forked from Reference-LAPACK/lapack
-
Notifications
You must be signed in to change notification settings - Fork 0
/
Copy pathdgesdd.f
1545 lines (1544 loc) · 59 KB
/
dgesdd.f
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
944
945
946
947
948
949
950
951
952
953
954
955
956
957
958
959
960
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988
989
990
991
992
993
994
995
996
997
998
999
1000
*> \brief \b DGESDD
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download DGESDD + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgesdd.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgesdd.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgesdd.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE DGESDD( JOBZ, M, N, A, LDA, S, U, LDU, VT, LDVT,
* WORK, LWORK, IWORK, INFO )
*
* .. Scalar Arguments ..
* CHARACTER JOBZ
* INTEGER INFO, LDA, LDU, LDVT, LWORK, M, N
* ..
* .. Array Arguments ..
* INTEGER IWORK( * )
* DOUBLE PRECISION A( LDA, * ), S( * ), U( LDU, * ),
* $ VT( LDVT, * ), WORK( * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> DGESDD computes the singular value decomposition (SVD) of a real
*> M-by-N matrix A, optionally computing the left and right singular
*> vectors. If singular vectors are desired, it uses a
*> divide-and-conquer algorithm.
*>
*> The SVD is written
*>
*> A = U * SIGMA * transpose(V)
*>
*> where SIGMA is an M-by-N matrix which is zero except for its
*> min(m,n) diagonal elements, U is an M-by-M orthogonal matrix, and
*> V is an N-by-N orthogonal matrix. The diagonal elements of SIGMA
*> are the singular values of A; they are real and non-negative, and
*> are returned in descending order. The first min(m,n) columns of
*> U and V are the left and right singular vectors of A.
*>
*> Note that the routine returns VT = V**T, not V.
*>
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] JOBZ
*> \verbatim
*> JOBZ is CHARACTER*1
*> Specifies options for computing all or part of the matrix U:
*> = 'A': all M columns of U and all N rows of V**T are
*> returned in the arrays U and VT;
*> = 'S': the first min(M,N) columns of U and the first
*> min(M,N) rows of V**T are returned in the arrays U
*> and VT;
*> = 'O': If M >= N, the first N columns of U are overwritten
*> on the array A and all rows of V**T are returned in
*> the array VT;
*> otherwise, all columns of U are returned in the
*> array U and the first M rows of V**T are overwritten
*> in the array A;
*> = 'N': no columns of U or rows of V**T are computed.
*> \endverbatim
*>
*> \param[in] M
*> \verbatim
*> M is INTEGER
*> The number of rows of the input matrix A. M >= 0.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> The number of columns of the input matrix A. N >= 0.
*> \endverbatim
*>
*> \param[in,out] A
*> \verbatim
*> A is DOUBLE PRECISION array, dimension (LDA,N)
*> On entry, the M-by-N matrix A.
*> On exit,
*> if JOBZ = 'O', A is overwritten with the first N columns
*> of U (the left singular vectors, stored
*> columnwise) if M >= N;
*> A is overwritten with the first M rows
*> of V**T (the right singular vectors, stored
*> rowwise) otherwise.
*> if JOBZ .ne. 'O', the contents of A are destroyed.
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*> LDA is INTEGER
*> The leading dimension of the array A. LDA >= max(1,M).
*> \endverbatim
*>
*> \param[out] S
*> \verbatim
*> S is DOUBLE PRECISION array, dimension (min(M,N))
*> The singular values of A, sorted so that S(i) >= S(i+1).
*> \endverbatim
*>
*> \param[out] U
*> \verbatim
*> U is DOUBLE PRECISION array, dimension (LDU,UCOL)
*> UCOL = M if JOBZ = 'A' or JOBZ = 'O' and M < N;
*> UCOL = min(M,N) if JOBZ = 'S'.
*> If JOBZ = 'A' or JOBZ = 'O' and M < N, U contains the M-by-M
*> orthogonal matrix U;
*> if JOBZ = 'S', U contains the first min(M,N) columns of U
*> (the left singular vectors, stored columnwise);
*> if JOBZ = 'O' and M >= N, or JOBZ = 'N', U is not referenced.
*> \endverbatim
*>
*> \param[in] LDU
*> \verbatim
*> LDU is INTEGER
*> The leading dimension of the array U. LDU >= 1; if
*> JOBZ = 'S' or 'A' or JOBZ = 'O' and M < N, LDU >= M.
*> \endverbatim
*>
*> \param[out] VT
*> \verbatim
*> VT is DOUBLE PRECISION array, dimension (LDVT,N)
*> If JOBZ = 'A' or JOBZ = 'O' and M >= N, VT contains the
*> N-by-N orthogonal matrix V**T;
*> if JOBZ = 'S', VT contains the first min(M,N) rows of
*> V**T (the right singular vectors, stored rowwise);
*> if JOBZ = 'O' and M < N, or JOBZ = 'N', VT is not referenced.
*> \endverbatim
*>
*> \param[in] LDVT
*> \verbatim
*> LDVT is INTEGER
*> The leading dimension of the array VT. LDVT >= 1;
*> if JOBZ = 'A' or JOBZ = 'O' and M >= N, LDVT >= N;
*> if JOBZ = 'S', LDVT >= min(M,N).
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*> WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
*> On exit, if INFO = 0, WORK(1) returns the optimal LWORK;
*> \endverbatim
*>
*> \param[in] LWORK
*> \verbatim
*> LWORK is INTEGER
*> The dimension of the array WORK. LWORK >= 1.
