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1384 lines
57 KiB
1384 lines
57 KiB
2 years ago
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*> \brief <b> DGESVDQ computes the singular value decomposition (SVD) with a QR-Preconditioned QR SVD Method for GE matrices</b>
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*
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* =========== DOCUMENTATION ===========
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*
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* Online html documentation available at
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* http://www.netlib.org/lapack/explore-html/
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*
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*> \htmlonly
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*> Download DGESVDQ + dependencies
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgesvdq.f">
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*> [TGZ]</a>
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgesvdq.f">
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*> [ZIP]</a>
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgesvdq.f">
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*> [TXT]</a>
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*> \endhtmlonly
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*
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* Definition:
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* ===========
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*
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* SUBROUTINE DGESVDQ( JOBA, JOBP, JOBR, JOBU, JOBV, M, N, A, LDA,
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* S, U, LDU, V, LDV, NUMRANK, IWORK, LIWORK,
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* WORK, LWORK, RWORK, LRWORK, INFO )
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*
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* .. Scalar Arguments ..
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* IMPLICIT NONE
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* CHARACTER JOBA, JOBP, JOBR, JOBU, JOBV
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* INTEGER M, N, LDA, LDU, LDV, NUMRANK, LIWORK, LWORK, LRWORK,
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* INFO
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* ..
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* .. Array Arguments ..
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* DOUBLE PRECISION A( LDA, * ), U( LDU, * ), V( LDV, * ), WORK( * )
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* DOUBLE PRECISION S( * ), RWORK( * )
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* INTEGER IWORK( * )
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* ..
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*
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*
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*> \par Purpose:
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* =============
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*>
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*> \verbatim
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*>
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*> DGESVDQ computes the singular value decomposition (SVD) of a real
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*> M-by-N matrix A, where M >= N. The SVD of A is written as
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*> [++] [xx] [x0] [xx]
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*> A = U * SIGMA * V^*, [++] = [xx] * [ox] * [xx]
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*> [++] [xx]
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*> where SIGMA is an N-by-N diagonal matrix, U is an M-by-N orthonormal
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*> matrix, and V is an N-by-N orthogonal matrix. The diagonal elements
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*> of SIGMA are the singular values of A. The columns of U and V are the
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*> left and the right singular vectors of A, respectively.
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*> \endverbatim
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*
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* Arguments:
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* ==========
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*
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*> \param[in] JOBA
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*> \verbatim
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*> JOBA is CHARACTER*1
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*> Specifies the level of accuracy in the computed SVD
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*> = 'A' The requested accuracy corresponds to having the backward
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*> error bounded by || delta A ||_F <= f(m,n) * EPS * || A ||_F,
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*> where EPS = DLAMCH('Epsilon'). This authorises DGESVDQ to
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*> truncate the computed triangular factor in a rank revealing
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*> QR factorization whenever the truncated part is below the
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*> threshold of the order of EPS * ||A||_F. This is aggressive
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*> truncation level.
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*> = 'M' Similarly as with 'A', but the truncation is more gentle: it
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*> is allowed only when there is a drop on the diagonal of the
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*> triangular factor in the QR factorization. This is medium
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*> truncation level.
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*> = 'H' High accuracy requested. No numerical rank determination based
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*> on the rank revealing QR factorization is attempted.
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*> = 'E' Same as 'H', and in addition the condition number of column
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*> scaled A is estimated and returned in RWORK(1).
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*> N^(-1/4)*RWORK(1) <= ||pinv(A_scaled)||_2 <= N^(1/4)*RWORK(1)
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*> \endverbatim
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*>
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*> \param[in] JOBP
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*> \verbatim
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*> JOBP is CHARACTER*1
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*> = 'P' The rows of A are ordered in decreasing order with respect to
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*> ||A(i,:)||_\infty. This enhances numerical accuracy at the cost
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*> of extra data movement. Recommended for numerical robustness.
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*> = 'N' No row pivoting.
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*> \endverbatim
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*>
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*> \param[in] JOBR
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*> \verbatim
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*> JOBR is CHARACTER*1
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*> = 'T' After the initial pivoted QR factorization, DGESVD is applied to
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*> the transposed R**T of the computed triangular factor R. This involves
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*> some extra data movement (matrix transpositions). Useful for
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*> experiments, research and development.
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*> = 'N' The triangular factor R is given as input to DGESVD. This may be
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*> preferred as it involves less data movement.
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*> \endverbatim
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*>
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*> \param[in] JOBU
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*> \verbatim
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*> JOBU is CHARACTER*1
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*> = 'A' All M left singular vectors are computed and returned in the
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*> matrix U. See the description of U.
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*> = 'S' or 'U' N = min(M,N) left singular vectors are computed and returned
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*> in the matrix U. See the description of U.
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*> = 'R' Numerical rank NUMRANK is determined and only NUMRANK left singular
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*> vectors are computed and returned in the matrix U.
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*> = 'F' The N left singular vectors are returned in factored form as the
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*> product of the Q factor from the initial QR factorization and the
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*> N left singular vectors of (R**T , 0)**T. If row pivoting is used,
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*> then the necessary information on the row pivoting is stored in
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*> IWORK(N+1:N+M-1).
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*> = 'N' The left singular vectors are not computed.
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*> \endverbatim
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*>
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*> \param[in] JOBV
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*> \verbatim
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*> JOBV is CHARACTER*1
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*> = 'A', 'V' All N right singular vectors are computed and returned in
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*> the matrix V.
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*> = 'R' Numerical rank NUMRANK is determined and only NUMRANK right singular
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*> vectors are computed and returned in the matrix V. This option is
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*> allowed only if JOBU = 'R' or JOBU = 'N'; otherwise it is illegal.
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*> = 'N' The right singular vectors are not computed.
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*> \endverbatim
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*>
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*> \param[in] M
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*> \verbatim
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*> M is INTEGER
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*> The number of rows of the input matrix A. M >= 0.
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*> \endverbatim
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*>
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*> \param[in] N
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*> \verbatim
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*> N is INTEGER
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*> The number of columns of the input matrix A. M >= N >= 0.
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*> \endverbatim
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*>
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*> \param[in,out] A
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*> \verbatim
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*> A is DOUBLE PRECISION array of dimensions LDA x N
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*> On entry, the input matrix A.
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*> On exit, if JOBU .NE. 'N' or JOBV .NE. 'N', the lower triangle of A contains
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*> the Householder vectors as stored by DGEQP3. If JOBU = 'F', these Householder
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*> vectors together with WORK(1:N) can be used to restore the Q factors from
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*> the initial pivoted QR factorization of A. See the description of U.
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*> \endverbatim
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*>
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*> \param[in] LDA
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*> \verbatim
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*> LDA is INTEGER.
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*> The leading dimension of the array A. LDA >= max(1,M).
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*> \endverbatim
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*>
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*> \param[out] S
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*> \verbatim
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*> S is DOUBLE PRECISION array of dimension N.
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*> The singular values of A, ordered so that S(i) >= S(i+1).
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*> \endverbatim
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*>
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*> \param[out] U
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*> \verbatim
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*> U is DOUBLE PRECISION array, dimension
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*> LDU x M if JOBU = 'A'; see the description of LDU. In this case,
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*> on exit, U contains the M left singular vectors.
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*> LDU x N if JOBU = 'S', 'U', 'R' ; see the description of LDU. In this
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*> case, U contains the leading N or the leading NUMRANK left singular vectors.
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*> LDU x N if JOBU = 'F' ; see the description of LDU. In this case U
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*> contains N x N orthogonal matrix that can be used to form the left
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*> singular vectors.
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*> If JOBU = 'N', U is not referenced.
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*> \endverbatim
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*>
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*> \param[in] LDU
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*> \verbatim
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*> LDU is INTEGER.
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*> The leading dimension of the array U.
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*> If JOBU = 'A', 'S', 'U', 'R', LDU >= max(1,M).
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*> If JOBU = 'F', LDU >= max(1,N).
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*> Otherwise, LDU >= 1.
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*> \endverbatim
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*>
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*> \param[out] V
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*> \verbatim
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*> V is DOUBLE PRECISION array, dimension
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*> LDV x N if JOBV = 'A', 'V', 'R' or if JOBA = 'E' .
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*> If JOBV = 'A', or 'V', V contains the N-by-N orthogonal matrix V**T;
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*> If JOBV = 'R', V contains the first NUMRANK rows of V**T (the right
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*> singular vectors, stored rowwise, of the NUMRANK largest singular values).
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*> If JOBV = 'N' and JOBA = 'E', V is used as a workspace.
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*> If JOBV = 'N', and JOBA.NE.'E', V is not referenced.
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*> \endverbatim
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*>
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*> \param[in] LDV
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*> \verbatim
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*> LDV is INTEGER
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*> The leading dimension of the array V.
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*> If JOBV = 'A', 'V', 'R', or JOBA = 'E', LDV >= max(1,N).
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*> Otherwise, LDV >= 1.
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*> \endverbatim
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*>
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*> \param[out] NUMRANK
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*> \verbatim
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*> NUMRANK is INTEGER
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*> NUMRANK is the numerical rank first determined after the rank
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*> revealing QR factorization, following the strategy specified by the
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*> value of JOBA. If JOBV = 'R' and JOBU = 'R', only NUMRANK
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*> leading singular values and vectors are then requested in the call
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*> of DGESVD. The final value of NUMRANK might be further reduced if
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*> some singular values are computed as zeros.
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*> \endverbatim
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*>
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*> \param[out] IWORK
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*> \verbatim
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*> IWORK is INTEGER array, dimension (max(1, LIWORK)).
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*> On exit, IWORK(1:N) contains column pivoting permutation of the
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*> rank revealing QR factorization.
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*> If JOBP = 'P', IWORK(N+1:N+M-1) contains the indices of the sequence
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*> of row swaps used in row pivoting. These can be used to restore the
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*> left singular vectors in the case JOBU = 'F'.
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*>
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*> If LIWORK, LWORK, or LRWORK = -1, then on exit, if INFO = 0,
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*> IWORK(1) returns the minimal LIWORK.
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*> \endverbatim
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*>
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*> \param[in] LIWORK
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*> \verbatim
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*> LIWORK is INTEGER
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*> The dimension of the array IWORK.
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*> LIWORK >= N + M - 1, if JOBP = 'P' and JOBA .NE. 'E';
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*> LIWORK >= N if JOBP = 'N' and JOBA .NE. 'E';
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*> LIWORK >= N + M - 1 + N, if JOBP = 'P' and JOBA = 'E';
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*> LIWORK >= N + N if JOBP = 'N' and JOBA = 'E'.
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*>
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*> If LIWORK = -1, then a workspace query is assumed; the routine
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*> only calculates and returns the optimal and minimal sizes
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*> for the WORK, IWORK, and RWORK arrays, and no error
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*> message related to LWORK is issued by XERBLA.
