You can not select more than 25 topics
Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
613 lines
20 KiB
613 lines
20 KiB
2 years ago
|
*> \brief \b SORCSD
|
||
|
*
|
||
|
* =========== DOCUMENTATION ===========
|
||
|
*
|
||
|
* Online html documentation available at
|
||
|
* http://www.netlib.org/lapack/explore-html/
|
||
|
*
|
||
|
*> \htmlonly
|
||
|
*> Download SORCSD + dependencies
|
||
|
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sorcsd.f">
|
||
|
*> [TGZ]</a>
|
||
|
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sorcsd.f">
|
||
|
*> [ZIP]</a>
|
||
|
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sorcsd.f">
|
||
|
*> [TXT]</a>
|
||
|
*> \endhtmlonly
|
||
|
*
|
||
|
* Definition:
|
||
|
* ===========
|
||
|
*
|
||
|
* RECURSIVE SUBROUTINE SORCSD( JOBU1, JOBU2, JOBV1T, JOBV2T, TRANS,
|
||
|
* SIGNS, M, P, Q, X11, LDX11, X12,
|
||
|
* LDX12, X21, LDX21, X22, LDX22, THETA,
|
||
|
* U1, LDU1, U2, LDU2, V1T, LDV1T, V2T,
|
||
|
* LDV2T, WORK, LWORK, IWORK, INFO )
|
||
|
*
|
||
|
* .. Scalar Arguments ..
|
||
|
* CHARACTER JOBU1, JOBU2, JOBV1T, JOBV2T, SIGNS, TRANS
|
||
|
* INTEGER INFO, LDU1, LDU2, LDV1T, LDV2T, LDX11, LDX12,
|
||
|
* $ LDX21, LDX22, LWORK, M, P, Q
|
||
|
* ..
|
||
|
* .. Array Arguments ..
|
||
|
* INTEGER IWORK( * )
|
||
|
* REAL THETA( * )
|
||
|
* REAL U1( LDU1, * ), U2( LDU2, * ), V1T( LDV1T, * ),
|
||
|
* $ V2T( LDV2T, * ), WORK( * ), X11( LDX11, * ),
|
||
|
* $ X12( LDX12, * ), X21( LDX21, * ), X22( LDX22,
|
||
|
* $ * )
|
||
|
* ..
|
||
|
*
|
||
|
*
|
||
|
*> \par Purpose:
|
||
|
* =============
|
||
|
*>
|
||
|
*> \verbatim
|
||
|
*>
|
||
|
*> SORCSD computes the CS decomposition of an M-by-M partitioned
|
||
|
*> orthogonal matrix X:
|
||
|
*>
|
||
|
*> [ I 0 0 | 0 0 0 ]
|
||
|
*> [ 0 C 0 | 0 -S 0 ]
|
||
|
*> [ X11 | X12 ] [ U1 | ] [ 0 0 0 | 0 0 -I ] [ V1 | ]**T
|
||
|
*> X = [-----------] = [---------] [---------------------] [---------] .
|
||
|
*> [ X21 | X22 ] [ | U2 ] [ 0 0 0 | I 0 0 ] [ | V2 ]
|
||
|
*> [ 0 S 0 | 0 C 0 ]
|
||
|
*> [ 0 0 I | 0 0 0 ]
|
||
|
*>
|
||
|
*> X11 is P-by-Q. The orthogonal matrices U1, U2, V1, and V2 are P-by-P,
|
||
|
*> (M-P)-by-(M-P), Q-by-Q, and (M-Q)-by-(M-Q), respectively. C and S are
|
||
|
*> R-by-R nonnegative diagonal matrices satisfying C^2 + S^2 = I, in
|
||
|
*> which R = MIN(P,M-P,Q,M-Q).
|
||
|
*> \endverbatim
|
||
|
*
|
||
|
* Arguments:
|
||
|
* ==========
|
||
|
*
|
||
|
*> \param[in] JOBU1
|
||
|
*> \verbatim
|
||
|
*> JOBU1 is CHARACTER
|
||
|
*> = 'Y': U1 is computed;
|
||
|
*> otherwise: U1 is not computed.
|
||
|
*> \endverbatim
|
||
|
*>
|
||
|
*> \param[in] JOBU2
|
||
|
*> \verbatim
|
||
|
*> JOBU2 is CHARACTER
|
||
|
*> = 'Y': U2 is computed;
|
||
|
*> otherwise: U2 is not computed.
