*> \brief \b DBBCSD * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DBBCSD + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DBBCSD( JOBU1, JOBU2, JOBV1T, JOBV2T, TRANS, M, P, Q, * THETA, PHI, U1, LDU1, U2, LDU2, V1T, LDV1T, * V2T, LDV2T, B11D, B11E, B12D, B12E, B21D, B21E, * B22D, B22E, WORK, LWORK, INFO ) * * .. Scalar Arguments .. * CHARACTER JOBU1, JOBU2, JOBV1T, JOBV2T, TRANS * INTEGER INFO, LDU1, LDU2, LDV1T, LDV2T, LWORK, M, P, Q * .. * .. Array Arguments .. * DOUBLE PRECISION B11D( * ), B11E( * ), B12D( * ), B12E( * ), * $ B21D( * ), B21E( * ), B22D( * ), B22E( * ), * $ PHI( * ), THETA( * ), WORK( * ) * DOUBLE PRECISION U1( LDU1, * ), U2( LDU2, * ), V1T( LDV1T, * ), * $ V2T( LDV2T, * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DBBCSD computes the CS decomposition of an orthogonal matrix in *> bidiagonal-block form, *> *> *> [ B11 | B12 0 0 ] *> [ 0 | 0 -I 0 ] *> X = [----------------] *> [ B21 | B22 0 0 ] *> [ 0 | 0 0 I ] *> *> [ C | -S 0 0 ] *> [ U1 | ] [ 0 | 0 -I 0 ] [ V1 | ]**T *> = [---------] [---------------] [---------] . *> [ | U2 ] [ S | C 0 0 ] [ | V2 ] *> [ 0 | 0 0 I ] *> *> X is M-by-M, its top-left block is P-by-Q, and Q must be no larger *> than P, M-P, or M-Q. (If Q is not the smallest index, then X must be *> transposed and/or permuted. This can be done in constant time using *> the TRANS and SIGNS options. See DORCSD for details.) *> *> The bidiagonal matrices B11, B12, B21, and B22 are represented *> implicitly by angles THETA(1:Q) and PHI(1:Q-1). *> *> The orthogonal matrices U1, U2, V1T, and V2T are input/output. *> The input matrices are pre- or post-multiplied by the appropriate *> singular vector matrices. *> \endverbatim * * Arguments: * ========== * *> \param[in] JOBU1 *> \verbatim *> JOBU1 is CHARACTER *> = 'Y': U1 is updated; *> otherwise: U1 is not updated. *> \endverbatim *> *> \param[in] JOBU2 *> \verbatim *> JOBU2 is CHARACTER *> = 'Y': U2 is updated; *> otherwise: U2 is not updated. *> \endverbatim *> *> \param[in] JOBV1T *> \verbatim *> JOBV1T is CHARACTER *> = 'Y': V1T is updated; *> otherwise: V1T is not updated. *> \endverbatim *> *> \param[in] JOBV2T *> \verbatim *> JOBV2T is CHARACTER *> = 'Y': V2T is updated; *> otherwise: V2T is not updated. *> \endverbatim *> *> \param[in] TRANS *> \verbatim *> TRANS is CHARACTER *> = 'T': X, U1, U2, V1T, and V2T are stored in row-major *> order; *> otherwise: X, U1, U2, V1T, and V2T are stored in column- *> major order. *> \endverbatim *> *> \param[in] M *> \verbatim *> M is INTEGER *> The number of rows and columns in X, the orthogonal matrix in *> bidiagonal-block form. *> \endverbatim *> *> \param[in] P *> \verbatim *> P is INTEGER *> The number of rows in the top-left block of X. 0 <= P <= M. *> \endverbatim *> *> \param[in] Q *> \verbatim *> Q is INTEGER *> The number of columns in the top-left block of X. *> 0 <= Q <= MIN(P,M-P,M-Q). *> \endverbatim *> *> \param[in,out] THETA *> \verbatim *> THETA is DOUBLE PRECISION array, dimension (Q) *> On entry, the angles THETA(1),...,THETA(Q) that, along with *> PHI(1), ...,PHI(Q-1), define the matrix in bidiagonal-block *> form. On exit, the angles whose cosines and sines define the *> diagonal blocks in the CS decomposition. *> \endverbatim *> *> \param[in,out] PHI *> \verbatim *> PHI is DOUBLE PRECISION array, dimension (Q-1) *> The angles PHI(1),...,PHI(Q-1) that, along with THETA(1),..., *> THETA(Q), define the matrix in bidiagonal-block form. *> \endverbatim *> *> \param[in,out] U1 *> \verbatim *> U1 is DOUBLE PRECISION array, dimension (LDU1,P) *> On entry, a P-by-P matrix. On exit, U1 is postmultiplied *> by the left singular vector matrix common to [ B11 ; 0 ] and *> [ B12 0 0 ; 0 -I 0 0 ]. *> \endverbatim *> *> \param[in] LDU1 *> \verbatim *> LDU1 is INTEGER *> The leading dimension of the array U1, LDU1 >= MAX(1,P). *> \endverbatim *> *> \param[in,out] U2 *> \verbatim *> U2 is DOUBLE PRECISION array, dimension (LDU2,M-P) *> On entry, an (M-P)-by-(M-P) matrix. On exit, U2 is *> postmultiplied by the left singular vector matrix common to *> [ B21 ; 0 ] and [ B22 0 0 ; 0 0 I ]. *> \endverbatim *> *> \param[in] LDU2 *> \verbatim *> LDU2 is INTEGER *> The leading dimension of the array U2, LDU2 >= MAX(1,M-P). *> \endverbatim *> *> \param[in,out] V1T *> \verbatim *> V1T is DOUBLE PRECISION array, dimension (LDV1T,Q) *> On entry, a Q-by-Q matrix. On exit, V1T is premultiplied *> by the transpose of the right singular vector *> matrix common to [ B11 ; 0 ] and [ B21 ; 0 ]. *> \endverbatim *> *> \param[in] LDV1T *> \verbatim *> LDV1T is INTEGER *> The leading dimension of the array V1T, LDV1T >= MAX(1,Q). *> \endverbatim *> *> \param[in,out] V2T *> \verbatim *> V2T is DOUBLE PRECISION array, dimension (LDV2T,M-Q) *> On entry, an (M-Q)-by-(M-Q) matrix. On exit, V2T is *> premultiplied by the transpose of the right *> singular vector matrix common to [ B12 0 0 ; 0 -I 0 ] and *> [ B22 0 0 ; 0 0 I ]. *> \endverbatim *> *> \param[in] LDV2T *> \verbatim *> LDV2T is INTEGER *> The leading dimension of the array V2T, LDV2T >= MAX(1,M-Q). *> \endverbatim *> *> \param[out] B11D *> \verbatim *> B11D is DOUBLE PRECISION array, dimension (Q) *> When DBBCSD converges, B11D contains the cosines of THETA(1), *> ..., THETA(Q). If DBBCSD fails to converge, then B11D *> contains the diagonal of the partially reduced top-left *> block. *> \endverbatim *> *> \param[out] B11E *> \verbatim *> B11E is DOUBLE PRECISION array, dimension (Q-1) *> When DBBCSD converges, B11E contains zeros. If DBBCSD fails *> to converge, then B11E contains the superdiagonal of the *> partially reduced top-left block. *> \endverbatim *> *> \param[out] B12D *> \verbatim *> B12D is DOUBLE PRECISION array, dimension (Q) *> When DBBCSD converges, B12D contains the negative sines of *> THETA(1), ..., THETA(Q). If DBBCSD fails to converge, then *> B12D contains the diagonal of the partially reduced top-right *> block. *> \endverbatim *> *> \param[out] B12E *> \verbatim *> B12E is DOUBLE PRECISION array, dimension (Q-1) *> When DBBCSD converges, B12E contains zeros. If DBBCSD fails *> to converge, then B12E contains the subdiagonal of the *> partially reduced top-right block. *> \endverbatim *> *> \param[out] B21D *> \verbatim *> B21D is DOUBLE PRECISION array, dimension (Q) *> When DBBCSD converges, B21D contains the negative sines of *> THETA(1), ..., THETA(Q). If DBBCSD fails to converge, then *> B21D contains the diagonal of the partially reduced bottom-left *> block. *> \endverbatim *> *> \param[out] B21E *> \verbatim *> B21E is DOUBLE PRECISION array, dimension (Q-1) *> When DBBCSD converges, B21E contains zeros. If DBBCSD fails *> to converge, then B21E contains the subdiagonal of the *> partially reduced bottom-left block. *> \endverbatim *> *> \param[out] B22D *> \verbatim *> B22D is DOUBLE PRECISION array, dimension (Q) *> When DBBCSD converges, B22D contains the negative sines of *> THETA(1), ..., THETA(Q). If DBBCSD fails to converge, then *> B22D contains the diagonal of the partially reduced bottom-right *> block. *> \endverbatim *> *> \param[out] B22E *> \verbatim *> B22E is DOUBLE PRECISION array, dimension (Q-1) *> When DBBCSD converges, B22E contains zeros. If DBBCSD fails *> to converge, then B22E contains the subdiagonal of the *> partially reduced bottom-right block. *> \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 >= MAX(1,8*Q). *> *> If LWORK = -1, then a workspace query is assumed; the *> routine only calculates the optimal size of the WORK array, *> returns this value as the first entry of the work array, and *> no error message related to LWORK is issued by XERBLA. *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit. *> < 0: if INFO = -i, the i-th argument had an illegal value. *> > 0: if DBBCSD did not converge, INFO specifies the number *> of nonzero entries in PHI, and B11D, B11E, etc., *> contain the partially reduced matrix. *> \endverbatim * *> \par Internal Parameters: * ========================= *> *> \verbatim *> TOLMUL DOUBLE PRECISION, default = MAX(10,MIN(100,EPS**(-1/8))) *> TOLMUL controls the convergence criterion of the QR loop. *> Angles THETA(i), PHI(i) are rounded to 0 or PI/2 when they *> are within TOLMUL*EPS of either bound. *> \endverbatim * *> \par References: * ================ *> *> [1] Brian D. Sutton. Computing the complete CS decomposition. Numer. *> Algorithms, 50(1):33-65, 2009. * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date June 2016 * *> \ingroup doubleOTHERcomputational * * ===================================================================== SUBROUTINE DBBCSD( JOBU1, JOBU2, JOBV1T, JOBV2T, TRANS, M, P, Q, $ THETA, PHI, U1, LDU1, U2, LDU2, V1T, LDV1T, $ V2T, LDV2T, B11D, B11E, B12D, B12E, B21D, B21E, $ B22D, B22E, WORK, LWORK, INFO ) * * -- LAPACK computational routine (version 3.7.1) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * June 2016 * * .. Scalar Arguments .. CHARACTER JOBU1, JOBU2, JOBV1T, JOBV2T, TRANS INTEGER INFO, LDU1, LDU2, LDV1T, LDV2T, LWORK, M, P, Q * .. * .. Array Arguments .. DOUBLE PRECISION B11D( * ), B11E( * ), B12D( * ), B12E( * ), $ B21D( * ), B21E( * ), B22D( * ), B22E( * ), $ PHI( * ), THETA( * ), WORK( * ) DOUBLE PRECISION U1( LDU1, * ), U2( LDU2, * ), V1T( LDV1T, * ), $ V2T( LDV2T, * ) * .. * * =================================================================== * * .. Parameters .. INTEGER MAXITR PARAMETER ( MAXITR = 6 ) DOUBLE PRECISION HUNDRED, MEIGHTH, ONE, PIOVER2, TEN, ZERO PARAMETER ( HUNDRED = 100.0D0, MEIGHTH = -0.125D0, $ ONE = 1.0D0, PIOVER2 = 1.57079632679489662D0, $ TEN = 10.0D0, ZERO = 0.0D0 ) DOUBLE PRECISION NEGONE PARAMETER ( NEGONE = -1.0D0 ) * .. * .. Local Scalars .. LOGICAL COLMAJOR, LQUERY, RESTART11, RESTART12, $ RESTART21, RESTART22, WANTU1, WANTU2, WANTV1T, $ WANTV2T INTEGER I, IMIN, IMAX, ITER, IU1CS, IU1SN, IU2CS, $ IU2SN, IV1TCS, IV1TSN, IV2TCS, IV2TSN, J, $ LWORKMIN, LWORKOPT, MAXIT, MINI DOUBLE PRECISION B11BULGE, B12BULGE, B21BULGE, B22BULGE, DUMMY, $ EPS, MU, NU, R, SIGMA11, SIGMA21, $ TEMP, THETAMAX, THETAMIN, THRESH, TOL, TOLMUL, $ UNFL, X1, X2, Y1, Y2 * * .. External Subroutines .. EXTERNAL DLASR, DSCAL, DSWAP, DLARTGP, DLARTGS, DLAS2, $ XERBLA * .. * .. External Functions .. DOUBLE PRECISION DLAMCH LOGICAL LSAME EXTERNAL LSAME, DLAMCH * .. * .. Intrinsic Functions .. INTRINSIC ABS, ATAN2, COS, MAX, MIN, SIN, SQRT * .. * .. Executable Statements .. * * Test input arguments * INFO = 0 LQUERY = LWORK .EQ. -1 WANTU1 = LSAME( JOBU1, 'Y' ) WANTU2 = LSAME( JOBU2, 'Y' ) WANTV1T = LSAME( JOBV1T, 'Y' ) WANTV2T = LSAME( JOBV2T, 'Y' ) COLMAJOR = .NOT. LSAME( TRANS, 'T' ) * IF( M .LT. 0 ) THEN INFO = -6 ELSE IF( P .LT. 0 .OR. P .GT. M ) THEN INFO = -7 ELSE IF( Q .LT. 0 .OR. Q .GT. M ) THEN INFO = -8 ELSE IF( Q .GT. P .OR. Q .GT. M-P .OR. Q .GT. M-Q ) THEN INFO = -8 ELSE IF( WANTU1 .AND. LDU1 .LT. P ) THEN INFO = -12 ELSE IF( WANTU2 .AND. LDU2 .LT. M-P ) THEN INFO = -14 ELSE IF( WANTV1T .AND. LDV1T .LT. Q ) THEN INFO = -16 ELSE IF( WANTV2T .AND. LDV2T .LT. M-Q ) THEN INFO = -18 END IF * * Quick return if Q = 0 * IF( INFO .EQ. 0 .AND. Q .EQ. 0 ) THEN LWORKMIN = 1 WORK(1) = LWORKMIN RETURN END IF * * Compute workspace * IF( INFO .EQ. 0 ) THEN IU1CS = 1 IU1SN = IU1CS + Q IU2CS = IU1SN + Q IU2SN = IU2CS + Q IV1TCS = IU2SN + Q IV1TSN = IV1TCS + Q IV2TCS = IV1TSN + Q IV2TSN = IV2TCS + Q LWORKOPT = IV2TSN + Q - 1 LWORKMIN = LWORKOPT WORK(1) = LWORKOPT IF( LWORK .LT. LWORKMIN .AND. .NOT. LQUERY ) THEN INFO = -28 END IF END IF * IF( INFO .NE. 0 ) THEN CALL XERBLA( 'DBBCSD', -INFO ) RETURN ELSE IF( LQUERY ) THEN RETURN END IF * * Get machine constants * EPS = DLAMCH( 'Epsilon' ) UNFL = DLAMCH( 'Safe minimum' ) TOLMUL = MAX( TEN, MIN( HUNDRED, EPS**MEIGHTH ) ) TOL = TOLMUL*EPS THRESH = MAX( TOL, MAXITR*Q*Q*UNFL ) * * Test for negligible sines or cosines * DO I = 1, Q IF( THETA(I) .LT. THRESH ) THEN THETA(I) = ZERO ELSE IF( THETA(I) .GT. PIOVER2-THRESH ) THEN THETA(I) = PIOVER2 END IF END DO DO I = 1, Q-1 IF( PHI(I) .LT. THRESH ) THEN PHI(I) = ZERO ELSE IF( PHI(I) .GT. PIOVER2-THRESH ) THEN PHI(I) = PIOVER2 END IF END DO * * Initial deflation * IMAX = Q DO WHILE( IMAX .GT. 1 ) IF( PHI(IMAX-1) .NE. ZERO ) THEN EXIT END IF IMAX = IMAX - 1 END DO IMIN = IMAX - 1 IF ( IMIN .GT. 1 ) THEN DO WHILE( PHI(IMIN-1) .NE. ZERO ) IMIN = IMIN - 1 IF ( IMIN .LE. 1 ) EXIT END DO END IF * * Initialize iteration counter * MAXIT = MAXITR*Q*Q ITER = 0 * * Begin main iteration loop * DO WHILE( IMAX .GT. 1 ) * * Compute the matrix entries * B11D(IMIN) = COS( THETA(IMIN) ) B21D(IMIN) = -SIN( THETA(IMIN) ) DO I = IMIN, IMAX - 1 B11E(I) = -SIN( THETA(I) ) * SIN( PHI(I) ) B11D(I+1) = COS( THETA(I+1) ) * COS( PHI(I) ) B12D(I) = SIN( THETA(I) ) * COS( PHI(I) ) B12E(I) = COS( THETA(I+1) ) * SIN( PHI(I) ) B21E(I) = -COS( THETA(I) ) * SIN( PHI(I) ) B21D(I+1) = -SIN( THETA(I+1) ) * COS( PHI(I) ) B22D(I) = COS( THETA(I) ) * COS( PHI(I) ) B22E(I) = -SIN( THETA(I+1) ) * SIN( PHI(I) ) END DO B12D(IMAX) = SIN( THETA(IMAX) ) B22D(IMAX) = COS( THETA(IMAX) ) * * Abort if not converging; otherwise, increment ITER * IF( ITER .GT. MAXIT ) THEN INFO = 0 DO I = 1, Q IF( PHI(I) .NE. ZERO ) $ INFO = INFO + 1 END DO RETURN END IF * ITER = ITER + IMAX - IMIN * * Compute shifts * THETAMAX = THETA(IMIN) THETAMIN = THETA(IMIN) DO I = IMIN+1, IMAX IF( THETA(I) > THETAMAX ) $ THETAMAX = THETA(I) IF( THETA(I) < THETAMIN ) $ THETAMIN = THETA(I) END DO * IF( THETAMAX .GT. PIOVER2 - THRESH ) THEN * * Zero on diagonals of B11 and B22; induce deflation with a * zero shift * MU = ZERO NU = ONE * ELSE IF( THETAMIN .LT. THRESH ) THEN * * Zero on diagonals of B12 and B22; induce deflation with a * zero shift * MU = ONE NU = ZERO * ELSE * * Compute shifts for B11 and B21 and use the lesser * CALL DLAS2( B11D(IMAX-1), B11E(IMAX-1), B11D(IMAX), SIGMA11, $ DUMMY ) CALL DLAS2( B21D(IMAX-1), B21E(IMAX-1), B21D(IMAX), SIGMA21, $ DUMMY ) * IF( SIGMA11 .LE. SIGMA21 ) THEN MU = SIGMA11 NU = SQRT( ONE - MU**2 ) IF( MU .LT. THRESH ) THEN MU = ZERO NU = ONE END IF ELSE NU = SIGMA21 MU = SQRT( 1.0 - NU**2 ) IF( NU .LT. THRESH ) THEN MU = ONE NU = ZERO END IF END IF END IF * * Rotate to produce bulges in B11 and B21 * IF( MU .LE. NU ) THEN CALL DLARTGS( B11D(IMIN), B11E(IMIN), MU, $ WORK(IV1TCS+IMIN-1), WORK(IV1TSN+IMIN-1) ) ELSE CALL DLARTGS( B21D(IMIN), B21E(IMIN), NU, $ WORK(IV1TCS+IMIN-1), WORK(IV1TSN+IMIN-1) ) END IF * TEMP = WORK(IV1TCS+IMIN-1)*B11D(IMIN) + $ WORK(IV1TSN+IMIN-1)*B11E(IMIN) B11E(IMIN) = WORK(IV1TCS+IMIN-1)*B11E(IMIN) - $ WORK(IV1TSN+IMIN-1)*B11D(IMIN) B11D(IMIN) = TEMP B11BULGE = WORK(IV1TSN+IMIN-1)*B11D(IMIN+1) B11D(IMIN+1) = WORK(IV1TCS+IMIN-1)*B11D(IMIN+1) TEMP = WORK(IV1TCS+IMIN-1)*B21D(IMIN) + $ WORK(IV1TSN+IMIN-1)*B21E(IMIN) B21E(IMIN) = WORK(IV1TCS+IMIN-1)*B21E(IMIN) - $ WORK(IV1TSN+IMIN-1)*B21D(IMIN) B21D(IMIN) = TEMP B21BULGE = WORK(IV1TSN+IMIN-1)*B21D(IMIN+1) B21D(IMIN+1) = WORK(IV1TCS+IMIN-1)*B21D(IMIN+1) * * Compute THETA(IMIN) * THETA( IMIN ) = ATAN2( SQRT( B21D(IMIN)**2+B21BULGE**2 ), $ SQRT( B11D(IMIN)**2+B11BULGE**2 ) ) * * Chase the bulges in B11(IMIN+1,IMIN) and B21(IMIN+1,IMIN) * IF( B11D(IMIN)**2+B11BULGE**2 .GT. THRESH**2 ) THEN CALL DLARTGP( B11BULGE, B11D(IMIN), WORK(IU1SN+IMIN-1), $ WORK(IU1CS+IMIN-1), R ) ELSE IF( MU .LE. NU ) THEN CALL DLARTGS( B11E( IMIN ), B11D( IMIN + 1 ), MU, $ WORK(IU1CS+IMIN-1), WORK(IU1SN+IMIN-1) ) ELSE CALL DLARTGS( B12D( IMIN ), B12E( IMIN ), NU, $ WORK(IU1CS+IMIN-1), WORK(IU1SN+IMIN-1) ) END IF IF( B21D(IMIN)**2+B21BULGE**2 .GT. THRESH**2 ) THEN CALL DLARTGP( B21BULGE, B21D(IMIN), WORK(IU2SN+IMIN-1), $ WORK(IU2CS+IMIN-1), R ) ELSE IF( NU .LT. MU ) THEN CALL DLARTGS( B21E( IMIN ), B21D( IMIN + 1 ), NU, $ WORK(IU2CS+IMIN-1), WORK(IU2SN+IMIN-1) ) ELSE CALL DLARTGS( B22D(IMIN), B22E(IMIN), MU, $ WORK(IU2CS+IMIN-1), WORK(IU2SN+IMIN-1) ) END IF WORK(IU2CS+IMIN-1) = -WORK(IU2CS+IMIN-1) WORK(IU2SN+IMIN-1) = -WORK(IU2SN+IMIN-1) * TEMP = WORK(IU1CS+IMIN-1)*B11E(IMIN) + $ WORK(IU1SN+IMIN-1)*B11D(IMIN+1) B11D(IMIN+1) = WORK(IU1CS+IMIN-1)*B11D(IMIN+1) - $ WORK(IU1SN+IMIN-1)*B11E(IMIN) B11E(IMIN) = TEMP IF( IMAX .GT. IMIN+1 ) THEN B11BULGE = WORK(IU1SN+IMIN-1)*B11E(IMIN+1) B11E(IMIN+1) = WORK(IU1CS+IMIN-1)*B11E(IMIN+1) END IF TEMP = WORK(IU1CS+IMIN-1)*B12D(IMIN) + $ WORK(IU1SN+IMIN-1)*B12E(IMIN) B12E(IMIN) = WORK(IU1CS+IMIN-1)*B12E(IMIN) - $ WORK(IU1SN+IMIN-1)*B12D(IMIN) B12D(IMIN) = TEMP B12BULGE = WORK(IU1SN+IMIN-1)*B12D(IMIN+1) B12D(IMIN+1) = WORK(IU1CS+IMIN-1)*B12D(IMIN+1) TEMP = WORK(IU2CS+IMIN-1)*B21E(IMIN) + $ WORK(IU2SN+IMIN-1)*B21D(IMIN+1) B21D(IMIN+1) = WORK(IU2CS+IMIN-1)*B21D(IMIN+1) - $ WORK(IU2SN+IMIN-1)*B21E(IMIN) B21E(IMIN) = TEMP IF( IMAX .GT. IMIN+1 ) THEN B21BULGE = WORK(IU2SN+IMIN-1)*B21E(IMIN+1) B21E(IMIN+1) = WORK(IU2CS+IMIN-1)*B21E(IMIN+1) END IF TEMP = WORK(IU2CS+IMIN-1)*B22D(IMIN) + $ WORK(IU2SN+IMIN-1)*B22E(IMIN) B22E(IMIN) = WORK(IU2CS+IMIN-1)*B22E(IMIN) - $ WORK(IU2SN+IMIN-1)*B22D(IMIN) B22D(IMIN) = TEMP B22BULGE = WORK(IU2SN+IMIN-1)*B22D(IMIN+1) B22D(IMIN+1) = WORK(IU2CS+IMIN-1)*B22D(IMIN+1) * * Inner loop: chase bulges from B11(IMIN,IMIN+2), * B12(IMIN,IMIN+1), B21(IMIN,IMIN+2), and B22(IMIN,IMIN+1) to * bottom-right * DO I = IMIN+1, IMAX-1 * * Compute PHI(I-1) * X1 = SIN(THETA(I-1))*B11E(I-1) + COS(THETA(I-1))*B21E(I-1) X2 = SIN(THETA(I-1))*B11BULGE + COS(THETA(I-1))*B21BULGE Y1 = SIN(THETA(I-1))*B12D(I-1) + COS(THETA(I-1))*B22D(I-1) Y2 = SIN(THETA(I-1))*B12BULGE + COS(THETA(I-1))*B22BULGE * PHI(I-1) = ATAN2( SQRT(X1**2+X2**2), SQRT(Y1**2+Y2**2) ) * * Determine if there are bulges to chase or if a new direct * summand has been reached * RESTART11 = B11E(I-1)**2 + B11BULGE**2 .LE. THRESH**2 RESTART21 = B21E(I-1)**2 + B21BULGE**2 .LE. THRESH**2 RESTART12 = B12D(I-1)**2 + B12BULGE**2 .LE. THRESH**2 RESTART22 = B22D(I-1)**2 + B22BULGE**2 .LE. THRESH**2 * * If possible, chase bulges from B11(I-1,I+1), B12(I-1,I), * B21(I-1,I+1), and B22(I-1,I). If necessary, restart bulge- * chasing by applying the original shift again. * IF( .NOT. RESTART11 .AND. .NOT. RESTART21 ) THEN CALL DLARTGP( X2, X1, WORK(IV1TSN+I-1), WORK(IV1TCS+I-1), $ R ) ELSE IF( .NOT. RESTART11 .AND. RESTART21 ) THEN CALL DLARTGP( B11BULGE, B11E(I-1), WORK(IV1TSN+I-1), $ WORK(IV1TCS+I-1), R ) ELSE IF( RESTART11 .AND. .NOT. RESTART21 ) THEN CALL DLARTGP( B21BULGE, B21E(I-1), WORK(IV1TSN+I-1), $ WORK(IV1TCS+I-1), R ) ELSE IF( MU .LE. NU ) THEN CALL DLARTGS( B11D(I), B11E(I), MU, WORK(IV1TCS+I-1), $ WORK(IV1TSN+I-1) ) ELSE CALL DLARTGS( B21D(I), B21E(I), NU, WORK(IV1TCS+I-1), $ WORK(IV1TSN+I-1) ) END IF WORK(IV1TCS+I-1) = -WORK(IV1TCS+I-1) WORK(IV1TSN+I-1) = -WORK(IV1TSN+I-1) IF( .NOT. RESTART12 .AND. .NOT. RESTART22 ) THEN CALL DLARTGP( Y2, Y1, WORK(IV2TSN+I-1-1), $ WORK(IV2TCS+I-1-1), R ) ELSE IF( .NOT. RESTART12 .AND. RESTART22 ) THEN CALL DLARTGP( B12BULGE, B12D(I-1), WORK(IV2TSN+I-1-1), $ WORK(IV2TCS+I-1-1), R ) ELSE IF( RESTART12 .AND. .NOT. RESTART22 ) THEN CALL DLARTGP( B22BULGE, B22D(I-1), WORK(IV2TSN+I-1-1), $ WORK(IV2TCS+I-1-1), R ) ELSE IF( NU .LT. MU ) THEN CALL DLARTGS( B12E(I-1), B12D(I), NU, WORK(IV2TCS+I-1-1), $ WORK(IV2TSN+I-1-1) ) ELSE CALL DLARTGS( B22E(I-1), B22D(I), MU, WORK(IV2TCS+I-1-1), $ WORK(IV2TSN+I-1-1) ) END IF * TEMP = WORK(IV1TCS+I-1)*B11D(I) + WORK(IV1TSN+I-1)*B11E(I) B11E(I) = WORK(IV1TCS+I-1)*B11E(I) - $ WORK(IV1TSN+I-1)*B11D(I) B11D(I) = TEMP B11BULGE = WORK(IV1TSN+I-1)*B11D(I+1) B11D(I+1) = WORK(IV1TCS+I-1)*B11D(I+1) TEMP = WORK(IV1TCS+I-1)*B21D(I) + WORK(IV1TSN+I-1)*B21E(I) B21E(I) = WORK(IV1TCS+I-1)*B21E(I) - $ WORK(IV1TSN+I-1)*B21D(I) B21D(I) = TEMP B21BULGE = WORK(IV1TSN+I-1)*B21D(I+1) B21D(I+1) = WORK(IV1TCS+I-1)*B21D(I+1) TEMP = WORK(IV2TCS+I-1-1)*B12E(I-1) + $ WORK(IV2TSN+I-1-1)*B12D(I) B12D(I) = WORK(IV2TCS+I-1-1)*B12D(I) - $ WORK(IV2TSN+I-1-1)*B12E(I-1) B12E(I-1) = TEMP B12BULGE = WORK(IV2TSN+I-1-1)*B12E(I) B12E(I) = WORK(IV2TCS+I-1-1)*B12E(I) TEMP = WORK(IV2TCS+I-1-1)*B22E(I-1) + $ WORK(IV2TSN+I-1-1)*B22D(I) B22D(I) = WORK(IV2TCS+I-1-1)*B22D(I) - $ WORK(IV2TSN+I-1-1)*B22E(I-1) B22E(I-1) = TEMP B22BULGE = WORK(IV2TSN+I-1-1)*B22E(I) B22E(I) = WORK(IV2TCS+I-1-1)*B22E(I) * * Compute THETA(I) * X1 = COS(PHI(I-1))*B11D(I) + SIN(PHI(I-1))*B12E(I-1) X2 = COS(PHI(I-1))*B11BULGE + SIN(PHI(I-1))*B12BULGE Y1 = COS(PHI(I-1))*B21D(I) + SIN(PHI(I-1))*B22E(I-1) Y2 = COS(PHI(I-1))*B21BULGE + SIN(PHI(I-1))*B22BULGE * THETA(I) = ATAN2( SQRT(Y1**2+Y2**2), SQRT(X1**2+X2**2) ) * * Determine if there are bulges to chase or if a new direct * summand has been reached * RESTART11 = B11D(I)**2 + B11BULGE**2 .LE. THRESH**2 RESTART12 = B12E(I-1)**2 + B12BULGE**2 .LE. THRESH**2 RESTART21 = B21D(I)**2 + B21BULGE**2 .LE. THRESH**2 RESTART22 = B22E(I-1)**2 + B22BULGE**2 .LE. THRESH**2 * * If possible, chase bulges from B11(I+1,I), B12(I+1,I-1), * B21(I+1,I), and B22(I+1,I-1). If necessary, restart bulge- * chasing by applying the original shift again. * IF( .NOT. RESTART11 .AND. .NOT. RESTART12 ) THEN CALL DLARTGP( X2, X1, WORK(IU1SN+I-1), WORK(IU1CS+I-1), $ R ) ELSE IF( .NOT. RESTART11 .AND. RESTART12 ) THEN CALL DLARTGP( B11BULGE, B11D(I), WORK(IU1SN+I-1), $ WORK(IU1CS+I-1), R ) ELSE IF( RESTART11 .AND. .NOT. RESTART12 ) THEN CALL DLARTGP( B12BULGE, B12E(I-1), WORK(IU1SN+I-1), $ WORK(IU1CS+I-1), R ) ELSE IF( MU .LE. NU ) THEN CALL DLARTGS( B11E(I), B11D(I+1), MU, WORK(IU1CS+I-1), $ WORK(IU1SN+I-1) ) ELSE CALL DLARTGS( B12D(I), B12E(I), NU, WORK(IU1CS+I-1), $ WORK(IU1SN+I-1) ) END IF IF( .NOT. RESTART21 .AND. .NOT. RESTART22 ) THEN CALL DLARTGP( Y2, Y1, WORK(IU2SN+I-1), WORK(IU2CS+I-1), $ R ) ELSE IF( .NOT. RESTART21 .AND. RESTART22 ) THEN CALL DLARTGP( B21BULGE, B21D(I), WORK(IU2SN+I-1), $ WORK(IU2CS+I-1), R ) ELSE IF( RESTART21 .AND. .NOT. RESTART22 ) THEN CALL DLARTGP( B22BULGE, B22E(I-1), WORK(IU2SN+I-1), $ WORK(IU2CS+I-1), R ) ELSE IF( NU .LT. MU ) THEN CALL DLARTGS( B21E(I), B21E(I+1), NU, WORK(IU2CS+I-1), $ WORK(IU2SN+I-1) ) ELSE CALL DLARTGS( B22D(I), B22E(I), MU, WORK(IU2CS+I-1), $ WORK(IU2SN+I-1) ) END IF WORK(IU2CS+I-1) = -WORK(IU2CS+I-1) WORK(IU2SN+I-1) = -WORK(IU2SN+I-1) * TEMP = WORK(IU1CS+I-1)*B11E(I) + WORK(IU1SN+I-1)*B11D(I+1) B11D(I+1) = WORK(IU1CS+I-1)*B11D(I+1) - $ WORK(IU1SN+I-1)*B11E(I) B11E(I) = TEMP IF( I .LT. IMAX - 1 ) THEN B11BULGE = WORK(IU1SN+I-1)*B11E(I+1) B11E(I+1) = WORK(IU1CS+I-1)*B11E(I+1) END IF TEMP = WORK(IU2CS+I-1)*B21E(I) + WORK(IU2SN+I-1)*B21D(I+1) B21D(I+1) = WORK(IU2CS+I-1)*B21D(I+1) - $ WORK(IU2SN+I-1)*B21E(I) B21E(I) = TEMP IF( I .LT. IMAX - 1 ) THEN B21BULGE = WORK(IU2SN+I-1)*B21E(I+1) B21E(I+1) = WORK(IU2CS+I-1)*B21E(I+1) END IF TEMP = WORK(IU1CS+I-1)*B12D(I) + WORK(IU1SN+I-1)*B12E(I) B12E(I) = WORK(IU1CS+I-1)*B12E(I) - WORK(IU1SN+I-1)*B12D(I) B12D(I) = TEMP B12BULGE = WORK(IU1SN+I-1)*B12D(I+1) B12D(I+1) = WORK(IU1CS+I-1)*B12D(I+1) TEMP = WORK(IU2CS+I-1)*B22D(I) + WORK(IU2SN+I-1)*B22E(I) B22E(I) = WORK(IU2CS+I-1)*B22E(I) - WORK(IU2SN+I-1)*B22D(I) B22D(I) = TEMP B22BULGE = WORK(IU2SN+I-1)*B22D(I+1) B22D(I+1) = WORK(IU2CS+I-1)*B22D(I+1) * END DO * * Compute PHI(IMAX-1) * X1 = SIN(THETA(IMAX-1))*B11E(IMAX-1) + $ COS(THETA(IMAX-1))*B21E(IMAX-1) Y1 = SIN(THETA(IMAX-1))*B12D(IMAX-1) + $ COS(THETA(IMAX-1))*B22D(IMAX-1) Y2 = SIN(THETA(IMAX-1))*B12BULGE + COS(THETA(IMAX-1))*B22BULGE * PHI(IMAX-1) = ATAN2( ABS(X1), SQRT(Y1**2+Y2**2) ) * * Chase bulges from B12(IMAX-1,IMAX) and B22(IMAX-1,IMAX) * RESTART12 = B12D(IMAX-1)**2 + B12BULGE**2 .LE. THRESH**2 RESTART22 = B22D(IMAX-1)**2 + B22BULGE**2 .LE. THRESH**2 * IF( .NOT. RESTART12 .AND. .NOT. RESTART22 ) THEN CALL DLARTGP( Y2, Y1, WORK(IV2TSN+IMAX-1-1), $ WORK(IV2TCS+IMAX-1-1), R ) ELSE IF( .NOT. RESTART12 .AND. RESTART22 ) THEN CALL DLARTGP( B12BULGE, B12D(IMAX-1), WORK(IV2TSN+IMAX-1-1), $ WORK(IV2TCS+IMAX-1-1), R ) ELSE IF( RESTART12 .AND. .NOT. RESTART22 ) THEN CALL DLARTGP( B22BULGE, B22D(IMAX-1), WORK(IV2TSN+IMAX-1-1), $ WORK(IV2TCS+IMAX-1-1), R ) ELSE IF( NU .LT. MU ) THEN CALL DLARTGS( B12E(IMAX-1), B12D(IMAX), NU, $ WORK(IV2TCS+IMAX-1-1), WORK(IV2TSN+IMAX-1-1) ) ELSE CALL DLARTGS( B22E(IMAX-1), B22D(IMAX), MU, $ WORK(IV2TCS+IMAX-1-1), WORK(IV2TSN+IMAX-1-1) ) END IF * TEMP = WORK(IV2TCS+IMAX-1-1)*B12E(IMAX-1) + $ WORK(IV2TSN+IMAX-1-1)*B12D(IMAX) B12D(IMAX) = WORK(IV2TCS+IMAX-1-1)*B12D(IMAX) - $ WORK(IV2TSN+IMAX-1-1)*B12E(IMAX-1) B12E(IMAX-1) = TEMP TEMP = WORK(IV2TCS+IMAX-1-1)*B22E(IMAX-1) + $ WORK(IV2TSN+IMAX-1-1)*B22D(IMAX) B22D(IMAX) = WORK(IV2TCS+IMAX-1-1)*B22D(IMAX) - $ WORK(IV2TSN+IMAX-1-1)*B22E(IMAX-1) B22E(IMAX-1) = TEMP * * Update singular vectors * IF( WANTU1 ) THEN IF( COLMAJOR ) THEN CALL DLASR( 'R', 'V', 'F', P, IMAX-IMIN+1, $ WORK(IU1CS+IMIN-1), WORK(IU1SN+IMIN-1), $ U1(1,IMIN), LDU1 ) ELSE CALL DLASR( 'L', 'V', 'F', IMAX-IMIN+1, P, $ WORK(IU1CS+IMIN-1), WORK(IU1SN+IMIN-1), $ U1(IMIN,1), LDU1 ) END IF END IF IF( WANTU2 ) THEN IF( COLMAJOR ) THEN CALL DLASR( 'R', 'V', 'F', M-P, IMAX-IMIN+1, $ WORK(IU2CS+IMIN-1), WORK(IU2SN+IMIN-1), $ U2(1,IMIN), LDU2 ) ELSE CALL DLASR( 'L', 'V', 'F', IMAX-IMIN+1, M-P, $ WORK(IU2CS+IMIN-1), WORK(IU2SN+IMIN-1), $ U2(IMIN,1), LDU2 ) END IF END IF IF( WANTV1T ) THEN IF( COLMAJOR ) THEN CALL DLASR( 'L', 'V', 'F', IMAX-IMIN+1, Q, $ WORK(IV1TCS+IMIN-1), WORK(IV1TSN+IMIN-1), $ V1T(IMIN,1), LDV1T ) ELSE CALL DLASR( 'R', 'V', 'F', Q, IMAX-IMIN+1, $ WORK(IV1TCS+IMIN-1), WORK(IV1TSN+IMIN-1), $ V1T(1,IMIN), LDV1T ) END IF END IF IF( WANTV2T ) THEN IF( COLMAJOR ) THEN CALL DLASR( 'L', 'V', 'F', IMAX-IMIN+1, M-Q, $ WORK(IV2TCS+IMIN-1), WORK(IV2TSN+IMIN-1), $ V2T(IMIN,1), LDV2T ) ELSE CALL DLASR( 'R', 'V', 'F', M-Q, IMAX-IMIN+1, $ WORK(IV2TCS+IMIN-1), WORK(IV2TSN+IMIN-1), $ V2T(1,IMIN), LDV2T ) END IF END IF * * Fix signs on B11(IMAX-1,IMAX) and B21(IMAX-1,IMAX) * IF( B11E(IMAX-1)+B21E(IMAX-1) .GT. 0 ) THEN B11D(IMAX) = -B11D(IMAX) B21D(IMAX) = -B21D(IMAX) IF( WANTV1T ) THEN IF( COLMAJOR ) THEN CALL DSCAL( Q, NEGONE, V1T(IMAX,1), LDV1T ) ELSE CALL DSCAL( Q, NEGONE, V1T(1,IMAX), 1 ) END IF END IF END IF * * Compute THETA(IMAX) * X1 = COS(PHI(IMAX-1))*B11D(IMAX) + $ SIN(PHI(IMAX-1))*B12E(IMAX-1) Y1 = COS(PHI(IMAX-1))*B21D(IMAX) + $ SIN(PHI(IMAX-1))*B22E(IMAX-1) * THETA(IMAX) = ATAN2( ABS(Y1), ABS(X1) ) * * Fix signs on B11(IMAX,IMAX), B12(IMAX,IMAX-1), B21(IMAX,IMAX), * and B22(IMAX,IMAX-1) * IF( B11D(IMAX)+B12E(IMAX-1) .LT. 0 ) THEN B12D(IMAX) = -B12D(IMAX) IF( WANTU1 ) THEN IF( COLMAJOR ) THEN CALL DSCAL( P, NEGONE, U1(1,IMAX), 1 ) ELSE CALL DSCAL( P, NEGONE, U1(IMAX,1), LDU1 ) END IF END IF END IF IF( B21D(IMAX)+B22E(IMAX-1) .GT. 0 ) THEN B22D(IMAX) = -B22D(IMAX) IF( WANTU2 ) THEN IF( COLMAJOR ) THEN CALL DSCAL( M-P, NEGONE, U2(1,IMAX), 1 ) ELSE CALL DSCAL( M-P, NEGONE, U2(IMAX,1), LDU2 ) END IF END IF END IF * * Fix signs on B12(IMAX,IMAX) and B22(IMAX,IMAX) * IF( B12D(IMAX)+B22D(IMAX) .LT. 0 ) THEN IF( WANTV2T ) THEN IF( COLMAJOR ) THEN CALL DSCAL( M-Q, NEGONE, V2T(IMAX,1), LDV2T ) ELSE CALL DSCAL( M-Q, NEGONE, V2T(1,IMAX), 1 ) END IF END IF END IF * * Test for negligible sines or cosines * DO I = IMIN, IMAX IF( THETA(I) .LT. THRESH ) THEN THETA(I) = ZERO ELSE IF( THETA(I) .GT. PIOVER2-THRESH ) THEN THETA(I) = PIOVER2 END IF END DO DO I = IMIN, IMAX-1 IF( PHI(I) .LT. THRESH ) THEN PHI(I) = ZERO ELSE IF( PHI(I) .GT. PIOVER2-THRESH ) THEN PHI(I) = PIOVER2 END IF END DO * * Deflate * IF (IMAX .GT. 1) THEN DO WHILE( PHI(IMAX-1) .EQ. ZERO ) IMAX = IMAX - 1 IF (IMAX .LE. 1) EXIT END DO END IF IF( IMIN .GT. IMAX - 1 ) $ IMIN = IMAX - 1 IF (IMIN .GT. 1) THEN DO WHILE (PHI(IMIN-1) .NE. ZERO) IMIN = IMIN - 1 IF (IMIN .LE. 1) EXIT END DO END IF * * Repeat main iteration loop * END DO * * Postprocessing: order THETA from least to greatest * DO I = 1, Q * MINI = I THETAMIN = THETA(I) DO J = I+1, Q IF( THETA(J) .LT. THETAMIN ) THEN MINI = J THETAMIN = THETA(J) END IF END DO * IF( MINI .NE. I ) THEN THETA(MINI) = THETA(I) THETA(I) = THETAMIN IF( COLMAJOR ) THEN IF( WANTU1 ) $ CALL DSWAP( P, U1(1,I), 1, U1(1,MINI), 1 ) IF( WANTU2 ) $ CALL DSWAP( M-P, U2(1,I), 1, U2(1,MINI), 1 ) IF( WANTV1T ) $ CALL DSWAP( Q, V1T(I,1), LDV1T, V1T(MINI,1), LDV1T ) IF( WANTV2T ) $ CALL DSWAP( M-Q, V2T(I,1), LDV2T, V2T(MINI,1), $ LDV2T ) ELSE IF( WANTU1 ) $ CALL DSWAP( P, U1(I,1), LDU1, U1(MINI,1), LDU1 ) IF( WANTU2 ) $ CALL DSWAP( M-P, U2(I,1), LDU2, U2(MINI,1), LDU2 ) IF( WANTV1T ) $ CALL DSWAP( Q, V1T(1,I), 1, V1T(1,MINI), 1 ) IF( WANTV2T ) $ CALL DSWAP( M-Q, V2T(1,I), 1, V2T(1,MINI), 1 ) END IF END IF * END DO * RETURN * * End of DBBCSD * END *> \brief \b DBDSDC * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DBDSDC + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DBDSDC( UPLO, COMPQ, N, D, E, U, LDU, VT, LDVT, Q, IQ, * WORK, IWORK, INFO ) * * .. Scalar Arguments .. * CHARACTER COMPQ, UPLO * INTEGER INFO, LDU, LDVT, N * .. * .. Array Arguments .. * INTEGER IQ( * ), IWORK( * ) * DOUBLE PRECISION D( * ), E( * ), Q( * ), U( LDU, * ), * $ VT( LDVT, * ), WORK( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DBDSDC computes the singular value decomposition (SVD) of a real *> N-by-N (upper or lower) bidiagonal matrix B: B = U * S * VT, *> using a divide and conquer method, where S is a diagonal matrix *> with non-negative diagonal elements (the singular values of B), and *> U and VT are orthogonal matrices of left and right singular vectors, *> respectively. DBDSDC can be used to compute all singular values, *> and optionally, singular vectors or singular vectors in compact form. *> *> This code makes very mild assumptions about floating point *> arithmetic. It will work on machines with a guard digit in *> add/subtract, or on those binary machines without guard digits *> which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or Cray-2. *> It could conceivably fail on hexadecimal or decimal machines *> without guard digits, but we know of none. See DLASD3 for details. *> *> The code currently calls DLASDQ if singular values only are desired. *> However, it can be slightly modified to compute singular values *> using the divide and conquer method. *> \endverbatim * * Arguments: * ========== * *> \param[in] UPLO *> \verbatim *> UPLO is CHARACTER*1 *> = 'U': B is upper bidiagonal. *> = 'L': B is lower bidiagonal. *> \endverbatim *> *> \param[in] COMPQ *> \verbatim *> COMPQ is CHARACTER*1 *> Specifies whether singular vectors are to be computed *> as follows: *> = 'N': Compute singular values only; *> = 'P': Compute singular values and compute singular *> vectors in compact form; *> = 'I': Compute singular values and singular vectors. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The order of the matrix B. N >= 0. *> \endverbatim *> *> \param[in,out] D *> \verbatim *> D is DOUBLE PRECISION array, dimension (N) *> On entry, the n diagonal elements of the bidiagonal matrix B. *> On exit, if INFO=0, the singular values of B. *> \endverbatim *> *> \param[in,out] E *> \verbatim *> E is DOUBLE PRECISION array, dimension (N-1) *> On entry, the elements of E contain the offdiagonal *> elements of the bidiagonal matrix whose SVD is desired. *> On exit, E has been destroyed. *> \endverbatim *> *> \param[out] U *> \verbatim *> U is DOUBLE PRECISION array, dimension (LDU,N) *> If COMPQ = 'I', then: *> On exit, if INFO = 0, U contains the left singular vectors *> of the bidiagonal matrix. *> For other values of COMPQ, U is not referenced. *> \endverbatim *> *> \param[in] LDU *> \verbatim *> LDU is INTEGER *> The leading dimension of the array U. LDU >= 1. *> If singular vectors are desired, then LDU >= max( 1, N ). *> \endverbatim *> *> \param[out] VT *> \verbatim *> VT is DOUBLE PRECISION array, dimension (LDVT,N) *> If COMPQ = 'I', then: *> On exit, if INFO = 0, VT**T contains the right singular *> vectors of the bidiagonal matrix. *> For other values of COMPQ, VT is not referenced. *> \endverbatim *> *> \param[in] LDVT *> \verbatim *> LDVT is INTEGER *> The leading dimension of the array VT. LDVT >= 1. *> If singular vectors are desired, then LDVT >= max( 1, N ). *> \endverbatim *> *> \param[out] Q *> \verbatim *> Q is DOUBLE PRECISION array, dimension (LDQ) *> If COMPQ = 'P', then: *> On exit, if INFO = 0, Q and IQ contain the left *> and right singular vectors in a compact form, *> requiring O(N log N) space instead of 2*N**2. *> In particular, Q contains all the DOUBLE PRECISION data in *> LDQ >= N*(11 + 2*SMLSIZ + 8*INT(LOG_2(N/(SMLSIZ+1)))) *> words of memory, where SMLSIZ is returned by ILAENV and *> is equal to the maximum size of the subproblems at the *> bottom of the computation tree (usually about 25). *> For other values of COMPQ, Q is not referenced. *> \endverbatim *> *> \param[out] IQ *> \verbatim *> IQ is INTEGER array, dimension (LDIQ) *> If COMPQ = 'P', then: *> On exit, if INFO = 0, Q and IQ contain the left *> and right singular vectors in a compact form, *> requiring O(N log N) space instead of 2*N**2. *> In particular, IQ contains all INTEGER data in *> LDIQ >= N*(3 + 3*INT(LOG_2(N/(SMLSIZ+1)))) *> words of memory, where SMLSIZ is returned by ILAENV and *> is equal to the maximum size of the subproblems at the *> bottom of the computation tree (usually about 25). *> For other values of COMPQ, IQ is not referenced. *> \endverbatim *> *> \param[out] WORK *> \verbatim *> WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK)) *> If COMPQ = 'N' then LWORK >= (4 * N). *> If COMPQ = 'P' then LWORK >= (6 * N). *> If COMPQ = 'I' then LWORK >= (3 * N**2 + 4 * N). *> \endverbatim *> *> \param[out] IWORK *> \verbatim *> IWORK is INTEGER array, dimension (8*N) *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit. *> < 0: if INFO = -i, the i-th argument had an illegal value. *> > 0: The algorithm failed to compute a singular value. *> The update process of divide and conquer failed. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date June 2016 * *> \ingroup auxOTHERcomputational * *> \par Contributors: * ================== *> *> Ming Gu and Huan Ren, Computer Science Division, University of *> California at Berkeley, USA *> * ===================================================================== SUBROUTINE DBDSDC( UPLO, COMPQ, N, D, E, U, LDU, VT, LDVT, Q, IQ, $ WORK, IWORK, INFO ) * * -- LAPACK computational routine (version 3.7.1) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * June 2016 * * .. Scalar Arguments .. CHARACTER COMPQ, UPLO INTEGER INFO, LDU, LDVT, N * .. * .. Array Arguments .. INTEGER IQ( * ), IWORK( * ) DOUBLE PRECISION D( * ), E( * ), Q( * ), U( LDU, * ), $ VT( LDVT, * ), WORK( * ) * .. * * ===================================================================== * Changed dimension statement in comment describing E from (N) to * (N-1). Sven, 17 Feb 05. * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ZERO, ONE, TWO PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0, TWO = 2.0D+0 ) * .. * .. Local Scalars .. INTEGER DIFL, DIFR, GIVCOL, GIVNUM, GIVPTR, I, IC, $ ICOMPQ, IERR, II, IS, IU, IUPLO, IVT, J, K, KK, $ MLVL, NM1, NSIZE, PERM, POLES, QSTART, SMLSIZ, $ SMLSZP, SQRE, START, WSTART, Z DOUBLE PRECISION CS, EPS, ORGNRM, P, R, SN * .. * .. External Functions .. LOGICAL LSAME INTEGER ILAENV DOUBLE PRECISION DLAMCH, DLANST EXTERNAL LSAME, ILAENV, DLAMCH, DLANST * .. * .. External Subroutines .. EXTERNAL DCOPY, DLARTG, DLASCL, DLASD0, DLASDA, DLASDQ, $ DLASET, DLASR, DSWAP, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC ABS, DBLE, INT, LOG, SIGN * .. * .. Executable Statements .. * * Test the input parameters. * INFO = 0 * IUPLO = 0 IF( LSAME( UPLO, 'U' ) ) $ IUPLO = 1 IF( LSAME( UPLO, 'L' ) ) $ IUPLO = 2 IF( LSAME( COMPQ, 'N' ) ) THEN ICOMPQ = 0 ELSE IF( LSAME( COMPQ, 'P' ) ) THEN ICOMPQ = 1 ELSE IF( LSAME( COMPQ, 'I' ) ) THEN ICOMPQ = 2 ELSE ICOMPQ = -1 END IF IF( IUPLO.EQ.0 ) THEN INFO = -1 ELSE IF( ICOMPQ.LT.0 ) THEN INFO = -2 ELSE IF( N.LT.0 ) THEN INFO = -3 ELSE IF( ( LDU.LT.1 ) .OR. ( ( ICOMPQ.EQ.2 ) .AND. ( LDU.LT. $ N ) ) ) THEN INFO = -7 ELSE IF( ( LDVT.LT.1 ) .OR. ( ( ICOMPQ.EQ.2 ) .AND. ( LDVT.LT. $ N ) ) ) THEN INFO = -9 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DBDSDC', -INFO ) RETURN END IF * * Quick return if possible * IF( N.EQ.0 ) $ RETURN SMLSIZ = ILAENV( 9, 'DBDSDC', ' ', 0, 0, 0, 0 ) IF( N.EQ.1 ) THEN IF( ICOMPQ.EQ.1 ) THEN Q( 1 ) = SIGN( ONE, D( 1 ) ) Q( 1+SMLSIZ*N ) = ONE ELSE IF( ICOMPQ.EQ.2 ) THEN U( 1, 1 ) = SIGN( ONE, D( 1 ) ) VT( 1, 1 ) = ONE END IF D( 1 ) = ABS( D( 1 ) ) RETURN END IF NM1 = N - 1 * * If matrix lower bidiagonal, rotate to be upper bidiagonal * by applying Givens rotations on the left * WSTART = 1 QSTART = 3 IF( ICOMPQ.EQ.1 ) THEN CALL DCOPY( N, D, 1, Q( 1 ), 1 ) CALL DCOPY( N-1, E, 1, Q( N+1 ), 1 ) END IF IF( IUPLO.EQ.2 ) THEN QSTART = 5 IF( ICOMPQ .EQ. 2 ) WSTART = 2*N - 1 DO 10 I = 1, N - 1 CALL DLARTG( D( I ), E( I ), CS, SN, R ) D( I ) = R E( I ) = SN*D( I+1 ) D( I+1 ) = CS*D( I+1 ) IF( ICOMPQ.EQ.1 ) THEN Q( I+2*N ) = CS Q( I+3*N ) = SN ELSE IF( ICOMPQ.EQ.2 ) THEN WORK( I ) = CS WORK( NM1+I ) = -SN END IF 10 CONTINUE END IF * * If ICOMPQ = 0, use DLASDQ to compute the singular values. * IF( ICOMPQ.EQ.0 ) THEN * Ignore WSTART, instead using WORK( 1 ), since the two vectors * for CS and -SN above are added only if ICOMPQ == 2, * and adding them exceeds documented WORK size of 4*n. CALL DLASDQ( 'U', 0, N, 0, 0, 0, D, E, VT, LDVT, U, LDU, U, $ LDU, WORK( 1 ), INFO ) GO TO 40 END IF * * If N is smaller than the minimum divide size SMLSIZ, then solve * the problem with another solver. * IF( N.LE.SMLSIZ ) THEN IF( ICOMPQ.EQ.2 ) THEN CALL DLASET( 'A', N, N, ZERO, ONE, U, LDU ) CALL DLASET( 'A', N, N, ZERO, ONE, VT, LDVT ) CALL DLASDQ( 'U', 0, N, N, N, 0, D, E, VT, LDVT, U, LDU, U, $ LDU, WORK( WSTART ), INFO ) ELSE IF( ICOMPQ.EQ.1 ) THEN IU = 1 IVT = IU + N CALL DLASET( 'A', N, N, ZERO, ONE, Q( IU+( QSTART-1 )*N ), $ N ) CALL DLASET( 'A', N, N, ZERO, ONE, Q( IVT+( QSTART-1 )*N ), $ N ) CALL DLASDQ( 'U', 0, N, N, N, 0, D, E, $ Q( IVT+( QSTART-1 )*N ), N, $ Q( IU+( QSTART-1 )*N ), N, $ Q( IU+( QSTART-1 )*N ), N, WORK( WSTART ), $ INFO ) END IF GO TO 40 END IF * IF( ICOMPQ.EQ.2 ) THEN CALL DLASET( 'A', N, N, ZERO, ONE, U, LDU ) CALL DLASET( 'A', N, N, ZERO, ONE, VT, LDVT ) END IF * * Scale. * ORGNRM = DLANST( 'M', N, D, E ) IF( ORGNRM.EQ.ZERO ) $ RETURN CALL DLASCL( 'G', 0, 0, ORGNRM, ONE, N, 1, D, N, IERR ) CALL DLASCL( 'G', 0, 0, ORGNRM, ONE, NM1, 1, E, NM1, IERR ) * EPS = (0.9D+0)*DLAMCH( 'Epsilon' ) * MLVL = INT( LOG( DBLE( N ) / DBLE( SMLSIZ+1 ) ) / LOG( TWO ) ) + 1 SMLSZP = SMLSIZ + 1 * IF( ICOMPQ.EQ.1 ) THEN IU = 1 IVT = 1 + SMLSIZ DIFL = IVT + SMLSZP DIFR = DIFL + MLVL Z = DIFR + MLVL*2 IC = Z + MLVL IS = IC + 1 POLES = IS + 1 GIVNUM = POLES + 2*MLVL * K = 1 GIVPTR = 2 PERM = 3 GIVCOL = PERM + MLVL END IF * DO 20 I = 1, N IF( ABS( D( I ) ).LT.EPS ) THEN D( I ) = SIGN( EPS, D( I ) ) END IF 20 CONTINUE * START = 1 SQRE = 0 * DO 30 I = 1, NM1 IF( ( ABS( E( I ) ).LT.EPS ) .OR. ( I.EQ.NM1 ) ) THEN * * Subproblem found. First determine its size and then * apply divide and conquer on it. * IF( I.LT.NM1 ) THEN * * A subproblem with E(I) small for I < NM1. * NSIZE = I - START + 1 ELSE IF( ABS( E( I ) ).GE.EPS ) THEN * * A subproblem with E(NM1) not too small but I = NM1. * NSIZE = N - START + 1 ELSE * * A subproblem with E(NM1) small. This implies an * 1-by-1 subproblem at D(N). Solve this 1-by-1 problem * first. * NSIZE = I - START + 1 IF( ICOMPQ.EQ.2 ) THEN U( N, N ) = SIGN( ONE, D( N ) ) VT( N, N ) = ONE ELSE IF( ICOMPQ.EQ.1 ) THEN Q( N+( QSTART-1 )*N ) = SIGN( ONE, D( N ) ) Q( N+( SMLSIZ+QSTART-1 )*N ) = ONE END IF D( N ) = ABS( D( N ) ) END IF IF( ICOMPQ.EQ.2 ) THEN CALL DLASD0( NSIZE, SQRE, D( START ), E( START ), $ U( START, START ), LDU, VT( START, START ), $ LDVT, SMLSIZ, IWORK, WORK( WSTART ), INFO ) ELSE CALL DLASDA( ICOMPQ, SMLSIZ, NSIZE, SQRE, D( START ), $ E( START ), Q( START+( IU+QSTART-2 )*N ), N, $ Q( START+( IVT+QSTART-2 )*N ), $ IQ( START+K*N ), Q( START+( DIFL+QSTART-2 )* $ N ), Q( START+( DIFR+QSTART-2 )*N ), $ Q( START+( Z+QSTART-2 )*N ), $ Q( START+( POLES+QSTART-2 )*N ), $ IQ( START+GIVPTR*N ), IQ( START+GIVCOL*N ), $ N, IQ( START+PERM*N ), $ Q( START+( GIVNUM+QSTART-2 )*N ), $ Q( START+( IC+QSTART-2 )*N ), $ Q( START+( IS+QSTART-2 )*N ), $ WORK( WSTART ), IWORK, INFO ) END IF IF( INFO.NE.0 ) THEN RETURN END IF START = I + 1 END IF 30 CONTINUE * * Unscale * CALL DLASCL( 'G', 0, 0, ONE, ORGNRM, N, 1, D, N, IERR ) 40 CONTINUE * * Use Selection Sort to minimize swaps of singular vectors * DO 60 II = 2, N I = II - 1 KK = I P = D( I ) DO 50 J = II, N IF( D( J ).GT.P ) THEN KK = J P = D( J ) END IF 50 CONTINUE IF( KK.NE.I ) THEN D( KK ) = D( I ) D( I ) = P IF( ICOMPQ.EQ.1 ) THEN IQ( I ) = KK ELSE IF( ICOMPQ.EQ.2 ) THEN CALL DSWAP( N, U( 1, I ), 1, U( 1, KK ), 1 ) CALL DSWAP( N, VT( I, 1 ), LDVT, VT( KK, 1 ), LDVT ) END IF ELSE IF( ICOMPQ.EQ.1 ) THEN IQ( I ) = I END IF 60 CONTINUE * * If ICOMPQ = 1, use IQ(N,1) as the indicator for UPLO * IF( ICOMPQ.EQ.1 ) THEN IF( IUPLO.EQ.1 ) THEN IQ( N ) = 1 ELSE IQ( N ) = 0 END IF END IF * * If B is lower bidiagonal, update U by those Givens rotations * which rotated B to be upper bidiagonal * IF( ( IUPLO.EQ.2 ) .AND. ( ICOMPQ.EQ.2 ) ) $ CALL DLASR( 'L', 'V', 'B', N, N, WORK( 1 ), WORK( N ), U, LDU ) * RETURN * * End of DBDSDC * END *> \brief \b DBDSQR * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DBDSQR + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DBDSQR( UPLO, N, NCVT, NRU, NCC, D, E, VT, LDVT, U, * LDU, C, LDC, WORK, INFO ) * * .. Scalar Arguments .. * CHARACTER UPLO * INTEGER INFO, LDC, LDU, LDVT, N, NCC, NCVT, NRU * .. * .. Array Arguments .. * DOUBLE PRECISION C( LDC, * ), D( * ), E( * ), U( LDU, * ), * $ VT( LDVT, * ), WORK( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DBDSQR computes the singular values and, optionally, the right and/or *> left singular vectors from the singular value decomposition (SVD) of *> a real N-by-N (upper or lower) bidiagonal matrix B using the implicit *> zero-shift QR algorithm. The SVD of B has the form *> *> B = Q * S * P**T *> *> where S is the diagonal matrix of singular values, Q is an orthogonal *> matrix of left singular vectors, and P is an orthogonal matrix of *> right singular vectors. If left singular vectors are requested, this *> subroutine actually returns U*Q instead of Q, and, if right singular *> vectors are requested, this subroutine returns P**T*VT instead of *> P**T, for given real input matrices U and VT. When U and VT are the *> orthogonal matrices that reduce a general matrix A to bidiagonal *> form: A = U*B*VT, as computed by DGEBRD, then *> *> A = (U*Q) * S * (P**T*VT) *> *> is the SVD of A. Optionally, the subroutine may also compute Q**T*C *> for a given real input matrix C. *> *> See "Computing Small Singular Values of Bidiagonal Matrices With *> Guaranteed High Relative Accuracy," by J. Demmel and W. Kahan, *> LAPACK Working Note #3 (or SIAM J. Sci. Statist. Comput. vol. 11, *> no. 5, pp. 873-912, Sept 1990) and *> "Accurate singular values and differential qd algorithms," by *> B. Parlett and V. Fernando, Technical Report CPAM-554, Mathematics *> Department, University of California at Berkeley, July 1992 *> for a detailed description of the algorithm. *> \endverbatim * * Arguments: * ========== * *> \param[in] UPLO *> \verbatim *> UPLO is CHARACTER*1 *> = 'U': B is upper bidiagonal; *> = 'L': B is lower bidiagonal. