows: */
- /* > If ( LSAME(JOBT,'T') .OR. LSAME(JOBA,'F') .OR. LSAME(JOBA,'G') ) */
- /* > then the length of IWORK is 2*N+M; otherwise the length of IWORK is 2*N. */
- /* > */
- /* > On exit, */
- /* > IWORK(1) = the numerical rank determined after the initial */
- /* > QR factorization with pivoting. See the descriptions */
- /* > of JOBA and JOBR. */
- /* > IWORK(2) = the number of the computed nonzero singular values */
- /* > IWORK(3) = if nonzero, a warning message: */
- /* > If IWORK(3) = 1 then some of the column norms of A */
- /* > were denormalized floats. The requested high accuracy */
- /* > is not warranted by the data. */
- /* > IWORK(4) = 1 or -1. If IWORK(4) = 1, then the procedure used A^* to */
- /* > do the job as specified by the JOB parameters. */
- /* > If the call to CGEJSV is a workspace query (indicated by LWORK = -1 and */
- /* > LRWORK = -1), then on exit IWORK(1) contains the required length of */
- /* > IWORK for the job parameters used in the call. */
- /* > \endverbatim */
- /* > */
- /* > \param[out] INFO */
- /* > \verbatim */
- /* > INFO is INTEGER */
- /* > < 0: if INFO = -i, then the i-th argument had an illegal value. */
- /* > = 0: successful exit; */
- /* > > 0: CGEJSV did not converge in the maximal allowed number */
- /* > of sweeps. The computed values may be inaccurate. */
- /* > \endverbatim */
-
- /* Authors: */
- /* ======== */
-
- /* > \author Univ. of Tennessee */
- /* > \author Univ. of California Berkeley */
- /* > \author Univ. of Colorado Denver */
- /* > \author NAG Ltd. */
-
- /* > \date June 2016 */
-
- /* > \ingroup complexGEsing */
-
- /* > \par Further Details: */
- /* ===================== */
- /* > */
- /* > \verbatim */
- /* > CGEJSV implements a preconditioned Jacobi SVD algorithm. It uses CGEQP3, */
- /* > CGEQRF, and CGELQF as preprocessors and preconditioners. Optionally, an */
- /* > additional row pivoting can be used as a preprocessor, which in some */
- /* > cases results in much higher accuracy. An example is matrix A with the */
- /* > structure A = D1 * C * D2, where D1, D2 are arbitrarily ill-conditioned */
- /* > diagonal matrices and C is well-conditioned matrix. In that case, complete */
- /* > pivoting in the first QR factorizations provides accuracy dependent on the */
- /* > condition number of C, and independent of D1, D2. Such higher accuracy is */
- /* > not completely understood theoretically, but it works well in practice. */
- /* > Further, if A can be written as A = B*D, with well-conditioned B and some */
- /* > diagonal D, then the high accuracy is guaranteed, both theoretically and */
- /* > in software, independent of D. For more details see [1], [2]. */
- /* > The computational range for the singular values can be the full range */
- /* > ( UNDERFLOW,OVERFLOW ), provided that the machine arithmetic and the BLAS */
- /* > & LAPACK routines called by CGEJSV are implemented to work in that range. */
- /* > If that is not the case, then the restriction for safe computation with */
- /* > the singular values in the range of normalized IEEE numbers is that the */
- /* > spectral condition number kappa(A)=sigma_max(A)/sigma_min(A) does not */
- /* > overflow. This code (CGEJSV) is best used in this restricted range, */
- /* > meaning that singular values of magnitude below ||A||_2 / SLAMCH('O') are */
- /* > returned as zeros. See JOBR for details on this. */
- /* > Further, this implementation is somewhat slower than the one described */
- /* > in [1,2] due to replacement of some non-LAPACK components, and because */
- /* > the choice of some tuning parameters in the iterative part (CGESVJ) is */
- /* > left to the implementer on a particular machine. */
- /* > The rank revealing QR factorization (in this code: CGEQP3) should be */
- /* > implemented as in [3]. We have a new version of CGEQP3 under development */
- /* > that is more robust than the current one in LAPACK, with a cleaner cut in */
- /* > rank deficient cases. It will be available in the SIGMA library [4]. */
- /* > If M is much larger than N, it is obvious that the initial QRF with */
- /* > column pivoting can be preprocessed by the QRF without pivoting. That */
- /* > well known trick is not used in CGEJSV because in some cases heavy row */
- /* > weighting can be treated with complete pivoting. The overhead in cases */
- /* > M much larger than N is then only due to pivoting, but the benefits in */
- /* > terms of accuracy have prevailed. The implementer/user can incorporate */
- /* > this extra QRF step easily. The implementer can also improve data movement */
- /* > (matrix transpose, matrix copy, matrix transposed copy) - this */
- /* > implementation of CGEJSV uses only the simplest, naive data movement. */
- /* > \endverbatim */
-
- /* > \par Contributor: */
- /* ================== */
- /* > */
- /* > Zlatko Drmac (Zagreb, Croatia) */
-
- /* > \par References: */
- /* ================ */
- /* > */
- /* > \verbatim */
- /* > */
- /* > [1] Z. Drmac and K. Veselic: New fast and accurate Jacobi SVD algorithm I. */
- /* > SIAM J. Matrix Anal. Appl. Vol. 35, No. 2 (2008), pp. 1322-1342. */
- /* > LAPACK Working note 169. */
- /* > [2] Z. Drmac and K. Veselic: New fast and accurate Jacobi SVD algorithm II. */
- /* > SIAM J. Matrix Anal. Appl. Vol. 35, No. 2 (2008), pp. 1343-1362. */
- /* > LAPACK Working note 170. */
- /* > [3] Z. Drmac and Z. Bujanovic: On the failure of rank-revealing QR */
- /* > factorization software - a case study. */
- /* > ACM Trans. Math. Softw. Vol. 35, No 2 (2008), pp. 1-28. */
- /* > LAPACK Working note 176. */
- /* > [4] Z. Drmac: SIGMA - mathematical software library for accurate SVD, PSV, */
- /* > QSVD, (H,K)-SVD computations. */
- /* > Department of Mathematics, University of Zagreb, 2008, 2016. */
- /* > \endverbatim */
-
- /* > \par Bugs, examples and comments: */
- /* ================================= */
- /* > */
- /* > Please report all bugs and send interesting examples and/or comments to */
- /* > drmac@math.hr. Thank you. */
- /* > */
- /* ===================================================================== */
- /* Subroutine */ int cgejsv_(char *joba, char *jobu, char *jobv, char *jobr,
- char *jobt, char *jobp, integer *m, integer *n, complex *a, integer *
- lda, real *sva, complex *u, integer *ldu, complex *v, integer *ldv,
- complex *cwork, integer *lwork, real *rwork, integer *lrwork, integer
- *iwork, integer *info)
- {
- /* System generated locals */
- integer a_dim1, a_offset, u_dim1, u_offset, v_dim1, v_offset, i__1, i__2,
- i__3, i__4, i__5, i__6, i__7, i__8, i__9, i__10, i__11;
- real r__1, r__2, r__3;
- complex q__1;
-
- /* Local variables */
- integer lwrk_cunmqr__;
- logical defr;
- real aapp, aaqq;
- logical kill;
- integer ierr, lwrk_cgeqp3n__;
- real temp1;
- integer lwunmqrm, lwrk_cgesvju__, lwrk_cgesvjv__, lwqp3, lwrk_cunmqrm__,
- p, q;
- logical jracc;
- extern logical lsame_(char *, char *);
- extern /* Subroutine */ int sscal_(integer *, real *, real *, integer *);
- complex ctemp;
- real entra, small;
- integer iwoff;
- real sfmin;
- logical lsvec;
- extern /* Subroutine */ int ccopy_(integer *, complex *, integer *,
- complex *, integer *), cswap_(integer *, complex *, integer *,
- complex *, integer *);
- real epsln;
- logical rsvec;
- integer lwcon, lwlqf;
- extern /* Subroutine */ int ctrsm_(char *, char *, char *, char *,
- integer *, integer *, complex *, complex *, integer *, complex *,
- integer *);
- integer lwqrf, n1;
- logical l2aber;
- extern /* Subroutine */ int cgeqp3_(integer *, integer *, complex *,
- integer *, integer *, complex *, complex *, integer *, real *,
- integer *);
- real condr1, condr2, uscal1, uscal2;
- logical l2kill, l2rank, l2tran;
- extern real scnrm2_(integer *, complex *, integer *);
- logical l2pert;
- integer lrwqp3;
- extern /* Subroutine */ int clacgv_(integer *, complex *, integer *);
- integer nr;
- extern /* Subroutine */ int cgelqf_(integer *, integer *, complex *,
- integer *, complex *, complex *, integer *, integer *);
- extern integer icamax_(integer *, complex *, integer *);
- extern /* Subroutine */ int clascl_(char *, integer *, integer *, real *,
- real *, integer *, integer *, complex *, integer *, integer *);
- real scalem, sconda;
- logical goscal;
- real aatmin;
- extern real slamch_(char *);
- real aatmax;
- extern /* Subroutine */ int cgeqrf_(integer *, integer *, complex *,
- integer *, complex *, complex *, integer *, integer *), clacpy_(
- char *, integer *, integer *, complex *, integer *, complex *,
- integer *), clapmr_(logical *, integer *, integer *,
- complex *, integer *, integer *);
- logical noscal;
- extern /* Subroutine */ int claset_(char *, integer *, integer *, complex
- *, complex *, complex *, integer *);
- extern integer isamax_(integer *, real *, integer *);
- extern /* Subroutine */ int slascl_(char *, integer *, integer *, real *,
- real *, integer *, integer *, real *, integer *, integer *), cpocon_(char *, integer *, complex *, integer *, real *,
- real *, complex *, real *, integer *), csscal_(integer *,
- real *, complex *, integer *), classq_(integer *, complex *,
- integer *, real *, real *), xerbla_(char *, integer *, ftnlen),
- cgesvj_(char *, char *, char *, integer *, integer *, complex *,
- integer *, real *, integer *, complex *, integer *, complex *,
- integer *, real *, integer *, integer *),
- claswp_(integer *, complex *, integer *, integer *, integer *,
- integer *, integer *);
- real entrat;
- logical almort;
- complex cdummy[1];
- extern /* Subroutine */ int cungqr_(integer *, integer *, integer *,
- complex *, integer *, complex *, complex *, integer *, integer *);
- real maxprj;
- extern /* Subroutine */ int cunmlq_(char *, char *, integer *, integer *,