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*> \endverbatim
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*>
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*> \param[out] WORK
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*> \verbatim
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*> WORK is DOUBLE PRECISION array, dimension (max(2, LWORK)), used as a workspace.
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*> On exit, if, on entry, LWORK.NE.-1, WORK(1:N) contains parameters
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*> needed to recover the Q factor from the QR factorization computed by
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*> DGEQP3.
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*>
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*> If LIWORK, LWORK, or LRWORK = -1, then on exit, if INFO = 0,
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*> WORK(1) returns the optimal LWORK, and
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*> WORK(2) returns the minimal LWORK.
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*> \endverbatim
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*>
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*> \param[in,out] LWORK
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*> \verbatim
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*> LWORK is INTEGER
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*> The dimension of the array WORK. It is determined as follows:
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*> Let LWQP3 = 3*N+1, LWCON = 3*N, and let
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*> LWORQ = { MAX( N, 1 ), if JOBU = 'R', 'S', or 'U'
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*> { MAX( M, 1 ), if JOBU = 'A'
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*> LWSVD = MAX( 5*N, 1 )
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*> LWLQF = MAX( N/2, 1 ), LWSVD2 = MAX( 5*(N/2), 1 ), LWORLQ = MAX( N, 1 ),
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*> LWQRF = MAX( N/2, 1 ), LWORQ2 = MAX( N, 1 )
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*> Then the minimal value of LWORK is:
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*> = MAX( N + LWQP3, LWSVD ) if only the singular values are needed;
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*> = MAX( N + LWQP3, LWCON, LWSVD ) if only the singular values are needed,
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*> and a scaled condition estimate requested;
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*>
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*> = N + MAX( LWQP3, LWSVD, LWORQ ) if the singular values and the left
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*> singular vectors are requested;
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*> = N + MAX( LWQP3, LWCON, LWSVD, LWORQ ) if the singular values and the left
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*> singular vectors are requested, and also
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*> a scaled condition estimate requested;
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*>
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*> = N + MAX( LWQP3, LWSVD ) if the singular values and the right
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*> singular vectors are requested;
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*> = N + MAX( LWQP3, LWCON, LWSVD ) if the singular values and the right
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*> singular vectors are requested, and also
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*> a scaled condition etimate requested;
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*>
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*> = N + MAX( LWQP3, LWSVD, LWORQ ) if the full SVD is requested with JOBV = 'R';
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*> independent of JOBR;
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*> = N + MAX( LWQP3, LWCON, LWSVD, LWORQ ) if the full SVD is requested,
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*> JOBV = 'R' and, also a scaled condition
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*> estimate requested; independent of JOBR;
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*> = MAX( N + MAX( LWQP3, LWSVD, LWORQ ),
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*> N + MAX( LWQP3, N/2+LWLQF, N/2+LWSVD2, N/2+LWORLQ, LWORQ) ) if the
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*> full SVD is requested with JOBV = 'A' or 'V', and
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*> JOBR ='N'
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*> = MAX( N + MAX( LWQP3, LWCON, LWSVD, LWORQ ),
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*> N + MAX( LWQP3, LWCON, N/2+LWLQF, N/2+LWSVD2, N/2+LWORLQ, LWORQ ) )
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*> if the full SVD is requested with JOBV = 'A' or 'V', and
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*> JOBR ='N', and also a scaled condition number estimate
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*> requested.
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*> = MAX( N + MAX( LWQP3, LWSVD, LWORQ ),
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*> N + MAX( LWQP3, N/2+LWQRF, N/2+LWSVD2, N/2+LWORQ2, LWORQ ) ) if the
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*> full SVD is requested with JOBV = 'A', 'V', and JOBR ='T'
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*> = MAX( N + MAX( LWQP3, LWCON, LWSVD, LWORQ ),
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*> N + MAX( LWQP3, LWCON, N/2+LWQRF, N/2+LWSVD2, N/2+LWORQ2, LWORQ ) )
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*> if the full SVD is requested with JOBV = 'A' or 'V', and
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*> JOBR ='T', and also a scaled condition number estimate
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*> requested.
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*> Finally, LWORK must be at least two: LWORK = MAX( 2, LWORK ).
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*>
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*> If LWORK = -1, then a workspace query is assumed; the routine
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*> only calculates and returns the optimal and minimal sizes
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*> for the WORK, IWORK, and RWORK arrays, and no error
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*> message related to LWORK is issued by XERBLA.
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*> \endverbatim
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*>
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*> \param[out] RWORK
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*> \verbatim
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|
|
*> RWORK is DOUBLE PRECISION array, dimension (max(1, LRWORK)).
|
||
|
|
*> On exit,
|
||
|
|
*> 1. If JOBA = 'E', RWORK(1) contains an estimate of the condition
|
||
|
|
*> number of column scaled A. If A = C * D where D is diagonal and C
|
||
|
|
*> has unit columns in the Euclidean norm, then, assuming full column rank,
|
||
|
|
*> N^(-1/4) * RWORK(1) <= ||pinv(C)||_2 <= N^(1/4) * RWORK(1).
|
||
|
|
*> Otherwise, RWORK(1) = -1.
|
||
|
|
*> 2. RWORK(2) contains the number of singular values computed as
|
||
|
|
*> exact zeros in DGESVD applied to the upper triangular or trapezoidal
|
||
|
|
*> R (from the initial QR factorization). In case of early exit (no call to
|
||
|
|
*> DGESVD, such as in the case of zero matrix) RWORK(2) = -1.
|
||
|
|
*>
|
||
|
|
*> If LIWORK, LWORK, or LRWORK = -1, then on exit, if INFO = 0,
|
||
|
|
*> RWORK(1) returns the minimal LRWORK.
|
||
|
|
*> \endverbatim
|
||
|
|
*>
|
||
|
|
*> \param[in] LRWORK
|
||
|
|
*> \verbatim
|
||
|
|
*> LRWORK is INTEGER.
|
||
|
|
*> The dimension of the array RWORK.
|
||
|
|
*> If JOBP ='P', then LRWORK >= MAX(2, M).
|
||
|
|
*> Otherwise, LRWORK >= 2
|
||
|
|
*>
|
||
|
|
*> If LRWORK = -1, then a workspace query is assumed; the routine
|
||
|
|
*> only calculates and returns the optimal and minimal sizes
|
||
|
|
*> for the WORK, IWORK, and RWORK arrays, and no error
|
||
|
|
*> message related to LWORK is issued by XERBLA.
|
||
|
|
*> \endverbatim
|
||
|
|
*>
|
||
|
|
*> \param[out] INFO
|
||
|
|
*> \verbatim
|
||
|
|
*> INFO is INTEGER
|
||
|
|
*> = 0: successful exit.
|
||
|
|
*> < 0: if INFO = -i, the i-th argument had an illegal value.
|
||
|
|
*> > 0: if DBDSQR did not converge, INFO specifies how many superdiagonals
|
||
|
|
*> of an intermediate bidiagonal form B (computed in DGESVD) did not
|
||
|
|
*> converge to zero.
|
||
|
|
*> \endverbatim
|
||
|
|
*
|
||
|
|
*> \par Further Details:
|
||
|
|
* ========================
|
||
|
|
*>
|
||
|
|
*> \verbatim
|
||
|
|
*>
|
||
|
|
*> 1. The data movement (matrix transpose) is coded using simple nested
|
||
|
|
*> DO-loops because BLAS and LAPACK do not provide corresponding subroutines.
|
||
|
|
*> Those DO-loops are easily identified in this source code - by the CONTINUE
|
||
|
|
*> statements labeled with 11**. In an optimized version of this code, the
|
||
|
|
*> nested DO loops should be replaced with calls to an optimized subroutine.
|
||
|
|
*> 2. This code scales A by 1/SQRT(M) if the largest ABS(A(i,j)) could cause
|
||
|
|
*> column norm overflow. This is the minial precaution and it is left to the
|
||
|
|
*> SVD routine (CGESVD) to do its own preemptive scaling if potential over-
|
||
|
|
*> or underflows are detected. To avoid repeated scanning of the array A,
|
||
|
|
*> an optimal implementation would do all necessary scaling before calling
|
||
|
|
*> CGESVD and the scaling in CGESVD can be switched off.
|
||
|
|
*> 3. Other comments related to code optimization are given in comments in the
|
||
|
|
*> code, enclosed in [[double brackets]].
|
||
|
|
*> \endverbatim
|
||
|
|
*
|
||
|
|
*> \par Bugs, examples and comments
|
||
|
|
* ===========================
|
||
|
|
*
|
||
|
|
*> \verbatim
|
||
|
|
*> Please report all bugs and send interesting examples and/or comments to
|
||
|
|
*> drmac@math.hr. Thank you.
|
||
|
|
*> \endverbatim
|
||
|
|
*
|
||
|
|
*> \par References
|
||
|
|
* ===============
|
||
|
|
*
|
||
|
|
*> \verbatim
|
||
|
|
*> [1] Zlatko Drmac, Algorithm 977: A QR-Preconditioned QR SVD Method for
|
||
|
|
*> Computing the SVD with High Accuracy. ACM Trans. Math. Softw.
|
||
|
|
*> 44(1): 11:1-11:30 (2017)
|
||
|
|
*>
|
||
|
|
*> SIGMA library, xGESVDQ section updated February 2016.
|
||
|
|
*> Developed and coded by Zlatko Drmac, Department of Mathematics
|
||
|
|
*> University of Zagreb, Croatia, drmac@math.hr
|
||
|
|
*> \endverbatim
|
||
|
|
*
|
||
|
|
*
|
||
|
|
*> \par Contributors:
|
||
|
|
* ==================
|
||
|
|
*>
|
||
|
|
*> \verbatim
|
||
|
|
*> Developed and coded by Zlatko Drmac, Department of Mathematics
|
||
|
|
*> University of Zagreb, Croatia, drmac@math.hr
|
||
|
|
*> \endverbatim
|
||
|
|
*
|
||
|
|
* Authors:
|
||
|
|
* ========
|
||
|
|
*
|
||
|
|
*> \author Univ. of Tennessee
|
||
|
|
*> \author Univ. of California Berkeley
|
||
|
|
*> \author Univ. of Colorado Denver
|
||
|
|
*> \author NAG Ltd.
|
||
|
|
*
|
||
|
|
*> \ingroup doubleGEsing
|
||
|
|
*
|
||
|
|
* =====================================================================
|
||
|
|
SUBROUTINE DGESVDQ( JOBA, JOBP, JOBR, JOBU, JOBV, M, N, A, LDA,
|
||
|
|
$ S, U, LDU, V, LDV, NUMRANK, IWORK, LIWORK,
|
||
|
|
$ WORK, LWORK, RWORK, LRWORK, INFO )
|
||
|
|
* .. Scalar Arguments ..