*> If LWORK = -1, a workspace query is assumed. The optimal
*> size for the WORK array is calculated and stored in WORK(1),
*> and no other work except argument checking is performed.
*>
*> Let mx = max(M,N) and mn = min(M,N).
*> If JOBZ = 'N', LWORK >= 3*mn + max( mx, 7*mn ).
*> If JOBZ = 'O', LWORK >= 3*mn + max( mx, 5*mn*mn + 4*mn ).
*> If JOBZ = 'S', LWORK >= 4*mn*mn + 7*mn.
*> If JOBZ = 'A', LWORK >= 4*mn*mn + 6*mn + mx.
*> These are not tight minimums in all cases; see comments inside code.
*> For good performance, LWORK should generally be larger;
*> a query is recommended.
*> \endverbatim
*>
*> \param[out] IWORK
*> \verbatim
*> IWORK is INTEGER array, dimension (8*min(M,N))
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*> INFO is INTEGER
*> < 0: if INFO = -i, the i-th argument had an illegal value.
*> = -4: if A had a NAN entry.
*> > 0: DBDSDC did not converge, updating process failed.
*> = 0: successful exit.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \ingroup doubleGEsing
*
*> \par Contributors:
* ==================
*>
*> Ming Gu and Huan Ren, Computer Science Division, University of
*> California at Berkeley, USA
*>
* =====================================================================
SUBROUTINE DGESDD( JOBZ, M, N, A, LDA, S, U, LDU, VT, LDVT,
$ WORK, LWORK, IWORK, INFO )
implicit none
*
* -- LAPACK driver routine --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*
* .. Scalar Arguments ..
CHARACTER JOBZ
INTEGER INFO, LDA, LDU, LDVT, LWORK, M, N
* ..
* .. Array Arguments ..
INTEGER IWORK( * )
DOUBLE PRECISION A( LDA, * ), S( * ), U( LDU, * ),
$ VT( LDVT, * ), WORK( * )
* ..
*
* =====================================================================
*
* .. Parameters ..
DOUBLE PRECISION ZERO, ONE
PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
* ..
* .. Local Scalars ..
LOGICAL LQUERY, WNTQA, WNTQAS, WNTQN, WNTQO, WNTQS
INTEGER BDSPAC, BLK, CHUNK, I, IE, IERR, IL,
$ IR, ISCL, ITAU, ITAUP, ITAUQ, IU, IVT, LDWKVT,
$ LDWRKL, LDWRKR, LDWRKU, MAXWRK, MINMN, MINWRK,
$ MNTHR, NWORK, WRKBL
INTEGER LWORK_DGEBRD_MN, LWORK_DGEBRD_MM,
$ LWORK_DGEBRD_NN, LWORK_DGELQF_MN,
$ LWORK_DGEQRF_MN,
$ LWORK_DORGBR_P_MM, LWORK_DORGBR_Q_NN,
$ LWORK_DORGLQ_MN, LWORK_DORGLQ_NN,
$ LWORK_DORGQR_MM, LWORK_DORGQR_MN,
$ LWORK_DORMBR_PRT_MM, LWORK_DORMBR_QLN_MM,
$ LWORK_DORMBR_PRT_MN, LWORK_DORMBR_QLN_MN,
$ LWORK_DORMBR_PRT_NN, LWORK_DORMBR_QLN_NN
DOUBLE PRECISION ANRM, BIGNUM, EPS, SMLNUM
* ..
* .. Local Arrays ..
INTEGER IDUM( 1 )
DOUBLE PRECISION DUM( 1 )
* ..
* .. External Subroutines ..
EXTERNAL DBDSDC, DGEBRD, DGELQF, DGEMM, DGEQRF, DLACPY,
$ DLASCL, DLASET, DORGBR, DORGLQ, DORGQR, DORMBR,
$ XERBLA
* ..
* .. External Functions ..
LOGICAL LSAME, DISNAN
DOUBLE PRECISION DLAMCH, DLANGE, DROUNDUP_LWORK
EXTERNAL DLAMCH, DLANGE, LSAME, DISNAN,
$ DROUNDUP_LWORK
* ..
* .. Intrinsic Functions ..
INTRINSIC INT, MAX, MIN, SQRT
* ..
* .. Executable Statements ..
*
* Test the input arguments
*
INFO = 0
MINMN = MIN( M, N )
WNTQA = LSAME( JOBZ, 'A' )
WNTQS = LSAME( JOBZ, 'S' )
WNTQAS = WNTQA .OR. WNTQS
WNTQO = LSAME( JOBZ, 'O' )
WNTQN = LSAME( JOBZ, 'N' )
LQUERY = ( LWORK.EQ.-1 )
*
IF( .NOT.( WNTQA .OR. WNTQS .OR. WNTQO .OR. WNTQN ) ) THEN
INFO = -1
ELSE IF( M.LT.0 ) THEN
INFO = -2
ELSE IF( N.LT.0 ) THEN
INFO = -3
ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
INFO = -5
ELSE IF( LDU.LT.1 .OR. ( WNTQAS .AND. LDU.LT.M ) .OR.
$ ( WNTQO .AND. M.LT.N .AND. LDU.LT.M ) ) THEN
INFO = -8
ELSE IF( LDVT.LT.1 .OR. ( WNTQA .AND. LDVT.LT.N ) .OR.