- integer *, complex *, integer *, complex *, complex *, integer *,
- complex *, integer *, integer *);
- logical errest;
- integer lrwcon;
- extern /* Subroutine */ int slassq_(integer *, real *, integer *, real *,
- real *);
- logical transp;
- integer minwrk, lwsvdj;
- extern /* Subroutine */ int cunmqr_(char *, char *, integer *, integer *,
- integer *, complex *, integer *, complex *, complex *, integer *,
- complex *, integer *, integer *);
- real rdummy[1];
- logical lquery, rowpiv;
- integer optwrk;
- real big;
- integer lwrk_cgeqp3__;
- real cond_ok__, xsc, big1;
- integer warning, numrank, lwrk_cgelqf__, miniwrk, lwrk_cgeqrf__, minrwrk,
- lrwsvdj, lwunmlq, lwsvdjv, lwrk_cgesvj__, lwunmqr, lwrk_cunmlq__;
-
-
- /* -- LAPACK computational routine (version 3.7.1) -- */
- /* -- LAPACK is a software package provided by Univ. of Tennessee, -- */
- /* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- */
- /* June 2017 */
-
-
- /* =========================================================================== */
-
-
-
-
-
- /* Test the input arguments */
-
- /* Parameter adjustments */
- --sva;
- a_dim1 = *lda;
- a_offset = 1 + a_dim1 * 1;
- a -= a_offset;
- u_dim1 = *ldu;
- u_offset = 1 + u_dim1 * 1;
- u -= u_offset;
- v_dim1 = *ldv;
- v_offset = 1 + v_dim1 * 1;
- v -= v_offset;
- --cwork;
- --rwork;
- --iwork;
-
- /* Function Body */
- lsvec = lsame_(jobu, "U") || lsame_(jobu, "F");
- jracc = lsame_(jobv, "J");
- rsvec = lsame_(jobv, "V") || jracc;
- rowpiv = lsame_(joba, "F") || lsame_(joba, "G");
- l2rank = lsame_(joba, "R");
- l2aber = lsame_(joba, "A");
- errest = lsame_(joba, "E") || lsame_(joba, "G");
- l2tran = lsame_(jobt, "T") && *m == *n;
- l2kill = lsame_(jobr, "R");
- defr = lsame_(jobr, "N");
- l2pert = lsame_(jobp, "P");
-
- lquery = *lwork == -1 || *lrwork == -1;
-
- if (! (rowpiv || l2rank || l2aber || errest || lsame_(joba, "C"))) {
- *info = -1;
- } else if (! (lsvec || lsame_(jobu, "N") || lsame_(
- jobu, "W") && rsvec && l2tran)) {
- *info = -2;
- } else if (! (rsvec || lsame_(jobv, "N") || lsame_(
- jobv, "W") && lsvec && l2tran)) {
- *info = -3;
- } else if (! (l2kill || defr)) {
- *info = -4;
- } else if (! (lsame_(jobt, "T") || lsame_(jobt,
- "N"))) {
- *info = -5;
- } else if (! (l2pert || lsame_(jobp, "N"))) {
- *info = -6;
- } else if (*m < 0) {
- *info = -7;
- } else if (*n < 0 || *n > *m) {
- *info = -8;
- } else if (*lda < *m) {
- *info = -10;
- } else if (lsvec && *ldu < *m) {
- *info = -13;
- } else if (rsvec && *ldv < *n) {
- *info = -15;
- } else {
- /* #:) */
- *info = 0;
- }
-
- if (*info == 0) {
- /* [[The expressions for computing the minimal and the optimal */
- /* values of LCWORK, LRWORK are written with a lot of redundancy and */
- /* can be simplified. However, this verbose form is useful for */
- /* maintenance and modifications of the code.]] */
-
- /* CGEQRF of an N x N matrix, CGELQF of an N x N matrix, */
- /* CUNMLQ for computing N x N matrix, CUNMQR for computing N x N */
- /* matrix, CUNMQR for computing M x N matrix, respectively. */
- lwqp3 = *n + 1;
- lwqrf = f2cmax(1,*n);
- lwlqf = f2cmax(1,*n);
- lwunmlq = f2cmax(1,*n);
- lwunmqr = f2cmax(1,*n);
- lwunmqrm = f2cmax(1,*m);
- lwcon = *n << 1;
- /* without and with explicit accumulation of Jacobi rotations */
- /* Computing MAX */
- i__1 = *n << 1;
- lwsvdj = f2cmax(i__1,1);
- /* Computing MAX */
- i__1 = *n << 1;
- lwsvdjv = f2cmax(i__1,1);
- lrwqp3 = *n << 1;
- lrwcon = *n;
- lrwsvdj = *n;
- if (lquery) {
- cgeqp3_(m, n, &a[a_offset], lda, &iwork[1], cdummy, cdummy, &c_n1,
- rdummy, &ierr);
- lwrk_cgeqp3__ = cdummy[0].r;
- cgeqrf_(n, n, &a[a_offset], lda, cdummy, cdummy, &c_n1, &ierr);
- lwrk_cgeqrf__ = cdummy[0].r;
- cgelqf_(n, n, &a[a_offset], lda, cdummy, cdummy, &c_n1, &ierr);
- lwrk_cgelqf__ = cdummy[0].r;
- }
- minwrk = 2;
- optwrk = 2;
- miniwrk = *n;
- if (! (lsvec || rsvec)) {
- /* only the singular values are requested */
- if (errest) {
- /* Computing MAX */
- /* Computing 2nd power */
- i__3 = *n;
- i__1 = *n + lwqp3, i__2 = i__3 * i__3 + lwcon, i__1 = f2cmax(
- i__1,i__2), i__2 = *n + lwqrf, i__1 = f2cmax(i__1,i__2);
- minwrk = f2cmax(i__1,lwsvdj);
- } else {
- /* Computing MAX */
- i__1 = *n + lwqp3, i__2 = *n + lwqrf, i__1 = f2cmax(i__1,i__2);
- minwrk = f2cmax(i__1,lwsvdj);
- }
- if (lquery) {
- cgesvj_("L", "N", "N", n, n, &a[a_offset], lda, &sva[1], n, &
- v[v_offset], ldv, cdummy, &c_n1, rdummy, &c_n1, &ierr);
- lwrk_cgesvj__ = cdummy[0].r;
- if (errest) {
- /* Computing MAX */
- /* Computing 2nd power */
- i__3 = *n;
- i__1 = *n + lwrk_cgeqp3__, i__2 = i__3 * i__3 + lwcon,
- i__1 = f2cmax(i__1,i__2), i__2 = *n + lwrk_cgeqrf__,
- i__1 = f2cmax(i__1,i__2);
- optwrk = f2cmax(i__1,lwrk_cgesvj__);
- } else {
- /* Computing MAX */
- i__1 = *n + lwrk_cgeqp3__, i__2 = *n + lwrk_cgeqrf__,
- i__1 = f2cmax(i__1,i__2);
- optwrk = f2cmax(i__1,lwrk_cgesvj__);
- }
- }
- if (l2tran || rowpiv) {
- if (errest) {
- /* Computing MAX */
- i__1 = 7, i__2 = *m << 1, i__1 = f2cmax(i__1,i__2), i__1 =
- f2cmax(i__1,lrwqp3), i__1 = f2cmax(i__1,lrwcon);
- minrwrk = f2cmax(i__1,lrwsvdj);
- } else {
- /* Computing MAX */
- i__1 = 7, i__2 = *m << 1, i__1 = f2cmax(i__1,i__2), i__1 =
- f2cmax(i__1,lrwqp3);
- minrwrk = f2cmax(i__1,lrwsvdj);
- }
- } else {
- if (errest) {
- /* Computing MAX */
- i__1 = f2cmax(7,lrwqp3), i__1 = f2cmax(i__1,lrwcon);
- minrwrk = f2cmax(i__1,lrwsvdj);
- } else {
- /* Computing MAX */
- i__1 = f2cmax(7,lrwqp3);
- minrwrk = f2cmax(i__1,lrwsvdj);
- }
- }
- if (rowpiv || l2tran) {
- miniwrk += *m;
- }
- } else if (rsvec && ! lsvec) {
- /* singular values and the right singular vectors are requested */
- if (errest) {
- /* Computing MAX */
- i__1 = *n + lwqp3, i__1 = f2cmax(i__1,lwcon), i__1 = f2cmax(i__1,
- lwsvdj), i__2 = *n + lwlqf, i__1 = f2cmax(i__1,i__2),
- i__2 = (*n << 1) + lwqrf, i__1 = f2cmax(i__1,i__2), i__2
- = *n + lwsvdj, i__1 = f2cmax(i__1,i__2), i__2 = *n +
- lwunmlq;
- minwrk = f2cmax(i__1,i__2);
- } else {
- /* Computing MAX */
- i__1 = *n + lwqp3, i__1 = f2cmax(i__1,lwsvdj), i__2 = *n + lwlqf,
- i__1 = f2cmax(i__1,i__2), i__2 = (*n << 1) + lwqrf,
- i__1 = f2cmax(i__1,i__2), i__2 = *n + lwsvdj, i__1 = f2cmax(
- i__1,i__2), i__2 = *n + lwunmlq;
- minwrk = f2cmax(i__1,i__2);
- }
- if (lquery) {
- cgesvj_("L", "U", "N", n, n, &u[u_offset], ldu, &sva[1], n, &
- a[a_offset], lda, cdummy, &c_n1, rdummy, &c_n1, &ierr);
- lwrk_cgesvj__ = cdummy[0].r;
- cunmlq_("L", "C", n, n, n, &a[a_offset], lda, cdummy, &v[
- v_offset], ldv, cdummy, &c_n1, &ierr);
- lwrk_cunmlq__ = cdummy[0].r;
- if (errest) {
- /* Computing MAX */
- i__1 = *n + lwrk_cgeqp3__, i__1 = f2cmax(i__1,lwcon), i__1 =
- f2cmax(i__1,lwrk_cgesvj__), i__2 = *n +
- lwrk_cgelqf__, i__1 = f2cmax(i__1,i__2), i__2 = (*n
- << 1) + lwrk_cgeqrf__, i__1 = f2cmax(i__1,i__2),
- i__2 = *n + lwrk_cgesvj__, i__1 = f2cmax(i__1,i__2),
- i__2 = *n + lwrk_cunmlq__;
- optwrk = f2cmax(i__1,i__2);
- } else {
- /* Computing MAX */
- i__1 = *n + lwrk_cgeqp3__, i__1 = f2cmax(i__1,lwrk_cgesvj__),
- i__2 = *n + lwrk_cgelqf__, i__1 = f2cmax(i__1,i__2),
- i__2 = (*n << 1) + lwrk_cgeqrf__, i__1 = f2cmax(
- i__1,i__2), i__2 = *n + lwrk_cgesvj__, i__1 = f2cmax(
- i__1,i__2), i__2 = *n + lwrk_cunmlq__;
- optwrk = f2cmax(i__1,i__2);
- }
- }
- if (l2tran || rowpiv) {
- if (errest) {
- /* Computing MAX */
- i__1 = 7, i__2 = *m << 1, i__1 = f2cmax(i__1,i__2), i__1 =
- f2cmax(i__1,lrwqp3), i__1 = f2cmax(i__1,lrwsvdj);
- minrwrk = f2cmax(i__1,lrwcon);
- } else {
- /* Computing MAX */
- i__1 = 7, i__2 = *m << 1, i__1 = f2cmax(i__1,i__2), i__1 =
- f2cmax(i__1,lrwqp3);
- minrwrk = f2cmax(i__1,lrwsvdj);
- }
- } else {
- if (errest) {
- /* Computing MAX */
- i__1 = f2cmax(7,lrwqp3), i__1 = f2cmax(i__1,lrwsvdj);
- minrwrk = f2cmax(i__1,lrwcon);
- } else {
- /* Computing MAX */
- i__1 = f2cmax(7,lrwqp3);
- minrwrk = f2cmax(i__1,lrwsvdj);
- }
- }
- if (rowpiv || l2tran) {
- miniwrk += *m;
- }
- } else if (lsvec && ! rsvec) {
- /* singular values and the left singular vectors are requested */
- if (errest) {
- /* Computing MAX */
- i__1 = f2cmax(lwqp3,lwcon), i__2 = *n + lwqrf, i__1 = f2cmax(i__1,
- i__2), i__1 = f2cmax(i__1,lwsvdj);
- minwrk = *n + f2cmax(i__1,lwunmqrm);
- } else {
- /* Computing MAX */
- i__1 = lwqp3, i__2 = *n + lwqrf, i__1 = f2cmax(i__1,i__2), i__1 =
- f2cmax(i__1,lwsvdj);
- minwrk = *n + f2cmax(i__1,lwunmqrm);
- }
- if (lquery) {
- cgesvj_("L", "U", "N", n, n, &u[u_offset], ldu, &sva[1], n, &
- a[a_offset], lda, cdummy, &c_n1, rdummy, &c_n1, &ierr);
- lwrk_cgesvj__ = cdummy[0].r;
- cunmqr_("L", "N", m, n, n, &a[a_offset], lda, cdummy, &u[
- u_offset], ldu, cdummy, &c_n1, &ierr);
- lwrk_cunmqrm__ = cdummy[0].r;
- if (errest) {
- /* Computing MAX */
- i__1 = f2cmax(lwrk_cgeqp3__,lwcon), i__2 = *n +
- lwrk_cgeqrf__, i__1 = f2cmax(i__1,i__2), i__1 = f2cmax(
- i__1,lwrk_cgesvj__);
- optwrk = *n + f2cmax(i__1,lwrk_cunmqrm__);
- } else {
- /* Computing MAX */
- i__1 = lwrk_cgeqp3__, i__2 = *n + lwrk_cgeqrf__, i__1 =
- f2cmax(i__1,i__2), i__1 = f2cmax(i__1,lwrk_cgesvj__);
- optwrk = *n + f2cmax(i__1,lwrk_cunmqrm__);
- }
- }
- if (l2tran || rowpiv) {
- if (errest) {
- /* Computing MAX */
- i__1 = 7, i__2 = *m << 1, i__1 = f2cmax(i__1,i__2), i__1 =
- f2cmax(i__1,lrwqp3), i__1 = f2cmax(i__1,lrwsvdj);
- minrwrk = f2cmax(i__1,lrwcon);
- } else {
- /* Computing MAX */
- i__1 = 7, i__2 = *m << 1, i__1 = f2cmax(i__1,i__2), i__1 =
- f2cmax(i__1,lrwqp3);
- minrwrk = f2cmax(i__1,lrwsvdj);
- }
- } else {
- if (errest) {
- /* Computing MAX */
- i__1 = f2cmax(7,lrwqp3), i__1 = f2cmax(i__1,lrwsvdj);
- minrwrk = f2cmax(i__1,lrwcon);
- } else {
- /* Computing MAX */
- i__1 = f2cmax(7,lrwqp3);
- minrwrk = f2cmax(i__1,lrwsvdj);
- }
- }
- if (rowpiv || l2tran) {
- miniwrk += *m;
- }
- } else {
- /* full SVD is requested */