|
||
|
|
IMPLICIT NONE
|
||
|
|
CHARACTER JOBA, JOBP, JOBR, JOBU, JOBV
|
||
|
|
INTEGER M, N, LDA, LDU, LDV, NUMRANK, LIWORK, LWORK, LRWORK,
|
||
|
|
$ INFO
|
||
|
|
* ..
|
||
|
|
* .. Array Arguments ..
|
||
|
|
DOUBLE PRECISION A( LDA, * ), U( LDU, * ), V( LDV, * ), WORK( * )
|
||
|
|
DOUBLE PRECISION S( * ), RWORK( * )
|
||
|
|
INTEGER IWORK( * )
|
||
|
|
*
|
||
|
|
* =====================================================================
|
||
|
|
*
|
||
|
|
* .. Parameters ..
|
||
|
|
DOUBLE PRECISION ZERO, ONE
|
||
|
|
PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
|
||
|
|
* .. Local Scalars ..
|
||
|
|
INTEGER IERR, IWOFF, NR, N1, OPTRATIO, p, q
|
||
|
|
INTEGER LWCON, LWQP3, LWRK_DGELQF, LWRK_DGESVD, LWRK_DGESVD2,
|
||
|
|
$ LWRK_DGEQP3, LWRK_DGEQRF, LWRK_DORMLQ, LWRK_DORMQR,
|
||
|
|
$ LWRK_DORMQR2, LWLQF, LWQRF, LWSVD, LWSVD2, LWORQ,
|
||
|
|
$ LWORQ2, LWORLQ, MINWRK, MINWRK2, OPTWRK, OPTWRK2,
|
||
|
|
$ IMINWRK, RMINWRK
|
||
|
|
LOGICAL ACCLA, ACCLM, ACCLH, ASCALED, CONDA, DNTWU, DNTWV,
|
||
|
|
$ LQUERY, LSVC0, LSVEC, ROWPRM, RSVEC, RTRANS, WNTUA,
|
||
|
|
$ WNTUF, WNTUR, WNTUS, WNTVA, WNTVR
|
||
|
|
DOUBLE PRECISION BIG, EPSLN, RTMP, SCONDA, SFMIN
|
||
|
|
* .. Local Arrays
|
||
|
|
DOUBLE PRECISION RDUMMY(1)
|
||
|
|
* ..
|
||
|
|
* .. External Subroutines (BLAS, LAPACK)
|
||
|
|
EXTERNAL DGELQF, DGEQP3, DGEQRF, DGESVD, DLACPY, DLAPMT,
|
||
|
|
$ DLASCL, DLASET, DLASWP, DSCAL, DPOCON, DORMLQ,
|
||
|
|
$ DORMQR, XERBLA
|
||
|
|
* ..
|
||
|
|
* .. External Functions (BLAS, LAPACK)
|
||
|
|
LOGICAL LSAME
|
||
|
|
INTEGER IDAMAX
|
||
|
|
DOUBLE PRECISION DLANGE, DNRM2, DLAMCH
|
||
|
|
EXTERNAL DLANGE, LSAME, IDAMAX, DNRM2, DLAMCH
|
||
|
|
* ..
|
||
|
|
* .. Intrinsic Functions ..
|
||
|
|
*
|
||
|
|
INTRINSIC ABS, MAX, MIN, DBLE, SQRT
|
||
|
|
*
|
||
|
|
* Test the input arguments
|
||
|
|
*
|
||
|
|
WNTUS = LSAME( JOBU, 'S' ) .OR. LSAME( JOBU, 'U' )
|
||
|
|
WNTUR = LSAME( JOBU, 'R' )
|
||
|
|
WNTUA = LSAME( JOBU, 'A' )
|
||
|
|
WNTUF = LSAME( JOBU, 'F' )
|
||
|
|
LSVC0 = WNTUS .OR. WNTUR .OR. WNTUA
|
||
|
|
LSVEC = LSVC0 .OR. WNTUF
|
||
|
|
DNTWU = LSAME( JOBU, 'N' )
|
||
|
|
*
|
||
|
|
WNTVR = LSAME( JOBV, 'R' )
|
||
|
|
WNTVA = LSAME( JOBV, 'A' ) .OR. LSAME( JOBV, 'V' )
|
||
|
|
RSVEC = WNTVR .OR. WNTVA
|
||
|
|
DNTWV = LSAME( JOBV, 'N' )
|
||
|
|
*
|
||
|
|
ACCLA = LSAME( JOBA, 'A' )
|
||
|
|
ACCLM = LSAME( JOBA, 'M' )
|
||
|
|
CONDA = LSAME( JOBA, 'E' )
|
||
|
|
ACCLH = LSAME( JOBA, 'H' ) .OR. CONDA
|
||
|
|
*
|
||
|
|
ROWPRM = LSAME( JOBP, 'P' )
|
||
|
|
RTRANS = LSAME( JOBR, 'T' )
|
||
|
|
*
|
||
|
|
IF ( ROWPRM ) THEN
|
||
|
|
IF ( CONDA ) THEN
|
||
|
|
IMINWRK = MAX( 1, N + M - 1 + N )
|
||
|
|
ELSE
|
||
|
|
IMINWRK = MAX( 1, N + M - 1 )
|
||
|
|
END IF
|
||
|
|
RMINWRK = MAX( 2, M )
|
||
|
|
ELSE
|
||
|
|
IF ( CONDA ) THEN
|
||
|
|
IMINWRK = MAX( 1, N + N )
|
||
|
|
ELSE
|
||
|
|
IMINWRK = MAX( 1, N )
|
||
|
|
END IF
|
||
|
|
RMINWRK = 2
|
||
|
|
END IF
|
||
|
|
LQUERY = (LIWORK .EQ. -1 .OR. LWORK .EQ. -1 .OR. LRWORK .EQ. -1)
|
||
|
|
INFO = 0
|
||
|
|
IF ( .NOT. ( ACCLA .OR. ACCLM .OR. ACCLH ) ) THEN
|
||
|
|
INFO = -1
|
||
|
|
ELSE IF ( .NOT.( ROWPRM .OR. LSAME( JOBP, 'N' ) ) ) THEN
|
||
|
|
INFO = -2
|
||
|
|
ELSE IF ( .NOT.( RTRANS .OR. LSAME( JOBR, 'N' ) ) ) THEN
|
||
|
|
INFO = -3
|
||
|
|
ELSE IF ( .NOT.( LSVEC .OR. DNTWU ) ) THEN
|
||
|
|
INFO = -4
|
||
|
|
ELSE IF ( WNTUR .AND. WNTVA ) THEN
|
||
|
|
INFO = -5
|
||
|
|
ELSE IF ( .NOT.( RSVEC .OR. DNTWV )) THEN
|
||
|
|
INFO = -5
|
||
|
|
ELSE IF ( M.LT.0 ) THEN
|
||
|
|
INFO = -6
|
||
|
|
ELSE IF ( ( N.LT.0 ) .OR. ( N.GT.M ) ) THEN
|
||
|
|
INFO = -7
|
||
|
|
ELSE IF ( LDA.LT.MAX( 1, M ) ) THEN
|
||
|
|
INFO = -9
|
||
|
|
ELSE IF ( LDU.LT.1 .OR. ( LSVC0 .AND. LDU.LT.M ) .OR.
|
||
|
|
$ ( WNTUF .AND. LDU.LT.N ) ) THEN
|
||
|
|
INFO = -12
|
||
|
|
ELSE IF ( LDV.LT.1 .OR. ( RSVEC .AND. LDV.LT.N ) .OR.
|
||
|
|
$ ( CONDA .AND. LDV.LT.N ) ) THEN
|
||
|
|
INFO = -14
|
||
|
|
ELSE IF ( LIWORK .LT. IMINWRK .AND. .NOT. LQUERY ) THEN
|
||
|
|
INFO = -17
|
||
|
|
END IF
|
||
|
|
*
|
||
|
|
*
|
||
|
|
IF ( INFO .EQ. 0 ) THEN
|
||
|
|
* .. compute the minimal and the optimal workspace lengths
|
||
|
|
* [[The expressions for computing the minimal and the optimal
|
||
|
|
* values of LWORK are written with a lot of redundancy and
|
||
|
|
* can be simplified. However, this detailed form is easier for
|
||
|
|
* maintenance and modifications of the code.]]