$ ( WNTQS .AND. LDVT.LT.MINMN ) .OR.
$ ( WNTQO .AND. M.GE.N .AND. LDVT.LT.N ) ) THEN
INFO = -10
END IF
*
* Compute workspace
* Note: Comments in the code beginning "Workspace:" describe the
* minimal amount of workspace allocated at that point in the code,
* as well as the preferred amount for good performance.
* NB refers to the optimal block size for the immediately
* following subroutine, as returned by ILAENV.
*
IF( INFO.EQ.0 ) THEN
MINWRK = 1
MAXWRK = 1
BDSPAC = 0
MNTHR = INT( MINMN*11.0D0 / 6.0D0 )
IF( M.GE.N .AND. MINMN.GT.0 ) THEN
*
* Compute space needed for DBDSDC
*
IF( WNTQN ) THEN
* dbdsdc needs only 4*N (or 6*N for uplo=L for LAPACK <= 3.6)
* keep 7*N for backwards compatibility.
BDSPAC = 7*N
ELSE
BDSPAC = 3*N*N + 4*N
END IF
*
* Compute space preferred for each routine
CALL DGEBRD( M, N, DUM(1), M, DUM(1), DUM(1), DUM(1),
$ DUM(1), DUM(1), -1, IERR )
LWORK_DGEBRD_MN = INT( DUM(1) )
*
CALL DGEBRD( N, N, DUM(1), N, DUM(1), DUM(1), DUM(1),
$ DUM(1), DUM(1), -1, IERR )
LWORK_DGEBRD_NN = INT( DUM(1) )
*
CALL DGEQRF( M, N, DUM(1), M, DUM(1), DUM(1), -1, IERR )
LWORK_DGEQRF_MN = INT( DUM(1) )
*
CALL DORGBR( 'Q', N, N, N, DUM(1), N, DUM(1), DUM(1), -1,
$ IERR )
LWORK_DORGBR_Q_NN = INT( DUM(1) )
*
CALL DORGQR( M, M, N, DUM(1), M, DUM(1), DUM(1), -1, IERR )
LWORK_DORGQR_MM = INT( DUM(1) )
*
CALL DORGQR( M, N, N, DUM(1), M, DUM(1), DUM(1), -1, IERR )
LWORK_DORGQR_MN = INT( DUM(1) )
*
CALL DORMBR( 'P', 'R', 'T', N, N, N, DUM(1), N,
$ DUM(1), DUM(1), N, DUM(1), -1, IERR )
LWORK_DORMBR_PRT_NN = INT( DUM(1) )
*
CALL DORMBR( 'Q', 'L', 'N', N, N, N, DUM(1), N,
$ DUM(1), DUM(1), N, DUM(1), -1, IERR )
LWORK_DORMBR_QLN_NN = INT( DUM(1) )
*
CALL DORMBR( 'Q', 'L', 'N', M, N, N, DUM(1), M,
$ DUM(1), DUM(1), M, DUM(1), -1, IERR )
LWORK_DORMBR_QLN_MN = INT( DUM(1) )
*
CALL DORMBR( 'Q', 'L', 'N', M, M, N, DUM(1), M,
$ DUM(1), DUM(1), M, DUM(1), -1, IERR )
LWORK_DORMBR_QLN_MM = INT( DUM(1) )
*
IF( M.GE.MNTHR ) THEN
IF( WNTQN ) THEN
*
* Path 1 (M >> N, JOBZ='N')
*
WRKBL = N + LWORK_DGEQRF_MN
WRKBL = MAX( WRKBL, 3*N + LWORK_DGEBRD_NN )
MAXWRK = MAX( WRKBL, BDSPAC + N )
MINWRK = BDSPAC + N
ELSE IF( WNTQO ) THEN
*
* Path 2 (M >> N, JOBZ='O')
*
WRKBL = N + LWORK_DGEQRF_MN
WRKBL = MAX( WRKBL, N + LWORK_DORGQR_MN )
WRKBL = MAX( WRKBL, 3*N + LWORK_DGEBRD_NN )
WRKBL = MAX( WRKBL, 3*N + LWORK_DORMBR_QLN_NN )
WRKBL = MAX( WRKBL, 3*N + LWORK_DORMBR_PRT_NN )
WRKBL = MAX( WRKBL, 3*N + BDSPAC )
MAXWRK = WRKBL + 2*N*N
MINWRK = BDSPAC + 2*N*N + 3*N
ELSE IF( WNTQS ) THEN
*
* Path 3 (M >> N, JOBZ='S')
*
WRKBL = N + LWORK_DGEQRF_MN
WRKBL = MAX( WRKBL, N + LWORK_DORGQR_MN )
WRKBL = MAX( WRKBL, 3*N + LWORK_DGEBRD_NN )
WRKBL = MAX( WRKBL, 3*N + LWORK_DORMBR_QLN_NN )
WRKBL = MAX( WRKBL, 3*N + LWORK_DORMBR_PRT_NN )
WRKBL = MAX( WRKBL, 3*N + BDSPAC )
MAXWRK = WRKBL + N*N
MINWRK = BDSPAC + N*N + 3*N
ELSE IF( WNTQA ) THEN
*
* Path 4 (M >> N, JOBZ='A')
*
WRKBL = N + LWORK_DGEQRF_MN
WRKBL = MAX( WRKBL, N + LWORK_DORGQR_MM )
WRKBL = MAX( WRKBL, 3*N + LWORK_DGEBRD_NN )
WRKBL = MAX( WRKBL, 3*N + LWORK_DORMBR_QLN_NN )
WRKBL = MAX( WRKBL, 3*N + LWORK_DORMBR_PRT_NN )
WRKBL = MAX( WRKBL, 3*N + BDSPAC )
MAXWRK = WRKBL + N*N
MINWRK = N*N + MAX( 3*N + BDSPAC, N + M )
END IF
ELSE
*
* Path 5 (M >= N, but not much larger)
*