- if (! jracc) {
- if (errest) {
- /* Computing MAX */
- /* Computing 2nd power */
- i__3 = *n;
- /* Computing 2nd power */
- i__4 = *n;
- /* Computing 2nd power */
- i__5 = *n;
- /* Computing 2nd power */
- i__6 = *n;
- /* Computing 2nd power */
- i__7 = *n;
- /* Computing 2nd power */
- i__8 = *n;
- /* Computing 2nd power */
- i__9 = *n;
- /* Computing 2nd power */
- i__10 = *n;
- /* Computing 2nd power */
- i__11 = *n;
- i__1 = *n + lwqp3, i__2 = *n + lwcon, i__1 = f2cmax(i__1,
- i__2), i__2 = (*n << 1) + i__3 * i__3 + lwcon,
- i__1 = f2cmax(i__1,i__2), i__2 = (*n << 1) + lwqrf,
- i__1 = f2cmax(i__1,i__2), i__2 = (*n << 1) + lwqp3,
- i__1 = f2cmax(i__1,i__2), i__2 = (*n << 1) + i__4 *
- i__4 + *n + lwlqf, i__1 = f2cmax(i__1,i__2), i__2 = (
- *n << 1) + i__5 * i__5 + *n + i__6 * i__6 + lwcon,
- i__1 = f2cmax(i__1,i__2), i__2 = (*n << 1) + i__7 *
- i__7 + *n + lwsvdj, i__1 = f2cmax(i__1,i__2), i__2 =
- (*n << 1) + i__8 * i__8 + *n + lwsvdjv, i__1 =
- f2cmax(i__1,i__2), i__2 = (*n << 1) + i__9 * i__9 + *
- n + lwunmqr, i__1 = f2cmax(i__1,i__2), i__2 = (*n <<
- 1) + i__10 * i__10 + *n + lwunmlq, i__1 = f2cmax(
- i__1,i__2), i__2 = *n + i__11 * i__11 + lwsvdj,
- i__1 = f2cmax(i__1,i__2), i__2 = *n + lwunmqrm;
- minwrk = f2cmax(i__1,i__2);
- } else {
- /* Computing MAX */
- /* Computing 2nd power */
- i__3 = *n;
- /* Computing 2nd power */
- i__4 = *n;
- /* Computing 2nd power */
- i__5 = *n;
- /* Computing 2nd power */
- i__6 = *n;
- /* Computing 2nd power */
- i__7 = *n;
- /* Computing 2nd power */
- i__8 = *n;
- /* Computing 2nd power */
- i__9 = *n;
- /* Computing 2nd power */
- i__10 = *n;
- /* Computing 2nd power */
- i__11 = *n;
- i__1 = *n + lwqp3, i__2 = (*n << 1) + i__3 * i__3 + lwcon,
- i__1 = f2cmax(i__1,i__2), i__2 = (*n << 1) + lwqrf,
- i__1 = f2cmax(i__1,i__2), i__2 = (*n << 1) + lwqp3,
- i__1 = f2cmax(i__1,i__2), i__2 = (*n << 1) + i__4 *
- i__4 + *n + lwlqf, i__1 = f2cmax(i__1,i__2), i__2 = (
- *n << 1) + i__5 * i__5 + *n + i__6 * i__6 + lwcon,
- i__1 = f2cmax(i__1,i__2), i__2 = (*n << 1) + i__7 *
- i__7 + *n + lwsvdj, i__1 = f2cmax(i__1,i__2), i__2 =
- (*n << 1) + i__8 * i__8 + *n + lwsvdjv, i__1 =
- f2cmax(i__1,i__2), i__2 = (*n << 1) + i__9 * i__9 + *
- n + lwunmqr, i__1 = f2cmax(i__1,i__2), i__2 = (*n <<
- 1) + i__10 * i__10 + *n + lwunmlq, i__1 = f2cmax(
- i__1,i__2), i__2 = *n + i__11 * i__11 + lwsvdj,
- i__1 = f2cmax(i__1,i__2), i__2 = *n + lwunmqrm;
- minwrk = f2cmax(i__1,i__2);
- }
- miniwrk += *n;
- if (rowpiv || l2tran) {
- miniwrk += *m;
- }
- } else {
- if (errest) {
- /* Computing MAX */
- /* Computing 2nd power */
- i__3 = *n;
- /* Computing 2nd power */
- i__4 = *n;
- i__1 = *n + lwqp3, i__2 = *n + lwcon, i__1 = f2cmax(i__1,
- i__2), i__2 = (*n << 1) + lwqrf, i__1 = f2cmax(i__1,
- i__2), i__2 = (*n << 1) + i__3 * i__3 + lwsvdjv,
- i__1 = f2cmax(i__1,i__2), i__2 = (*n << 1) + i__4 *
- i__4 + *n + lwunmqr, i__1 = f2cmax(i__1,i__2), i__2 =
- *n + lwunmqrm;
- minwrk = f2cmax(i__1,i__2);
- } else {
- /* Computing MAX */
- /* Computing 2nd power */
- i__3 = *n;
- /* Computing 2nd power */
- i__4 = *n;
- i__1 = *n + lwqp3, i__2 = (*n << 1) + lwqrf, i__1 = f2cmax(
- i__1,i__2), i__2 = (*n << 1) + i__3 * i__3 +
- lwsvdjv, i__1 = f2cmax(i__1,i__2), i__2 = (*n << 1)
- + i__4 * i__4 + *n + lwunmqr, i__1 = f2cmax(i__1,
- i__2), i__2 = *n + lwunmqrm;
- minwrk = f2cmax(i__1,i__2);
- }
- if (rowpiv || l2tran) {
- miniwrk += *m;
- }
- }
- if (lquery) {
- cunmqr_("L", "N", m, n, n, &a[a_offset], lda, cdummy, &u[
- u_offset], ldu, cdummy, &c_n1, &ierr);
- lwrk_cunmqrm__ = cdummy[0].r;
- cunmqr_("L", "N", n, n, n, &a[a_offset], lda, cdummy, &u[
- u_offset], ldu, cdummy, &c_n1, &ierr);
- lwrk_cunmqr__ = cdummy[0].r;
- if (! jracc) {
- cgeqp3_(n, n, &a[a_offset], lda, &iwork[1], cdummy,
- cdummy, &c_n1, rdummy, &ierr);
- lwrk_cgeqp3n__ = cdummy[0].r;
- cgesvj_("L", "U", "N", n, n, &u[u_offset], ldu, &sva[1],
- n, &v[v_offset], ldv, cdummy, &c_n1, rdummy, &
- c_n1, &ierr);
- lwrk_cgesvj__ = cdummy[0].r;
- cgesvj_("U", "U", "N", n, n, &u[u_offset], ldu, &sva[1],
- n, &v[v_offset], ldv, cdummy, &c_n1, rdummy, &
- c_n1, &ierr);
- lwrk_cgesvju__ = cdummy[0].r;
- cgesvj_("L", "U", "V", n, n, &u[u_offset], ldu, &sva[1],
- n, &v[v_offset], ldv, cdummy, &c_n1, rdummy, &
- c_n1, &ierr);
- lwrk_cgesvjv__ = cdummy[0].r;
- cunmlq_("L", "C", n, n, n, &a[a_offset], lda, cdummy, &v[
- v_offset], ldv, cdummy, &c_n1, &ierr);
- lwrk_cunmlq__ = cdummy[0].r;
- if (errest) {
- /* Computing MAX */
- /* Computing 2nd power */
- i__3 = *n;
- /* Computing 2nd power */
- i__4 = *n;
- /* Computing 2nd power */
- i__5 = *n;
- /* Computing 2nd power */
- i__6 = *n;
- /* Computing 2nd power */
- i__7 = *n;
- /* Computing 2nd power */
- i__8 = *n;
- /* Computing 2nd power */
- i__9 = *n;
- /* Computing 2nd power */
- i__10 = *n;
- /* Computing 2nd power */
- i__11 = *n;
- i__1 = *n + lwrk_cgeqp3__, i__2 = *n + lwcon, i__1 =
- f2cmax(i__1,i__2), i__2 = (*n << 1) + i__3 *
- i__3 + lwcon, i__1 = f2cmax(i__1,i__2), i__2 = (*
- n << 1) + lwrk_cgeqrf__, i__1 = f2cmax(i__1,i__2)
- , i__2 = (*n << 1) + lwrk_cgeqp3n__, i__1 =
- f2cmax(i__1,i__2), i__2 = (*n << 1) + i__4 *
- i__4 + *n + lwrk_cgelqf__, i__1 = f2cmax(i__1,
- i__2), i__2 = (*n << 1) + i__5 * i__5 + *n +
- i__6 * i__6 + lwcon, i__1 = f2cmax(i__1,i__2),
- i__2 = (*n << 1) + i__7 * i__7 + *n +
- lwrk_cgesvj__, i__1 = f2cmax(i__1,i__2), i__2 = (
- *n << 1) + i__8 * i__8 + *n + lwrk_cgesvjv__,
- i__1 = f2cmax(i__1,i__2), i__2 = (*n << 1) +
- i__9 * i__9 + *n + lwrk_cunmqr__, i__1 = f2cmax(
- i__1,i__2), i__2 = (*n << 1) + i__10 * i__10
- + *n + lwrk_cunmlq__, i__1 = f2cmax(i__1,i__2),
- i__2 = *n + i__11 * i__11 + lwrk_cgesvju__,
- i__1 = f2cmax(i__1,i__2), i__2 = *n +
- lwrk_cunmqrm__;
- optwrk = f2cmax(i__1,i__2);
- } else {
- /* Computing MAX */
- /* Computing 2nd power */
- i__3 = *n;
- /* Computing 2nd power */
- i__4 = *n;
- /* Computing 2nd power */
- i__5 = *n;
- /* Computing 2nd power */
- i__6 = *n;
- /* Computing 2nd power */
- i__7 = *n;
- /* Computing 2nd power */
- i__8 = *n;
- /* Computing 2nd power */
- i__9 = *n;
- /* Computing 2nd power */
- i__10 = *n;
- /* Computing 2nd power */
- i__11 = *n;
- i__1 = *n + lwrk_cgeqp3__, i__2 = (*n << 1) + i__3 *
- i__3 + lwcon, i__1 = f2cmax(i__1,i__2), i__2 = (*
- n << 1) + lwrk_cgeqrf__, i__1 = f2cmax(i__1,i__2)
- , i__2 = (*n << 1) + lwrk_cgeqp3n__, i__1 =
- f2cmax(i__1,i__2), i__2 = (*n << 1) + i__4 *
- i__4 + *n + lwrk_cgelqf__, i__1 = f2cmax(i__1,
- i__2), i__2 = (*n << 1) + i__5 * i__5 + *n +
- i__6 * i__6 + lwcon, i__1 = f2cmax(i__1,i__2),
- i__2 = (*n << 1) + i__7 * i__7 + *n +
- lwrk_cgesvj__, i__1 = f2cmax(i__1,i__2), i__2 = (
- *n << 1) + i__8 * i__8 + *n + lwrk_cgesvjv__,
- i__1 = f2cmax(i__1,i__2), i__2 = (*n << 1) +
- i__9 * i__9 + *n + lwrk_cunmqr__, i__1 = f2cmax(
- i__1,i__2), i__2 = (*n << 1) + i__10 * i__10
- + *n + lwrk_cunmlq__, i__1 = f2cmax(i__1,i__2),
- i__2 = *n + i__11 * i__11 + lwrk_cgesvju__,
- i__1 = f2cmax(i__1,i__2), i__2 = *n +
- lwrk_cunmqrm__;
- optwrk = f2cmax(i__1,i__2);
- }
- } else {
- cgesvj_("L", "U", "V", n, n, &u[u_offset], ldu, &sva[1],
- n, &v[v_offset], ldv, cdummy, &c_n1, rdummy, &
- c_n1, &ierr);
- lwrk_cgesvjv__ = cdummy[0].r;
- cunmqr_("L", "N", n, n, n, cdummy, n, cdummy, &v[v_offset]
- , ldv, cdummy, &c_n1, &ierr)
- ;
- lwrk_cunmqr__ = cdummy[0].r;
- cunmqr_("L", "N", m, n, n, &a[a_offset], lda, cdummy, &u[
- u_offset], ldu, cdummy, &c_n1, &ierr);
- lwrk_cunmqrm__ = cdummy[0].r;
- if (errest) {
- /* Computing MAX */
- /* Computing 2nd power */
- i__3 = *n;
- /* Computing 2nd power */
- i__4 = *n;
- /* Computing 2nd power */
- i__5 = *n;
- i__1 = *n + lwrk_cgeqp3__, i__2 = *n + lwcon, i__1 =
- f2cmax(i__1,i__2), i__2 = (*n << 1) +
- lwrk_cgeqrf__, i__1 = f2cmax(i__1,i__2), i__2 = (
- *n << 1) + i__3 * i__3, i__1 = f2cmax(i__1,i__2),
- i__2 = (*n << 1) + i__4 * i__4 +
- lwrk_cgesvjv__, i__1 = f2cmax(i__1,i__2), i__2 =
- (*n << 1) + i__5 * i__5 + *n + lwrk_cunmqr__,
- i__1 = f2cmax(i__1,i__2), i__2 = *n +
- lwrk_cunmqrm__;
- optwrk = f2cmax(i__1,i__2);
- } else {
- /* Computing MAX */
- /* Computing 2nd power */
- i__3 = *n;
- /* Computing 2nd power */
- i__4 = *n;
- /* Computing 2nd power */
- i__5 = *n;
- i__1 = *n + lwrk_cgeqp3__, i__2 = (*n << 1) +
- lwrk_cgeqrf__, i__1 = f2cmax(i__1,i__2), i__2 = (
- *n << 1) + i__3 * i__3, i__1 = f2cmax(i__1,i__2),
- i__2 = (*n << 1) + i__4 * i__4 +
- lwrk_cgesvjv__, i__1 = f2cmax(i__1,i__2), i__2 =
- (*n << 1) + i__5 * i__5 + *n + lwrk_cunmqr__,
- i__1 = f2cmax(i__1,i__2), i__2 = *n +
- lwrk_cunmqrm__;
- optwrk = f2cmax(i__1,i__2);
- }
- }
- }
- if (l2tran || rowpiv) {
- /* Computing MAX */
- i__1 = 7, i__2 = *m << 1, i__1 = f2cmax(i__1,i__2), i__1 = f2cmax(
- i__1,lrwqp3), i__1 = f2cmax(i__1,lrwsvdj);
- minrwrk = f2cmax(i__1,lrwcon);
- } else {
- /* Computing MAX */
- i__1 = f2cmax(7,lrwqp3), i__1 = f2cmax(i__1,lrwsvdj);
- minrwrk = f2cmax(i__1,lrwcon);
- }
- }
- minwrk = f2cmax(2,minwrk);
- optwrk = f2cmax(optwrk,minwrk);
- if (*lwork < minwrk && ! lquery) {
- *info = -17;
- }
- if (*lrwork < minrwrk && ! lquery) {
- *info = -19;
- }
- }
-
- if (*info != 0) {
- /* #:( */
- i__1 = -(*info);
- xerbla_("CGEJSV", &i__1, (ftnlen)6);
- return 0;
- } else if (lquery) {
- cwork[1].r = (real) optwrk, cwork[1].i = 0.f;
- cwork[2].r = (real) minwrk, cwork[2].i = 0.f;
- rwork[1] = (real) minrwrk;
- iwork[1] = f2cmax(4,miniwrk);
- return 0;
- }
-
- /* Quick return for void matrix (Y3K safe) */
- /* #:) */
- if (*m == 0 || *n == 0) {
- iwork[1] = 0;
- iwork[2] = 0;
- iwork[3] = 0;
- iwork[4] = 0;
- rwork[1] = 0.f;
- rwork[2] = 0.f;
- rwork[3] = 0.f;
- rwork[4] = 0.f;
- rwork[5] = 0.f;
- rwork[6] = 0.f;
- rwork[7] = 0.f;
- return 0;
- }
-
- /* Determine whether the matrix U should be M x N or M x M */
-