|
||
|
|
*
|
||
|
|
* .. minimal workspace length for DGEQP3 of an M x N matrix
|
||
|
|
LWQP3 = 3 * N + 1
|
||
|
|
* .. minimal workspace length for DORMQR to build left singular vectors
|
||
|
|
IF ( WNTUS .OR. WNTUR ) THEN
|
||
|
|
LWORQ = MAX( N , 1 )
|
||
|
|
ELSE IF ( WNTUA ) THEN
|
||
|
|
LWORQ = MAX( M , 1 )
|
||
|
|
END IF
|
||
|
|
* .. minimal workspace length for DPOCON of an N x N matrix
|
||
|
|
LWCON = 3 * N
|
||
|
|
* .. DGESVD of an N x N matrix
|
||
|
|
LWSVD = MAX( 5 * N, 1 )
|
||
|
|
IF ( LQUERY ) THEN
|
||
|
|
CALL DGEQP3( M, N, A, LDA, IWORK, RDUMMY, RDUMMY, -1,
|
||
|
|
$ IERR )
|
||
|
|
LWRK_DGEQP3 = INT( RDUMMY(1) )
|
||
|
|
IF ( WNTUS .OR. WNTUR ) THEN
|
||
|
|
CALL DORMQR( 'L', 'N', M, N, N, A, LDA, RDUMMY, U,
|
||
|
|
$ LDU, RDUMMY, -1, IERR )
|
||
|
|
LWRK_DORMQR = INT( RDUMMY(1) )
|
||
|
|
ELSE IF ( WNTUA ) THEN
|
||
|
|
CALL DORMQR( 'L', 'N', M, M, N, A, LDA, RDUMMY, U,
|
||
|
|
$ LDU, RDUMMY, -1, IERR )
|
||
|
|
LWRK_DORMQR = INT( RDUMMY(1) )
|
||
|
|
ELSE
|
||
|
|
LWRK_DORMQR = 0
|
||
|
|
END IF
|
||
|
|
END IF
|
||
|
|
MINWRK = 2
|
||
|
|
OPTWRK = 2
|
||
|
|
IF ( .NOT. (LSVEC .OR. RSVEC )) THEN
|
||
|
|
* .. minimal and optimal sizes of the workspace if
|
||
|
|
* only the singular values are requested
|
||
|
|
IF ( CONDA ) THEN
|
||
|
|
MINWRK = MAX( N+LWQP3, LWCON, LWSVD )
|
||
|
|
ELSE
|
||
|
|
MINWRK = MAX( N+LWQP3, LWSVD )
|
||
|
|
END IF
|
||
|
|
IF ( LQUERY ) THEN
|
||
|
|
CALL DGESVD( 'N', 'N', N, N, A, LDA, S, U, LDU,
|
||
|
|
$ V, LDV, RDUMMY, -1, IERR )
|
||
|
|
LWRK_DGESVD = INT( RDUMMY(1) )
|
||
|
|
IF ( CONDA ) THEN
|
||
|
|
OPTWRK = MAX( N+LWRK_DGEQP3, N+LWCON, LWRK_DGESVD )
|
||
|
|
ELSE
|
||
|
|
OPTWRK = MAX( N+LWRK_DGEQP3, LWRK_DGESVD )
|
||
|
|
END IF
|
||
|
|
END IF
|
||
|
|
ELSE IF ( LSVEC .AND. (.NOT.RSVEC) ) THEN
|
||
|
|
* .. minimal and optimal sizes of the workspace if the
|
||
|
|
* singular values and the left singular vectors are requested
|
||
|
|
IF ( CONDA ) THEN
|
||
|
|
MINWRK = N + MAX( LWQP3, LWCON, LWSVD, LWORQ )
|
||
|
|
ELSE
|
||
|
|
MINWRK = N + MAX( LWQP3, LWSVD, LWORQ )
|
||
|
|
END IF
|
||
|
|
IF ( LQUERY ) THEN
|
||
|
|
IF ( RTRANS ) THEN
|
||
|
|
CALL DGESVD( 'N', 'O', N, N, A, LDA, S, U, LDU,
|
||
|
|
$ V, LDV, RDUMMY, -1, IERR )
|
||
|
|
ELSE
|
||
|
|
CALL DGESVD( 'O', 'N', N, N, A, LDA, S, U, LDU,
|
||
|
|
$ V, LDV, RDUMMY, -1, IERR )
|
||
|
|
END IF
|
||
|
|
LWRK_DGESVD = INT( RDUMMY(1) )
|
||
|
|
IF ( CONDA ) THEN
|
||
|
|
OPTWRK = N + MAX( LWRK_DGEQP3, LWCON, LWRK_DGESVD,
|
||
|
|
$ LWRK_DORMQR )
|
||
|
|
ELSE
|
||
|
|
OPTWRK = N + MAX( LWRK_DGEQP3, LWRK_DGESVD,
|
||
|
|
$ LWRK_DORMQR )
|
||
|
|
END IF
|
||
|
|
END IF
|
||
|
|
ELSE IF ( RSVEC .AND. (.NOT.LSVEC) ) THEN
|
||
|
|
* .. minimal and optimal sizes of the workspace if the
|
||
|
|
* singular values and the right singular vectors are requested
|
||
|
|
IF ( CONDA ) THEN
|
||
|
|
MINWRK = N + MAX( LWQP3, LWCON, LWSVD )
|
||
|
|
ELSE
|
||
|
|
MINWRK = N + MAX( LWQP3, LWSVD )
|
||
|
|
END IF
|
||
|
|
IF ( LQUERY ) THEN
|
||
|
|
IF ( RTRANS ) THEN
|
||
|
|
CALL DGESVD( 'O', 'N', N, N, A, LDA, S, U, LDU,
|
||
|
|
$ V, LDV, RDUMMY, -1, IERR )
|
||
|
|
ELSE
|
||
|
|
CALL DGESVD( 'N', 'O', N, N, A, LDA, S, U, LDU,
|
||
|
|
$ V, LDV, RDUMMY, -1, IERR )
|
||
|
|
END IF
|
||
|
|
LWRK_DGESVD = INT( RDUMMY(1) )
|
||
|
|
IF ( CONDA ) THEN
|
||
|
|
OPTWRK = N + MAX( LWRK_DGEQP3, LWCON, LWRK_DGESVD )
|
||
|
|
ELSE
|
||
|
|
OPTWRK = N + MAX( LWRK_DGEQP3, LWRK_DGESVD )
|
||
|
|
END IF
|
||
|
|
END IF
|
||
|
|
ELSE
|
||
|
|
* .. minimal and optimal sizes of the workspace if the
|
||
|
|
* full SVD is requested
|
||
|
|
IF ( RTRANS ) THEN
|
||
|
|
MINWRK = MAX( LWQP3, LWSVD, LWORQ )
|
||
|
|
IF ( CONDA ) MINWRK = MAX( MINWRK, LWCON )
|
||
|
|
MINWRK = MINWRK + N
|
||
|
|
IF ( WNTVA ) THEN
|
||
|
|
* .. minimal workspace length for N x N/2 DGEQRF
|
||
|
|
LWQRF = MAX( N/2, 1 )
|
||
|
|
* .. minimal workspace length for N/2 x N/2 DGESVD
|
||
|
|
LWSVD2 = MAX( 5 * (N/2), 1 )
|
||
|
|
LWORQ2 = MAX( N, 1 )
|
||
|
|
MINWRK2 = MAX( LWQP3, N/2+LWQRF, N/2+LWSVD2,
|
||
|
|
$ N/2+LWORQ2, LWORQ )
|
||
|
|
IF ( CONDA ) MINWRK2 = MAX( MINWRK2, LWCON )
|
||
|
|
MINWRK2 = N + MINWRK2
|
||
|
|
MINWRK = MAX( MINWRK, MINWRK2 )
|
||
|
|
END IF
|
||
|
|
ELSE
|
||
|
|
MINWRK = MAX( LWQP3, LWSVD, LWORQ )
|
||
|
|
IF ( CONDA ) MINWRK = MAX( MINWRK, LWCON )
|
||
|
|
MINWRK = MINWRK + N
|
||
|
|
IF ( WNTVA ) THEN
|
||
|
|
* .. minimal workspace length for N/2 x N DGELQF
|
||
|
|
LWLQF = MAX( N/2, 1 )
|
||
|
|
LWSVD2 = MAX( 5 * (N/2), 1 )
|
||
|
|
LWORLQ = MAX( N , 1 )
|
||
|
|
MINWRK2 = MAX( LWQP3, N/2+LWLQF, N/2+LWSVD2,
|
||
|
|
$ N/2+LWORLQ, LWORQ )
|
||
|
|
IF ( CONDA ) MINWRK2 = MAX( MINWRK2, LWCON )
|
||
|
|
MINWRK2 = N + MINWRK2
|
||
|
|
MINWRK = MAX( MINWRK, MINWRK2 )
|
||
|
|
END IF
|
||
|
|
END IF
|
||
|
|
IF ( LQUERY ) THEN
|
||
|
|
IF ( RTRANS ) THEN
|
||
|
|
CALL DGESVD( 'O', 'A', N, N, A, LDA, S, U, LDU,
|
||
|
|
$ V, LDV, RDUMMY, -1, IERR )
|
||
|
|
LWRK_DGESVD = INT( RDUMMY(1) )
|
||
|
|
OPTWRK = MAX(LWRK_DGEQP3,LWRK_DGESVD,LWRK_DORMQR)
|
||
|
|
IF ( CONDA ) OPTWRK = MAX( OPTWRK, LWCON )
|
||
|
|
OPTWRK = N + OPTWRK
|
||
|
|
IF ( WNTVA ) THEN
|
||
|
|
CALL DGEQRF(N,N/2,U,LDU,RDUMMY,RDUMMY,-1,IERR)
|
||
|
|
LWRK_DGEQRF = INT( RDUMMY(1) )
|
||
|
|
CALL DGESVD( 'S', 'O', N/2,N/2, V,LDV, S, U,LDU,
|
||
|
|
$ V, LDV, RDUMMY, -1, IERR )
|
||
|
|
LWRK_DGESVD2 = INT( RDUMMY(1) )
|
||
|
|
CALL DORMQR( 'R', 'C', N, N, N/2, U, LDU, RDUMMY,
|
||
|
|
$ V, LDV, RDUMMY, -1, IERR )
|
||
|
|
LWRK_DORMQR2 = INT( RDUMMY(1) )
|
||
|
|
OPTWRK2 = MAX( LWRK_DGEQP3, N/2+LWRK_DGEQRF,
|
||
|
|
$ N/2+LWRK_DGESVD2, N/2+LWRK_DORMQR2 )
|
||
|
|
IF ( CONDA ) OPTWRK2 = MAX( OPTWRK2, LWCON )
|
||
|
|
OPTWRK2 = N + OPTWRK2
|
||
|
|
OPTWRK = MAX( OPTWRK, OPTWRK2 )
|
||
|
|
END IF
|
||
|
|
ELSE
|
||
|
|
CALL DGESVD( 'S', 'O', N, N, A, LDA, S, U, LDU,
|
||
|
|
$ V, LDV, RDUMMY, -1, IERR )
|
||
|
|
LWRK_DGESVD = INT( RDUMMY(1) )
|
||
|
|
OPTWRK = MAX(LWRK_DGEQP3,LWRK_DGESVD,LWRK_DORMQR)
|
||
|
|
IF ( CONDA ) OPTWRK = MAX( OPTWRK, LWCON )
|
||
|
|
OPTWRK = N + OPTWRK
|
||
|
|
IF ( WNTVA ) THEN
|
||
|
|
CALL DGELQF(N/2,N,U,LDU,RDUMMY,RDUMMY,-1,IERR)
|
||
|
|
LWRK_DGELQF = INT( RDUMMY(1) )
|
||
|
|
CALL DGESVD( 'S','O', N/2,N/2, V, LDV, S, U, LDU,
|
||
|
|
$ V, LDV, RDUMMY, -1, IERR )
|
||
|
|
LWRK_DGESVD2 = INT( RDUMMY(1) )
|
||
|
|
CALL DORMLQ( 'R', 'N', N, N, N/2, U, LDU, RDUMMY,
|
||
|
|
$ V, LDV, RDUMMY,-1,IERR )
|
||
|
|
LWRK_DORMLQ = INT( RDUMMY(1) )
|
||
|
|
OPTWRK2 = MAX( LWRK_DGEQP3, N/2+LWRK_DGELQF,
|
||
|
|
$ N/2+LWRK_DGESVD2, N/2+LWRK_DORMLQ )
|
||
|
|
IF ( CONDA ) OPTWRK2 = MAX( OPTWRK2, LWCON )
|
||
|
|
OPTWRK2 = N + OPTWRK2
|
||
|
|
OPTWRK = MAX( OPTWRK, OPTWRK2 )
|
||
|
|
END IF
|
||
|
|
END IF
|
||
|
|
END IF
|
||
|
|
END IF
|
||
|
|
*
|
||
|
|
MINWRK = MAX( 2, MINWRK )
|
||
|
|
OPTWRK = MAX( 2, OPTWRK )
|
||
|
|
IF ( LWORK .LT. MINWRK .AND. (.NOT.LQUERY) ) INFO = -19
|
||
|
|
*
|
||
|
|
END IF
|
||
|
|
*
|
||
|
|
IF (INFO .EQ. 0 .AND. LRWORK .LT. RMINWRK .AND. .NOT. LQUERY) THEN
|
||
|
|
INFO = -21
|
||
|
|
END IF
|
||
|
|
IF( INFO.NE.0 ) THEN
|
||
|
|
CALL XERBLA( 'DGESVDQ', -INFO )
|
||
|
|
RETURN
|
||
|
|
ELSE IF ( LQUERY ) THEN
|
||
|
|
*
|
||
|
|
* Return optimal workspace
|
||
|
|
*
|
||
|
|
IWORK(1) = IMINWRK
|
||
|
|
WORK(1) = OPTWRK
|
||
|
|
WORK(2) = MINWRK
|
||
|
|
RWORK(1) = RMINWRK
|
||
|
|
RETURN
|
||
|
|
END IF
|
||
|
|
*
|
||
|
|
* Quick return if the matrix is void.