WRKBL = 3*N + LWORK_DGEBRD_MN
IF( WNTQN ) THEN
* Path 5n (M >= N, jobz='N')
MAXWRK = MAX( WRKBL, 3*N + BDSPAC )
MINWRK = 3*N + MAX( M, BDSPAC )
ELSE IF( WNTQO ) THEN
* Path 5o (M >= N, jobz='O')
WRKBL = MAX( WRKBL, 3*N + LWORK_DORMBR_PRT_NN )
WRKBL = MAX( WRKBL, 3*N + LWORK_DORMBR_QLN_MN )
WRKBL = MAX( WRKBL, 3*N + BDSPAC )
MAXWRK = WRKBL + M*N
MINWRK = 3*N + MAX( M, N*N + BDSPAC )
ELSE IF( WNTQS ) THEN
* Path 5s (M >= N, jobz='S')
WRKBL = MAX( WRKBL, 3*N + LWORK_DORMBR_QLN_MN )
WRKBL = MAX( WRKBL, 3*N + LWORK_DORMBR_PRT_NN )
MAXWRK = MAX( WRKBL, 3*N + BDSPAC )
MINWRK = 3*N + MAX( M, BDSPAC )
ELSE IF( WNTQA ) THEN
* Path 5a (M >= N, jobz='A')
WRKBL = MAX( WRKBL, 3*N + LWORK_DORMBR_QLN_MM )
WRKBL = MAX( WRKBL, 3*N + LWORK_DORMBR_PRT_NN )
MAXWRK = MAX( WRKBL, 3*N + BDSPAC )
MINWRK = 3*N + MAX( M, BDSPAC )
END IF
END IF
ELSE IF( MINMN.GT.0 ) THEN
*
* Compute space needed for DBDSDC
*
IF( WNTQN ) THEN
* dbdsdc needs only 4*N (or 6*N for uplo=L for LAPACK <= 3.6)
* keep 7*N for backwards compatibility.
BDSPAC = 7*M
ELSE
BDSPAC = 3*M*M + 4*M
END IF
*
* Compute space preferred for each routine
CALL DGEBRD( M, N, DUM(1), M, DUM(1), DUM(1), DUM(1),
$ DUM(1), DUM(1), -1, IERR )
LWORK_DGEBRD_MN = INT( DUM(1) )
*
CALL DGEBRD( M, M, A, M, S, DUM(1), DUM(1),
$ DUM(1), DUM(1), -1, IERR )
LWORK_DGEBRD_MM = INT( DUM(1) )
*
CALL DGELQF( M, N, A, M, DUM(1), DUM(1), -1, IERR )
LWORK_DGELQF_MN = INT( DUM(1) )
*
CALL DORGLQ( N, N, M, DUM(1), N, DUM(1), DUM(1), -1, IERR )
LWORK_DORGLQ_NN = INT( DUM(1) )
*
CALL DORGLQ( M, N, M, A, M, DUM(1), DUM(1), -1, IERR )
LWORK_DORGLQ_MN = INT( DUM(1) )
*
CALL DORGBR( 'P', M, M, M, A, N, DUM(1), DUM(1), -1, IERR )
LWORK_DORGBR_P_MM = INT( DUM(1) )
*
CALL DORMBR( 'P', 'R', 'T', M, M, M, DUM(1), M,
$ DUM(1), DUM(1), M, DUM(1), -1, IERR )
LWORK_DORMBR_PRT_MM = INT( DUM(1) )
*
CALL DORMBR( 'P', 'R', 'T', M, N, M, DUM(1), M,
$ DUM(1), DUM(1), M, DUM(1), -1, IERR )
LWORK_DORMBR_PRT_MN = INT( DUM(1) )
*
CALL DORMBR( 'P', 'R', 'T', N, N, M, DUM(1), N,
$ DUM(1), DUM(1), N, DUM(1), -1, IERR )
LWORK_DORMBR_PRT_NN = INT( DUM(1) )
*
CALL DORMBR( 'Q', 'L', 'N', M, M, M, DUM(1), M,
$ DUM(1), DUM(1), M, DUM(1), -1, IERR )
LWORK_DORMBR_QLN_MM = INT( DUM(1) )
*
IF( N.GE.MNTHR ) THEN
IF( WNTQN ) THEN
*
* Path 1t (N >> M, JOBZ='N')
*
WRKBL = M + LWORK_DGELQF_MN
WRKBL = MAX( WRKBL, 3*M + LWORK_DGEBRD_MM )
MAXWRK = MAX( WRKBL, BDSPAC + M )
MINWRK = BDSPAC + M
ELSE IF( WNTQO ) THEN
*
* Path 2t (N >> M, JOBZ='O')
*
WRKBL = M + LWORK_DGELQF_MN
WRKBL = MAX( WRKBL, M + LWORK_DORGLQ_MN )
WRKBL = MAX( WRKBL, 3*M + LWORK_DGEBRD_MM )
WRKBL = MAX( WRKBL, 3*M + LWORK_DORMBR_QLN_MM )
WRKBL = MAX( WRKBL, 3*M + LWORK_DORMBR_PRT_MM )
WRKBL = MAX( WRKBL, 3*M + BDSPAC )
MAXWRK = WRKBL + 2*M*M
MINWRK = BDSPAC + 2*M*M + 3*M
ELSE IF( WNTQS ) THEN
*
* Path 3t (N >> M, JOBZ='S')
*
WRKBL = M + LWORK_DGELQF_MN
WRKBL = MAX( WRKBL, M + LWORK_DORGLQ_MN )
WRKBL = MAX( WRKBL, 3*M + LWORK_DGEBRD_MM )
WRKBL = MAX( WRKBL, 3*M + LWORK_DORMBR_QLN_MM )
WRKBL = MAX( WRKBL, 3*M + LWORK_DORMBR_PRT_MM )
WRKBL = MAX( WRKBL, 3*M + BDSPAC )
MAXWRK = WRKBL + M*M
MINWRK = BDSPAC + M*M + 3*M
ELSE IF( WNTQA ) THEN
*
* Path 4t (N >> M, JOBZ='A')
*
WRKBL = M + LWORK_DGELQF_MN
WRKBL = MAX( WRKBL, M + LWORK_DORGLQ_NN )