- if (lsvec) {
- n1 = *n;
- if (lsame_(jobu, "F")) {
- n1 = *m;
- }
- }
-
- /* Set numerical parameters */
-
- /* ! NOTE: Make sure SLAMCH() does not fail on the target architecture. */
-
- epsln = slamch_("Epsilon");
- sfmin = slamch_("SafeMinimum");
- small = sfmin / epsln;
- big = slamch_("O");
- /* BIG = ONE / SFMIN */
-
- /* Initialize SVA(1:N) = diag( ||A e_i||_2 )_1^N */
-
- /* (!) If necessary, scale SVA() to protect the largest norm from */
- /* overflow. It is possible that this scaling pushes the smallest */
- /* column norm left from the underflow threshold (extreme case). */
-
- scalem = 1.f / sqrt((real) (*m) * (real) (*n));
- noscal = TRUE_;
- goscal = TRUE_;
- i__1 = *n;
- for (p = 1; p <= i__1; ++p) {
- aapp = 0.f;
- aaqq = 1.f;
- classq_(m, &a[p * a_dim1 + 1], &c__1, &aapp, &aaqq);
- if (aapp > big) {
- *info = -9;
- i__2 = -(*info);
- xerbla_("CGEJSV", &i__2, (ftnlen)6);
- return 0;
- }
- aaqq = sqrt(aaqq);
- if (aapp < big / aaqq && noscal) {
- sva[p] = aapp * aaqq;
- } else {
- noscal = FALSE_;
- sva[p] = aapp * (aaqq * scalem);
- if (goscal) {
- goscal = FALSE_;
- i__2 = p - 1;
- sscal_(&i__2, &scalem, &sva[1], &c__1);
- }
- }
- /* L1874: */
- }
-
- if (noscal) {
- scalem = 1.f;
- }
-
- aapp = 0.f;
- aaqq = big;
- i__1 = *n;
- for (p = 1; p <= i__1; ++p) {
- /* Computing MAX */
- r__1 = aapp, r__2 = sva[p];
- aapp = f2cmax(r__1,r__2);
- if (sva[p] != 0.f) {
- /* Computing MIN */
- r__1 = aaqq, r__2 = sva[p];
- aaqq = f2cmin(r__1,r__2);
- }
- /* L4781: */
- }
-
- /* Quick return for zero M x N matrix */
- /* #:) */
- if (aapp == 0.f) {
- if (lsvec) {
- claset_("G", m, &n1, &c_b1, &c_b2, &u[u_offset], ldu);
- }
- if (rsvec) {
- claset_("G", n, n, &c_b1, &c_b2, &v[v_offset], ldv);
- }
- rwork[1] = 1.f;
- rwork[2] = 1.f;
- if (errest) {
- rwork[3] = 1.f;
- }
- if (lsvec && rsvec) {
- rwork[4] = 1.f;
- rwork[5] = 1.f;
- }
- if (l2tran) {
- rwork[6] = 0.f;
- rwork[7] = 0.f;
- }
- iwork[1] = 0;
- iwork[2] = 0;
- iwork[3] = 0;
- iwork[4] = -1;
- return 0;
- }
-
- /* Issue warning if denormalized column norms detected. Override the */
- /* high relative accuracy request. Issue licence to kill nonzero columns */
- /* (set them to zero) whose norm is less than sigma_max / BIG (roughly). */
- /* #:( */
- warning = 0;
- if (aaqq <= sfmin) {
- l2rank = TRUE_;
- l2kill = TRUE_;
- warning = 1;
- }
-
- /* Quick return for one-column matrix */
- /* #:) */
- if (*n == 1) {
-
- if (lsvec) {
- clascl_("G", &c__0, &c__0, &sva[1], &scalem, m, &c__1, &a[a_dim1
- + 1], lda, &ierr);
- clacpy_("A", m, &c__1, &a[a_offset], lda, &u[u_offset], ldu);
- /* computing all M left singular vectors of the M x 1 matrix */
- if (n1 != *n) {
- i__1 = *lwork - *n;
- cgeqrf_(m, n, &u[u_offset], ldu, &cwork[1], &cwork[*n + 1], &
- i__1, &ierr);
- i__1 = *lwork - *n;
- cungqr_(m, &n1, &c__1, &u[u_offset], ldu, &cwork[1], &cwork[*
- n + 1], &i__1, &ierr);
- ccopy_(m, &a[a_dim1 + 1], &c__1, &u[u_dim1 + 1], &c__1);
- }
- }
- if (rsvec) {
- i__1 = v_dim1 + 1;
- v[i__1].r = 1.f, v[i__1].i = 0.f;
- }
- if (sva[1] < big * scalem) {
- sva[1] /= scalem;
- scalem = 1.f;
- }
- rwork[1] = 1.f / scalem;
- rwork[2] = 1.f;
- if (sva[1] != 0.f) {
- iwork[1] = 1;
- if (sva[1] / scalem >= sfmin) {
- iwork[2] = 1;
- } else {
- iwork[2] = 0;
- }
- } else {
- iwork[1] = 0;
- iwork[2] = 0;
- }
- iwork[3] = 0;
- iwork[4] = -1;
- if (errest) {
- rwork[3] = 1.f;
- }
- if (lsvec && rsvec) {
- rwork[4] = 1.f;
- rwork[5] = 1.f;
- }
- if (l2tran) {
- rwork[6] = 0.f;
- rwork[7] = 0.f;
- }
- return 0;
-
- }
-
- transp = FALSE_;
-
- aatmax = -1.f;
- aatmin = big;
- if (rowpiv || l2tran) {
-
- /* Compute the row norms, needed to determine row pivoting sequence */
- /* (in the case of heavily row weighted A, row pivoting is strongly */
- /* advised) and to collect information needed to compare the */
- /* structures of A * A^* and A^* * A (in the case L2TRAN.EQ..TRUE.). */
-
- if (l2tran) {
- i__1 = *m;
- for (p = 1; p <= i__1; ++p) {
- xsc = 0.f;
- temp1 = 1.f;
- classq_(n, &a[p + a_dim1], lda, &xsc, &temp1);
- /* CLASSQ gets both the ell_2 and the ell_infinity norm */
- /* in one pass through the vector */
- rwork[*m + p] = xsc * scalem;
- rwork[p] = xsc * (scalem * sqrt(temp1));
- /* Computing MAX */
- r__1 = aatmax, r__2 = rwork[p];
- aatmax = f2cmax(r__1,r__2);
- if (rwork[p] != 0.f) {
- /* Computing MIN */
- r__1 = aatmin, r__2 = rwork[p];
- aatmin = f2cmin(r__1,r__2);
- }
- /* L1950: */
- }
- } else {
- i__1 = *m;
- for (p = 1; p <= i__1; ++p) {
- rwork[*m + p] = scalem * c_abs(&a[p + icamax_(n, &a[p +
- a_dim1], lda) * a_dim1]);
- /* Computing MAX */
- r__1 = aatmax, r__2 = rwork[*m + p];
- aatmax = f2cmax(r__1,r__2);
- /* Computing MIN */
- r__1 = aatmin, r__2 = rwork[*m + p];
- aatmin = f2cmin(r__1,r__2);
- /* L1904: */
- }
- }
-
- }
-
- /* For square matrix A try to determine whether A^* would be better */
- /* input for the preconditioned Jacobi SVD, with faster convergence. */
- /* The decision is based on an O(N) function of the vector of column */
- /* and row norms of A, based on the Shannon entropy. This should give */
- /* the right choice in most cases when the difference actually matters. */
- /* It may fail and pick the slower converging side. */
-
- entra = 0.f;
- entrat = 0.f;
- if (l2tran) {
-
- xsc = 0.f;
- temp1 = 1.f;
- slassq_(n, &sva[1], &c__1, &xsc, &temp1);
- temp1 = 1.f / temp1;
-
- entra = 0.f;
- i__1 = *n;
- for (p = 1; p <= i__1; ++p) {
- /* Computing 2nd power */
- r__1 = sva[p] / xsc;
- big1 = r__1 * r__1 * temp1;
- if (big1 != 0.f) {
- entra += big1 * log(big1);
- }
- /* L1113: */
- }
- entra = -entra / log((real) (*n));
-
- /* Now, SVA().^2/Trace(A^* * A) is a point in the probability simplex. */
- /* It is derived from the diagonal of A^* * A. Do the same with the */
- /* diagonal of A * A^*, compute the entropy of the corresponding */
- /* probability distribution. Note that A * A^* and A^* * A have the */
- /* same trace. */
-
- entrat = 0.f;
- i__1 = *m;
- for (p = 1; p <= i__1; ++p) {
- /* Computing 2nd power */
- r__1 = rwork[p] / xsc;
- big1 = r__1 * r__1 * temp1;
- if (big1 != 0.f) {
- entrat += big1 * log(big1);
- }
- /* L1114: */
- }
- entrat = -entrat / log((real) (*m));
-
- /* Analyze the entropies and decide A or A^*. Smaller entropy */
- /* usually means better input for the algorithm. */
-
- transp = entrat < entra;
-
- /* If A^* is better than A, take the adjoint of A. This is allowed */
- /* only for square matrices, M=N. */
- if (transp) {
- /* In an optimal implementation, this trivial transpose */
- /* should be replaced with faster transpose. */
- i__1 = *n - 1;
- for (p = 1; p <= i__1; ++p) {
- i__2 = p + p * a_dim1;
- r_cnjg(&q__1, &a[p + p * a_dim1]);
- a[i__2].r = q__1.r, a[i__2].i = q__1.i;
- i__2 = *n;
- for (q = p + 1; q <= i__2; ++q) {
- r_cnjg(&q__1, &a[q + p * a_dim1]);
- ctemp.r = q__1.r, ctemp.i = q__1.i;
- i__3 = q + p * a_dim1;
- r_cnjg(&q__1, &a[p + q * a_dim1]);
- a[i__3].r = q__1.r, a[i__3].i = q__1.i;
- i__3 = p + q * a_dim1;
- a[i__3].r = ctemp.r, a[i__3].i = ctemp.i;
- /* L1116: */
- }
- /* L1115: */
- }
- i__1 = *n + *n * a_dim1;
- r_cnjg(&q__1, &a[*n + *n * a_dim1]);
- a[i__1].r = q__1.r, a[i__1].i = q__1.i;
- i__1 = *n;
- for (p = 1; p <= i__1; ++p) {
- rwork[*m + p] = sva[p];
- sva[p] = rwork[p];
- /* previously computed row 2-norms are now column 2-norms */
- /* of the transposed matrix */
- /* L1117: */
- }
- temp1 = aapp;
- aapp = aatmax;
- aatmax = temp1;
- temp1 = aaqq;
- aaqq = aatmin;
- aatmin = temp1;
- kill = lsvec;
- lsvec = rsvec;
- rsvec = kill;
- if (lsvec) {
- n1 = *n;
- }
-
- rowpiv = TRUE_;
- }
-
- }
- /* END IF L2TRAN */
-
- /* Scale the matrix so that its maximal singular value remains less */
- /* than SQRT(BIG) -- the matrix is scaled so that its maximal column */
- /* has Euclidean norm equal to SQRT(BIG/N). The only reason to keep */
- /* SQRT(BIG) instead of BIG is the fact that CGEJSV uses LAPACK and */
- /* BLAS routines that, in some implementations, are not capable of */
- /* working in the full interval [SFMIN,BIG] and that they may provoke */
- /* overflows in the intermediate results. If the singular values spread */
- /* from SFMIN to BIG, then CGESVJ will compute them. So, in that case, */
- /* one should use CGESVJ instead of CGEJSV. */
- big1 = sqrt(big);
- temp1 = sqrt(big / (real) (*n));
- /* >> for future updates: allow bigger range, i.e. the largest column */
- /* will be allowed up to BIG/N and CGESVJ will do the rest. However, for */
- /* this all other (LAPACK) components must allow such a range. */
- /* TEMP1 = BIG/REAL(N) */
- /* TEMP1 = BIG * EPSLN this should 'almost' work with current LAPACK components */
- slascl_("G", &c__0, &c__0, &aapp, &temp1, n, &c__1, &sva[1], n, &ierr);
- if (aaqq > aapp * sfmin) {
- aaqq = aaqq / aapp * temp1;
- } else {
- aaqq = aaqq * temp1 / aapp;
- }
- temp1 *= scalem;
- clascl_("G", &c__0, &c__0, &aapp, &temp1, m, n, &a[a_offset], lda, &ierr);
-
- /* To undo scaling at the end of this procedure, multiply the */
- /* computed singular values with USCAL2 / USCAL1. */
-
- uscal1 = temp1;
- uscal2 = aapp;
-
- if (l2kill) {
- /* L2KILL enforces computation of nonzero singular values in */
- /* the restricted range of condition number of the initial A, */
- /* sigma_max(A) / sigma_min(A) approx. SQRT(BIG)/SQRT(SFMIN). */
- xsc = sqrt(sfmin);
- } else {
- xsc = small;
-
- /* Now, if the condition number of A is too big, */
- /* sigma_max(A) / sigma_min(A) .GT. SQRT(BIG/N) * EPSLN / SFMIN, */
- /* as a precaution measure, the full SVD is computed using CGESVJ */
- /* with accumulated Jacobi rotations. This provides numerically */
- /* more robust computation, at the cost of slightly increased run */
- /* time. Depending on the concrete implementation of BLAS and LAPACK */