|
||
|
|
*
|
||
|
|
IF( ( M.EQ.0 ) .OR. ( N.EQ.0 ) ) THEN
|
||
|
|
* .. all output is void.
|
||
|
|
RETURN
|
||
|
|
END IF
|
||
|
|
*
|
||
|
|
BIG = DLAMCH('O')
|
||
|
|
ASCALED = .FALSE.
|
||
|
|
IWOFF = 1
|
||
|
|
IF ( ROWPRM ) THEN
|
||
|
|
IWOFF = M
|
||
|
|
* .. reordering the rows in decreasing sequence in the
|
||
|
|
* ell-infinity norm - this enhances numerical robustness in
|
||
|
|
* the case of differently scaled rows.
|
||
|
|
DO 1904 p = 1, M
|
||
|
|
* RWORK(p) = ABS( A(p,ICAMAX(N,A(p,1),LDA)) )
|
||
|
|
* [[DLANGE will return NaN if an entry of the p-th row is Nan]]
|
||
|
|
RWORK(p) = DLANGE( 'M', 1, N, A(p,1), LDA, RDUMMY )
|
||
|
|
* .. check for NaN's and Inf's
|
||
|
|
IF ( ( RWORK(p) .NE. RWORK(p) ) .OR.
|
||
|
|
$ ( (RWORK(p)*ZERO) .NE. ZERO ) ) THEN
|
||
|
|
INFO = -8
|
||
|
|
CALL XERBLA( 'DGESVDQ', -INFO )
|
||
|
|
RETURN
|
||
|
|
END IF
|
||
|
|
1904 CONTINUE
|
||
|
|
DO 1952 p = 1, M - 1
|
||
|
|
q = IDAMAX( M-p+1, RWORK(p), 1 ) + p - 1
|
||
|
|
IWORK(N+p) = q
|
||
|
|
IF ( p .NE. q ) THEN
|
||
|
|
RTMP = RWORK(p)
|
||
|
|
RWORK(p) = RWORK(q)
|
||
|
|
RWORK(q) = RTMP
|
||
|
|
END IF
|
||
|
|
1952 CONTINUE
|
||
|
|
*
|
||
|
|
IF ( RWORK(1) .EQ. ZERO ) THEN
|
||
|
|
* Quick return: A is the M x N zero matrix.
|
||
|
|
NUMRANK = 0
|
||
|
|
CALL DLASET( 'G', N, 1, ZERO, ZERO, S, N )
|
||
|
|
IF ( WNTUS ) CALL DLASET('G', M, N, ZERO, ONE, U, LDU)
|
||
|
|
IF ( WNTUA ) CALL DLASET('G', M, M, ZERO, ONE, U, LDU)
|
||
|
|
IF ( WNTVA ) CALL DLASET('G', N, N, ZERO, ONE, V, LDV)
|
||
|
|
IF ( WNTUF ) THEN
|
||
|
|
CALL DLASET( 'G', N, 1, ZERO, ZERO, WORK, N )
|
||
|
|
CALL DLASET( 'G', M, N, ZERO, ONE, U, LDU )
|
||
|
|
END IF
|
||
|
|
DO 5001 p = 1, N
|
||
|
|
IWORK(p) = p
|
||
|
|
5001 CONTINUE
|
||
|
|
IF ( ROWPRM ) THEN
|
||
|
|
DO 5002 p = N + 1, N + M - 1
|
||
|
|
IWORK(p) = p - N
|
||
|
|
5002 CONTINUE
|
||
|
|
END IF
|
||
|
|
IF ( CONDA ) RWORK(1) = -1
|
||
|
|
RWORK(2) = -1
|
||
|
|
RETURN
|
||
|
|
END IF
|
||
|
|
*
|
||
|
|
IF ( RWORK(1) .GT. BIG / SQRT(DBLE(M)) ) THEN
|
||
|
|
* .. to prevent overflow in the QR factorization, scale the
|
||
|
|
* matrix by 1/sqrt(M) if too large entry detected
|
||
|
|
CALL DLASCL('G',0,0,SQRT(DBLE(M)),ONE, M,N, A,LDA, IERR)
|
||
|
|
ASCALED = .TRUE.
|
||
|
|
END IF
|
||
|
|
CALL DLASWP( N, A, LDA, 1, M-1, IWORK(N+1), 1 )
|
||
|
|
END IF
|
||
|
|
*
|
||
|
|
* .. At this stage, preemptive scaling is done only to avoid column
|
||
|
|
* norms overflows during the QR factorization. The SVD procedure should
|
||
|
|
* have its own scaling to save the singular values from overflows and
|
||
|
|
* underflows. That depends on the SVD procedure.
|
||
|
|
*
|
||
|
|
IF ( .NOT.ROWPRM ) THEN
|
||
|
|
RTMP = DLANGE( 'M', M, N, A, LDA, RDUMMY )
|
||
|
|
IF ( ( RTMP .NE. RTMP ) .OR.
|
||
|
|
$ ( (RTMP*ZERO) .NE. ZERO ) ) THEN
|
||
|
|
INFO = -8
|
||
|
|
CALL XERBLA( 'DGESVDQ', -INFO )
|
||
|
|
RETURN
|
||
|
|
END IF
|
||
|
|
IF ( RTMP .GT. BIG / SQRT(DBLE(M)) ) THEN
|
||
|
|
* .. to prevent overflow in the QR factorization, scale the
|
||
|
|
* matrix by 1/sqrt(M) if too large entry detected
|
||
|
|
CALL DLASCL('G',0,0, SQRT(DBLE(M)),ONE, M,N, A,LDA, IERR)
|
||
|
|
ASCALED = .TRUE.
|
||
|
|
END IF
|
||
|
|
END IF
|
||
|
|
*
|
||
|
|
* .. QR factorization with column pivoting
|
||
|
|
*
|
||
|
|
* A * P = Q * [ R ]
|
||
|
|
* [ 0 ]
|
||
|
|
*
|
||
|
|
DO 1963 p = 1, N
|
||
|
|
* .. all columns are free columns
|
||
|
|
IWORK(p) = 0
|
||
|
|
1963 CONTINUE
|
||
|
|
CALL DGEQP3( M, N, A, LDA, IWORK, WORK, WORK(N+1), LWORK-N,
|
||
|
|
$ IERR )
|
||
|
|
*
|
||
|
|
* If the user requested accuracy level allows truncation in the
|
||
|
|
* computed upper triangular factor, the matrix R is examined and,
|
||
|
|
* if possible, replaced with its leading upper trapezoidal part.
|
||
|
|
*
|
||
|
|
EPSLN = DLAMCH('E')
|
||
|
|
SFMIN = DLAMCH('S')
|
||
|
|
* SMALL = SFMIN / EPSLN
|
||
|
|
NR = N
|
||
|
|
*
|
||
|
|
IF ( ACCLA ) THEN
|
||
|
|
*
|
||
|
|
* Standard absolute error bound suffices. All sigma_i with
|
||
|
|
* sigma_i < N*EPS*||A||_F are flushed to zero. This is an
|
||
|
|
* aggressive enforcement of lower numerical rank by introducing a
|
||
|
|
* backward error of the order of N*EPS*||A||_F.
|
||
|
|
NR = 1
|
||
|
|
RTMP = SQRT(DBLE(N))*EPSLN
|
||
|
|
DO 3001 p = 2, N
|
||
|
|
IF ( ABS(A(p,p)) .LT. (RTMP*ABS(A(1,1))) ) GO TO 3002
|
||
|
|
NR = NR + 1
|
||
|
|
3001 CONTINUE
|
||
|
|
3002 CONTINUE
|
||
|
|
*
|
||
|
|
ELSEIF ( ACCLM ) THEN
|
||
|
|
* .. similarly as above, only slightly more gentle (less aggressive).
|
||
|
|
* Sudden drop on the diagonal of R is used as the criterion for being
|
||
|
|
* close-to-rank-deficient. The threshold is set to EPSLN=DLAMCH('E').
|
||
|
|
* [[This can be made more flexible by replacing this hard-coded value
|
||
|
|
* with a user specified threshold.]] Also, the values that underflow
|
||
|
|
* will be truncated.
|
||
|
|
NR = 1
|
||
|
|
DO 3401 p = 2, N
|
||
|
|
IF ( ( ABS(A(p,p)) .LT. (EPSLN*ABS(A(p-1,p-1))) ) .OR.
|
||
|
|
$ ( ABS(A(p,p)) .LT. SFMIN ) ) GO TO 3402
|
||
|
|
NR = NR + 1
|
||
|
|
3401 CONTINUE
|
||
|
|
3402 CONTINUE
|
||
|
|
*
|
||
|
|
ELSE
|
||
|
|
* .. RRQR not authorized to determine numerical rank except in the
|
||
|
|
* obvious case of zero pivots.
|
||
|
|
* .. inspect R for exact zeros on the diagonal;
|
||
|
|
* R(i,i)=0 => R(i:N,i:N)=0.
|
||
|
|
NR = 1
|
||
|
|
DO 3501 p = 2, N
|
||
|
|
IF ( ABS(A(p,p)) .EQ. ZERO ) GO TO 3502
|
||
|
|
NR = NR + 1
|
||
|
|
3501 CONTINUE
|
||
|
|
3502 CONTINUE
|
||
|
|
*
|
||
|
|
IF ( CONDA ) THEN
|
||
|
|
* Estimate the scaled condition number of A. Use the fact that it is
|
||
|
|
* the same as the scaled condition number of R.
|
||
|
|
* .. V is used as workspace
|
||
|
|
CALL DLACPY( 'U', N, N, A, LDA, V, LDV )
|
||
|
|
* Only the leading NR x NR submatrix of the triangular factor
|
||
|
|
* is considered. Only if NR=N will this give a reliable error
|
||
|
|
* bound. However, even for NR < N, this can be used on an
|
||
|
|
* expert level and obtain useful information in the sense of
|
||
|
|
* perturbation theory.