|
||
|
*> \endverbatim
|
||
|
*>
|
||
|
*> \param[in] JOBV1T
|
||
|
*> \verbatim
|
||
|
*> JOBV1T is CHARACTER
|
||
|
*> = 'Y': V1T is computed;
|
||
|
*> otherwise: V1T is not computed.
|
||
|
*> \endverbatim
|
||
|
*>
|
||
|
*> \param[in] JOBV2T
|
||
|
*> \verbatim
|
||
|
*> JOBV2T is CHARACTER
|
||
|
*> = 'Y': V2T is computed;
|
||
|
*> otherwise: V2T is not computed.
|
||
|
*> \endverbatim
|
||
|
*>
|
||
|
*> \param[in] TRANS
|
||
|
*> \verbatim
|
||
|
*> TRANS is CHARACTER
|
||
|
*> = 'T': X, U1, U2, V1T, and V2T are stored in row-major
|
||
|
*> order;
|
||
|
*> otherwise: X, U1, U2, V1T, and V2T are stored in column-
|
||
|
*> major order.
|
||
|
*> \endverbatim
|
||
|
*>
|
||
|
*> \param[in] SIGNS
|
||
|
*> \verbatim
|
||
|
*> SIGNS is CHARACTER
|
||
|
*> = 'O': The lower-left block is made nonpositive (the
|
||
|
*> "other" convention);
|
||
|
*> otherwise: The upper-right block is made nonpositive (the
|
||
|
*> "default" convention).
|
||
|
*> \endverbatim
|
||
|
*>
|
||
|
*> \param[in] M
|
||
|
*> \verbatim
|
||
|
*> M is INTEGER
|
||
|
*> The number of rows and columns in X.
|
||
|
*> \endverbatim
|
||
|
*>
|
||
|
*> \param[in] P
|
||
|
*> \verbatim
|
||
|
*> P is INTEGER
|
||
|
*> The number of rows in X11 and X12. 0 <= P <= M.
|
||
|
*> \endverbatim
|
||
|
*>
|
||
|
*> \param[in] Q
|
||
|
*> \verbatim
|
||
|
*> Q is INTEGER
|
||
|
*> The number of columns in X11 and X21. 0 <= Q <= M.
|
||
|
*> \endverbatim
|
||
|
*>
|
||
|
*> \param[in,out] X11
|
||
|
*> \verbatim
|
||
|
*> X11 is REAL array, dimension (LDX11,Q)
|
||
|
*> On entry, part of the orthogonal matrix whose CSD is desired.
|
||
|
*> \endverbatim
|
||
|
*>
|
||
|
*> \param[in] LDX11
|
||
|
*> \verbatim
|
||
|
*> LDX11 is INTEGER
|
||
|
*> The leading dimension of X11. LDX11 >= MAX(1,P).
|
||
|
*> \endverbatim
|
||
|
*>
|
||
|
*> \param[in,out] X12
|
||
|
*> \verbatim
|
||
|
*> X12 is REAL array, dimension (LDX12,M-Q)
|
||
|
*> On entry, part of the orthogonal matrix whose CSD is desired.
|
||
|
*> \endverbatim
|
||
|
*>
|
||
|
*> \param[in] LDX12
|
||
|
*> \verbatim
|
||
|
*> LDX12 is INTEGER
|
||
|
*> The leading dimension of X12. LDX12 >= MAX(1,P).
|
||
|
*> \endverbatim
|
||
|
*>
|
||
|
*> \param[in,out] X21
|
||
|
*> \verbatim
|
||
|
*> X21 is REAL array, dimension (LDX21,Q)
|
||
|
*> On entry, part of the orthogonal matrix whose CSD is desired.
|
||
|
*> \endverbatim
|
||
|
*>
|
||
|
*> \param[in] LDX21
|
||
|
*> \verbatim
|
||
|
*> LDX21 is INTEGER
|
||
|
*> The leading dimension of X11. LDX21 >= MAX(1,M-P).
|
||
|
*> \endverbatim
|
||
|
*>
|
||
|
*> \param[in,out] X22
|
||
|
*> \verbatim
|
||
|
*> X22 is REAL array, dimension (LDX22,M-Q)
|
||
|
*> On entry, part of the orthogonal matrix whose CSD is desired.
|
||
|
*> \endverbatim
|
||
|
*>
|
||
|
*> \param[in] LDX22
|
||
|
*> \verbatim
|
||
|
*> LDX22 is INTEGER
|
||
|
*> The leading dimension of X11. LDX22 >= MAX(1,M-P).