- /* (i.e. how they behave in presence of extreme ill-conditioning) the */
- /* implementor may decide to remove this switch. */
- if (aaqq < sqrt(sfmin) && lsvec && rsvec) {
- jracc = TRUE_;
- }
-
- }
- if (aaqq < xsc) {
- i__1 = *n;
- for (p = 1; p <= i__1; ++p) {
- if (sva[p] < xsc) {
- claset_("A", m, &c__1, &c_b1, &c_b1, &a[p * a_dim1 + 1], lda);
- sva[p] = 0.f;
- }
- /* L700: */
- }
- }
-
- /* Preconditioning using QR factorization with pivoting */
-
- if (rowpiv) {
- /* Optional row permutation (Bjoerck row pivoting): */
- /* A result by Cox and Higham shows that the Bjoerck's */
- /* row pivoting combined with standard column pivoting */
- /* has similar effect as Powell-Reid complete pivoting. */
- /* The ell-infinity norms of A are made nonincreasing. */
- if (lsvec && rsvec && ! jracc) {
- iwoff = *n << 1;
- } else {
- iwoff = *n;
- }
- i__1 = *m - 1;
- for (p = 1; p <= i__1; ++p) {
- i__2 = *m - p + 1;
- q = isamax_(&i__2, &rwork[*m + p], &c__1) + p - 1;
- iwork[iwoff + p] = q;
- if (p != q) {
- temp1 = rwork[*m + p];
- rwork[*m + p] = rwork[*m + q];
- rwork[*m + q] = temp1;
- }
- /* L1952: */
- }
- i__1 = *m - 1;
- claswp_(n, &a[a_offset], lda, &c__1, &i__1, &iwork[iwoff + 1], &c__1);
- }
-
- /* End of the preparation phase (scaling, optional sorting and */
- /* transposing, optional flushing of small columns). */
-
- /* Preconditioning */
-
- /* If the full SVD is needed, the right singular vectors are computed */
- /* from a matrix equation, and for that we need theoretical analysis */
- /* of the Businger-Golub pivoting. So we use CGEQP3 as the first RR QRF. */
- /* In all other cases the first RR QRF can be chosen by other criteria */
- /* (eg speed by replacing global with restricted window pivoting, such */
- /* as in xGEQPX from TOMS # 782). Good results will be obtained using */
- /* xGEQPX with properly (!) chosen numerical parameters. */
- /* Any improvement of CGEQP3 improves overal performance of CGEJSV. */
-
- /* A * P1 = Q1 * [ R1^* 0]^*: */
- i__1 = *n;
- for (p = 1; p <= i__1; ++p) {
- iwork[p] = 0;
- /* L1963: */
- }
- i__1 = *lwork - *n;
- cgeqp3_(m, n, &a[a_offset], lda, &iwork[1], &cwork[1], &cwork[*n + 1], &
- i__1, &rwork[1], &ierr);
-
- /* The upper triangular matrix R1 from the first QRF is inspected for */
- /* rank deficiency and possibilities for deflation, or possible */
- /* ill-conditioning. Depending on the user specified flag L2RANK, */
- /* the procedure explores possibilities to reduce the numerical */
- /* rank by inspecting the computed upper triangular factor. If */
- /* L2RANK or L2ABER are up, then CGEJSV will compute the SVD of */
- /* A + dA, where ||dA|| <= f(M,N)*EPSLN. */
-
- nr = 1;
- if (l2aber) {
- /* Standard absolute error bound suffices. All sigma_i with */
- /* sigma_i < N*EPSLN*||A|| are flushed to zero. This is an */
- /* aggressive enforcement of lower numerical rank by introducing a */
- /* backward error of the order of N*EPSLN*||A||. */
- temp1 = sqrt((real) (*n)) * epsln;
- i__1 = *n;
- for (p = 2; p <= i__1; ++p) {
- if (c_abs(&a[p + p * a_dim1]) >= temp1 * c_abs(&a[a_dim1 + 1])) {
- ++nr;
- } else {
- goto L3002;
- }
- /* L3001: */
- }
- L3002:
- ;
- } else if (l2rank) {
- /* Sudden drop on the diagonal of R1 is used as the criterion for */
- /* close-to-rank-deficient. */
- temp1 = sqrt(sfmin);
- i__1 = *n;
- for (p = 2; p <= i__1; ++p) {
- if (c_abs(&a[p + p * a_dim1]) < epsln * c_abs(&a[p - 1 + (p - 1) *
- a_dim1]) || c_abs(&a[p + p * a_dim1]) < small || l2kill
- && c_abs(&a[p + p * a_dim1]) < temp1) {
- goto L3402;
- }
- ++nr;
- /* L3401: */
- }
- L3402:
-
- ;
- } else {
- /* The goal is high relative accuracy. However, if the matrix */
- /* has high scaled condition number the relative accuracy is in */
- /* general not feasible. Later on, a condition number estimator */
- /* will be deployed to estimate the scaled condition number. */
- /* Here we just remove the underflowed part of the triangular */
- /* factor. This prevents the situation in which the code is */
- /* working hard to get the accuracy not warranted by the data. */
- temp1 = sqrt(sfmin);
- i__1 = *n;
- for (p = 2; p <= i__1; ++p) {
- if (c_abs(&a[p + p * a_dim1]) < small || l2kill && c_abs(&a[p + p
- * a_dim1]) < temp1) {
- goto L3302;
- }
- ++nr;
- /* L3301: */
- }
- L3302:
-
- ;
- }
-
- almort = FALSE_;
- if (nr == *n) {
- maxprj = 1.f;
- i__1 = *n;
- for (p = 2; p <= i__1; ++p) {
- temp1 = c_abs(&a[p + p * a_dim1]) / sva[iwork[p]];
- maxprj = f2cmin(maxprj,temp1);
- /* L3051: */
- }
- /* Computing 2nd power */
- r__1 = maxprj;
- if (r__1 * r__1 >= 1.f - (real) (*n) * epsln) {
- almort = TRUE_;
- }
- }
-
-
- sconda = -1.f;
- condr1 = -1.f;
- condr2 = -1.f;
-
- if (errest) {
- if (*n == nr) {
- if (rsvec) {
- clacpy_("U", n, n, &a[a_offset], lda, &v[v_offset], ldv);
- i__1 = *n;
- for (p = 1; p <= i__1; ++p) {
- temp1 = sva[iwork[p]];
- r__1 = 1.f / temp1;
- csscal_(&p, &r__1, &v[p * v_dim1 + 1], &c__1);
- /* L3053: */
- }
- if (lsvec) {
- cpocon_("U", n, &v[v_offset], ldv, &c_b141, &temp1, &
- cwork[*n + 1], &rwork[1], &ierr);
- } else {
- cpocon_("U", n, &v[v_offset], ldv, &c_b141, &temp1, &
- cwork[1], &rwork[1], &ierr);
- }
-
- } else if (lsvec) {
- clacpy_("U", n, n, &a[a_offset], lda, &u[u_offset], ldu);
- i__1 = *n;
- for (p = 1; p <= i__1; ++p) {
- temp1 = sva[iwork[p]];
- r__1 = 1.f / temp1;
- csscal_(&p, &r__1, &u[p * u_dim1 + 1], &c__1);
- /* L3054: */
- }
- cpocon_("U", n, &u[u_offset], ldu, &c_b141, &temp1, &cwork[*n
- + 1], &rwork[1], &ierr);
- } else {
- clacpy_("U", n, n, &a[a_offset], lda, &cwork[1], n)
- ;
- /* [] CALL CLACPY( 'U', N, N, A, LDA, CWORK(N+1), N ) */
- /* Change: here index shifted by N to the left, CWORK(1:N) */
- /* not needed for SIGMA only computation */
- i__1 = *n;
- for (p = 1; p <= i__1; ++p) {
- temp1 = sva[iwork[p]];
- /* [] CALL CSSCAL( p, ONE/TEMP1, CWORK(N+(p-1)*N+1), 1 ) */
- r__1 = 1.f / temp1;
- csscal_(&p, &r__1, &cwork[(p - 1) * *n + 1], &c__1);
- /* L3052: */
- }
- /* [] CALL CPOCON( 'U', N, CWORK(N+1), N, ONE, TEMP1, */
- /* [] $ CWORK(N+N*N+1), RWORK, IERR ) */
- cpocon_("U", n, &cwork[1], n, &c_b141, &temp1, &cwork[*n * *n
- + 1], &rwork[1], &ierr);
-
- }
- if (temp1 != 0.f) {
- sconda = 1.f / sqrt(temp1);
- } else {
- sconda = -1.f;
- }
- /* SCONDA is an estimate of SQRT(||(R^* * R)^(-1)||_1). */
- /* N^(-1/4) * SCONDA <= ||R^(-1)||_2 <= N^(1/4) * SCONDA */
- } else {
- sconda = -1.f;
- }
- }
-
- c_div(&q__1, &a[a_dim1 + 1], &a[nr + nr * a_dim1]);
- l2pert = l2pert && c_abs(&q__1) > sqrt(big1);
- /* If there is no violent scaling, artificial perturbation is not needed. */
-
- /* Phase 3: */
-
- if (! (rsvec || lsvec)) {
-
- /* Singular Values only */
-
- /* Computing MIN */
- i__2 = *n - 1;
- i__1 = f2cmin(i__2,nr);
- for (p = 1; p <= i__1; ++p) {
- i__2 = *n - p;
- ccopy_(&i__2, &a[p + (p + 1) * a_dim1], lda, &a[p + 1 + p *
- a_dim1], &c__1);
- i__2 = *n - p + 1;
- clacgv_(&i__2, &a[p + p * a_dim1], &c__1);
- /* L1946: */
- }
- if (nr == *n) {
- i__1 = *n + *n * a_dim1;
- r_cnjg(&q__1, &a[*n + *n * a_dim1]);
- a[i__1].r = q__1.r, a[i__1].i = q__1.i;
- }
-
- /* The following two DO-loops introduce small relative perturbation */
- /* into the strict upper triangle of the lower triangular matrix. */
- /* Small entries below the main diagonal are also changed. */
- /* This modification is useful if the computing environment does not */
- /* provide/allow FLUSH TO ZERO underflow, for it prevents many */
- /* annoying denormalized numbers in case of strongly scaled matrices. */
- /* The perturbation is structured so that it does not introduce any */
- /* new perturbation of the singular values, and it does not destroy */
- /* the job done by the preconditioner. */
- /* The licence for this perturbation is in the variable L2PERT, which */
- /* should be .FALSE. if FLUSH TO ZERO underflow is active. */
-
- if (! almort) {
-
- if (l2pert) {
- /* XSC = SQRT(SMALL) */
- xsc = epsln / (real) (*n);
- i__1 = nr;
- for (q = 1; q <= i__1; ++q) {
- r__1 = xsc * c_abs(&a[q + q * a_dim1]);
- q__1.r = r__1, q__1.i = 0.f;
- ctemp.r = q__1.r, ctemp.i = q__1.i;
- i__2 = *n;
- for (p = 1; p <= i__2; ++p) {
- if (p > q && c_abs(&a[p + q * a_dim1]) <= temp1 || p <
- q) {
- i__3 = p + q * a_dim1;
- a[i__3].r = ctemp.r, a[i__3].i = ctemp.i;
- }
- /* $ A(p,q) = TEMP1 * ( A(p,q) / ABS(A(p,q)) ) */
- /* L4949: */
- }
- /* L4947: */
- }
- } else {
- i__1 = nr - 1;
- i__2 = nr - 1;
- claset_("U", &i__1, &i__2, &c_b1, &c_b1, &a[(a_dim1 << 1) + 1]
- , lda);
- }
-
-
- i__1 = *lwork - *n;
- cgeqrf_(n, &nr, &a[a_offset], lda, &cwork[1], &cwork[*n + 1], &
- i__1, &ierr);
-
- i__1 = nr - 1;
- for (p = 1; p <= i__1; ++p) {
- i__2 = nr - p;
- ccopy_(&i__2, &a[p + (p + 1) * a_dim1], lda, &a[p + 1 + p *
- a_dim1], &c__1);
- i__2 = nr - p + 1;
- clacgv_(&i__2, &a[p + p * a_dim1], &c__1);
- /* L1948: */
- }
-
- }
-
- /* Row-cyclic Jacobi SVD algorithm with column pivoting */
-
- /* to drown denormals */
- if (l2pert) {
- /* XSC = SQRT(SMALL) */
- xsc = epsln / (real) (*n);
- i__1 = nr;
- for (q = 1; q <= i__1; ++q) {
- r__1 = xsc * c_abs(&a[q + q * a_dim1]);
- q__1.r = r__1, q__1.i = 0.f;
- ctemp.r = q__1.r, ctemp.i = q__1.i;
- i__2 = nr;
- for (p = 1; p <= i__2; ++p) {
- if (p > q && c_abs(&a[p + q * a_dim1]) <= temp1 || p < q)
- {
- i__3 = p + q * a_dim1;
- a[i__3].r = ctemp.r, a[i__3].i = ctemp.i;
- }
- /* $ A(p,q) = TEMP1 * ( A(p,q) / ABS(A(p,q)) ) */
- /* L1949: */
- }
- /* L1947: */
- }
- } else {
- i__1 = nr - 1;
- i__2 = nr - 1;
- claset_("U", &i__1, &i__2, &c_b1, &c_b1, &a[(a_dim1 << 1) + 1],
- lda);
- }
-
- /* triangular matrix (plus perturbation which is ignored in */
- /* the part which destroys triangular form (confusing?!)) */
-
- cgesvj_("L", "N", "N", &nr, &nr, &a[a_offset], lda, &sva[1], n, &v[