|
||
|
|
DO 3053 p = 1, NR
|
||
|
|
RTMP = DNRM2( p, V(1,p), 1 )
|
||
|
|
CALL DSCAL( p, ONE/RTMP, V(1,p), 1 )
|
||
|
|
3053 CONTINUE
|
||
|
|
IF ( .NOT. ( LSVEC .OR. RSVEC ) ) THEN
|
||
|
|
CALL DPOCON( 'U', NR, V, LDV, ONE, RTMP,
|
||
|
|
$ WORK, IWORK(N+IWOFF), IERR )
|
||
|
|
ELSE
|
||
|
|
CALL DPOCON( 'U', NR, V, LDV, ONE, RTMP,
|
||
|
|
$ WORK(N+1), IWORK(N+IWOFF), IERR )
|
||
|
|
END IF
|
||
|
|
SCONDA = ONE / SQRT(RTMP)
|
||
|
|
* For NR=N, SCONDA is an estimate of SQRT(||(R^* * R)^(-1)||_1),
|
||
|
|
* N^(-1/4) * SCONDA <= ||R^(-1)||_2 <= N^(1/4) * SCONDA
|
||
|
|
* See the reference [1] for more details.
|
||
|
|
END IF
|
||
|
|
*
|
||
|
|
ENDIF
|
||
|
|
*
|
||
|
|
IF ( WNTUR ) THEN
|
||
|
|
N1 = NR
|
||
|
|
ELSE IF ( WNTUS .OR. WNTUF) THEN
|
||
|
|
N1 = N
|
||
|
|
ELSE IF ( WNTUA ) THEN
|
||
|
|
N1 = M
|
||
|
|
END IF
|
||
|
|
*
|
||
|
|
IF ( .NOT. ( RSVEC .OR. LSVEC ) ) THEN
|
||
|
|
*.......................................................................
|
||
|
|
* .. only the singular values are requested
|
||
|
|
*.......................................................................
|
||
|
|
IF ( RTRANS ) THEN
|
||
|
|
*
|
||
|
|
* .. compute the singular values of R**T = [A](1:NR,1:N)**T
|
||
|
|
* .. set the lower triangle of [A] to [A](1:NR,1:N)**T and
|
||
|
|
* the upper triangle of [A] to zero.
|
||
|
|
DO 1146 p = 1, MIN( N, NR )
|
||
|
|
DO 1147 q = p + 1, N
|
||
|
|
A(q,p) = A(p,q)
|
||
|
|
IF ( q .LE. NR ) A(p,q) = ZERO
|
||
|
|
1147 CONTINUE
|
||
|
|
1146 CONTINUE
|
||
|
|
*
|
||
|
|
CALL DGESVD( 'N', 'N', N, NR, A, LDA, S, U, LDU,
|
||
|
|
$ V, LDV, WORK, LWORK, INFO )
|
||
|
|
*
|
||
|
|
ELSE
|
||
|
|
*
|
||
|
|
* .. compute the singular values of R = [A](1:NR,1:N)
|
||
|
|
*
|
||
|
|
IF ( NR .GT. 1 )
|
||
|
|
$ CALL DLASET( 'L', NR-1,NR-1, ZERO,ZERO, A(2,1), LDA )
|
||
|
|
CALL DGESVD( 'N', 'N', NR, N, A, LDA, S, U, LDU,
|
||
|
|
$ V, LDV, WORK, LWORK, INFO )
|
||
|
|
*
|
||
|
|
END IF
|
||
|
|
*
|
||
|
|
ELSE IF ( LSVEC .AND. ( .NOT. RSVEC) ) THEN
|
||
|
|
*.......................................................................
|
||
|
|
* .. the singular values and the left singular vectors requested
|
||
|
|
*.......................................................................""""""""
|
||
|
|
IF ( RTRANS ) THEN
|
||
|
|
* .. apply DGESVD to R**T
|
||
|
|
* .. copy R**T into [U] and overwrite [U] with the right singular
|
||
|
|
* vectors of R
|
||
|
|
DO 1192 p = 1, NR
|
||
|
|
DO 1193 q = p, N
|
||
|
|
U(q,p) = A(p,q)
|
||
|
|
1193 CONTINUE
|
||
|
|
1192 CONTINUE
|
||
|
|
IF ( NR .GT. 1 )
|
||
|
|
$ CALL DLASET( 'U', NR-1,NR-1, ZERO,ZERO, U(1,2), LDU )
|
||
|
|
* .. the left singular vectors not computed, the NR right singular
|
||
|
|
* vectors overwrite [U](1:NR,1:NR) as transposed. These
|
||
|
|
* will be pre-multiplied by Q to build the left singular vectors of A.
|
||
|
|
CALL DGESVD( 'N', 'O', N, NR, U, LDU, S, U, LDU,
|
||
|
|
$ U, LDU, WORK(N+1), LWORK-N, INFO )
|
||
|
|
*
|
||
|
|
DO 1119 p = 1, NR
|
||
|
|
DO 1120 q = p + 1, NR
|
||
|
|
RTMP = U(q,p)
|
||
|
|
U(q,p) = U(p,q)
|
||
|
|
U(p,q) = RTMP
|
||
|
|
1120 CONTINUE
|
||
|
|
1119 CONTINUE
|
||
|
|
*
|
||
|
|
ELSE
|
||
|
|
* .. apply DGESVD to R
|
||
|
|
* .. copy R into [U] and overwrite [U] with the left singular vectors
|
||
|
|
CALL DLACPY( 'U', NR, N, A, LDA, U, LDU )
|
||
|
|
IF ( NR .GT. 1 )
|
||
|
|
$ CALL DLASET( 'L', NR-1, NR-1, ZERO, ZERO, U(2,1), LDU )
|
||
|
|
* .. the right singular vectors not computed, the NR left singular
|
||
|
|
* vectors overwrite [U](1:NR,1:NR)
|
||
|
|
CALL DGESVD( 'O', 'N', NR, N, U, LDU, S, U, LDU,
|
||
|
|
$ V, LDV, WORK(N+1), LWORK-N, INFO )
|
||
|
|
* .. now [U](1:NR,1:NR) contains the NR left singular vectors of
|
||
|
|
* R. These will be pre-multiplied by Q to build the left singular
|
||
|
|
* vectors of A.
|
||
|
|
END IF
|
||
|
|
*
|
||
|
|
* .. assemble the left singular vector matrix U of dimensions
|
||
|
|
* (M x NR) or (M x N) or (M x M).
|
||
|
|
IF ( ( NR .LT. M ) .AND. ( .NOT.WNTUF ) ) THEN
|
||
|
|
CALL DLASET('A', M-NR, NR, ZERO, ZERO, U(NR+1,1), LDU)
|
||
|
|
IF ( NR .LT. N1 ) THEN
|
||
|
|
CALL DLASET( 'A',NR,N1-NR,ZERO,ZERO,U(1,NR+1), LDU )
|
||
|
|
CALL DLASET( 'A',M-NR,N1-NR,ZERO,ONE,
|
||
|
|
$ U(NR+1,NR+1), LDU )
|
||
|
|
END IF
|
||
|
|
END IF
|
||
|
|
*
|
||
|
|
* The Q matrix from the first QRF is built into the left singular
|
||
|
|
* vectors matrix U.
|
||
|
|
*
|
||
|
|
IF ( .NOT.WNTUF )
|
||
|
|
$ CALL DORMQR( 'L', 'N', M, N1, N, A, LDA, WORK, U,
|
||
|
|
$ LDU, WORK(N+1), LWORK-N, IERR )
|
||
|
|
IF ( ROWPRM .AND. .NOT.WNTUF )
|
||
|
|
$ CALL DLASWP( N1, U, LDU, 1, M-1, IWORK(N+1), -1 )
|
||
|
|
*
|
||
|
|
ELSE IF ( RSVEC .AND. ( .NOT. LSVEC ) ) THEN
|
||
|
|
*.......................................................................
|
||
|
|
* .. the singular values and the right singular vectors requested
|
||
|
|
*.......................................................................
|
||
|
|
IF ( RTRANS ) THEN
|
||
|
|
* .. apply DGESVD to R**T
|
||
|
|
* .. copy R**T into V and overwrite V with the left singular vectors
|
||
|
|
DO 1165 p = 1, NR
|
||
|
|
DO 1166 q = p, N
|
||
|
|
V(q,p) = (A(p,q))
|
||
|
|
1166 CONTINUE
|
||
|
|
1165 CONTINUE
|
||
|
|
IF ( NR .GT. 1 )
|
||
|
|
$ CALL DLASET( 'U', NR-1,NR-1, ZERO,ZERO, V(1,2), LDV )
|
||
|
|
* .. the left singular vectors of R**T overwrite V, the right singular
|
||
|
|
* vectors not computed
|
||
|
|
IF ( WNTVR .OR. ( NR .EQ. N ) ) THEN
|
||
|
|
CALL DGESVD( 'O', 'N', N, NR, V, LDV, S, U, LDU,
|
||
|
|
$ U, LDU, WORK(N+1), LWORK-N, INFO )
|
||
|
|
*
|
||
|
|
DO 1121 p = 1, NR
|
||
|
|
DO 1122 q = p + 1, NR
|
||
|
|
RTMP = V(q,p)
|
||
|
|
V(q,p) = V(p,q)
|
||
|
|
V(p,q) = RTMP
|
||
|
|
1122 CONTINUE
|
||
|
|
1121 CONTINUE
|
||
|
|
*
|
||
|
|
IF ( NR .LT. N ) THEN
|
||
|
|
DO 1103 p = 1, NR
|
||
|
|
DO 1104 q = NR + 1, N
|
||
|
|
V(p,q) = V(q,p)
|
||
|
|
1104 CONTINUE
|
||
|
|
1103 CONTINUE
|
||
|
|
END IF
|
||
|
|
CALL DLAPMT( .FALSE., NR, N, V, LDV, IWORK )
|
||
|
|
ELSE
|
||
|
|
* .. need all N right singular vectors and NR < N
|
||
|
|
* [!] This is simple implementation that augments [V](1:N,1:NR)
|
||
|
|
* by padding a zero block. In the case NR << N, a more efficient
|
||
|
|
* way is to first use the QR factorization. For more details
|
||
|
|
* how to implement this, see the " FULL SVD " branch.