|
||
|
*> \endverbatim
|
||
|
*>
|
||
|
*> \param[out] THETA
|
||
|
*> \verbatim
|
||
|
*> THETA is REAL array, dimension (R), in which R =
|
||
|
*> MIN(P,M-P,Q,M-Q).
|
||
|
*> C = DIAG( COS(THETA(1)), ... , COS(THETA(R)) ) and
|
||
|
*> S = DIAG( SIN(THETA(1)), ... , SIN(THETA(R)) ).
|
||
|
*> \endverbatim
|
||
|
*>
|
||
|
*> \param[out] U1
|
||
|
*> \verbatim
|
||
|
*> U1 is REAL array, dimension (LDU1,P)
|
||
|
*> If JOBU1 = 'Y', U1 contains the P-by-P orthogonal matrix U1.
|
||
|
*> \endverbatim
|
||
|
*>
|
||
|
*> \param[in] LDU1
|
||
|
*> \verbatim
|
||
|
*> LDU1 is INTEGER
|
||
|
*> The leading dimension of U1. If JOBU1 = 'Y', LDU1 >=
|
||
|
*> MAX(1,P).
|
||
|
*> \endverbatim
|
||
|
*>
|
||
|
*> \param[out] U2
|
||
|
*> \verbatim
|
||
|
*> U2 is REAL array, dimension (LDU2,M-P)
|
||
|
*> If JOBU2 = 'Y', U2 contains the (M-P)-by-(M-P) orthogonal
|
||
|
*> matrix U2.
|
||
|
*> \endverbatim
|
||
|
*>
|
||
|
*> \param[in] LDU2
|
||
|
*> \verbatim
|
||
|
*> LDU2 is INTEGER
|
||
|
*> The leading dimension of U2. If JOBU2 = 'Y', LDU2 >=
|
||
|
*> MAX(1,M-P).
|
||
|
*> \endverbatim
|
||
|
*>
|
||
|
*> \param[out] V1T
|
||
|
*> \verbatim
|
||
|
*> V1T is REAL array, dimension (LDV1T,Q)
|
||
|
*> If JOBV1T = 'Y', V1T contains the Q-by-Q matrix orthogonal
|
||
|
*> matrix V1**T.
|
||
|
*> \endverbatim
|
||
|
*>
|
||
|
*> \param[in] LDV1T
|
||
|
*> \verbatim
|
||
|
*> LDV1T is INTEGER
|
||
|
*> The leading dimension of V1T. If JOBV1T = 'Y', LDV1T >=
|
||
|
*> MAX(1,Q).
|
||
|
*> \endverbatim
|
||
|
*>
|
||
|
*> \param[out] V2T
|
||
|
*> \verbatim
|
||
|
*> V2T is REAL array, dimension (LDV2T,M-Q)
|
||
|
*> If JOBV2T = 'Y', V2T contains the (M-Q)-by-(M-Q) orthogonal
|
||
|
*> matrix V2**T.
|
||
|
*> \endverbatim
|
||
|
*>
|
||
|
*> \param[in] LDV2T
|
||
|
*> \verbatim
|
||
|
*> LDV2T is INTEGER
|
||
|
*> The leading dimension of V2T. If JOBV2T = 'Y', LDV2T >=
|
||
|
*> MAX(1,M-Q).
|
||
|
*> \endverbatim
|
||
|
*>
|
||
|
*> \param[out] WORK
|
||
|
*> \verbatim
|
||
|
*> WORK is REAL array, dimension (MAX(1,LWORK))
|
||
|
*> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
|
||
|
*> If INFO > 0 on exit, WORK(2:R) contains the values PHI(1),
|
||
|
*> ..., PHI(R-1) that, together with THETA(1), ..., THETA(R),
|
||
|
*> define the matrix in intermediate bidiagonal-block form
|
||
|
*> remaining after nonconvergence. INFO specifies the number
|
||
|
*> of nonzero PHI's.
|
||
|
*> \endverbatim
|
||
|
*>
|
||
|
*> \param[in] LWORK
|
||
|
*> \verbatim
|
||
|
*> LWORK is INTEGER
|
||
|
*> The dimension of the array WORK.
|
||
|
*>
|
||
|
*> If LWORK = -1, then a workspace query is assumed; the routine
|
||
|
*> only calculates the optimal size of the WORK array, returns
|
||
|
*> this value as the first entry of the work array, and no error
|
||
|
*> message related to LWORK is issued by XERBLA.