- v_offset], ldv, &cwork[1], lwork, &rwork[1], lrwork, info);
-
- scalem = rwork[1];
- numrank = i_nint(&rwork[2]);
-
-
- } else if (rsvec && ! lsvec && ! jracc || jracc && ! lsvec && nr != *n) {
-
- /* -> Singular Values and Right Singular Vectors <- */
-
- if (almort) {
-
- i__1 = nr;
- for (p = 1; p <= i__1; ++p) {
- i__2 = *n - p + 1;
- ccopy_(&i__2, &a[p + p * a_dim1], lda, &v[p + p * v_dim1], &
- c__1);
- i__2 = *n - p + 1;
- clacgv_(&i__2, &v[p + p * v_dim1], &c__1);
- /* L1998: */
- }
- i__1 = nr - 1;
- i__2 = nr - 1;
- claset_("U", &i__1, &i__2, &c_b1, &c_b1, &v[(v_dim1 << 1) + 1],
- ldv);
-
- cgesvj_("L", "U", "N", n, &nr, &v[v_offset], ldv, &sva[1], &nr, &
- a[a_offset], lda, &cwork[1], lwork, &rwork[1], lrwork,
- info);
- scalem = rwork[1];
- numrank = i_nint(&rwork[2]);
- } else {
-
- /* accumulated product of Jacobi rotations, three are perfect ) */
-
- i__1 = nr - 1;
- i__2 = nr - 1;
- claset_("L", &i__1, &i__2, &c_b1, &c_b1, &a[a_dim1 + 2], lda);
- i__1 = *lwork - *n;
- cgelqf_(&nr, n, &a[a_offset], lda, &cwork[1], &cwork[*n + 1], &
- i__1, &ierr);
- clacpy_("L", &nr, &nr, &a[a_offset], lda, &v[v_offset], ldv);
- i__1 = nr - 1;
- i__2 = nr - 1;
- claset_("U", &i__1, &i__2, &c_b1, &c_b1, &v[(v_dim1 << 1) + 1],
- ldv);
- i__1 = *lwork - (*n << 1);
- cgeqrf_(&nr, &nr, &v[v_offset], ldv, &cwork[*n + 1], &cwork[(*n <<
- 1) + 1], &i__1, &ierr);
- i__1 = nr;
- for (p = 1; p <= i__1; ++p) {
- i__2 = nr - p + 1;
- ccopy_(&i__2, &v[p + p * v_dim1], ldv, &v[p + p * v_dim1], &
- c__1);
- i__2 = nr - p + 1;
- clacgv_(&i__2, &v[p + p * v_dim1], &c__1);
- /* L8998: */
- }
- i__1 = nr - 1;
- i__2 = nr - 1;
- claset_("U", &i__1, &i__2, &c_b1, &c_b1, &v[(v_dim1 << 1) + 1],
- ldv);
-
- i__1 = *lwork - *n;
- cgesvj_("L", "U", "N", &nr, &nr, &v[v_offset], ldv, &sva[1], &nr,
- &u[u_offset], ldu, &cwork[*n + 1], &i__1, &rwork[1],
- lrwork, info);
- scalem = rwork[1];
- numrank = i_nint(&rwork[2]);
- if (nr < *n) {
- i__1 = *n - nr;
- claset_("A", &i__1, &nr, &c_b1, &c_b1, &v[nr + 1 + v_dim1],
- ldv);
- i__1 = *n - nr;
- claset_("A", &nr, &i__1, &c_b1, &c_b1, &v[(nr + 1) * v_dim1 +
- 1], ldv);
- i__1 = *n - nr;
- i__2 = *n - nr;
- claset_("A", &i__1, &i__2, &c_b1, &c_b2, &v[nr + 1 + (nr + 1)
- * v_dim1], ldv);
- }
-
- i__1 = *lwork - *n;
- cunmlq_("L", "C", n, n, &nr, &a[a_offset], lda, &cwork[1], &v[
- v_offset], ldv, &cwork[*n + 1], &i__1, &ierr);
-
- }
- /* DO 8991 p = 1, N */
- /* CALL CCOPY( N, V(p,1), LDV, A(IWORK(p),1), LDA ) */
- /* 8991 CONTINUE */
- /* CALL CLACPY( 'All', N, N, A, LDA, V, LDV ) */
- clapmr_(&c_false, n, n, &v[v_offset], ldv, &iwork[1]);
-
- if (transp) {
- clacpy_("A", n, n, &v[v_offset], ldv, &u[u_offset], ldu);
- }
-
- } else if (jracc && ! lsvec && nr == *n) {
-
- i__1 = *n - 1;
- i__2 = *n - 1;
- claset_("L", &i__1, &i__2, &c_b1, &c_b1, &a[a_dim1 + 2], lda);
-
- cgesvj_("U", "N", "V", n, n, &a[a_offset], lda, &sva[1], n, &v[
- v_offset], ldv, &cwork[1], lwork, &rwork[1], lrwork, info);
- scalem = rwork[1];
- numrank = i_nint(&rwork[2]);
- clapmr_(&c_false, n, n, &v[v_offset], ldv, &iwork[1]);
-
- } else if (lsvec && ! rsvec) {
-
-
- /* Jacobi rotations in the Jacobi iterations. */
- i__1 = nr;
- for (p = 1; p <= i__1; ++p) {
- i__2 = *n - p + 1;
- ccopy_(&i__2, &a[p + p * a_dim1], lda, &u[p + p * u_dim1], &c__1);
- i__2 = *n - p + 1;
- clacgv_(&i__2, &u[p + p * u_dim1], &c__1);
- /* L1965: */
- }
- i__1 = nr - 1;
- i__2 = nr - 1;
- claset_("U", &i__1, &i__2, &c_b1, &c_b1, &u[(u_dim1 << 1) + 1], ldu);
-
- i__1 = *lwork - (*n << 1);
- cgeqrf_(n, &nr, &u[u_offset], ldu, &cwork[*n + 1], &cwork[(*n << 1) +
- 1], &i__1, &ierr);
-
- i__1 = nr - 1;
- for (p = 1; p <= i__1; ++p) {
- i__2 = nr - p;
- ccopy_(&i__2, &u[p + (p + 1) * u_dim1], ldu, &u[p + 1 + p *
- u_dim1], &c__1);
- i__2 = *n - p + 1;
- clacgv_(&i__2, &u[p + p * u_dim1], &c__1);
- /* L1967: */
- }
- i__1 = nr - 1;
- i__2 = nr - 1;
- claset_("U", &i__1, &i__2, &c_b1, &c_b1, &u[(u_dim1 << 1) + 1], ldu);
-
- i__1 = *lwork - *n;
- cgesvj_("L", "U", "N", &nr, &nr, &u[u_offset], ldu, &sva[1], &nr, &a[
- a_offset], lda, &cwork[*n + 1], &i__1, &rwork[1], lrwork,
- info);
- scalem = rwork[1];
- numrank = i_nint(&rwork[2]);
-
- if (nr < *m) {
- i__1 = *m - nr;
- claset_("A", &i__1, &nr, &c_b1, &c_b1, &u[nr + 1 + u_dim1], ldu);
- if (nr < n1) {
- i__1 = n1 - nr;
- claset_("A", &nr, &i__1, &c_b1, &c_b1, &u[(nr + 1) * u_dim1 +
- 1], ldu);
- i__1 = *m - nr;
- i__2 = n1 - nr;
- claset_("A", &i__1, &i__2, &c_b1, &c_b2, &u[nr + 1 + (nr + 1)
- * u_dim1], ldu);
- }
- }
-
- i__1 = *lwork - *n;
- cunmqr_("L", "N", m, &n1, n, &a[a_offset], lda, &cwork[1], &u[
- u_offset], ldu, &cwork[*n + 1], &i__1, &ierr);
-
- if (rowpiv) {
- i__1 = *m - 1;
- claswp_(&n1, &u[u_offset], ldu, &c__1, &i__1, &iwork[iwoff + 1], &
- c_n1);
- }
-
- i__1 = n1;
- for (p = 1; p <= i__1; ++p) {
- xsc = 1.f / scnrm2_(m, &u[p * u_dim1 + 1], &c__1);
- csscal_(m, &xsc, &u[p * u_dim1 + 1], &c__1);
- /* L1974: */
- }
-
- if (transp) {
- clacpy_("A", n, n, &u[u_offset], ldu, &v[v_offset], ldv);
- }
-
- } else {
-
-
- if (! jracc) {
-
- if (! almort) {
-
- /* Second Preconditioning Step (QRF [with pivoting]) */
- /* Note that the composition of TRANSPOSE, QRF and TRANSPOSE is */
- /* equivalent to an LQF CALL. Since in many libraries the QRF */
- /* seems to be better optimized than the LQF, we do explicit */
- /* transpose and use the QRF. This is subject to changes in an */
- /* optimized implementation of CGEJSV. */
-
- i__1 = nr;
- for (p = 1; p <= i__1; ++p) {
- i__2 = *n - p + 1;
- ccopy_(&i__2, &a[p + p * a_dim1], lda, &v[p + p * v_dim1],
- &c__1);
- i__2 = *n - p + 1;
- clacgv_(&i__2, &v[p + p * v_dim1], &c__1);
- /* L1968: */
- }
-
- /* denormals in the second QR factorization, where they are */
- /* as good as zeros. This is done to avoid painfully slow */
- /* computation with denormals. The relative size of the perturbation */
- /* is a parameter that can be changed by the implementer. */
- /* This perturbation device will be obsolete on machines with */
- /* properly implemented arithmetic. */
- /* To switch it off, set L2PERT=.FALSE. To remove it from the */
- /* code, remove the action under L2PERT=.TRUE., leave the ELSE part. */
- /* The following two loops should be blocked and fused with the */
- /* transposed copy above. */
-
- if (l2pert) {
- xsc = sqrt(small);
- i__1 = nr;
- for (q = 1; q <= i__1; ++q) {
- r__1 = xsc * c_abs(&v[q + q * v_dim1]);
- q__1.r = r__1, q__1.i = 0.f;
- ctemp.r = q__1.r, ctemp.i = q__1.i;
- i__2 = *n;
- for (p = 1; p <= i__2; ++p) {
- if (p > q && c_abs(&v[p + q * v_dim1]) <= temp1 ||
- p < q) {
- i__3 = p + q * v_dim1;
- v[i__3].r = ctemp.r, v[i__3].i = ctemp.i;
- }
- /* $ V(p,q) = TEMP1 * ( V(p,q) / ABS(V(p,q)) ) */
- if (p < q) {
- i__3 = p + q * v_dim1;
- i__4 = p + q * v_dim1;
- q__1.r = -v[i__4].r, q__1.i = -v[i__4].i;
- v[i__3].r = q__1.r, v[i__3].i = q__1.i;
- }
- /* L2968: */
- }
- /* L2969: */
- }
- } else {
- i__1 = nr - 1;
- i__2 = nr - 1;
- claset_("U", &i__1, &i__2, &c_b1, &c_b1, &v[(v_dim1 << 1)
- + 1], ldv);
- }
-
- /* Estimate the row scaled condition number of R1 */
- /* (If R1 is rectangular, N > NR, then the condition number */
- /* of the leading NR x NR submatrix is estimated.) */
-
- clacpy_("L", &nr, &nr, &v[v_offset], ldv, &cwork[(*n << 1) +
- 1], &nr);
- i__1 = nr;
- for (p = 1; p <= i__1; ++p) {
- i__2 = nr - p + 1;
- temp1 = scnrm2_(&i__2, &cwork[(*n << 1) + (p - 1) * nr +
- p], &c__1);
- i__2 = nr - p + 1;
- r__1 = 1.f / temp1;
- csscal_(&i__2, &r__1, &cwork[(*n << 1) + (p - 1) * nr + p]
- , &c__1);
- /* L3950: */
- }
- cpocon_("L", &nr, &cwork[(*n << 1) + 1], &nr, &c_b141, &temp1,
- &cwork[(*n << 1) + nr * nr + 1], &rwork[1], &ierr);
- condr1 = 1.f / sqrt(temp1);
- /* R1 is OK for inverse <=> CONDR1 .LT. REAL(N) */
- /* more conservative <=> CONDR1 .LT. SQRT(REAL(N)) */
-
- cond_ok__ = sqrt(sqrt((real) nr));
- /* [TP] COND_OK is a tuning parameter. */
-
- if (condr1 < cond_ok__) {
- /* implementation, this QRF should be implemented as the QRF */
- /* of a lower triangular matrix. */
- /* R1^* = Q2 * R2 */
- i__1 = *lwork - (*n << 1);
- cgeqrf_(n, &nr, &v[v_offset], ldv, &cwork[*n + 1], &cwork[
- (*n << 1) + 1], &i__1, &ierr);
-
- if (l2pert) {
- xsc = sqrt(small) / epsln;
- i__1 = nr;
- for (p = 2; p <= i__1; ++p) {
- i__2 = p - 1;
- for (q = 1; q <= i__2; ++q) {
- /* Computing MIN */
- r__2 = c_abs(&v[p + p * v_dim1]), r__3 =
- c_abs(&v[q + q * v_dim1]);
- r__1 = xsc * f2cmin(r__2,r__3);
- q__1.r = r__1, q__1.i = 0.f;
- ctemp.r = q__1.r, ctemp.i = q__1.i;
- if (c_abs(&v[q + p * v_dim1]) <= temp1) {
- i__3 = q + p * v_dim1;
- v[i__3].r = ctemp.r, v[i__3].i = ctemp.i;
- }
- /* $ V(q,p) = TEMP1 * ( V(q,p) / ABS(V(q,p)) ) */
- /* L3958: */
- }
- /* L3959: */
- }
- }
-
- if (nr != *n) {
- clacpy_("A", n, &nr, &v[v_offset], ldv, &cwork[(*n <<
- 1) + 1], n);
- }
-
- i__1 = nr - 1;
- for (p = 1; p <= i__1; ++p) {
- i__2 = nr - p;
- ccopy_(&i__2, &v[p + (p + 1) * v_dim1], ldv, &v[p + 1
- + p * v_dim1], &c__1);
- i__2 = nr - p + 1;
- clacgv_(&i__2, &v[p + p * v_dim1], &c__1);
- /* L1969: */
- }
- i__1 = nr + nr * v_dim1;
- r_cnjg(&q__1, &v[nr + nr * v_dim1]);
- v[i__1].r = q__1.r, v[i__1].i = q__1.i;
-
- condr2 = condr1;
-
- } else {
-
- /* Note that windowed pivoting would be equally good */
- /* numerically, and more run-time efficient. So, in */
- /* an optimal implementation, the next call to CGEQP3 */
- /* should be replaced with eg. CALL CGEQPX (ACM TOMS #782) */
- /* with properly (carefully) chosen parameters. */
-
- /* R1^* * P2 = Q2 * R2 */
- i__1 = nr;
- for (p = 1; p <= i__1; ++p) {
- iwork[*n + p] = 0;
- /* L3003: */
- }
- i__1 = *lwork - (*n << 1);
- cgeqp3_(n, &nr, &v[v_offset], ldv, &iwork[*n + 1], &cwork[
- *n + 1], &cwork[(*n << 1) + 1], &i__1, &rwork[1],