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The order of the matrix B. N >= 0. *> \endverbatim *> *> \param[in] NCVT *> \verbatim *> NCVT is INTEGER *> The number of columns of the matrix VT. NCVT >= 0. *> \endverbatim *> *> \param[in] NRU *> \verbatim *> NRU is INTEGER *> The number of rows of the matrix U. NRU >= 0. *> \endverbatim *> *> \param[in] NCC *> \verbatim *> NCC is INTEGER *> The number of columns of the matrix C. NCC >= 0. *> \endverbatim *> *> \param[in,out] D *> \verbatim *> D is DOUBLE PRECISION array, dimension (N) *> On entry, the n diagonal elements of the bidiagonal matrix B. *> On exit, if INFO=0, the singular values of B in decreasing *> order. *> \endverbatim *> *> \param[in,out] E *> \verbatim *> E is DOUBLE PRECISION array, dimension (N-1) *> On entry, the N-1 offdiagonal elements of the bidiagonal *> matrix B. *> On exit, if INFO = 0, E is destroyed; if INFO > 0, D and E *> will contain the diagonal and superdiagonal elements of a *> bidiagonal matrix orthogonally equivalent to the one given *> as input. *> \endverbatim *> *> \param[in,out] VT *> \verbatim *> VT is DOUBLE PRECISION array, dimension (LDVT, NCVT) *> On entry, an N-by-NCVT matrix VT. *> On exit, VT is overwritten by P**T * VT. *> Not referenced if NCVT = 0. *> \endverbatim *> *> \param[in] LDVT *> \verbatim *> LDVT is INTEGER *> The leading dimension of the array VT. *> LDVT >= max(1,N) if NCVT > 0; LDVT >= 1 if NCVT = 0. *> \endverbatim *> *> \param[in,out] U *> \verbatim *> U is DOUBLE PRECISION array, dimension (LDU, N) *> On entry, an NRU-by-N matrix U. *> On exit, U is overwritten by U * Q. *> Not referenced if NRU = 0. *> \endverbatim *> *> \param[in] LDU *> \verbatim *> LDU is INTEGER *> The leading dimension of the array U. LDU >= max(1,NRU). *> \endverbatim *> *> \param[in,out] C *> \verbatim *> C is DOUBLE PRECISION array, dimension (LDC, NCC) *> On entry, an N-by-NCC matrix C. *> On exit, C is overwritten by Q**T * C. *> Not referenced if NCC = 0. *> \endverbatim *> *> \param[in] LDC *> \verbatim *> LDC is INTEGER *> The leading dimension of the array C. *> LDC >= max(1,N) if NCC > 0; LDC >=1 if NCC = 0. *> \endverbatim *> *> \param[out] WORK *> \verbatim *> WORK is DOUBLE PRECISION array, dimension (4*N) *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit *> < 0: If INFO = -i, the i-th argument had an illegal value *> > 0: *> if NCVT = NRU = NCC = 0, *> = 1, a split was marked by a positive value in E *> = 2, current block of Z not diagonalized after 30*N *> iterations (in inner while loop) *> = 3, termination criterion of outer while loop not met *> (program created more than N unreduced blocks) *> else NCVT = NRU = NCC = 0, *> the algorithm did not converge; D and E contain the *> elements of a bidiagonal matrix which is orthogonally *> similar to the input matrix B; if INFO = i, i *> elements of E have not converged to zero. *> \endverbatim * *> \par Internal Parameters: * ========================= *> *> \verbatim *> TOLMUL DOUBLE PRECISION, default = max(10,min(100,EPS**(-1/8))) *> TOLMUL controls the convergence criterion of the QR loop. *> If it is positive, TOLMUL*EPS is the desired relative *> precision in the computed singular values. *> If it is negative, abs(TOLMUL*EPS*sigma_max) is the *> desired absolute accuracy in the computed singular *> values (corresponds to relative accuracy *> abs(TOLMUL*EPS) in the largest singular value. *> abs(TOLMUL) should be between 1 and 1/EPS, and preferably *> between 10 (for fast convergence) and .1/EPS *> (for there to be some accuracy in the results). *> Default is to lose at either one eighth or 2 of the *> available decimal digits in each computed singular value *> (whichever is smaller). *> *> MAXITR INTEGER, default = 6 *> MAXITR controls the maximum number of passes of the *> algorithm through its inner loop. The algorithms stops *> (and so fails to converge) if the number of passes *> through the inner loop exceeds MAXITR*N**2. *> *> \endverbatim * *> \par Note: * =========== *> *> \verbatim *> Bug report from Cezary Dendek. *> On March 23rd 2017, the INTEGER variable MAXIT = MAXITR*N**2 is *> removed since it can overflow pretty easily (for N larger or equal *> than 18,919). We instead use MAXITDIVN = MAXITR*N. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date June 2017 * *> \ingroup auxOTHERcomputational * * ===================================================================== SUBROUTINE DBDSQR( UPLO, N, NCVT, NRU, NCC, D, E, VT, LDVT, U, $ LDU, C, LDC, WORK, INFO ) * * -- LAPACK computational routine (version 3.7.1) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * June 2017 * * .. Scalar Arguments .. CHARACTER UPLO INTEGER INFO, LDC, LDU, LDVT, N, NCC, NCVT, NRU * .. * .. Array Arguments .. DOUBLE PRECISION C( LDC, * ), D( * ), E( * ), U( LDU, * ), $ VT( LDVT, * ), WORK( * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ZERO PARAMETER ( ZERO = 0.0D0 ) DOUBLE PRECISION ONE PARAMETER ( ONE = 1.0D0 ) DOUBLE PRECISION NEGONE PARAMETER ( NEGONE = -1.0D0 ) DOUBLE PRECISION HNDRTH PARAMETER ( HNDRTH = 0.01D0 ) DOUBLE PRECISION TEN PARAMETER ( TEN = 10.0D0 ) DOUBLE PRECISION HNDRD PARAMETER ( HNDRD = 100.0D0 ) DOUBLE PRECISION MEIGTH PARAMETER ( MEIGTH = -0.125D0 ) INTEGER MAXITR PARAMETER ( MAXITR = 6 ) * .. * .. Local Scalars .. LOGICAL LOWER, ROTATE INTEGER I, IDIR, ISUB, ITER, ITERDIVN, J, LL, LLL, M, $ MAXITDIVN, NM1, NM12, NM13, OLDLL, OLDM DOUBLE PRECISION ABSE, ABSS, COSL, COSR, CS, EPS, F, G, H, MU, $ OLDCS, OLDSN, R, SHIFT, SIGMN, SIGMX, SINL, $ SINR, SLL, SMAX, SMIN, SMINL, SMINOA, $ SN, THRESH, TOL, TOLMUL, UNFL * .. * .. External Functions .. LOGICAL LSAME DOUBLE PRECISION DLAMCH EXTERNAL LSAME, DLAMCH * .. * .. External Subroutines .. EXTERNAL DLARTG, DLAS2, DLASQ1, DLASR, DLASV2, DROT, $ DSCAL, DSWAP, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC ABS, DBLE, MAX, MIN, SIGN, SQRT * .. * .. Executable Statements .. * * Test the input parameters. * INFO = 0 LOWER = LSAME( UPLO, 'L' ) IF( .NOT.LSAME( UPLO, 'U' ) .AND. .NOT.LOWER ) THEN INFO = -1 ELSE IF( N.LT.0 ) THEN INFO = -2 ELSE IF( NCVT.LT.0 ) THEN INFO = -3 ELSE IF( NRU.LT.0 ) THEN INFO = -4 ELSE IF( NCC.LT.0 ) THEN INFO = -5 ELSE IF( ( NCVT.EQ.0 .AND. LDVT.LT.1 ) .OR. $ ( NCVT.GT.0 .AND. LDVT.LT.MAX( 1, N ) ) ) THEN INFO = -9 ELSE IF( LDU.LT.MAX( 1, NRU ) ) THEN INFO = -11 ELSE IF( ( NCC.EQ.0 .AND. LDC.LT.1 ) .OR. $ ( NCC.GT.0 .AND. LDC.LT.MAX( 1, N ) ) ) THEN INFO = -13 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DBDSQR', -INFO ) RETURN END IF IF( N.EQ.0 ) $ RETURN IF( N.EQ.1 ) $ GO TO 160 * * ROTATE is true if any singular vectors desired, false otherwise * ROTATE = ( NCVT.GT.0 ) .OR. ( NRU.GT.0 ) .OR. ( NCC.GT.0 ) * * If no singular vectors desired, use qd algorithm * IF( .NOT.ROTATE ) THEN CALL DLASQ1( N, D, E, WORK, INFO ) * * If INFO equals 2, dqds didn't finish, try to finish * IF( INFO .NE. 2 ) RETURN INFO = 0 END IF * NM1 = N - 1 NM12 = NM1 + NM1 NM13 = NM12 + NM1 IDIR = 0 * * Get machine constants * EPS = DLAMCH( 'Epsilon' ) UNFL = DLAMCH( 'Safe minimum' ) * * If matrix lower bidiagonal, rotate to be upper bidiagonal * by applying Givens rotations on the left * IF( LOWER ) THEN DO 10 I = 1, N - 1 CALL DLARTG( D( I ), E( I ), CS, SN, R ) D( I ) = R E( I ) = SN*D( I+1 ) D( I+1 ) = CS*D( I+1 ) WORK( I ) = CS WORK( NM1+I ) = SN 10 CONTINUE * * Update singular vectors if desired * IF( NRU.GT.0 ) $ CALL DLASR( 'R', 'V', 'F', NRU, N, WORK( 1 ), WORK( N ), U, $ LDU ) IF( NCC.GT.0 ) $ CALL DLASR( 'L', 'V', 'F', N, NCC, WORK( 1 ), WORK( N ), C, $ LDC ) END IF * * Compute singular values to relative accuracy TOL * (By setting TOL to be negative, algorithm will compute * singular values to absolute accuracy ABS(TOL)*norm(input matrix)) * TOLMUL = MAX( TEN, MIN( HNDRD, EPS**MEIGTH ) ) TOL = TOLMUL*EPS * * Compute approximate maximum, minimum singular values * SMAX = ZERO DO 20 I = 1, N SMAX = MAX( SMAX, ABS( D( I ) ) ) 20 CONTINUE DO 30 I = 1, N - 1 SMAX = MAX( SMAX, ABS( E( I ) ) ) 30 CONTINUE SMINL = ZERO IF( TOL.GE.ZERO ) THEN * * Relative accuracy desired * SMINOA = ABS( D( 1 ) ) IF( SMINOA.EQ.ZERO ) $ GO TO 50 MU = SMINOA DO 40 I = 2, N MU = ABS( D( I ) )*( MU / ( MU+ABS( E( I-1 ) ) ) ) SMINOA = MIN( SMINOA, MU ) IF( SMINOA.EQ.ZERO ) $ GO TO 50 40 CONTINUE 50 CONTINUE SMINOA = SMINOA / SQRT( DBLE( N ) ) THRESH = MAX( TOL*SMINOA, MAXITR*(N*(N*UNFL)) ) ELSE * * Absolute accuracy desired * THRESH = MAX( ABS( TOL )*SMAX, MAXITR*(N*(N*UNFL)) ) END IF * * Prepare for main iteration loop for the singular values * (MAXIT is the maximum number of passes through the inner * loop permitted before nonconvergence signalled.) * MAXITDIVN = MAXITR*N ITERDIVN = 0 ITER = -1 OLDLL = -1 OLDM = -1 * * M points to last element of unconverged part of matrix * M = N * * Begin main iteration loop * 60 CONTINUE * * Check for convergence or exceeding iteration count * IF( M.LE.1 ) $ GO TO 160 * IF( ITER.GE.N ) THEN ITER = ITER - N ITERDIVN = ITERDIVN + 1 IF( ITERDIVN.GE.MAXITDIVN ) $ GO TO 200 END IF * * Find diagonal block of matrix to work on * IF( TOL.LT.ZERO .AND. ABS( D( M ) ).LE.THRESH ) $ D( M ) = ZERO SMAX = ABS( D( M ) ) SMIN = SMAX DO 70 LLL = 1, M - 1 LL = M - LLL ABSS = ABS( D( LL ) ) ABSE = ABS( E( LL ) ) IF( TOL.LT.ZERO .AND. ABSS.LE.THRESH ) $ D( LL ) = ZERO IF( ABSE.LE.THRESH ) $ GO TO 80 SMIN = MIN( SMIN, ABSS ) SMAX = MAX( SMAX, ABSS, ABSE ) 70 CONTINUE LL = 0 GO TO 90 80 CONTINUE E( LL ) = ZERO * * Matrix splits since E(LL) = 0 * IF( LL.EQ.M-1 ) THEN * * Convergence of bottom singular value, return to top of loop * M = M - 1 GO TO 60 END IF 90 CONTINUE LL = LL + 1 * * E(LL) through E(M-1) are nonzero, E(LL-1) is zero * IF( LL.EQ.M-1 ) THEN * * 2 by 2 block, handle separately * CALL DLASV2( D( M-1 ), E( M-1 ), D( M ), SIGMN, SIGMX, SINR, $ COSR, SINL, COSL ) D( M-1 ) = SIGMX E( M-1 ) = ZERO D( M ) = SIGMN * * Compute singular vectors, if desired * IF( NCVT.GT.0 ) $ CALL DROT( NCVT, VT( M-1, 1 ), LDVT, VT( M, 1 ), LDVT, COSR, $ SINR ) IF( NRU.GT.0 ) $ CALL DROT( NRU, U( 1, M-1 ), 1, U( 1, M ), 1, COSL, SINL ) IF( NCC.GT.0 ) $ CALL DROT( NCC, C( M-1, 1 ), LDC, C( M, 1 ), LDC, COSL, $ SINL ) M = M - 2 GO TO 60 END IF * * If working on new submatrix, choose shift direction * (from larger end diagonal element towards smaller) * IF( LL.GT.OLDM .OR. M.LT.OLDLL ) THEN IF( ABS( D( LL ) ).GE.ABS( D( M ) ) ) THEN * * Chase bulge from top (big end) to bottom (small end) * IDIR = 1 ELSE * * Chase bulge from bottom (big end) to top (small end) * IDIR = 2 END IF END IF * * Apply convergence tests * IF( IDIR.EQ.1 ) THEN * * Run convergence test in forward direction * First apply standard test to bottom of matrix * IF( ABS( E( M-1 ) ).LE.ABS( TOL )*ABS( D( M ) ) .OR. $ ( TOL.LT.ZERO .AND. ABS( E( M-1 ) ).LE.THRESH ) ) THEN E( M-1 ) = ZERO GO TO 60 END IF * IF( TOL.GE.ZERO ) THEN * * If relative accuracy desired, * apply convergence criterion forward * MU = ABS( D( LL ) ) SMINL = MU DO 100 LLL = LL, M - 1 IF( ABS( E( LLL ) ).LE.TOL*MU ) THEN E( LLL ) = ZERO GO TO 60 END IF MU = ABS( D( LLL+1 ) )*( MU / ( MU+ABS( E( LLL ) ) ) ) SMINL = MIN( SMINL, MU ) 100 CONTINUE END IF * ELSE * * Run convergence test in backward direction * First apply standard test to top of matrix * IF( ABS( E( LL ) ).LE.ABS( TOL )*ABS( D( LL ) ) .OR. $ ( TOL.LT.ZERO .AND. ABS( E( LL ) ).LE.THRESH ) ) THEN E( LL ) = ZERO GO TO 60 END IF * IF( TOL.GE.ZERO ) THEN * * If relative accuracy desired, * apply convergence criterion backward * MU = ABS( D( M ) ) SMINL = MU DO 110 LLL = M - 1, LL, -1 IF( ABS( E( LLL ) ).LE.TOL*MU ) THEN E( LLL ) = ZERO GO TO 60 END IF MU = ABS( D( LLL ) )*( MU / ( MU+ABS( E( LLL ) ) ) ) SMINL = MIN( SMINL, MU ) 110 CONTINUE END IF END IF OLDLL = LL OLDM = M * * Compute shift. First, test if shifting would ruin relative * accuracy, and if so set the shift to zero. * IF( TOL.GE.ZERO .AND. N*TOL*( SMINL / SMAX ).LE. $ MAX( EPS, HNDRTH*TOL ) ) THEN * * Use a zero shift to avoid loss of relative accuracy * SHIFT = ZERO ELSE * * Compute the shift from 2-by-2 block at end of matrix * IF( IDIR.EQ.1 ) THEN SLL = ABS( D( LL ) ) CALL DLAS2( D( M-1 ), E( M-1 ), D( M ), SHIFT, R ) ELSE SLL = ABS( D( M ) ) CALL DLAS2( D( LL ), E( LL ), D( LL+1 ), SHIFT, R ) END IF * * Test if shift negligible, and if so set to zero * IF( SLL.GT.ZERO ) THEN IF( ( SHIFT / SLL )**2.LT.EPS ) $ SHIFT = ZERO END IF END IF * * Increment iteration count * ITER = ITER + M - LL * * If SHIFT = 0, do simplified QR iteration * IF( SHIFT.EQ.ZERO ) THEN IF( IDIR.EQ.1 ) THEN * * Chase bulge from top to bottom * Save cosines and sines for later singular vector updates * CS = ONE OLDCS = ONE DO 120 I = LL, M - 1 CALL DLARTG( D( I )*CS, E( I ), CS, SN, R ) IF( I.GT.LL ) $ E( I-1 ) = OLDSN*R CALL DLARTG( OLDCS*R, D( I+1 )*SN, OLDCS, OLDSN, D( I ) ) WORK( I-LL+1 ) = CS WORK( I-LL+1+NM1 ) = SN WORK( I-LL+1+NM12 ) = OLDCS WORK( I-LL+1+NM13 ) = OLDSN 120 CONTINUE H = D( M )*CS D( M ) = H*OLDCS E( M-1 ) = H*OLDSN * * Update singular vectors * IF( NCVT.GT.0 ) $ CALL DLASR( 'L', 'V', 'F', M-LL+1, NCVT, WORK( 1 ), $ WORK( N ), VT( LL, 1 ), LDVT ) IF( NRU.GT.0 ) $ CALL DLASR( 'R', 'V', 'F', NRU, M-LL+1, WORK( NM12+1 ), $ WORK( NM13+1 ), U( 1, LL ), LDU ) IF( NCC.GT.0 ) $ CALL DLASR( 'L', 'V', 'F', M-LL+1, NCC, WORK( NM12+1 ), $ WORK( NM13+1 ), C( LL, 1 ), LDC ) * * Test convergence * IF( ABS( E( M-1 ) ).LE.THRESH ) $ E( M-1 ) = ZERO * ELSE * * Chase bulge from bottom to top * Save cosines and sines for later singular vector updates * CS = ONE OLDCS = ONE DO 130 I = M, LL + 1, -1 CALL DLARTG( D( I )*CS, E( I-1 ), CS, SN, R ) IF( I.LT.M ) $ E( I ) = OLDSN*R CALL DLARTG( OLDCS*R, D( I-1 )*SN, OLDCS, OLDSN, D( I ) ) WORK( I-LL ) = CS WORK( I-LL+NM1 ) = -SN WORK( I-LL+NM12 ) = OLDCS WORK( I-LL+NM13 ) = -OLDSN 130 CONTINUE H = D( LL )*CS D( LL ) = H*OLDCS E( LL ) = H*OLDSN * * Update singular vectors * IF( NCVT.GT.0 ) $ CALL DLASR( 'L', 'V', 'B', M-LL+1, NCVT, WORK( NM12+1 ), $ WORK( NM13+1 ), VT( LL, 1 ), LDVT ) IF( NRU.GT.0 ) $ CALL DLASR( 'R', 'V', 'B', NRU, M-LL+1, WORK( 1 ), $ WORK( N ), U( 1, LL ), LDU ) IF( NCC.GT.0 ) $ CALL DLASR( 'L', 'V', 'B', M-LL+1, NCC, WORK( 1 ), $ WORK( N ), C( LL, 1 ), LDC ) * * Test convergence * IF( ABS( E( LL ) ).LE.THRESH ) $ E( LL ) = ZERO END IF ELSE * * Use nonzero shift * IF( IDIR.EQ.1 ) THEN * * Chase bulge from top to bottom * Save cosines and sines for later singular vector updates * F = ( ABS( D( LL ) )-SHIFT )* $ ( SIGN( ONE, D( LL ) )+SHIFT / D( LL ) ) G = E( LL ) DO 140 I = LL, M - 1 CALL DLARTG( F, G, COSR, SINR, R ) IF( I.GT.LL ) $ E( I-1 ) = R F = COSR*D( I ) + SINR*E( I ) E( I ) = COSR*E( I ) - SINR*D( I ) G = SINR*D( I+1 ) D( I+1 ) = COSR*D( I+1 ) CALL DLARTG( F, G, COSL, SINL, R ) D( I ) = R F = COSL*E( I ) + SINL*D( I+1 ) D( I+1 ) = COSL*D( I+1 ) - SINL*E( I ) IF( I.LT.M-1 ) THEN G = SINL*E( I+1 ) E( I+1 ) = COSL*E( I+1 ) END IF WORK( I-LL+1 ) = COSR WORK( I-LL+1+NM1 ) = SINR WORK( I-LL+1+NM12 ) = COSL WORK( I-LL+1+NM13 ) = SINL 140 CONTINUE E( M-1 ) = F * * Update singular vectors * IF( NCVT.GT.0 ) $ CALL DLASR( 'L', 'V', 'F', M-LL+1, NCVT, WORK( 1 ), $ WORK( N ), VT( LL, 1 ), LDVT ) IF( NRU.GT.0 ) $ CALL DLASR( 'R', 'V', 'F', NRU, M-LL+1, WORK( NM12+1 ), $ WORK( NM13+1 ), U( 1, LL ), LDU ) IF( NCC.GT.0 ) $ CALL DLASR( 'L', 'V', 'F', M-LL+1, NCC, WORK( NM12+1 ), $ WORK( NM13+1 ), C( LL, 1 ), LDC ) * * Test convergence * IF( ABS( E( M-1 ) ).LE.THRESH ) $ E( M-1 ) = ZERO * ELSE * * Chase bulge from bottom to top * Save cosines and sines for later singular vector updates * F = ( ABS( D( M ) )-SHIFT )*( SIGN( ONE, D( M ) )+SHIFT / $ D( M ) ) G = E( M-1 ) DO 150 I = M, LL + 1, -1 CALL DLARTG( F, G, COSR, SINR, R ) IF( I.LT.M ) $ E( I ) = R F = COSR*D( I ) + SINR*E( I-1 ) E( I-1 ) = COSR*E( I-1 ) - SINR*D( I ) G = SINR*D( I-1 ) D( I-1 ) = COSR*D( I-1 ) CALL DLARTG( F, G, COSL, SINL, R ) D( I ) = R F = COSL*E( I-1 ) + SINL*D( I-1 ) D( I-1 ) = COSL*D( I-1 ) - SINL*E( I-1 ) IF( I.GT.LL+1 ) THEN G = SINL*E( I-2 ) E( I-2 ) = COSL*E( I-2 ) END IF WORK( I-LL ) = COSR WORK( I-LL+NM1 ) = -SINR WORK( I-LL+NM12 ) = COSL WORK( I-LL+NM13 ) = -SINL 150 CONTINUE E( LL ) = F * * Test convergence * IF( ABS( E( LL ) ).LE.THRESH ) $ E( LL ) = ZERO * * Update singular vectors if desired * IF( NCVT.GT.0 ) $ CALL DLASR( 'L', 'V', 'B', M-LL+1, NCVT, WORK( NM12+1 ), $ WORK( NM13+1 ), VT( LL, 1 ), LDVT ) IF( NRU.GT.0 ) $ CALL DLASR( 'R', 'V', 'B', NRU, M-LL+1, WORK( 1 ), $ WORK( N ), U( 1, LL ), LDU ) IF( NCC.GT.0 ) $ CALL DLASR( 'L', 'V', 'B', M-LL+1, NCC, WORK( 1 ), $ WORK( N ), C( LL, 1 ), LDC ) END IF END IF * * QR iteration finished, go back and check convergence * GO TO 60 * * All singular values converged, so make them positive * 160 CONTINUE DO 170 I = 1, N IF( D( I ).LT.ZERO ) THEN D( I ) = -D( I ) * * Change sign of singular vectors, if desired * IF( NCVT.GT.0 ) $ CALL DSCAL( NCVT, NEGONE, VT( I, 1 ), LDVT ) END IF 170 CONTINUE * * Sort the singular values into decreasing order (insertion sort on * singular values, but only one transposition per singular vector) * DO 190 I = 1, N - 1 * * Scan for smallest D(I) * ISUB = 1 SMIN = D( 1 ) DO 180 J = 2, N + 1 - I IF( D( J ).LE.SMIN ) THEN ISUB = J SMIN = D( J ) END IF 180 CONTINUE IF( ISUB.NE.N+1-I ) THEN * * Swap singular values and vectors * D( ISUB ) = D( N+1-I ) D( N+1-I ) = SMIN IF( NCVT.GT.0 ) $ CALL DSWAP( NCVT, VT( ISUB, 1 ), LDVT, VT( N+1-I, 1 ), $ LDVT ) IF( NRU.GT.0 ) $ CALL DSWAP( NRU, U( 1, ISUB ), 1, U( 1, N+1-I ), 1 ) IF( NCC.GT.0 ) $ CALL DSWAP( NCC, C( ISUB, 1 ), LDC, C( N+1-I, 1 ), LDC ) END IF 190 CONTINUE GO TO 220 * * Maximum number of iterations exceeded, failure to converge * 200 CONTINUE INFO = 0 DO 210 I = 1, N - 1 IF( E( I ).NE.ZERO ) $ INFO = INFO + 1 210 CONTINUE 220 CONTINUE RETURN * * End of DBDSQR * END *> \brief \b DDISNA * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DDISNA + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DDISNA( JOB, M, N, D, SEP, INFO ) * * .. Scalar Arguments .. * CHARACTER JOB * INTEGER INFO, M, N * .. * .. Array Arguments .. * DOUBLE PRECISION D( * ), SEP( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DDISNA computes the reciprocal condition numbers for the eigenvectors *> of a real symmetric or complex Hermitian matrix or for the left or *> right singular vectors of a general m-by-n matrix. The reciprocal *> condition number is the 'gap' between the corresponding eigenvalue or *> singular value and the nearest other one. *> *> The bound on the error, measured by angle in radians, in the I-th *> computed vector is given by *> *> DLAMCH( 'E' ) * ( ANORM / SEP( I ) ) *> *> where ANORM = 2-norm(A) = max( abs( D(j) ) ). SEP(I) is not allowed *> to be smaller than DLAMCH( 'E' )*ANORM in order to limit the size of *> the error bound. *> *> DDISNA may also be used to compute error bounds for eigenvectors of *> the generalized symmetric definite eigenproblem. *> \endverbatim * * Arguments: * ========== * *> \param[in] JOB *> \verbatim *> JOB is CHARACTER*1 *> Specifies for which problem the reciprocal condition numbers *> should be computed: *> = 'E': the eigenvectors of a symmetric/Hermitian matrix; *> = 'L': the left singular vectors of a general matrix; *> = 'R': the right singular vectors of a general matrix. *> \endverbatim *> *> \param[in] M *> \verbatim *> M is INTEGER *> The number of rows of the matrix. M >= 0. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> If JOB = 'L' or 'R', the number of columns of the matrix, *> in which case N >= 0. Ignored if JOB = 'E'. *> \endverbatim *> *> \param[in] D *> \verbatim *> D is DOUBLE PRECISION array, dimension (M) if JOB = 'E' *> dimension (min(M,N)) if JOB = 'L' or 'R' *> The eigenvalues (if JOB = 'E') or singular values (if JOB = *> 'L' or 'R') of the matrix, in either increasing or decreasing *> order. If singular values, they must be non-negative. *> \endverbatim *> *> \param[out] SEP *> \verbatim *> SEP is DOUBLE PRECISION array, dimension (M) if JOB = 'E' *> dimension (min(M,N)) if JOB = 'L' or 'R' *> The reciprocal condition numbers of the vectors. *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit. *> < 0: if INFO = -i, the i-th argument had an illegal value. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date December 2016 * *> \ingroup auxOTHERcomputational * * ===================================================================== SUBROUTINE DDISNA( JOB, M, N, D, SEP, INFO ) * * -- LAPACK computational routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * * .. Scalar Arguments .. CHARACTER JOB INTEGER INFO, M, N * .. * .. Array Arguments .. DOUBLE PRECISION D( * ), SEP( * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ZERO PARAMETER ( ZERO = 0.0D+0 ) * .. * .. Local Scalars .. LOGICAL DECR, EIGEN, INCR, LEFT, RIGHT, SING INTEGER I, K DOUBLE PRECISION ANORM, EPS, NEWGAP, OLDGAP, SAFMIN, THRESH * .. * .. External Functions .. LOGICAL LSAME DOUBLE PRECISION DLAMCH EXTERNAL LSAME, DLAMCH * .. * .. Intrinsic Functions .. INTRINSIC ABS, MAX, MIN * .. * .. External Subroutines .. EXTERNAL XERBLA * .. * .. Executable Statements .. * * Test the input arguments * INFO = 0 EIGEN = LSAME( JOB, 'E' ) LEFT = LSAME( JOB, 'L' ) RIGHT = LSAME( JOB, 'R' ) SING = LEFT .OR. RIGHT IF( EIGEN ) THEN K = M ELSE IF( SING ) THEN K = MIN( M, N ) END IF IF( .NOT.EIGEN .AND. .NOT.SING ) THEN INFO = -1 ELSE IF( M.LT.0 ) THEN INFO = -2 ELSE IF( K.LT.0 ) THEN INFO = -3 ELSE INCR = .TRUE. DECR = .TRUE. DO 10 I = 1, K - 1 IF( INCR ) $ INCR = INCR .AND. D( I ).LE.D( I+1 ) IF( DECR ) $ DECR = DECR .AND. D( I ).GE.D( I+1 ) 10 CONTINUE IF( SING .AND. K.GT.0 ) THEN IF( INCR ) $ INCR = INCR .AND. ZERO.LE.D( 1 ) IF( DECR ) $ DECR = DECR .AND. D( K ).GE.ZERO END IF IF( .NOT.( INCR .OR. DECR ) ) $ INFO = -4 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DDISNA', -INFO ) RETURN END IF * * Quick return if possible * IF( K.EQ.0 ) $ RETURN * * Compute reciprocal condition numbers * IF( K.EQ.1 ) THEN SEP( 1 ) = DLAMCH( 'O' ) ELSE OLDGAP = ABS( D( 2 )-D( 1 ) ) SEP( 1 ) = OLDGAP DO 20 I = 2, K - 1 NEWGAP = ABS( D( I+1 )-D( I ) ) SEP( I ) = MIN( OLDGAP, NEWGAP ) OLDGAP = NEWGAP 20 CONTINUE SEP( K ) = OLDGAP END IF IF( SING ) THEN IF( ( LEFT .AND. M.GT.N ) .OR. ( RIGHT .AND. M.LT.N ) ) THEN IF( INCR ) $ SEP( 1 ) = MIN( SEP( 1 ), D( 1 ) ) IF( DECR ) $ SEP( K ) = MIN( SEP( K ), D( K ) ) END IF END IF * * Ensure that reciprocal condition numbers are not less than * threshold, in order to limit the size of the error bound * EPS = DLAMCH( 'E' ) SAFMIN = DLAMCH( 'S' ) ANORM = MAX( ABS( D( 1 ) ), ABS( D( K ) ) ) IF( ANORM.EQ.ZERO ) THEN THRESH = EPS ELSE THRESH = MAX( EPS*ANORM, SAFMIN ) END IF DO 30 I = 1, K SEP( I ) = MAX( SEP( I ), THRESH ) 30 CONTINUE * RETURN * * End of DDISNA * END *> \brief \b DGBBRD * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGBBRD + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGBBRD( VECT, M, N, NCC, KL, KU, AB, LDAB, D, E, Q, * LDQ, PT, LDPT, C, LDC, WORK, INFO ) * * .. Scalar Arguments .. * CHARACTER VECT * INTEGER INFO, KL, KU, LDAB, LDC, LDPT, LDQ, M, N, NCC * .. * .. Array Arguments .. * DOUBLE PRECISION AB( LDAB, * ), C( LDC, * ), D( * ), E( * ), * $ PT( LDPT, * ), Q( LDQ, * ), WORK( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGBBRD reduces a real general m-by-n band matrix A to upper *> bidiagonal form B by an orthogonal transformation: Q**T * A * P = B. *> *> The routine computes B, and optionally forms Q or P**T, or computes *> Q**T*C for a given matrix C. *> \endverbatim * * Arguments: * ========== * *> \param[in] VECT *> \verbatim *> VECT is CHARACTER*1 *> Specifies whether or not the matrices Q and P**T are to be *> formed. *> = 'N': do not form Q or P**T; *> = 'Q': form Q only; *> = 'P': form P**T only; *> = 'B': form both. *> \endverbatim *> *> \param[in] M *> \verbatim *> M is INTEGER *> The number of rows of the matrix A. M >= 0. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The number of columns of the matrix A. N >= 0. *> \endverbatim *> *> \param[in] NCC *> \verbatim *> NCC is INTEGER *> The number of columns of the matrix C. NCC >= 0. *> \endverbatim *> *> \param[in] KL *> \verbatim *> KL is INTEGER *> The number of subdiagonals of the matrix A. KL >= 0. *> \endverbatim *> *> \param[in] KU *> \verbatim *> KU is INTEGER *> The number of superdiagonals of the matrix A. KU >= 0. *> \endverbatim *> *> \param[in,out] AB *> \verbatim *> AB is DOUBLE PRECISION array, dimension (LDAB,N) *> On entry, the m-by-n band matrix A, stored in rows 1 to *> KL+KU+1. The j-th column of A is stored in the j-th column of *> the array AB as follows: *> AB(ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(m,j+kl). *> On exit, A is overwritten by values generated during the *> reduction. *> \endverbatim *> *> \param[in] LDAB *> \verbatim *> LDAB is INTEGER *> The leading dimension of the array A. LDAB >= KL+KU+1. *> \endverbatim *> *> \param[out] D *> \verbatim *> D is DOUBLE PRECISION array, dimension (min(M,N)) *> The diagonal elements of the bidiagonal matrix B. *> \endverbatim *> *> \param[out] E *> \verbatim *> E is DOUBLE PRECISION array, dimension (min(M,N)-1) *> The superdiagonal elements of the bidiagonal matrix B. *> \endverbatim *> *> \param[out] Q *> \verbatim *> Q is DOUBLE PRECISION array, dimension (LDQ,M) *> If VECT = 'Q' or 'B', the m-by-m orthogonal matrix Q. *> If VECT = 'N' or 'P', the array Q is not referenced. *> \endverbatim *> *> \param[in] LDQ *> \verbatim *> LDQ is INTEGER *> The leading dimension of the array Q. *> LDQ >= max(1,M) if VECT = 'Q' or 'B'; LDQ >= 1 otherwise. *> \endverbatim *> *> \param[out] PT *> \verbatim *> PT is DOUBLE PRECISION array, dimension (LDPT,N) *> If VECT = 'P' or 'B', the n-by-n orthogonal matrix P'. *> If VECT = 'N' or 'Q', the array PT is not referenced. *> \endverbatim *> *> \param[in] LDPT *> \verbatim *> LDPT is INTEGER *> The leading dimension of the array PT. *> LDPT >= max(1,N) if VECT = 'P' or 'B'; LDPT >= 1 otherwise. *> \endverbatim *> *> \param[in,out] C *> \verbatim *> C is DOUBLE PRECISION array, dimension (LDC,NCC) *> On entry, an m-by-ncc matrix C. *> On exit, C is overwritten by Q**T*C. *> C is not referenced if NCC = 0. *> \endverbatim *> *> \param[in] LDC *> \verbatim *> LDC is INTEGER *> The leading dimension of the array C. *> LDC >= max(1,M) if NCC > 0; LDC >= 1 if NCC = 0. *> \endverbatim *> *> \param[out] WORK *> \verbatim *> WORK is DOUBLE PRECISION array, dimension (2*max(M,N)) *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit. *> < 0: if INFO = -i, the i-th argument had an illegal value. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date December 2016 * *> \ingroup doubleGBcomputational * * ===================================================================== SUBROUTINE DGBBRD( VECT, M, N, NCC, KL, KU, AB, LDAB, D, E, Q, $ LDQ, PT, LDPT, C, LDC, WORK, INFO ) * * -- LAPACK computational routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * * .. Scalar Arguments .. CHARACTER VECT INTEGER INFO, KL, KU, LDAB, LDC, LDPT, LDQ, M, N, NCC * .. * .. Array Arguments .. DOUBLE PRECISION AB( LDAB, * ), C( LDC, * ), D( * ), E( * ), $ PT( LDPT, * ), Q( LDQ, * ), WORK( * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ZERO, ONE PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 ) * .. * .. Local Scalars .. LOGICAL WANTB, WANTC, WANTPT, WANTQ INTEGER I, INCA, J, J1, J2, KB, KB1, KK, KLM, KLU1, $ KUN, L, MINMN, ML, ML0, MN, MU, MU0, NR, NRT DOUBLE PRECISION RA, RB, RC, RS * .. * .. External Subroutines .. EXTERNAL DLARGV, DLARTG, DLARTV, DLASET, DROT, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC MAX, MIN * .. * .. External Functions .. LOGICAL LSAME EXTERNAL LSAME * .. * .. Executable Statements .. * * Test the input parameters * WANTB = LSAME( VECT, 'B' ) WANTQ = LSAME( VECT, 'Q' ) .OR. WANTB WANTPT = LSAME( VECT, 'P' ) .OR. WANTB WANTC = NCC.GT.0 KLU1 = KL + KU + 1 INFO = 0 IF( .NOT.WANTQ .AND. .NOT.WANTPT .AND. .NOT.LSAME( VECT, 'N' ) ) $ THEN INFO = -1 ELSE IF( M.LT.0 ) THEN INFO = -2 ELSE IF( N.LT.0 ) THEN INFO = -3 ELSE IF( NCC.LT.0 ) THEN INFO = -4 ELSE IF( KL.LT.0 ) THEN INFO = -5 ELSE IF( KU.LT.0 ) THEN INFO = -6 ELSE IF( LDAB.LT.KLU1 ) THEN INFO = -8 ELSE IF( LDQ.LT.1 .OR. WANTQ .AND. LDQ.LT.MAX( 1, M ) ) THEN INFO = -12 ELSE IF( LDPT.LT.1 .OR. WANTPT .AND. LDPT.LT.MAX( 1, N ) ) THEN INFO = -14 ELSE IF( LDC.LT.1 .OR. WANTC .AND. LDC.LT.MAX( 1, M ) ) THEN INFO = -16 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGBBRD', -INFO ) RETURN END IF * * Initialize Q and P**T to the unit matrix, if needed * IF( WANTQ ) $ CALL DLASET( 'Full', M, M, ZERO, ONE, Q, LDQ ) IF( WANTPT ) $ CALL DLASET( 'Full', N, N, ZERO, ONE, PT, LDPT ) * * Quick return if possible. * IF( M.EQ.0 .OR. N.EQ.0 ) $ RETURN * MINMN = MIN( M, N ) * IF( KL+KU.GT.1 ) THEN * * Reduce to upper bidiagonal form if KU > 0; if KU = 0, reduce * first to lower bidiagonal form and then transform to upper * bidiagonal * IF( KU.GT.0 ) THEN ML0 = 1 MU0 = 2 ELSE ML0 = 2 MU0 = 1 END IF * * Wherever possible, plane rotations are generated and applied in * vector operations of length NR over the index set J1:J2:KLU1. * * The sines of the plane rotations are stored in WORK(1:max(m,n)) * and the cosines in WORK(max(m,n)+1:2*max(m,n)). * MN = MAX( M, N ) KLM = MIN( M-1, KL ) KUN = MIN( N-1, KU ) KB = KLM + KUN KB1 = KB + 1 INCA = KB1*LDAB NR = 0 J1 = KLM + 2 J2 = 1 - KUN * DO 90 I = 1, MINMN * * Reduce i-th column and i-th row of matrix to bidiagonal form * ML = KLM + 1 MU = KUN + 1 DO 80 KK = 1, KB J1 = J1 + KB J2 = J2 + KB * * generate plane rotations to annihilate nonzero elements * which have been created below the band * IF( NR.GT.0 ) $ CALL DLARGV( NR, AB( KLU1, J1-KLM-1 ), INCA, $ WORK( J1 ), KB1, WORK( MN+J1 ), KB1 ) * * apply plane rotations from the left * DO 10 L = 1, KB IF( J2-KLM+L-1.GT.N ) THEN NRT = NR - 1 ELSE NRT = NR END IF IF( NRT.GT.0 ) $ CALL DLARTV( NRT, AB( KLU1-L, J1-KLM+L-1 ), INCA, $ AB( KLU1-L+1, J1-KLM+L-1 ), INCA, $ WORK( MN+J1 ), WORK( J1 ), KB1 ) 10 CONTINUE * IF( ML.GT.ML0 ) THEN IF( ML.LE.M-I+1 ) THEN * * generate plane rotation to annihilate a(i+ml-1,i) * within the band, and apply rotation from the left * CALL DLARTG( AB( KU+ML-1, I ), AB( KU+ML, I ), $ WORK( MN+I+ML-1 ), WORK( I+ML-1 ), $ RA ) AB( KU+ML-1, I ) = RA IF( I.LT.N ) $ CALL DROT( MIN( KU+ML-2, N-I ), $ AB( KU+ML-2, I+1 ), LDAB-1, $ AB( KU+ML-1, I+1 ), LDAB-1, $ WORK( MN+I+ML-1 ), WORK( I+ML-1 ) ) END IF NR = NR + 1 J1 = J1 - KB1 END IF * IF( WANTQ ) THEN * * accumulate product of plane rotations in Q * DO 20 J = J1, J2, KB1 CALL DROT( M, Q( 1, J-1 ), 1, Q( 1, J ), 1, $ WORK( MN+J ), WORK( J ) ) 20 CONTINUE END IF * IF( WANTC ) THEN * * apply plane rotations to C * DO 30 J = J1, J2, KB1 CALL DROT( NCC, C( J-1, 1 ), LDC, C( J, 1 ), LDC, $ WORK( MN+J ), WORK( J ) ) 30 CONTINUE END IF * IF( J2+KUN.GT.N ) THEN * * adjust J2 to keep within the bounds of the matrix * NR = NR - 1 J2 = J2 - KB1 END IF * DO 40 J = J1, J2, KB1 * * create nonzero element a(j-1,j+ku) above the band * and store it in WORK(n+1:2*n) * WORK( J+KUN ) = WORK( J )*AB( 1, J+KUN ) AB( 1, J+KUN ) = WORK( MN+J )*AB( 1, J+KUN ) 40 CONTINUE * * generate plane rotations to annihilate nonzero elements * which have been generated above the band * IF( NR.GT.0 ) $ CALL DLARGV( NR, AB( 1, J1+KUN-1 ), INCA, $ WORK( J1+KUN ), KB1, WORK( MN+J1+KUN ), $ KB1 ) * * apply plane rotations from the right * DO 50 L = 1, KB IF( J2+L-1.GT.M ) THEN NRT = NR - 1 ELSE NRT = NR END IF IF( NRT.GT.0 ) $ CALL DLARTV( NRT, AB( L+1, J1+KUN-1 ), INCA, $ AB( L, J1+KUN ), INCA, $ WORK( MN+J1+KUN ), WORK( J1+KUN ), $ KB1 ) 50 CONTINUE * IF( ML.EQ.ML0 .AND. MU.GT.MU0 ) THEN IF( MU.LE.N-I+1 ) THEN * * generate plane rotation to annihilate a(i,i+mu-1) * within the band, and apply rotation from the right * CALL DLARTG( AB( KU-MU+3, I+MU-2 ), $ AB( KU-MU+2, I+MU-1 ), $ WORK( MN+I+MU-1 ), WORK( I+MU-1 ), $ RA ) AB( KU-MU+3, I+MU-2 ) = RA CALL DROT( MIN( KL+MU-2, M-I ), $ AB( KU-MU+4, I+MU-2 ), 1, $ AB( KU-MU+3, I+MU-1 ), 1, $ WORK( MN+I+MU-1 ), WORK( I+MU-1 ) ) END IF NR = NR + 1 J1 = J1 - KB1 END IF * IF( WANTPT ) THEN * * accumulate product of plane rotations in P**T * DO 60 J = J1, J2, KB1 CALL DROT( N, PT( J+KUN-1, 1 ), LDPT, $ PT( J+KUN, 1 ), LDPT, WORK( MN+J+KUN ), $ WORK( J+KUN ) ) 60 CONTINUE END IF * IF( J2+KB.GT.M ) THEN * * adjust J2 to keep within the bounds of the matrix * NR = NR - 1 J2 = J2 - KB1 END IF * DO 70 J = J1, J2, KB1 * * create nonzero element a(j+kl+ku,j+ku-1) below the * band and store it in WORK(1:n) * WORK( J+KB ) = WORK( J+KUN )*AB( KLU1, J+KUN ) AB( KLU1, J+KUN ) = WORK( MN+J+KUN )*AB( KLU1, J+KUN ) 70 CONTINUE * IF( ML.GT.ML0 ) THEN ML = ML - 1 ELSE MU = MU - 1 END IF 80 CONTINUE 90 CONTINUE END IF * IF( KU.EQ.0 .AND. KL.GT.0 ) THEN * * A has been reduced to lower bidiagonal form * * Transform lower bidiagonal form to upper bidiagonal by applying * plane rotations from the left, storing diagonal elements in D * and off-diagonal elements in E * DO 100 I = 1, MIN( M-1, N ) CALL DLARTG( AB( 1, I ), AB( 2, I ), RC, RS, RA ) D( I ) = RA IF( I.LT.N ) THEN E( I ) = RS*AB( 1, I+1 ) AB( 1, I+1 ) = RC*AB( 1, I+1 ) END IF IF( WANTQ ) $ CALL DROT( M, Q( 1, I ), 1, Q( 1, I+1 ), 1, RC, RS ) IF( WANTC ) $ CALL DROT( NCC, C( I, 1 ), LDC, C( I+1, 1 ), LDC, RC, $ RS ) 100 CONTINUE IF( M.LE.N ) $ D( M ) = AB( 1, M ) ELSE IF( KU.GT.0 ) THEN * * A has been reduced to upper bidiagonal form * IF( M.LT.N ) THEN * * Annihilate a(m,m+1) by applying plane rotations from the * right, storing diagonal elements in D and off-diagonal * elements in E * RB = AB( KU, M+1 ) DO 110 I = M, 1, -1 CALL DLARTG( AB( KU+1, I ), RB, RC, RS, RA ) D( I ) = RA IF( I.GT.1 ) THEN RB = -RS*AB( KU, I ) E( I-1 ) = RC*AB( KU, I ) END IF IF( WANTPT ) $ CALL DROT( N, PT( I, 1 ), LDPT, PT( M+1, 1 ), LDPT, $ RC, RS ) 110 CONTINUE ELSE * * Copy off-diagonal elements to E and diagonal elements to D * DO 120 I = 1, MINMN - 1 E( I ) = AB( KU, I+1 ) 120 CONTINUE DO 130 I = 1, MINMN D( I ) = AB( KU+1, I ) 130 CONTINUE END IF ELSE * * A is diagonal. Set elements of E to zero and copy diagonal * elements to D. * DO 140 I = 1, MINMN - 1 E( I ) = ZERO 140 CONTINUE DO 150 I = 1, MINMN D( I ) = AB( 1, I ) 150 CONTINUE END IF RETURN * * End of DGBBRD * END *> \brief \b DGBCON * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGBCON + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGBCON( NORM, N, KL, KU, AB, LDAB, IPIV, ANORM, RCOND, * WORK, IWORK, INFO ) * * .. Scalar Arguments .. * CHARACTER NORM * INTEGER INFO, KL, KU, LDAB, N * DOUBLE PRECISION ANORM, RCOND * .. * .. Array Arguments .. * INTEGER IPIV( * ), IWORK( * ) * DOUBLE PRECISION AB( LDAB, * ), WORK( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGBCON estimates the reciprocal of the condition number of a real *> general band matrix A, in either the 1-norm or the infinity-norm, *> using the LU factorization computed by DGBTRF. *> *> An estimate is obtained for norm(inv(A)), and the reciprocal of the *> condition number is computed as *> RCOND = 1 / ( norm(A) * norm(inv(A)) ). *> \endverbatim * * Arguments: * ========== * *> \param[in] NORM *> \verbatim *> NORM is CHARACTER*1 *> Specifies whether the 1-norm condition number or the *> infinity-norm condition number is required: *> = '1' or 'O': 1-norm; *> = 'I': Infinity-norm. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The order of the matrix A. N >= 0. *> \endverbatim *> *> \param[in] KL *> \verbatim *> KL is INTEGER *> The number of subdiagonals within the band of A. KL >= 0. *> \endverbatim *> *> \param[in] KU *> \verbatim *> KU is INTEGER *> The number of superdiagonals within the band of A. KU >= 0. *> \endverbatim *> *> \param[in] AB *> \verbatim *> AB is DOUBLE PRECISION array, dimension (LDAB,N) *> Details of the LU factorization of the band matrix A, as *> computed by DGBTRF. U is stored as an upper triangular band *> matrix with KL+KU superdiagonals in rows 1 to KL+KU+1, and *> the multipliers used during the factorization are stored in *> rows KL+KU+2 to 2*KL+KU+1. *> \endverbatim *> *> \param[in] LDAB *> \verbatim *> LDAB is INTEGER *> The leading dimension of the array AB. LDAB >= 2*KL+KU+1. *> \endverbatim *> *> \param[in] IPIV *> \verbatim *> IPIV is INTEGER array, dimension (N) *> The pivot indices; for 1 <= i <= N, row i of the matrix was *> interchanged with row IPIV(i). *> \endverbatim *> *> \param[in] ANORM *> \verbatim *> ANORM is DOUBLE PRECISION *> If NORM = '1' or 'O', the 1-norm of the original matrix A. *> If NORM = 'I', the infinity-norm of the original matrix A. *> \endverbatim *> *> \param[out] RCOND *> \verbatim *> RCOND is DOUBLE PRECISION *> The reciprocal of the condition number of the matrix A, *> computed as RCOND = 1/(norm(A) * norm(inv(A))). *> \endverbatim *> *> \param[out] WORK *> \verbatim *> WORK is DOUBLE PRECISION array, dimension (3*N) *> \endverbatim *> *> \param[out] IWORK *> \verbatim *> IWORK is INTEGER array, dimension (N) *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit *> < 0: if INFO = -i, the i-th argument had an illegal value *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date December 2016 * *> \ingroup doubleGBcomputational * * ===================================================================== SUBROUTINE DGBCON( NORM, N, KL, KU, AB, LDAB, IPIV, ANORM, RCOND, $ WORK, IWORK, INFO ) * * -- LAPACK computational routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * * .. Scalar Arguments .. CHARACTER NORM INTEGER INFO, KL, KU, LDAB, N DOUBLE PRECISION ANORM, RCOND * .. * .. Array Arguments .. INTEGER IPIV( * ), IWORK( * ) DOUBLE PRECISION AB( LDAB, * ), WORK( * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ONE, ZERO PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 ) * .. * .. Local Scalars .. LOGICAL LNOTI, ONENRM CHARACTER NORMIN INTEGER IX, J, JP, KASE, KASE1, KD, LM DOUBLE PRECISION AINVNM, SCALE, SMLNUM, T * .. * .. Local Arrays .. INTEGER ISAVE( 3 ) * .. * .. External Functions .. LOGICAL LSAME INTEGER IDAMAX DOUBLE PRECISION DDOT, DLAMCH EXTERNAL LSAME, IDAMAX, DDOT, DLAMCH * .. * .. External Subroutines .. EXTERNAL DAXPY, DLACN2, DLATBS, DRSCL, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC ABS, MIN * .. * .. Executable Statements .. * * Test the input parameters. * INFO = 0 ONENRM = NORM.EQ.'1' .OR. LSAME( NORM, 'O' ) IF( .NOT.ONENRM .AND. .NOT.LSAME( NORM, 'I' ) ) THEN INFO = -1 ELSE IF( N.LT.0 ) THEN INFO = -2 ELSE IF( KL.LT.0 ) THEN INFO = -3 ELSE IF( KU.LT.0 ) THEN INFO = -4 ELSE IF( LDAB.LT.2*KL+KU+1 ) THEN INFO = -6 ELSE IF( ANORM.LT.ZERO ) THEN INFO = -8 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGBCON', -INFO ) RETURN END IF * * Quick return if possible * RCOND = ZERO IF( N.EQ.0 ) THEN RCOND = ONE RETURN ELSE IF( ANORM.EQ.ZERO ) THEN RETURN END IF * SMLNUM = DLAMCH( 'Safe minimum' ) * * Estimate the norm of inv(A). * AINVNM = ZERO NORMIN = 'N' IF( ONENRM ) THEN KASE1 = 1 ELSE KASE1 = 2 END IF KD = KL + KU + 1 LNOTI = KL.GT.0 KASE = 0 10 CONTINUE CALL DLACN2( N, WORK( N+1 ), WORK, IWORK, AINVNM, KASE, ISAVE ) IF( KASE.NE.0 ) THEN IF( KASE.EQ.KASE1 ) THEN * * Multiply by inv(L). * IF( LNOTI ) THEN DO 20 J = 1, N - 1 LM = MIN( KL, N-J ) JP = IPIV( J ) T = WORK( JP ) IF( JP.NE.J ) THEN WORK( JP ) = WORK( J ) WORK( J ) = T END IF CALL DAXPY( LM, -T, AB( KD+1, J ), 1, WORK( J+1 ), 1 ) 20 CONTINUE END IF * * Multiply by inv(U). * CALL DLATBS( 'Upper', 'No transpose', 'Non-unit', NORMIN, N, $ KL+KU, AB, LDAB, WORK, SCALE, WORK( 2*N+1 ), $ INFO ) ELSE * * Multiply by inv(U**T). * CALL DLATBS( 'Upper', 'Transpose', 'Non-unit', NORMIN, N, $ KL+KU, AB, LDAB, WORK, SCALE, WORK( 2*N+1 ), $ INFO ) * * Multiply by inv(L**T). * IF( LNOTI ) THEN DO 30 J = N - 1, 1, -1 LM = MIN( KL, N-J ) WORK( J ) = WORK( J ) - DDOT( LM, AB( KD+1, J ), 1, $ WORK( J+1 ), 1 ) JP = IPIV( J ) IF( JP.NE.J ) THEN T = WORK( JP ) WORK( JP ) = WORK( J ) WORK( J ) = T END IF 30 CONTINUE END IF END IF * * Divide X by 1/SCALE if doing so will not cause overflow. * NORMIN = 'Y' IF( SCALE.NE.ONE ) THEN IX = IDAMAX( N, WORK, 1 ) IF( SCALE.LT.ABS( WORK( IX ) )*SMLNUM .OR. SCALE.EQ.ZERO ) $ GO TO 40 CALL DRSCL( N, SCALE, WORK, 1 ) END IF GO TO 10 END IF * * Compute the estimate of the reciprocal condition number. * IF( AINVNM.NE.ZERO ) $ RCOND = ( ONE / AINVNM ) / ANORM * 40 CONTINUE RETURN * * End of DGBCON * END *> \brief \b DGBEQU * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGBEQU + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGBEQU( M, N, KL, KU, AB, LDAB, R, C, ROWCND, COLCND, * AMAX, INFO ) * * .. Scalar Arguments .. * INTEGER INFO, KL, KU, LDAB, M, N * DOUBLE PRECISION AMAX, COLCND, ROWCND * .. * .. Array Arguments .. * DOUBLE PRECISION AB( LDAB, * ), C( * ), R( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGBEQU computes row and column scalings intended to equilibrate an *> M-by-N band matrix A and reduce its condition number. R returns the *> row scale factors and C the column scale factors, chosen to try to *> make the largest element in each row and column of the matrix B with *> elements B(i,j)=R(i)*A(i,j)*C(j) have absolute value 1. *> *> R(i) and C(j) are restricted to be between SMLNUM = smallest safe *> number and BIGNUM = largest safe number. Use of these scaling *> factors is not guaranteed to reduce the condition number of A but *> works well in practice. *> \endverbatim * * Arguments: * ========== * *> \param[in] M *> \verbatim *> M is INTEGER *> The number of rows of the matrix A. M >= 0. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The number of columns of the matrix A. N >= 0. *> \endverbatim *> *> \param[in] KL *> \verbatim *> KL is INTEGER *> The number of subdiagonals within the band of A. KL >= 0. *> \endverbatim *> *> \param[in] KU *> \verbatim *> KU is INTEGER *> The number of superdiagonals within the band of A. KU >= 0. *> \endverbatim *> *> \param[in] AB *> \verbatim *> AB is DOUBLE PRECISION array, dimension (LDAB,N) *> The band matrix A, stored in rows 1 to KL+KU+1. The j-th *> column of A is stored in the j-th column of the array AB as *> follows: *> AB(ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(m,j+kl). *> \endverbatim *> *> \param[in] LDAB *> \verbatim *> LDAB is INTEGER *> The leading dimension of the array AB. LDAB >= KL+KU+1. *> \endverbatim *> *> \param[out] R *> \verbatim *> R is DOUBLE PRECISION array, dimension (M) *> If INFO = 0, or INFO > M, R contains the row scale factors *> for A. *> \endverbatim *> *> \param[out] C *> \verbatim *> C is DOUBLE PRECISION array, dimension (N) *> If INFO = 0, C contains the column scale factors for A. *> \endverbatim *> *> \param[out] ROWCND *> \verbatim *> ROWCND is DOUBLE PRECISION *> If INFO = 0 or INFO > M, ROWCND contains the ratio of the *> smallest R(i) to the largest R(i). If ROWCND >= 0.1 and *> AMAX is neither too large nor too small, it is not worth *> scaling by R. *> \endverbatim *> *> \param[out] COLCND *> \verbatim *> COLCND is DOUBLE PRECISION *> If INFO = 0, COLCND contains the ratio of the smallest *> C(i) to the largest C(i). If COLCND >= 0.1, it is not *> worth scaling by C. *> \endverbatim *> *> \param[out] AMAX *> \verbatim *> AMAX is DOUBLE PRECISION *> Absolute value of largest matrix element. If AMAX is very *> close to overflow or very close to underflow, the matrix *> should be scaled. *> \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 INFO = i, and i is *> <= M: the i-th row of A is exactly zero *> > M: the (i-M)-th column of A is exactly zero *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date December 2016 * *> \ingroup doubleGBcomputational * * ===================================================================== SUBROUTINE DGBEQU( M, N, KL, KU, AB, LDAB, R, C, ROWCND, COLCND, $ AMAX, INFO ) * * -- LAPACK computational routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * * .. Scalar Arguments .. INTEGER INFO, KL, KU, LDAB, M, N DOUBLE PRECISION AMAX, COLCND, ROWCND * .. * .. Array Arguments .. DOUBLE PRECISION AB( LDAB, * ), C( * ), R( * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ONE, ZERO PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 ) * .. * .. Local Scalars .. INTEGER I, J, KD DOUBLE PRECISION BIGNUM, RCMAX, RCMIN, SMLNUM * .. * .. External Functions .. DOUBLE PRECISION DLAMCH EXTERNAL DLAMCH * .. * .. External Subroutines .. EXTERNAL XERBLA * .. * .. Intrinsic Functions .. INTRINSIC ABS, MAX, MIN * .. * .. Executable Statements .. * * Test the input parameters * INFO = 0 IF( M.LT.0 ) THEN INFO = -1 ELSE IF( N.LT.0 ) THEN INFO = -2 ELSE IF( KL.LT.0 ) THEN INFO = -3 ELSE IF( KU.LT.0 ) THEN INFO = -4 ELSE IF( LDAB.LT.KL+KU+1 ) THEN INFO = -6 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGBEQU', -INFO ) RETURN END IF * * Quick return if possible * IF( M.EQ.0 .OR. N.EQ.0 ) THEN ROWCND = ONE COLCND = ONE AMAX = ZERO RETURN END IF * * Get machine constants. * SMLNUM = DLAMCH( 'S' ) BIGNUM = ONE / SMLNUM * * Compute row scale factors. * DO 10 I = 1, M R( I ) = ZERO 10 CONTINUE * * Find the maximum element in each row. * KD = KU + 1 DO 30 J = 1, N DO 20 I = MAX( J-KU, 1 ), MIN( J+KL, M ) R( I ) = MAX( R( I ), ABS( AB( KD+I-J, J ) ) ) 20 CONTINUE 30 CONTINUE * * Find the maximum and minimum scale factors. * RCMIN = BIGNUM RCMAX = ZERO DO 40 I = 1, M RCMAX = MAX( RCMAX, R( I ) ) RCMIN = MIN( RCMIN, R( I ) ) 40 CONTINUE AMAX = RCMAX * IF( RCMIN.EQ.ZERO ) THEN * * Find the first zero scale factor and return an error code. * DO 50 I = 1, M IF( R( I ).EQ.ZERO ) THEN INFO = I RETURN END IF 50 CONTINUE ELSE * * Invert the scale factors. * DO 60 I = 1, M R( I ) = ONE / MIN( MAX( R( I ), SMLNUM ), BIGNUM ) 60 CONTINUE * * Compute ROWCND = min(R(I)) / max(R(I)) * ROWCND = MAX( RCMIN, SMLNUM ) / MIN( RCMAX, BIGNUM ) END IF * * Compute column scale factors * DO 70 J = 1, N C( J ) = ZERO 70 CONTINUE * * Find the maximum element in each column, * assuming the row scaling computed above. * KD = KU + 1 DO 90 J = 1, N DO 80 I = MAX( J-KU, 1 ), MIN( J+KL, M ) C( J ) = MAX( C( J ), ABS( AB( KD+I-J, J ) )*R( I ) ) 80 CONTINUE 90 CONTINUE * * Find the maximum and minimum scale factors. * RCMIN = BIGNUM RCMAX = ZERO DO 100 J = 1, N RCMIN = MIN( RCMIN, C( J ) ) RCMAX = MAX( RCMAX, C( J ) ) 100 CONTINUE * IF( RCMIN.EQ.ZERO ) THEN * * Find the first zero scale factor and return an error code. * DO 110 J = 1, N IF( C( J ).EQ.ZERO ) THEN INFO = M + J RETURN END IF 110 CONTINUE ELSE * * Invert the scale factors. * DO 120 J = 1, N C( J ) = ONE / MIN( MAX( C( J ), SMLNUM ), BIGNUM ) 120 CONTINUE * * Compute COLCND = min(C(J)) / max(C(J)) * COLCND = MAX( RCMIN, SMLNUM ) / MIN( RCMAX, BIGNUM ) END IF * RETURN * * End of DGBEQU * END *> \brief \b DGBEQUB * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGBEQUB + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGBEQUB( M, N, KL, KU, AB, LDAB, R, C, ROWCND, COLCND, * AMAX, INFO ) * * .. Scalar Arguments .. * INTEGER INFO, KL, KU, LDAB, M, N * DOUBLE PRECISION AMAX, COLCND, ROWCND * .. * .. Array Arguments .. * DOUBLE PRECISION AB( LDAB, * ), C( * ), R( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGBEQUB computes row and column scalings intended to equilibrate an *> M-by-N matrix A and reduce its condition number. R returns the row *> scale factors and C the column scale factors, chosen to try to make *> the largest element in each row and column of the matrix B with *> elements B(i,j)=R(i)*A(i,j)*C(j) have an absolute value of at most *> the radix. *> *> R(i) and C(j) are restricted to be a power of the radix between *> SMLNUM = smallest safe number and BIGNUM = largest safe number. Use *> of these scaling factors is not guaranteed to reduce the condition *> number of A but works well in practice. *> *> This routine differs from DGEEQU by restricting the scaling factors *> to a power of the radix. Barring over- and underflow, scaling by *> these factors introduces no additional rounding errors. However, the *> scaled entries' magnitudes are no longer approximately 1 but lie *> between sqrt(radix) and 1/sqrt(radix). *> \endverbatim * * Arguments: * ========== * *> \param[in] M *> \verbatim *> M is INTEGER *> The number of rows of the matrix A. M >= 0. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The number of columns of the matrix A. N >= 0. *> \endverbatim *> *> \param[in] KL *> \verbatim *> KL is INTEGER *> The number of subdiagonals within the band of A. KL >= 0. *> \endverbatim *> *> \param[in] KU *> \verbatim *> KU is INTEGER *> The number of superdiagonals within the band of A. KU >= 0. *> \endverbatim *> *> \param[in] AB *> \verbatim *> AB is DOUBLE PRECISION array, dimension (LDAB,N) *> On entry, the matrix A in band storage, in rows 1 to KL+KU+1. *> The j-th column of A is stored in the j-th column of the *> array AB as follows: *> AB(KU+1+i-j,j) = A(i,j) for max(1,j-KU)<=i<=min(N,j+kl) *> \endverbatim *> *> \param[in] LDAB *> \verbatim *> LDAB is INTEGER *> The leading dimension of the array A. LDAB >= max(1,M). *> \endverbatim *> *> \param[out] R *> \verbatim *> R is DOUBLE PRECISION array, dimension (M) *> If INFO = 0 or INFO > M, R contains the row scale factors *> for A. *> \endverbatim *> *> \param[out] C *> \verbatim *> C is DOUBLE PRECISION array, dimension (N) *> If INFO = 0, C contains the column scale factors for A. *> \endverbatim *> *> \param[out] ROWCND *> \verbatim *> ROWCND is DOUBLE PRECISION *> If INFO = 0 or INFO > M, ROWCND contains the ratio of the *> smallest R(i) to the largest R(i). If ROWCND >= 0.1 and *> AMAX is neither too large nor too small, it is not worth *> scaling by R. *> \endverbatim *> *> \param[out] COLCND *> \verbatim *> COLCND is DOUBLE PRECISION *> If INFO = 0, COLCND contains the ratio of the smallest *> C(i) to the largest C(i). If COLCND >= 0.1, it is not *> worth scaling by C. *> \endverbatim *> *> \param[out] AMAX *> \verbatim *> AMAX is DOUBLE PRECISION *> Absolute value of largest matrix element. If AMAX is very *> close to overflow or very close to underflow, the matrix *> should be scaled. *> \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 INFO = i, and i is *> <= M: the i-th row of A is exactly zero *> > M: the (i-M)-th column of A is exactly zero *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date December 2016 * *> \ingroup doubleGBcomputational * * ===================================================================== SUBROUTINE DGBEQUB( M, N, KL, KU, AB, LDAB, R, C, ROWCND, COLCND, $ AMAX, INFO ) * * -- LAPACK computational routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * * .. Scalar Arguments .. INTEGER INFO, KL, KU, LDAB, M, N DOUBLE PRECISION AMAX, COLCND, ROWCND * .. * .. Array Arguments .. DOUBLE PRECISION AB( LDAB, * ), C( * ), R( * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ONE, ZERO PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 ) * .. * .. Local Scalars .. INTEGER I, J, KD DOUBLE PRECISION BIGNUM, RCMAX, RCMIN, SMLNUM, RADIX, LOGRDX * .. * .. External Functions .. DOUBLE PRECISION DLAMCH EXTERNAL DLAMCH * .. * .. External Subroutines .. EXTERNAL XERBLA * .. * .. Intrinsic Functions .. INTRINSIC ABS, MAX, MIN, LOG * .. * .. Executable Statements .. * * Test the input parameters. * INFO = 0 IF( M.LT.0 ) THEN INFO = -1 ELSE IF( N.LT.0 ) THEN INFO = -2 ELSE IF( KL.LT.0 ) THEN INFO = -3 ELSE IF( KU.LT.0 ) THEN INFO = -4 ELSE IF( LDAB.LT.KL+KU+1 ) THEN INFO = -6 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGBEQUB', -INFO ) RETURN END IF * * Quick return if possible. * IF( M.EQ.0 .OR. N.EQ.0 ) THEN ROWCND = ONE COLCND = ONE AMAX = ZERO RETURN END IF * * Get machine constants. Assume SMLNUM is a power of the radix. * SMLNUM = DLAMCH( 'S' ) BIGNUM = ONE / SMLNUM RADIX = DLAMCH( 'B' ) LOGRDX = LOG(RADIX) * * Compute row scale factors. * DO 10 I = 1, M R( I ) = ZERO 10 CONTINUE * * Find the maximum element in each row. * KD = KU + 1 DO 30 J = 1, N DO 20 I = MAX( J-KU, 1 ), MIN( J+KL, M ) R( I ) = MAX( R( I ), ABS( AB( KD+I-J, J ) ) ) 20 CONTINUE 30 CONTINUE DO I = 1, M IF( R( I ).GT.ZERO ) THEN R( I ) = RADIX**INT( LOG( R( I ) ) / LOGRDX ) END IF END DO * * Find the maximum and minimum scale factors. * RCMIN = BIGNUM RCMAX = ZERO DO 40 I = 1, M RCMAX = MAX( RCMAX, R( I ) ) RCMIN = MIN( RCMIN, R( I ) ) 40 CONTINUE AMAX = RCMAX * IF( RCMIN.EQ.ZERO ) THEN * * Find the first zero scale factor and return an error code. * DO 50 I = 1, M IF( R( I ).EQ.ZERO ) THEN INFO = I RETURN END IF 50 CONTINUE ELSE * * Invert the scale factors. * DO 60 I = 1, M R( I ) = ONE / MIN( MAX( R( I ), SMLNUM ), BIGNUM ) 60 CONTINUE * * Compute ROWCND = min(R(I)) / max(R(I)). * ROWCND = MAX( RCMIN, SMLNUM ) / MIN( RCMAX, BIGNUM ) END IF * * Compute column scale factors. * DO 70 J = 1, N C( J ) = ZERO 70 CONTINUE * * Find the maximum element in each column, * assuming the row scaling computed above. * DO 90 J = 1, N DO 80 I = MAX( J-KU, 1 ), MIN( J+KL, M ) C( J ) = MAX( C( J ), ABS( AB( KD+I-J, J ) )*R( I ) ) 80 CONTINUE IF( C( J ).GT.ZERO ) THEN C( J ) = RADIX**INT( LOG( C( J ) ) / LOGRDX ) END IF 90 CONTINUE * * Find the maximum and minimum scale factors. * RCMIN = BIGNUM RCMAX = ZERO DO 100 J = 1, N RCMIN = MIN( RCMIN, C( J ) ) RCMAX = MAX( RCMAX, C( J ) ) 100 CONTINUE * IF( RCMIN.EQ.ZERO ) THEN * * Find the first zero scale factor and return an error code. * DO 110 J = 1, N IF( C( J ).EQ.ZERO ) THEN INFO = M + J RETURN END IF 110 CONTINUE ELSE * * Invert the scale factors. * DO 120 J = 1, N C( J ) = ONE / MIN( MAX( C( J ), SMLNUM ), BIGNUM ) 120 CONTINUE * * Compute COLCND = min(C(J)) / max(C(J)). * COLCND = MAX( RCMIN, SMLNUM ) / MIN( RCMAX, BIGNUM ) END IF * RETURN * * End of DGBEQUB * END *> \brief \b DGBRFS * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGBRFS + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGBRFS( TRANS, N, KL, KU, NRHS, AB, LDAB, AFB, LDAFB, * IPIV, B, LDB, X, LDX, FERR, BERR, WORK, IWORK, * INFO ) * * .. Scalar Arguments .. * CHARACTER TRANS * INTEGER INFO, KL, KU, LDAB, LDAFB, LDB, LDX, N, NRHS * .. * .. Array Arguments .. * INTEGER IPIV( * ), IWORK( * ) * DOUBLE PRECISION AB( LDAB, * ), AFB( LDAFB, * ), B( LDB, * ), * $ BERR( * ), FERR( * ), WORK( * ), X( LDX, * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGBRFS improves the computed solution to a system of linear *> equations when the coefficient matrix is banded, and provides *> error bounds and backward error estimates for the solution. *> \endverbatim * * Arguments: * ========== * *> \param[in] TRANS *> \verbatim *> TRANS is CHARACTER*1 *> Specifies the form of the system of equations: *> = 'N': A * X = B (No transpose) *> = 'T': A**T * X = B (Transpose) *> = 'C': A**H * X = B (Conjugate transpose = Transpose) *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The order of the matrix A. N >= 0. *> \endverbatim *> *> \param[in] KL *> \verbatim *> KL is INTEGER *> The number of subdiagonals within the band of A. KL >= 0. *> \endverbatim *> *> \param[in] KU *> \verbatim *> KU is INTEGER *> The number of superdiagonals within the band of A. KU >= 0. *> \endverbatim *> *> \param[in] NRHS *> \verbatim *> NRHS is INTEGER *> The number of right hand sides, i.e., the number of columns *> of the matrices B and X. NRHS >= 0. *> \endverbatim *> *> \param[in] AB *> \verbatim *> AB is DOUBLE PRECISION array, dimension (LDAB,N) *> The original band matrix A, stored in rows 1 to KL+KU+1. *> The j-th column of A is stored in the j-th column of the *> array AB as follows: *> AB(ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(n,j+kl). *> \endverbatim *> *> \param[in] LDAB *> \verbatim *> LDAB is INTEGER *> The leading dimension of the array AB. LDAB >= KL+KU+1. *> \endverbatim *> *> \param[in] AFB *> \verbatim *> AFB is DOUBLE PRECISION array, dimension (LDAFB,N) *> Details of the LU factorization of the band matrix A, as *> computed by DGBTRF. U is stored as an upper triangular band *> matrix with KL+KU superdiagonals in rows 1 to KL+KU+1, and *> the multipliers used during the factorization are stored in *> rows KL+KU+2 to 2*KL+KU+1. *> \endverbatim *> *> \param[in] LDAFB *> \verbatim *> LDAFB is INTEGER *> The leading dimension of the array AFB. LDAFB >= 2*KL*KU+1. *> \endverbatim *> *> \param[in] IPIV *> \verbatim *> IPIV is INTEGER array, dimension (N) *> The pivot indices from DGBTRF; for 1<=i<=N, row i of the *> matrix was interchanged with row IPIV(i). *> \endverbatim *> *> \param[in] B *> \verbatim *> B is DOUBLE PRECISION array, dimension (LDB,NRHS) *> The right hand side matrix B. *> \endverbatim *> *> \param[in] LDB *> \verbatim *> LDB is INTEGER *> The leading dimension of the array B. LDB >= max(1,N). *> \endverbatim *> *> \param[in,out] X *> \verbatim *> X is DOUBLE PRECISION array, dimension (LDX,NRHS) *> On entry, the solution matrix X, as computed by DGBTRS. *> On exit, the improved solution matrix X. *> \endverbatim *> *> \param[in] LDX *> \verbatim *> LDX is INTEGER *> The leading dimension of the array X. LDX >= max(1,N). *> \endverbatim *> *> \param[out] FERR *> \verbatim *> FERR is DOUBLE PRECISION array, dimension (NRHS) *> The estimated forward error bound for each solution vector *> X(j) (the j-th column of the solution matrix X). *> If XTRUE is the true solution corresponding to X(j), FERR(j) *> is an estimated upper bound for the magnitude of the largest *> element in (X(j) - XTRUE) divided by the magnitude of the *> largest element in X(j). The estimate is as reliable as *> the estimate for RCOND, and is almost always a slight *> overestimate of the true error. *> \endverbatim *> *> \param[out] BERR *> \verbatim *> BERR is DOUBLE PRECISION array, dimension (NRHS) *> The componentwise relative backward error of each solution *> vector X(j) (i.e., the smallest relative change in *> any element of A or B that makes X(j) an exact solution). *> \endverbatim *> *> \param[out] WORK *> \verbatim *> WORK is DOUBLE PRECISION array, dimension (3*N) *> \endverbatim *> *> \param[out] IWORK *> \verbatim *> IWORK is INTEGER array, dimension (N) *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit *> < 0: if INFO = -i, the i-th argument had an illegal value *> \endverbatim * *> \par Internal Parameters: * ========================= *> *> \verbatim *> ITMAX is the maximum number of steps of iterative refinement. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date December 2016 * *> \ingroup doubleGBcomputational * * ===================================================================== SUBROUTINE DGBRFS( TRANS, N, KL, KU, NRHS, AB, LDAB, AFB, LDAFB, $ IPIV, B, LDB, X, LDX, FERR, BERR, WORK, IWORK, $ INFO ) * * -- LAPACK computational routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * * .. Scalar Arguments .. CHARACTER TRANS INTEGER INFO, KL, KU, LDAB, LDAFB, LDB, LDX, N, NRHS * .. * .. Array Arguments .. INTEGER IPIV( * ), IWORK( * ) DOUBLE PRECISION AB( LDAB, * ), AFB( LDAFB, * ), B( LDB, * ), $ BERR( * ), FERR( * ), WORK( * ), X( LDX, * ) * .. * * ===================================================================== * * .. Parameters .. INTEGER ITMAX PARAMETER ( ITMAX = 5 ) DOUBLE PRECISION ZERO PARAMETER ( ZERO = 0.0D+0 ) DOUBLE PRECISION ONE PARAMETER ( ONE = 1.0D+0 ) DOUBLE PRECISION TWO PARAMETER ( TWO = 2.0D+0 ) DOUBLE PRECISION THREE PARAMETER ( THREE = 3.0D+0 ) * .. * .. Local Scalars .. LOGICAL NOTRAN CHARACTER TRANST INTEGER COUNT, I, J, K, KASE, KK, NZ DOUBLE PRECISION EPS, LSTRES, S, SAFE1, SAFE2, SAFMIN, XK * .. * .. Local Arrays .. INTEGER ISAVE( 3 ) * .. * .. External Subroutines .. EXTERNAL DAXPY, DCOPY, DGBMV, DGBTRS, DLACN2, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC ABS, MAX, MIN * .. * .. External Functions .. LOGICAL LSAME DOUBLE PRECISION DLAMCH EXTERNAL LSAME, DLAMCH * .. * .. Executable Statements .. * * Test the input parameters. * INFO = 0 NOTRAN = LSAME( TRANS, 'N' ) IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'T' ) .AND. .NOT. $ LSAME( TRANS, 'C' ) ) THEN INFO = -1 ELSE IF( N.LT.0 ) THEN INFO = -2 ELSE IF( KL.LT.0 ) THEN INFO = -3 ELSE IF( KU.LT.0 ) THEN INFO = -4 ELSE IF( NRHS.LT.0 ) THEN INFO = -5 ELSE IF( LDAB.LT.KL+KU+1 ) THEN INFO = -7 ELSE IF( LDAFB.LT.2*KL+KU+1 ) THEN INFO = -9 ELSE IF( LDB.LT.MAX( 1, N ) ) THEN INFO = -12 ELSE IF( LDX.LT.MAX( 1, N ) ) THEN INFO = -14 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGBRFS', -INFO ) RETURN END IF * * Quick return if possible * IF( N.EQ.0 .OR. NRHS.EQ.0 ) THEN DO 10 J = 1, NRHS FERR( J ) = ZERO BERR( J ) = ZERO 10 CONTINUE RETURN END IF * IF( NOTRAN ) THEN TRANST = 'T' ELSE TRANST = 'N' END IF * * NZ = maximum number of nonzero elements in each row of A, plus 1 * NZ = MIN( KL+KU+2, N+1 ) EPS = DLAMCH( 'Epsilon' ) SAFMIN = DLAMCH( 'Safe minimum' ) SAFE1 = NZ*SAFMIN SAFE2 = SAFE1 / EPS * * Do for each right hand side * DO 140 J = 1, NRHS * COUNT = 1 LSTRES = THREE 20 CONTINUE * * Loop until stopping criterion is satisfied. * * Compute residual R = B - op(A) * X, * where op(A) = A, A**T, or A**H, depending on TRANS. * CALL DCOPY( N, B( 1, J ), 1, WORK( N+1 ), 1 ) CALL DGBMV( TRANS, N, N, KL, KU, -ONE, AB, LDAB, X( 1, J ), 1, $ ONE, WORK( N+1 ), 1 ) * * Compute componentwise relative backward error from formula * * max(i) ( abs(R(i)) / ( abs(op(A))*abs(X) + abs(B) )(i) ) * * where abs(Z) is the componentwise absolute value of the matrix * or vector Z. If the i-th component of the denominator is less * than SAFE2, then SAFE1 is added to the i-th components of the * numerator and denominator before dividing. * DO 30 I = 1, N WORK( I ) = ABS( B( I, J ) ) 30 CONTINUE * * Compute abs(op(A))*abs(X) + abs(B). * IF( NOTRAN ) THEN DO 50 K = 1, N KK = KU + 1 - K XK = ABS( X( K, J ) ) DO 40 I = MAX( 1, K-KU ), MIN( N, K+KL ) WORK( I ) = WORK( I ) + ABS( AB( KK+I, K ) )*XK 40 CONTINUE 50 CONTINUE ELSE DO 70 K = 1, N S = ZERO KK = KU + 1 - K DO 60 I = MAX( 1, K-KU ), MIN( N, K+KL ) S = S + ABS( AB( KK+I, K ) )*ABS( X( I, J ) ) 60 CONTINUE WORK( K ) = WORK( K ) + S 70 CONTINUE END IF S = ZERO DO 80 I = 1, N IF( WORK( I ).GT.SAFE2 ) THEN S = MAX( S, ABS( WORK( N+I ) ) / WORK( I ) ) ELSE S = MAX( S, ( ABS( WORK( N+I ) )+SAFE1 ) / $ ( WORK( I )+SAFE1 ) ) END IF 80 CONTINUE BERR( J ) = S * * Test stopping criterion. Continue iterating if * 1) The residual BERR(J) is larger than machine epsilon, and * 2) BERR(J) decreased by at least a factor of 2 during the * last iteration, and * 3) At most ITMAX iterations tried. * IF( BERR( J ).GT.EPS .AND. TWO*BERR( J ).LE.LSTRES .AND. $ COUNT.LE.ITMAX ) THEN * * Update solution and try again. * CALL DGBTRS( TRANS, N, KL, KU, 1, AFB, LDAFB, IPIV, $ WORK( N+1 ), N, INFO ) CALL DAXPY( N, ONE, WORK( N+1 ), 1, X( 1, J ), 1 ) LSTRES = BERR( J ) COUNT = COUNT + 1 GO TO 20 END IF * * Bound error from formula * * norm(X - XTRUE) / norm(X) .le. FERR = * norm( abs(inv(op(A)))* * ( abs(R) + NZ*EPS*( abs(op(A))*abs(X)+abs(B) ))) / norm(X) * * where * norm(Z) is the magnitude of the largest component of Z * inv(op(A)) is the inverse of op(A) * abs(Z) is the componentwise absolute value of the matrix or * vector Z * NZ is the maximum number of nonzeros in any row of A, plus 1 * EPS is machine epsilon * * The i-th component of abs(R)+NZ*EPS*(abs(op(A))*abs(X)+abs(B)) * is incremented by SAFE1 if the i-th component of * abs(op(A))*abs(X) + abs(B) is less than SAFE2. * * Use DLACN2 to estimate the infinity-norm of the matrix * inv(op(A)) * diag(W), * where W = abs(R) + NZ*EPS*( abs(op(A))*abs(X)+abs(B) ))) * DO 90 I = 1, N IF( WORK( I ).GT.SAFE2 ) THEN WORK( I ) = ABS( WORK( N+I ) ) + NZ*EPS*WORK( I ) ELSE WORK( I ) = ABS( WORK( N+I ) ) + NZ*EPS*WORK( I ) + SAFE1 END IF 90 CONTINUE * KASE = 0 100 CONTINUE CALL DLACN2( N, WORK( 2*N+1 ), WORK( N+1 ), IWORK, FERR( J ), $ KASE, ISAVE ) IF( KASE.NE.0 ) THEN IF( KASE.EQ.1 ) THEN * * Multiply by diag(W)*inv(op(A)**T). * CALL DGBTRS( TRANST, N, KL, KU, 1, AFB, LDAFB, IPIV, $ WORK( N+1 ), N, INFO ) DO 110 I = 1, N WORK( N+I ) = WORK( N+I )*WORK( I ) 110 CONTINUE ELSE * * Multiply by inv(op(A))*diag(W). * DO 120 I = 1, N WORK( N+I ) = WORK( N+I )*WORK( I ) 120 CONTINUE CALL DGBTRS( TRANS, N, KL, KU, 1, AFB, LDAFB, IPIV, $ WORK( N+1 ), N, INFO ) END IF GO TO 100 END IF * * Normalize error. * LSTRES = ZERO DO 130 I = 1, N LSTRES = MAX( LSTRES, ABS( X( I, J ) ) ) 130 CONTINUE IF( LSTRES.NE.ZERO ) $ FERR( J ) = FERR( J ) / LSTRES * 140 CONTINUE * RETURN * * End of DGBRFS * END *> \brief DGBSV computes the solution to system of linear equations A * X = B for GB matrices (simple driver) * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGBSV + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGBSV( N, KL, KU, NRHS, AB, LDAB, IPIV, B, LDB, INFO ) * * .. Scalar Arguments .. * INTEGER INFO, KL, KU, LDAB, LDB, N, NRHS * .. * .. Array Arguments .. * INTEGER IPIV( * ) * DOUBLE PRECISION AB( LDAB, * ), B( LDB, * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGBSV computes the solution to a real system of linear equations *> A * X = B, where A is a band matrix of order N with KL subdiagonals *> and KU superdiagonals, and X and B are N-by-NRHS matrices. *> *> The LU decomposition with partial pivoting and row interchanges is *> used to factor A as A = L * U, where L is a product of permutation *> and unit lower triangular matrices with KL subdiagonals, and U is *> upper triangular with KL+KU superdiagonals. The factored form of A *> is then used to solve the system of equations A * X = B. *> \endverbatim * * Arguments: * ========== * *> \param[in] N *> \verbatim *> N is INTEGER *> The number of linear equations, i.e., the order of the *> matrix A. N >= 0. *> \endverbatim *> *> \param[in] KL *> \verbatim *> KL is INTEGER *> The number of subdiagonals within the band of A. KL >= 0. *> \endverbatim *> *> \param[in] KU *> \verbatim *> KU is INTEGER *> The number of superdiagonals within the band of A. KU >= 0. *> \endverbatim *> *> \param[in] NRHS *> \verbatim *> NRHS is INTEGER *> The number of right hand sides, i.e., the number of columns *> of the matrix B. NRHS >= 0. *> \endverbatim *> *> \param[in,out] AB *> \verbatim *> AB is DOUBLE PRECISION array, dimension (LDAB,N) *> On entry, the matrix A in band storage, in rows KL+1 to *> 2*KL+KU+1; rows 1 to KL of the array need not be set. *> The j-th column of A is stored in the j-th column of the *> array AB as follows: *> AB(KL+KU+1+i-j,j) = A(i,j) for max(1,j-KU)<=i<=min(N,j+KL) *> On exit, details of the factorization: U is stored as an *> upper triangular band matrix with KL+KU superdiagonals in *> rows 1 to KL+KU+1, and the multipliers used during the *> factorization are stored in rows KL+KU+2 to 2*KL+KU+1. *> See below for further details. *> \endverbatim *> *> \param[in] LDAB *> \verbatim *> LDAB is INTEGER *> The leading dimension of the array AB. LDAB >= 2*KL+KU+1. *> \endverbatim *> *> \param[out] IPIV *> \verbatim *> IPIV is INTEGER array, dimension (N) *> The pivot indices that define the permutation matrix P; *> row i of the matrix was interchanged with row IPIV(i). *> \endverbatim *> *> \param[in,out] B *> \verbatim *> B is DOUBLE PRECISION array, dimension (LDB,NRHS) *> On entry, the N-by-NRHS right hand side matrix B. *> On exit, if INFO = 0, the N-by-NRHS solution matrix X. *> \endverbatim *> *> \param[in] LDB *> \verbatim *> LDB is INTEGER *> The leading dimension of the array B. LDB >= max(1,N). *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit *> < 0: if INFO = -i, the i-th argument had an illegal value *> > 0: if INFO = i, U(i,i) is exactly zero. The factorization *> has been completed, but the factor U is exactly *> singular, and the solution has not been computed. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date December 2016 * *> \ingroup doubleGBsolve * *> \par Further Details: * ===================== *> *> \verbatim *> *> The band storage scheme is illustrated by the following example, when *> M = N = 6, KL = 2, KU = 1: *> *> On entry: On exit: *> *> * * * + + + * * * u14 u25 u36 *> * * + + + + * * u13 u24 u35 u46 *> * a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56 *> a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66 *> a21 a32 a43 a54 a65 * m21 m32 m43 m54 m65 * *> a31 a42 a53 a64 * * m31 m42 m53 m64 * * *> *> Array elements marked * are not used by the routine; elements marked *> + need not be set on entry, but are required by the routine to store *> elements of U because of fill-in resulting from the row interchanges. *> \endverbatim *> * ===================================================================== SUBROUTINE DGBSV( N, KL, KU, NRHS, AB, LDAB, IPIV, B, LDB, INFO ) * * -- LAPACK driver routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * * .. Scalar Arguments .. INTEGER INFO, KL, KU, LDAB, LDB, N, NRHS * .. * .. Array Arguments .. INTEGER IPIV( * ) DOUBLE PRECISION AB( LDAB, * ), B( LDB, * ) * .. * * ===================================================================== * * .. External Subroutines .. EXTERNAL DGBTRF, DGBTRS, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC MAX * .. * .. Executable Statements .. * * Test the input parameters. * INFO = 0 IF( N.LT.0 ) THEN INFO = -1 ELSE IF( KL.LT.0 ) THEN INFO = -2 ELSE IF( KU.LT.0 ) THEN INFO = -3 ELSE IF( NRHS.LT.0 ) THEN INFO = -4 ELSE IF( LDAB.LT.2*KL+KU+1 ) THEN INFO = -6 ELSE IF( LDB.LT.MAX( N, 1 ) ) THEN INFO = -9 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGBSV ', -INFO ) RETURN END IF * * Compute the LU factorization of the band matrix A. * CALL DGBTRF( N, N, KL, KU, AB, LDAB, IPIV, INFO ) IF( INFO.EQ.0 ) THEN * * Solve the system A*X = B, overwriting B with X. * CALL DGBTRS( 'No transpose', N, KL, KU, NRHS, AB, LDAB, IPIV, $ B, LDB, INFO ) END IF RETURN * * End of DGBSV * END *> \brief DGBSVX computes the solution to system of linear equations A * X = B for GB matrices * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGBSVX + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGBSVX( FACT, TRANS, N, KL, KU, NRHS, AB, LDAB, AFB, * LDAFB, IPIV, EQUED, R, C, B, LDB, X, LDX, * RCOND, FERR, BERR, WORK, IWORK, INFO ) * * .. Scalar Arguments .. * CHARACTER EQUED, FACT, TRANS * INTEGER INFO, KL, KU, LDAB, LDAFB, LDB, LDX, N, NRHS * DOUBLE PRECISION RCOND * .. * .. Array Arguments .. * INTEGER IPIV( * ), IWORK( * ) * DOUBLE PRECISION AB( LDAB, * ), AFB( LDAFB, * ), B( LDB, * ), * $ BERR( * ), C( * ), FERR( * ), R( * ), * $ WORK( * ), X( LDX, * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGBSVX uses the LU factorization to compute the solution to a real *> system of linear equations A * X = B, A**T * X = B, or A**H * X = B, *> where A is a band matrix of order N with KL subdiagonals and KU *> superdiagonals, and X and B are N-by-NRHS matrices. *> *> Error bounds on the solution and a condition estimate are also *> provided. *> \endverbatim * *> \par Description: * ================= *> *> \verbatim *> *> The following steps are performed by this subroutine: *> *> 1. If FACT = 'E', real scaling factors are computed to equilibrate *> the system: *> TRANS = 'N': diag(R)*A*diag(C) *inv(diag(C))*X = diag(R)*B *> TRANS = 'T': (diag(R)*A*diag(C))**T *inv(diag(R))*X = diag(C)*B *> TRANS = 'C': (diag(R)*A*diag(C))**H *inv(diag(R))*X = diag(C)*B *> Whether or not the system will be equilibrated depends on the *> scaling of the matrix A, but if equilibration is used, A is *> overwritten by diag(R)*A*diag(C) and B by diag(R)*B (if TRANS='N') *> or diag(C)*B (if TRANS = 'T' or 'C'). *> *> 2. If FACT = 'N' or 'E', the LU decomposition is used to factor the *> matrix A (after equilibration if FACT = 'E') as *> A = L * U, *> where L is a product of permutation and unit lower triangular *> matrices with KL subdiagonals, and U is upper triangular with *> KL+KU superdiagonals. *> *> 3. If some U(i,i)=0, so that U is exactly singular, then the routine *> returns with INFO = i. Otherwise, the factored form of A is used *> to estimate the condition number of the matrix A. If the *> reciprocal of the condition number is less than machine precision, *> INFO = N+1 is returned as a warning, but the routine still goes on *> to solve for X and compute error bounds as described below. *> *> 4. The system of equations is solved for X using the factored form *> of A. *> *> 5. Iterative refinement is applied to improve the computed solution *> matrix and calculate error bounds and backward error estimates *> for it. *> *> 6. If equilibration was used, the matrix X is premultiplied by *> diag(C) (if TRANS = 'N') or diag(R) (if TRANS = 'T' or 'C') so *> that it solves the original system before equilibration. *> \endverbatim * * Arguments: * ========== * *> \param[in] FACT *> \verbatim *> FACT is CHARACTER*1 *> Specifies whether or not the factored form of the matrix A is *> supplied on entry, and if not, whether the matrix A should be *> equilibrated before it is factored. *> = 'F': On entry, AFB and IPIV contain the factored form of *> A. If EQUED is not 'N', the matrix A has been *> equilibrated with scaling factors given by R and C. *> AB, AFB, and IPIV are not modified. *> = 'N': The matrix A will be copied to AFB and factored. *> = 'E': The matrix A will be equilibrated if necessary, then *> copied to AFB and factored. *> \endverbatim *> *> \param[in] TRANS *> \verbatim *> TRANS is CHARACTER*1 *> Specifies the form of the system of equations. *> = 'N': A * X = B (No transpose) *> = 'T': A**T * X = B (Transpose) *> = 'C': A**H * X = B (Transpose) *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The number of linear equations, i.e., the order of the *> matrix A. N >= 0. *> \endverbatim *> *> \param[in] KL *> \verbatim *> KL is INTEGER *> The number of subdiagonals within the band of A. KL >= 0. *> \endverbatim *> *> \param[in] KU *> \verbatim *> KU is INTEGER *> The number of superdiagonals within the band of A. KU >= 0. *> \endverbatim *> *> \param[in] NRHS *> \verbatim *> NRHS is INTEGER *> The number of right hand sides, i.e., the number of columns *> of the matrices B and X. NRHS >= 0. *> \endverbatim *> *> \param[in,out] AB *> \verbatim *> AB is DOUBLE PRECISION array, dimension (LDAB,N) *> On entry, the matrix A in band storage, in rows 1 to KL+KU+1. *> The j-th column of A is stored in the j-th column of the *> array AB as follows: *> AB(KU+1+i-j,j) = A(i,j) for max(1,j-KU)<=i<=min(N,j+kl) *> *> If FACT = 'F' and EQUED is not 'N', then A must have been *> equilibrated by the scaling factors in R and/or C. AB is not *> modified if FACT = 'F' or 'N', or if FACT = 'E' and *> EQUED = 'N' on exit. *> *> On exit, if EQUED .ne. 'N', A is scaled as follows: *> EQUED = 'R': A := diag(R) * A *> EQUED = 'C': A := A * diag(C) *> EQUED = 'B': A := diag(R) * A * diag(C). *> \endverbatim *> *> \param[in] LDAB *> \verbatim *> LDAB is INTEGER *> The leading dimension of the array AB. LDAB >= KL+KU+1. *> \endverbatim *> *> \param[in,out] AFB *> \verbatim *> AFB is DOUBLE PRECISION array, dimension (LDAFB,N) *> If FACT = 'F', then AFB is an input argument and on entry *> contains details of the LU factorization of the band matrix *> A, as computed by DGBTRF. U is stored as an upper triangular *> band matrix with KL+KU superdiagonals in rows 1 to KL+KU+1, *> and the multipliers used during the factorization are stored *> in rows KL+KU+2 to 2*KL+KU+1. If EQUED .ne. 'N', then AFB is *> the factored form of the equilibrated matrix A. *> *> If FACT = 'N', then AFB is an output argument and on exit *> returns details of the LU factorization of A. *> *> If FACT = 'E', then AFB is an output argument and on exit *> returns details of the LU factorization of the equilibrated *> matrix A (see the description of AB for the form of the *> equilibrated matrix). *> \endverbatim *> *> \param[in] LDAFB *> \verbatim *> LDAFB is INTEGER *> The leading dimension of the array AFB. LDAFB >= 2*KL+KU+1. *> \endverbatim *> *> \param[in,out] IPIV *> \verbatim *> IPIV is INTEGER array, dimension (N) *> If FACT = 'F', then IPIV is an input argument and on entry *> contains the pivot indices from the factorization A = L*U *> as computed by DGBTRF; row i of the matrix was interchanged *> with row IPIV(i). *> *> If FACT = 'N', then IPIV is an output argument and on exit *> contains the pivot indices from the factorization A = L*U *> of the original matrix A. *> *> If FACT = 'E', then IPIV is an output argument and on exit *> contains the pivot indices from the factorization A = L*U *> of the equilibrated matrix A. *> \endverbatim *> *> \param[in,out] EQUED *> \verbatim *> EQUED is CHARACTER*1 *> Specifies the form of equilibration that was done. *> = 'N': No equilibration (always true if FACT = 'N'). *> = 'R': Row equilibration, i.e., A has been premultiplied by *> diag(R). *> = 'C': Column equilibration, i.e., A has been postmultiplied *> by diag(C). *> = 'B': Both row and column equilibration, i.e., A has been *> replaced by diag(R) * A * diag(C). *> EQUED is an input argument if FACT = 'F'; otherwise, it is an *> output argument. *> \endverbatim *> *> \param[in,out] R *> \verbatim *> R is DOUBLE PRECISION array, dimension (N) *> The row scale factors for A. If EQUED = 'R' or 'B', A is *> multiplied on the left by diag(R); if EQUED = 'N' or 'C', R *> is not accessed. R is an input argument if FACT = 'F'; *> otherwise, R is an output argument. If FACT = 'F' and *> EQUED = 'R' or 'B', each element of R must be positive. *> \endverbatim *> *> \param[in,out] C *> \verbatim *> C is DOUBLE PRECISION array, dimension (N) *> The column scale factors for A. If EQUED = 'C' or 'B', A is *> multiplied on the right by diag(C); if EQUED = 'N' or 'R', C *> is not accessed. C is an input argument if FACT = 'F'; *> otherwise, C is an output argument. If FACT = 'F' and *> EQUED = 'C' or 'B', each element of C must be positive. *> \endverbatim *> *> \param[in,out] B *> \verbatim *> B is DOUBLE PRECISION array, dimension (LDB,NRHS) *> On entry, the right hand side matrix B. *> On exit, *> if EQUED = 'N', B is not modified; *> if TRANS = 'N' and EQUED = 'R' or 'B', B is overwritten by *> diag(R)*B; *> if TRANS = 'T' or 'C' and EQUED = 'C' or 'B', B is *> overwritten by diag(C)*B. *> \endverbatim *> *> \param[in] LDB *> \verbatim *> LDB is INTEGER *> The leading dimension of the array B. LDB >= max(1,N). *> \endverbatim *> *> \param[out] X *> \verbatim *> X is DOUBLE PRECISION array, dimension (LDX,NRHS) *> If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X *> to the original system of equations. Note that A and B are *> modified on exit if EQUED .ne. 'N', and the solution to the *> equilibrated system is inv(diag(C))*X if TRANS = 'N' and *> EQUED = 'C' or 'B', or inv(diag(R))*X if TRANS = 'T' or 'C' *> and EQUED = 'R' or 'B'. *> \endverbatim *> *> \param[in] LDX *> \verbatim *> LDX is INTEGER *> The leading dimension of the array X. LDX >= max(1,N). *> \endverbatim *> *> \param[out] RCOND *> \verbatim *> RCOND is DOUBLE PRECISION *> The estimate of the reciprocal condition number of the matrix *> A after equilibration (if done). If RCOND is less than the *> machine precision (in particular, if RCOND = 0), the matrix *> is singular to working precision. This condition is *> indicated by a return code of INFO > 0. *> \endverbatim *> *> \param[out] FERR *> \verbatim *> FERR is DOUBLE PRECISION array, dimension (NRHS) *> The estimated forward error bound for each solution vector *> X(j) (the j-th column of the solution matrix X). *> If XTRUE is the true solution corresponding to X(j), FERR(j) *> is an estimated upper bound for the magnitude of the largest *> element in (X(j) - XTRUE) divided by the magnitude of the *> largest element in X(j). The estimate is as reliable as *> the estimate for RCOND, and is almost always a slight *> overestimate of the true error. *> \endverbatim *> *> \param[out] BERR *> \verbatim *> BERR is DOUBLE PRECISION array, dimension (NRHS) *> The componentwise relative backward error of each solution *> vector X(j) (i.e., the smallest relative change in *> any element of A or B that makes X(j) an exact solution). *> \endverbatim *> *> \param[out] WORK *> \verbatim *> WORK is DOUBLE PRECISION array, dimension (3*N) *> On exit, WORK(1) contains the reciprocal pivot growth *> factor norm(A)/norm(U). The "max absolute element" norm is *> used. If WORK(1) is much less than 1, then the stability *> of the LU factorization of the (equilibrated) matrix A *> could be poor. This also means that the solution X, condition *> estimator RCOND, and forward error bound FERR could be *> unreliable. If factorization fails with 0 WORK(1) contains the reciprocal pivot growth factor for the *> leading INFO columns of A. *> \endverbatim *> *> \param[out] IWORK *> \verbatim *> IWORK is INTEGER array, dimension (N) *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit *> < 0: if INFO = -i, the i-th argument had an illegal value *> > 0: if INFO = i, and i is *> <= N: U(i,i) is exactly zero. The factorization *> has been completed, but the factor U is exactly *> singular, so the solution and error bounds *> could not be computed. RCOND = 0 is returned. *> = N+1: U is nonsingular, but RCOND is less than machine *> precision, meaning that the matrix is singular *> to working precision. Nevertheless, the *> solution and error bounds are computed because *> there are a number of situations where the *> computed solution can be more accurate than the *> value of RCOND would suggest. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date April 2012 * *> \ingroup doubleGBsolve * * ===================================================================== SUBROUTINE DGBSVX( FACT, TRANS, N, KL, KU, NRHS, AB, LDAB, AFB, $ LDAFB, IPIV, EQUED, R, C, B, LDB, X, LDX, $ RCOND, FERR, BERR, WORK, IWORK, INFO ) * * -- LAPACK driver routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * April 2012 * * .. Scalar Arguments .. CHARACTER EQUED, FACT, TRANS INTEGER INFO, KL, KU, LDAB, LDAFB, LDB, LDX, N, NRHS DOUBLE PRECISION RCOND * .. * .. Array Arguments .. INTEGER IPIV( * ), IWORK( * ) DOUBLE PRECISION AB( LDAB, * ), AFB( LDAFB, * ), B( LDB, * ), $ BERR( * ), C( * ), FERR( * ), R( * ), $ WORK( * ), X( LDX, * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ZERO, ONE PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 ) * .. * .. Local Scalars .. LOGICAL COLEQU, EQUIL, NOFACT, NOTRAN, ROWEQU CHARACTER NORM INTEGER I, INFEQU, J, J1, J2 DOUBLE PRECISION AMAX, ANORM, BIGNUM, COLCND, RCMAX, RCMIN, $ ROWCND, RPVGRW, SMLNUM * .. * .. External Functions .. LOGICAL LSAME DOUBLE PRECISION DLAMCH, DLANGB, DLANTB EXTERNAL LSAME, DLAMCH, DLANGB, DLANTB * .. * .. External Subroutines .. EXTERNAL DCOPY, DGBCON, DGBEQU, DGBRFS, DGBTRF, DGBTRS, $ DLACPY, DLAQGB, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC ABS, MAX, MIN * .. * .. Executable Statements .. * INFO = 0 NOFACT = LSAME( FACT, 'N' ) EQUIL = LSAME( FACT, 'E' ) NOTRAN = LSAME( TRANS, 'N' ) IF( NOFACT .OR. EQUIL ) THEN EQUED = 'N' ROWEQU = .FALSE. COLEQU = .FALSE. ELSE ROWEQU = LSAME( EQUED, 'R' ) .OR. LSAME( EQUED, 'B' ) COLEQU = LSAME( EQUED, 'C' ) .OR. LSAME( EQUED, 'B' ) SMLNUM = DLAMCH( 'Safe minimum' ) BIGNUM = ONE / SMLNUM END IF * * Test the input parameters. * IF( .NOT.NOFACT .AND. .NOT.EQUIL .AND. .NOT.LSAME( FACT, 'F' ) ) $ THEN INFO = -1 ELSE IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'T' ) .AND. .NOT. $ LSAME( TRANS, 'C' ) ) THEN INFO = -2 ELSE IF( N.LT.0 ) THEN INFO = -3 ELSE IF( KL.LT.0 ) THEN INFO = -4 ELSE IF( KU.LT.0 ) THEN INFO = -5 ELSE IF( NRHS.LT.0 ) THEN INFO = -6 ELSE IF( LDAB.LT.KL+KU+1 ) THEN INFO = -8 ELSE IF( LDAFB.LT.2*KL+KU+1 ) THEN INFO = -10 ELSE IF( LSAME( FACT, 'F' ) .AND. .NOT. $ ( ROWEQU .OR. COLEQU .OR. LSAME( EQUED, 'N' ) ) ) THEN INFO = -12 ELSE IF( ROWEQU ) THEN RCMIN = BIGNUM RCMAX = ZERO DO 10 J = 1, N RCMIN = MIN( RCMIN, R( J ) ) RCMAX = MAX( RCMAX, R( J ) ) 10 CONTINUE IF( RCMIN.LE.ZERO ) THEN INFO = -13 ELSE IF( N.GT.0 ) THEN ROWCND = MAX( RCMIN, SMLNUM ) / MIN( RCMAX, BIGNUM ) ELSE ROWCND = ONE END IF END IF IF( COLEQU .AND. INFO.EQ.0 ) THEN RCMIN = BIGNUM RCMAX = ZERO DO 20 J = 1, N RCMIN = MIN( RCMIN, C( J ) ) RCMAX = MAX( RCMAX, C( J ) ) 20 CONTINUE IF( RCMIN.LE.ZERO ) THEN INFO = -14 ELSE IF( N.GT.0 ) THEN COLCND = MAX( RCMIN, SMLNUM ) / MIN( RCMAX, BIGNUM ) ELSE COLCND = ONE END IF END IF IF( INFO.EQ.0 ) THEN IF( LDB.LT.MAX( 1, N ) ) THEN INFO = -16 ELSE IF( LDX.LT.MAX( 1, N ) ) THEN INFO = -18 END IF END IF END IF * IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGBSVX', -INFO ) RETURN END IF * IF( EQUIL ) THEN * * Compute row and column scalings to equilibrate the matrix A. * CALL DGBEQU( N, N, KL, KU, AB, LDAB, R, C, ROWCND, COLCND, $ AMAX, INFEQU ) IF( INFEQU.EQ.0 ) THEN * * Equilibrate the matrix. * CALL DLAQGB( N, N, KL, KU, AB, LDAB, R, C, ROWCND, COLCND, $ AMAX, EQUED ) ROWEQU = LSAME( EQUED, 'R' ) .OR. LSAME( EQUED, 'B' ) COLEQU = LSAME( EQUED, 'C' ) .OR. LSAME( EQUED, 'B' ) END IF END IF * * Scale the right hand side. * IF( NOTRAN ) THEN IF( ROWEQU ) THEN DO 40 J = 1, NRHS DO 30 I = 1, N B( I, J ) = R( I )*B( I, J ) 30 CONTINUE 40 CONTINUE END IF ELSE IF( COLEQU ) THEN DO 60 J = 1, NRHS DO 50 I = 1, N B( I, J ) = C( I )*B( I, J ) 50 CONTINUE 60 CONTINUE END IF * IF( NOFACT .OR. EQUIL ) THEN * * Compute the LU factorization of the band matrix A. * DO 70 J = 1, N J1 = MAX( J-KU, 1 ) J2 = MIN( J+KL, N ) CALL DCOPY( J2-J1+1, AB( KU+1-J+J1, J ), 1, $ AFB( KL+KU+1-J+J1, J ), 1 ) 70 CONTINUE * CALL DGBTRF( N, N, KL, KU, AFB, LDAFB, IPIV, INFO ) * * Return if INFO is non-zero. * IF( INFO.GT.0 ) THEN * * Compute the reciprocal pivot growth factor of the * leading rank-deficient INFO columns of A. * ANORM = ZERO DO 90 J = 1, INFO DO 80 I = MAX( KU+2-J, 1 ), MIN( N+KU+1-J, KL+KU+1 ) ANORM = MAX( ANORM, ABS( AB( I, J ) ) ) 80 CONTINUE 90 CONTINUE RPVGRW = DLANTB( 'M', 'U', 'N', INFO, MIN( INFO-1, KL+KU ), $ AFB( MAX( 1, KL+KU+2-INFO ), 1 ), LDAFB, $ WORK ) IF( RPVGRW.EQ.ZERO ) THEN RPVGRW = ONE ELSE RPVGRW = ANORM / RPVGRW END IF WORK( 1 ) = RPVGRW RCOND = ZERO RETURN END IF END IF * * Compute the norm of the matrix A and the * reciprocal pivot growth factor RPVGRW. * IF( NOTRAN ) THEN NORM = '1' ELSE NORM = 'I' END IF ANORM = DLANGB( NORM, N, KL, KU, AB, LDAB, WORK ) RPVGRW = DLANTB( 'M', 'U', 'N', N, KL+KU, AFB, LDAFB, WORK ) IF( RPVGRW.EQ.ZERO ) THEN RPVGRW = ONE ELSE RPVGRW = DLANGB( 'M', N, KL, KU, AB, LDAB, WORK ) / RPVGRW END IF * * Compute the reciprocal of the condition number of A. * CALL DGBCON( NORM, N, KL, KU, AFB, LDAFB, IPIV, ANORM, RCOND, $ WORK, IWORK, INFO ) * * Compute the solution matrix X. * CALL DLACPY( 'Full', N, NRHS, B, LDB, X, LDX ) CALL DGBTRS( TRANS, N, KL, KU, NRHS, AFB, LDAFB, IPIV, X, LDX, $ INFO ) * * Use iterative refinement to improve the computed solution and * compute error bounds and backward error estimates for it. * CALL DGBRFS( TRANS, N, KL, KU, NRHS, AB, LDAB, AFB, LDAFB, IPIV, $ B, LDB, X, LDX, FERR, BERR, WORK, IWORK, INFO ) * * Transform the solution matrix X to a solution of the original * system. * IF( NOTRAN ) THEN IF( COLEQU ) THEN DO 110 J = 1, NRHS DO 100 I = 1, N X( I, J ) = C( I )*X( I, J ) 100 CONTINUE 110 CONTINUE DO 120 J = 1, NRHS FERR( J ) = FERR( J ) / COLCND 120 CONTINUE END IF ELSE IF( ROWEQU ) THEN DO 140 J = 1, NRHS DO 130 I = 1, N X( I, J ) = R( I )*X( I, J ) 130 CONTINUE 140 CONTINUE DO 150 J = 1, NRHS FERR( J ) = FERR( J ) / ROWCND 150 CONTINUE END IF * * Set INFO = N+1 if the matrix is singular to working precision. * IF( RCOND.LT.DLAMCH( 'Epsilon' ) ) $ INFO = N + 1 * WORK( 1 ) = RPVGRW RETURN * * End of DGBSVX * END *> \brief \b DGBTF2 computes the LU factorization of a general band matrix using the unblocked version of the algorithm. * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGBTF2 + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGBTF2( M, N, KL, KU, AB, LDAB, IPIV, INFO ) * * .. Scalar Arguments .. * INTEGER INFO, KL, KU, LDAB, M, N * .. * .. Array Arguments .. * INTEGER IPIV( * ) * DOUBLE PRECISION AB( LDAB, * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGBTF2 computes an LU factorization of a real m-by-n band matrix A *> using partial pivoting with row interchanges. *> *> This is the unblocked version of the algorithm, calling Level 2 BLAS. *> \endverbatim * * Arguments: * ========== * *> \param[in] M *> \verbatim *> M is INTEGER *> The number of rows of the matrix A. M >= 0. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The number of columns of the matrix A. N >= 0. *> \endverbatim *> *> \param[in] KL *> \verbatim *> KL is INTEGER *> The number of subdiagonals within the band of A. KL >= 0. *> \endverbatim *> *> \param[in] KU *> \verbatim *> KU is INTEGER *> The number of superdiagonals within the band of A. KU >= 0. *> \endverbatim *> *> \param[in,out] AB *> \verbatim *> AB is DOUBLE PRECISION array, dimension (LDAB,N) *> On entry, the matrix A in band storage, in rows KL+1 to *> 2*KL+KU+1; rows 1 to KL of the array need not be set. *> The j-th column of A is stored in the j-th column of the *> array AB as follows: *> AB(kl+ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(m,j+kl) *> *> On exit, details of the factorization: U is stored as an *> upper triangular band matrix with KL+KU superdiagonals in *> rows 1 to KL+KU+1, and the multipliers used during the *> factorization are stored in rows KL+KU+2 to 2*KL+KU+1. *> See below for further details. *> \endverbatim *> *> \param[in] LDAB *> \verbatim *> LDAB is INTEGER *> The leading dimension of the array AB. LDAB >= 2*KL+KU+1. *> \endverbatim *> *> \param[out] IPIV *> \verbatim *> IPIV is INTEGER array, dimension (min(M,N)) *> The pivot indices; for 1 <= i <= min(M,N), row i of the *> matrix was interchanged with row IPIV(i). *> \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 INFO = +i, U(i,i) is exactly zero. The factorization *> has been completed, but the factor U is exactly *> singular, and division by zero will occur if it is used *> to solve a system of equations. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date December 2016 * *> \ingroup doubleGBcomputational * *> \par Further Details: * ===================== *> *> \verbatim *> *> The band storage scheme is illustrated by the following example, when *> M = N = 6, KL = 2, KU = 1: *> *> On entry: On exit: *> *> * * * + + + * * * u14 u25 u36 *> * * + + + + * * u13 u24 u35 u46 *> * a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56 *> a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66 *> a21 a32 a43 a54 a65 * m21 m32 m43 m54 m65 * *> a31 a42 a53 a64 * * m31 m42 m53 m64 * * *> *> Array elements marked * are not used by the routine; elements marked *> + need not be set on entry, but are required by the routine to store *> elements of U, because of fill-in resulting from the row *> interchanges. *> \endverbatim *> * ===================================================================== SUBROUTINE DGBTF2( M, N, KL, KU, AB, LDAB, IPIV, INFO ) * * -- LAPACK computational routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * * .. Scalar Arguments .. INTEGER INFO, KL, KU, LDAB, M, N * .. * .. Array Arguments .. INTEGER IPIV( * ) DOUBLE PRECISION AB( LDAB, * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ONE, ZERO PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 ) * .. * .. Local Scalars .. INTEGER I, J, JP, JU, KM, KV * .. * .. External Functions .. INTEGER IDAMAX EXTERNAL IDAMAX * .. * .. External Subroutines .. EXTERNAL DGER, DSCAL, DSWAP, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC MAX, MIN * .. * .. Executable Statements .. * * KV is the number of superdiagonals in the factor U, allowing for * fill-in. * KV = KU + KL * * Test the input parameters. * INFO = 0 IF( M.LT.0 ) THEN INFO = -1 ELSE IF( N.LT.0 ) THEN INFO = -2 ELSE IF( KL.LT.0 ) THEN INFO = -3 ELSE IF( KU.LT.0 ) THEN INFO = -4 ELSE IF( LDAB.LT.KL+KV+1 ) THEN INFO = -6 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGBTF2', -INFO ) RETURN END IF * * Quick return if possible * IF( M.EQ.0 .OR. N.EQ.0 ) $ RETURN * * Gaussian elimination with partial pivoting * * Set fill-in elements in columns KU+2 to KV to zero. * DO 20 J = KU + 2, MIN( KV, N ) DO 10 I = KV - J + 2, KL AB( I, J ) = ZERO 10 CONTINUE 20 CONTINUE * * JU is the index of the last column affected by the current stage * of the factorization. * JU = 1 * DO 40 J = 1, MIN( M, N ) * * Set fill-in elements in column J+KV to zero. * IF( J+KV.LE.N ) THEN DO 30 I = 1, KL AB( I, J+KV ) = ZERO 30 CONTINUE END IF * * Find pivot and test for singularity. KM is the number of * subdiagonal elements in the current column. * KM = MIN( KL, M-J ) JP = IDAMAX( KM+1, AB( KV+1, J ), 1 ) IPIV( J ) = JP + J - 1 IF( AB( KV+JP, J ).NE.ZERO ) THEN JU = MAX( JU, MIN( J+KU+JP-1, N ) ) * * Apply interchange to columns J to JU. * IF( JP.NE.1 ) $ CALL DSWAP( JU-J+1, AB( KV+JP, J ), LDAB-1, $ AB( KV+1, J ), LDAB-1 ) * IF( KM.GT.0 ) THEN * * Compute multipliers. * CALL DSCAL( KM, ONE / AB( KV+1, J ), AB( KV+2, J ), 1 ) * * Update trailing submatrix within the band. * IF( JU.GT.J ) $ CALL DGER( KM, JU-J, -ONE, AB( KV+2, J ), 1, $ AB( KV, J+1 ), LDAB-1, AB( KV+1, J+1 ), $ LDAB-1 ) END IF ELSE * * If pivot is zero, set INFO to the index of the pivot * unless a zero pivot has already been found. * IF( INFO.EQ.0 ) $ INFO = J END IF 40 CONTINUE RETURN * * End of DGBTF2 * END *> \brief \b DGBTRF * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGBTRF + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGBTRF( M, N, KL, KU, AB, LDAB, IPIV, INFO ) * * .. Scalar Arguments .. * INTEGER INFO, KL, KU, LDAB, M, N * .. * .. Array Arguments .. * INTEGER IPIV( * ) * DOUBLE PRECISION AB( LDAB, * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGBTRF computes an LU factorization of a real m-by-n band matrix A *> using partial pivoting with row interchanges. *> *> This is the blocked version of the algorithm, calling Level 3 BLAS. *> \endverbatim * * Arguments: * ========== * *> \param[in] M *> \verbatim *> M is INTEGER *> The number of rows of the matrix A. M >= 0. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The number of columns of the matrix A. N >= 0. *> \endverbatim *> *> \param[in] KL *> \verbatim *> KL is INTEGER *> The number of subdiagonals within the band of A. KL >= 0. *> \endverbatim *> *> \param[in] KU *> \verbatim *> KU is INTEGER *> The number of superdiagonals within the band of A. KU >= 0. *> \endverbatim *> *> \param[in,out] AB *> \verbatim *> AB is DOUBLE PRECISION array, dimension (LDAB,N) *> On entry, the matrix A in band storage, in rows KL+1 to *> 2*KL+KU+1; rows 1 to KL of the array need not be set. *> The j-th column of A is stored in the j-th column of the *> array AB as follows: *> AB(kl+ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(m,j+kl) *> *> On exit, details of the factorization: U is stored as an *> upper triangular band matrix with KL+KU superdiagonals in *> rows 1 to KL+KU+1, and the multipliers used during the *> factorization are stored in rows KL+KU+2 to 2*KL+KU+1. *> See below for further details. *> \endverbatim *> *> \param[in] LDAB *> \verbatim *> LDAB is INTEGER *> The leading dimension of the array AB. LDAB >= 2*KL+KU+1. *> \endverbatim *> *> \param[out] IPIV *> \verbatim *> IPIV is INTEGER array, dimension (min(M,N)) *> The pivot indices; for 1 <= i <= min(M,N), row i of the *> matrix was interchanged with row IPIV(i). *> \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 INFO = +i, U(i,i) is exactly zero. The factorization *> has been completed, but the factor U is exactly *> singular, and division by zero will occur if it is used *> to solve a system of equations. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date December 2016 * *> \ingroup doubleGBcomputational * *> \par Further Details: * ===================== *> *> \verbatim *> *> The band storage scheme is illustrated by the following example, when *> M = N = 6, KL = 2, KU = 1: *> *> On entry: On exit: *> *> * * * + + + * * * u14 u25 u36 *> * * + + + + * * u13 u24 u35 u46 *> * a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56 *> a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66 *> a21 a32 a43 a54 a65 * m21 m32 m43 m54 m65 * *> a31 a42 a53 a64 * * m31 m42 m53 m64 * * *> *> Array elements marked * are not used by the routine; elements marked *> + need not be set on entry, but are required by the routine to store *> elements of U because of fill-in resulting from the row interchanges. *> \endverbatim *> * ===================================================================== SUBROUTINE DGBTRF( M, N, KL, KU, AB, LDAB, IPIV, INFO ) * * -- LAPACK computational routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * * .. Scalar Arguments .. INTEGER INFO, KL, KU, LDAB, M, N * .. * .. Array Arguments .. INTEGER IPIV( * ) DOUBLE PRECISION AB( LDAB, * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ONE, ZERO PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 ) INTEGER NBMAX, LDWORK PARAMETER ( NBMAX = 64, LDWORK = NBMAX+1 ) * .. * .. Local Scalars .. INTEGER I, I2, I3, II, IP, J, J2, J3, JB, JJ, JM, JP, $ JU, K2, KM, KV, NB, NW DOUBLE PRECISION TEMP * .. * .. Local Arrays .. DOUBLE PRECISION WORK13( LDWORK, NBMAX ), $ WORK31( LDWORK, NBMAX ) * .. * .. External Functions .. INTEGER IDAMAX, ILAENV EXTERNAL IDAMAX, ILAENV * .. * .. External Subroutines .. EXTERNAL DCOPY, DGBTF2, DGEMM, DGER, DLASWP, DSCAL, $ DSWAP, DTRSM, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC MAX, MIN * .. * .. Executable Statements .. * * KV is the number of superdiagonals in the factor U, allowing for * fill-in * KV = KU + KL * * Test the input parameters. * INFO = 0 IF( M.LT.0 ) THEN INFO = -1 ELSE IF( N.LT.0 ) THEN INFO = -2 ELSE IF( KL.LT.0 ) THEN INFO = -3 ELSE IF( KU.LT.0 ) THEN INFO = -4 ELSE IF( LDAB.LT.KL+KV+1 ) THEN INFO = -6 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGBTRF', -INFO ) RETURN END IF * * Quick return if possible * IF( M.EQ.0 .OR. N.EQ.0 ) $ RETURN * * Determine the block size for this environment * NB = ILAENV( 1, 'DGBTRF', ' ', M, N, KL, KU ) * * The block size must not exceed the limit set by the size of the * local arrays WORK13 and WORK31. * NB = MIN( NB, NBMAX ) * IF( NB.LE.1 .OR. NB.GT.KL ) THEN * * Use unblocked code * CALL DGBTF2( M, N, KL, KU, AB, LDAB, IPIV, INFO ) ELSE * * Use blocked code * * Zero the superdiagonal elements of the work array WORK13 * DO 20 J = 1, NB DO 10 I = 1, J - 1 WORK13( I, J ) = ZERO 10 CONTINUE 20 CONTINUE * * Zero the subdiagonal elements of the work array WORK31 * DO 40 J = 1, NB DO 30 I = J + 1, NB WORK31( I, J ) = ZERO 30 CONTINUE 40 CONTINUE * * Gaussian elimination with partial pivoting * * Set fill-in elements in columns KU+2 to KV to zero * DO 60 J = KU + 2, MIN( KV, N ) DO 50 I = KV - J + 2, KL AB( I, J ) = ZERO 50 CONTINUE 60 CONTINUE * * JU is the index of the last column affected by the current * stage of the factorization * JU = 1 * DO 180 J = 1, MIN( M, N ), NB JB = MIN( NB, MIN( M, N )-J+1 ) * * The active part of the matrix is partitioned * * A11 A12 A13 * A21 A22 A23 * A31 A32 A33 * * Here A11, A21 and A31 denote the current block of JB columns * which is about to be factorized. The number of rows in the * partitioning are JB, I2, I3 respectively, and the numbers * of columns are JB, J2, J3. The superdiagonal elements of A13 * and the subdiagonal elements of A31 lie outside the band. * I2 = MIN( KL-JB, M-J-JB+1 ) I3 = MIN( JB, M-J-KL+1 ) * * J2 and J3 are computed after JU has been updated. * * Factorize the current block of JB columns * DO 80 JJ = J, J + JB - 1 * * Set fill-in elements in column JJ+KV to zero * IF( JJ+KV.LE.N ) THEN DO 70 I = 1, KL AB( I, JJ+KV ) = ZERO 70 CONTINUE END IF * * Find pivot and test for singularity. KM is the number of * subdiagonal elements in the current column. * KM = MIN( KL, M-JJ ) JP = IDAMAX( KM+1, AB( KV+1, JJ ), 1 ) IPIV( JJ ) = JP + JJ - J IF( AB( KV+JP, JJ ).NE.ZERO ) THEN JU = MAX( JU, MIN( JJ+KU+JP-1, N ) ) IF( JP.NE.1 ) THEN * * Apply interchange to columns J to J+JB-1 * IF( JP+JJ-1.LT.J+KL ) THEN * CALL DSWAP( JB, AB( KV+1+JJ-J, J ), LDAB-1, $ AB( KV+JP+JJ-J, J ), LDAB-1 ) ELSE * * The interchange affects columns J to JJ-1 of A31 * which are stored in the work array WORK31 * CALL DSWAP( JJ-J, AB( KV+1+JJ-J, J ), LDAB-1, $ WORK31( JP+JJ-J-KL, 1 ), LDWORK ) CALL DSWAP( J+JB-JJ, AB( KV+1, JJ ), LDAB-1, $ AB( KV+JP, JJ ), LDAB-1 ) END IF END IF * * Compute multipliers * CALL DSCAL( KM, ONE / AB( KV+1, JJ ), AB( KV+2, JJ ), $ 1 ) * * Update trailing submatrix within the band and within * the current block. JM is the index of the last column * which needs to be updated. * JM = MIN( JU, J+JB-1 ) IF( JM.GT.JJ ) $ CALL DGER( KM, JM-JJ, -ONE, AB( KV+2, JJ ), 1, $ AB( KV, JJ+1 ), LDAB-1, $ AB( KV+1, JJ+1 ), LDAB-1 ) ELSE * * If pivot is zero, set INFO to the index of the pivot * unless a zero pivot has already been found. * IF( INFO.EQ.0 ) $ INFO = JJ END IF * * Copy current column of A31 into the work array WORK31 * NW = MIN( JJ-J+1, I3 ) IF( NW.GT.0 ) $ CALL DCOPY( NW, AB( KV+KL+1-JJ+J, JJ ), 1, $ WORK31( 1, JJ-J+1 ), 1 ) 80 CONTINUE IF( J+JB.LE.N ) THEN * * Apply the row interchanges to the other blocks. * J2 = MIN( JU-J+1, KV ) - JB J3 = MAX( 0, JU-J-KV+1 ) * * Use DLASWP to apply the row interchanges to A12, A22, and * A32. * CALL DLASWP( J2, AB( KV+1-JB, J+JB ), LDAB-1, 1, JB, $ IPIV( J ), 1 ) * * Adjust the pivot indices. * DO 90 I = J, J + JB - 1 IPIV( I ) = IPIV( I ) + J - 1 90 CONTINUE * * Apply the row interchanges to A13, A23, and A33 * columnwise. * K2 = J - 1 + JB + J2 DO 110 I = 1, J3 JJ = K2 + I DO 100 II = J + I - 1, J + JB - 1 IP = IPIV( II ) IF( IP.NE.II ) THEN TEMP = AB( KV+1+II-JJ, JJ ) AB( KV+1+II-JJ, JJ ) = AB( KV+1+IP-JJ, JJ ) AB( KV+1+IP-JJ, JJ ) = TEMP END IF 100 CONTINUE 110 CONTINUE * * Update the relevant part of the trailing submatrix * IF( J2.GT.0 ) THEN * * Update A12 * CALL DTRSM( 'Left', 'Lower', 'No transpose', 'Unit', $ JB, J2, ONE, AB( KV+1, J ), LDAB-1, $ AB( KV+1-JB, J+JB ), LDAB-1 ) * IF( I2.GT.0 ) THEN * * Update A22 * CALL DGEMM( 'No transpose', 'No transpose', I2, J2, $ JB, -ONE, AB( KV+1+JB, J ), LDAB-1, $ AB( KV+1-JB, J+JB ), LDAB-1, ONE, $ AB( KV+1, J+JB ), LDAB-1 ) END IF * IF( I3.GT.0 ) THEN * * Update A32 * CALL DGEMM( 'No transpose', 'No transpose', I3, J2, $ JB, -ONE, WORK31, LDWORK, $ AB( KV+1-JB, J+JB ), LDAB-1, ONE, $ AB( KV+KL+1-JB, J+JB ), LDAB-1 ) END IF END IF * IF( J3.GT.0 ) THEN * * Copy the lower triangle of A13 into the work array * WORK13 * DO 130 JJ = 1, J3 DO 120 II = JJ, JB WORK13( II, JJ ) = AB( II-JJ+1, JJ+J+KV-1 ) 120 CONTINUE 130 CONTINUE * * Update A13 in the work array * CALL DTRSM( 'Left', 'Lower', 'No transpose', 'Unit', $ JB, J3, ONE, AB( KV+1, J ), LDAB-1, $ WORK13, LDWORK ) * IF( I2.GT.0 ) THEN * * Update A23 * CALL DGEMM( 'No transpose', 'No transpose', I2, J3, $ JB, -ONE, AB( KV+1+JB, J ), LDAB-1, $ WORK13, LDWORK, ONE, AB( 1+JB, J+KV ), $ LDAB-1 ) END IF * IF( I3.GT.0 ) THEN * * Update A33 * CALL DGEMM( 'No transpose', 'No transpose', I3, J3, $ JB, -ONE, WORK31, LDWORK, WORK13, $ LDWORK, ONE, AB( 1+KL, J+KV ), LDAB-1 ) END IF * * Copy the lower triangle of A13 back into place * DO 150 JJ = 1, J3 DO 140 II = JJ, JB AB( II-JJ+1, JJ+J+KV-1 ) = WORK13( II, JJ ) 140 CONTINUE 150 CONTINUE END IF ELSE * * Adjust the pivot indices. * DO 160 I = J, J + JB - 1 IPIV( I ) = IPIV( I ) + J - 1 160 CONTINUE END IF * * Partially undo the interchanges in the current block to * restore the upper triangular form of A31 and copy the upper * triangle of A31 back into place * DO 170 JJ = J + JB - 1, J, -1 JP = IPIV( JJ ) - JJ + 1 IF( JP.NE.1 ) THEN * * Apply interchange to columns J to JJ-1 * IF( JP+JJ-1.LT.J+KL ) THEN * * The interchange does not affect A31 * CALL DSWAP( JJ-J, AB( KV+1+JJ-J, J ), LDAB-1, $ AB( KV+JP+JJ-J, J ), LDAB-1 ) ELSE * * The interchange does affect A31 * CALL DSWAP( JJ-J, AB( KV+1+JJ-J, J ), LDAB-1, $ WORK31( JP+JJ-J-KL, 1 ), LDWORK ) END IF END IF * * Copy the current column of A31 back into place * NW = MIN( I3, JJ-J+1 ) IF( NW.GT.0 ) $ CALL DCOPY( NW, WORK31( 1, JJ-J+1 ), 1, $ AB( KV+KL+1-JJ+J, JJ ), 1 ) 170 CONTINUE 180 CONTINUE END IF * RETURN * * End of DGBTRF * END *> \brief \b DGBTRS * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGBTRS + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGBTRS( TRANS, N, KL, KU, NRHS, AB, LDAB, IPIV, B, LDB, * INFO ) * * .. Scalar Arguments .. * CHARACTER TRANS * INTEGER INFO, KL, KU, LDAB, LDB, N, NRHS * .. * .. Array Arguments .. * INTEGER IPIV( * ) * DOUBLE PRECISION AB( LDAB, * ), B( LDB, * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGBTRS solves a system of linear equations *> A * X = B or A**T * X = B *> with a general band matrix A using the LU factorization computed *> by DGBTRF. *> \endverbatim * * Arguments: * ========== * *> \param[in] TRANS *> \verbatim *> TRANS is CHARACTER*1 *> Specifies the form of the system of equations. *> = 'N': A * X = B (No transpose) *> = 'T': A**T* X = B (Transpose) *> = 'C': A**T* X = B (Conjugate transpose = Transpose) *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The order of the matrix A. N >= 0. *> \endverbatim *> *> \param[in] KL *> \verbatim *> KL is INTEGER *> The number of subdiagonals within the band of A. KL >= 0. *> \endverbatim *> *> \param[in] KU *> \verbatim *> KU is INTEGER *> The number of superdiagonals within the band of A. KU >= 0. *> \endverbatim *> *> \param[in] NRHS *> \verbatim *> NRHS is INTEGER *> The number of right hand sides, i.e., the number of columns *> of the matrix B. NRHS >= 0. *> \endverbatim *> *> \param[in] AB *> \verbatim *> AB is DOUBLE PRECISION array, dimension (LDAB,N) *> Details of the LU factorization of the band matrix A, as *> computed by DGBTRF. U is stored as an upper triangular band *> matrix with KL+KU superdiagonals in rows 1 to KL+KU+1, and *> the multipliers used during the factorization are stored in *> rows KL+KU+2 to 2*KL+KU+1. *> \endverbatim *> *> \param[in] LDAB *> \verbatim *> LDAB is INTEGER *> The leading dimension of the array AB. LDAB >= 2*KL+KU+1. *> \endverbatim *> *> \param[in] IPIV *> \verbatim *> IPIV is INTEGER array, dimension (N) *> The pivot indices; for 1 <= i <= N, row i of the matrix was *> interchanged with row IPIV(i). *> \endverbatim *> *> \param[in,out] B *> \verbatim *> B is DOUBLE PRECISION array, dimension (LDB,NRHS) *> On entry, the right hand side matrix B. *> On exit, the solution matrix X. *> \endverbatim *> *> \param[in] LDB *> \verbatim *> LDB is INTEGER *> The leading dimension of the array B. LDB >= max(1,N). *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit *> < 0: if INFO = -i, the i-th argument had an illegal value *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date December 2016 * *> \ingroup doubleGBcomputational * * ===================================================================== SUBROUTINE DGBTRS( TRANS, N, KL, KU, NRHS, AB, LDAB, IPIV, B, LDB, $ INFO ) * * -- LAPACK computational routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * * .. Scalar Arguments .. CHARACTER TRANS INTEGER INFO, KL, KU, LDAB, LDB, N, NRHS * .. * .. Array Arguments .. INTEGER IPIV( * ) DOUBLE PRECISION AB( LDAB, * ), B( LDB, * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ONE PARAMETER ( ONE = 1.0D+0 ) * .. * .. Local Scalars .. LOGICAL LNOTI, NOTRAN INTEGER I, J, KD, L, LM * .. * .. External Functions .. LOGICAL LSAME EXTERNAL LSAME * .. * .. External Subroutines .. EXTERNAL DGEMV, DGER, DSWAP, DTBSV, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC MAX, MIN * .. * .. Executable Statements .. * * Test the input parameters. * INFO = 0 NOTRAN = LSAME( TRANS, 'N' ) IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'T' ) .AND. .NOT. $ LSAME( TRANS, 'C' ) ) THEN INFO = -1 ELSE IF( N.LT.0 ) THEN INFO = -2 ELSE IF( KL.LT.0 ) THEN INFO = -3 ELSE IF( KU.LT.0 ) THEN INFO = -4 ELSE IF( NRHS.LT.0 ) THEN INFO = -5 ELSE IF( LDAB.LT.( 2*KL+KU+1 ) ) THEN INFO = -7 ELSE IF( LDB.LT.MAX( 1, N ) ) THEN INFO = -10 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGBTRS', -INFO ) RETURN END IF * * Quick return if possible * IF( N.EQ.0 .OR. NRHS.EQ.0 ) $ RETURN * KD = KU + KL + 1 LNOTI = KL.GT.0 * IF( NOTRAN ) THEN * * Solve A*X = B. * * Solve L*X = B, overwriting B with X. * * L is represented as a product of permutations and unit lower * triangular matrices L = P(1) * L(1) * ... * P(n-1) * L(n-1), * where each transformation L(i) is a rank-one modification of * the identity matrix. * IF( LNOTI ) THEN DO 10 J = 1, N - 1 LM = MIN( KL, N-J ) L = IPIV( J ) IF( L.NE.J ) $ CALL DSWAP( NRHS, B( L, 1 ), LDB, B( J, 1 ), LDB ) CALL DGER( LM, NRHS, -ONE, AB( KD+1, J ), 1, B( J, 1 ), $ LDB, B( J+1, 1 ), LDB ) 10 CONTINUE END IF * DO 20 I = 1, NRHS * * Solve U*X = B, overwriting B with X. * CALL DTBSV( 'Upper', 'No transpose', 'Non-unit', N, KL+KU, $ AB, LDAB, B( 1, I ), 1 ) 20 CONTINUE * ELSE * * Solve A**T*X = B. * DO 30 I = 1, NRHS * * Solve U**T*X = B, overwriting B with X. * CALL DTBSV( 'Upper', 'Transpose', 'Non-unit', N, KL+KU, AB, $ LDAB, B( 1, I ), 1 ) 30 CONTINUE * * Solve L**T*X = B, overwriting B with X. * IF( LNOTI ) THEN DO 40 J = N - 1, 1, -1 LM = MIN( KL, N-J ) CALL DGEMV( 'Transpose', LM, NRHS, -ONE, B( J+1, 1 ), $ LDB, AB( KD+1, J ), 1, ONE, B( J, 1 ), LDB ) L = IPIV( J ) IF( L.NE.J ) $ CALL DSWAP( NRHS, B( L, 1 ), LDB, B( J, 1 ), LDB ) 40 CONTINUE END IF END IF RETURN * * End of DGBTRS * END *> \brief \b DGEBAK * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGEBAK + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGEBAK( JOB, SIDE, N, ILO, IHI, SCALE, M, V, LDV, * INFO ) * * .. Scalar Arguments .. * CHARACTER JOB, SIDE * INTEGER IHI, ILO, INFO, LDV, M, N * .. * .. Array Arguments .. * DOUBLE PRECISION SCALE( * ), V( LDV, * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGEBAK forms the right or left eigenvectors of a real general matrix *> by backward transformation on the computed eigenvectors of the *> balanced matrix output by DGEBAL. *> \endverbatim * * Arguments: * ========== * *> \param[in] JOB *> \verbatim *> JOB is CHARACTER*1 *> Specifies the type of backward transformation required: *> = 'N', do nothing, return immediately; *> = 'P', do backward transformation for permutation only; *> = 'S', do backward transformation for scaling only; *> = 'B', do backward transformations for both permutation and *> scaling. *> JOB must be the same as the argument JOB supplied to DGEBAL. *> \endverbatim *> *> \param[in] SIDE *> \verbatim *> SIDE is CHARACTER*1 *> = 'R': V contains right eigenvectors; *> = 'L': V contains left eigenvectors. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The number of rows of the matrix V. N >= 0. *> \endverbatim *> *> \param[in] ILO *> \verbatim *> ILO is INTEGER *> \endverbatim *> *> \param[in] IHI *> \verbatim *> IHI is INTEGER *> The integers ILO and IHI determined by DGEBAL. *> 1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0. *> \endverbatim *> *> \param[in] SCALE *> \verbatim *> SCALE is DOUBLE PRECISION array, dimension (N) *> Details of the permutation and scaling factors, as returned *> by DGEBAL. *> \endverbatim *> *> \param[in] M *> \verbatim *> M is INTEGER *> The number of columns of the matrix V. M >= 0. *> \endverbatim *> *> \param[in,out] V *> \verbatim *> V is DOUBLE PRECISION array, dimension (LDV,M) *> On entry, the matrix of right or left eigenvectors to be *> transformed, as returned by DHSEIN or DTREVC. *> On exit, V is overwritten by the transformed eigenvectors. *> \endverbatim *> *> \param[in] LDV *> \verbatim *> LDV is INTEGER *> The leading dimension of the array V. LDV >= max(1,N). *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit *> < 0: if INFO = -i, the i-th argument had an illegal value. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date December 2016 * *> \ingroup doubleGEcomputational * * ===================================================================== SUBROUTINE DGEBAK( JOB, SIDE, N, ILO, IHI, SCALE, M, V, LDV, $ INFO ) * * -- LAPACK computational routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * * .. Scalar Arguments .. CHARACTER JOB, SIDE INTEGER IHI, ILO, INFO, LDV, M, N * .. * .. Array Arguments .. DOUBLE PRECISION SCALE( * ), V( LDV, * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ONE PARAMETER ( ONE = 1.0D+0 ) * .. * .. Local Scalars .. LOGICAL LEFTV, RIGHTV INTEGER I, II, K DOUBLE PRECISION S * .. * .. External Functions .. LOGICAL LSAME EXTERNAL LSAME * .. * .. External Subroutines .. EXTERNAL DSCAL, DSWAP, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC MAX, MIN * .. * .. Executable Statements .. * * Decode and Test the input parameters * RIGHTV = LSAME( SIDE, 'R' ) LEFTV = LSAME( SIDE, 'L' ) * INFO = 0 IF( .NOT.LSAME( JOB, 'N' ) .AND. .NOT.LSAME( JOB, 'P' ) .AND. $ .NOT.LSAME( JOB, 'S' ) .AND. .NOT.LSAME( JOB, 'B' ) ) THEN INFO = -1 ELSE IF( .NOT.RIGHTV .AND. .NOT.LEFTV ) THEN INFO = -2 ELSE IF( N.LT.0 ) THEN INFO = -3 ELSE IF( ILO.LT.1 .OR. ILO.GT.MAX( 1, N ) ) THEN INFO = -4 ELSE IF( IHI.LT.MIN( ILO, N ) .OR. IHI.GT.N ) THEN INFO = -5 ELSE IF( M.LT.0 ) THEN INFO = -7 ELSE IF( LDV.LT.MAX( 1, N ) ) THEN INFO = -9 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGEBAK', -INFO ) RETURN END IF * * Quick return if possible * IF( N.EQ.0 ) $ RETURN IF( M.EQ.0 ) $ RETURN IF( LSAME( JOB, 'N' ) ) $ RETURN * IF( ILO.EQ.IHI ) $ GO TO 30 * * Backward balance * IF( LSAME( JOB, 'S' ) .OR. LSAME( JOB, 'B' ) ) THEN * IF( RIGHTV ) THEN DO 10 I = ILO, IHI S = SCALE( I ) CALL DSCAL( M, S, V( I, 1 ), LDV ) 10 CONTINUE END IF * IF( LEFTV ) THEN DO 20 I = ILO, IHI S = ONE / SCALE( I ) CALL DSCAL( M, S, V( I, 1 ), LDV ) 20 CONTINUE END IF * END IF * * Backward permutation * * For I = ILO-1 step -1 until 1, * IHI+1 step 1 until N do -- * 30 CONTINUE IF( LSAME( JOB, 'P' ) .OR. LSAME( JOB, 'B' ) ) THEN IF( RIGHTV ) THEN DO 40 II = 1, N I = II IF( I.GE.ILO .AND. I.LE.IHI ) $ GO TO 40 IF( I.LT.ILO ) $ I = ILO - II K = SCALE( I ) IF( K.EQ.I ) $ GO TO 40 CALL DSWAP( M, V( I, 1 ), LDV, V( K, 1 ), LDV ) 40 CONTINUE END IF * IF( LEFTV ) THEN DO 50 II = 1, N I = II IF( I.GE.ILO .AND. I.LE.IHI ) $ GO TO 50 IF( I.LT.ILO ) $ I = ILO - II K = SCALE( I ) IF( K.EQ.I ) $ GO TO 50 CALL DSWAP( M, V( I, 1 ), LDV, V( K, 1 ), LDV ) 50 CONTINUE END IF END IF * RETURN * * End of DGEBAK * END *> \brief \b DGEBAL * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGEBAL + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGEBAL( JOB, N, A, LDA, ILO, IHI, SCALE, INFO ) * * .. Scalar Arguments .. * CHARACTER JOB * INTEGER IHI, ILO, INFO, LDA, N * .. * .. Array Arguments .. * DOUBLE PRECISION A( LDA, * ), SCALE( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGEBAL balances a general real matrix A. This involves, first, *> permuting A by a similarity transformation to isolate eigenvalues *> in the first 1 to ILO-1 and last IHI+1 to N elements on the *> diagonal; and second, applying a diagonal similarity transformation *> to rows and columns ILO to IHI to make the rows and columns as *> close in norm as possible. Both steps are optional. *> *> Balancing may reduce the 1-norm of the matrix, and improve the *> accuracy of the computed eigenvalues and/or eigenvectors. *> \endverbatim * * Arguments: * ========== * *> \param[in] JOB *> \verbatim *> JOB is CHARACTER*1 *> Specifies the operations to be performed on A: *> = 'N': none: simply set ILO = 1, IHI = N, SCALE(I) = 1.0 *> for i = 1,...,N; *> = 'P': permute only; *> = 'S': scale only; *> = 'B': both permute and scale. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The order of the matrix A. N >= 0. *> \endverbatim *> *> \param[in,out] A *> \verbatim *> A is DOUBLE PRECISION array, dimension (LDA,N) *> On entry, the input matrix A. *> On exit, A is overwritten by the balanced matrix. *> If JOB = 'N', A is not referenced. *> See Further Details. *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,N). *> \endverbatim *> *> \param[out] ILO *> \verbatim *> ILO is INTEGER *> \endverbatim *> \param[out] IHI *> \verbatim *> IHI is INTEGER *> ILO and IHI are set to integers such that on exit *> A(i,j) = 0 if i > j and j = 1,...,ILO-1 or I = IHI+1,...,N. *> If JOB = 'N' or 'S', ILO = 1 and IHI = N. *> \endverbatim *> *> \param[out] SCALE *> \verbatim *> SCALE is DOUBLE PRECISION array, dimension (N) *> Details of the permutations and scaling factors applied to *> A. If P(j) is the index of the row and column interchanged *> with row and column j and D(j) is the scaling factor *> applied to row and column j, then *> SCALE(j) = P(j) for j = 1,...,ILO-1 *> = D(j) for j = ILO,...,IHI *> = P(j) for j = IHI+1,...,N. *> The order in which the interchanges are made is N to IHI+1, *> then 1 to ILO-1. *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit. *> < 0: if INFO = -i, the i-th argument had an illegal value. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date June 2017 * *> \ingroup doubleGEcomputational * *> \par Further Details: * ===================== *> *> \verbatim *> *> The permutations consist of row and column interchanges which put *> the matrix in the form *> *> ( T1 X Y ) *> P A P = ( 0 B Z ) *> ( 0 0 T2 ) *> *> where T1 and T2 are upper triangular matrices whose eigenvalues lie *> along the diagonal. The column indices ILO and IHI mark the starting *> and ending columns of the submatrix B. Balancing consists of applying *> a diagonal similarity transformation inv(D) * B * D to make the *> 1-norms of each row of B and its corresponding column nearly equal. *> The output matrix is *> *> ( T1 X*D Y ) *> ( 0 inv(D)*B*D inv(D)*Z ). *> ( 0 0 T2 ) *> *> Information about the permutations P and the diagonal matrix D is *> returned in the vector SCALE. *> *> This subroutine is based on the EISPACK routine BALANC. *> *> Modified by Tzu-Yi Chen, Computer Science Division, University of *> California at Berkeley, USA *> \endverbatim *> * ===================================================================== SUBROUTINE DGEBAL( JOB, N, A, LDA, ILO, IHI, SCALE, INFO ) * * -- LAPACK computational routine (version 3.7.1) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * June 2017 * * .. Scalar Arguments .. CHARACTER JOB INTEGER IHI, ILO, INFO, LDA, N * .. * .. Array Arguments .. DOUBLE PRECISION A( LDA, * ), SCALE( * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ZERO, ONE PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 ) DOUBLE PRECISION SCLFAC PARAMETER ( SCLFAC = 2.0D+0 ) DOUBLE PRECISION FACTOR PARAMETER ( FACTOR = 0.95D+0 ) * .. * .. Local Scalars .. LOGICAL NOCONV INTEGER I, ICA, IEXC, IRA, J, K, L, M DOUBLE PRECISION C, CA, F, G, R, RA, S, SFMAX1, SFMAX2, SFMIN1, $ SFMIN2 * .. * .. External Functions .. LOGICAL DISNAN, LSAME INTEGER IDAMAX DOUBLE PRECISION DLAMCH, DNRM2 EXTERNAL DISNAN, LSAME, IDAMAX, DLAMCH, DNRM2 * .. * .. External Subroutines .. EXTERNAL DSCAL, DSWAP, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC ABS, MAX, MIN * .. * Test the input parameters * INFO = 0 IF( .NOT.LSAME( JOB, 'N' ) .AND. .NOT.LSAME( JOB, 'P' ) .AND. $ .NOT.LSAME( JOB, 'S' ) .AND. .NOT.LSAME( JOB, 'B' ) ) THEN INFO = -1 ELSE IF( N.LT.0 ) THEN INFO = -2 ELSE IF( LDA.LT.MAX( 1, N ) ) THEN INFO = -4 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGEBAL', -INFO ) RETURN END IF * K = 1 L = N * IF( N.EQ.0 ) $ GO TO 210 * IF( LSAME( JOB, 'N' ) ) THEN DO 10 I = 1, N SCALE( I ) = ONE 10 CONTINUE GO TO 210 END IF * IF( LSAME( JOB, 'S' ) ) $ GO TO 120 * * Permutation to isolate eigenvalues if possible * GO TO 50 * * Row and column exchange. * 20 CONTINUE SCALE( M ) = J IF( J.EQ.M ) $ GO TO 30 * CALL DSWAP( L, A( 1, J ), 1, A( 1, M ), 1 ) CALL DSWAP( N-K+1, A( J, K ), LDA, A( M, K ), LDA ) * 30 CONTINUE GO TO ( 40, 80 )IEXC * * Search for rows isolating an eigenvalue and push them down. * 40 CONTINUE IF( L.EQ.1 ) $ GO TO 210 L = L - 1 * 50 CONTINUE DO 70 J = L, 1, -1 * DO 60 I = 1, L IF( I.EQ.J ) $ GO TO 60 IF( A( J, I ).NE.ZERO ) $ GO TO 70 60 CONTINUE * M = L IEXC = 1 GO TO 20 70 CONTINUE * GO TO 90 * * Search for columns isolating an eigenvalue and push them left. * 80 CONTINUE K = K + 1 * 90 CONTINUE DO 110 J = K, L * DO 100 I = K, L IF( I.EQ.J ) $ GO TO 100 IF( A( I, J ).NE.ZERO ) $ GO TO 110 100 CONTINUE * M = K IEXC = 2 GO TO 20 110 CONTINUE * 120 CONTINUE DO 130 I = K, L SCALE( I ) = ONE 130 CONTINUE * IF( LSAME( JOB, 'P' ) ) $ GO TO 210 * * Balance the submatrix in rows K to L. * * Iterative loop for norm reduction * SFMIN1 = DLAMCH( 'S' ) / DLAMCH( 'P' ) SFMAX1 = ONE / SFMIN1 SFMIN2 = SFMIN1*SCLFAC SFMAX2 = ONE / SFMIN2 * 140 CONTINUE NOCONV = .FALSE. * DO 200 I = K, L * C = DNRM2( L-K+1, A( K, I ), 1 ) R = DNRM2( L-K+1, A( I, K ), LDA ) ICA = IDAMAX( L, A( 1, I ), 1 ) CA = ABS( A( ICA, I ) ) IRA = IDAMAX( N-K+1, A( I, K ), LDA ) RA = ABS( A( I, IRA+K-1 ) ) * * Guard against zero C or R due to underflow. * IF( C.EQ.ZERO .OR. R.EQ.ZERO ) $ GO TO 200 G = R / SCLFAC F = ONE S = C + R 160 CONTINUE IF( C.GE.G .OR. MAX( F, C, CA ).GE.SFMAX2 .OR. $ MIN( R, G, RA ).LE.SFMIN2 )GO TO 170 IF( DISNAN( C+F+CA+R+G+RA ) ) THEN * * Exit if NaN to avoid infinite loop * INFO = -3 CALL XERBLA( 'DGEBAL', -INFO ) RETURN END IF F = F*SCLFAC C = C*SCLFAC CA = CA*SCLFAC R = R / SCLFAC G = G / SCLFAC RA = RA / SCLFAC GO TO 160 * 170 CONTINUE G = C / SCLFAC 180 CONTINUE IF( G.LT.R .OR. MAX( R, RA ).GE.SFMAX2 .OR. $ MIN( F, C, G, CA ).LE.SFMIN2 )GO TO 190 F = F / SCLFAC C = C / SCLFAC G = G / SCLFAC CA = CA / SCLFAC R = R*SCLFAC RA = RA*SCLFAC GO TO 180 * * Now balance. * 190 CONTINUE IF( ( C+R ).GE.FACTOR*S ) $ GO TO 200 IF( F.LT.ONE .AND. SCALE( I ).LT.ONE ) THEN IF( F*SCALE( I ).LE.SFMIN1 ) $ GO TO 200 END IF IF( F.GT.ONE .AND. SCALE( I ).GT.ONE ) THEN IF( SCALE( I ).GE.SFMAX1 / F ) $ GO TO 200 END IF G = ONE / F SCALE( I ) = SCALE( I )*F NOCONV = .TRUE. * CALL DSCAL( N-K+1, G, A( I, K ), LDA ) CALL DSCAL( L, F, A( 1, I ), 1 ) * 200 CONTINUE * IF( NOCONV ) $ GO TO 140 * 210 CONTINUE ILO = K IHI = L * RETURN * * End of DGEBAL * END *> \brief \b DGEBD2 reduces a general matrix to bidiagonal form using an unblocked algorithm. * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGEBD2 + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGEBD2( M, N, A, LDA, D, E, TAUQ, TAUP, WORK, INFO ) * * .. Scalar Arguments .. * INTEGER INFO, LDA, M, N * .. * .. Array Arguments .. * DOUBLE PRECISION A( LDA, * ), D( * ), E( * ), TAUP( * ), * $ TAUQ( * ), WORK( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGEBD2 reduces a real general m by n matrix A to upper or lower *> bidiagonal form B by an orthogonal transformation: Q**T * A * P = B. *> *> If m >= n, B is upper bidiagonal; if m < n, B is lower bidiagonal. *> \endverbatim * * Arguments: * ========== * *> \param[in] M *> \verbatim *> M is INTEGER *> The number of rows in the matrix A. M >= 0. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The number of columns in the matrix A. N >= 0. *> \endverbatim *> *> \param[in,out] A *> \verbatim *> A is DOUBLE PRECISION array, dimension (LDA,N) *> On entry, the m by n general matrix to be reduced. *> On exit, *> if m >= n, the diagonal and the first superdiagonal are *> overwritten with the upper bidiagonal matrix B; the *> elements below the diagonal, with the array TAUQ, represent *> the orthogonal matrix Q as a product of elementary *> reflectors, and the elements above the first superdiagonal, *> with the array TAUP, represent the orthogonal matrix P as *> a product of elementary reflectors; *> if m < n, the diagonal and the first subdiagonal are *> overwritten with the lower bidiagonal matrix B; the *> elements below the first subdiagonal, with the array TAUQ, *> represent the orthogonal matrix Q as a product of *> elementary reflectors, and the elements above the diagonal, *> with the array TAUP, represent the orthogonal matrix P as *> a product of elementary reflectors. *> See Further Details. *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,M). *> \endverbatim *> *> \param[out] D *> \verbatim *> D is DOUBLE PRECISION array, dimension (min(M,N)) *> The diagonal elements of the bidiagonal matrix B: *> D(i) = A(i,i). *> \endverbatim *> *> \param[out] E *> \verbatim *> E is DOUBLE PRECISION array, dimension (min(M,N)-1) *> The off-diagonal elements of the bidiagonal matrix B: *> if m >= n, E(i) = A(i,i+1) for i = 1,2,...,n-1; *> if m < n, E(i) = A(i+1,i) for i = 1,2,...,m-1. *> \endverbatim *> *> \param[out] TAUQ *> \verbatim *> TAUQ is DOUBLE PRECISION array, dimension (min(M,N)) *> The scalar factors of the elementary reflectors which *> represent the orthogonal matrix Q. See Further Details. *> \endverbatim *> *> \param[out] TAUP *> \verbatim *> TAUP is DOUBLE PRECISION array, dimension (min(M,N)) *> The scalar factors of the elementary reflectors which *> represent the orthogonal matrix P. See Further Details. *> \endverbatim *> *> \param[out] WORK *> \verbatim *> WORK is DOUBLE PRECISION array, dimension (max(M,N)) *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit. *> < 0: if INFO = -i, the i-th argument had an illegal value. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date June 2017 * *> \ingroup doubleGEcomputational * *> \par Further Details: * ===================== *> *> \verbatim *> *> The matrices Q and P are represented as products of elementary *> reflectors: *> *> If m >= n, *> *> Q = H(1) H(2) . . . H(n) and P = G(1) G(2) . . . G(n-1) *> *> Each H(i) and G(i) has the form: *> *> H(i) = I - tauq * v * v**T and G(i) = I - taup * u * u**T *> *> where tauq and taup are real scalars, and v and u are real vectors; *> v(1:i-1) = 0, v(i) = 1, and v(i+1:m) is stored on exit in A(i+1:m,i); *> u(1:i) = 0, u(i+1) = 1, and u(i+2:n) is stored on exit in A(i,i+2:n); *> tauq is stored in TAUQ(i) and taup in TAUP(i). *> *> If m < n, *> *> Q = H(1) H(2) . . . H(m-1) and P = G(1) G(2) . . . G(m) *> *> Each H(i) and G(i) has the form: *> *> H(i) = I - tauq * v * v**T and G(i) = I - taup * u * u**T *> *> where tauq and taup are real scalars, and v and u are real vectors; *> v(1:i) = 0, v(i+1) = 1, and v(i+2:m) is stored on exit in A(i+2:m,i); *> u(1:i-1) = 0, u(i) = 1, and u(i+1:n) is stored on exit in A(i,i+1:n); *> tauq is stored in TAUQ(i) and taup in TAUP(i). *> *> The contents of A on exit are illustrated by the following examples: *> *> m = 6 and n = 5 (m > n): m = 5 and n = 6 (m < n): *> *> ( d e u1 u1 u1 ) ( d u1 u1 u1 u1 u1 ) *> ( v1 d e u2 u2 ) ( e d u2 u2 u2 u2 ) *> ( v1 v2 d e u3 ) ( v1 e d u3 u3 u3 ) *> ( v1 v2 v3 d e ) ( v1 v2 e d u4 u4 ) *> ( v1 v2 v3 v4 d ) ( v1 v2 v3 e d u5 ) *> ( v1 v2 v3 v4 v5 ) *> *> where d and e denote diagonal and off-diagonal elements of B, vi *> denotes an element of the vector defining H(i), and ui an element of *> the vector defining G(i). *> \endverbatim *> * ===================================================================== SUBROUTINE DGEBD2( M, N, A, LDA, D, E, TAUQ, TAUP, WORK, INFO ) * * -- LAPACK computational routine (version 3.7.1) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * June 2017 * * .. Scalar Arguments .. INTEGER INFO, LDA, M, N * .. * .. Array Arguments .. DOUBLE PRECISION A( LDA, * ), D( * ), E( * ), TAUP( * ), $ TAUQ( * ), WORK( * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ZERO, ONE PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 ) * .. * .. Local Scalars .. INTEGER I * .. * .. External Subroutines .. EXTERNAL DLARF, DLARFG, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC MAX, MIN * .. * .. Executable Statements .. * * Test the input parameters * INFO = 0 IF( M.LT.0 ) THEN INFO = -1 ELSE IF( N.LT.0 ) THEN INFO = -2 ELSE IF( LDA.LT.MAX( 1, M ) ) THEN INFO = -4 END IF IF( INFO.LT.0 ) THEN CALL XERBLA( 'DGEBD2', -INFO ) RETURN END IF * IF( M.GE.N ) THEN * * Reduce to upper bidiagonal form * DO 10 I = 1, N * * Generate elementary reflector H(i) to annihilate A(i+1:m,i) * CALL DLARFG( M-I+1, A( I, I ), A( MIN( I+1, M ), I ), 1, $ TAUQ( I ) ) D( I ) = A( I, I ) A( I, I ) = ONE * * Apply H(i) to A(i:m,i+1:n) from the left * IF( I.LT.N ) $ CALL DLARF( 'Left', M-I+1, N-I, A( I, I ), 1, TAUQ( I ), $ A( I, I+1 ), LDA, WORK ) A( I, I ) = D( I ) * IF( I.LT.N ) THEN * * Generate elementary reflector G(i) to annihilate * A(i,i+2:n) * CALL DLARFG( N-I, A( I, I+1 ), A( I, MIN( I+2, N ) ), $ LDA, TAUP( I ) ) E( I ) = A( I, I+1 ) A( I, I+1 ) = ONE * * Apply G(i) to A(i+1:m,i+1:n) from the right * CALL DLARF( 'Right', M-I, N-I, A( I, I+1 ), LDA, $ TAUP( I ), A( I+1, I+1 ), LDA, WORK ) A( I, I+1 ) = E( I ) ELSE TAUP( I ) = ZERO END IF 10 CONTINUE ELSE * * Reduce to lower bidiagonal form * DO 20 I = 1, M * * Generate elementary reflector G(i) to annihilate A(i,i+1:n) * CALL DLARFG( N-I+1, A( I, I ), A( I, MIN( I+1, N ) ), LDA, $ TAUP( I ) ) D( I ) = A( I, I ) A( I, I ) = ONE * * Apply G(i) to A(i+1:m,i:n) from the right * IF( I.LT.M ) $ CALL DLARF( 'Right', M-I, N-I+1, A( I, I ), LDA, $ TAUP( I ), A( I+1, I ), LDA, WORK ) A( I, I ) = D( I ) * IF( I.LT.M ) THEN * * Generate elementary reflector H(i) to annihilate * A(i+2:m,i) * CALL DLARFG( M-I, A( I+1, I ), A( MIN( I+2, M ), I ), 1, $ TAUQ( I ) ) E( I ) = A( I+1, I ) A( I+1, I ) = ONE * * Apply H(i) to A(i+1:m,i+1:n) from the left * CALL DLARF( 'Left', M-I, N-I, A( I+1, I ), 1, TAUQ( I ), $ A( I+1, I+1 ), LDA, WORK ) A( I+1, I ) = E( I ) ELSE TAUQ( I ) = ZERO END IF 20 CONTINUE END IF RETURN * * End of DGEBD2 * END *> \brief \b DGEBRD * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGEBRD + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGEBRD( M, N, A, LDA, D, E, TAUQ, TAUP, WORK, LWORK, * INFO ) * * .. Scalar Arguments .. * INTEGER INFO, LDA, LWORK, M, N * .. * .. Array Arguments .. * DOUBLE PRECISION A( LDA, * ), D( * ), E( * ), TAUP( * ), * $ TAUQ( * ), WORK( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGEBRD reduces a general real M-by-N matrix A to upper or lower *> bidiagonal form B by an orthogonal transformation: Q**T * A * P = B. *> *> If m >= n, B is upper bidiagonal; if m < n, B is lower bidiagonal. *> \endverbatim * * Arguments: * ========== * *> \param[in] M *> \verbatim *> M is INTEGER *> The number of rows in the matrix A. M >= 0. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The number of columns in the matrix A. N >= 0. *> \endverbatim *> *> \param[in,out] A *> \verbatim *> A is DOUBLE PRECISION array, dimension (LDA,N) *> On entry, the M-by-N general matrix to be reduced. *> On exit, *> if m >= n, the diagonal and the first superdiagonal are *> overwritten with the upper bidiagonal matrix B; the *> elements below the diagonal, with the array TAUQ, represent *> the orthogonal matrix Q as a product of elementary *> reflectors, and the elements above the first superdiagonal, *> with the array TAUP, represent the orthogonal matrix P as *> a product of elementary reflectors; *> if m < n, the diagonal and the first subdiagonal are *> overwritten with the lower bidiagonal matrix B; the *> elements below the first subdiagonal, with the array TAUQ, *> represent the orthogonal matrix Q as a product of *> elementary reflectors, and the elements above the diagonal, *> with the array TAUP, represent the orthogonal matrix P as *> a product of elementary reflectors. *> See Further Details. *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,M). *> \endverbatim *> *> \param[out] D *> \verbatim *> D is DOUBLE PRECISION array, dimension (min(M,N)) *> The diagonal elements of the bidiagonal matrix B: *> D(i) = A(i,i). *> \endverbatim *> *> \param[out] E *> \verbatim *> E is DOUBLE PRECISION array, dimension (min(M,N)-1) *> The off-diagonal elements of the bidiagonal matrix B: *> if m >= n, E(i) = A(i,i+1) for i = 1,2,...,n-1; *> if m < n, E(i) = A(i+1,i) for i = 1,2,...,m-1. *> \endverbatim *> *> \param[out] TAUQ *> \verbatim *> TAUQ is DOUBLE PRECISION array, dimension (min(M,N)) *> The scalar factors of the elementary reflectors which *> represent the orthogonal matrix Q. See Further Details. *> \endverbatim *> *> \param[out] TAUP *> \verbatim *> TAUP is DOUBLE PRECISION array, dimension (min(M,N)) *> The scalar factors of the elementary reflectors which *> represent the orthogonal matrix P. See Further Details. *> \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 length of the array WORK. LWORK >= max(1,M,N). *> For optimum performance LWORK >= (M+N)*NB, where NB *> is the optimal blocksize. *> *> If LWORK = -1, then a workspace query is assumed; the routine *> only calculates the optimal size of the WORK array, returns *> this value as the first entry of the WORK array, and no error *> message related to LWORK is issued by XERBLA. *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit *> < 0: if INFO = -i, the i-th argument had an illegal value. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date November 2017 * *> \ingroup doubleGEcomputational * *> \par Further Details: * ===================== *> *> \verbatim *> *> The matrices Q and P are represented as products of elementary *> reflectors: *> *> If m >= n, *> *> Q = H(1) H(2) . . . H(n) and P = G(1) G(2) . . . G(n-1) *> *> Each H(i) and G(i) has the form: *> *> H(i) = I - tauq * v * v**T and G(i) = I - taup * u * u**T *> *> where tauq and taup are real scalars, and v and u are real vectors; *> v(1:i-1) = 0, v(i) = 1, and v(i+1:m) is stored on exit in A(i+1:m,i); *> u(1:i) = 0, u(i+1) = 1, and u(i+2:n) is stored on exit in A(i,i+2:n); *> tauq is stored in TAUQ(i) and taup in TAUP(i). *> *> If m < n, *> *> Q = H(1) H(2) . . . H(m-1) and P = G(1) G(2) . . . G(m) *> *> Each H(i) and G(i) has the form: *> *> H(i) = I - tauq * v * v**T and G(i) = I - taup * u * u**T *> *> where tauq and taup are real scalars, and v and u are real vectors; *> v(1:i) = 0, v(i+1) = 1, and v(i+2:m) is stored on exit in A(i+2:m,i); *> u(1:i-1) = 0, u(i) = 1, and u(i+1:n) is stored on exit in A(i,i+1:n); *> tauq is stored in TAUQ(i) and taup in TAUP(i). *> *> The contents of A on exit are illustrated by the following examples: *> *> m = 6 and n = 5 (m > n): m = 5 and n = 6 (m < n): *> *> ( d e u1 u1 u1 ) ( d u1 u1 u1 u1 u1 ) *> ( v1 d e u2 u2 ) ( e d u2 u2 u2 u2 ) *> ( v1 v2 d e u3 ) ( v1 e d u3 u3 u3 ) *> ( v1 v2 v3 d e ) ( v1 v2 e d u4 u4 ) *> ( v1 v2 v3 v4 d ) ( v1 v2 v3 e d u5 ) *> ( v1 v2 v3 v4 v5 ) *> *> where d and e denote diagonal and off-diagonal elements of B, vi *> denotes an element of the vector defining H(i), and ui an element of *> the vector defining G(i). *> \endverbatim *> * ===================================================================== SUBROUTINE DGEBRD( M, N, A, LDA, D, E, TAUQ, TAUP, WORK, LWORK, $ INFO ) * * -- LAPACK computational routine (version 3.8.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * November 2017 * * .. Scalar Arguments .. INTEGER INFO, LDA, LWORK, M, N * .. * .. Array Arguments .. DOUBLE PRECISION A( LDA, * ), D( * ), E( * ), TAUP( * ), $ TAUQ( * ), WORK( * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ONE PARAMETER ( ONE = 1.0D+0 ) * .. * .. Local Scalars .. LOGICAL LQUERY INTEGER I, IINFO, J, LDWRKX, LDWRKY, LWKOPT, MINMN, NB, $ NBMIN, NX, WS * .. * .. External Subroutines .. EXTERNAL DGEBD2, DGEMM, DLABRD, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC DBLE, MAX, MIN * .. * .. External Functions .. INTEGER ILAENV EXTERNAL ILAENV * .. * .. Executable Statements .. * * Test the input parameters * INFO = 0 NB = MAX( 1, ILAENV( 1, 'DGEBRD', ' ', M, N, -1, -1 ) ) LWKOPT = ( M+N )*NB WORK( 1 ) = DBLE( LWKOPT ) LQUERY = ( LWORK.EQ.-1 ) IF( M.LT.0 ) THEN INFO = -1 ELSE IF( N.LT.0 ) THEN INFO = -2 ELSE IF( LDA.LT.MAX( 1, M ) ) THEN INFO = -4 ELSE IF( LWORK.LT.MAX( 1, M, N ) .AND. .NOT.LQUERY ) THEN INFO = -10 END IF IF( INFO.LT.0 ) THEN CALL XERBLA( 'DGEBRD', -INFO ) RETURN ELSE IF( LQUERY ) THEN RETURN END IF * * Quick return if possible * MINMN = MIN( M, N ) IF( MINMN.EQ.0 ) THEN WORK( 1 ) = 1 RETURN END IF * WS = MAX( M, N ) LDWRKX = M LDWRKY = N * IF( NB.GT.1 .AND. NB.LT.MINMN ) THEN * * Set the crossover point NX. * NX = MAX( NB, ILAENV( 3, 'DGEBRD', ' ', M, N, -1, -1 ) ) * * Determine when to switch from blocked to unblocked code. * IF( NX.LT.MINMN ) THEN WS = ( M+N )*NB IF( LWORK.LT.WS ) THEN * * Not enough work space for the optimal NB, consider using * a smaller block size. * NBMIN = ILAENV( 2, 'DGEBRD', ' ', M, N, -1, -1 ) IF( LWORK.GE.( M+N )*NBMIN ) THEN NB = LWORK / ( M+N ) ELSE NB = 1 NX = MINMN END IF END IF END IF ELSE NX = MINMN END IF * DO 30 I = 1, MINMN - NX, NB * * Reduce rows and columns i:i+nb-1 to bidiagonal form and return * the matrices X and Y which are needed to update the unreduced * part of the matrix * CALL DLABRD( M-I+1, N-I+1, NB, A( I, I ), LDA, D( I ), E( I ), $ TAUQ( I ), TAUP( I ), WORK, LDWRKX, $ WORK( LDWRKX*NB+1 ), LDWRKY ) * * Update the trailing submatrix A(i+nb:m,i+nb:n), using an update * of the form A := A - V*Y**T - X*U**T * CALL DGEMM( 'No transpose', 'Transpose', M-I-NB+1, N-I-NB+1, $ NB, -ONE, A( I+NB, I ), LDA, $ WORK( LDWRKX*NB+NB+1 ), LDWRKY, ONE, $ A( I+NB, I+NB ), LDA ) CALL DGEMM( 'No transpose', 'No transpose', M-I-NB+1, N-I-NB+1, $ NB, -ONE, WORK( NB+1 ), LDWRKX, A( I, I+NB ), LDA, $ ONE, A( I+NB, I+NB ), LDA ) * * Copy diagonal and off-diagonal elements of B back into A * IF( M.GE.N ) THEN DO 10 J = I, I + NB - 1 A( J, J ) = D( J ) A( J, J+1 ) = E( J ) 10 CONTINUE ELSE DO 20 J = I, I + NB - 1 A( J, J ) = D( J ) A( J+1, J ) = E( J ) 20 CONTINUE END IF 30 CONTINUE * * Use unblocked code to reduce the remainder of the matrix * CALL DGEBD2( M-I+1, N-I+1, A( I, I ), LDA, D( I ), E( I ), $ TAUQ( I ), TAUP( I ), WORK, IINFO ) WORK( 1 ) = WS RETURN * * End of DGEBRD * END *> \brief \b DGECON * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGECON + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGECON( NORM, N, A, LDA, ANORM, RCOND, WORK, IWORK, * INFO ) * * .. Scalar Arguments .. * CHARACTER NORM * INTEGER INFO, LDA, N * DOUBLE PRECISION ANORM, RCOND * .. * .. Array Arguments .. * INTEGER IWORK( * ) * DOUBLE PRECISION A( LDA, * ), WORK( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGECON estimates the reciprocal of the condition number of a general *> real matrix A, in either the 1-norm or the infinity-norm, using *> the LU factorization computed by DGETRF. *> *> An estimate is obtained for norm(inv(A)), and the reciprocal of the *> condition number is computed as *> RCOND = 1 / ( norm(A) * norm(inv(A)) ). *> \endverbatim * * Arguments: * ========== * *> \param[in] NORM *> \verbatim *> NORM is CHARACTER*1 *> Specifies whether the 1-norm condition number or the *> infinity-norm condition number is required: *> = '1' or 'O': 1-norm; *> = 'I': Infinity-norm. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The order of the matrix A. N >= 0. *> \endverbatim *> *> \param[in] A *> \verbatim *> A is DOUBLE PRECISION array, dimension (LDA,N) *> The factors L and U from the factorization A = P*L*U *> as computed by DGETRF. *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,N). *> \endverbatim *> *> \param[in] ANORM *> \verbatim *> ANORM is DOUBLE PRECISION *> If NORM = '1' or 'O', the 1-norm of the original matrix A. *> If NORM = 'I', the infinity-norm of the original matrix A. *> \endverbatim *> *> \param[out] RCOND *> \verbatim *> RCOND is DOUBLE PRECISION *> The reciprocal of the condition number of the matrix A, *> computed as RCOND = 1/(norm(A) * norm(inv(A))). *> \endverbatim *> *> \param[out] WORK *> \verbatim *> WORK is DOUBLE PRECISION array, dimension (4*N) *> \endverbatim *> *> \param[out] IWORK *> \verbatim *> IWORK is INTEGER array, dimension (N) *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit *> < 0: if INFO = -i, the i-th argument had an illegal value *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date December 2016 * *> \ingroup doubleGEcomputational * * ===================================================================== SUBROUTINE DGECON( NORM, N, A, LDA, ANORM, RCOND, WORK, IWORK, $ INFO ) * * -- LAPACK computational routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * * .. Scalar Arguments .. CHARACTER NORM INTEGER INFO, LDA, N DOUBLE PRECISION ANORM, RCOND * .. * .. Array Arguments .. INTEGER IWORK( * ) DOUBLE PRECISION A( LDA, * ), WORK( * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ONE, ZERO PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 ) * .. * .. Local Scalars .. LOGICAL ONENRM CHARACTER NORMIN INTEGER IX, KASE, KASE1 DOUBLE PRECISION AINVNM, SCALE, SL, SMLNUM, SU * .. * .. Local Arrays .. INTEGER ISAVE( 3 ) * .. * .. External Functions .. LOGICAL LSAME INTEGER IDAMAX DOUBLE PRECISION DLAMCH EXTERNAL LSAME, IDAMAX, DLAMCH * .. * .. External Subroutines .. EXTERNAL DLACN2, DLATRS, DRSCL, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC ABS, MAX * .. * .. Executable Statements .. * * Test the input parameters. * INFO = 0 ONENRM = NORM.EQ.'1' .OR. LSAME( NORM, 'O' ) IF( .NOT.ONENRM .AND. .NOT.LSAME( NORM, 'I' ) ) THEN INFO = -1 ELSE IF( N.LT.0 ) THEN INFO = -2 ELSE IF( LDA.LT.MAX( 1, N ) ) THEN INFO = -4 ELSE IF( ANORM.LT.ZERO ) THEN INFO = -5 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGECON', -INFO ) RETURN END IF * * Quick return if possible * RCOND = ZERO IF( N.EQ.0 ) THEN RCOND = ONE RETURN ELSE IF( ANORM.EQ.ZERO ) THEN RETURN END IF * SMLNUM = DLAMCH( 'Safe minimum' ) * * Estimate the norm of inv(A). * AINVNM = ZERO NORMIN = 'N' IF( ONENRM ) THEN KASE1 = 1 ELSE KASE1 = 2 END IF KASE = 0 10 CONTINUE CALL DLACN2( N, WORK( N+1 ), WORK, IWORK, AINVNM, KASE, ISAVE ) IF( KASE.NE.0 ) THEN IF( KASE.EQ.KASE1 ) THEN * * Multiply by inv(L). * CALL DLATRS( 'Lower', 'No transpose', 'Unit', NORMIN, N, A, $ LDA, WORK, SL, WORK( 2*N+1 ), INFO ) * * Multiply by inv(U). * CALL DLATRS( 'Upper', 'No transpose', 'Non-unit', NORMIN, N, $ A, LDA, WORK, SU, WORK( 3*N+1 ), INFO ) ELSE * * Multiply by inv(U**T). * CALL DLATRS( 'Upper', 'Transpose', 'Non-unit', NORMIN, N, A, $ LDA, WORK, SU, WORK( 3*N+1 ), INFO ) * * Multiply by inv(L**T). * CALL DLATRS( 'Lower', 'Transpose', 'Unit', NORMIN, N, A, $ LDA, WORK, SL, WORK( 2*N+1 ), INFO ) END IF * * Divide X by 1/(SL*SU) if doing so will not cause overflow. * SCALE = SL*SU NORMIN = 'Y' IF( SCALE.NE.ONE ) THEN IX = IDAMAX( N, WORK, 1 ) IF( SCALE.LT.ABS( WORK( IX ) )*SMLNUM .OR. SCALE.EQ.ZERO ) $ GO TO 20 CALL DRSCL( N, SCALE, WORK, 1 ) END IF GO TO 10 END IF * * Compute the estimate of the reciprocal condition number. * IF( AINVNM.NE.ZERO ) $ RCOND = ( ONE / AINVNM ) / ANORM * 20 CONTINUE RETURN * * End of DGECON * END *> \brief \b DGEEQU * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGEEQU + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGEEQU( M, N, A, LDA, R, C, ROWCND, COLCND, AMAX, * INFO ) * * .. Scalar Arguments .. * INTEGER INFO, LDA, M, N * DOUBLE PRECISION AMAX, COLCND, ROWCND * .. * .. Array Arguments .. * DOUBLE PRECISION A( LDA, * ), C( * ), R( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGEEQU computes row and column scalings intended to equilibrate an *> M-by-N matrix A and reduce its condition number. R returns the row *> scale factors and C the column scale factors, chosen to try to make *> the largest element in each row and column of the matrix B with *> elements B(i,j)=R(i)*A(i,j)*C(j) have absolute value 1. *> *> R(i) and C(j) are restricted to be between SMLNUM = smallest safe *> number and BIGNUM = largest safe number. Use of these scaling *> factors is not guaranteed to reduce the condition number of A but *> works well in practice. *> \endverbatim * * Arguments: * ========== * *> \param[in] M *> \verbatim *> M is INTEGER *> The number of rows of the matrix A. M >= 0. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The number of columns of the matrix A. N >= 0. *> \endverbatim *> *> \param[in] A *> \verbatim *> A is DOUBLE PRECISION array, dimension (LDA,N) *> The M-by-N matrix whose equilibration factors are *> to be computed. *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,M). *> \endverbatim *> *> \param[out] R *> \verbatim *> R is DOUBLE PRECISION array, dimension (M) *> If INFO = 0 or INFO > M, R contains the row scale factors *> for A. *> \endverbatim *> *> \param[out] C *> \verbatim *> C is DOUBLE PRECISION array, dimension (N) *> If INFO = 0, C contains the column scale factors for A. *> \endverbatim *> *> \param[out] ROWCND *> \verbatim *> ROWCND is DOUBLE PRECISION *> If INFO = 0 or INFO > M, ROWCND contains the ratio of the *> smallest R(i) to the largest R(i). If ROWCND >= 0.1 and *> AMAX is neither too large nor too small, it is not worth *> scaling by R. *> \endverbatim *> *> \param[out] COLCND *> \verbatim *> COLCND is DOUBLE PRECISION *> If INFO = 0, COLCND contains the ratio of the smallest *> C(i) to the largest C(i). If COLCND >= 0.1, it is not *> worth scaling by C. *> \endverbatim *> *> \param[out] AMAX *> \verbatim *> AMAX is DOUBLE PRECISION *> Absolute value of largest matrix element. If AMAX is very *> close to overflow or very close to underflow, the matrix *> should be scaled. *> \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 INFO = i, and i is *> <= M: the i-th row of A is exactly zero *> > M: the (i-M)-th column of A is exactly zero *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date December 2016 * *> \ingroup doubleGEcomputational * * ===================================================================== SUBROUTINE DGEEQU( M, N, A, LDA, R, C, ROWCND, COLCND, AMAX, $ INFO ) * * -- LAPACK computational routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * * .. Scalar Arguments .. INTEGER INFO, LDA, M, N DOUBLE PRECISION AMAX, COLCND, ROWCND * .. * .. Array Arguments .. DOUBLE PRECISION A( LDA, * ), C( * ), R( * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ONE, ZERO PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 ) * .. * .. Local Scalars .. INTEGER I, J DOUBLE PRECISION BIGNUM, RCMAX, RCMIN, SMLNUM * .. * .. External Functions .. DOUBLE PRECISION DLAMCH EXTERNAL DLAMCH * .. * .. External Subroutines .. EXTERNAL XERBLA * .. * .. Intrinsic Functions .. INTRINSIC ABS, MAX, MIN * .. * .. Executable Statements .. * * Test the input parameters. * INFO = 0 IF( M.LT.0 ) THEN INFO = -1 ELSE IF( N.LT.0 ) THEN INFO = -2 ELSE IF( LDA.LT.MAX( 1, M ) ) THEN INFO = -4 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGEEQU', -INFO ) RETURN END IF * * Quick return if possible * IF( M.EQ.0 .OR. N.EQ.0 ) THEN ROWCND = ONE COLCND = ONE AMAX = ZERO RETURN END IF * * Get machine constants. * SMLNUM = DLAMCH( 'S' ) BIGNUM = ONE / SMLNUM * * Compute row scale factors. * DO 10 I = 1, M R( I ) = ZERO 10 CONTINUE * * Find the maximum element in each row. * DO 30 J = 1, N DO 20 I = 1, M R( I ) = MAX( R( I ), ABS( A( I, J ) ) ) 20 CONTINUE 30 CONTINUE * * Find the maximum and minimum scale factors. * RCMIN = BIGNUM RCMAX = ZERO DO 40 I = 1, M RCMAX = MAX( RCMAX, R( I ) ) RCMIN = MIN( RCMIN, R( I ) ) 40 CONTINUE AMAX = RCMAX * IF( RCMIN.EQ.ZERO ) THEN * * Find the first zero scale factor and return an error code. * DO 50 I = 1, M IF( R( I ).EQ.ZERO ) THEN INFO = I RETURN END IF 50 CONTINUE ELSE * * Invert the scale factors. * DO 60 I = 1, M R( I ) = ONE / MIN( MAX( R( I ), SMLNUM ), BIGNUM ) 60 CONTINUE * * Compute ROWCND = min(R(I)) / max(R(I)) * ROWCND = MAX( RCMIN, SMLNUM ) / MIN( RCMAX, BIGNUM ) END IF * * Compute column scale factors * DO 70 J = 1, N C( J ) = ZERO 70 CONTINUE * * Find the maximum element in each column, * assuming the row scaling computed above. * DO 90 J = 1, N DO 80 I = 1, M C( J ) = MAX( C( J ), ABS( A( I, J ) )*R( I ) ) 80 CONTINUE 90 CONTINUE * * Find the maximum and minimum scale factors. * RCMIN = BIGNUM RCMAX = ZERO DO 100 J = 1, N RCMIN = MIN( RCMIN, C( J ) ) RCMAX = MAX( RCMAX, C( J ) ) 100 CONTINUE * IF( RCMIN.EQ.ZERO ) THEN * * Find the first zero scale factor and return an error code. * DO 110 J = 1, N IF( C( J ).EQ.ZERO ) THEN INFO = M + J RETURN END IF 110 CONTINUE ELSE * * Invert the scale factors. * DO 120 J = 1, N C( J ) = ONE / MIN( MAX( C( J ), SMLNUM ), BIGNUM ) 120 CONTINUE * * Compute COLCND = min(C(J)) / max(C(J)) * COLCND = MAX( RCMIN, SMLNUM ) / MIN( RCMAX, BIGNUM ) END IF * RETURN * * End of DGEEQU * END *> \brief \b DGEEQUB * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGEEQUB + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGEEQUB( M, N, A, LDA, R, C, ROWCND, COLCND, AMAX, * INFO ) * * .. Scalar Arguments .. * INTEGER INFO, LDA, M, N * DOUBLE PRECISION AMAX, COLCND, ROWCND * .. * .. Array Arguments .. * DOUBLE PRECISION A( LDA, * ), C( * ), R( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGEEQUB computes row and column scalings intended to equilibrate an *> M-by-N matrix A and reduce its condition number. R returns the row *> scale factors and C the column scale factors, chosen to try to make *> the largest element in each row and column of the matrix B with *> elements B(i,j)=R(i)*A(i,j)*C(j) have an absolute value of at most *> the radix. *> *> R(i) and C(j) are restricted to be a power of the radix between *> SMLNUM = smallest safe number and BIGNUM = largest safe number. Use *> of these scaling factors is not guaranteed to reduce the condition *> number of A but works well in practice. *> *> This routine differs from DGEEQU by restricting the scaling factors *> to a power of the radix. Barring over- and underflow, scaling by *> these factors introduces no additional rounding errors. However, the *> scaled entries' magnitudes are no longer approximately 1 but lie *> between sqrt(radix) and 1/sqrt(radix). *> \endverbatim * * Arguments: * ========== * *> \param[in] M *> \verbatim *> M is INTEGER *> The number of rows of the matrix A. M >= 0. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The number of columns of the matrix A. N >= 0. *> \endverbatim *> *> \param[in] A *> \verbatim *> A is DOUBLE PRECISION array, dimension (LDA,N) *> The M-by-N matrix whose equilibration factors are *> to be computed. *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,M). *> \endverbatim *> *> \param[out] R *> \verbatim *> R is DOUBLE PRECISION array, dimension (M) *> If INFO = 0 or INFO > M, R contains the row scale factors *> for A. *> \endverbatim *> *> \param[out] C *> \verbatim *> C is DOUBLE PRECISION array, dimension (N) *> If INFO = 0, C contains the column scale factors for A. *> \endverbatim *> *> \param[out] ROWCND *> \verbatim *> ROWCND is DOUBLE PRECISION *> If INFO = 0 or INFO > M, ROWCND contains the ratio of the *> smallest R(i) to the largest R(i). If ROWCND >= 0.1 and *> AMAX is neither too large nor too small, it is not worth *> scaling by R. *> \endverbatim *> *> \param[out] COLCND *> \verbatim *> COLCND is DOUBLE PRECISION *> If INFO = 0, COLCND contains the ratio of the smallest *> C(i) to the largest C(i). If COLCND >= 0.1, it is not *> worth scaling by C. *> \endverbatim *> *> \param[out] AMAX *> \verbatim *> AMAX is DOUBLE PRECISION *> Absolute value of largest matrix element. If AMAX is very *> close to overflow or very close to underflow, the matrix *> should be scaled. *> \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 INFO = i, and i is *> <= M: the i-th row of A is exactly zero *> > M: the (i-M)-th column of A is exactly zero *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date December 2016 * *> \ingroup doubleGEcomputational * * ===================================================================== SUBROUTINE DGEEQUB( M, N, A, LDA, R, C, ROWCND, COLCND, AMAX, $ INFO ) * * -- LAPACK computational routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * * .. Scalar Arguments .. INTEGER INFO, LDA, M, N DOUBLE PRECISION AMAX, COLCND, ROWCND * .. * .. Array Arguments .. DOUBLE PRECISION A( LDA, * ), C( * ), R( * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ONE, ZERO PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 ) * .. * .. Local Scalars .. INTEGER I, J DOUBLE PRECISION BIGNUM, RCMAX, RCMIN, SMLNUM, RADIX, LOGRDX * .. * .. External Functions .. DOUBLE PRECISION DLAMCH EXTERNAL DLAMCH * .. * .. External Subroutines .. EXTERNAL XERBLA * .. * .. Intrinsic Functions .. INTRINSIC ABS, MAX, MIN, LOG * .. * .. Executable Statements .. * * Test the input parameters. * INFO = 0 IF( M.LT.0 ) THEN INFO = -1 ELSE IF( N.LT.0 ) THEN INFO = -2 ELSE IF( LDA.LT.MAX( 1, M ) ) THEN INFO = -4 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGEEQUB', -INFO ) RETURN END IF * * Quick return if possible. * IF( M.EQ.0 .OR. N.EQ.0 ) THEN ROWCND = ONE COLCND = ONE AMAX = ZERO RETURN END IF * * Get machine constants. Assume SMLNUM is a power of the radix. * SMLNUM = DLAMCH( 'S' ) BIGNUM = ONE / SMLNUM RADIX = DLAMCH( 'B' ) LOGRDX = LOG( RADIX ) * * Compute row scale factors. * DO 10 I = 1, M R( I ) = ZERO 10 CONTINUE * * Find the maximum element in each row. * DO 30 J = 1, N DO 20 I = 1, M R( I ) = MAX( R( I ), ABS( A( I, J ) ) ) 20 CONTINUE 30 CONTINUE DO I = 1, M IF( R( I ).GT.ZERO ) THEN R( I ) = RADIX**INT( LOG( R( I ) ) / LOGRDX ) END IF END DO * * Find the maximum and minimum scale factors. * RCMIN = BIGNUM RCMAX = ZERO DO 40 I = 1, M RCMAX = MAX( RCMAX, R( I ) ) RCMIN = MIN( RCMIN, R( I ) ) 40 CONTINUE AMAX = RCMAX * IF( RCMIN.EQ.ZERO ) THEN * * Find the first zero scale factor and return an error code. * DO 50 I = 1, M IF( R( I ).EQ.ZERO ) THEN INFO = I RETURN END IF 50 CONTINUE ELSE * * Invert the scale factors. * DO 60 I = 1, M R( I ) = ONE / MIN( MAX( R( I ), SMLNUM ), BIGNUM ) 60 CONTINUE * * Compute ROWCND = min(R(I)) / max(R(I)). * ROWCND = MAX( RCMIN, SMLNUM ) / MIN( RCMAX, BIGNUM ) END IF * * Compute column scale factors * DO 70 J = 1, N C( J ) = ZERO 70 CONTINUE * * Find the maximum element in each column, * assuming the row scaling computed above. * DO 90 J = 1, N DO 80 I = 1, M C( J ) = MAX( C( J ), ABS( A( I, J ) )*R( I ) ) 80 CONTINUE IF( C( J ).GT.ZERO ) THEN C( J ) = RADIX**INT( LOG( C( J ) ) / LOGRDX ) END IF 90 CONTINUE * * Find the maximum and minimum scale factors. * RCMIN = BIGNUM RCMAX = ZERO DO 100 J = 1, N RCMIN = MIN( RCMIN, C( J ) ) RCMAX = MAX( RCMAX, C( J ) ) 100 CONTINUE * IF( RCMIN.EQ.ZERO ) THEN * * Find the first zero scale factor and return an error code. * DO 110 J = 1, N IF( C( J ).EQ.ZERO ) THEN INFO = M + J RETURN END IF 110 CONTINUE ELSE * * Invert the scale factors. * DO 120 J = 1, N C( J ) = ONE / MIN( MAX( C( J ), SMLNUM ), BIGNUM ) 120 CONTINUE * * Compute COLCND = min(C(J)) / max(C(J)). * COLCND = MAX( RCMIN, SMLNUM ) / MIN( RCMAX, BIGNUM ) END IF * RETURN * * End of DGEEQUB * END *> \brief DGEES computes the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors for GE matrices * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGEES + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGEES( JOBVS, SORT, SELECT, N, A, LDA, SDIM, WR, WI, * VS, LDVS, WORK, LWORK, BWORK, INFO ) * * .. Scalar Arguments .. * CHARACTER JOBVS, SORT * INTEGER INFO, LDA, LDVS, LWORK, N, SDIM * .. * .. Array Arguments .. * LOGICAL BWORK( * ) * DOUBLE PRECISION A( LDA, * ), VS( LDVS, * ), WI( * ), WORK( * ), * $ WR( * ) * .. * .. Function Arguments .. * LOGICAL SELECT * EXTERNAL SELECT * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGEES computes for an N-by-N real nonsymmetric matrix A, the *> eigenvalues, the real Schur form T, and, optionally, the matrix of *> Schur vectors Z. This gives the Schur factorization A = Z*T*(Z**T). *> *> Optionally, it also orders the eigenvalues on the diagonal of the *> real Schur form so that selected eigenvalues are at the top left. *> The leading columns of Z then form an orthonormal basis for the *> invariant subspace corresponding to the selected eigenvalues. *> *> A matrix is in real Schur form if it is upper quasi-triangular with *> 1-by-1 and 2-by-2 blocks. 2-by-2 blocks will be standardized in the *> form *> [ a b ] *> [ c a ] *> *> where b*c < 0. The eigenvalues of such a block are a +- sqrt(bc). *> \endverbatim * * Arguments: * ========== * *> \param[in] JOBVS *> \verbatim *> JOBVS is CHARACTER*1 *> = 'N': Schur vectors are not computed; *> = 'V': Schur vectors are computed. *> \endverbatim *> *> \param[in] SORT *> \verbatim *> SORT is CHARACTER*1 *> Specifies whether or not to order the eigenvalues on the *> diagonal of the Schur form. *> = 'N': Eigenvalues are not ordered; *> = 'S': Eigenvalues are ordered (see SELECT). *> \endverbatim *> *> \param[in] SELECT *> \verbatim *> SELECT is a LOGICAL FUNCTION of two DOUBLE PRECISION arguments *> SELECT must be declared EXTERNAL in the calling subroutine. *> If SORT = 'S', SELECT is used to select eigenvalues to sort *> to the top left of the Schur form. *> If SORT = 'N', SELECT is not referenced. *> An eigenvalue WR(j)+sqrt(-1)*WI(j) is selected if *> SELECT(WR(j),WI(j)) is true; i.e., if either one of a complex *> conjugate pair of eigenvalues is selected, then both complex *> eigenvalues are selected. *> Note that a selected complex eigenvalue may no longer *> satisfy SELECT(WR(j),WI(j)) = .TRUE. after ordering, since *> ordering may change the value of complex eigenvalues *> (especially if the eigenvalue is ill-conditioned); in this *> case INFO is set to N+2 (see INFO below). *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The order of the matrix A. N >= 0. *> \endverbatim *> *> \param[in,out] A *> \verbatim *> A is DOUBLE PRECISION array, dimension (LDA,N) *> On entry, the N-by-N matrix A. *> On exit, A has been overwritten by its real Schur form T. *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,N). *> \endverbatim *> *> \param[out] SDIM *> \verbatim *> SDIM is INTEGER *> If SORT = 'N', SDIM = 0. *> If SORT = 'S', SDIM = number of eigenvalues (after sorting) *> for which SELECT is true. (Complex conjugate *> pairs for which SELECT is true for either *> eigenvalue count as 2.) *> \endverbatim *> *> \param[out] WR *> \verbatim *> WR is DOUBLE PRECISION array, dimension (N) *> \endverbatim *> *> \param[out] WI *> \verbatim *> WI is DOUBLE PRECISION array, dimension (N) *> WR and WI contain the real and imaginary parts, *> respectively, of the computed eigenvalues in the same order *> that they appear on the diagonal of the output Schur form T. *> Complex conjugate pairs of eigenvalues will appear *> consecutively with the eigenvalue having the positive *> imaginary part first. *> \endverbatim *> *> \param[out] VS *> \verbatim *> VS is DOUBLE PRECISION array, dimension (LDVS,N) *> If JOBVS = 'V', VS contains the orthogonal matrix Z of Schur *> vectors. *> If JOBVS = 'N', VS is not referenced. *> \endverbatim *> *> \param[in] LDVS *> \verbatim *> LDVS is INTEGER *> The leading dimension of the array VS. LDVS >= 1; if *> JOBVS = 'V', LDVS >= N. *> \endverbatim *> *> \param[out] WORK *> \verbatim *> WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK)) *> On exit, if INFO = 0, WORK(1) contains the optimal LWORK. *> \endverbatim *> *> \param[in] LWORK *> \verbatim *> LWORK is INTEGER *> The dimension of the array WORK. LWORK >= max(1,3*N). *> For good performance, LWORK must generally be larger. *> *> If LWORK = -1, then a workspace query is assumed; the routine *> only calculates the optimal size of the WORK array, returns *> this value as the first entry of the WORK array, and no error *> message related to LWORK is issued by XERBLA. *> \endverbatim *> *> \param[out] BWORK *> \verbatim *> BWORK is LOGICAL array, dimension (N) *> Not referenced if SORT = 'N'. *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit *> < 0: if INFO = -i, the i-th argument had an illegal value. *> > 0: if INFO = i, and i is *> <= N: the QR algorithm failed to compute all the *> eigenvalues; elements 1:ILO-1 and i+1:N of WR and WI *> contain those eigenvalues which have converged; if *> JOBVS = 'V', VS contains the matrix which reduces A *> to its partially converged Schur form. *> = N+1: the eigenvalues could not be reordered because some *> eigenvalues were too close to separate (the problem *> is very ill-conditioned); *> = N+2: after reordering, roundoff changed values of some *> complex eigenvalues so that leading eigenvalues in *> the Schur form no longer satisfy SELECT=.TRUE. This *> could also be caused by underflow due to scaling. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date December 2016 * *> \ingroup doubleGEeigen * * ===================================================================== SUBROUTINE DGEES( JOBVS, SORT, SELECT, N, A, LDA, SDIM, WR, WI, $ VS, LDVS, WORK, LWORK, BWORK, INFO ) * * -- LAPACK driver routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * * .. Scalar Arguments .. CHARACTER JOBVS, SORT INTEGER INFO, LDA, LDVS, LWORK, N, SDIM * .. * .. Array Arguments .. LOGICAL BWORK( * ) DOUBLE PRECISION A( LDA, * ), VS( LDVS, * ), WI( * ), WORK( * ), $ WR( * ) * .. * .. Function Arguments .. LOGICAL SELECT EXTERNAL SELECT * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ZERO, ONE PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 ) * .. * .. Local Scalars .. LOGICAL CURSL, LASTSL, LQUERY, LST2SL, SCALEA, WANTST, $ WANTVS INTEGER HSWORK, I, I1, I2, IBAL, ICOND, IERR, IEVAL, $ IHI, ILO, INXT, IP, ITAU, IWRK, MAXWRK, MINWRK DOUBLE PRECISION ANRM, BIGNUM, CSCALE, EPS, S, SEP, SMLNUM * .. * .. Local Arrays .. INTEGER IDUM( 1 ) DOUBLE PRECISION DUM( 1 ) * .. * .. External Subroutines .. EXTERNAL DCOPY, DGEBAK, DGEBAL, DGEHRD, DHSEQR, DLACPY, $ DLABAD, DLASCL, DORGHR, DSWAP, DTRSEN, XERBLA * .. * .. External Functions .. LOGICAL LSAME INTEGER ILAENV DOUBLE PRECISION DLAMCH, DLANGE EXTERNAL LSAME, ILAENV, DLAMCH, DLANGE * .. * .. Intrinsic Functions .. INTRINSIC MAX, SQRT * .. * .. Executable Statements .. * * Test the input arguments * INFO = 0 LQUERY = ( LWORK.EQ.