|
||
|
*> \endverbatim
|
||
|
*>
|
||
|
*> \param[out] IWORK
|
||
|
*> \verbatim
|
||
|
*> IWORK is INTEGER array, dimension (M-MIN(P, M-P, Q, M-Q))
|
||
|
*> \endverbatim
|
||
|
*>
|
||
|
*> \param[out] INFO
|
||
|
*> \verbatim
|
||
|
*> INFO is INTEGER
|
||
|
*> = 0: successful exit.
|
||
|
*> < 0: if INFO = -i, the i-th argument had an illegal value.
|
||
|
*> > 0: SBBCSD did not converge. See the description of WORK
|
||
|
*> above for details.
|
||
|
*> \endverbatim
|
||
|
*
|
||
|
*> \par References:
|
||
|
* ================
|
||
|
*>
|
||
|
*> [1] Brian D. Sutton. Computing the complete CS decomposition. Numer.
|
||
|
*> Algorithms, 50(1):33-65, 2009.
|
||
|
*
|
||
|
* Authors:
|
||
|
* ========
|
||
|
*
|
||
|
*> \author Univ. of Tennessee
|
||
|
*> \author Univ. of California Berkeley
|
||
|
*> \author Univ. of Colorado Denver
|
||
|
*> \author NAG Ltd.
|
||
|
*
|
||
|
*> \ingroup realOTHERcomputational
|
||
|
*
|
||
|
* =====================================================================
|
||
|
RECURSIVE SUBROUTINE SORCSD( JOBU1, JOBU2, JOBV1T, JOBV2T, TRANS,
|
||
|
$ SIGNS, M, P, Q, X11, LDX11, X12,
|
||
|
$ LDX12, X21, LDX21, X22, LDX22, THETA,
|
||
|
$ U1, LDU1, U2, LDU2, V1T, LDV1T, V2T,
|
||
|
$ LDV2T, WORK, LWORK, IWORK, INFO )
|
||
|
*
|
||
|
* -- LAPACK computational routine --
|
||
|
* -- LAPACK is a software package provided by Univ. of Tennessee, --
|
||
|
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
|
||
|
*
|
||
|
* .. Scalar Arguments ..
|
||
|
CHARACTER JOBU1, JOBU2, JOBV1T, JOBV2T, SIGNS, TRANS
|
||
|
INTEGER INFO, LDU1, LDU2, LDV1T, LDV2T, LDX11, LDX12,
|
||
|
$ LDX21, LDX22, LWORK, M, P, Q
|
||
|
* ..
|
||
|
* .. Array Arguments ..
|
||
|
INTEGER IWORK( * )
|
||
|
REAL THETA( * )
|
||
|
REAL U1( LDU1, * ), U2( LDU2, * ), V1T( LDV1T, * ),
|
||
|
$ V2T( LDV2T, * ), WORK( * ), X11( LDX11, * ),
|
||
|
$ X12( LDX12, * ), X21( LDX21, * ), X22( LDX22,
|
||
|
$ * )
|
||
|
* ..
|
||
|
*
|
||
|
* ===================================================================
|
||
|
*
|
||
|
* .. Parameters ..
|
||
|
REAL ONE, ZERO
|
||
|
PARAMETER ( ONE = 1.0E+0,
|
||
|
$ ZERO = 0.0E+0 )
|
||
|
* ..
|
||
|
* .. Local Arrays ..
|
||
|
REAL DUMMY(1)
|
||
|
* ..
|
||
|
* .. Local Scalars ..
|
||
|
CHARACTER TRANST, SIGNST
|
||
|
INTEGER CHILDINFO, I, IB11D, IB11E, IB12D, IB12E,
|
||
|
$ IB21D, IB21E, IB22D, IB22E, IBBCSD, IORBDB,
|
||
|
$ IORGLQ, IORGQR, IPHI, ITAUP1, ITAUP2, ITAUQ1,
|
||
|
$ ITAUQ2, J, LBBCSDWORK, LBBCSDWORKMIN,
|
||
|
$ LBBCSDWORKOPT, LORBDBWORK, LORBDBWORKMIN,
|
||
|
$ LORBDBWORKOPT, LORGLQWORK, LORGLQWORKMIN,
|
||
|
$ LORGLQWORKOPT, LORGQRWORK, LORGQRWORKMIN,
|
||
|
$ LORGQRWORKOPT, LWORKMIN, LWORKOPT
|
||
|
LOGICAL COLMAJOR, DEFAULTSIGNS, LQUERY, WANTU1, WANTU2,
|
||
|
$ WANTV1T, WANTV2T
|
||
|
* ..
|
||
|
* .. External Subroutines ..