WRKBL = MAX( WRKBL, 3*M + LWORK_DGEBRD_MM )
WRKBL = MAX( WRKBL, 3*M + LWORK_DORMBR_QLN_MM )
WRKBL = MAX( WRKBL, 3*M + LWORK_DORMBR_PRT_MM )
WRKBL = MAX( WRKBL, 3*M + BDSPAC )
MAXWRK = WRKBL + M*M
MINWRK = M*M + MAX( 3*M + BDSPAC, M + N )
END IF
ELSE
*
* Path 5t (N > M, but not much larger)
*
WRKBL = 3*M + LWORK_DGEBRD_MN
IF( WNTQN ) THEN
* Path 5tn (N > M, jobz='N')
MAXWRK = MAX( WRKBL, 3*M + BDSPAC )
MINWRK = 3*M + MAX( N, BDSPAC )
ELSE IF( WNTQO ) THEN
* Path 5to (N > M, jobz='O')
WRKBL = MAX( WRKBL, 3*M + LWORK_DORMBR_QLN_MM )
WRKBL = MAX( WRKBL, 3*M + LWORK_DORMBR_PRT_MN )
WRKBL = MAX( WRKBL, 3*M + BDSPAC )
MAXWRK = WRKBL + M*N
MINWRK = 3*M + MAX( N, M*M + BDSPAC )
ELSE IF( WNTQS ) THEN
* Path 5ts (N > M, jobz='S')
WRKBL = MAX( WRKBL, 3*M + LWORK_DORMBR_QLN_MM )
WRKBL = MAX( WRKBL, 3*M + LWORK_DORMBR_PRT_MN )
MAXWRK = MAX( WRKBL, 3*M + BDSPAC )
MINWRK = 3*M + MAX( N, BDSPAC )
ELSE IF( WNTQA ) THEN
* Path 5ta (N > M, jobz='A')
WRKBL = MAX( WRKBL, 3*M + LWORK_DORMBR_QLN_MM )
WRKBL = MAX( WRKBL, 3*M + LWORK_DORMBR_PRT_NN )
MAXWRK = MAX( WRKBL, 3*M + BDSPAC )
MINWRK = 3*M + MAX( N, BDSPAC )
END IF
END IF
END IF
MAXWRK = MAX( MAXWRK, MINWRK )
WORK( 1 ) = DROUNDUP_LWORK( MAXWRK )
*
IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY ) THEN
INFO = -12
END IF
END IF
*
IF( INFO.NE.0 ) THEN
CALL XERBLA( 'DGESDD', -INFO )
RETURN
ELSE IF( LQUERY ) THEN
RETURN
END IF
*
* Quick return if possible
*
IF( M.EQ.0 .OR. N.EQ.0 ) THEN
RETURN
END IF
*
* Get machine constants
*
EPS = DLAMCH( 'P' )
SMLNUM = SQRT( DLAMCH( 'S' ) ) / EPS
BIGNUM = ONE / SMLNUM
*
* Scale A if max element outside range [SMLNUM,BIGNUM]
*
ANRM = DLANGE( 'M', M, N, A, LDA, DUM )
IF( DISNAN( ANRM ) ) THEN
INFO = -4
RETURN
END IF
ISCL = 0
IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
ISCL = 1
CALL DLASCL( 'G', 0, 0, ANRM, SMLNUM, M, N, A, LDA, IERR )
ELSE IF( ANRM.GT.BIGNUM ) THEN
ISCL = 1
CALL DLASCL( 'G', 0, 0, ANRM, BIGNUM, M, N, A, LDA, IERR )
END IF
*
IF( M.GE.N ) THEN
*
* A has at least as many rows as columns. If A has sufficiently
* more rows than columns, first reduce using the QR
* decomposition (if sufficient workspace available)
*
IF( M.GE.MNTHR ) THEN
*
IF( WNTQN ) THEN
*
* Path 1 (M >> N, JOBZ='N')
* No singular vectors to be computed
*
ITAU = 1
NWORK = ITAU + N
*
* Compute A=Q*R
* Workspace: need N [tau] + N [work]
* Workspace: prefer N [tau] + N*NB [work]
*
CALL DGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
$ LWORK - NWORK + 1, IERR )
*
* Zero out below R
*
CALL DLASET( 'L', N-1, N-1, ZERO, ZERO, A( 2, 1 ), LDA )
IE = 1
ITAUQ = IE + N
ITAUP = ITAUQ + N
NWORK = ITAUP + N
*
* Bidiagonalize R in A
* Workspace: need 3*N [e, tauq, taup] + N [work]
* Workspace: prefer 3*N [e, tauq, taup] + 2*N*NB [work]
*
CALL DGEBRD( N, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ),
$ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
$ IERR )
NWORK = IE + N
*
* Perform bidiagonal SVD, computing singular values only
* Workspace: need N [e] + BDSPAC
*
CALL DBDSDC( 'U', 'N', N, S, WORK( IE ), DUM, 1, DUM, 1,
$ DUM, IDUM, WORK( NWORK ), IWORK, INFO )
*
ELSE IF( WNTQO ) THEN
*
* Path 2 (M >> N, JOBZ = 'O')
* N left singular vectors to be overwritten on A and
* N right singular vectors to be computed in VT
*
IR = 1
*