-1 ) WANTVS = LSAME( JOBVS, 'V' ) WANTST = LSAME( SORT, 'S' ) IF( ( .NOT.WANTVS ) .AND. ( .NOT.LSAME( JOBVS, 'N' ) ) ) THEN INFO = -1 ELSE IF( ( .NOT.WANTST ) .AND. ( .NOT.LSAME( SORT, 'N' ) ) ) THEN INFO = -2 ELSE IF( N.LT.0 ) THEN INFO = -4 ELSE IF( LDA.LT.MAX( 1, N ) ) THEN INFO = -6 ELSE IF( LDVS.LT.1 .OR. ( WANTVS .AND. LDVS.LT.N ) ) THEN INFO = -11 END IF * * Compute workspace * (Note: Comments in the code beginning "Workspace:" describe the * minimal amount of workspace needed 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. * HSWORK refers to the workspace preferred by DHSEQR, as * calculated below. HSWORK is computed assuming ILO=1 and IHI=N, * the worst case.) * IF( INFO.EQ.0 ) THEN IF( N.EQ.0 ) THEN MINWRK = 1 MAXWRK = 1 ELSE MAXWRK = 2*N + N*ILAENV( 1, 'DGEHRD', ' ', N, 1, N, 0 ) MINWRK = 3*N * CALL DHSEQR( 'S', JOBVS, N, 1, N, A, LDA, WR, WI, VS, LDVS, $ WORK, -1, IEVAL ) HSWORK = WORK( 1 ) * IF( .NOT.WANTVS ) THEN MAXWRK = MAX( MAXWRK, N + HSWORK ) ELSE MAXWRK = MAX( MAXWRK, 2*N + ( N - 1 )*ILAENV( 1, $ 'DORGHR', ' ', N, 1, N, -1 ) ) MAXWRK = MAX( MAXWRK, N + HSWORK ) END IF END IF WORK( 1 ) = MAXWRK * IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY ) THEN INFO = -13 END IF END IF * IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGEES ', -INFO ) RETURN ELSE IF( LQUERY ) THEN RETURN END IF * * Quick return if possible * IF( N.EQ.0 ) THEN SDIM = 0 RETURN END IF * * Get machine constants * EPS = DLAMCH( 'P' ) SMLNUM = DLAMCH( 'S' ) BIGNUM = ONE / SMLNUM CALL DLABAD( SMLNUM, BIGNUM ) SMLNUM = SQRT( SMLNUM ) / EPS BIGNUM = ONE / SMLNUM * * Scale A if max element outside range [SMLNUM,BIGNUM] * ANRM = DLANGE( 'M', N, N, A, LDA, DUM ) SCALEA = .FALSE. IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN SCALEA = .TRUE. CSCALE = SMLNUM ELSE IF( ANRM.GT.BIGNUM ) THEN SCALEA = .TRUE. CSCALE = BIGNUM END IF IF( SCALEA ) $ CALL DLASCL( 'G', 0, 0, ANRM, CSCALE, N, N, A, LDA, IERR ) * * Permute the matrix to make it more nearly triangular * (Workspace: need N) * IBAL = 1 CALL DGEBAL( 'P', N, A, LDA, ILO, IHI, WORK( IBAL ), IERR ) * * Reduce to upper Hessenberg form * (Workspace: need 3*N, prefer 2*N+N*NB) * ITAU = N + IBAL IWRK = N + ITAU CALL DGEHRD( N, ILO, IHI, A, LDA, WORK( ITAU ), WORK( IWRK ), $ LWORK-IWRK+1, IERR ) * IF( WANTVS ) THEN * * Copy Householder vectors to VS * CALL DLACPY( 'L', N, N, A, LDA, VS, LDVS ) * * Generate orthogonal matrix in VS * (Workspace: need 3*N-1, prefer 2*N+(N-1)*NB) * CALL DORGHR( N, ILO, IHI, VS, LDVS, WORK( ITAU ), WORK( IWRK ), $ LWORK-IWRK+1, IERR ) END IF * SDIM = 0 * * Perform QR iteration, accumulating Schur vectors in VS if desired * (Workspace: need N+1, prefer N+HSWORK (see comments) ) * IWRK = ITAU CALL DHSEQR( 'S', JOBVS, N, ILO, IHI, A, LDA, WR, WI, VS, LDVS, $ WORK( IWRK ), LWORK-IWRK+1, IEVAL ) IF( IEVAL.GT.0 ) $ INFO = IEVAL * * Sort eigenvalues if desired * IF( WANTST .AND. INFO.EQ.0 ) THEN IF( SCALEA ) THEN CALL DLASCL( 'G', 0, 0, CSCALE, ANRM, N, 1, WR, N, IERR ) CALL DLASCL( 'G', 0, 0, CSCALE, ANRM, N, 1, WI, N, IERR ) END IF DO 10 I = 1, N BWORK( I ) = SELECT( WR( I ), WI( I ) ) 10 CONTINUE * * Reorder eigenvalues and transform Schur vectors * (Workspace: none needed) * CALL DTRSEN( 'N', JOBVS, BWORK, N, A, LDA, VS, LDVS, WR, WI, $ SDIM, S, SEP, WORK( IWRK ), LWORK-IWRK+1, IDUM, 1, $ ICOND ) IF( ICOND.GT.0 ) $ INFO = N + ICOND END IF * IF( WANTVS ) THEN * * Undo balancing * (Workspace: need N) * CALL DGEBAK( 'P', 'R', N, ILO, IHI, WORK( IBAL ), N, VS, LDVS, $ IERR ) END IF * IF( SCALEA ) THEN * * Undo scaling for the Schur form of A * CALL DLASCL( 'H', 0, 0, CSCALE, ANRM, N, N, A, LDA, IERR ) CALL DCOPY( N, A, LDA+1, WR, 1 ) IF( CSCALE.EQ.SMLNUM ) THEN * * If scaling back towards underflow, adjust WI if an * offdiagonal element of a 2-by-2 block in the Schur form * underflows. * IF( IEVAL.GT.0 ) THEN I1 = IEVAL + 1 I2 = IHI - 1 CALL DLASCL( 'G', 0, 0, CSCALE, ANRM, ILO-1, 1, WI, $ MAX( ILO-1, 1 ), IERR ) ELSE IF( WANTST ) THEN I1 = 1 I2 = N - 1 ELSE I1 = ILO I2 = IHI - 1 END IF INXT = I1 - 1 DO 20 I = I1, I2 IF( I.LT.INXT ) $ GO TO 20 IF( WI( I ).EQ.ZERO ) THEN INXT = I + 1 ELSE IF( A( I+1, I ).EQ.ZERO ) THEN WI( I ) = ZERO WI( I+1 ) = ZERO ELSE IF( A( I+1, I ).NE.ZERO .AND. A( I, I+1 ).EQ. $ ZERO ) THEN WI( I ) = ZERO WI( I+1 ) = ZERO IF( I.GT.1 ) $ CALL DSWAP( I-1, A( 1, I ), 1, A( 1, I+1 ), 1 ) IF( N.GT.I+1 ) $ CALL DSWAP( N-I-1, A( I, I+2 ), LDA, $ A( I+1, I+2 ), LDA ) IF( WANTVS ) THEN CALL DSWAP( N, VS( 1, I ), 1, VS( 1, I+1 ), 1 ) END IF A( I, I+1 ) = A( I+1, I ) A( I+1, I ) = ZERO END IF INXT = I + 2 END IF 20 CONTINUE END IF * * Undo scaling for the imaginary part of the eigenvalues * CALL DLASCL( 'G', 0, 0, CSCALE, ANRM, N-IEVAL, 1, $ WI( IEVAL+1 ), MAX( N-IEVAL, 1 ), IERR ) END IF * IF( WANTST .AND. INFO.EQ.0 ) THEN * * Check if reordering successful * LASTSL = .TRUE. LST2SL = .TRUE. SDIM = 0 IP = 0 DO 30 I = 1, N CURSL = SELECT( WR( I ), WI( I ) ) IF( WI( I ).EQ.ZERO ) THEN IF( CURSL ) $ SDIM = SDIM + 1 IP = 0 IF( CURSL .AND. .NOT.LASTSL ) $ INFO = N + 2 ELSE IF( IP.EQ.1 ) THEN * * Last eigenvalue of conjugate pair * CURSL = CURSL .OR. LASTSL LASTSL = CURSL IF( CURSL ) $ SDIM = SDIM + 2 IP = -1 IF( CURSL .AND. .NOT.LST2SL ) $ INFO = N + 2 ELSE * * First eigenvalue of conjugate pair * IP = 1 END IF END IF LST2SL = LASTSL LASTSL = CURSL 30 CONTINUE END IF * WORK( 1 ) = MAXWRK RETURN * * End of DGEES * END *> \brief DGEESX computes the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors for GE matrices * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGEESX + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGEESX( JOBVS, SORT, SELECT, SENSE, N, A, LDA, SDIM, * WR, WI, VS, LDVS, RCONDE, RCONDV, WORK, LWORK, * IWORK, LIWORK, BWORK, INFO ) * * .. Scalar Arguments .. * CHARACTER JOBVS, SENSE, SORT * INTEGER INFO, LDA, LDVS, LIWORK, LWORK, N, SDIM * DOUBLE PRECISION RCONDE, RCONDV * .. * .. Array Arguments .. * LOGICAL BWORK( * ) * INTEGER IWORK( * ) * DOUBLE PRECISION A( LDA, * ), VS( LDVS, * ), WI( * ), WORK( * ), * $ WR( * ) * .. * .. Function Arguments .. * LOGICAL SELECT * EXTERNAL SELECT * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGEESX computes for an N-by-N real nonsymmetric matrix A, the *> eigenvalues, the real Schur form T, and, optionally, the matrix of *> Schur vectors Z. This gives the Schur factorization A = Z*T*(Z**T). *> *> Optionally, it also orders the eigenvalues on the diagonal of the *> real Schur form so that selected eigenvalues are at the top left; *> computes a reciprocal condition number for the average of the *> selected eigenvalues (RCONDE); and computes a reciprocal condition *> number for the right invariant subspace corresponding to the *> selected eigenvalues (RCONDV). The leading columns of Z form an *> orthonormal basis for this invariant subspace. *> *> For further explanation of the reciprocal condition numbers RCONDE *> and RCONDV, see Section 4.10 of the LAPACK Users' Guide (where *> these quantities are called s and sep respectively). *> *> A real matrix is in real Schur form if it is upper quasi-triangular *> with 1-by-1 and 2-by-2 blocks. 2-by-2 blocks will be standardized in *> the form *> [ a b ] *> [ c a ] *> *> where b*c < 0. The eigenvalues of such a block are a +- sqrt(bc). *> \endverbatim * * Arguments: * ========== * *> \param[in] JOBVS *> \verbatim *> JOBVS is CHARACTER*1 *> = 'N': Schur vectors are not computed; *> = 'V': Schur vectors are computed. *> \endverbatim *> *> \param[in] SORT *> \verbatim *> SORT is CHARACTER*1 *> Specifies whether or not to order the eigenvalues on the *> diagonal of the Schur form. *> = 'N': Eigenvalues are not ordered; *> = 'S': Eigenvalues are ordered (see SELECT). *> \endverbatim *> *> \param[in] SELECT *> \verbatim *> SELECT is a LOGICAL FUNCTION of two DOUBLE PRECISION arguments *> SELECT must be declared EXTERNAL in the calling subroutine. *> If SORT = 'S', SELECT is used to select eigenvalues to sort *> to the top left of the Schur form. *> If SORT = 'N', SELECT is not referenced. *> An eigenvalue WR(j)+sqrt(-1)*WI(j) is selected if *> SELECT(WR(j),WI(j)) is true; i.e., if either one of a *> complex conjugate pair of eigenvalues is selected, then both *> are. Note that a selected complex eigenvalue may no longer *> satisfy SELECT(WR(j),WI(j)) = .TRUE. after ordering, since *> ordering may change the value of complex eigenvalues *> (especially if the eigenvalue is ill-conditioned); in this *> case INFO may be set to N+3 (see INFO below). *> \endverbatim *> *> \param[in] SENSE *> \verbatim *> SENSE is CHARACTER*1 *> Determines which reciprocal condition numbers are computed. *> = 'N': None are computed; *> = 'E': Computed for average of selected eigenvalues only; *> = 'V': Computed for selected right invariant subspace only; *> = 'B': Computed for both. *> If SENSE = 'E', 'V' or 'B', SORT must equal 'S'. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The order of the matrix A. N >= 0. *> \endverbatim *> *> \param[in,out] A *> \verbatim *> A is DOUBLE PRECISION array, dimension (LDA, N) *> On entry, the N-by-N matrix A. *> On exit, A is overwritten by its real Schur form T. *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,N). *> \endverbatim *> *> \param[out] SDIM *> \verbatim *> SDIM is INTEGER *> If SORT = 'N', SDIM = 0. *> If SORT = 'S', SDIM = number of eigenvalues (after sorting) *> for which SELECT is true. (Complex conjugate *> pairs for which SELECT is true for either *> eigenvalue count as 2.) *> \endverbatim *> *> \param[out] WR *> \verbatim *> WR is DOUBLE PRECISION array, dimension (N) *> \endverbatim *> *> \param[out] WI *> \verbatim *> WI is DOUBLE PRECISION array, dimension (N) *> WR and WI contain the real and imaginary parts, respectively, *> of the computed eigenvalues, in the same order that they *> appear on the diagonal of the output Schur form T. Complex *> conjugate pairs of eigenvalues appear consecutively with the *> eigenvalue having the positive imaginary part first. *> \endverbatim *> *> \param[out] VS *> \verbatim *> VS is DOUBLE PRECISION array, dimension (LDVS,N) *> If JOBVS = 'V', VS contains the orthogonal matrix Z of Schur *> vectors. *> If JOBVS = 'N', VS is not referenced. *> \endverbatim *> *> \param[in] LDVS *> \verbatim *> LDVS is INTEGER *> The leading dimension of the array VS. LDVS >= 1, and if *> JOBVS = 'V', LDVS >= N. *> \endverbatim *> *> \param[out] RCONDE *> \verbatim *> RCONDE is DOUBLE PRECISION *> If SENSE = 'E' or 'B', RCONDE contains the reciprocal *> condition number for the average of the selected eigenvalues. *> Not referenced if SENSE = 'N' or 'V'. *> \endverbatim *> *> \param[out] RCONDV *> \verbatim *> RCONDV is DOUBLE PRECISION *> If SENSE = 'V' or 'B', RCONDV contains the reciprocal *> condition number for the selected right invariant subspace. *> Not referenced if SENSE = 'N' or 'E'. *> \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 >= max(1,3*N). *> Also, if SENSE = 'E' or 'V' or 'B', *> LWORK >= N+2*SDIM*(N-SDIM), where SDIM is the number of *> selected eigenvalues computed by this routine. Note that *> N+2*SDIM*(N-SDIM) <= N+N*N/2. Note also that an error is only *> returned if LWORK < max(1,3*N), but if SENSE = 'E' or 'V' or *> 'B' this may not be large enough. *> For good performance, LWORK must generally be larger. *> *> If LWORK = -1, then a workspace query is assumed; the routine *> only calculates upper bounds on the optimal sizes of the *> arrays WORK and IWORK, returns these values as the first *> entries of the WORK and IWORK arrays, and no error messages *> related to LWORK or LIWORK are issued by XERBLA. *> \endverbatim *> *> \param[out] IWORK *> \verbatim *> IWORK is INTEGER array, dimension (MAX(1,LIWORK)) *> On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK. *> \endverbatim *> *> \param[in] LIWORK *> \verbatim *> LIWORK is INTEGER *> The dimension of the array IWORK. *> LIWORK >= 1; if SENSE = 'V' or 'B', LIWORK >= SDIM*(N-SDIM). *> Note that SDIM*(N-SDIM) <= N*N/4. Note also that an error is *> only returned if LIWORK < 1, but if SENSE = 'V' or 'B' this *> may not be large enough. *> *> If LIWORK = -1, then a workspace query is assumed; the *> routine only calculates upper bounds on the optimal sizes of *> the arrays WORK and IWORK, returns these values as the first *> entries of the WORK and IWORK arrays, and no error messages *> related to LWORK or LIWORK are issued by XERBLA. *> \endverbatim *> *> \param[out] BWORK *> \verbatim *> BWORK is LOGICAL array, dimension (N) *> Not referenced if SORT = 'N'. *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit *> < 0: if INFO = -i, the i-th argument had an illegal value. *> > 0: if INFO = i, and i is *> <= N: the QR algorithm failed to compute all the *> eigenvalues; elements 1:ILO-1 and i+1:N of WR and WI *> contain those eigenvalues which have converged; if *> JOBVS = 'V', VS contains the transformation which *> reduces A to its partially converged Schur form. *> = N+1: the eigenvalues could not be reordered because some *> eigenvalues were too close to separate (the problem *> is very ill-conditioned); *> = N+2: after reordering, roundoff changed values of some *> complex eigenvalues so that leading eigenvalues in *> the Schur form no longer satisfy SELECT=.TRUE. This *> could also be caused by underflow due to scaling. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date June 2016 * *> \ingroup doubleGEeigen * * ===================================================================== SUBROUTINE DGEESX( JOBVS, SORT, SELECT, SENSE, N, A, LDA, SDIM, $ WR, WI, VS, LDVS, RCONDE, RCONDV, WORK, LWORK, $ IWORK, LIWORK, BWORK, INFO ) * * -- LAPACK driver routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * June 2016 * * .. Scalar Arguments .. CHARACTER JOBVS, SENSE, SORT INTEGER INFO, LDA, LDVS, LIWORK, LWORK, N, SDIM DOUBLE PRECISION RCONDE, RCONDV * .. * .. Array Arguments .. LOGICAL BWORK( * ) INTEGER IWORK( * ) DOUBLE PRECISION A( LDA, * ), VS( LDVS, * ), WI( * ), WORK( * ), $ WR( * ) * .. * .. Function Arguments .. LOGICAL SELECT EXTERNAL SELECT * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ZERO, ONE PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 ) * .. * .. Local Scalars .. LOGICAL CURSL, LASTSL, LQUERY, LST2SL, SCALEA, WANTSB, $ WANTSE, WANTSN, WANTST, WANTSV, WANTVS INTEGER HSWORK, I, I1, I2, IBAL, ICOND, IERR, IEVAL, $ IHI, ILO, INXT, IP, ITAU, IWRK, LIWRK, LWRK, $ MAXWRK, MINWRK DOUBLE PRECISION ANRM, BIGNUM, CSCALE, EPS, SMLNUM * .. * .. Local Arrays .. DOUBLE PRECISION DUM( 1 ) * .. * .. External Subroutines .. EXTERNAL DCOPY, DGEBAK, DGEBAL, DGEHRD, DHSEQR, DLACPY, $ DLASCL, DORGHR, DSWAP, DTRSEN, XERBLA * .. * .. External Functions .. LOGICAL LSAME INTEGER ILAENV DOUBLE PRECISION DLAMCH, DLANGE EXTERNAL LSAME, ILAENV, DLABAD, DLAMCH, DLANGE * .. * .. Intrinsic Functions .. INTRINSIC MAX, SQRT * .. * .. Executable Statements .. * * Test the input arguments * INFO = 0 WANTVS = LSAME( JOBVS, 'V' ) WANTST = LSAME( SORT, 'S' ) WANTSN = LSAME( SENSE, 'N' ) WANTSE = LSAME( SENSE, 'E' ) WANTSV = LSAME( SENSE, 'V' ) WANTSB = LSAME( SENSE, 'B' ) LQUERY = ( LWORK.EQ.-1 .OR. LIWORK.EQ.-1 ) * IF( ( .NOT.WANTVS ) .AND. ( .NOT.LSAME( JOBVS, 'N' ) ) ) THEN INFO = -1 ELSE IF( ( .NOT.WANTST ) .AND. ( .NOT.LSAME( SORT, 'N' ) ) ) THEN INFO = -2 ELSE IF( .NOT.( WANTSN .OR. WANTSE .OR. WANTSV .OR. WANTSB ) .OR. $ ( .NOT.WANTST .AND. .NOT.WANTSN ) ) THEN INFO = -4 ELSE IF( N.LT.0 ) THEN INFO = -5 ELSE IF( LDA.LT.MAX( 1, N ) ) THEN INFO = -7 ELSE IF( LDVS.LT.1 .OR. ( WANTVS .AND. LDVS.LT.N ) ) THEN INFO = -12 END IF * * Compute workspace * (Note: Comments in the code beginning "RWorkspace:" describe the * minimal amount of real workspace needed at that point in the * code, as well as the preferred amount for good performance. * IWorkspace refers to integer workspace. * NB refers to the optimal block size for the immediately * following subroutine, as returned by ILAENV. * HSWORK refers to the workspace preferred by DHSEQR, as * calculated below. HSWORK is computed assuming ILO=1 and IHI=N, * the worst case. * If SENSE = 'E', 'V' or 'B', then the amount of workspace needed * depends on SDIM, which is computed by the routine DTRSEN later * in the code.) * IF( INFO.EQ.0 ) THEN LIWRK = 1 IF( N.EQ.0 ) THEN MINWRK = 1 LWRK = 1 ELSE MAXWRK = 2*N + N*ILAENV( 1, 'DGEHRD', ' ', N, 1, N, 0 ) MINWRK = 3*N * CALL DHSEQR( 'S', JOBVS, N, 1, N, A, LDA, WR, WI, VS, LDVS, $ WORK, -1, IEVAL ) HSWORK = WORK( 1 ) * IF( .NOT.WANTVS ) THEN MAXWRK = MAX( MAXWRK, N + HSWORK ) ELSE MAXWRK = MAX( MAXWRK, 2*N + ( N - 1 )*ILAENV( 1, $ 'DORGHR', ' ', N, 1, N, -1 ) ) MAXWRK = MAX( MAXWRK, N + HSWORK ) END IF LWRK = MAXWRK IF( .NOT.WANTSN ) $ LWRK = MAX( LWRK, N + ( N*N )/2 ) IF( WANTSV .OR. WANTSB ) $ LIWRK = ( N*N )/4 END IF IWORK( 1 ) = LIWRK WORK( 1 ) = LWRK * IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY ) THEN INFO = -16 ELSE IF( LIWORK.LT.1 .AND. .NOT.LQUERY ) THEN INFO = -18 END IF END IF * IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGEESX', -INFO ) RETURN ELSE IF( LQUERY ) THEN RETURN END IF * * Quick return if possible * IF( N.EQ.0 ) THEN SDIM = 0 RETURN END IF * * Get machine constants * EPS = DLAMCH( 'P' ) SMLNUM = DLAMCH( 'S' ) BIGNUM = ONE / SMLNUM CALL DLABAD( SMLNUM, BIGNUM ) SMLNUM = SQRT( SMLNUM ) / EPS BIGNUM = ONE / SMLNUM * * Scale A if max element outside range [SMLNUM,BIGNUM] * ANRM = DLANGE( 'M', N, N, A, LDA, DUM ) SCALEA = .FALSE. IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN SCALEA = .TRUE. CSCALE = SMLNUM ELSE IF( ANRM.GT.BIGNUM ) THEN SCALEA = .TRUE. CSCALE = BIGNUM END IF IF( SCALEA ) $ CALL DLASCL( 'G', 0, 0, ANRM, CSCALE, N, N, A, LDA, IERR ) * * Permute the matrix to make it more nearly triangular * (RWorkspace: need N) * IBAL = 1 CALL DGEBAL( 'P', N, A, LDA, ILO, IHI, WORK( IBAL ), IERR ) * * Reduce to upper Hessenberg form * (RWorkspace: need 3*N, prefer 2*N+N*NB) * ITAU = N + IBAL IWRK = N + ITAU CALL DGEHRD( N, ILO, IHI, A, LDA, WORK( ITAU ), WORK( IWRK ), $ LWORK-IWRK+1, IERR ) * IF( WANTVS ) THEN * * Copy Householder vectors to VS * CALL DLACPY( 'L', N, N, A, LDA, VS, LDVS ) * * Generate orthogonal matrix in VS * (RWorkspace: need 3*N-1, prefer 2*N+(N-1)*NB) * CALL DORGHR( N, ILO, IHI, VS, LDVS, WORK( ITAU ), WORK( IWRK ), $ LWORK-IWRK+1, IERR ) END IF * SDIM = 0 * * Perform QR iteration, accumulating Schur vectors in VS if desired * (RWorkspace: need N+1, prefer N+HSWORK (see comments) ) * IWRK = ITAU CALL DHSEQR( 'S', JOBVS, N, ILO, IHI, A, LDA, WR, WI, VS, LDVS, $ WORK( IWRK ), LWORK-IWRK+1, IEVAL ) IF( IEVAL.GT.0 ) $ INFO = IEVAL * * Sort eigenvalues if desired * IF( WANTST .AND. INFO.EQ.0 ) THEN IF( SCALEA ) THEN CALL DLASCL( 'G', 0, 0, CSCALE, ANRM, N, 1, WR, N, IERR ) CALL DLASCL( 'G', 0, 0, CSCALE, ANRM, N, 1, WI, N, IERR ) END IF DO 10 I = 1, N BWORK( I ) = SELECT( WR( I ), WI( I ) ) 10 CONTINUE * * Reorder eigenvalues, transform Schur vectors, and compute * reciprocal condition numbers * (RWorkspace: if SENSE is not 'N', need N+2*SDIM*(N-SDIM) * otherwise, need N ) * (IWorkspace: if SENSE is 'V' or 'B', need SDIM*(N-SDIM) * otherwise, need 0 ) * CALL DTRSEN( SENSE, JOBVS, BWORK, N, A, LDA, VS, LDVS, WR, WI, $ SDIM, RCONDE, RCONDV, WORK( IWRK ), LWORK-IWRK+1, $ IWORK, LIWORK, ICOND ) IF( .NOT.WANTSN ) $ MAXWRK = MAX( MAXWRK, N+2*SDIM*( N-SDIM ) ) IF( ICOND.EQ.-15 ) THEN * * Not enough real workspace * INFO = -16 ELSE IF( ICOND.EQ.-17 ) THEN * * Not enough integer workspace * INFO = -18 ELSE IF( ICOND.GT.0 ) THEN * * DTRSEN failed to reorder or to restore standard Schur form * INFO = ICOND + N END IF END IF * IF( WANTVS ) THEN * * Undo balancing * (RWorkspace: need N) * CALL DGEBAK( 'P', 'R', N, ILO, IHI, WORK( IBAL ), N, VS, LDVS, $ IERR ) END IF * IF( SCALEA ) THEN * * Undo scaling for the Schur form of A * CALL DLASCL( 'H', 0, 0, CSCALE, ANRM, N, N, A, LDA, IERR ) CALL DCOPY( N, A, LDA+1, WR, 1 ) IF( ( WANTSV .OR. WANTSB ) .AND. INFO.EQ.0 ) THEN DUM( 1 ) = RCONDV CALL DLASCL( 'G', 0, 0, CSCALE, ANRM, 1, 1, DUM, 1, IERR ) RCONDV = DUM( 1 ) END IF IF( CSCALE.EQ.SMLNUM ) THEN * * If scaling back towards underflow, adjust WI if an * offdiagonal element of a 2-by-2 block in the Schur form * underflows. * IF( IEVAL.GT.0 ) THEN I1 = IEVAL + 1 I2 = IHI - 1 CALL DLASCL( 'G', 0, 0, CSCALE, ANRM, ILO-1, 1, WI, N, $ IERR ) ELSE IF( WANTST ) THEN I1 = 1 I2 = N - 1 ELSE I1 = ILO I2 = IHI - 1 END IF INXT = I1 - 1 DO 20 I = I1, I2 IF( I.LT.INXT ) $ GO TO 20 IF( WI( I ).EQ.ZERO ) THEN INXT = I + 1 ELSE IF( A( I+1, I ).EQ.ZERO ) THEN WI( I ) = ZERO WI( I+1 ) = ZERO ELSE IF( A( I+1, I ).NE.ZERO .AND. A( I, I+1 ).EQ. $ ZERO ) THEN WI( I ) = ZERO WI( I+1 ) = ZERO IF( I.GT.1 ) $ CALL DSWAP( I-1, A( 1, I ), 1, A( 1, I+1 ), 1 ) IF( N.GT.I+1 ) $ CALL DSWAP( N-I-1, A( I, I+2 ), LDA, $ A( I+1, I+2 ), LDA ) CALL DSWAP( N, VS( 1, I ), 1, VS( 1, I+1 ), 1 ) A( I, I+1 ) = A( I+1, I ) A( I+1, I ) = ZERO END IF INXT = I + 2 END IF 20 CONTINUE END IF CALL DLASCL( 'G', 0, 0, CSCALE, ANRM, N-IEVAL, 1, $ WI( IEVAL+1 ), MAX( N-IEVAL, 1 ), IERR ) END IF * IF( WANTST .AND. INFO.EQ.0 ) THEN * * Check if reordering successful * LASTSL = .TRUE. LST2SL = .TRUE. SDIM = 0 IP = 0 DO 30 I = 1, N CURSL = SELECT( WR( I ), WI( I ) ) IF( WI( I ).EQ.ZERO ) THEN IF( CURSL ) $ SDIM = SDIM + 1 IP = 0 IF( CURSL .AND. .NOT.LASTSL ) $ INFO = N + 2 ELSE IF( IP.EQ.1 ) THEN * * Last eigenvalue of conjugate pair * CURSL = CURSL .OR. LASTSL LASTSL = CURSL IF( CURSL ) $ SDIM = SDIM + 2 IP = -1 IF( CURSL .AND. .NOT.LST2SL ) $ INFO = N + 2 ELSE * * First eigenvalue of conjugate pair * IP = 1 END IF END IF LST2SL = LASTSL LASTSL = CURSL 30 CONTINUE END IF * WORK( 1 ) = MAXWRK IF( WANTSV .OR. WANTSB ) THEN IWORK( 1 ) = MAX( 1, SDIM*( N-SDIM ) ) ELSE IWORK( 1 ) = 1 END IF * RETURN * * End of DGEESX * END *> \brief DGEEV computes the eigenvalues and, optionally, the left and/or right eigenvectors for GE matrices * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGEEV + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGEEV( JOBVL, JOBVR, N, A, LDA, WR, WI, VL, LDVL, VR, * LDVR, WORK, LWORK, INFO ) * * .. Scalar Arguments .. * CHARACTER JOBVL, JOBVR * INTEGER INFO, LDA, LDVL, LDVR, LWORK, N * .. * .. Array Arguments .. * DOUBLE PRECISION A( LDA, * ), VL( LDVL, * ), VR( LDVR, * ), * $ WI( * ), WORK( * ), WR( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGEEV computes for an N-by-N real nonsymmetric matrix A, the *> eigenvalues and, optionally, the left and/or right eigenvectors. *> *> The right eigenvector v(j) of A satisfies *> A * v(j) = lambda(j) * v(j) *> where lambda(j) is its eigenvalue. *> The left eigenvector u(j) of A satisfies *> u(j)**H * A = lambda(j) * u(j)**H *> where u(j)**H denotes the conjugate-transpose of u(j). *> *> The computed eigenvectors are normalized to have Euclidean norm *> equal to 1 and largest component real. *> \endverbatim * * Arguments: * ========== * *> \param[in] JOBVL *> \verbatim *> JOBVL is CHARACTER*1 *> = 'N': left eigenvectors of A are not computed; *> = 'V': left eigenvectors of A are computed. *> \endverbatim *> *> \param[in] JOBVR *> \verbatim *> JOBVR is CHARACTER*1 *> = 'N': right eigenvectors of A are not computed; *> = 'V': right eigenvectors of A are computed. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The order of the matrix A. N >= 0. *> \endverbatim *> *> \param[in,out] A *> \verbatim *> A is DOUBLE PRECISION array, dimension (LDA,N) *> On entry, the N-by-N matrix A. *> On exit, A has been overwritten. *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,N). *> \endverbatim *> *> \param[out] WR *> \verbatim *> WR is DOUBLE PRECISION array, dimension (N) *> \endverbatim *> *> \param[out] WI *> \verbatim *> WI is DOUBLE PRECISION array, dimension (N) *> WR and WI contain the real and imaginary parts, *> respectively, of the computed eigenvalues. Complex *> conjugate pairs of eigenvalues appear consecutively *> with the eigenvalue having the positive imaginary part *> first. *> \endverbatim *> *> \param[out] VL *> \verbatim *> VL is DOUBLE PRECISION array, dimension (LDVL,N) *> If JOBVL = 'V', the left eigenvectors u(j) are stored one *> after another in the columns of VL, in the same order *> as their eigenvalues. *> If JOBVL = 'N', VL is not referenced. *> If the j-th eigenvalue is real, then u(j) = VL(:,j), *> the j-th column of VL. *> If the j-th and (j+1)-st eigenvalues form a complex *> conjugate pair, then u(j) = VL(:,j) + i*VL(:,j+1) and *> u(j+1) = VL(:,j) - i*VL(:,j+1). *> \endverbatim *> *> \param[in] LDVL *> \verbatim *> LDVL is INTEGER *> The leading dimension of the array VL. LDVL >= 1; if *> JOBVL = 'V', LDVL >= N. *> \endverbatim *> *> \param[out] VR *> \verbatim *> VR is DOUBLE PRECISION array, dimension (LDVR,N) *> If JOBVR = 'V', the right eigenvectors v(j) are stored one *> after another in the columns of VR, in the same order *> as their eigenvalues. *> If JOBVR = 'N', VR is not referenced. *> If the j-th eigenvalue is real, then v(j) = VR(:,j), *> the j-th column of VR. *> If the j-th and (j+1)-st eigenvalues form a complex *> conjugate pair, then v(j) = VR(:,j) + i*VR(:,j+1) and *> v(j+1) = VR(:,j) - i*VR(:,j+1). *> \endverbatim *> *> \param[in] LDVR *> \verbatim *> LDVR is INTEGER *> The leading dimension of the array VR. LDVR >= 1; if *> JOBVR = 'V', LDVR >= 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 >= max(1,3*N), and *> if JOBVL = 'V' or JOBVR = 'V', LWORK >= 4*N. For good *> performance, LWORK must generally be larger. *> *> If LWORK = -1, then a workspace query is assumed; the routine *> only calculates the optimal size of the WORK array, returns *> this value as the first entry of the WORK array, and no error *> message related to LWORK is issued by XERBLA. *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit *> < 0: if INFO = -i, the i-th argument had an illegal value. *> > 0: if INFO = i, the QR algorithm failed to compute all the *> eigenvalues, and no eigenvectors have been computed; *> elements i+1:N of WR and WI contain eigenvalues which *> have converged. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date June 2016 * * @precisions fortran d -> s * *> \ingroup doubleGEeigen * * ===================================================================== SUBROUTINE DGEEV( JOBVL, JOBVR, N, A, LDA, WR, WI, VL, LDVL, VR, $ LDVR, WORK, LWORK, INFO ) implicit none * * -- LAPACK driver routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * June 2016 * * .. Scalar Arguments .. CHARACTER JOBVL, JOBVR INTEGER INFO, LDA, LDVL, LDVR, LWORK, N * .. * .. Array Arguments .. DOUBLE PRECISION A( LDA, * ), VL( LDVL, * ), VR( LDVR, * ), $ WI( * ), WORK( * ), WR( * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ZERO, ONE PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 ) * .. * .. Local Scalars .. LOGICAL LQUERY, SCALEA, WANTVL, WANTVR CHARACTER SIDE INTEGER HSWORK, I, IBAL, IERR, IHI, ILO, ITAU, IWRK, K, $ LWORK_TREVC, MAXWRK, MINWRK, NOUT DOUBLE PRECISION ANRM, BIGNUM, CS, CSCALE, EPS, R, SCL, SMLNUM, $ SN * .. * .. Local Arrays .. LOGICAL SELECT( 1 ) DOUBLE PRECISION DUM( 1 ) * .. * .. External Subroutines .. EXTERNAL DGEBAK, DGEBAL, DGEHRD, DHSEQR, DLABAD, DLACPY, $ DLARTG, DLASCL, DORGHR, DROT, DSCAL, DTREVC3, $ XERBLA * .. * .. External Functions .. LOGICAL LSAME INTEGER IDAMAX, ILAENV DOUBLE PRECISION DLAMCH, DLANGE, DLAPY2, DNRM2 EXTERNAL LSAME, IDAMAX, ILAENV, DLAMCH, DLANGE, DLAPY2, $ DNRM2 * .. * .. Intrinsic Functions .. INTRINSIC MAX, SQRT * .. * .. Executable Statements .. * * Test the input arguments * INFO = 0 LQUERY = ( LWORK.EQ.-1 ) WANTVL = LSAME( JOBVL, 'V' ) WANTVR = LSAME( JOBVR, 'V' ) IF( ( .NOT.WANTVL ) .AND. ( .NOT.LSAME( JOBVL, 'N' ) ) ) THEN INFO = -1 ELSE IF( ( .NOT.WANTVR ) .AND. ( .NOT.LSAME( JOBVR, 'N' ) ) ) THEN INFO = -2 ELSE IF( N.LT.0 ) THEN INFO = -3 ELSE IF( LDA.LT.MAX( 1, N ) ) THEN INFO = -5 ELSE IF( LDVL.LT.1 .OR. ( WANTVL .AND. LDVL.LT.N ) ) THEN INFO = -9 ELSE IF( LDVR.LT.1 .OR. ( WANTVR .AND. LDVR.LT.N ) ) THEN INFO = -11 END IF * * Compute workspace * (Note: Comments in the code beginning "Workspace:" describe the * minimal amount of workspace needed 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. * HSWORK refers to the workspace preferred by DHSEQR, as * calculated below. HSWORK is computed assuming ILO=1 and IHI=N, * the worst case.) * IF( INFO.EQ.0 ) THEN IF( N.EQ.0 ) THEN MINWRK = 1 MAXWRK = 1 ELSE MAXWRK = 2*N + N*ILAENV( 1, 'DGEHRD', ' ', N, 1, N, 0 ) IF( WANTVL ) THEN MINWRK = 4*N MAXWRK = MAX( MAXWRK, 2*N + ( N - 1 )*ILAENV( 1, $ 'DORGHR', ' ', N, 1, N, -1 ) ) CALL DHSEQR( 'S', 'V', N, 1, N, A, LDA, WR, WI, VL, LDVL, $ WORK, -1, INFO ) HSWORK = INT( WORK(1) ) MAXWRK = MAX( MAXWRK, N + 1, N + HSWORK ) CALL DTREVC3( 'L', 'B', SELECT, N, A, LDA, $ VL, LDVL, VR, LDVR, N, NOUT, $ WORK, -1, IERR ) LWORK_TREVC = INT( WORK(1) ) MAXWRK = MAX( MAXWRK, N + LWORK_TREVC ) MAXWRK = MAX( MAXWRK, 4*N ) ELSE IF( WANTVR ) THEN MINWRK = 4*N MAXWRK = MAX( MAXWRK, 2*N + ( N - 1 )*ILAENV( 1, $ 'DORGHR', ' ', N, 1, N, -1 ) ) CALL DHSEQR( 'S', 'V', N, 1, N, A, LDA, WR, WI, VR, LDVR, $ WORK, -1, INFO ) HSWORK = INT( WORK(1) ) MAXWRK = MAX( MAXWRK, N + 1, N + HSWORK ) CALL DTREVC3( 'R', 'B', SELECT, N, A, LDA, $ VL, LDVL, VR, LDVR, N, NOUT, $ WORK, -1, IERR ) LWORK_TREVC = INT( WORK(1) ) MAXWRK = MAX( MAXWRK, N + LWORK_TREVC ) MAXWRK = MAX( MAXWRK, 4*N ) ELSE MINWRK = 3*N CALL DHSEQR( 'E', 'N', N, 1, N, A, LDA, WR, WI, VR, LDVR, $ WORK, -1, INFO ) HSWORK = INT( WORK(1) ) MAXWRK = MAX( MAXWRK, N + 1, N + HSWORK ) END IF MAXWRK = MAX( MAXWRK, MINWRK ) END IF WORK( 1 ) = MAXWRK * IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY ) THEN INFO = -13 END IF END IF * IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGEEV ', -INFO ) RETURN ELSE IF( LQUERY ) THEN RETURN END IF * * Quick return if possible * IF( N.EQ.0 ) $ RETURN * * Get machine constants * EPS = DLAMCH( 'P' ) SMLNUM = DLAMCH( 'S' ) BIGNUM = ONE / SMLNUM CALL DLABAD( SMLNUM, BIGNUM ) SMLNUM = SQRT( SMLNUM ) / EPS BIGNUM = ONE / SMLNUM * * Scale A if max element outside range [SMLNUM,BIGNUM] * ANRM = DLANGE( 'M', N, N, A, LDA, DUM ) SCALEA = .FALSE. IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN SCALEA = .TRUE. CSCALE = SMLNUM ELSE IF( ANRM.GT.BIGNUM ) THEN SCALEA = .TRUE. CSCALE = BIGNUM END IF IF( SCALEA ) $ CALL DLASCL( 'G', 0, 0, ANRM, CSCALE, N, N, A, LDA, IERR ) * * Balance the matrix * (Workspace: need N) * IBAL = 1 CALL DGEBAL( 'B', N, A, LDA, ILO, IHI, WORK( IBAL ), IERR ) * * Reduce to upper Hessenberg form * (Workspace: need 3*N, prefer 2*N+N*NB) * ITAU = IBAL + N IWRK = ITAU + N CALL DGEHRD( N, ILO, IHI, A, LDA, WORK( ITAU ), WORK( IWRK ), $ LWORK-IWRK+1, IERR ) * IF( WANTVL ) THEN * * Want left eigenvectors * Copy Householder vectors to VL * SIDE = 'L' CALL DLACPY( 'L', N, N, A, LDA, VL, LDVL ) * * Generate orthogonal matrix in VL * (Workspace: need 3*N-1, prefer 2*N+(N-1)*NB) * CALL DORGHR( N, ILO, IHI, VL, LDVL, WORK( ITAU ), WORK( IWRK ), $ LWORK-IWRK+1, IERR ) * * Perform QR iteration, accumulating Schur vectors in VL * (Workspace: need N+1, prefer N+HSWORK (see comments) ) * IWRK = ITAU CALL DHSEQR( 'S', 'V', N, ILO, IHI, A, LDA, WR, WI, VL, LDVL, $ WORK( IWRK ), LWORK-IWRK+1, INFO ) * IF( WANTVR ) THEN * * Want left and right eigenvectors * Copy Schur vectors to VR * SIDE = 'B' CALL DLACPY( 'F', N, N, VL, LDVL, VR, LDVR ) END IF * ELSE IF( WANTVR ) THEN * * Want right eigenvectors * Copy Householder vectors to VR * SIDE = 'R' CALL DLACPY( 'L', N, N, A, LDA, VR, LDVR ) * * Generate orthogonal matrix in VR * (Workspace: need 3*N-1, prefer 2*N+(N-1)*NB) * CALL DORGHR( N, ILO, IHI, VR, LDVR, WORK( ITAU ), WORK( IWRK ), $ LWORK-IWRK+1, IERR ) * * Perform QR iteration, accumulating Schur vectors in VR * (Workspace: need N+1, prefer N+HSWORK (see comments) ) * IWRK = ITAU CALL DHSEQR( 'S', 'V', N, ILO, IHI, A, LDA, WR, WI, VR, LDVR, $ WORK( IWRK ), LWORK-IWRK+1, INFO ) * ELSE * * Compute eigenvalues only * (Workspace: need N+1, prefer N+HSWORK (see comments) ) * IWRK = ITAU CALL DHSEQR( 'E', 'N', N, ILO, IHI, A, LDA, WR, WI, VR, LDVR, $ WORK( IWRK ), LWORK-IWRK+1, INFO ) END IF * * If INFO .NE. 0 from DHSEQR, then quit * IF( INFO.NE.0 ) $ GO TO 50 * IF( WANTVL .OR. WANTVR ) THEN * * Compute left and/or right eigenvectors * (Workspace: need 4*N, prefer N + N + 2*N*NB) * CALL DTREVC3( SIDE, 'B', SELECT, N, A, LDA, VL, LDVL, VR, LDVR, $ N, NOUT, WORK( IWRK ), LWORK-IWRK+1, IERR ) END IF * IF( WANTVL ) THEN * * Undo balancing of left eigenvectors * (Workspace: need N) * CALL DGEBAK( 'B', 'L', N, ILO, IHI, WORK( IBAL ), N, VL, LDVL, $ IERR ) * * Normalize left eigenvectors and make largest component real * DO 20 I = 1, N IF( WI( I ).EQ.ZERO ) THEN SCL = ONE / DNRM2( N, VL( 1, I ), 1 ) CALL DSCAL( N, SCL, VL( 1, I ), 1 ) ELSE IF( WI( I ).GT.ZERO ) THEN SCL = ONE / DLAPY2( DNRM2( N, VL( 1, I ), 1 ), $ DNRM2( N, VL( 1, I+1 ), 1 ) ) CALL DSCAL( N, SCL, VL( 1, I ), 1 ) CALL DSCAL( N, SCL, VL( 1, I+1 ), 1 ) DO 10 K = 1, N WORK( IWRK+K-1 ) = VL( K, I )**2 + VL( K, I+1 )**2 10 CONTINUE K = IDAMAX( N, WORK( IWRK ), 1 ) CALL DLARTG( VL( K, I ), VL( K, I+1 ), CS, SN, R ) CALL DROT( N, VL( 1, I ), 1, VL( 1, I+1 ), 1, CS, SN ) VL( K, I+1 ) = ZERO END IF 20 CONTINUE END IF * IF( WANTVR ) THEN * * Undo balancing of right eigenvectors * (Workspace: need N) * CALL DGEBAK( 'B', 'R', N, ILO, IHI, WORK( IBAL ), N, VR, LDVR, $ IERR ) * * Normalize right eigenvectors and make largest component real * DO 40 I = 1, N IF( WI( I ).EQ.ZERO ) THEN SCL = ONE / DNRM2( N, VR( 1, I ), 1 ) CALL DSCAL( N, SCL, VR( 1, I ), 1 ) ELSE IF( WI( I ).GT.ZERO ) THEN SCL = ONE / DLAPY2( DNRM2( N, VR( 1, I ), 1 ), $ DNRM2( N, VR( 1, I+1 ), 1 ) ) CALL DSCAL( N, SCL, VR( 1, I ), 1 ) CALL DSCAL( N, SCL, VR( 1, I+1 ), 1 ) DO 30 K = 1, N WORK( IWRK+K-1 ) = VR( K, I )**2 + VR( K, I+1 )**2 30 CONTINUE K = IDAMAX( N, WORK( IWRK ), 1 ) CALL DLARTG( VR( K, I ), VR( K, I+1 ), CS, SN, R ) CALL DROT( N, VR( 1, I ), 1, VR( 1, I+1 ), 1, CS, SN ) VR( K, I+1 ) = ZERO END IF 40 CONTINUE END IF * * Undo scaling if necessary * 50 CONTINUE IF( SCALEA ) THEN CALL DLASCL( 'G', 0, 0, CSCALE, ANRM, N-INFO, 1, WR( INFO+1 ), $ MAX( N-INFO, 1 ), IERR ) CALL DLASCL( 'G', 0, 0, CSCALE, ANRM, N-INFO, 1, WI( INFO+1 ), $ MAX( N-INFO, 1 ), IERR ) IF( INFO.GT.0 ) THEN CALL DLASCL( 'G', 0, 0, CSCALE, ANRM, ILO-1, 1, WR, N, $ IERR ) CALL DLASCL( 'G', 0, 0, CSCALE, ANRM, ILO-1, 1, WI, N, $ IERR ) END IF END IF * WORK( 1 ) = MAXWRK RETURN * * End of DGEEV * END *> \brief DGEEVX computes the eigenvalues and, optionally, the left and/or right eigenvectors for GE matrices * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGEEVX + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGEEVX( BALANC, JOBVL, JOBVR, SENSE, N, A, LDA, WR, WI, * VL, LDVL, VR, LDVR, ILO, IHI, SCALE, ABNRM, * RCONDE, RCONDV, WORK, LWORK, IWORK, INFO ) * * .. Scalar Arguments .. * CHARACTER BALANC, JOBVL, JOBVR, SENSE * INTEGER IHI, ILO, INFO, LDA, LDVL, LDVR, LWORK, N * DOUBLE PRECISION ABNRM * .. * .. Array Arguments .. * INTEGER IWORK( * ) * DOUBLE PRECISION A( LDA, * ), RCONDE( * ), RCONDV( * ), * $ SCALE( * ), VL( LDVL, * ), VR( LDVR, * ), * $ WI( * ), WORK( * ), WR( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGEEVX computes for an N-by-N real nonsymmetric matrix A, the *> eigenvalues and, optionally, the left and/or right eigenvectors. *> *> Optionally also, it computes a balancing transformation to improve *> the conditioning of the eigenvalues and eigenvectors (ILO, IHI, *> SCALE, and ABNRM), reciprocal condition numbers for the eigenvalues *> (RCONDE), and reciprocal condition numbers for the right *> eigenvectors (RCONDV). *> *> The right eigenvector v(j) of A satisfies *> A * v(j) = lambda(j) * v(j) *> where lambda(j) is its eigenvalue. *> The left eigenvector u(j) of A satisfies *> u(j)**H * A = lambda(j) * u(j)**H *> where u(j)**H denotes the conjugate-transpose of u(j). *> *> The computed eigenvectors are normalized to have Euclidean norm *> equal to 1 and largest component real. *> *> Balancing a matrix means permuting the rows and columns to make it *> more nearly upper triangular, and applying a diagonal similarity *> transformation D * A * D**(-1), where D is a diagonal matrix, to *> make its rows and columns closer in norm and the condition numbers *> of its eigenvalues and eigenvectors smaller. The computed *> reciprocal condition numbers correspond to the balanced matrix. *> Permuting rows and columns will not change the condition numbers *> (in exact arithmetic) but diagonal scaling will. For further *> explanation of balancing, see section 4.10.2 of the LAPACK *> Users' Guide. *> \endverbatim * * Arguments: * ========== * *> \param[in] BALANC *> \verbatim *> BALANC is CHARACTER*1 *> Indicates how the input matrix should be diagonally scaled *> and/or permuted to improve the conditioning of its *> eigenvalues. *> = 'N': Do not diagonally scale or permute; *> = 'P': Perform permutations to make the matrix more nearly *> upper triangular. Do not diagonally scale; *> = 'S': Diagonally scale the matrix, i.e. replace A by *> D*A*D**(-1), where D is a diagonal matrix chosen *> to make the rows and columns of A more equal in *> norm. Do not permute; *> = 'B': Both diagonally scale and permute A. *> *> Computed reciprocal condition numbers will be for the matrix *> after balancing and/or permuting. Permuting does not change *> condition numbers (in exact arithmetic), but balancing does. *> \endverbatim *> *> \param[in] JOBVL *> \verbatim *> JOBVL is CHARACTER*1 *> = 'N': left eigenvectors of A are not computed; *> = 'V': left eigenvectors of A are computed. *> If SENSE = 'E' or 'B', JOBVL must = 'V'. *> \endverbatim *> *> \param[in] JOBVR *> \verbatim *> JOBVR is CHARACTER*1 *> = 'N': right eigenvectors of A are not computed; *> = 'V': right eigenvectors of A are computed. *> If SENSE = 'E' or 'B', JOBVR must = 'V'. *> \endverbatim *> *> \param[in] SENSE *> \verbatim *> SENSE is CHARACTER*1 *> Determines which reciprocal condition numbers are computed. *> = 'N': None are computed; *> = 'E': Computed for eigenvalues only; *> = 'V': Computed for right eigenvectors only; *> = 'B': Computed for eigenvalues and right eigenvectors. *> *> If SENSE = 'E' or 'B', both left and right eigenvectors *> must also be computed (JOBVL = 'V' and JOBVR = 'V'). *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The order of the matrix A. N >= 0. *> \endverbatim *> *> \param[in,out] A *> \verbatim *> A is DOUBLE PRECISION array, dimension (LDA,N) *> On entry, the N-by-N matrix A. *> On exit, A has been overwritten. If JOBVL = 'V' or *> JOBVR = 'V', A contains the real Schur form of the balanced *> version of the input matrix A. *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,N). *> \endverbatim *> *> \param[out] WR *> \verbatim *> WR is DOUBLE PRECISION array, dimension (N) *> \endverbatim *> *> \param[out] WI *> \verbatim *> WI is DOUBLE PRECISION array, dimension (N) *> WR and WI contain the real and imaginary parts, *> respectively, of the computed eigenvalues. Complex *> conjugate pairs of eigenvalues will appear consecutively *> with the eigenvalue having the positive imaginary part *> first. *> \endverbatim *> *> \param[out] VL *> \verbatim *> VL is DOUBLE PRECISION array, dimension (LDVL,N) *> If JOBVL = 'V', the left eigenvectors u(j) are stored one *> after another in the columns of VL, in the same order *> as their eigenvalues. *> If JOBVL = 'N', VL is not referenced. *> If the j-th eigenvalue is real, then u(j) = VL(:,j), *> the j-th column of VL. *> If the j-th and (j+1)-st eigenvalues form a complex *> conjugate pair, then u(j) = VL(:,j) + i*VL(:,j+1) and *> u(j+1) = VL(:,j) - i*VL(:,j+1). *> \endverbatim *> *> \param[in] LDVL *> \verbatim *> LDVL is INTEGER *> The leading dimension of the array VL. LDVL >= 1; if *> JOBVL = 'V', LDVL >= N. *> \endverbatim *> *> \param[out] VR *> \verbatim *> VR is DOUBLE PRECISION array, dimension (LDVR,N) *> If JOBVR = 'V', the right eigenvectors v(j) are stored one *> after another in the columns of VR, in the same order *> as their eigenvalues. *> If JOBVR = 'N', VR is not referenced. *> If the j-th eigenvalue is real, then v(j) = VR(:,j), *> the j-th column of VR. *> If the j-th and (j+1)-st eigenvalues form a complex *> conjugate pair, then v(j) = VR(:,j) + i*VR(:,j+1) and *> v(j+1) = VR(:,j) - i*VR(:,j+1). *> \endverbatim *> *> \param[in] LDVR *> \verbatim *> LDVR is INTEGER *> The leading dimension of the array VR. LDVR >= 1, and if *> JOBVR = 'V', LDVR >= N. *> \endverbatim *> *> \param[out] ILO *> \verbatim *> ILO is INTEGER *> \endverbatim *> *> \param[out] IHI *> \verbatim *> IHI is INTEGER *> ILO and IHI are integer values determined when A was *> balanced. The balanced A(i,j) = 0 if I > J and *> J = 1,...,ILO-1 or I = IHI+1,...,N. *> \endverbatim *> *> \param[out] SCALE *> \verbatim *> SCALE is DOUBLE PRECISION array, dimension (N) *> Details of the permutations and scaling factors applied *> when balancing A. If P(j) is the index of the row and column *> interchanged with row and column j, and D(j) is the scaling *> factor applied to row and column j, then *> SCALE(J) = P(J), for J = 1,...,ILO-1 *> = D(J), for J = ILO,...,IHI *> = P(J) for J = IHI+1,...,N. *> The order in which the interchanges are made is N to IHI+1, *> then 1 to ILO-1. *> \endverbatim *> *> \param[out] ABNRM *> \verbatim *> ABNRM is DOUBLE PRECISION *> The one-norm of the balanced matrix (the maximum *> of the sum of absolute values of elements of any column). *> \endverbatim *> *> \param[out] RCONDE *> \verbatim *> RCONDE is DOUBLE PRECISION array, dimension (N) *> RCONDE(j) is the reciprocal condition number of the j-th *> eigenvalue. *> \endverbatim *> *> \param[out] RCONDV *> \verbatim *> RCONDV is DOUBLE PRECISION array, dimension (N) *> RCONDV(j) is the reciprocal condition number of the j-th *> right eigenvector. *> \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. If SENSE = 'N' or 'E', *> LWORK >= max(1,2*N), and if JOBVL = 'V' or JOBVR = 'V', *> LWORK >= 3*N. If SENSE = 'V' or 'B', LWORK >= N*(N+6). *> For good performance, LWORK must generally be larger. *> *> If LWORK = -1, then a workspace query is assumed; the routine *> only calculates the optimal size of the WORK array, returns *> this value as the first entry of the WORK array, and no error *> message related to LWORK is issued by XERBLA. *> \endverbatim *> *> \param[out] IWORK *> \verbatim *> IWORK is INTEGER array, dimension (2*N-2) *> If SENSE = 'N' or 'E', not referenced. *> \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 INFO = i, the QR algorithm failed to compute all the *> eigenvalues, and no eigenvectors or condition numbers *> have been computed; elements 1:ILO-1 and i+1:N of WR *> and WI contain eigenvalues which have converged. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date June 2016 * * @precisions fortran d -> s * *> \ingroup doubleGEeigen * * ===================================================================== SUBROUTINE DGEEVX( BALANC, JOBVL, JOBVR, SENSE, N, A, LDA, WR, WI, $ VL, LDVL, VR, LDVR, ILO, IHI, SCALE, ABNRM, $ RCONDE, RCONDV, WORK, LWORK, IWORK, INFO ) implicit none * * -- LAPACK driver routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * June 2016 * * .. Scalar Arguments .. CHARACTER BALANC, JOBVL, JOBVR, SENSE INTEGER IHI, ILO, INFO, LDA, LDVL, LDVR, LWORK, N DOUBLE PRECISION ABNRM * .. * .. Array Arguments .. INTEGER IWORK( * ) DOUBLE PRECISION A( LDA, * ), RCONDE( * ), RCONDV( * ), $ SCALE( * ), VL( LDVL, * ), VR( LDVR, * ), $ WI( * ), WORK( * ), WR( * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ZERO, ONE PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 ) * .. * .. Local Scalars .. LOGICAL LQUERY, SCALEA, WANTVL, WANTVR, WNTSNB, WNTSNE, $ WNTSNN, WNTSNV CHARACTER JOB, SIDE INTEGER HSWORK, I, ICOND, IERR, ITAU, IWRK, K, $ LWORK_TREVC, MAXWRK, MINWRK, NOUT DOUBLE PRECISION ANRM, BIGNUM, CS, CSCALE, EPS, R, SCL, SMLNUM, $ SN * .. * .. Local Arrays .. LOGICAL SELECT( 1 ) DOUBLE PRECISION DUM( 1 ) * .. * .. External Subroutines .. EXTERNAL DGEBAK, DGEBAL, DGEHRD, DHSEQR, DLABAD, DLACPY, $ DLARTG, DLASCL, DORGHR, DROT, DSCAL, DTREVC3, $ DTRSNA, XERBLA * .. * .. External Functions .. LOGICAL LSAME INTEGER IDAMAX, ILAENV DOUBLE PRECISION DLAMCH, DLANGE, DLAPY2, DNRM2 EXTERNAL LSAME, IDAMAX, ILAENV, DLAMCH, DLANGE, DLAPY2, $ DNRM2 * .. * .. Intrinsic Functions .. INTRINSIC MAX, SQRT * .. * .. Executable Statements .. * * Test the input arguments * INFO = 0 LQUERY = ( LWORK.EQ.