- &ierr);
- /* * CALL CGEQRF( N, NR, V, LDV, CWORK(N+1), CWORK(2*N+1), */
- /* * $ LWORK-2*N, IERR ) */
- if (l2pert) {
- xsc = sqrt(small);
- i__1 = nr;
- for (p = 2; p <= i__1; ++p) {
- i__2 = p - 1;
- for (q = 1; q <= i__2; ++q) {
- /* Computing MIN */
- r__2 = c_abs(&v[p + p * v_dim1]), r__3 =
- c_abs(&v[q + q * v_dim1]);
- r__1 = xsc * f2cmin(r__2,r__3);
- q__1.r = r__1, q__1.i = 0.f;
- ctemp.r = q__1.r, ctemp.i = q__1.i;
- if (c_abs(&v[q + p * v_dim1]) <= temp1) {
- i__3 = q + p * v_dim1;
- v[i__3].r = ctemp.r, v[i__3].i = ctemp.i;
- }
- /* $ V(q,p) = TEMP1 * ( V(q,p) / ABS(V(q,p)) ) */
- /* L3968: */
- }
- /* L3969: */
- }
- }
-
- clacpy_("A", n, &nr, &v[v_offset], ldv, &cwork[(*n << 1)
- + 1], n);
-
- if (l2pert) {
- xsc = sqrt(small);
- i__1 = nr;
- for (p = 2; p <= i__1; ++p) {
- i__2 = p - 1;
- for (q = 1; q <= i__2; ++q) {
- /* Computing MIN */
- r__2 = c_abs(&v[p + p * v_dim1]), r__3 =
- c_abs(&v[q + q * v_dim1]);
- r__1 = xsc * f2cmin(r__2,r__3);
- q__1.r = r__1, q__1.i = 0.f;
- ctemp.r = q__1.r, ctemp.i = q__1.i;
- /* V(p,q) = - TEMP1*( V(q,p) / ABS(V(q,p)) ) */
- i__3 = p + q * v_dim1;
- q__1.r = -ctemp.r, q__1.i = -ctemp.i;
- v[i__3].r = q__1.r, v[i__3].i = q__1.i;
- /* L8971: */
- }
- /* L8970: */
- }
- } else {
- i__1 = nr - 1;
- i__2 = nr - 1;
- claset_("L", &i__1, &i__2, &c_b1, &c_b1, &v[v_dim1 +
- 2], ldv);
- }
- /* Now, compute R2 = L3 * Q3, the LQ factorization. */
- i__1 = *lwork - (*n << 1) - *n * nr - nr;
- cgelqf_(&nr, &nr, &v[v_offset], ldv, &cwork[(*n << 1) + *
- n * nr + 1], &cwork[(*n << 1) + *n * nr + nr + 1],
- &i__1, &ierr);
- clacpy_("L", &nr, &nr, &v[v_offset], ldv, &cwork[(*n << 1)
- + *n * nr + nr + 1], &nr);
- i__1 = nr;
- for (p = 1; p <= i__1; ++p) {
- temp1 = scnrm2_(&p, &cwork[(*n << 1) + *n * nr + nr +
- p], &nr);
- r__1 = 1.f / temp1;
- csscal_(&p, &r__1, &cwork[(*n << 1) + *n * nr + nr +
- p], &nr);
- /* L4950: */
- }
- cpocon_("L", &nr, &cwork[(*n << 1) + *n * nr + nr + 1], &
- nr, &c_b141, &temp1, &cwork[(*n << 1) + *n * nr +
- nr + nr * nr + 1], &rwork[1], &ierr);
- condr2 = 1.f / sqrt(temp1);
-
-
- if (condr2 >= cond_ok__) {
- /* (this overwrites the copy of R2, as it will not be */
- /* needed in this branch, but it does not overwritte the */
- /* Huseholder vectors of Q2.). */
- clacpy_("U", &nr, &nr, &v[v_offset], ldv, &cwork[(*n
- << 1) + 1], n);
- /* WORK(2*N+N*NR+1:2*N+N*NR+N) */
- }
-
- }
-
- if (l2pert) {
- xsc = sqrt(small);
- i__1 = nr;
- for (q = 2; q <= i__1; ++q) {
- i__2 = q + q * v_dim1;
- q__1.r = xsc * v[i__2].r, q__1.i = xsc * v[i__2].i;
- ctemp.r = q__1.r, ctemp.i = q__1.i;
- i__2 = q - 1;
- for (p = 1; p <= i__2; ++p) {
- /* V(p,q) = - TEMP1*( V(p,q) / ABS(V(p,q)) ) */
- i__3 = p + q * v_dim1;
- q__1.r = -ctemp.r, q__1.i = -ctemp.i;
- v[i__3].r = q__1.r, v[i__3].i = q__1.i;
- /* L4969: */
- }
- /* L4968: */
- }
- } else {
- i__1 = nr - 1;
- i__2 = nr - 1;
- claset_("U", &i__1, &i__2, &c_b1, &c_b1, &v[(v_dim1 << 1)
- + 1], ldv);
- }
-
- /* Second preconditioning finished; continue with Jacobi SVD */
- /* The input matrix is lower trinagular. */
-
- /* Recover the right singular vectors as solution of a well */
- /* conditioned triangular matrix equation. */
-
- if (condr1 < cond_ok__) {
-
- i__1 = *lwork - (*n << 1) - *n * nr - nr;
- cgesvj_("L", "U", "N", &nr, &nr, &v[v_offset], ldv, &sva[
- 1], &nr, &u[u_offset], ldu, &cwork[(*n << 1) + *n
- * nr + nr + 1], &i__1, &rwork[1], lrwork, info);
- scalem = rwork[1];
- numrank = i_nint(&rwork[2]);
- i__1 = nr;
- for (p = 1; p <= i__1; ++p) {
- ccopy_(&nr, &v[p * v_dim1 + 1], &c__1, &u[p * u_dim1
- + 1], &c__1);
- csscal_(&nr, &sva[p], &v[p * v_dim1 + 1], &c__1);
- /* L3970: */
- }
-
- if (nr == *n) {
- /* :)) .. best case, R1 is inverted. The solution of this matrix */
- /* equation is Q2*V2 = the product of the Jacobi rotations */
- /* used in CGESVJ, premultiplied with the orthogonal matrix */
- /* from the second QR factorization. */
- ctrsm_("L", "U", "N", "N", &nr, &nr, &c_b2, &a[
- a_offset], lda, &v[v_offset], ldv);
- } else {
- /* is inverted to get the product of the Jacobi rotations */
- /* used in CGESVJ. The Q-factor from the second QR */
- /* factorization is then built in explicitly. */
- ctrsm_("L", "U", "C", "N", &nr, &nr, &c_b2, &cwork[(*
- n << 1) + 1], n, &v[v_offset], ldv);
- if (nr < *n) {
- i__1 = *n - nr;
- claset_("A", &i__1, &nr, &c_b1, &c_b1, &v[nr + 1
- + v_dim1], ldv);
- i__1 = *n - nr;
- claset_("A", &nr, &i__1, &c_b1, &c_b1, &v[(nr + 1)
- * v_dim1 + 1], ldv);
- i__1 = *n - nr;
- i__2 = *n - nr;
- claset_("A", &i__1, &i__2, &c_b1, &c_b2, &v[nr +
- 1 + (nr + 1) * v_dim1], ldv);
- }
- i__1 = *lwork - (*n << 1) - *n * nr - nr;
- cunmqr_("L", "N", n, n, &nr, &cwork[(*n << 1) + 1], n,
- &cwork[*n + 1], &v[v_offset], ldv, &cwork[(*
- n << 1) + *n * nr + nr + 1], &i__1, &ierr);
- }
-
- } else if (condr2 < cond_ok__) {
-
- /* The matrix R2 is inverted. The solution of the matrix equation */
- /* is Q3^* * V3 = the product of the Jacobi rotations (appplied to */
- /* the lower triangular L3 from the LQ factorization of */
- /* R2=L3*Q3), pre-multiplied with the transposed Q3. */
- i__1 = *lwork - (*n << 1) - *n * nr - nr;
- cgesvj_("L", "U", "N", &nr, &nr, &v[v_offset], ldv, &sva[
- 1], &nr, &u[u_offset], ldu, &cwork[(*n << 1) + *n
- * nr + nr + 1], &i__1, &rwork[1], lrwork, info);
- scalem = rwork[1];
- numrank = i_nint(&rwork[2]);
- i__1 = nr;
- for (p = 1; p <= i__1; ++p) {
- ccopy_(&nr, &v[p * v_dim1 + 1], &c__1, &u[p * u_dim1
- + 1], &c__1);
- csscal_(&nr, &sva[p], &u[p * u_dim1 + 1], &c__1);
- /* L3870: */
- }
- ctrsm_("L", "U", "N", "N", &nr, &nr, &c_b2, &cwork[(*n <<
- 1) + 1], n, &u[u_offset], ldu);
- i__1 = nr;
- for (q = 1; q <= i__1; ++q) {
- i__2 = nr;
- for (p = 1; p <= i__2; ++p) {
- i__3 = (*n << 1) + *n * nr + nr + iwork[*n + p];
- i__4 = p + q * u_dim1;
- cwork[i__3].r = u[i__4].r, cwork[i__3].i = u[i__4]
- .i;
- /* L872: */
- }
- i__2 = nr;
- for (p = 1; p <= i__2; ++p) {
- i__3 = p + q * u_dim1;
- i__4 = (*n << 1) + *n * nr + nr + p;
- u[i__3].r = cwork[i__4].r, u[i__3].i = cwork[i__4]
- .i;
- /* L874: */
- }
- /* L873: */
- }
- if (nr < *n) {
- i__1 = *n - nr;
- claset_("A", &i__1, &nr, &c_b1, &c_b1, &v[nr + 1 +
- v_dim1], ldv);
- i__1 = *n - nr;
- claset_("A", &nr, &i__1, &c_b1, &c_b1, &v[(nr + 1) *
- v_dim1 + 1], ldv);
- i__1 = *n - nr;
- i__2 = *n - nr;
- claset_("A", &i__1, &i__2, &c_b1, &c_b2, &v[nr + 1 + (
- nr + 1) * v_dim1], ldv);
- }
- i__1 = *lwork - (*n << 1) - *n * nr - nr;
- cunmqr_("L", "N", n, n, &nr, &cwork[(*n << 1) + 1], n, &
- cwork[*n + 1], &v[v_offset], ldv, &cwork[(*n << 1)
- + *n * nr + nr + 1], &i__1, &ierr);
- } else {
- /* Last line of defense. */
- /* #:( This is a rather pathological case: no scaled condition */
- /* improvement after two pivoted QR factorizations. Other */
- /* possibility is that the rank revealing QR factorization */
- /* or the condition estimator has failed, or the COND_OK */
- /* is set very close to ONE (which is unnecessary). Normally, */
- /* this branch should never be executed, but in rare cases of */
- /* failure of the RRQR or condition estimator, the last line of */
- /* defense ensures that CGEJSV completes the task. */
- /* Compute the full SVD of L3 using CGESVJ with explicit */
- /* accumulation of Jacobi rotations. */
- i__1 = *lwork - (*n << 1) - *n * nr - nr;
- cgesvj_("L", "U", "V", &nr, &nr, &v[v_offset], ldv, &sva[
- 1], &nr, &u[u_offset], ldu, &cwork[(*n << 1) + *n
- * nr + nr + 1], &i__1, &rwork[1], lrwork, info);
- scalem = rwork[1];
- numrank = i_nint(&rwork[2]);
- if (nr < *n) {
- i__1 = *n - nr;
- claset_("A", &i__1, &nr, &c_b1, &c_b1, &v[nr + 1 +
- v_dim1], ldv);
- i__1 = *n - nr;
- claset_("A", &nr, &i__1, &c_b1, &c_b1, &v[(nr + 1) *
- v_dim1 + 1], ldv);
- i__1 = *n - nr;
- i__2 = *n - nr;
- claset_("A", &i__1, &i__2, &c_b1, &c_b2, &v[nr + 1 + (
- nr + 1) * v_dim1], ldv);
- }
- i__1 = *lwork - (*n << 1) - *n * nr - nr;
- cunmqr_("L", "N", n, n, &nr, &cwork[(*n << 1) + 1], n, &
- cwork[*n + 1], &v[v_offset], ldv, &cwork[(*n << 1)
- + *n * nr + nr + 1], &i__1, &ierr);
-
- i__1 = *lwork - (*n << 1) - *n * nr - nr;
- cunmlq_("L", "C", &nr, &nr, &nr, &cwork[(*n << 1) + 1], n,
- &cwork[(*n << 1) + *n * nr + 1], &u[u_offset],
- ldu, &cwork[(*n << 1) + *n * nr + nr + 1], &i__1,
- &ierr);
- i__1 = nr;
- for (q = 1; q <= i__1; ++q) {
- i__2 = nr;
- for (p = 1; p <= i__2; ++p) {
- i__3 = (*n << 1) + *n * nr + nr + iwork[*n + p];
- i__4 = p + q * u_dim1;
- cwork[i__3].r = u[i__4].r, cwork[i__3].i = u[i__4]
- .i;
- /* L772: */
- }
- i__2 = nr;
- for (p = 1; p <= i__2; ++p) {
- i__3 = p + q * u_dim1;
- i__4 = (*n << 1) + *n * nr + nr + p;
- u[i__3].r = cwork[i__4].r, u[i__3].i = cwork[i__4]
- .i;
- /* L774: */
- }
- /* L773: */
- }
-
- }
-
- /* Permute the rows of V using the (column) permutation from the */
- /* first QRF. Also, scale the columns to make them unit in */
- /* Euclidean norm. This applies to all cases. */
-
- temp1 = sqrt((real) (*n)) * epsln;
- i__1 = *n;
- for (q = 1; q <= i__1; ++q) {
- i__2 = *n;
- for (p = 1; p <= i__2; ++p) {
- i__3 = (*n << 1) + *n * nr + nr + iwork[p];
- i__4 = p + q * v_dim1;
- cwork[i__3].r = v[i__4].r, cwork[i__3].i = v[i__4].i;
- /* L972: */
- }
- i__2 = *n;
- for (p = 1; p <= i__2; ++p) {
- i__3 = p + q * v_dim1;
- i__4 = (*n << 1) + *n * nr + nr + p;
- v[i__3].r = cwork[i__4].r, v[i__3].i = cwork[i__4].i;
- /* L973: */
- }
- xsc = 1.f / scnrm2_(n, &v[q * v_dim1 + 1], &c__1);
- if (xsc < 1.f - temp1 || xsc > temp1 + 1.f) {
- csscal_(n, &xsc, &v[q * v_dim1 + 1], &c__1);
- }
- /* L1972: */
- }
- /* At this moment, V contains the right singular vectors of A. */
- /* Next, assemble the left singular vector matrix U (M x N). */
- if (nr < *m) {
- i__1 = *m - nr;
- claset_("A", &i__1, &nr, &c_b1, &c_b1, &u[nr + 1 + u_dim1]