* WORK(IR) is LDWRKR by N
*
IF( LWORK .GE. LDA*N + N*N + 3*N + BDSPAC ) THEN
LDWRKR = LDA
ELSE
LDWRKR = ( LWORK - N*N - 3*N - BDSPAC ) / N
END IF
ITAU = IR + LDWRKR*N
NWORK = ITAU + N
*
* Compute A=Q*R
* Workspace: need N*N [R] + N [tau] + N [work]
* Workspace: prefer N*N [R] + N [tau] + N*NB [work]
*
CALL DGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
$ LWORK - NWORK + 1, IERR )
*
* Copy R to WORK(IR), zeroing out below it
*
CALL DLACPY( 'U', N, N, A, LDA, WORK( IR ), LDWRKR )
CALL DLASET( 'L', N - 1, N - 1, ZERO, ZERO, WORK(IR+1),
$ LDWRKR )
*
* Generate Q in A
* Workspace: need N*N [R] + N [tau] + N [work]
* Workspace: prefer N*N [R] + N [tau] + N*NB [work]
*
CALL DORGQR( M, N, N, A, LDA, WORK( ITAU ),
$ WORK( NWORK ), LWORK - NWORK + 1, IERR )
IE = ITAU
ITAUQ = IE + N
ITAUP = ITAUQ + N
NWORK = ITAUP + N
*
* Bidiagonalize R in WORK(IR)
* Workspace: need N*N [R] + 3*N [e, tauq, taup] + N [work]
* Workspace: prefer N*N [R] + 3*N [e, tauq, taup] + 2*N*NB [work]
*
CALL DGEBRD( N, N, WORK( IR ), LDWRKR, S, WORK( IE ),
$ WORK( ITAUQ ), WORK( ITAUP ), WORK( NWORK ),
$ LWORK - NWORK + 1, IERR )
*
* WORK(IU) is N by N
*
IU = NWORK
NWORK = IU + N*N
*
* Perform bidiagonal SVD, computing left singular vectors
* of bidiagonal matrix in WORK(IU) and computing right
* singular vectors of bidiagonal matrix in VT
* Workspace: need N*N [R] + 3*N [e, tauq, taup] + N*N [U] + BDSPAC
*
CALL DBDSDC( 'U', 'I', N, S, WORK( IE ), WORK( IU ), N,
$ VT, LDVT, DUM, IDUM, WORK( NWORK ), IWORK,
$ INFO )
*
* Overwrite WORK(IU) by left singular vectors of R
* and VT by right singular vectors of R
* Workspace: need N*N [R] + 3*N [e, tauq, taup] + N*N [U] + N [work]
* Workspace: prefer N*N [R] + 3*N [e, tauq, taup] + N*N [U] + N*NB [work]
*
CALL DORMBR( 'Q', 'L', 'N', N, N, N, WORK( IR ), LDWRKR,
$ WORK( ITAUQ ), WORK( IU ), N, WORK( NWORK ),
$ LWORK - NWORK + 1, IERR )
CALL DORMBR( 'P', 'R', 'T', N, N, N, WORK( IR ), LDWRKR,
$ WORK( ITAUP ), VT, LDVT, WORK( NWORK ),
$ LWORK - NWORK + 1, IERR )
*
* Multiply Q in A by left singular vectors of R in
* WORK(IU), storing result in WORK(IR) and copying to A
* Workspace: need N*N [R] + 3*N [e, tauq, taup] + N*N [U]
* Workspace: prefer M*N [R] + 3*N [e, tauq, taup] + N*N [U]
*
DO 10 I = 1, M, LDWRKR
CHUNK = MIN( M - I + 1, LDWRKR )
CALL DGEMM( 'N', 'N', CHUNK, N, N, ONE, A( I, 1 ),
$ LDA, WORK( IU ), N, ZERO, WORK( IR ),
$ LDWRKR )
CALL DLACPY( 'F', CHUNK, N, WORK( IR ), LDWRKR,
$ A( I, 1 ), LDA )
10 CONTINUE
*
ELSE IF( WNTQS ) THEN
*
* Path 3 (M >> N, JOBZ='S')
* N left singular vectors to be computed in U and
* N right singular vectors to be computed in VT
*
IR = 1
*
* WORK(IR) is N by N
*
LDWRKR = N
ITAU = IR + LDWRKR*N
NWORK = ITAU + N
*
* Compute A=Q*R
* Workspace: need N*N [R] + N [tau] + N [work]
* Workspace: prefer N*N [R] + N [tau] + N*NB [work]
*
CALL DGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
$ LWORK - NWORK + 1, IERR )
*
* Copy R to WORK(IR), zeroing out below it
*
CALL DLACPY( 'U', N, N, A, LDA, WORK( IR ), LDWRKR )
CALL DLASET( 'L', N - 1, N - 1, ZERO, ZERO, WORK(IR+1),
$ LDWRKR )
*
* Generate Q in A
* Workspace: need N*N [R] + N [tau] + N [work]
* Workspace: prefer N*N [R] + N [tau] + N*NB [work]
*
CALL DORGQR( M, N, N, A, LDA, WORK( ITAU ),