|
||
|
EXTERNAL SBBCSD, SLACPY, SLAPMR, SLAPMT,
|
||
|
$ SORBDB, SORGLQ, SORGQR, XERBLA
|
||
|
* ..
|
||
|
* .. External Functions ..
|
||
|
LOGICAL LSAME
|
||
|
EXTERNAL LSAME
|
||
|
* ..
|
||
|
* .. Intrinsic Functions
|
||
|
INTRINSIC INT, MAX, MIN
|
||
|
* ..
|
||
|
* .. Executable Statements ..
|
||
|
*
|
||
|
* Test input arguments
|
||
|
*
|
||
|
INFO = 0
|
||
|
WANTU1 = LSAME( JOBU1, 'Y' )
|
||
|
WANTU2 = LSAME( JOBU2, 'Y' )
|
||
|
WANTV1T = LSAME( JOBV1T, 'Y' )
|
||
|
WANTV2T = LSAME( JOBV2T, 'Y' )
|
||
|
COLMAJOR = .NOT. LSAME( TRANS, 'T' )
|
||
|
DEFAULTSIGNS = .NOT. LSAME( SIGNS, 'O' )
|
||
|
LQUERY = LWORK .EQ. -1
|
||
|
IF( M .LT. 0 ) THEN
|
||
|
INFO = -7
|
||
|
ELSE IF( P .LT. 0 .OR. P .GT. M ) THEN
|
||
|
INFO = -8
|
||
|
ELSE IF( Q .LT. 0 .OR. Q .GT. M ) THEN
|
||
|
INFO = -9
|
||
|
ELSE IF ( COLMAJOR .AND. LDX11 .LT. MAX( 1, P ) ) THEN
|
||
|
INFO = -11
|
||
|
ELSE IF (.NOT. COLMAJOR .AND. LDX11 .LT. MAX( 1, Q ) ) THEN
|
||
|
INFO = -11
|
||
|
ELSE IF (COLMAJOR .AND. LDX12 .LT. MAX( 1, P ) ) THEN
|
||
|
INFO = -13
|
||
|
ELSE IF (.NOT. COLMAJOR .AND. LDX12 .LT. MAX( 1, M-Q ) ) THEN
|
||
|
INFO = -13
|
||
|
ELSE IF (COLMAJOR .AND. LDX21 .LT. MAX( 1, M-P ) ) THEN
|
||
|
INFO = -15
|
||
|
ELSE IF (.NOT. COLMAJOR .AND. LDX21 .LT. MAX( 1, Q ) ) THEN
|
||
|
INFO = -15
|
||
|
ELSE IF (COLMAJOR .AND. LDX22 .LT. MAX( 1, M-P ) ) THEN
|
||
|
INFO = -17
|
||
|
ELSE IF (.NOT. COLMAJOR .AND. LDX22 .LT. MAX( 1, M-Q ) ) THEN
|
||
|
INFO = -17
|
||
|
ELSE IF( WANTU1 .AND. LDU1 .LT. P ) THEN
|
||
|
INFO = -20
|
||
|
ELSE IF( WANTU2 .AND. LDU2 .LT. M-P ) THEN
|
||
|
INFO = -22
|
||
|
ELSE IF( WANTV1T .AND. LDV1T .LT. Q ) THEN
|
||
|
INFO = -24
|
||
|
ELSE IF( WANTV2T .AND. LDV2T .LT. M-Q ) THEN
|
||
|
INFO = -26
|
||
|
END IF
|
||
|
*
|
||
|
* Work with transpose if convenient
|
||
|
*
|
||
|
IF( INFO .EQ. 0 .AND. MIN( P, M-P ) .LT. MIN( Q, M-Q ) ) THEN
|
||
|
IF( COLMAJOR ) THEN
|
||
|
TRANST = 'T'
|
||
|
ELSE
|
||
|
TRANST = 'N'
|
||
|
END IF
|
||
|
IF( DEFAULTSIGNS ) THEN
|
||
|
SIGNST = 'O'
|
||
|
ELSE
|
||
|
SIGNST = 'D'
|
||
|
END IF
|
||
|
CALL SORCSD( JOBV1T, JOBV2T, JOBU1, JOBU2, TRANST, SIGNST, M,
|
||
|
$ Q, P, X11, LDX11, X21, LDX21, X12, LDX12, X22,
|
||
|
$ LDX22, THETA, V1T, LDV1T, V2T, LDV2T, U1, LDU1,
|
||
|
$ U2, LDU2, WORK, LWORK, IWORK, INFO )