|
||
|
|
CALL DLASET('G', N, N-NR, ZERO, ZERO, V(1,NR+1), LDV)
|
||
|
|
CALL DGESVD( 'O', 'N', N, N, V, LDV, S, U, LDU,
|
||
|
|
$ U, LDU, WORK(N+1), LWORK-N, INFO )
|
||
|
|
*
|
||
|
|
DO 1123 p = 1, N
|
||
|
|
DO 1124 q = p + 1, N
|
||
|
|
RTMP = V(q,p)
|
||
|
|
V(q,p) = V(p,q)
|
||
|
|
V(p,q) = RTMP
|
||
|
|
1124 CONTINUE
|
||
|
|
1123 CONTINUE
|
||
|
|
CALL DLAPMT( .FALSE., N, N, V, LDV, IWORK )
|
||
|
|
END IF
|
||
|
|
*
|
||
|
|
ELSE
|
||
|
|
* .. aply DGESVD to R
|
||
|
|
* .. copy R into V and overwrite V with the right singular vectors
|
||
|
|
CALL DLACPY( 'U', NR, N, A, LDA, V, LDV )
|
||
|
|
IF ( NR .GT. 1 )
|
||
|
|
$ CALL DLASET( 'L', NR-1, NR-1, ZERO, ZERO, V(2,1), LDV )
|
||
|
|
* .. the right singular vectors overwrite V, the NR left singular
|
||
|
|
* vectors stored in U(1:NR,1:NR)
|
||
|
|
IF ( WNTVR .OR. ( NR .EQ. N ) ) THEN
|
||
|
|
CALL DGESVD( 'N', 'O', NR, N, V, LDV, S, U, LDU,
|
||
|
|
$ V, LDV, WORK(N+1), LWORK-N, INFO )
|
||
|
|
CALL DLAPMT( .FALSE., NR, N, V, LDV, IWORK )
|
||
|
|
* .. now [V](1:NR,1:N) contains V(1:N,1:NR)**T
|
||
|
|
ELSE
|
||
|
|
* .. need all N right singular vectors and NR < N
|
||
|
|
* [!] This is simple implementation that augments [V](1:NR,1:N)
|
||
|
|
* by padding a zero block. In the case NR << N, a more efficient
|
||
|
|
* way is to first use the LQ factorization. For more details
|
||
|
|
* how to implement this, see the " FULL SVD " branch.
|
||
|
|
CALL DLASET('G', N-NR, N, ZERO,ZERO, V(NR+1,1), LDV)
|
||
|
|
CALL DGESVD( 'N', 'O', N, N, V, LDV, S, U, LDU,
|
||
|
|
$ V, LDV, WORK(N+1), LWORK-N, INFO )
|
||
|
|
CALL DLAPMT( .FALSE., N, N, V, LDV, IWORK )
|
||
|
|
END IF
|
||
|
|
* .. now [V] contains the transposed matrix of the right singular
|
||
|
|
* vectors of A.
|
||
|
|
END IF
|
||
|
|
*
|
||
|
|
ELSE
|
||
|
|
*.......................................................................
|
||
|
|
* .. FULL SVD requested
|
||
|
|
*.......................................................................
|
||
|
|
IF ( RTRANS ) THEN
|
||
|
|
*
|
||
|
|
* .. apply DGESVD to R**T [[this option is left for R&D&T]]
|
||
|
|
*
|
||
|
|
IF ( WNTVR .OR. ( NR .EQ. N ) ) THEN
|
||
|
|
* .. copy R**T into [V] and overwrite [V] with the left singular
|
||
|
|
* vectors of R**T
|
||
|
|
DO 1168 p = 1, NR
|
||
|
|
DO 1169 q = p, N
|
||
|
|
V(q,p) = A(p,q)
|
||
|
|
1169 CONTINUE
|
||
|
|
1168 CONTINUE
|
||
|
|
IF ( NR .GT. 1 )
|
||
|
|
$ CALL DLASET( 'U', NR-1,NR-1, ZERO,ZERO, V(1,2), LDV )
|
||
|
|
*
|
||
|
|
* .. the left singular vectors of R**T overwrite [V], the NR right
|
||
|
|
* singular vectors of R**T stored in [U](1:NR,1:NR) as transposed
|
||
|
|
CALL DGESVD( 'O', 'A', N, NR, V, LDV, S, V, LDV,
|
||
|
|
$ U, LDU, WORK(N+1), LWORK-N, INFO )
|
||
|
|
* .. assemble V
|
||
|
|
DO 1115 p = 1, NR
|
||
|
|
DO 1116 q = p + 1, NR
|
||
|
|
RTMP = V(q,p)
|
||
|
|
V(q,p) = V(p,q)
|
||
|
|
V(p,q) = RTMP
|
||
|
|
1116 CONTINUE
|
||
|
|
1115 CONTINUE
|
||
|
|
IF ( NR .LT. N ) THEN
|
||
|
|
DO 1101 p = 1, NR
|
||
|
|
DO 1102 q = NR+1, N
|
||
|
|
V(p,q) = V(q,p)
|
||
|
|
1102 CONTINUE
|
||
|
|
1101 CONTINUE
|
||
|
|
END IF
|
||
|
|
CALL DLAPMT( .FALSE., NR, N, V, LDV, IWORK )
|
||
|
|
*
|
||
|
|
DO 1117 p = 1, NR
|
||
|
|
DO 1118 q = p + 1, NR
|
||
|
|
RTMP = U(q,p)
|
||
|
|
U(q,p) = U(p,q)
|
||
|
|
U(p,q) = RTMP
|
||
|
|
1118 CONTINUE
|
||
|
|
1117 CONTINUE
|
||
|
|
*
|
||
|
|
IF ( ( NR .LT. M ) .AND. .NOT.(WNTUF)) THEN
|
||
|
|
CALL DLASET('A', M-NR,NR, ZERO,ZERO, U(NR+1,1), LDU)
|
||
|
|
IF ( NR .LT. N1 ) THEN
|
||
|
|
CALL DLASET('A',NR,N1-NR,ZERO,ZERO,U(1,NR+1),LDU)
|
||
|
|
CALL DLASET( 'A',M-NR,N1-NR,ZERO,ONE,
|
||
|
|
$ U(NR+1,NR+1), LDU )
|
||
|
|
END IF
|
||
|
|
END IF
|
||
|
|
*
|
||
|
|
ELSE
|
||
|
|
* .. need all N right singular vectors and NR < N
|
||
|
|
* .. copy R**T into [V] and overwrite [V] with the left singular
|
||
|
|
* vectors of R**T
|
||
|
|
* [[The optimal ratio N/NR for using QRF instead of padding
|
||
|
|
* with zeros. Here hard coded to 2; it must be at least
|
||
|
|
* two due to work space constraints.]]
|
||
|
|
* OPTRATIO = ILAENV(6, 'DGESVD', 'S' // 'O', NR,N,0,0)
|
||
|
|
* OPTRATIO = MAX( OPTRATIO, 2 )
|
||
|
|
OPTRATIO = 2
|
||
|
|
IF ( OPTRATIO*NR .GT. N ) THEN
|
||
|
|
DO 1198 p = 1, NR
|
||
|
|
DO 1199 q = p, N
|
||
|
|
V(q,p) = A(p,q)
|
||
|
|
1199 CONTINUE
|
||
|
|
1198 CONTINUE
|
||
|
|
IF ( NR .GT. 1 )
|
||
|
|
$ CALL DLASET('U',NR-1,NR-1, ZERO,ZERO, V(1,2),LDV)
|
||
|
|
*
|
||
|
|
CALL DLASET('A',N,N-NR,ZERO,ZERO,V(1,NR+1),LDV)
|
||
|
|
CALL DGESVD( 'O', 'A', N, N, V, LDV, S, V, LDV,
|
||
|
|
$ U, LDU, WORK(N+1), LWORK-N, INFO )
|
||
|
|
*
|
||
|
|
DO 1113 p = 1, N
|
||
|
|
DO 1114 q = p + 1, N
|
||
|
|
RTMP = V(q,p)
|
||
|
|
V(q,p) = V(p,q)
|
||
|
|
V(p,q) = RTMP
|
||
|
|
1114 CONTINUE
|
||
|
|
1113 CONTINUE
|
||
|
|
CALL DLAPMT( .FALSE., N, N, V, LDV, IWORK )
|
||
|
|
* .. assemble the left singular vector matrix U of dimensions
|
||
|
|
* (M x N1), i.e. (M x N) or (M x M).
|
||
|
|
*
|
||
|
|
DO 1111 p = 1, N
|
||
|
|
DO 1112 q = p + 1, N
|
||
|
|
RTMP = U(q,p)
|
||
|
|
U(q,p) = U(p,q)
|
||
|
|
U(p,q) = RTMP
|
||
|
|
1112 CONTINUE
|
||
|
|
1111 CONTINUE
|
||
|
|
*
|
||
|
|
IF ( ( N .LT. M ) .AND. .NOT.(WNTUF)) THEN
|
||
|
|
CALL DLASET('A',M-N,N,ZERO,ZERO,U(N+1,1),LDU)
|
||
|
|
IF ( N .LT. N1 ) THEN
|
||
|
|
CALL DLASET('A',N,N1-N,ZERO,ZERO,U(1,N+1),LDU)
|
||
|
|
CALL DLASET('A',M-N,N1-N,ZERO,ONE,
|
||
|
|
$ U(N+1,N+1), LDU )
|
||
|
|
END IF
|
||
|
|
END IF
|
||
|
|
ELSE
|
||
|
|
* .. copy R**T into [U] and overwrite [U] with the right
|
||
|
|
* singular vectors of R
|
||
|
|
DO 1196 p = 1, NR
|
||
|
|
DO 1197 q = p, N
|
||
|
|
U(q,NR+p) = A(p,q)
|
||
|
|
1197 CONTINUE
|
||
|
|
1196 CONTINUE
|
||
|
|
IF ( NR .GT. 1 )
|
||
|
|
$ CALL DLASET('U',NR-1,NR-1,ZERO,ZERO,U(1,NR+2),LDU)
|
||
|
|
CALL DGEQRF( N, NR, U(1,NR+1), LDU, WORK(N+1),
|
||
|
|
$ WORK(N+NR+1), LWORK-N-NR, IERR )
|
||
|
|
DO 1143 p = 1, NR
|
||
|
|
DO 1144 q = 1, N
|
||
|
|
V(q,p) = U(p,NR+q)
|
||
|
|
1144 CONTINUE
|
||
|
|
1143 CONTINUE
|
||
|
|
CALL DLASET('U',NR-1,NR-1,ZERO,ZERO,V(1,2),LDV)
|
||
|
|
CALL DGESVD( 'S', 'O', NR, NR, V, LDV, S, U, LDU,
|
||
|
|
$ V,LDV, WORK(N+NR+1),LWORK-N-NR, INFO )
|
||
|
|
CALL DLASET('A',N-NR,NR,ZERO,ZERO,V(NR+1,1),LDV)
|
||
|
|
CALL DLASET('A',NR,N-NR,ZERO,ZERO,V(1,NR+1),LDV)
|
||
|
|
CALL DLASET('A',N-NR,N-NR,ZERO,ONE,V(NR+1,NR+1),LDV)
|
||
|
|
CALL DORMQR('R','C', N, N, NR, U(1,NR+1), LDU,
|
||
|
|
$ WORK(N+1),V,LDV,WORK(N+NR+1),LWORK-N-NR,IERR)
|
||
|
|
CALL DLAPMT( .FALSE., N, N, V, LDV, IWORK )
|
||
|
|
* .. assemble the left singular vector matrix U of dimensions
|
||
|
|
* (M x NR) or (M x N) or (M x M).