$ WORK( NWORK ), LWORK - NWORK + 1, IERR )
IE = ITAU
ITAUQ = IE + N
ITAUP = ITAUQ + N
NWORK = ITAUP + N
*
* Bidiagonalize R in WORK(IR)
* Workspace: need N*N [R] + 3*N [e, tauq, taup] + N [work]
* Workspace: prefer N*N [R] + 3*N [e, tauq, taup] + 2*N*NB [work]
*
CALL DGEBRD( N, N, WORK( IR ), LDWRKR, S, WORK( IE ),
$ WORK( ITAUQ ), WORK( ITAUP ), WORK( NWORK ),
$ LWORK - NWORK + 1, IERR )
*
* Perform bidiagonal SVD, computing left singular vectors
* of bidiagoal matrix in U and computing right singular
* vectors of bidiagonal matrix in VT
* Workspace: need N*N [R] + 3*N [e, tauq, taup] + BDSPAC
*
CALL DBDSDC( 'U', 'I', N, S, WORK( IE ), U, LDU, VT,
$ LDVT, DUM, IDUM, WORK( NWORK ), IWORK,
$ INFO )
*
* Overwrite U by left singular vectors of R and VT
* by right singular vectors of R
* Workspace: need N*N [R] + 3*N [e, tauq, taup] + N [work]
* Workspace: prefer N*N [R] + 3*N [e, tauq, taup] + N*NB [work]
*
CALL DORMBR( 'Q', 'L', 'N', N, N, N, WORK( IR ), LDWRKR,
$ WORK( ITAUQ ), U, LDU, WORK( NWORK ),
$ LWORK - NWORK + 1, IERR )
*
CALL DORMBR( 'P', 'R', 'T', N, N, N, WORK( IR ), LDWRKR,
$ WORK( ITAUP ), VT, LDVT, WORK( NWORK ),
$ LWORK - NWORK + 1, IERR )
*
* Multiply Q in A by left singular vectors of R in
* WORK(IR), storing result in U
* Workspace: need N*N [R]
*
CALL DLACPY( 'F', N, N, U, LDU, WORK( IR ), LDWRKR )
CALL DGEMM( 'N', 'N', M, N, N, ONE, A, LDA, WORK( IR ),
$ LDWRKR, ZERO, U, LDU )
*
ELSE IF( WNTQA ) THEN
*
* Path 4 (M >> N, JOBZ='A')
* M left singular vectors to be computed in U and
* N right singular vectors to be computed in VT
*
IU = 1
*
* WORK(IU) is N by N
*
LDWRKU = N
ITAU = IU + LDWRKU*N
NWORK = ITAU + N
*
* Compute A=Q*R, copying result to U
* Workspace: need N*N [U] + N [tau] + N [work]
* Workspace: prefer N*N [U] + N [tau] + N*NB [work]
*
CALL DGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
$ LWORK - NWORK + 1, IERR )
CALL DLACPY( 'L', M, N, A, LDA, U, LDU )
*
* Generate Q in U
* Workspace: need N*N [U] + N [tau] + M [work]
* Workspace: prefer N*N [U] + N [tau] + M*NB [work]
CALL DORGQR( M, M, N, U, LDU, WORK( ITAU ),
$ WORK( NWORK ), LWORK - NWORK + 1, IERR )
*
* Produce R in A, zeroing out other entries
*
CALL DLASET( 'L', N-1, N-1, ZERO, ZERO, A( 2, 1 ), LDA )
IE = ITAU
ITAUQ = IE + N
ITAUP = ITAUQ + N
NWORK = ITAUP + N
*
* Bidiagonalize R in A
* Workspace: need N*N [U] + 3*N [e, tauq, taup] + N [work]
* Workspace: prefer N*N [U] + 3*N [e, tauq, taup] + 2*N*NB [work]
*
CALL DGEBRD( N, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ),
$ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
$ IERR )
*
* Perform bidiagonal SVD, computing left singular vectors
* of bidiagonal matrix in WORK(IU) and computing right
* singular vectors of bidiagonal matrix in VT
* Workspace: need N*N [U] + 3*N [e, tauq, taup] + BDSPAC
*
CALL DBDSDC( 'U', 'I', N, S, WORK( IE ), WORK( IU ), N,
$ VT, LDVT, DUM, IDUM, WORK( NWORK ), IWORK,
$ INFO )
*
* Overwrite WORK(IU) by left singular vectors of R and VT
* by right singular vectors of R
* Workspace: need N*N [U] + 3*N [e, tauq, taup] + N [work]
* Workspace: prefer N*N [U] + 3*N [e, tauq, taup] + N*NB [work]
*
CALL DORMBR( 'Q', 'L', 'N', N, N, N, A, LDA,
$ WORK( ITAUQ ), WORK( IU ), LDWRKU,