|
||
|
RETURN
|
||
|
END IF
|
||
|
*
|
||
|
* Work with permutation [ 0 I; I 0 ] * X * [ 0 I; I 0 ] if
|
||
|
* convenient
|
||
|
*
|
||
|
IF( INFO .EQ. 0 .AND. M-Q .LT. Q ) THEN
|
||
|
IF( DEFAULTSIGNS ) THEN
|
||
|
SIGNST = 'O'
|
||
|
ELSE
|
||
|
SIGNST = 'D'
|
||
|
END IF
|
||
|
CALL SORCSD( JOBU2, JOBU1, JOBV2T, JOBV1T, TRANS, SIGNST, M,
|
||
|
$ M-P, M-Q, X22, LDX22, X21, LDX21, X12, LDX12, X11,
|
||
|
$ LDX11, THETA, U2, LDU2, U1, LDU1, V2T, LDV2T, V1T,
|
||
|
$ LDV1T, WORK, LWORK, IWORK, INFO )
|
||
|
RETURN
|
||
|
END IF
|
||
|
*
|
||
|
* Compute workspace
|
||
|
*
|
||
|
IF( INFO .EQ. 0 ) THEN
|
||
|
*
|
||
|
IPHI = 2
|
||
|
ITAUP1 = IPHI + MAX( 1, Q - 1 )
|
||
|
ITAUP2 = ITAUP1 + MAX( 1, P )
|
||
|
ITAUQ1 = ITAUP2 + MAX( 1, M - P )
|
||
|
ITAUQ2 = ITAUQ1 + MAX( 1, Q )
|
||
|
IORGQR = ITAUQ2 + MAX( 1, M - Q )
|
||
|
CALL SORGQR( M-Q, M-Q, M-Q, DUMMY, MAX(1,M-Q), DUMMY, WORK, -1,
|
||
|
$ CHILDINFO )
|
||
|
LORGQRWORKOPT = INT( WORK(1) )
|
||
|
LORGQRWORKMIN = MAX( 1, M - Q )
|
||
|
IORGLQ = ITAUQ2 + MAX( 1, M - Q )
|
||
|
CALL SORGLQ( M-Q, M-Q, M-Q, DUMMY, MAX(1,M-Q), DUMMY, WORK, -1,
|
||
|
$ CHILDINFO )
|
||
|
LORGLQWORKOPT = INT( WORK(1) )
|
||
|
LORGLQWORKMIN = MAX( 1, M - Q )
|
||
|
IORBDB = ITAUQ2 + MAX( 1, M - Q )
|
||
|
CALL SORBDB( TRANS, SIGNS, M, P, Q, X11, LDX11, X12, LDX12,
|
||
|
$ X21, LDX21, X22, LDX22, DUMMY, DUMMY, DUMMY, DUMMY, DUMMY,
|
||
|
$ DUMMY,WORK,-1,CHILDINFO )
|
||
|
LORBDBWORKOPT = INT( WORK(1) )
|
||
|
LORBDBWORKMIN = LORBDBWORKOPT
|
||
|
IB11D = ITAUQ2 + MAX( 1, M - Q )
|
||
|
IB11E = IB11D + MAX( 1, Q )
|
||
|
IB12D = IB11E + MAX( 1, Q - 1 )
|
||
|
IB12E = IB12D + MAX( 1, Q )
|
||
|
IB21D = IB12E + MAX( 1, Q - 1 )
|
||
|
IB21E = IB21D + MAX( 1, Q )
|
||
|
IB22D = IB21E + MAX( 1, Q - 1 )
|
||
|
IB22E = IB22D + MAX( 1, Q )
|
||
|
IBBCSD = IB22E + MAX( 1, Q - 1 )
|
||
|
CALL SBBCSD( JOBU1, JOBU2, JOBV1T, JOBV2T, TRANS, M, P, Q,
|
||
|
$ DUMMY, DUMMY, U1, LDU1, U2, LDU2, V1T, LDV1T, V2T,
|
||
|
$ LDV2T, DUMMY, DUMMY, DUMMY, DUMMY, DUMMY, DUMMY,
|
||
|
$ DUMMY, DUMMY, WORK, -1, CHILDINFO )
|
||
|
LBBCSDWORKOPT = INT( WORK(1) )
|
||
|
LBBCSDWORKMIN = LBBCSDWORKOPT
|
||
|
LWORKOPT = MAX( IORGQR + LORGQRWORKOPT, IORGLQ + LORGLQWORKOPT,
|
||
|
$ IORBDB + LORBDBWORKOPT, IBBCSD + LBBCSDWORKOPT ) - 1
|
||
|