|
||
|
|
IF ( ( NR .LT. M ) .AND. .NOT.(WNTUF)) THEN
|
||
|
|
CALL DLASET('A',M-NR,NR,ZERO,ZERO,U(NR+1,1),LDU)
|
||
|
|
IF ( NR .LT. N1 ) THEN
|
||
|
|
CALL DLASET('A',NR,N1-NR,ZERO,ZERO,U(1,NR+1),LDU)
|
||
|
|
CALL DLASET( 'A',M-NR,N1-NR,ZERO,ONE,
|
||
|
|
$ U(NR+1,NR+1),LDU)
|
||
|
|
END IF
|
||
|
|
END IF
|
||
|
|
END IF
|
||
|
|
END IF
|
||
|
|
*
|
||
|
|
ELSE
|
||
|
|
*
|
||
|
|
* .. apply DGESVD to R [[this is the recommended option]]
|
||
|
|
*
|
||
|
|
IF ( WNTVR .OR. ( NR .EQ. N ) ) THEN
|
||
|
|
* .. copy R into [V] and overwrite V with the right singular vectors
|
||
|
|
CALL DLACPY( 'U', NR, N, A, LDA, V, LDV )
|
||
|
|
IF ( NR .GT. 1 )
|
||
|
|
$ CALL DLASET( 'L', NR-1,NR-1, ZERO,ZERO, V(2,1), LDV )
|
||
|
|
* .. the right singular vectors of R overwrite [V], the NR left
|
||
|
|
* singular vectors of R stored in [U](1:NR,1:NR)
|
||
|
|
CALL DGESVD( 'S', 'O', NR, N, V, LDV, S, U, LDU,
|
||
|
|
$ V, LDV, WORK(N+1), LWORK-N, INFO )
|
||
|
|
CALL DLAPMT( .FALSE., NR, N, V, LDV, IWORK )
|
||
|
|
* .. now [V](1:NR,1:N) contains V(1:N,1:NR)**T
|
||
|
|
* .. assemble the left singular vector matrix U of dimensions
|
||
|
|
* (M x NR) or (M x N) or (M x M).
|
||
|
|
IF ( ( NR .LT. M ) .AND. .NOT.(WNTUF)) THEN
|
||
|
|
CALL DLASET('A', M-NR,NR, ZERO,ZERO, U(NR+1,1), LDU)
|
||
|
|
IF ( NR .LT. N1 ) THEN
|
||
|
|
CALL DLASET('A',NR,N1-NR,ZERO,ZERO,U(1,NR+1),LDU)
|
||
|
|
CALL DLASET( 'A',M-NR,N1-NR,ZERO,ONE,
|
||
|
|
$ U(NR+1,NR+1), LDU )
|
||
|
|
END IF
|
||
|
|
END IF
|
||
|
|
*
|
||
|
|
ELSE
|
||
|
|
* .. need all N right singular vectors and NR < N
|
||
|
|
* .. the requested number of the left singular vectors
|
||
|
|
* is then N1 (N or M)
|
||
|
|
* [[The optimal ratio N/NR for using LQ instead of padding
|
||
|
|
* with zeros. Here hard coded to 2; it must be at least
|
||
|
|
* two due to work space constraints.]]
|
||
|
|
* OPTRATIO = ILAENV(6, 'DGESVD', 'S' // 'O', NR,N,0,0)
|
||
|
|
* OPTRATIO = MAX( OPTRATIO, 2 )
|
||
|
|
OPTRATIO = 2
|
||
|
|
IF ( OPTRATIO * NR .GT. N ) THEN
|
||
|
|
CALL DLACPY( 'U', NR, N, A, LDA, V, LDV )
|
||
|
|
IF ( NR .GT. 1 )
|
||
|
|
$ CALL DLASET('L', NR-1,NR-1, ZERO,ZERO, V(2,1),LDV)
|
||
|
|
* .. the right singular vectors of R overwrite [V], the NR left
|
||
|
|
* singular vectors of R stored in [U](1:NR,1:NR)
|
||
|
|
CALL DLASET('A', N-NR,N, ZERO,ZERO, V(NR+1,1),LDV)
|
||
|
|
CALL DGESVD( 'S', 'O', N, N, V, LDV, S, U, LDU,
|
||
|
|
$ V, LDV, WORK(N+1), LWORK-N, INFO )
|
||
|
|
CALL DLAPMT( .FALSE., N, N, V, LDV, IWORK )
|
||
|
|
* .. now [V] contains the transposed matrix of the right
|
||
|
|
* singular vectors of A. The leading N left singular vectors
|
||
|
|
* are in [U](1:N,1:N)
|
||
|
|
* .. assemble the left singular vector matrix U of dimensions
|
||
|
|
* (M x N1), i.e. (M x N) or (M x M).
|
||
|
|
IF ( ( N .LT. M ) .AND. .NOT.(WNTUF)) THEN
|
||
|
|
CALL DLASET('A',M-N,N,ZERO,ZERO,U(N+1,1),LDU)
|
||
|
|
IF ( N .LT. N1 ) THEN
|
||
|
|
CALL DLASET('A',N,N1-N,ZERO,ZERO,U(1,N+1),LDU)
|
||
|
|
CALL DLASET( 'A',M-N,N1-N,ZERO,ONE,
|
||
|
|
$ U(N+1,N+1), LDU )
|
||
|
|
END IF
|
||
|
|
END IF
|
||
|
|
ELSE
|
||
|
|
CALL DLACPY( 'U', NR, N, A, LDA, U(NR+1,1), LDU )
|
||
|
|
IF ( NR .GT. 1 )
|
||
|
|
$ CALL DLASET('L',NR-1,NR-1,ZERO,ZERO,U(NR+2,1),LDU)
|
||
|
|
CALL DGELQF( NR, N, U(NR+1,1), LDU, WORK(N+1),
|
||
|
|
$ WORK(N+NR+1), LWORK-N-NR, IERR )
|
||
|
|
CALL DLACPY('L',NR,NR,U(NR+1,1),LDU,V,LDV)
|
||
|
|
IF ( NR .GT. 1 )
|
||
|
|
$ CALL DLASET('U',NR-1,NR-1,ZERO,ZERO,V(1,2),LDV)
|
||
|
|
CALL DGESVD( 'S', 'O', NR, NR, V, LDV, S, U, LDU,
|
||
|
|
$ V, LDV, WORK(N+NR+1), LWORK-N-NR, INFO )
|
||
|
|
CALL DLASET('A',N-NR,NR,ZERO,ZERO,V(NR+1,1),LDV)
|
||
|
|
CALL DLASET('A',NR,N-NR,ZERO,ZERO,V(1,NR+1),LDV)
|
||
|
|
CALL DLASET('A',N-NR,N-NR,ZERO,ONE,V(NR+1,NR+1),LDV)
|
||
|
|
CALL DORMLQ('R','N',N,N,NR,U(NR+1,1),LDU,WORK(N+1),
|
||
|
|
$ V, LDV, WORK(N+NR+1),LWORK-N-NR,IERR)
|
||
|
|
CALL DLAPMT( .FALSE., N, N, V, LDV, IWORK )
|
||
|
|
* .. assemble the left singular vector matrix U of dimensions
|
||
|
|
* (M x NR) or (M x N) or (M x M).
|
||
|
|
IF ( ( NR .LT. M ) .AND. .NOT.(WNTUF)) THEN
|
||
|
|
CALL DLASET('A',M-NR,NR,ZERO,ZERO,U(NR+1,1),LDU)
|
||
|
|
IF ( NR .LT. N1 ) THEN
|
||
|
|
CALL DLASET('A',NR,N1-NR,ZERO,ZERO,U(1,NR+1),LDU)
|
||
|
|
CALL DLASET( 'A',M-NR,N1-NR,ZERO,ONE,
|
||
|
|
$ U(NR+1,NR+1), LDU )
|
||
|
|
END IF
|
||
|
|
END IF
|
||
|
|
END IF
|
||
|
|
END IF
|
||
|
|
* .. end of the "R**T or R" branch
|
||
|
|
END IF
|
||
|
|
*
|
||
|
|
* The Q matrix from the first QRF is built into the left singular
|
||
|
|
* vectors matrix U.
|
||
|
|
*
|
||
|
|
IF ( .NOT. WNTUF )
|
||
|
|
$ CALL DORMQR( 'L', 'N', M, N1, N, A, LDA, WORK, U,
|
||
|
|
$ LDU, WORK(N+1), LWORK-N, IERR )
|
||
|
|
IF ( ROWPRM .AND. .NOT.WNTUF )
|
||
|
|
$ CALL DLASWP( N1, U, LDU, 1, M-1, IWORK(N+1), -1 )
|
||
|
|
*
|
||
|
|
* ... end of the "full SVD" branch
|
||
|
|
END IF
|
||
|
|
*
|
||
|
|
* Check whether some singular values are returned as zeros, e.g.
|
||
|
|
* due to underflow, and update the numerical rank.
|
||
|
|
p = NR
|
||
|
|
DO 4001 q = p, 1, -1
|
||
|
|
IF ( S(q) .GT. ZERO ) GO TO 4002
|
||
|
|
NR = NR - 1
|
||
|
|
4001 CONTINUE
|
||
|
|
4002 CONTINUE
|
||
|
|
*
|
||
|
|
* .. if numerical rank deficiency is detected, the truncated
|
||
|
|
* singular values are set to zero.
|
||
|
|
IF ( NR .LT. N ) CALL DLASET( 'G', N-NR,1, ZERO,ZERO, S(NR+1), N )
|
||
|
|
* .. undo scaling; this may cause overflow in the largest singular
|
||
|
|
* values.
|
||
|
|
IF ( ASCALED )
|
||
|
|
$ CALL DLASCL( 'G',0,0, ONE,SQRT(DBLE(M)), NR,1, S, N, IERR )
|
||
|
|
IF ( CONDA ) RWORK(1) = SCONDA
|
||
|
|
RWORK(2) = p - NR
|
||
|
|
* .. p-NR is the number of singular values that are computed as
|
||
|
|
* exact zeros in DGESVD() applied to the (possibly truncated)
|
||
|
|
* full row rank triangular (trapezoidal) factor of A.
|
||
|
|
NUMRANK = NR
|
||
|
|
*
|
||
|
|
RETURN
|
||
|
|
*
|
||
|
|
* End of DGESVDQ
|
||
|
|
*
|
||
|
|
END
|