- , ldu);
- if (nr < n1) {
- i__1 = n1 - nr;
- claset_("A", &nr, &i__1, &c_b1, &c_b1, &u[(nr + 1) *
- u_dim1 + 1], ldu);
- i__1 = *m - nr;
- i__2 = n1 - nr;
- claset_("A", &i__1, &i__2, &c_b1, &c_b2, &u[nr + 1 + (
- nr + 1) * u_dim1], ldu);
- }
- }
-
- /* The Q matrix from the first QRF is built into the left singular */
- /* matrix U. This applies to all cases. */
-
- i__1 = *lwork - *n;
- cunmqr_("L", "N", m, &n1, n, &a[a_offset], lda, &cwork[1], &u[
- u_offset], ldu, &cwork[*n + 1], &i__1, &ierr);
- /* The columns of U are normalized. The cost is O(M*N) flops. */
- temp1 = sqrt((real) (*m)) * epsln;
- i__1 = nr;
- for (p = 1; p <= i__1; ++p) {
- xsc = 1.f / scnrm2_(m, &u[p * u_dim1 + 1], &c__1);
- if (xsc < 1.f - temp1 || xsc > temp1 + 1.f) {
- csscal_(m, &xsc, &u[p * u_dim1 + 1], &c__1);
- }
- /* L1973: */
- }
-
- /* If the initial QRF is computed with row pivoting, the left */
- /* singular vectors must be adjusted. */
-
- if (rowpiv) {
- i__1 = *m - 1;
- claswp_(&n1, &u[u_offset], ldu, &c__1, &i__1, &iwork[
- iwoff + 1], &c_n1);
- }
-
- } else {
-
- /* the second QRF is not needed */
-
- clacpy_("U", n, n, &a[a_offset], lda, &cwork[*n + 1], n);
- if (l2pert) {
- xsc = sqrt(small);
- i__1 = *n;
- for (p = 2; p <= i__1; ++p) {
- i__2 = *n + (p - 1) * *n + p;
- q__1.r = xsc * cwork[i__2].r, q__1.i = xsc * cwork[
- i__2].i;
- ctemp.r = q__1.r, ctemp.i = q__1.i;
- i__2 = p - 1;
- for (q = 1; q <= i__2; ++q) {
- /* CWORK(N+(q-1)*N+p)=-TEMP1 * ( CWORK(N+(p-1)*N+q) / */
- /* $ ABS(CWORK(N+(p-1)*N+q)) ) */
- i__3 = *n + (q - 1) * *n + p;
- q__1.r = -ctemp.r, q__1.i = -ctemp.i;
- cwork[i__3].r = q__1.r, cwork[i__3].i = q__1.i;
- /* L5971: */
- }
- /* L5970: */
- }
- } else {
- i__1 = *n - 1;
- i__2 = *n - 1;
- claset_("L", &i__1, &i__2, &c_b1, &c_b1, &cwork[*n + 2],
- n);
- }
-
- i__1 = *lwork - *n - *n * *n;
- cgesvj_("U", "U", "N", n, n, &cwork[*n + 1], n, &sva[1], n, &
- u[u_offset], ldu, &cwork[*n + *n * *n + 1], &i__1, &
- rwork[1], lrwork, info);
-
- scalem = rwork[1];
- numrank = i_nint(&rwork[2]);
- i__1 = *n;
- for (p = 1; p <= i__1; ++p) {
- ccopy_(n, &cwork[*n + (p - 1) * *n + 1], &c__1, &u[p *
- u_dim1 + 1], &c__1);
- csscal_(n, &sva[p], &cwork[*n + (p - 1) * *n + 1], &c__1);
- /* L6970: */
- }
-
- ctrsm_("L", "U", "N", "N", n, n, &c_b2, &a[a_offset], lda, &
- cwork[*n + 1], n);
- i__1 = *n;
- for (p = 1; p <= i__1; ++p) {
- ccopy_(n, &cwork[*n + p], n, &v[iwork[p] + v_dim1], ldv);
- /* L6972: */
- }
- temp1 = sqrt((real) (*n)) * epsln;
- i__1 = *n;
- for (p = 1; p <= i__1; ++p) {
- xsc = 1.f / scnrm2_(n, &v[p * v_dim1 + 1], &c__1);
- if (xsc < 1.f - temp1 || xsc > temp1 + 1.f) {
- csscal_(n, &xsc, &v[p * v_dim1 + 1], &c__1);
- }
- /* L6971: */
- }
-
- /* Assemble the left singular vector matrix U (M x N). */
-
- if (*n < *m) {
- i__1 = *m - *n;
- claset_("A", &i__1, n, &c_b1, &c_b1, &u[*n + 1 + u_dim1],
- ldu);
- if (*n < n1) {
- i__1 = n1 - *n;
- claset_("A", n, &i__1, &c_b1, &c_b1, &u[(*n + 1) *
- u_dim1 + 1], ldu);
- i__1 = *m - *n;
- i__2 = n1 - *n;
- claset_("A", &i__1, &i__2, &c_b1, &c_b2, &u[*n + 1 + (
- *n + 1) * u_dim1], ldu);
- }
- }
- i__1 = *lwork - *n;
- cunmqr_("L", "N", m, &n1, n, &a[a_offset], lda, &cwork[1], &u[
- u_offset], ldu, &cwork[*n + 1], &i__1, &ierr);
- temp1 = sqrt((real) (*m)) * epsln;
- i__1 = n1;
- for (p = 1; p <= i__1; ++p) {
- xsc = 1.f / scnrm2_(m, &u[p * u_dim1 + 1], &c__1);
- if (xsc < 1.f - temp1 || xsc > temp1 + 1.f) {
- csscal_(m, &xsc, &u[p * u_dim1 + 1], &c__1);
- }
- /* L6973: */
- }
-
- if (rowpiv) {
- i__1 = *m - 1;
- claswp_(&n1, &u[u_offset], ldu, &c__1, &i__1, &iwork[
- iwoff + 1], &c_n1);
- }
-
- }
-
- /* end of the >> almost orthogonal case << in the full SVD */
-
- } else {
-
- /* This branch deploys a preconditioned Jacobi SVD with explicitly */
- /* accumulated rotations. It is included as optional, mainly for */
- /* experimental purposes. It does perform well, and can also be used. */
- /* In this implementation, this branch will be automatically activated */
- /* if the condition number sigma_max(A) / sigma_min(A) is predicted */
- /* to be greater than the overflow threshold. This is because the */
- /* a posteriori computation of the singular vectors assumes robust */
- /* implementation of BLAS and some LAPACK procedures, capable of working */
- /* in presence of extreme values, e.g. when the singular values spread from */
- /* the underflow to the overflow threshold. */
-
- i__1 = nr;
- for (p = 1; p <= i__1; ++p) {
- i__2 = *n - p + 1;
- ccopy_(&i__2, &a[p + p * a_dim1], lda, &v[p + p * v_dim1], &
- c__1);
- i__2 = *n - p + 1;
- clacgv_(&i__2, &v[p + p * v_dim1], &c__1);
- /* L7968: */
- }
-
- if (l2pert) {
- xsc = sqrt(small / epsln);
- i__1 = nr;
- for (q = 1; q <= i__1; ++q) {
- r__1 = xsc * c_abs(&v[q + q * v_dim1]);
- q__1.r = r__1, q__1.i = 0.f;
- ctemp.r = q__1.r, ctemp.i = q__1.i;
- i__2 = *n;
- for (p = 1; p <= i__2; ++p) {
- if (p > q && c_abs(&v[p + q * v_dim1]) <= temp1 || p <
- q) {
- i__3 = p + q * v_dim1;
- v[i__3].r = ctemp.r, v[i__3].i = ctemp.i;
- }
- /* $ V(p,q) = TEMP1 * ( V(p,q) / ABS(V(p,q)) ) */
- if (p < q) {
- i__3 = p + q * v_dim1;
- i__4 = p + q * v_dim1;
- q__1.r = -v[i__4].r, q__1.i = -v[i__4].i;
- v[i__3].r = q__1.r, v[i__3].i = q__1.i;
- }
- /* L5968: */
- }
- /* L5969: */
- }
- } else {
- i__1 = nr - 1;
- i__2 = nr - 1;
- claset_("U", &i__1, &i__2, &c_b1, &c_b1, &v[(v_dim1 << 1) + 1]
- , ldv);
- }
- i__1 = *lwork - (*n << 1);
- cgeqrf_(n, &nr, &v[v_offset], ldv, &cwork[*n + 1], &cwork[(*n <<
- 1) + 1], &i__1, &ierr);
- clacpy_("L", n, &nr, &v[v_offset], ldv, &cwork[(*n << 1) + 1], n);
-
- i__1 = nr;
- for (p = 1; p <= i__1; ++p) {
- i__2 = nr - p + 1;
- ccopy_(&i__2, &v[p + p * v_dim1], ldv, &u[p + p * u_dim1], &
- c__1);
- i__2 = nr - p + 1;
- clacgv_(&i__2, &u[p + p * u_dim1], &c__1);
- /* L7969: */
- }
- if (l2pert) {
- xsc = sqrt(small / epsln);
- i__1 = nr;
- for (q = 2; q <= i__1; ++q) {
- i__2 = q - 1;
- for (p = 1; p <= i__2; ++p) {
- /* Computing MIN */
- r__2 = c_abs(&u[p + p * u_dim1]), r__3 = c_abs(&u[q +
- q * u_dim1]);
- r__1 = xsc * f2cmin(r__2,r__3);
- q__1.r = r__1, q__1.i = 0.f;
- ctemp.r = q__1.r, ctemp.i = q__1.i;
- /* U(p,q) = - TEMP1 * ( U(q,p) / ABS(U(q,p)) ) */
- i__3 = p + q * u_dim1;
- q__1.r = -ctemp.r, q__1.i = -ctemp.i;
- u[i__3].r = q__1.r, u[i__3].i = q__1.i;
- /* L9971: */
- }
- /* L9970: */
- }
- } else {
- i__1 = nr - 1;
- i__2 = nr - 1;
- claset_("U", &i__1, &i__2, &c_b1, &c_b1, &u[(u_dim1 << 1) + 1]
- , ldu);
- }
- i__1 = *lwork - (*n << 1) - *n * nr;
- cgesvj_("L", "U", "V", &nr, &nr, &u[u_offset], ldu, &sva[1], n, &
- v[v_offset], ldv, &cwork[(*n << 1) + *n * nr + 1], &i__1,
- &rwork[1], lrwork, info);
- scalem = rwork[1];
- numrank = i_nint(&rwork[2]);
- if (nr < *n) {
- i__1 = *n - nr;
- claset_("A", &i__1, &nr, &c_b1, &c_b1, &v[nr + 1 + v_dim1],
- ldv);
- i__1 = *n - nr;
- claset_("A", &nr, &i__1, &c_b1, &c_b1, &v[(nr + 1) * v_dim1 +
- 1], ldv);
- i__1 = *n - nr;
- i__2 = *n - nr;
- claset_("A", &i__1, &i__2, &c_b1, &c_b2, &v[nr + 1 + (nr + 1)
- * v_dim1], ldv);
- }
- i__1 = *lwork - (*n << 1) - *n * nr - nr;
- cunmqr_("L", "N", n, n, &nr, &cwork[(*n << 1) + 1], n, &cwork[*n
- + 1], &v[v_offset], ldv, &cwork[(*n << 1) + *n * nr + nr
- + 1], &i__1, &ierr);
-
- /* Permute the rows of V using the (column) permutation from the */
- /* first QRF. Also, scale the columns to make them unit in */
- /* Euclidean norm. This applies to all cases. */
-
- temp1 = sqrt((real) (*n)) * epsln;
- i__1 = *n;
- for (q = 1; q <= i__1; ++q) {
- i__2 = *n;
- for (p = 1; p <= i__2; ++p) {
- i__3 = (*n << 1) + *n * nr + nr + iwork[p];
- i__4 = p + q * v_dim1;
- cwork[i__3].r = v[i__4].r, cwork[i__3].i = v[i__4].i;
- /* L8972: */
- }
- i__2 = *n;
- for (p = 1; p <= i__2; ++p) {
- i__3 = p + q * v_dim1;
- i__4 = (*n << 1) + *n * nr + nr + p;
- v[i__3].r = cwork[i__4].r, v[i__3].i = cwork[i__4].i;
- /* L8973: */
- }
- xsc = 1.f / scnrm2_(n, &v[q * v_dim1 + 1], &c__1);
- if (xsc < 1.f - temp1 || xsc > temp1 + 1.f) {
- csscal_(n, &xsc, &v[q * v_dim1 + 1], &c__1);
- }
- /* L7972: */
- }
-
- /* At this moment, V contains the right singular vectors of A. */
- /* Next, assemble the left singular vector matrix U (M x N). */
-
- if (nr < *m) {
- i__1 = *m - nr;
- claset_("A", &i__1, &nr, &c_b1, &c_b1, &u[nr + 1 + u_dim1],
- ldu);
- if (nr < n1) {
- i__1 = n1 - nr;
- claset_("A", &nr, &i__1, &c_b1, &c_b1, &u[(nr + 1) *
- u_dim1 + 1], ldu);
- i__1 = *m - nr;
- i__2 = n1 - nr;
- claset_("A", &i__1, &i__2, &c_b1, &c_b2, &u[nr + 1 + (nr
- + 1) * u_dim1], ldu);
- }
- }
-
- i__1 = *lwork - *n;
- cunmqr_("L", "N", m, &n1, n, &a[a_offset], lda, &cwork[1], &u[
- u_offset], ldu, &cwork[*n + 1], &i__1, &ierr);
-
- if (rowpiv) {
- i__1 = *m - 1;
- claswp_(&n1, &u[u_offset], ldu, &c__1, &i__1, &iwork[iwoff +
- 1], &c_n1);
- }
-
-
- }
- if (transp) {
- i__1 = *n;
- for (p = 1; p <= i__1; ++p) {
- cswap_(n, &u[p * u_dim1 + 1], &c__1, &v[p * v_dim1 + 1], &
- c__1);
- /* L6974: */
- }
- }
-
- }
- /* end of the full SVD */
-
- /* Undo scaling, if necessary (and possible) */
-
- if (uscal2 <= big / sva[1] * uscal1) {
- slascl_("G", &c__0, &c__0, &uscal1, &uscal2, &nr, &c__1, &sva[1], n, &
- ierr);
- uscal1 = 1.f;
- uscal2 = 1.f;
- }
-
- if (nr < *n) {
- i__1 = *n;
- for (p = nr + 1; p <= i__1; ++p) {
- sva[p] = 0.f;
- /* L3004: */
- }
- }
-
- rwork[1] = uscal2 * scalem;
- rwork[2] = uscal1;
- if (errest) {
- rwork[3] = sconda;
- }
- if (lsvec && rsvec) {
- rwork[4] = condr1;
- rwork[5] = condr2;
- }
- if (l2tran) {
- rwork[6] = entra;
- rwork[7] = entrat;
- }
-
- iwork[1] = nr;
- iwork[2] = numrank;
- iwork[3] = warning;
- if (transp) {
- iwork[4] = 1;
- } else {
- iwork[4] = -1;
- }
-
- return 0;
- } /* cgejsv_ */
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