LWORKMIN = MAX( IORGQR + LORGQRWORKMIN, IORGLQ + LORGLQWORKMIN,
|
||
|
$ IORBDB + LORBDBWORKOPT, IBBCSD + LBBCSDWORKMIN ) - 1
|
||
|
WORK(1) = MAX(LWORKOPT,LWORKMIN)
|
||
|
*
|
||
|
IF( LWORK .LT. LWORKMIN .AND. .NOT. LQUERY ) THEN
|
||
|
INFO = -22
|
||
|
ELSE
|
||
|
LORGQRWORK = LWORK - IORGQR + 1
|
||
|
LORGLQWORK = LWORK - IORGLQ + 1
|
||
|
LORBDBWORK = LWORK - IORBDB + 1
|
||
|
LBBCSDWORK = LWORK - IBBCSD + 1
|
||
|
END IF
|
||
|
END IF
|
||
|
*
|
||
|
* Abort if any illegal arguments
|
||
|
*
|
||
|
IF( INFO .NE. 0 ) THEN
|
||
|
CALL XERBLA( 'SORCSD', -INFO )
|
||
|
RETURN
|
||
|
ELSE IF( LQUERY ) THEN
|
||
|
RETURN
|
||
|
END IF
|
||
|
*
|
||
|
* Transform to bidiagonal block form
|
||
|
*
|
||
|
CALL SORBDB( TRANS, SIGNS, M, P, Q, X11, LDX11, X12, LDX12, X21,
|
||
|
$ LDX21, X22, LDX22, THETA, WORK(IPHI), WORK(ITAUP1),
|
||
|
$ WORK(ITAUP2), WORK(ITAUQ1), WORK(ITAUQ2),
|
||
|
$ WORK(IORBDB), LORBDBWORK, CHILDINFO )
|
||
|
*
|
||
|
* Accumulate Householder reflectors
|
||
|
*
|
||
|
IF( COLMAJOR ) THEN
|
||
|
IF( WANTU1 .AND. P .GT. 0 ) THEN
|
||
|
CALL SLACPY( 'L', P, Q, X11, LDX11, U1, LDU1 )
|
||
|
CALL SORGQR( P, P, Q, U1, LDU1, WORK(ITAUP1), WORK(IORGQR),
|
||
|
$ LORGQRWORK, INFO)
|
||
|
END IF
|
||
|
IF( WANTU2 .AND. M-P .GT. 0 ) THEN
|
||
|
CALL SLACPY( 'L', M-P, Q, X21, LDX21, U2, LDU2 )
|
||
|
CALL SORGQR( M-P, M-P, Q, U2, LDU2, WORK(ITAUP2),
|
||
|
$ WORK(IORGQR), LORGQRWORK, INFO )
|
||
|
END IF
|
||
|
IF( WANTV1T .AND. Q .GT. 0 ) THEN
|
||
|
CALL SLACPY( 'U', Q-1, Q-1, X11(1,2), LDX11, V1T(2,2),
|
||
|
$ LDV1T )
|
||
|
V1T(1, 1) = ONE
|
||
|
DO J = 2, Q
|
||
|
V1T(1,J) = ZERO
|
||
|
V1T(J,1) = ZERO
|
||
|
END DO
|
||
|
CALL SORGLQ( Q-1, Q-1, Q-1, V1T(2,2), LDV1T, WORK(ITAUQ1),
|
||
|
$ WORK(IORGLQ), LORGLQWORK, INFO )
|
||
|
END IF
|
||
|
IF( WANTV2T .AND. M-Q .GT. 0 ) THEN
|
||
|
CALL SLACPY( 'U', P, M-Q, X12, LDX12, V2T, LDV2T )
|
||
|
CALL SLACPY( 'U', M-P-Q, M-P-Q, X22(Q+1,P+1), LDX22,
|
||
|
$ V2T(P+1,P+1), LDV2T )
|
||
|
CALL SORGLQ( M-Q, M-Q, M-Q, V2T, LDV2T, WORK(ITAUQ2),
|
||
|
$ WORK(IORGLQ), LORGLQWORK, INFO )
|
||
|
END IF
|
||
|
ELSE
|
||
|
IF( WANTU1 .AND. P .GT. 0 ) THEN
|
||
|
CALL SLACPY( 'U', Q, P, X11, LDX11, U1, LDU1 )
|
||
|
CALL SORGLQ( P, P, Q, U1, LDU1, WORK(ITAUP1), WORK(IORGLQ),
|
||
|
$ LORGLQWORK, INFO)
|
||
|
END IF
|
||
|