$ WORK( NWORK ), LWORK - NWORK + 1, IERR )
CALL DORMBR( 'P', 'R', 'T', N, N, N, A, LDA,
$ WORK( ITAUP ), VT, LDVT, WORK( NWORK ),
$ LWORK - NWORK + 1, IERR )
*
* Multiply Q in U by left singular vectors of R in
* WORK(IU), storing result in A
* Workspace: need N*N [U]
*
CALL DGEMM( 'N', 'N', M, N, N, ONE, U, LDU, WORK( IU ),
$ LDWRKU, ZERO, A, LDA )
*
* Copy left singular vectors of A from A to U
*
CALL DLACPY( 'F', M, N, A, LDA, U, LDU )
*
END IF
*
ELSE
*
* M .LT. MNTHR
*
* Path 5 (M >= N, but not much larger)
* Reduce to bidiagonal form without QR decomposition
*
IE = 1
ITAUQ = IE + N
ITAUP = ITAUQ + N
NWORK = ITAUP + N
*
* Bidiagonalize A
* Workspace: need 3*N [e, tauq, taup] + M [work]
* Workspace: prefer 3*N [e, tauq, taup] + (M+N)*NB [work]
*
CALL DGEBRD( M, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ),
$ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
$ IERR )
IF( WNTQN ) THEN
*
* Path 5n (M >= N, JOBZ='N')
* Perform bidiagonal SVD, only computing singular values
* Workspace: need 3*N [e, tauq, taup] + BDSPAC
*
CALL DBDSDC( 'U', 'N', N, S, WORK( IE ), DUM, 1, DUM, 1,
$ DUM, IDUM, WORK( NWORK ), IWORK, INFO )
ELSE IF( WNTQO ) THEN
* Path 5o (M >= N, JOBZ='O')
IU = NWORK
IF( LWORK .GE. M*N + 3*N + BDSPAC ) THEN
*
* WORK( IU ) is M by N
*
LDWRKU = M
NWORK = IU + LDWRKU*N
CALL DLASET( 'F', M, N, ZERO, ZERO, WORK( IU ),
$ LDWRKU )
* IR is unused; silence compile warnings
IR = -1
ELSE
*
* WORK( IU ) is N by N
*
LDWRKU = N
NWORK = IU + LDWRKU*N
*
* WORK(IR) is LDWRKR by N
*
IR = NWORK
LDWRKR = ( LWORK - N*N - 3*N ) / N
END IF
NWORK = IU + LDWRKU*N
*
* Perform bidiagonal SVD, computing left singular vectors
* of bidiagonal matrix in WORK(IU) and computing right
* singular vectors of bidiagonal matrix in VT
* Workspace: need 3*N [e, tauq, taup] + N*N [U] + BDSPAC
*
CALL DBDSDC( 'U', 'I', N, S, WORK( IE ), WORK( IU ),
$ LDWRKU, VT, LDVT, DUM, IDUM, WORK( NWORK ),
$ IWORK, INFO )
*
* Overwrite VT by right singular vectors of A
* Workspace: need 3*N [e, tauq, taup] + N*N [U] + N [work]
* Workspace: prefer 3*N [e, tauq, taup] + N*N [U] + N*NB [work]
*
CALL DORMBR( 'P', 'R', 'T', N, N, N, A, LDA,
$ WORK( ITAUP ), VT, LDVT, WORK( NWORK ),
$ LWORK - NWORK + 1, IERR )
*
IF( LWORK .GE. M*N + 3*N + BDSPAC ) THEN
*
* Path 5o-fast
* Overwrite WORK(IU) by left singular vectors of A
* Workspace: need 3*N [e, tauq, taup] + M*N [U] + N [work]
* Workspace: prefer 3*N [e, tauq, taup] + M*N [U] + N*NB [work]
*
CALL DORMBR( 'Q', 'L', 'N', M, N, N, A, LDA,
$ WORK( ITAUQ ), WORK( IU ), LDWRKU,
$ WORK( NWORK ), LWORK - NWORK + 1, IERR )
*
* Copy left singular vectors of A from WORK(IU) to A
*
CALL DLACPY( 'F', M, N, WORK( IU ), LDWRKU, A, LDA )
ELSE
*
* Path 5o-slow
* Generate Q in A
* Workspace: need 3*N [e, tauq, taup] + N*N [U] + N [work]
* Workspace: prefer 3*N [e, tauq, taup] + N*N [U] + N*NB [work]
*
CALL DORGBR( 'Q', M, N, N, A, LDA, WORK( ITAUQ ),
$ WORK( NWORK ), LWORK - NWORK + 1, IERR )
*
* Multiply Q in A by left singular vectors of
* bidiagonal matrix in WORK(IU), storing result in
* WORK(IR) and copying to A
* Workspace: need 3*N [e, tauq, taup] + N*N [U] + NB*N [R]
* Workspace: prefer 3*N [e, tauq, taup] + N*N [U] + M*N [R]
*
DO 20 I = 1, M, LDWRKR
CHUNK = MIN( M - I + 1, LDWRKR )