IF( WANTU2 .AND. M-P .GT. 0 ) THEN
|
||
|
CALL SLACPY( 'U', Q, M-P, X21, LDX21, U2, LDU2 )
|
||
|
CALL SORGLQ( M-P, M-P, Q, U2, LDU2, WORK(ITAUP2),
|
||
|
$ WORK(IORGLQ), LORGLQWORK, INFO )
|
||
|
END IF
|
||
|
IF( WANTV1T .AND. Q .GT. 0 ) THEN
|
||
|
CALL SLACPY( 'L', Q-1, Q-1, X11(2,1), LDX11, V1T(2,2),
|
||
|
$ LDV1T )
|
||
|
V1T(1, 1) = ONE
|
||
|
DO J = 2, Q
|
||
|
V1T(1,J) = ZERO
|
||
|
V1T(J,1) = ZERO
|
||
|
END DO
|
||
|
CALL SORGQR( Q-1, Q-1, Q-1, V1T(2,2), LDV1T, WORK(ITAUQ1),
|
||
|
$ WORK(IORGQR), LORGQRWORK, INFO )
|
||
|
END IF
|
||
|
IF( WANTV2T .AND. M-Q .GT. 0 ) THEN
|
||
|
CALL SLACPY( 'L', M-Q, P, X12, LDX12, V2T, LDV2T )
|
||
|
CALL SLACPY( 'L', M-P-Q, M-P-Q, X22(P+1,Q+1), LDX22,
|
||
|
$ V2T(P+1,P+1), LDV2T )
|
||
|
CALL SORGQR( M-Q, M-Q, M-Q, V2T, LDV2T, WORK(ITAUQ2),
|
||
|
$ WORK(IORGQR), LORGQRWORK, INFO )
|
||
|
END IF
|
||
|
END IF
|
||
|
*
|
||
|
* Compute the CSD of the matrix in bidiagonal-block form
|
||
|
*
|
||
|
CALL SBBCSD( JOBU1, JOBU2, JOBV1T, JOBV2T, TRANS, M, P, Q, THETA,
|
||
|
$ WORK(IPHI), U1, LDU1, U2, LDU2, V1T, LDV1T, V2T,
|
||
|
$ LDV2T, WORK(IB11D), WORK(IB11E), WORK(IB12D),
|
||
|
$ WORK(IB12E), WORK(IB21D), WORK(IB21E), WORK(IB22D),
|
||
|
$ WORK(IB22E), WORK(IBBCSD), LBBCSDWORK, INFO )
|
||
|
*
|
||
|
* Permute rows and columns to place identity submatrices in top-
|
||
|
* left corner of (1,1)-block and/or bottom-right corner of (1,2)-
|
||
|
* block and/or bottom-right corner of (2,1)-block and/or top-left
|
||
|
* corner of (2,2)-block
|
||
|
*
|
||
|
IF( Q .GT. 0 .AND. WANTU2 ) THEN
|
||
|
DO I = 1, Q
|
||
|
IWORK(I) = M - P - Q + I
|
||
|
END DO
|
||
|
DO I = Q + 1, M - P
|
||
|
IWORK(I) = I - Q
|
||
|
END DO
|
||
|
IF( COLMAJOR ) THEN
|
||
|
CALL SLAPMT( .FALSE., M-P, M-P, U2, LDU2, IWORK )
|
||
|
ELSE
|
||
|
CALL SLAPMR( .FALSE., M-P, M-P, U2, LDU2, IWORK )
|
||
|
END IF
|
||
|
END IF
|
||
|
IF( M .GT. 0 .AND. WANTV2T ) THEN
|
||
|
DO I = 1, P
|
||
|
IWORK(I) = M - P - Q + I
|
||
|
END DO
|
||
|
DO I = P + 1, M - Q
|
||
|
IWORK(I) = I - P
|
||
|
END DO
|
||
|
IF( .NOT. COLMAJOR ) THEN
|
||
|
CALL SLAPMT( .FALSE., M-Q, M-Q, V2T, LDV2T, IWORK )
|
||
|
ELSE
|
||
|
CALL SLAPMR( .FALSE., M-Q, M-Q, V2T, LDV2T, IWORK )
|
||
|
END IF
|
||
|
END IF
|
||
|
*
|
||
|
RETURN
|
||
|
*
|
||
|
* End SORCSD
|
||
|
*
|
||
|
END
|
||
|
|