-1 ) WANTVL = LSAME( JOBVL, 'V' ) WANTVR = LSAME( JOBVR, 'V' ) WNTSNN = LSAME( SENSE, 'N' ) WNTSNE = LSAME( SENSE, 'E' ) WNTSNV = LSAME( SENSE, 'V' ) WNTSNB = LSAME( SENSE, 'B' ) IF( .NOT.( LSAME( BALANC, 'N' ) .OR. LSAME( BALANC, 'S' ) $ .OR. LSAME( BALANC, 'P' ) .OR. LSAME( BALANC, 'B' ) ) ) $ THEN INFO = -1 ELSE IF( ( .NOT.WANTVL ) .AND. ( .NOT.LSAME( JOBVL, 'N' ) ) ) THEN INFO = -2 ELSE IF( ( .NOT.WANTVR ) .AND. ( .NOT.LSAME( JOBVR, 'N' ) ) ) THEN INFO = -3 ELSE IF( .NOT.( WNTSNN .OR. WNTSNE .OR. WNTSNB .OR. WNTSNV ) .OR. $ ( ( WNTSNE .OR. WNTSNB ) .AND. .NOT.( WANTVL .AND. $ WANTVR ) ) ) THEN INFO = -4 ELSE IF( N.LT.0 ) THEN INFO = -5 ELSE IF( LDA.LT.MAX( 1, N ) ) THEN INFO = -7 ELSE IF( LDVL.LT.1 .OR. ( WANTVL .AND. LDVL.LT.N ) ) THEN INFO = -11 ELSE IF( LDVR.LT.1 .OR. ( WANTVR .AND. LDVR.LT.N ) ) THEN INFO = -13 END IF * * Compute workspace * (Note: Comments in the code beginning "Workspace:" describe the * minimal amount of workspace needed 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. * HSWORK refers to the workspace preferred by DHSEQR, as * calculated below. HSWORK is computed assuming ILO=1 and IHI=N, * the worst case.) * IF( INFO.EQ.0 ) THEN IF( N.EQ.0 ) THEN MINWRK = 1 MAXWRK = 1 ELSE MAXWRK = N + N*ILAENV( 1, 'DGEHRD', ' ', N, 1, N, 0 ) * IF( WANTVL ) THEN CALL DTREVC3( 'L', 'B', SELECT, N, A, LDA, $ VL, LDVL, VR, LDVR, $ N, NOUT, WORK, -1, IERR ) LWORK_TREVC = INT( WORK(1) ) MAXWRK = MAX( MAXWRK, N + LWORK_TREVC ) CALL DHSEQR( 'S', 'V', N, 1, N, A, LDA, WR, WI, VL, LDVL, $ WORK, -1, INFO ) ELSE IF( WANTVR ) THEN CALL DTREVC3( 'R', 'B', SELECT, N, A, LDA, $ VL, LDVL, VR, LDVR, $ N, NOUT, WORK, -1, IERR ) LWORK_TREVC = INT( WORK(1) ) MAXWRK = MAX( MAXWRK, N + LWORK_TREVC ) CALL DHSEQR( 'S', 'V', N, 1, N, A, LDA, WR, WI, VR, LDVR, $ WORK, -1, INFO ) ELSE IF( WNTSNN ) THEN CALL DHSEQR( 'E', 'N', N, 1, N, A, LDA, WR, WI, VR, $ LDVR, WORK, -1, INFO ) ELSE CALL DHSEQR( 'S', 'N', N, 1, N, A, LDA, WR, WI, VR, $ LDVR, WORK, -1, INFO ) END IF END IF HSWORK = INT( WORK(1) ) * IF( ( .NOT.WANTVL ) .AND. ( .NOT.WANTVR ) ) THEN MINWRK = 2*N IF( .NOT.WNTSNN ) $ MINWRK = MAX( MINWRK, N*N+6*N ) MAXWRK = MAX( MAXWRK, HSWORK ) IF( .NOT.WNTSNN ) $ MAXWRK = MAX( MAXWRK, N*N + 6*N ) ELSE MINWRK = 3*N IF( ( .NOT.WNTSNN ) .AND. ( .NOT.WNTSNE ) ) $ MINWRK = MAX( MINWRK, N*N + 6*N ) MAXWRK = MAX( MAXWRK, HSWORK ) MAXWRK = MAX( MAXWRK, N + ( N - 1 )*ILAENV( 1, 'DORGHR', $ ' ', N, 1, N, -1 ) ) IF( ( .NOT.WNTSNN ) .AND. ( .NOT.WNTSNE ) ) $ MAXWRK = MAX( MAXWRK, N*N + 6*N ) MAXWRK = MAX( MAXWRK, 3*N ) END IF MAXWRK = MAX( MAXWRK, MINWRK ) END IF WORK( 1 ) = MAXWRK * IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY ) THEN INFO = -21 END IF END IF * IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGEEVX', -INFO ) RETURN ELSE IF( LQUERY ) THEN RETURN END IF * * Quick return if possible * IF( N.EQ.0 ) $ RETURN * * Get machine constants * EPS = DLAMCH( 'P' ) SMLNUM = DLAMCH( 'S' ) BIGNUM = ONE / SMLNUM CALL DLABAD( SMLNUM, BIGNUM ) SMLNUM = SQRT( SMLNUM ) / EPS BIGNUM = ONE / SMLNUM * * Scale A if max element outside range [SMLNUM,BIGNUM] * ICOND = 0 ANRM = DLANGE( 'M', N, N, A, LDA, DUM ) SCALEA = .FALSE. IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN SCALEA = .TRUE. CSCALE = SMLNUM ELSE IF( ANRM.GT.BIGNUM ) THEN SCALEA = .TRUE. CSCALE = BIGNUM END IF IF( SCALEA ) $ CALL DLASCL( 'G', 0, 0, ANRM, CSCALE, N, N, A, LDA, IERR ) * * Balance the matrix and compute ABNRM * CALL DGEBAL( BALANC, N, A, LDA, ILO, IHI, SCALE, IERR ) ABNRM = DLANGE( '1', N, N, A, LDA, DUM ) IF( SCALEA ) THEN DUM( 1 ) = ABNRM CALL DLASCL( 'G', 0, 0, CSCALE, ANRM, 1, 1, DUM, 1, IERR ) ABNRM = DUM( 1 ) END IF * * Reduce to upper Hessenberg form * (Workspace: need 2*N, prefer N+N*NB) * ITAU = 1 IWRK = ITAU + N CALL DGEHRD( N, ILO, IHI, A, LDA, WORK( ITAU ), WORK( IWRK ), $ LWORK-IWRK+1, IERR ) * IF( WANTVL ) THEN * * Want left eigenvectors * Copy Householder vectors to VL * SIDE = 'L' CALL DLACPY( 'L', N, N, A, LDA, VL, LDVL ) * * Generate orthogonal matrix in VL * (Workspace: need 2*N-1, prefer N+(N-1)*NB) * CALL DORGHR( N, ILO, IHI, VL, LDVL, WORK( ITAU ), WORK( IWRK ), $ LWORK-IWRK+1, IERR ) * * Perform QR iteration, accumulating Schur vectors in VL * (Workspace: need 1, prefer HSWORK (see comments) ) * IWRK = ITAU CALL DHSEQR( 'S', 'V', N, ILO, IHI, A, LDA, WR, WI, VL, LDVL, $ WORK( IWRK ), LWORK-IWRK+1, INFO ) * IF( WANTVR ) THEN * * Want left and right eigenvectors * Copy Schur vectors to VR * SIDE = 'B' CALL DLACPY( 'F', N, N, VL, LDVL, VR, LDVR ) END IF * ELSE IF( WANTVR ) THEN * * Want right eigenvectors * Copy Householder vectors to VR * SIDE = 'R' CALL DLACPY( 'L', N, N, A, LDA, VR, LDVR ) * * Generate orthogonal matrix in VR * (Workspace: need 2*N-1, prefer N+(N-1)*NB) * CALL DORGHR( N, ILO, IHI, VR, LDVR, WORK( ITAU ), WORK( IWRK ), $ LWORK-IWRK+1, IERR ) * * Perform QR iteration, accumulating Schur vectors in VR * (Workspace: need 1, prefer HSWORK (see comments) ) * IWRK = ITAU CALL DHSEQR( 'S', 'V', N, ILO, IHI, A, LDA, WR, WI, VR, LDVR, $ WORK( IWRK ), LWORK-IWRK+1, INFO ) * ELSE * * Compute eigenvalues only * If condition numbers desired, compute Schur form * IF( WNTSNN ) THEN JOB = 'E' ELSE JOB = 'S' END IF * * (Workspace: need 1, prefer HSWORK (see comments) ) * IWRK = ITAU CALL DHSEQR( JOB, 'N', N, ILO, IHI, A, LDA, WR, WI, VR, LDVR, $ WORK( IWRK ), LWORK-IWRK+1, INFO ) END IF * * If INFO .NE. 0 from DHSEQR, then quit * IF( INFO.NE.0 ) $ GO TO 50 * IF( WANTVL .OR. WANTVR ) THEN * * Compute left and/or right eigenvectors * (Workspace: need 3*N, prefer N + 2*N*NB) * CALL DTREVC3( SIDE, 'B', SELECT, N, A, LDA, VL, LDVL, VR, LDVR, $ N, NOUT, WORK( IWRK ), LWORK-IWRK+1, IERR ) END IF * * Compute condition numbers if desired * (Workspace: need N*N+6*N unless SENSE = 'E') * IF( .NOT.WNTSNN ) THEN CALL DTRSNA( SENSE, 'A', SELECT, N, A, LDA, VL, LDVL, VR, LDVR, $ RCONDE, RCONDV, N, NOUT, WORK( IWRK ), N, IWORK, $ ICOND ) END IF * IF( WANTVL ) THEN * * Undo balancing of left eigenvectors * CALL DGEBAK( BALANC, 'L', N, ILO, IHI, SCALE, N, VL, LDVL, $ IERR ) * * Normalize left eigenvectors and make largest component real * DO 20 I = 1, N IF( WI( I ).EQ.ZERO ) THEN SCL = ONE / DNRM2( N, VL( 1, I ), 1 ) CALL DSCAL( N, SCL, VL( 1, I ), 1 ) ELSE IF( WI( I ).GT.ZERO ) THEN SCL = ONE / DLAPY2( DNRM2( N, VL( 1, I ), 1 ), $ DNRM2( N, VL( 1, I+1 ), 1 ) ) CALL DSCAL( N, SCL, VL( 1, I ), 1 ) CALL DSCAL( N, SCL, VL( 1, I+1 ), 1 ) DO 10 K = 1, N WORK( K ) = VL( K, I )**2 + VL( K, I+1 )**2 10 CONTINUE K = IDAMAX( N, WORK, 1 ) CALL DLARTG( VL( K, I ), VL( K, I+1 ), CS, SN, R ) CALL DROT( N, VL( 1, I ), 1, VL( 1, I+1 ), 1, CS, SN ) VL( K, I+1 ) = ZERO END IF 20 CONTINUE END IF * IF( WANTVR ) THEN * * Undo balancing of right eigenvectors * CALL DGEBAK( BALANC, 'R', N, ILO, IHI, SCALE, N, VR, LDVR, $ IERR ) * * Normalize right eigenvectors and make largest component real * DO 40 I = 1, N IF( WI( I ).EQ.ZERO ) THEN SCL = ONE / DNRM2( N, VR( 1, I ), 1 ) CALL DSCAL( N, SCL, VR( 1, I ), 1 ) ELSE IF( WI( I ).GT.ZERO ) THEN SCL = ONE / DLAPY2( DNRM2( N, VR( 1, I ), 1 ), $ DNRM2( N, VR( 1, I+1 ), 1 ) ) CALL DSCAL( N, SCL, VR( 1, I ), 1 ) CALL DSCAL( N, SCL, VR( 1, I+1 ), 1 ) DO 30 K = 1, N WORK( K ) = VR( K, I )**2 + VR( K, I+1 )**2 30 CONTINUE K = IDAMAX( N, WORK, 1 ) CALL DLARTG( VR( K, I ), VR( K, I+1 ), CS, SN, R ) CALL DROT( N, VR( 1, I ), 1, VR( 1, I+1 ), 1, CS, SN ) VR( K, I+1 ) = ZERO END IF 40 CONTINUE END IF * * Undo scaling if necessary * 50 CONTINUE IF( SCALEA ) THEN CALL DLASCL( 'G', 0, 0, CSCALE, ANRM, N-INFO, 1, WR( INFO+1 ), $ MAX( N-INFO, 1 ), IERR ) CALL DLASCL( 'G', 0, 0, CSCALE, ANRM, N-INFO, 1, WI( INFO+1 ), $ MAX( N-INFO, 1 ), IERR ) IF( INFO.EQ.0 ) THEN IF( ( WNTSNV .OR. WNTSNB ) .AND. ICOND.EQ.0 ) $ CALL DLASCL( 'G', 0, 0, CSCALE, ANRM, N, 1, RCONDV, N, $ IERR ) ELSE CALL DLASCL( 'G', 0, 0, CSCALE, ANRM, ILO-1, 1, WR, N, $ IERR ) CALL DLASCL( 'G', 0, 0, CSCALE, ANRM, ILO-1, 1, WI, N, $ IERR ) END IF END IF * WORK( 1 ) = MAXWRK RETURN * * End of DGEEVX * END *> \brief DGEEVX computes the eigenvalues and, optionally, the left and/or right eigenvectors for GE matrices * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGEGS + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGEGS( JOBVSL, JOBVSR, N, A, LDA, B, LDB, ALPHAR, * ALPHAI, BETA, VSL, LDVSL, VSR, LDVSR, WORK, * LWORK, INFO ) * * .. Scalar Arguments .. * CHARACTER JOBVSL, JOBVSR * INTEGER INFO, LDA, LDB, LDVSL, LDVSR, LWORK, N * .. * .. Array Arguments .. * DOUBLE PRECISION A( LDA, * ), ALPHAI( * ), ALPHAR( * ), * $ B( LDB, * ), BETA( * ), VSL( LDVSL, * ), * $ VSR( LDVSR, * ), WORK( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> This routine is deprecated and has been replaced by routine DGGES. *> *> DGEGS computes the eigenvalues, real Schur form, and, optionally, *> left and or/right Schur vectors of a real matrix pair (A,B). *> Given two square matrices A and B, the generalized real Schur *> factorization has the form *> *> A = Q*S*Z**T, B = Q*T*Z**T *> *> where Q and Z are orthogonal matrices, T is upper triangular, and S *> is an upper quasi-triangular matrix with 1-by-1 and 2-by-2 diagonal *> blocks, the 2-by-2 blocks corresponding to complex conjugate pairs *> of eigenvalues of (A,B). The columns of Q are the left Schur vectors *> and the columns of Z are the right Schur vectors. *> *> If only the eigenvalues of (A,B) are needed, the driver routine *> DGEGV should be used instead. See DGEGV for a description of the *> eigenvalues of the generalized nonsymmetric eigenvalue problem *> (GNEP). *> \endverbatim * * Arguments: * ========== * *> \param[in] JOBVSL *> \verbatim *> JOBVSL is CHARACTER*1 *> = 'N': do not compute the left Schur vectors; *> = 'V': compute the left Schur vectors (returned in VSL). *> \endverbatim *> *> \param[in] JOBVSR *> \verbatim *> JOBVSR is CHARACTER*1 *> = 'N': do not compute the right Schur vectors; *> = 'V': compute the right Schur vectors (returned in VSR). *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The order of the matrices A, B, VSL, and VSR. N >= 0. *> \endverbatim *> *> \param[in,out] A *> \verbatim *> A is DOUBLE PRECISION array, dimension (LDA, N) *> On entry, the matrix A. *> On exit, the upper quasi-triangular matrix S from the *> generalized real Schur factorization. *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of A. LDA >= max(1,N). *> \endverbatim *> *> \param[in,out] B *> \verbatim *> B is DOUBLE PRECISION array, dimension (LDB, N) *> On entry, the matrix B. *> On exit, the upper triangular matrix T from the generalized *> real Schur factorization. *> \endverbatim *> *> \param[in] LDB *> \verbatim *> LDB is INTEGER *> The leading dimension of B. LDB >= max(1,N). *> \endverbatim *> *> \param[out] ALPHAR *> \verbatim *> ALPHAR is DOUBLE PRECISION array, dimension (N) *> The real parts of each scalar alpha defining an eigenvalue *> of GNEP. *> \endverbatim *> *> \param[out] ALPHAI *> \verbatim *> ALPHAI is DOUBLE PRECISION array, dimension (N) *> The imaginary parts of each scalar alpha defining an *> eigenvalue of GNEP. If ALPHAI(j) is zero, then the j-th *> eigenvalue is real; if positive, then the j-th and (j+1)-st *> eigenvalues are a complex conjugate pair, with *> ALPHAI(j+1) = -ALPHAI(j). *> \endverbatim *> *> \param[out] BETA *> \verbatim *> BETA is DOUBLE PRECISION array, dimension (N) *> The scalars beta that define the eigenvalues of GNEP. *> Together, the quantities alpha = (ALPHAR(j),ALPHAI(j)) and *> beta = BETA(j) represent the j-th eigenvalue of the matrix *> pair (A,B), in one of the forms lambda = alpha/beta or *> mu = beta/alpha. Since either lambda or mu may overflow, *> they should not, in general, be computed. *> \endverbatim *> *> \param[out] VSL *> \verbatim *> VSL is DOUBLE PRECISION array, dimension (LDVSL,N) *> If JOBVSL = 'V', the matrix of left Schur vectors Q. *> Not referenced if JOBVSL = 'N'. *> \endverbatim *> *> \param[in] LDVSL *> \verbatim *> LDVSL is INTEGER *> The leading dimension of the matrix VSL. LDVSL >=1, and *> if JOBVSL = 'V', LDVSL >= N. *> \endverbatim *> *> \param[out] VSR *> \verbatim *> VSR is DOUBLE PRECISION array, dimension (LDVSR,N) *> If JOBVSR = 'V', the matrix of right Schur vectors Z. *> Not referenced if JOBVSR = 'N'. *> \endverbatim *> *> \param[in] LDVSR *> \verbatim *> LDVSR is INTEGER *> The leading dimension of the matrix VSR. LDVSR >= 1, and *> if JOBVSR = 'V', LDVSR >= 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 >= max(1,4*N). *> For good performance, LWORK must generally be larger. *> To compute the optimal value of LWORK, call ILAENV to get *> blocksizes (for DGEQRF, DORMQR, and DORGQR.) Then compute: *> NB -- MAX of the blocksizes for DGEQRF, DORMQR, and DORGQR *> The optimal LWORK is 2*N + N*(NB+1). *> *> If LWORK = -1, then a workspace query is assumed; the routine *> only calculates the optimal size of the WORK array, returns *> this value as the first entry of the WORK array, and no error *> message related to LWORK is issued by XERBLA. *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit *> < 0: if INFO = -i, the i-th argument had an illegal value. *> = 1,...,N: *> The QZ iteration failed. (A,B) are not in Schur *> form, but ALPHAR(j), ALPHAI(j), and BETA(j) should *> be correct for j=INFO+1,...,N. *> > N: errors that usually indicate LAPACK problems: *> =N+1: error return from DGGBAL *> =N+2: error return from DGEQRF *> =N+3: error return from DORMQR *> =N+4: error return from DORGQR *> =N+5: error return from DGGHRD *> =N+6: error return from DHGEQZ (other than failed *> iteration) *> =N+7: error return from DGGBAK (computing VSL) *> =N+8: error return from DGGBAK (computing VSR) *> =N+9: error return from DLASCL (various places) *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date December 2016 * *> \ingroup doubleGEeigen * * ===================================================================== SUBROUTINE DGEGS( JOBVSL, JOBVSR, N, A, LDA, B, LDB, ALPHAR, $ ALPHAI, BETA, VSL, LDVSL, VSR, LDVSR, WORK, $ LWORK, INFO ) * * -- LAPACK driver routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * * .. Scalar Arguments .. CHARACTER JOBVSL, JOBVSR INTEGER INFO, LDA, LDB, LDVSL, LDVSR, LWORK, N * .. * .. Array Arguments .. DOUBLE PRECISION A( LDA, * ), ALPHAI( * ), ALPHAR( * ), $ B( LDB, * ), BETA( * ), VSL( LDVSL, * ), $ VSR( LDVSR, * ), WORK( * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ZERO, ONE PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 ) * .. * .. Local Scalars .. LOGICAL ILASCL, ILBSCL, ILVSL, ILVSR, LQUERY INTEGER ICOLS, IHI, IINFO, IJOBVL, IJOBVR, ILEFT, ILO, $ IRIGHT, IROWS, ITAU, IWORK, LOPT, LWKMIN, $ LWKOPT, NB, NB1, NB2, NB3 DOUBLE PRECISION ANRM, ANRMTO, BIGNUM, BNRM, BNRMTO, EPS, $ SAFMIN, SMLNUM * .. * .. External Subroutines .. EXTERNAL DGEQRF, DGGBAK, DGGBAL, DGGHRD, DHGEQZ, DLACPY, $ DLASCL, DLASET, DORGQR, DORMQR, XERBLA * .. * .. External Functions .. LOGICAL LSAME INTEGER ILAENV DOUBLE PRECISION DLAMCH, DLANGE EXTERNAL LSAME, ILAENV, DLAMCH, DLANGE * .. * .. Intrinsic Functions .. INTRINSIC INT, MAX * .. * .. Executable Statements .. * * Decode the input arguments * IF( LSAME( JOBVSL, 'N' ) ) THEN IJOBVL = 1 ILVSL = .FALSE. ELSE IF( LSAME( JOBVSL, 'V' ) ) THEN IJOBVL = 2 ILVSL = .TRUE. ELSE IJOBVL = -1 ILVSL = .FALSE. END IF * IF( LSAME( JOBVSR, 'N' ) ) THEN IJOBVR = 1 ILVSR = .FALSE. ELSE IF( LSAME( JOBVSR, 'V' ) ) THEN IJOBVR = 2 ILVSR = .TRUE. ELSE IJOBVR = -1 ILVSR = .FALSE. END IF * * Test the input arguments * LWKMIN = MAX( 4*N, 1 ) LWKOPT = LWKMIN WORK( 1 ) = LWKOPT LQUERY = ( LWORK.EQ.-1 ) INFO = 0 IF( IJOBVL.LE.0 ) THEN INFO = -1 ELSE IF( IJOBVR.LE.0 ) THEN INFO = -2 ELSE IF( N.LT.0 ) THEN INFO = -3 ELSE IF( LDA.LT.MAX( 1, N ) ) THEN INFO = -5 ELSE IF( LDB.LT.MAX( 1, N ) ) THEN INFO = -7 ELSE IF( LDVSL.LT.1 .OR. ( ILVSL .AND. LDVSL.LT.N ) ) THEN INFO = -12 ELSE IF( LDVSR.LT.1 .OR. ( ILVSR .AND. LDVSR.LT.N ) ) THEN INFO = -14 ELSE IF( LWORK.LT.LWKMIN .AND. .NOT.LQUERY ) THEN INFO = -16 END IF * IF( INFO.EQ.0 ) THEN NB1 = ILAENV( 1, 'DGEQRF', ' ', N, N, -1, -1 ) NB2 = ILAENV( 1, 'DORMQR', ' ', N, N, N, -1 ) NB3 = ILAENV( 1, 'DORGQR', ' ', N, N, N, -1 ) NB = MAX( NB1, NB2, NB3 ) LOPT = 2*N + N*( NB+1 ) WORK( 1 ) = LOPT END IF * IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGEGS ', -INFO ) RETURN ELSE IF( LQUERY ) THEN RETURN END IF * * Quick return if possible * IF( N.EQ.0 ) $ RETURN * * Get machine constants * EPS = DLAMCH( 'E' )*DLAMCH( 'B' ) SAFMIN = DLAMCH( 'S' ) SMLNUM = N*SAFMIN / EPS BIGNUM = ONE / SMLNUM * * Scale A if max element outside range [SMLNUM,BIGNUM] * ANRM = DLANGE( 'M', N, N, A, LDA, WORK ) ILASCL = .FALSE. IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN ANRMTO = SMLNUM ILASCL = .TRUE. ELSE IF( ANRM.GT.BIGNUM ) THEN ANRMTO = BIGNUM ILASCL = .TRUE. END IF * IF( ILASCL ) THEN CALL DLASCL( 'G', -1, -1, ANRM, ANRMTO, N, N, A, LDA, IINFO ) IF( IINFO.NE.0 ) THEN INFO = N + 9 RETURN END IF END IF * * Scale B if max element outside range [SMLNUM,BIGNUM] * BNRM = DLANGE( 'M', N, N, B, LDB, WORK ) ILBSCL = .FALSE. IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN BNRMTO = SMLNUM ILBSCL = .TRUE. ELSE IF( BNRM.GT.BIGNUM ) THEN BNRMTO = BIGNUM ILBSCL = .TRUE. END IF * IF( ILBSCL ) THEN CALL DLASCL( 'G', -1, -1, BNRM, BNRMTO, N, N, B, LDB, IINFO ) IF( IINFO.NE.0 ) THEN INFO = N + 9 RETURN END IF END IF * * Permute the matrix to make it more nearly triangular * Workspace layout: (2*N words -- "work..." not actually used) * left_permutation, right_permutation, work... * ILEFT = 1 IRIGHT = N + 1 IWORK = IRIGHT + N CALL DGGBAL( 'P', N, A, LDA, B, LDB, ILO, IHI, WORK( ILEFT ), $ WORK( IRIGHT ), WORK( IWORK ), IINFO ) IF( IINFO.NE.0 ) THEN INFO = N + 1 GO TO 10 END IF * * Reduce B to triangular form, and initialize VSL and/or VSR * Workspace layout: ("work..." must have at least N words) * left_permutation, right_permutation, tau, work... * IROWS = IHI + 1 - ILO ICOLS = N + 1 - ILO ITAU = IWORK IWORK = ITAU + IROWS CALL DGEQRF( IROWS, ICOLS, B( ILO, ILO ), LDB, WORK( ITAU ), $ WORK( IWORK ), LWORK+1-IWORK, IINFO ) IF( IINFO.GE.0 ) $ LWKOPT = MAX( LWKOPT, INT( WORK( IWORK ) )+IWORK-1 ) IF( IINFO.NE.0 ) THEN INFO = N + 2 GO TO 10 END IF * CALL DORMQR( 'L', 'T', IROWS, ICOLS, IROWS, B( ILO, ILO ), LDB, $ WORK( ITAU ), A( ILO, ILO ), LDA, WORK( IWORK ), $ LWORK+1-IWORK, IINFO ) IF( IINFO.GE.0 ) $ LWKOPT = MAX( LWKOPT, INT( WORK( IWORK ) )+IWORK-1 ) IF( IINFO.NE.0 ) THEN INFO = N + 3 GO TO 10 END IF * IF( ILVSL ) THEN CALL DLASET( 'Full', N, N, ZERO, ONE, VSL, LDVSL ) CALL DLACPY( 'L', IROWS-1, IROWS-1, B( ILO+1, ILO ), LDB, $ VSL( ILO+1, ILO ), LDVSL ) CALL DORGQR( IROWS, IROWS, IROWS, VSL( ILO, ILO ), LDVSL, $ WORK( ITAU ), WORK( IWORK ), LWORK+1-IWORK, $ IINFO ) IF( IINFO.GE.0 ) $ LWKOPT = MAX( LWKOPT, INT( WORK( IWORK ) )+IWORK-1 ) IF( IINFO.NE.0 ) THEN INFO = N + 4 GO TO 10 END IF END IF * IF( ILVSR ) $ CALL DLASET( 'Full', N, N, ZERO, ONE, VSR, LDVSR ) * * Reduce to generalized Hessenberg form * CALL DGGHRD( JOBVSL, JOBVSR, N, ILO, IHI, A, LDA, B, LDB, VSL, $ LDVSL, VSR, LDVSR, IINFO ) IF( IINFO.NE.0 ) THEN INFO = N + 5 GO TO 10 END IF * * Perform QZ algorithm, computing Schur vectors if desired * Workspace layout: ("work..." must have at least 1 word) * left_permutation, right_permutation, work... * IWORK = ITAU CALL DHGEQZ( 'S', JOBVSL, JOBVSR, N, ILO, IHI, A, LDA, B, LDB, $ ALPHAR, ALPHAI, BETA, VSL, LDVSL, VSR, LDVSR, $ WORK( IWORK ), LWORK+1-IWORK, IINFO ) IF( IINFO.GE.0 ) $ LWKOPT = MAX( LWKOPT, INT( WORK( IWORK ) )+IWORK-1 ) IF( IINFO.NE.0 ) THEN IF( IINFO.GT.0 .AND. IINFO.LE.N ) THEN INFO = IINFO ELSE IF( IINFO.GT.N .AND. IINFO.LE.2*N ) THEN INFO = IINFO - N ELSE INFO = N + 6 END IF GO TO 10 END IF * * Apply permutation to VSL and VSR * IF( ILVSL ) THEN CALL DGGBAK( 'P', 'L', N, ILO, IHI, WORK( ILEFT ), $ WORK( IRIGHT ), N, VSL, LDVSL, IINFO ) IF( IINFO.NE.0 ) THEN INFO = N + 7 GO TO 10 END IF END IF IF( ILVSR ) THEN CALL DGGBAK( 'P', 'R', N, ILO, IHI, WORK( ILEFT ), $ WORK( IRIGHT ), N, VSR, LDVSR, IINFO ) IF( IINFO.NE.0 ) THEN INFO = N + 8 GO TO 10 END IF END IF * * Undo scaling * IF( ILASCL ) THEN CALL DLASCL( 'H', -1, -1, ANRMTO, ANRM, N, N, A, LDA, IINFO ) IF( IINFO.NE.0 ) THEN INFO = N + 9 RETURN END IF CALL DLASCL( 'G', -1, -1, ANRMTO, ANRM, N, 1, ALPHAR, N, $ IINFO ) IF( IINFO.NE.0 ) THEN INFO = N + 9 RETURN END IF CALL DLASCL( 'G', -1, -1, ANRMTO, ANRM, N, 1, ALPHAI, N, $ IINFO ) IF( IINFO.NE.0 ) THEN INFO = N + 9 RETURN END IF END IF * IF( ILBSCL ) THEN CALL DLASCL( 'U', -1, -1, BNRMTO, BNRM, N, N, B, LDB, IINFO ) IF( IINFO.NE.0 ) THEN INFO = N + 9 RETURN END IF CALL DLASCL( 'G', -1, -1, BNRMTO, BNRM, N, 1, BETA, N, IINFO ) IF( IINFO.NE.0 ) THEN INFO = N + 9 RETURN END IF END IF * 10 CONTINUE WORK( 1 ) = LWKOPT * RETURN * * End of DGEGS * END *> \brief DGEEVX computes the eigenvalues and, optionally, the left and/or right eigenvectors for GE matrices * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGEGV + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGEGV( JOBVL, JOBVR, N, A, LDA, B, LDB, ALPHAR, ALPHAI, * BETA, VL, LDVL, VR, LDVR, WORK, LWORK, INFO ) * * .. Scalar Arguments .. * CHARACTER JOBVL, JOBVR * INTEGER INFO, LDA, LDB, LDVL, LDVR, LWORK, N * .. * .. Array Arguments .. * DOUBLE PRECISION A( LDA, * ), ALPHAI( * ), ALPHAR( * ), * $ B( LDB, * ), BETA( * ), VL( LDVL, * ), * $ VR( LDVR, * ), WORK( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> This routine is deprecated and has been replaced by routine DGGEV. *> *> DGEGV computes the eigenvalues and, optionally, the left and/or right *> eigenvectors of a real matrix pair (A,B). *> Given two square matrices A and B, *> the generalized nonsymmetric eigenvalue problem (GNEP) is to find the *> eigenvalues lambda and corresponding (non-zero) eigenvectors x such *> that *> *> A*x = lambda*B*x. *> *> An alternate form is to find the eigenvalues mu and corresponding *> eigenvectors y such that *> *> mu*A*y = B*y. *> *> These two forms are equivalent with mu = 1/lambda and x = y if *> neither lambda nor mu is zero. In order to deal with the case that *> lambda or mu is zero or small, two values alpha and beta are returned *> for each eigenvalue, such that lambda = alpha/beta and *> mu = beta/alpha. *> *> The vectors x and y in the above equations are right eigenvectors of *> the matrix pair (A,B). Vectors u and v satisfying *> *> u**H*A = lambda*u**H*B or mu*v**H*A = v**H*B *> *> are left eigenvectors of (A,B). *> *> Note: this routine performs "full balancing" on A and B *> \endverbatim * * Arguments: * ========== * *> \param[in] JOBVL *> \verbatim *> JOBVL is CHARACTER*1 *> = 'N': do not compute the left generalized eigenvectors; *> = 'V': compute the left generalized eigenvectors (returned *> in VL). *> \endverbatim *> *> \param[in] JOBVR *> \verbatim *> JOBVR is CHARACTER*1 *> = 'N': do not compute the right generalized eigenvectors; *> = 'V': compute the right generalized eigenvectors (returned *> in VR). *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The order of the matrices A, B, VL, and VR. N >= 0. *> \endverbatim *> *> \param[in,out] A *> \verbatim *> A is DOUBLE PRECISION array, dimension (LDA, N) *> On entry, the matrix A. *> If JOBVL = 'V' or JOBVR = 'V', then on exit A *> contains the real Schur form of A from the generalized Schur *> factorization of the pair (A,B) after balancing. *> If no eigenvectors were computed, then only the diagonal *> blocks from the Schur form will be correct. See DGGHRD and *> DHGEQZ for details. *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of A. LDA >= max(1,N). *> \endverbatim *> *> \param[in,out] B *> \verbatim *> B is DOUBLE PRECISION array, dimension (LDB, N) *> On entry, the matrix B. *> If JOBVL = 'V' or JOBVR = 'V', then on exit B contains the *> upper triangular matrix obtained from B in the generalized *> Schur factorization of the pair (A,B) after balancing. *> If no eigenvectors were computed, then only those elements of *> B corresponding to the diagonal blocks from the Schur form of *> A will be correct. See DGGHRD and DHGEQZ for details. *> \endverbatim *> *> \param[in] LDB *> \verbatim *> LDB is INTEGER *> The leading dimension of B. LDB >= max(1,N). *> \endverbatim *> *> \param[out] ALPHAR *> \verbatim *> ALPHAR is DOUBLE PRECISION array, dimension (N) *> The real parts of each scalar alpha defining an eigenvalue of *> GNEP. *> \endverbatim *> *> \param[out] ALPHAI *> \verbatim *> ALPHAI is DOUBLE PRECISION array, dimension (N) *> The imaginary parts of each scalar alpha defining an *> eigenvalue of GNEP. If ALPHAI(j) is zero, then the j-th *> eigenvalue is real; if positive, then the j-th and *> (j+1)-st eigenvalues are a complex conjugate pair, with *> ALPHAI(j+1) = -ALPHAI(j). *> \endverbatim *> *> \param[out] BETA *> \verbatim *> BETA is DOUBLE PRECISION array, dimension (N) *> The scalars beta that define the eigenvalues of GNEP. *> *> Together, the quantities alpha = (ALPHAR(j),ALPHAI(j)) and *> beta = BETA(j) represent the j-th eigenvalue of the matrix *> pair (A,B), in one of the forms lambda = alpha/beta or *> mu = beta/alpha. Since either lambda or mu may overflow, *> they should not, in general, be computed. *> \endverbatim *> *> \param[out] VL *> \verbatim *> VL is DOUBLE PRECISION array, dimension (LDVL,N) *> If JOBVL = 'V', the left eigenvectors u(j) are stored *> in the columns of VL, in the same order as their eigenvalues. *> If the j-th eigenvalue is real, then u(j) = VL(:,j). *> If the j-th and (j+1)-st eigenvalues form a complex conjugate *> pair, then *> u(j) = VL(:,j) + i*VL(:,j+1) *> and *> u(j+1) = VL(:,j) - i*VL(:,j+1). *> *> Each eigenvector is scaled so that its largest component has *> abs(real part) + abs(imag. part) = 1, except for eigenvectors *> corresponding to an eigenvalue with alpha = beta = 0, which *> are set to zero. *> Not referenced if JOBVL = 'N'. *> \endverbatim *> *> \param[in] LDVL *> \verbatim *> LDVL is INTEGER *> The leading dimension of the matrix VL. LDVL >= 1, and *> if JOBVL = 'V', LDVL >= N. *> \endverbatim *> *> \param[out] VR *> \verbatim *> VR is DOUBLE PRECISION array, dimension (LDVR,N) *> If JOBVR = 'V', the right eigenvectors x(j) are stored *> in the columns of VR, in the same order as their eigenvalues. *> If the j-th eigenvalue is real, then x(j) = VR(:,j). *> If the j-th and (j+1)-st eigenvalues form a complex conjugate *> pair, then *> x(j) = VR(:,j) + i*VR(:,j+1) *> and *> x(j+1) = VR(:,j) - i*VR(:,j+1). *> *> Each eigenvector is scaled so that its largest component has *> abs(real part) + abs(imag. part) = 1, except for eigenvalues *> corresponding to an eigenvalue with alpha = beta = 0, which *> are set to zero. *> Not referenced if JOBVR = 'N'. *> \endverbatim *> *> \param[in] LDVR *> \verbatim *> LDVR is INTEGER *> The leading dimension of the matrix VR. LDVR >= 1, and *> if JOBVR = 'V', LDVR >= 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 >= max(1,8*N). *> For good performance, LWORK must generally be larger. *> To compute the optimal value of LWORK, call ILAENV to get *> blocksizes (for DGEQRF, DORMQR, and DORGQR.) Then compute: *> NB -- MAX of the blocksizes for DGEQRF, DORMQR, and DORGQR; *> The optimal LWORK is: *> 2*N + MAX( 6*N, N*(NB+1) ). *> *> If LWORK = -1, then a workspace query is assumed; the routine *> only calculates the optimal size of the WORK array, returns *> this value as the first entry of the WORK array, and no error *> message related to LWORK is issued by XERBLA. *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit *> < 0: if INFO = -i, the i-th argument had an illegal value. *> = 1,...,N: *> The QZ iteration failed. No eigenvectors have been *> calculated, but ALPHAR(j), ALPHAI(j), and BETA(j) *> should be correct for j=INFO+1,...,N. *> > N: errors that usually indicate LAPACK problems: *> =N+1: error return from DGGBAL *> =N+2: error return from DGEQRF *> =N+3: error return from DORMQR *> =N+4: error return from DORGQR *> =N+5: error return from DGGHRD *> =N+6: error return from DHGEQZ (other than failed *> iteration) *> =N+7: error return from DTGEVC *> =N+8: error return from DGGBAK (computing VL) *> =N+9: error return from DGGBAK (computing VR) *> =N+10: error return from DLASCL (various calls) *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date December 2016 * *> \ingroup doubleGEeigen * *> \par Further Details: * ===================== *> *> \verbatim *> *> Balancing *> --------- *> *> This driver calls DGGBAL to both permute and scale rows and columns *> of A and B. The permutations PL and PR are chosen so that PL*A*PR *> and PL*B*R will be upper triangular except for the diagonal blocks *> A(i:j,i:j) and B(i:j,i:j), with i and j as close together as *> possible. The diagonal scaling matrices DL and DR are chosen so *> that the pair DL*PL*A*PR*DR, DL*PL*B*PR*DR have elements close to *> one (except for the elements that start out zero.) *> *> After the eigenvalues and eigenvectors of the balanced matrices *> have been computed, DGGBAK transforms the eigenvectors back to what *> they would have been (in perfect arithmetic) if they had not been *> balanced. *> *> Contents of A and B on Exit *> -------- -- - --- - -- ---- *> *> If any eigenvectors are computed (either JOBVL='V' or JOBVR='V' or *> both), then on exit the arrays A and B will contain the real Schur *> form[*] of the "balanced" versions of A and B. If no eigenvectors *> are computed, then only the diagonal blocks will be correct. *> *> [*] See DHGEQZ, DGEGS, or read the book "Matrix Computations", *> by Golub & van Loan, pub. by Johns Hopkins U. Press. *> \endverbatim *> * ===================================================================== SUBROUTINE DGEGV( JOBVL, JOBVR, N, A, LDA, B, LDB, ALPHAR, ALPHAI, $ BETA, VL, LDVL, VR, LDVR, WORK, LWORK, INFO ) * * -- LAPACK driver routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * * .. Scalar Arguments .. CHARACTER JOBVL, JOBVR INTEGER INFO, LDA, LDB, LDVL, LDVR, LWORK, N * .. * .. Array Arguments .. DOUBLE PRECISION A( LDA, * ), ALPHAI( * ), ALPHAR( * ), $ B( LDB, * ), BETA( * ), VL( LDVL, * ), $ VR( LDVR, * ), WORK( * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ZERO, ONE PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 ) * .. * .. Local Scalars .. LOGICAL ILIMIT, ILV, ILVL, ILVR, LQUERY CHARACTER CHTEMP INTEGER ICOLS, IHI, IINFO, IJOBVL, IJOBVR, ILEFT, ILO, $ IN, IRIGHT, IROWS, ITAU, IWORK, JC, JR, LOPT, $ LWKMIN, LWKOPT, NB, NB1, NB2, NB3 DOUBLE PRECISION ABSAI, ABSAR, ABSB, ANRM, ANRM1, ANRM2, BNRM, $ BNRM1, BNRM2, EPS, ONEPLS, SAFMAX, SAFMIN, $ SALFAI, SALFAR, SBETA, SCALE, TEMP * .. * .. Local Arrays .. LOGICAL LDUMMA( 1 ) * .. * .. External Subroutines .. EXTERNAL DGEQRF, DGGBAK, DGGBAL, DGGHRD, DHGEQZ, DLACPY, $ DLASCL, DLASET, DORGQR, DORMQR, DTGEVC, XERBLA * .. * .. External Functions .. LOGICAL LSAME INTEGER ILAENV DOUBLE PRECISION DLAMCH, DLANGE EXTERNAL LSAME, ILAENV, DLAMCH, DLANGE * .. * .. Intrinsic Functions .. INTRINSIC ABS, INT, MAX * .. * .. Executable Statements .. * * Decode the input arguments * IF( LSAME( JOBVL, 'N' ) ) THEN IJOBVL = 1 ILVL = .FALSE. ELSE IF( LSAME( JOBVL, 'V' ) ) THEN IJOBVL = 2 ILVL = .TRUE. ELSE IJOBVL = -1 ILVL = .FALSE. END IF * IF( LSAME( JOBVR, 'N' ) ) THEN IJOBVR = 1 ILVR = .FALSE. ELSE IF( LSAME( JOBVR, 'V' ) ) THEN IJOBVR = 2 ILVR = .TRUE. ELSE IJOBVR = -1 ILVR = .FALSE. END IF ILV = ILVL .OR. ILVR * * Test the input arguments * LWKMIN = MAX( 8*N, 1 ) LWKOPT = LWKMIN WORK( 1 ) = LWKOPT LQUERY = ( LWORK.EQ.-1 ) INFO = 0 IF( IJOBVL.LE.0 ) THEN INFO = -1 ELSE IF( IJOBVR.LE.0 ) THEN INFO = -2 ELSE IF( N.LT.0 ) THEN INFO = -3 ELSE IF( LDA.LT.MAX( 1, N ) ) THEN INFO = -5 ELSE IF( LDB.LT.MAX( 1, N ) ) THEN INFO = -7 ELSE IF( LDVL.LT.1 .OR. ( ILVL .AND. LDVL.LT.N ) ) THEN INFO = -12 ELSE IF( LDVR.LT.1 .OR. ( ILVR .AND. LDVR.LT.N ) ) THEN INFO = -14 ELSE IF( LWORK.LT.LWKMIN .AND. .NOT.LQUERY ) THEN INFO = -16 END IF * IF( INFO.EQ.0 ) THEN NB1 = ILAENV( 1, 'DGEQRF', ' ', N, N, -1, -1 ) NB2 = ILAENV( 1, 'DORMQR', ' ', N, N, N, -1 ) NB3 = ILAENV( 1, 'DORGQR', ' ', N, N, N, -1 ) NB = MAX( NB1, NB2, NB3 ) LOPT = 2*N + MAX( 6*N, N*( NB+1 ) ) WORK( 1 ) = LOPT END IF * IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGEGV ', -INFO ) RETURN ELSE IF( LQUERY ) THEN RETURN END IF * * Quick return if possible * IF( N.EQ.0 ) $ RETURN * * Get machine constants * EPS = DLAMCH( 'E' )*DLAMCH( 'B' ) SAFMIN = DLAMCH( 'S' ) SAFMIN = SAFMIN + SAFMIN SAFMAX = ONE / SAFMIN ONEPLS = ONE + ( 4*EPS ) * * Scale A * ANRM = DLANGE( 'M', N, N, A, LDA, WORK ) ANRM1 = ANRM ANRM2 = ONE IF( ANRM.LT.ONE ) THEN IF( SAFMAX*ANRM.LT.ONE ) THEN ANRM1 = SAFMIN ANRM2 = SAFMAX*ANRM END IF END IF * IF( ANRM.GT.ZERO ) THEN CALL DLASCL( 'G', -1, -1, ANRM, ONE, N, N, A, LDA, IINFO ) IF( IINFO.NE.0 ) THEN INFO = N + 10 RETURN END IF END IF * * Scale B * BNRM = DLANGE( 'M', N, N, B, LDB, WORK ) BNRM1 = BNRM BNRM2 = ONE IF( BNRM.LT.ONE ) THEN IF( SAFMAX*BNRM.LT.ONE ) THEN BNRM1 = SAFMIN BNRM2 = SAFMAX*BNRM END IF END IF * IF( BNRM.GT.ZERO ) THEN CALL DLASCL( 'G', -1, -1, BNRM, ONE, N, N, B, LDB, IINFO ) IF( IINFO.NE.0 ) THEN INFO = N + 10 RETURN END IF END IF * * Permute the matrix to make it more nearly triangular * Workspace layout: (8*N words -- "work" requires 6*N words) * left_permutation, right_permutation, work... * ILEFT = 1 IRIGHT = N + 1 IWORK = IRIGHT + N CALL DGGBAL( 'P', N, A, LDA, B, LDB, ILO, IHI, WORK( ILEFT ), $ WORK( IRIGHT ), WORK( IWORK ), IINFO ) IF( IINFO.NE.0 ) THEN INFO = N + 1 GO TO 120 END IF * * Reduce B to triangular form, and initialize VL and/or VR * Workspace layout: ("work..." must have at least N words) * left_permutation, right_permutation, tau, work... * IROWS = IHI + 1 - ILO IF( ILV ) THEN ICOLS = N + 1 - ILO ELSE ICOLS = IROWS END IF ITAU = IWORK IWORK = ITAU + IROWS CALL DGEQRF( IROWS, ICOLS, B( ILO, ILO ), LDB, WORK( ITAU ), $ WORK( IWORK ), LWORK+1-IWORK, IINFO ) IF( IINFO.GE.0 ) $ LWKOPT = MAX( LWKOPT, INT( WORK( IWORK ) )+IWORK-1 ) IF( IINFO.NE.0 ) THEN INFO = N + 2 GO TO 120 END IF * CALL DORMQR( 'L', 'T', IROWS, ICOLS, IROWS, B( ILO, ILO ), LDB, $ WORK( ITAU ), A( ILO, ILO ), LDA, WORK( IWORK ), $ LWORK+1-IWORK, IINFO ) IF( IINFO.GE.0 ) $ LWKOPT = MAX( LWKOPT, INT( WORK( IWORK ) )+IWORK-1 ) IF( IINFO.NE.0 ) THEN INFO = N + 3 GO TO 120 END IF * IF( ILVL ) THEN CALL DLASET( 'Full', N, N, ZERO, ONE, VL, LDVL ) CALL DLACPY( 'L', IROWS-1, IROWS-1, B( ILO+1, ILO ), LDB, $ VL( ILO+1, ILO ), LDVL ) CALL DORGQR( IROWS, IROWS, IROWS, VL( ILO, ILO ), LDVL, $ WORK( ITAU ), WORK( IWORK ), LWORK+1-IWORK, $ IINFO ) IF( IINFO.GE.0 ) $ LWKOPT = MAX( LWKOPT, INT( WORK( IWORK ) )+IWORK-1 ) IF( IINFO.NE.0 ) THEN INFO = N + 4 GO TO 120 END IF END IF * IF( ILVR ) $ CALL DLASET( 'Full', N, N, ZERO, ONE, VR, LDVR ) * * Reduce to generalized Hessenberg form * IF( ILV ) THEN * * Eigenvectors requested -- work on whole matrix. * CALL DGGHRD( JOBVL, JOBVR, N, ILO, IHI, A, LDA, B, LDB, VL, $ LDVL, VR, LDVR, IINFO ) ELSE CALL DGGHRD( 'N', 'N', IROWS, 1, IROWS, A( ILO, ILO ), LDA, $ B( ILO, ILO ), LDB, VL, LDVL, VR, LDVR, IINFO ) END IF IF( IINFO.NE.0 ) THEN INFO = N + 5 GO TO 120 END IF * * Perform QZ algorithm * Workspace layout: ("work..." must have at least 1 word) * left_permutation, right_permutation, work... * IWORK = ITAU IF( ILV ) THEN CHTEMP = 'S' ELSE CHTEMP = 'E' END IF CALL DHGEQZ( CHTEMP, JOBVL, JOBVR, N, ILO, IHI, A, LDA, B, LDB, $ ALPHAR, ALPHAI, BETA, VL, LDVL, VR, LDVR, $ WORK( IWORK ), LWORK+1-IWORK, IINFO ) IF( IINFO.GE.0 ) $ LWKOPT = MAX( LWKOPT, INT( WORK( IWORK ) )+IWORK-1 ) IF( IINFO.NE.0 ) THEN IF( IINFO.GT.0 .AND. IINFO.LE.N ) THEN INFO = IINFO ELSE IF( IINFO.GT.N .AND. IINFO.LE.2*N ) THEN INFO = IINFO - N ELSE INFO = N + 6 END IF GO TO 120 END IF * IF( ILV ) THEN * * Compute Eigenvectors (DTGEVC requires 6*N words of workspace) * IF( ILVL ) THEN IF( ILVR ) THEN CHTEMP = 'B' ELSE CHTEMP = 'L' END IF ELSE CHTEMP = 'R' END IF * CALL DTGEVC( CHTEMP, 'B', LDUMMA, N, A, LDA, B, LDB, VL, LDVL, $ VR, LDVR, N, IN, WORK( IWORK ), IINFO ) IF( IINFO.NE.0 ) THEN INFO = N + 7 GO TO 120 END IF * * Undo balancing on VL and VR, rescale * IF( ILVL ) THEN CALL DGGBAK( 'P', 'L', N, ILO, IHI, WORK( ILEFT ), $ WORK( IRIGHT ), N, VL, LDVL, IINFO ) IF( IINFO.NE.0 ) THEN INFO = N + 8 GO TO 120 END IF DO 50 JC = 1, N IF( ALPHAI( JC ).LT.ZERO ) $ GO TO 50 TEMP = ZERO IF( ALPHAI( JC ).EQ.ZERO ) THEN DO 10 JR = 1, N TEMP = MAX( TEMP, ABS( VL( JR, JC ) ) ) 10 CONTINUE ELSE DO 20 JR = 1, N TEMP = MAX( TEMP, ABS( VL( JR, JC ) )+ $ ABS( VL( JR, JC+1 ) ) ) 20 CONTINUE END IF IF( TEMP.LT.SAFMIN ) $ GO TO 50 TEMP = ONE / TEMP IF( ALPHAI( JC ).EQ.ZERO ) THEN DO 30 JR = 1, N VL( JR, JC ) = VL( JR, JC )*TEMP 30 CONTINUE ELSE DO 40 JR = 1, N VL( JR, JC ) = VL( JR, JC )*TEMP VL( JR, JC+1 ) = VL( JR, JC+1 )*TEMP 40 CONTINUE END IF 50 CONTINUE END IF IF( ILVR ) THEN CALL DGGBAK( 'P', 'R', N, ILO, IHI, WORK( ILEFT ), $ WORK( IRIGHT ), N, VR, LDVR, IINFO ) IF( IINFO.NE.0 ) THEN INFO = N + 9 GO TO 120 END IF DO 100 JC = 1, N IF( ALPHAI( JC ).LT.ZERO ) $ GO TO 100 TEMP = ZERO IF( ALPHAI( JC ).EQ.ZERO ) THEN DO 60 JR = 1, N TEMP = MAX( TEMP, ABS( VR( JR, JC ) ) ) 60 CONTINUE ELSE DO 70 JR = 1, N TEMP = MAX( TEMP, ABS( VR( JR, JC ) )+ $ ABS( VR( JR, JC+1 ) ) ) 70 CONTINUE END IF IF( TEMP.LT.SAFMIN ) $ GO TO 100 TEMP = ONE / TEMP IF( ALPHAI( JC ).EQ.ZERO ) THEN DO 80 JR = 1, N VR( JR, JC ) = VR( JR, JC )*TEMP 80 CONTINUE ELSE DO 90 JR = 1, N VR( JR, JC ) = VR( JR, JC )*TEMP VR( JR, JC+1 ) = VR( JR, JC+1 )*TEMP 90 CONTINUE END IF 100 CONTINUE END IF * * End of eigenvector calculation * END IF * * Undo scaling in alpha, beta * * Note: this does not give the alpha and beta for the unscaled * problem. * * Un-scaling is limited to avoid underflow in alpha and beta * if they are significant. * DO 110 JC = 1, N ABSAR = ABS( ALPHAR( JC ) ) ABSAI = ABS( ALPHAI( JC ) ) ABSB = ABS( BETA( JC ) ) SALFAR = ANRM*ALPHAR( JC ) SALFAI = ANRM*ALPHAI( JC ) SBETA = BNRM*BETA( JC ) ILIMIT = .FALSE. SCALE = ONE * * Check for significant underflow in ALPHAI * IF( ABS( SALFAI ).LT.SAFMIN .AND. ABSAI.GE. $ MAX( SAFMIN, EPS*ABSAR, EPS*ABSB ) ) THEN ILIMIT = .TRUE. SCALE = ( ONEPLS*SAFMIN / ANRM1 ) / $ MAX( ONEPLS*SAFMIN, ANRM2*ABSAI ) * ELSE IF( SALFAI.EQ.ZERO ) THEN * * If insignificant underflow in ALPHAI, then make the * conjugate eigenvalue real. * IF( ALPHAI( JC ).LT.ZERO .AND. JC.GT.1 ) THEN ALPHAI( JC-1 ) = ZERO ELSE IF( ALPHAI( JC ).GT.ZERO .AND. JC.LT.N ) THEN ALPHAI( JC+1 ) = ZERO END IF END IF * * Check for significant underflow in ALPHAR * IF( ABS( SALFAR ).LT.SAFMIN .AND. ABSAR.GE. $ MAX( SAFMIN, EPS*ABSAI, EPS*ABSB ) ) THEN ILIMIT = .TRUE. SCALE = MAX( SCALE, ( ONEPLS*SAFMIN / ANRM1 ) / $ MAX( ONEPLS*SAFMIN, ANRM2*ABSAR ) ) END IF * * Check for significant underflow in BETA * IF( ABS( SBETA ).LT.SAFMIN .AND. ABSB.GE. $ MAX( SAFMIN, EPS*ABSAR, EPS*ABSAI ) ) THEN ILIMIT = .TRUE. SCALE = MAX( SCALE, ( ONEPLS*SAFMIN / BNRM1 ) / $ MAX( ONEPLS*SAFMIN, BNRM2*ABSB ) ) END IF * * Check for possible overflow when limiting scaling * IF( ILIMIT ) THEN TEMP = ( SCALE*SAFMIN )*MAX( ABS( SALFAR ), ABS( SALFAI ), $ ABS( SBETA ) ) IF( TEMP.GT.ONE ) $ SCALE = SCALE / TEMP IF( SCALE.LT.ONE ) $ ILIMIT = .FALSE. END IF * * Recompute un-scaled ALPHAR, ALPHAI, BETA if necessary. * IF( ILIMIT ) THEN SALFAR = ( SCALE*ALPHAR( JC ) )*ANRM SALFAI = ( SCALE*ALPHAI( JC ) )*ANRM SBETA = ( SCALE*BETA( JC ) )*BNRM END IF ALPHAR( JC ) = SALFAR ALPHAI( JC ) = SALFAI BETA( JC ) = SBETA 110 CONTINUE * 120 CONTINUE WORK( 1 ) = LWKOPT * RETURN * * End of DGEGV * END *> \brief \b DGEHD2 reduces a general square matrix to upper Hessenberg form using an unblocked algorithm. * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGEHD2 + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGEHD2( N, ILO, IHI, A, LDA, TAU, WORK, INFO ) * * .. Scalar Arguments .. * INTEGER IHI, ILO, INFO, LDA, N * .. * .. Array Arguments .. * DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGEHD2 reduces a real general matrix A to upper Hessenberg form H by *> an orthogonal similarity transformation: Q**T * A * Q = H . *> \endverbatim * * Arguments: * ========== * *> \param[in] N *> \verbatim *> N is INTEGER *> The order of the matrix A. N >= 0. *> \endverbatim *> *> \param[in] ILO *> \verbatim *> ILO is INTEGER *> \endverbatim *> *> \param[in] IHI *> \verbatim *> IHI is INTEGER *> *> It is assumed that A is already upper triangular in rows *> and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally *> set by a previous call to DGEBAL; otherwise they should be *> set to 1 and N respectively. See Further Details. *> 1 <= ILO <= IHI <= max(1,N). *> \endverbatim *> *> \param[in,out] A *> \verbatim *> A is DOUBLE PRECISION array, dimension (LDA,N) *> On entry, the n by n general matrix to be reduced. *> On exit, the upper triangle and the first subdiagonal of A *> are overwritten with the upper Hessenberg matrix H, and the *> elements below the first subdiagonal, with the array TAU, *> represent the orthogonal matrix Q as a product of elementary *> reflectors. See Further Details. *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,N). *> \endverbatim *> *> \param[out] TAU *> \verbatim *> TAU is DOUBLE PRECISION array, dimension (N-1) *> The scalar factors of the elementary reflectors (see Further *> Details). *> \endverbatim *> *> \param[out] WORK *> \verbatim *> WORK is DOUBLE PRECISION array, dimension (N) *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit. *> < 0: if INFO = -i, the i-th argument had an illegal value. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date December 2016 * *> \ingroup doubleGEcomputational * *> \par Further Details: * ===================== *> *> \verbatim *> *> The matrix Q is represented as a product of (ihi-ilo) elementary *> reflectors *> *> Q = H(ilo) H(ilo+1) . . . H(ihi-1). *> *> Each H(i) has the form *> *> H(i) = I - tau * v * v**T *> *> where tau is a real scalar, and v is a real vector with *> v(1:i) = 0, v(i+1) = 1 and v(ihi+1:n) = 0; v(i+2:ihi) is stored on *> exit in A(i+2:ihi,i), and tau in TAU(i). *> *> The contents of A are illustrated by the following example, with *> n = 7, ilo = 2 and ihi = 6: *> *> on entry, on exit, *> *> ( a a a a a a a ) ( a a h h h h a ) *> ( a a a a a a ) ( a h h h h a ) *> ( a a a a a a ) ( h h h h h h ) *> ( a a a a a a ) ( v2 h h h h h ) *> ( a a a a a a ) ( v2 v3 h h h h ) *> ( a a a a a a ) ( v2 v3 v4 h h h ) *> ( a ) ( a ) *> *> where a denotes an element of the original matrix A, h denotes a *> modified element of the upper Hessenberg matrix H, and vi denotes an *> element of the vector defining H(i). *> \endverbatim *> * ===================================================================== SUBROUTINE DGEHD2( N, ILO, IHI, A, LDA, TAU, WORK, INFO ) * * -- LAPACK computational routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * * .. Scalar Arguments .. INTEGER IHI, ILO, INFO, LDA, N * .. * .. Array Arguments .. DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ONE PARAMETER ( ONE = 1.0D+0 ) * .. * .. Local Scalars .. INTEGER I DOUBLE PRECISION AII * .. * .. External Subroutines .. EXTERNAL DLARF, DLARFG, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC MAX, MIN * .. * .. Executable Statements .. * * Test the input parameters * INFO = 0 IF( N.LT.0 ) THEN INFO = -1 ELSE IF( ILO.LT.1 .OR. ILO.GT.MAX( 1, N ) ) THEN INFO = -2 ELSE IF( IHI.LT.MIN( ILO, N ) .OR. IHI.GT.N ) THEN INFO = -3 ELSE IF( LDA.LT.MAX( 1, N ) ) THEN INFO = -5 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGEHD2', -INFO ) RETURN END IF * DO 10 I = ILO, IHI - 1 * * Compute elementary reflector H(i) to annihilate A(i+2:ihi,i) * CALL DLARFG( IHI-I, A( I+1, I ), A( MIN( I+2, N ), I ), 1, $ TAU( I ) ) AII = A( I+1, I ) A( I+1, I ) = ONE * * Apply H(i) to A(1:ihi,i+1:ihi) from the right * CALL DLARF( 'Right', IHI, IHI-I, A( I+1, I ), 1, TAU( I ), $ A( 1, I+1 ), LDA, WORK ) * * Apply H(i) to A(i+1:ihi,i+1:n) from the left * CALL DLARF( 'Left', IHI-I, N-I, A( I+1, I ), 1, TAU( I ), $ A( I+1, I+1 ), LDA, WORK ) * A( I+1, I ) = AII 10 CONTINUE * RETURN * * End of DGEHD2 * END *> \brief \b DGEHRD * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGEHRD + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGEHRD( N, ILO, IHI, A, LDA, TAU, WORK, LWORK, INFO ) * * .. Scalar Arguments .. * INTEGER IHI, ILO, INFO, LDA, LWORK, N * .. * .. Array Arguments .. * DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGEHRD reduces a real general matrix A to upper Hessenberg form H by *> an orthogonal similarity transformation: Q**T * A * Q = H . *> \endverbatim * * Arguments: * ========== * *> \param[in] N *> \verbatim *> N is INTEGER *> The order of the matrix A. N >= 0. *> \endverbatim *> *> \param[in] ILO *> \verbatim *> ILO is INTEGER *> \endverbatim *> *> \param[in] IHI *> \verbatim *> IHI is INTEGER *> *> It is assumed that A is already upper triangular in rows *> and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally *> set by a previous call to DGEBAL; otherwise they should be *> set to 1 and N respectively. See Further Details. *> 1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0. *> \endverbatim *> *> \param[in,out] A *> \verbatim *> A is DOUBLE PRECISION array, dimension (LDA,N) *> On entry, the N-by-N general matrix to be reduced. *> On exit, the upper triangle and the first subdiagonal of A *> are overwritten with the upper Hessenberg matrix H, and the *> elements below the first subdiagonal, with the array TAU, *> represent the orthogonal matrix Q as a product of elementary *> reflectors. See Further Details. *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,N). *> \endverbatim *> *> \param[out] TAU *> \verbatim *> TAU is DOUBLE PRECISION array, dimension (N-1) *> The scalar factors of the elementary reflectors (see Further *> Details). Elements 1:ILO-1 and IHI:N-1 of TAU are set to *> zero. *> \endverbatim *> *> \param[out] WORK *> \verbatim *> WORK is DOUBLE PRECISION array, dimension (LWORK) *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK. *> \endverbatim *> *> \param[in] LWORK *> \verbatim *> LWORK is INTEGER *> The length of the array WORK. LWORK >= max(1,N). *> For good performance, LWORK should generally be larger. *> *> If LWORK = -1, then a workspace query is assumed; the routine *> only calculates the optimal size of the WORK array, returns *> this value as the first entry of the WORK array, and no error *> message related to LWORK is issued by XERBLA. *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit *> < 0: if INFO = -i, the i-th argument had an illegal value. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date December 2016 * *> \ingroup doubleGEcomputational * *> \par Further Details: * ===================== *> *> \verbatim *> *> The matrix Q is represented as a product of (ihi-ilo) elementary *> reflectors *> *> Q = H(ilo) H(ilo+1) . . . H(ihi-1). *> *> Each H(i) has the form *> *> H(i) = I - tau * v * v**T *> *> where tau is a real scalar, and v is a real vector with *> v(1:i) = 0, v(i+1) = 1 and v(ihi+1:n) = 0; v(i+2:ihi) is stored on *> exit in A(i+2:ihi,i), and tau in TAU(i). *> *> The contents of A are illustrated by the following example, with *> n = 7, ilo = 2 and ihi = 6: *> *> on entry, on exit, *> *> ( a a a a a a a ) ( a a h h h h a ) *> ( a a a a a a ) ( a h h h h a ) *> ( a a a a a a ) ( h h h h h h ) *> ( a a a a a a ) ( v2 h h h h h ) *> ( a a a a a a ) ( v2 v3 h h h h ) *> ( a a a a a a ) ( v2 v3 v4 h h h ) *> ( a ) ( a ) *> *> where a denotes an element of the original matrix A, h denotes a *> modified element of the upper Hessenberg matrix H, and vi denotes an *> element of the vector defining H(i). *> *> This file is a slight modification of LAPACK-3.0's DGEHRD *> subroutine incorporating improvements proposed by Quintana-Orti and *> Van de Geijn (2006). (See DLAHR2.) *> \endverbatim *> * ===================================================================== SUBROUTINE DGEHRD( N, ILO, IHI, A, LDA, TAU, WORK, LWORK, INFO ) * * -- LAPACK computational routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * * .. Scalar Arguments .. INTEGER IHI, ILO, INFO, LDA, LWORK, N * .. * .. Array Arguments .. DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * ) * .. * * ===================================================================== * * .. Parameters .. INTEGER NBMAX, LDT, TSIZE PARAMETER ( NBMAX = 64, LDT = NBMAX+1, $ TSIZE = LDT*NBMAX ) DOUBLE PRECISION ZERO, ONE PARAMETER ( ZERO = 0.0D+0, $ ONE = 1.0D+0 ) * .. * .. Local Scalars .. LOGICAL LQUERY INTEGER I, IB, IINFO, IWT, J, LDWORK, LWKOPT, NB, $ NBMIN, NH, NX DOUBLE PRECISION EI * .. * .. External Subroutines .. EXTERNAL DAXPY, DGEHD2, DGEMM, DLAHR2, DLARFB, DTRMM, $ XERBLA * .. * .. Intrinsic Functions .. INTRINSIC MAX, MIN * .. * .. External Functions .. INTEGER ILAENV EXTERNAL ILAENV * .. * .. Executable Statements .. * * Test the input parameters * INFO = 0 LQUERY = ( LWORK.EQ.-1 ) IF( N.LT.0 ) THEN INFO = -1 ELSE IF( ILO.LT.1 .OR. ILO.GT.MAX( 1, N ) ) THEN INFO = -2 ELSE IF( IHI.LT.MIN( ILO, N ) .OR. IHI.GT.N ) THEN INFO = -3 ELSE IF( LDA.LT.MAX( 1, N ) ) THEN INFO = -5 ELSE IF( LWORK.LT.MAX( 1, N ) .AND. .NOT.LQUERY ) THEN INFO = -8 END IF * IF( INFO.EQ.0 ) THEN * * Compute the workspace requirements * NB = MIN( NBMAX, ILAENV( 1, 'DGEHRD', ' ', N, ILO, IHI, -1 ) ) LWKOPT = N*NB + TSIZE WORK( 1 ) = LWKOPT END IF * IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGEHRD', -INFO ) RETURN ELSE IF( LQUERY ) THEN RETURN END IF * * Set elements 1:ILO-1 and IHI:N-1 of TAU to zero * DO 10 I = 1, ILO - 1 TAU( I ) = ZERO 10 CONTINUE DO 20 I = MAX( 1, IHI ), N - 1 TAU( I ) = ZERO 20 CONTINUE * * Quick return if possible * NH = IHI - ILO + 1 IF( NH.LE.1 ) THEN WORK( 1 ) = 1 RETURN END IF * * Determine the block size * NB = MIN( NBMAX, ILAENV( 1, 'DGEHRD', ' ', N, ILO, IHI, -1 ) ) NBMIN = 2 IF( NB.GT.1 .AND. NB.LT.NH ) THEN * * Determine when to cross over from blocked to unblocked code * (last block is always handled by unblocked code) * NX = MAX( NB, ILAENV( 3, 'DGEHRD', ' ', N, ILO, IHI, -1 ) ) IF( NX.LT.NH ) THEN * * Determine if workspace is large enough for blocked code * IF( LWORK.LT.N*NB+TSIZE ) THEN * * Not enough workspace to use optimal NB: determine the * minimum value of NB, and reduce NB or force use of * unblocked code * NBMIN = MAX( 2, ILAENV( 2, 'DGEHRD', ' ', N, ILO, IHI, $ -1 ) ) IF( LWORK.GE.(N*NBMIN + TSIZE) ) THEN NB = (LWORK-TSIZE) / N ELSE NB = 1 END IF END IF END IF END IF LDWORK = N * IF( NB.LT.NBMIN .OR. NB.GE.NH ) THEN * * Use unblocked code below * I = ILO * ELSE * * Use blocked code * IWT = 1 + N*NB DO 40 I = ILO, IHI - 1 - NX, NB IB = MIN( NB, IHI-I ) * * Reduce columns i:i+ib-1 to Hessenberg form, returning the * matrices V and T of the block reflector H = I - V*T*V**T * which performs the reduction, and also the matrix Y = A*V*T * CALL DLAHR2( IHI, I, IB, A( 1, I ), LDA, TAU( I ), $ WORK( IWT ), LDT, WORK, LDWORK ) * * Apply the block reflector H to A(1:ihi,i+ib:ihi) from the * right, computing A := A - Y * V**T. V(i+ib,ib-1) must be set * to 1 * EI = A( I+IB, I+IB-1 ) A( I+IB, I+IB-1 ) = ONE CALL DGEMM( 'No transpose', 'Transpose', $ IHI, IHI-I-IB+1, $ IB, -ONE, WORK, LDWORK, A( I+IB, I ), LDA, ONE, $ A( 1, I+IB ), LDA ) A( I+IB, I+IB-1 ) = EI * * Apply the block reflector H to A(1:i,i+1:i+ib-1) from the * right * CALL DTRMM( 'Right', 'Lower', 'Transpose', $ 'Unit', I, IB-1, $ ONE, A( I+1, I ), LDA, WORK, LDWORK ) DO 30 J = 0, IB-2 CALL DAXPY( I, -ONE, WORK( LDWORK*J+1 ), 1, $ A( 1, I+J+1 ), 1 ) 30 CONTINUE * * Apply the block reflector H to A(i+1:ihi,i+ib:n) from the * left * CALL DLARFB( 'Left', 'Transpose', 'Forward', $ 'Columnwise', $ IHI-I, N-I-IB+1, IB, A( I+1, I ), LDA, $ WORK( IWT ), LDT, A( I+1, I+IB ), LDA, $ WORK, LDWORK ) 40 CONTINUE END IF * * Use unblocked code to reduce the rest of the matrix * CALL DGEHD2( N, I, IHI, A, LDA, TAU, WORK, IINFO ) WORK( 1 ) = LWKOPT * RETURN * * End of DGEHRD * END *> \brief \b DGEJSV * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGEJSV + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGEJSV( JOBA, JOBU, JOBV, JOBR, JOBT, JOBP, * M, N, A, LDA, SVA, U, LDU, V, LDV, * WORK, LWORK, IWORK, INFO ) * * .. Scalar Arguments .. * IMPLICIT NONE * INTEGER INFO, LDA, LDU, LDV, LWORK, M, N * .. * .. Array Arguments .. * DOUBLE PRECISION A( LDA, * ), SVA( N ), U( LDU, * ), V( LDV, * ), * $ WORK( LWORK ) * INTEGER IWORK( * ) * CHARACTER*1 JOBA, JOBP, JOBR, JOBT, JOBU, JOBV * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGEJSV computes the singular value decomposition (SVD) of a real M-by-N *> matrix [A], where M >= N. The SVD of [A] is written as *> *> [A] = [U] * [SIGMA] * [V]^t, *> *> where [SIGMA] is an N-by-N (M-by-N) matrix which is zero except for its N *> diagonal elements, [U] is an M-by-N (or M-by-M) orthonormal matrix, and *> [V] is an N-by-N orthogonal matrix. The diagonal elements of [SIGMA] are *> the singular values of [A]. The columns of [U] and [V] are the left and *> the right singular vectors of [A], respectively. The matrices [U] and [V] *> are computed and stored in the arrays U and V, respectively. The diagonal *> of [SIGMA] is computed and stored in the array SVA. *> DGEJSV can sometimes compute tiny singular values and their singular vectors much *> more accurately than other SVD routines, see below under Further Details. *> \endverbatim * * Arguments: * ========== * *> \param[in] JOBA *> \verbatim *> JOBA is CHARACTER*1 *> Specifies the level of accuracy: *> = 'C': This option works well (high relative accuracy) if A = B * D, *> with well-conditioned B and arbitrary diagonal matrix D. *> The accuracy cannot be spoiled by COLUMN scaling. The *> accuracy of the computed output depends on the condition of *> B, and the procedure aims at the best theoretical accuracy. *> The relative error max_{i=1:N}|d sigma_i| / sigma_i is *> bounded by f(M,N)*epsilon* cond(B), independent of D. *> The input matrix is preprocessed with the QRF with column *> pivoting. This initial preprocessing and preconditioning by *> a rank revealing QR factorization is common for all values of *> JOBA. Additional actions are specified as follows: *> = 'E': Computation as with 'C' with an additional estimate of the *> condition number of B. It provides a realistic error bound. *> = 'F': If A = D1 * C * D2 with ill-conditioned diagonal scalings *> D1, D2, and well-conditioned matrix C, this option gives *> higher accuracy than the 'C' option. If the structure of the *> input matrix is not known, and relative accuracy is *> desirable, then this option is advisable. The input matrix A *> is preprocessed with QR factorization with FULL (row and *> column) pivoting. *> = 'G' Computation as with 'F' with an additional estimate of the *> condition number of B, where A=D*B. If A has heavily weighted *> rows, then using this condition number gives too pessimistic *> error bound. *> = 'A': Small singular values are the noise and the matrix is treated *> as numerically rank deficient. The error in the computed *> singular values is bounded by f(m,n)*epsilon*||A||. *> The computed SVD A = U * S * V^t restores A up to *> f(m,n)*epsilon*||A||. *> This gives the procedure the licence to discard (set to zero) *> all singular values below N*epsilon*||A||. *> = 'R': Similar as in 'A'. Rank revealing property of the initial *> QR factorization is used do reveal (using triangular factor) *> a gap sigma_{r+1} < epsilon * sigma_r in which case the *> numerical RANK is declared to be r. The SVD is computed with *> absolute error bounds, but more accurately than with 'A'. *> \endverbatim *> *> \param[in] JOBU *> \verbatim *> JOBU is CHARACTER*1 *> Specifies whether to compute the columns of U: *> = 'U': N columns of U are returned in the array U. *> = 'F': full set of M left sing. vectors is returned in the array U. *> = 'W': U may be used as workspace of length M*N. See the description *> of U. *> = 'N': U is not computed. *> \endverbatim *> *> \param[in] JOBV *> \verbatim *> JOBV is CHARACTER*1 *> Specifies whether to compute the matrix V: *> = 'V': N columns of V are returned in the array V; Jacobi rotations *> are not explicitly accumulated. *> = 'J': N columns of V are returned in the array V, but they are *> computed as the product of Jacobi rotations. This option is *> allowed only if JOBU .NE. 'N', i.e. in computing the full SVD. *> = 'W': V may be used as workspace of length N*N. See the description *> of V. *> = 'N': V is not computed. *> \endverbatim *> *> \param[in] JOBR *> \verbatim *> JOBR is CHARACTER*1 *> Specifies the RANGE for the singular values. Issues the licence to *> set to zero small positive singular values if they are outside *> specified range. If A .NE. 0 is scaled so that the largest singular *> value of c*A is around DSQRT(BIG), BIG=SLAMCH('O'), then JOBR issues *> the licence to kill columns of A whose norm in c*A is less than *> DSQRT(SFMIN) (for JOBR.EQ.'R'), or less than SMALL=SFMIN/EPSLN, *> where SFMIN=SLAMCH('S'), EPSLN=SLAMCH('E'). *> = 'N': Do not kill small columns of c*A. This option assumes that *> BLAS and QR factorizations and triangular solvers are *> implemented to work in that range. If the condition of A *> is greater than BIG, use DGESVJ. *> = 'R': RESTRICTED range for sigma(c*A) is [DSQRT(SFMIN), DSQRT(BIG)] *> (roughly, as described above). This option is recommended. *> ~~~~~~~~~~~~~~~~~~~~~~~~~~~ *> For computing the singular values in the FULL range [SFMIN,BIG] *> use DGESVJ. *> \endverbatim *> *> \param[in] JOBT *> \verbatim *> JOBT is CHARACTER*1 *> If the matrix is square then the procedure may determine to use *> transposed A if A^t seems to be better with respect to convergence. *> If the matrix is not square, JOBT is ignored. This is subject to *> changes in the future. *> The decision is based on two values of entropy over the adjoint *> orbit of A^t * A. See the descriptions of WORK(6) and WORK(7). *> = 'T': transpose if entropy test indicates possibly faster *> convergence of Jacobi process if A^t is taken as input. If A is *> replaced with A^t, then the row pivoting is included automatically. *> = 'N': do not speculate. *> This option can be used to compute only the singular values, or the *> full SVD (U, SIGMA and V). For only one set of singular vectors *> (U or V), the caller should provide both U and V, as one of the *> matrices is used as workspace if the matrix A is transposed. *> The implementer can easily remove this constraint and make the *> code more complicated. See the descriptions of U and V. *> \endverbatim *> *> \param[in] JOBP *> \verbatim *> JOBP is CHARACTER*1 *> Issues the licence to introduce structured perturbations to drown *> denormalized numbers. This licence should be active if the *> denormals are poorly implemented, causing slow computation, *> especially in cases of fast convergence (!). For details see [1,2]. *> For the sake of simplicity, this perturbations are included only *> when the full SVD or only the singular values are requested. The *> implementer/user can easily add the perturbation for the cases of *> computing one set of singular vectors. *> = 'P': introduce perturbation *> = 'N': do not perturb *> \endverbatim *> *> \param[in] M *> \verbatim *> M is INTEGER *> The number of rows of the input matrix A. M >= 0. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The number of columns of the input matrix A. M >= N >= 0. *> \endverbatim *> *> \param[in,out] A *> \verbatim *> A is DOUBLE PRECISION array, dimension (LDA,N) *> On entry, the M-by-N matrix A. *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,M). *> \endverbatim *> *> \param[out] SVA *> \verbatim *> SVA is DOUBLE PRECISION array, dimension (N) *> On exit, *> - For WORK(1)/WORK(2) = ONE: The singular values of A. During the *> computation SVA contains Euclidean column norms of the *> iterated matrices in the array A. *> - For WORK(1) .NE. WORK(2): The singular values of A are *> (WORK(1)/WORK(2)) * SVA(1:N). This factored form is used if *> sigma_max(A) overflows or if small singular values have been *> saved from underflow by scaling the input matrix A. *> - If JOBR='R' then some of the singular values may be returned *> as exact zeros obtained by "set to zero" because they are *> below the numerical rank threshold or are denormalized numbers. *> \endverbatim *> *> \param[out] U *> \verbatim *> U is DOUBLE PRECISION array, dimension ( LDU, N ) *> If JOBU = 'U', then U contains on exit the M-by-N matrix of *> the left singular vectors. *> If JOBU = 'F', then U contains on exit the M-by-M matrix of *> the left singular vectors, including an ONB *> of the orthogonal complement of the Range(A). *> If JOBU = 'W' .AND. (JOBV.EQ.'V' .AND. JOBT.EQ.'T' .AND. M.EQ.N), *> then U is used as workspace if the procedure *> replaces A with A^t. In that case, [V] is computed *> in U as left singular vectors of A^t and then *> copied back to the V array. This 'W' option is just *> a reminder to the caller that in this case U is *> reserved as workspace of length N*N. *> If JOBU = 'N' U is not referenced, unless JOBT='T'. *> \endverbatim *> *> \param[in] LDU *> \verbatim *> LDU is INTEGER *> The leading dimension of the array U, LDU >= 1. *> IF JOBU = 'U' or 'F' or 'W', then LDU >= M. *> \endverbatim *> *> \param[out] V *> \verbatim *> V is DOUBLE PRECISION array, dimension ( LDV, N ) *> If JOBV = 'V', 'J' then V contains on exit the N-by-N matrix of *> the right singular vectors; *> If JOBV = 'W', AND (JOBU.EQ.'U' AND JOBT.EQ.'T' AND M.EQ.N), *> then V is used as workspace if the pprocedure *> replaces A with A^t. In that case, [U] is computed *> in V as right singular vectors of A^t and then *> copied back to the U array. This 'W' option is just *> a reminder to the caller that in this case V is *> reserved as workspace of length N*N. *> If JOBV = 'N' V is not referenced, unless JOBT='T'. *> \endverbatim *> *> \param[in] LDV *> \verbatim *> LDV is INTEGER *> The leading dimension of the array V, LDV >= 1. *> If JOBV = 'V' or 'J' or 'W', then LDV >= N. *> \endverbatim *> *> \param[out] WORK *> \verbatim *> WORK is DOUBLE PRECISION array, dimension (LWORK) *> On exit, if N.GT.0 .AND. M.GT.0 (else not referenced), *> WORK(1) = SCALE = WORK(2) / WORK(1) is the scaling factor such *> that SCALE*SVA(1:N) are the computed singular values *> of A. (See the description of SVA().) *> WORK(2) = See the description of WORK(1). *> WORK(3) = SCONDA is an estimate for the condition number of *> column equilibrated A. (If JOBA .EQ. 'E' or 'G') *> SCONDA is an estimate of DSQRT(||(R^t * R)^(-1)||_1). *> It is computed using DPOCON. It holds *> N^(-1/4) * SCONDA <= ||R^(-1)||_2 <= N^(1/4) * SCONDA *> where R is the triangular factor from the QRF of A. *> However, if R is truncated and the numerical rank is *> determined to be strictly smaller than N, SCONDA is *> returned as -1, thus indicating that the smallest *> singular values might be lost. *> *> If full SVD is needed, the following two condition numbers are *> useful for the analysis of the algorithm. They are provied for *> a developer/implementer who is familiar with the details of *> the method. *> *> WORK(4) = an estimate of the scaled condition number of the *> triangular factor in the first QR factorization. *> WORK(5) = an estimate of the scaled condition number of the *> triangular factor in the second QR factorization. *> The following two parameters are computed if JOBT .EQ. 'T'. *> They are provided for a developer/implementer who is familiar *> with the details of the method. *> *> WORK(6) = the entropy of A^t*A :: this is the Shannon entropy *> of diag(A^t*A) / Trace(A^t*A) taken as point in the *> probability simplex. *> WORK(7) = the entropy of A*A^t. *> \endverbatim *> *> \param[in] LWORK *> \verbatim *> LWORK is INTEGER *> Length of WORK to confirm proper allocation of work space. *> LWORK depends on the job: *> *> If only SIGMA is needed ( JOBU.EQ.'N', JOBV.EQ.'N' ) and *> -> .. no scaled condition estimate required (JOBE.EQ.'N'): *> LWORK >= max(2*M+N,4*N+1,7). This is the minimal requirement. *> ->> For optimal performance (blocked code) the optimal value *> is LWORK >= max(2*M+N,3*N+(N+1)*NB,7). Here NB is the optimal *> block size for DGEQP3 and DGEQRF. *> In general, optimal LWORK is computed as *> LWORK >= max(2*M+N,N+LWORK(DGEQP3),N+LWORK(DGEQRF), 7). *> -> .. an estimate of the scaled condition number of A is *> required (JOBA='E', 'G'). In this case, LWORK is the maximum *> of the above and N*N+4*N, i.e. LWORK >= max(2*M+N,N*N+4*N,7). *> ->> For optimal performance (blocked code) the optimal value *> is LWORK >= max(2*M+N,3*N+(N+1)*NB, N*N+4*N, 7). *> In general, the optimal length LWORK is computed as *> LWORK >= max(2*M+N,N+LWORK(DGEQP3),N+LWORK(DGEQRF), *> N+N*N+LWORK(DPOCON),7). *> *> If SIGMA and the right singular vectors are needed (JOBV.EQ.'V'), *> -> the minimal requirement is LWORK >= max(2*M+N,4*N+1,7). *> -> For optimal performance, LWORK >= max(2*M+N,3*N+(N+1)*NB,7), *> where NB is the optimal block size for DGEQP3, DGEQRF, DGELQF, *> DORMLQ. In general, the optimal length LWORK is computed as *> LWORK >= max(2*M+N,N+LWORK(DGEQP3), N+LWORK(DPOCON), *> N+LWORK(DGELQF), 2*N+LWORK(DGEQRF), N+LWORK(DORMLQ)). *> *> If SIGMA and the left singular vectors are needed *> -> the minimal requirement is LWORK >= max(2*M+N,4*N+1,7). *> -> For optimal performance: *> if JOBU.EQ.'U' :: LWORK >= max(2*M+N,3*N+(N+1)*NB,7), *> if JOBU.EQ.'F' :: LWORK >= max(2*M+N,3*N+(N+1)*NB,N+M*NB,7), *> where NB is the optimal block size for DGEQP3, DGEQRF, DORMQR. *> In general, the optimal length LWORK is computed as *> LWORK >= max(2*M+N,N+LWORK(DGEQP3),N+LWORK(DPOCON), *> 2*N+LWORK(DGEQRF), N+LWORK(DORMQR)). *> Here LWORK(DORMQR) equals N*NB (for JOBU.EQ.'U') or *> M*NB (for JOBU.EQ.'F'). *> *> If the full SVD is needed: (JOBU.EQ.'U' or JOBU.EQ.'F') and *> -> if JOBV.EQ.'V' *> the minimal requirement is LWORK >= max(2*M+N,6*N+2*N*N). *> -> if JOBV.EQ.'J' the minimal requirement is *> LWORK >= max(2*M+N, 4*N+N*N,2*N+N*N+6). *> -> For optimal performance, LWORK should be additionally *> larger than N+M*NB, where NB is the optimal block size *> for DORMQR. *> \endverbatim *> *> \param[out] IWORK *> \verbatim *> IWORK is INTEGER array, dimension (M+3*N). *> On exit, *> IWORK(1) = the numerical rank determined after the initial *> QR factorization with pivoting. See the descriptions *> of JOBA and JOBR. *> IWORK(2) = the number of the computed nonzero singular values *> IWORK(3) = if nonzero, a warning message: *> If IWORK(3).EQ.1 then some of the column norms of A *> were denormalized floats. The requested high accuracy *> is not warranted by the data. *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> < 0 : if INFO = -i, then the i-th argument had an illegal value. *> = 0 : successful exit; *> > 0 : DGEJSV did not converge in the maximal allowed number *> of sweeps. The computed values may be inaccurate. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date June 2016 * *> \ingroup doubleGEsing * *> \par Further Details: * ===================== *> *> \verbatim *> *> DGEJSV implements a preconditioned Jacobi SVD algorithm. It uses DGEQP3, *> DGEQRF, and DGELQF as preprocessors and preconditioners. Optionally, an *> additional row pivoting can be used as a preprocessor, which in some *> cases results in much higher accuracy. An example is matrix A with the *> structure A = D1 * C * D2, where D1, D2 are arbitrarily ill-conditioned *> diagonal matrices and C is well-conditioned matrix. In that case, complete *> pivoting in the first QR factorizations provides accuracy dependent on the *> condition number of C, and independent of D1, D2. Such higher accuracy is *> not completely understood theoretically, but it works well in practice. *> Further, if A can be written as A = B*D, with well-conditioned B and some *> diagonal D, then the high accuracy is guaranteed, both theoretically and *> in software, independent of D. For more details see [1], [2]. *> The computational range for the singular values can be the full range *> ( UNDERFLOW,OVERFLOW ), provided that the machine arithmetic and the BLAS *> & LAPACK routines called by DGEJSV are implemented to work in that range. *> If that is not the case, then the restriction for safe computation with *> the singular values in the range of normalized IEEE numbers is that the *> spectral condition number kappa(A)=sigma_max(A)/sigma_min(A) does not *> overflow. This code (DGEJSV) is best used in this restricted range, *> meaning that singular values of magnitude below ||A||_2 / DLAMCH('O') are *> returned as zeros. See JOBR for details on this. *> Further, this implementation is somewhat slower than the one described *> in [1,2] due to replacement of some non-LAPACK components, and because *> the choice of some tuning parameters in the iterative part (DGESVJ) is *> left to the implementer on a particular machine. *> The rank revealing QR factorization (in this code: DGEQP3) should be *> implemented as in [3]. We have a new version of DGEQP3 under development *> that is more robust than the current one in LAPACK, with a cleaner cut in *> rank deficient cases. It will be available in the SIGMA library [4]. *> If M is much larger than N, it is obvious that the initial QRF with *> column pivoting can be preprocessed by the QRF without pivoting. That *> well known trick is not used in DGEJSV because in some cases heavy row *> weighting can be treated with complete pivoting. The overhead in cases *> M much larger than N is then only due to pivoting, but the benefits in *> terms of accuracy have prevailed. The implementer/user can incorporate *> this extra QRF step easily. The implementer can also improve data movement *> (matrix transpose, matrix copy, matrix transposed copy) - this *> implementation of DGEJSV uses only the simplest, naive data movement. *> \endverbatim * *> \par Contributors: * ================== *> *> Zlatko Drmac (Zagreb, Croatia) and Kresimir Veselic (Hagen, Germany) * *> \par References: * ================ *> *> \verbatim *> *> [1] Z. Drmac and K. Veselic: New fast and accurate Jacobi SVD algorithm I. *> SIAM J. Matrix Anal. Appl. Vol. 35, No. 2 (2008), pp. 1322-1342. *> LAPACK Working note 169. *> [2] Z. Drmac and K. Veselic: New fast and accurate Jacobi SVD algorithm II. *> SIAM J. Matrix Anal. Appl. Vol. 35, No. 2 (2008), pp. 1343-1362. *> LAPACK Working note 170. *> [3] Z. Drmac and Z. Bujanovic: On the failure of rank-revealing QR *> factorization software - a case study. *> ACM Trans. Math. Softw. Vol. 35, No 2 (2008), pp. 1-28. *> LAPACK Working note 176. *> [4] Z. Drmac: SIGMA - mathematical software library for accurate SVD, PSV, *> QSVD, (H,K)-SVD computations. *> Department of Mathematics, University of Zagreb, 2008. *> \endverbatim * *> \par Bugs, examples and comments: * ================================= *> *> Please report all bugs and send interesting examples and/or comments to *> drmac@math.hr. Thank you. *> * ===================================================================== SUBROUTINE DGEJSV( JOBA, JOBU, JOBV, JOBR, JOBT, JOBP, $ M, N, A, LDA, SVA, U, LDU, V, LDV, $ WORK, LWORK, IWORK, INFO ) * * -- LAPACK computational routine (version 3.7.1) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * June 2016 * * .. Scalar Arguments .. IMPLICIT NONE INTEGER INFO, LDA, LDU, LDV, LWORK, M, N * .. * .. Array Arguments .. DOUBLE PRECISION A( LDA, * ), SVA( N ), U( LDU, * ), V( LDV, * ), $ WORK( LWORK ) INTEGER IWORK( * ) CHARACTER*1 JOBA, JOBP, JOBR, JOBT, JOBU, JOBV * .. * * =========================================================================== * * .. Local Parameters .. DOUBLE PRECISION ZERO, ONE PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 ) * .. * .. Local Scalars .. DOUBLE PRECISION AAPP, AAQQ, AATMAX, AATMIN, BIG, BIG1, COND_OK, $ CONDR1, CONDR2, ENTRA, ENTRAT, EPSLN, MAXPRJ, SCALEM, $ SCONDA, SFMIN, SMALL, TEMP1, USCAL1, USCAL2, XSC INTEGER IERR, N1, NR, NUMRANK, p, q, WARNING LOGICAL ALMORT, DEFR, ERREST, GOSCAL, JRACC, KILL, LSVEC, $ L2ABER, L2KILL, L2PERT, L2RANK, L2TRAN, $ NOSCAL, ROWPIV, RSVEC, TRANSP * .. * .. Intrinsic Functions .. INTRINSIC DABS, DLOG, MAX, MIN, DBLE, IDNINT, DSIGN, DSQRT * .. * .. External Functions .. DOUBLE PRECISION DLAMCH, DNRM2 INTEGER IDAMAX LOGICAL LSAME EXTERNAL IDAMAX, LSAME, DLAMCH, DNRM2 * .. * .. External Subroutines .. EXTERNAL DCOPY, DGELQF, DGEQP3, DGEQRF, DLACPY, DLASCL, $ DLASET, DLASSQ, DLASWP, DORGQR, DORMLQ, $ DORMQR, DPOCON, DSCAL, DSWAP, DTRSM, XERBLA * EXTERNAL DGESVJ * .. * * Test the input arguments * LSVEC = LSAME( JOBU, 'U' ) .OR. LSAME( JOBU, 'F' ) JRACC = LSAME( JOBV, 'J' ) RSVEC = LSAME( JOBV, 'V' ) .OR. JRACC ROWPIV = LSAME( JOBA, 'F' ) .OR. LSAME( JOBA, 'G' ) L2RANK = LSAME( JOBA, 'R' ) L2ABER = LSAME( JOBA, 'A' ) ERREST = LSAME( JOBA, 'E' ) .OR. LSAME( JOBA, 'G' ) L2TRAN = LSAME( JOBT, 'T' ) L2KILL = LSAME( JOBR, 'R' ) DEFR = LSAME( JOBR, 'N' ) L2PERT = LSAME( JOBP, 'P' ) * IF ( .NOT.(ROWPIV .OR. L2RANK .OR. L2ABER .OR. $ ERREST .OR. LSAME( JOBA, 'C' ) )) THEN INFO = - 1 ELSE IF ( .NOT.( LSVEC .OR. LSAME( JOBU, 'N' ) .OR. $ LSAME( JOBU, 'W' )) ) THEN INFO = - 2 ELSE IF ( .NOT.( RSVEC .OR. LSAME( JOBV, 'N' ) .OR. $ LSAME( JOBV, 'W' )) .OR. ( JRACC .AND. (.NOT.LSVEC) ) ) THEN INFO = - 3 ELSE IF ( .NOT. ( L2KILL .OR. DEFR ) ) THEN INFO = - 4 ELSE IF ( .NOT. ( L2TRAN .OR. LSAME( JOBT, 'N' ) ) ) THEN INFO = - 5 ELSE IF ( .NOT. ( L2PERT .OR. LSAME( JOBP, 'N' ) ) ) THEN INFO = - 6 ELSE IF ( M .LT. 0 ) THEN INFO = - 7 ELSE IF ( ( N .LT. 0 ) .OR. ( N .GT. M ) ) THEN INFO = - 8 ELSE IF ( LDA .LT. M ) THEN INFO = - 10 ELSE IF ( LSVEC .AND. ( LDU .LT. M ) ) THEN INFO = - 13 ELSE IF ( RSVEC .AND. ( LDV .LT. N ) ) THEN INFO = - 15 ELSE IF ( (.NOT.(LSVEC .OR. RSVEC .OR. ERREST).AND. & (LWORK .LT. MAX(7,4*N+1,2*M+N))) .OR. & (.NOT.(LSVEC .OR. RSVEC) .AND. ERREST .AND. & (LWORK .LT. MAX(7,4*N+N*N,2*M+N))) .OR. & (LSVEC .AND. (.NOT.RSVEC) .AND. (LWORK .LT. MAX(7,2*M+N,4*N+1))) & .OR. & (RSVEC .AND. (.NOT.LSVEC) .AND. (LWORK .LT. MAX(7,2*M+N,4*N+1))) & .OR. & (LSVEC .AND. RSVEC .AND. (.NOT.JRACC) .AND. & (LWORK.LT.MAX(2*M+N,6*N+2*N*N))) & .OR. (LSVEC .AND. RSVEC .AND. JRACC .AND. & LWORK.LT.MAX(2*M+N,4*N+N*N,2*N+N*N+6))) & THEN INFO = - 17 ELSE * #:) INFO = 0 END IF * IF ( INFO .NE. 0 ) THEN * #:( CALL XERBLA( 'DGEJSV', - INFO ) RETURN END IF * * Quick return for void matrix (Y3K safe) * #:) IF ( ( M .EQ. 0 ) .OR. ( N .EQ. 0 ) ) THEN IWORK(1:3) = 0 WORK(1:7) = 0 RETURN ENDIF * * Determine whether the matrix U should be M x N or M x M * IF ( LSVEC ) THEN N1 = N IF ( LSAME( JOBU, 'F' ) ) N1 = M END IF * * Set numerical parameters * *! NOTE: Make sure DLAMCH() does not fail on the target architecture. * EPSLN = DLAMCH('Epsilon') SFMIN = DLAMCH('SafeMinimum') SMALL = SFMIN / EPSLN BIG = DLAMCH('O') * BIG = ONE / SFMIN * * Initialize SVA(1:N) = diag( ||A e_i||_2 )_1^N * *(!) If necessary, scale SVA() to protect the largest norm from * overflow. It is possible that this scaling pushes the smallest * column norm left from the underflow threshold (extreme case). * SCALEM = ONE / DSQRT(DBLE(M)*DBLE(N)) NOSCAL = .TRUE. GOSCAL = .TRUE. DO 1874 p = 1, N AAPP = ZERO AAQQ = ONE CALL DLASSQ( M, A(1,p), 1, AAPP, AAQQ ) IF ( AAPP .GT. BIG ) THEN INFO = - 9 CALL XERBLA( 'DGEJSV', -INFO ) RETURN END IF AAQQ = DSQRT(AAQQ) IF ( ( AAPP .LT. (BIG / AAQQ) ) .AND. NOSCAL ) THEN SVA(p) = AAPP * AAQQ ELSE NOSCAL = .FALSE. SVA(p) = AAPP * ( AAQQ * SCALEM ) IF ( GOSCAL ) THEN GOSCAL = .FALSE. CALL DSCAL( p-1, SCALEM, SVA, 1 ) END IF END IF 1874 CONTINUE * IF ( NOSCAL ) SCALEM = ONE * AAPP = ZERO AAQQ = BIG DO 4781 p = 1, N AAPP = MAX( AAPP, SVA(p) ) IF ( SVA(p) .NE. ZERO ) AAQQ = MIN( AAQQ, SVA(p) ) 4781 CONTINUE * * Quick return for zero M x N matrix * #:) IF ( AAPP .EQ. ZERO ) THEN IF ( LSVEC ) CALL DLASET( 'G', M, N1, ZERO, ONE, U, LDU ) IF ( RSVEC ) CALL DLASET( 'G', N, N, ZERO, ONE, V, LDV ) WORK(1) = ONE WORK(2) = ONE IF ( ERREST ) WORK(3) = ONE IF ( LSVEC .AND. RSVEC ) THEN WORK(4) = ONE WORK(5) = ONE END IF IF ( L2TRAN ) THEN WORK(6) = ZERO WORK(7) = ZERO END IF IWORK(1) = 0 IWORK(2) = 0 IWORK(3) = 0 RETURN END IF * * Issue warning if denormalized column norms detected. Override the * high relative accuracy request. Issue licence to kill columns * (set them to zero) whose norm is less than sigma_max / BIG (roughly). * #:( WARNING = 0 IF ( AAQQ .LE. SFMIN ) THEN L2RANK = .TRUE. L2KILL = .TRUE. WARNING = 1 END IF * * Quick return for one-column matrix * #:) IF ( N .EQ. 1 ) THEN * IF ( LSVEC ) THEN CALL DLASCL( 'G',0,0,SVA(1),SCALEM, M,1,A(1,1),LDA,IERR ) CALL DLACPY( 'A', M, 1, A, LDA, U, LDU ) * computing all M left singular vectors of the M x 1 matrix IF ( N1 .NE. N ) THEN CALL DGEQRF( M, N, U,LDU, WORK, WORK(N+1),LWORK-N,IERR ) CALL DORGQR( M,N1,1, U,LDU,WORK,WORK(N+1),LWORK-N,IERR ) CALL DCOPY( M, A(1,1), 1, U(1,1), 1 ) END IF END IF IF ( RSVEC ) THEN V(1,1) = ONE END IF IF ( SVA(1) .LT. (BIG*SCALEM) ) THEN SVA(1) = SVA(1) / SCALEM SCALEM = ONE END IF WORK(1) = ONE / SCALEM WORK(2) = ONE IF ( SVA(1) .NE. ZERO ) THEN IWORK(1) = 1 IF ( ( SVA(1) / SCALEM) .GE. SFMIN ) THEN IWORK(2) = 1 ELSE IWORK(2) = 0 END IF ELSE IWORK(1) = 0 IWORK(2) = 0 END IF IWORK(3) = 0 IF ( ERREST ) WORK(3) = ONE IF ( LSVEC .AND. RSVEC ) THEN WORK(4) = ONE WORK(5) = ONE END IF IF ( L2TRAN ) THEN WORK(6) = ZERO WORK(7) = ZERO END IF RETURN * END IF * TRANSP = .FALSE. L2TRAN = L2TRAN .AND. ( M .EQ. N ) * AATMAX = -ONE AATMIN = BIG IF ( ROWPIV .OR. L2TRAN ) THEN * * Compute the row norms, needed to determine row pivoting sequence * (in the case of heavily row weighted A, row pivoting is strongly * advised) and to collect information needed to compare the * structures of A * A^t and A^t * A (in the case L2TRAN.EQ..TRUE.). * IF ( L2TRAN ) THEN DO 1950 p = 1, M XSC = ZERO TEMP1 = ONE CALL DLASSQ( N, A(p,1), LDA, XSC, TEMP1 ) * DLASSQ gets both the ell_2 and the ell_infinity norm * in one pass through the vector WORK(M+N+p) = XSC * SCALEM WORK(N+p) = XSC * (SCALEM*DSQRT(TEMP1)) AATMAX = MAX( AATMAX, WORK(N+p) ) IF (WORK(N+p) .NE. ZERO) AATMIN = MIN(AATMIN,WORK(N+p)) 1950 CONTINUE ELSE DO 1904 p = 1, M WORK(M+N+p) = SCALEM*DABS( A(p,IDAMAX(N,A(p,1),LDA)) ) AATMAX = MAX( AATMAX, WORK(M+N+p) ) AATMIN = MIN( AATMIN, WORK(M+N+p) ) 1904 CONTINUE END IF * END IF * * For square matrix A try to determine whether A^t would be better * input for the preconditioned Jacobi SVD, with faster convergence. * The decision is based on an O(N) function of the vector of column * and row norms of A, based on the Shannon entropy. This should give * the right choice in most cases when the difference actually matters. * It may fail and pick the slower converging side. * ENTRA = ZERO ENTRAT = ZERO IF ( L2TRAN ) THEN * XSC = ZERO TEMP1 = ONE CALL DLASSQ( N, SVA, 1, XSC, TEMP1 ) TEMP1 = ONE / TEMP1 * ENTRA = ZERO DO 1113 p = 1, N BIG1 = ( ( SVA(p) / XSC )**2 ) * TEMP1 IF ( BIG1 .NE. ZERO ) ENTRA = ENTRA + BIG1 * DLOG(BIG1) 1113 CONTINUE ENTRA = - ENTRA / DLOG(DBLE(N)) * * Now, SVA().^2/Trace(A^t * A) is a point in the probability simplex. * It is derived from the diagonal of A^t * A. Do the same with the * diagonal of A * A^t, compute the entropy of the corresponding * probability distribution. Note that A * A^t and A^t * A have the * same trace. * ENTRAT = ZERO DO 1114 p = N+1, N+M BIG1 = ( ( WORK(p) / XSC )**2 ) * TEMP1 IF ( BIG1 .NE. ZERO ) ENTRAT = ENTRAT + BIG1 * DLOG(BIG1) 1114 CONTINUE ENTRAT = - ENTRAT / DLOG(DBLE(M)) * * Analyze the entropies and decide A or A^t. Smaller entropy * usually means better input for the algorithm. * TRANSP = ( ENTRAT .LT. ENTRA ) * * If A^t is better than A, transpose A. * IF ( TRANSP ) THEN * In an optimal implementation, this trivial transpose * should be replaced with faster transpose. DO 1115 p = 1, N - 1 DO 1116 q = p + 1, N TEMP1 = A(q,p) A(q,p) = A(p,q) A(p,q) = TEMP1 1116 CONTINUE 1115 CONTINUE DO 1117 p = 1, N WORK(M+N+p) = SVA(p) SVA(p) = WORK(N+p) 1117 CONTINUE TEMP1 = AAPP AAPP = AATMAX AATMAX = TEMP1 TEMP1 = AAQQ AAQQ = AATMIN AATMIN = TEMP1 KILL = LSVEC LSVEC = RSVEC RSVEC = KILL IF ( LSVEC ) N1 = N * ROWPIV = .TRUE. END IF * END IF * END IF L2TRAN * * Scale the matrix so that its maximal singular value remains less * than DSQRT(BIG) -- the matrix is scaled so that its maximal column * has Euclidean norm equal to DSQRT(BIG/N). The only reason to keep * DSQRT(BIG) instead of BIG is the fact that DGEJSV uses LAPACK and * BLAS routines that, in some implementations, are not capable of * working in the full interval [SFMIN,BIG] and that they may provoke * overflows in the intermediate results. If the singular values spread * from SFMIN to BIG, then DGESVJ will compute them. So, in that case, * one should use DGESVJ instead of DGEJSV. * BIG1 = DSQRT( BIG ) TEMP1 = DSQRT( BIG / DBLE(N) ) * CALL DLASCL( 'G', 0, 0, AAPP, TEMP1, N, 1, SVA, N, IERR ) IF ( AAQQ .GT. (AAPP * SFMIN) ) THEN AAQQ = ( AAQQ / AAPP ) * TEMP1 ELSE AAQQ = ( AAQQ * TEMP1 ) / AAPP END IF TEMP1 = TEMP1 * SCALEM CALL DLASCL( 'G', 0, 0, AAPP, TEMP1, M, N, A, LDA, IERR ) * * To undo scaling at the end of this procedure, multiply the * computed singular values with USCAL2 / USCAL1. * USCAL1 = TEMP1 USCAL2 = AAPP * IF ( L2KILL ) THEN * L2KILL enforces computation of nonzero singular values in * the restricted range of condition number of the initial A, * sigma_max(A) / sigma_min(A) approx. DSQRT(BIG)/DSQRT(SFMIN). XSC = DSQRT( SFMIN ) ELSE XSC = SMALL * * Now, if the condition number of A is too big, * sigma_max(A) / sigma_min(A) .GT. DSQRT(BIG/N) * EPSLN / SFMIN, * as a precaution measure, the full SVD is computed using DGESVJ * with accumulated Jacobi rotations. This provides numerically * more robust computation, at the cost of slightly increased run * time. Depending on the concrete implementation of BLAS and LAPACK * (i.e. how they behave in presence of extreme ill-conditioning) the * implementor may decide to remove this switch. IF ( ( AAQQ.LT.DSQRT(SFMIN) ) .AND. LSVEC .AND. RSVEC ) THEN JRACC = .TRUE. END IF * END IF IF ( AAQQ .LT. XSC ) THEN DO 700 p = 1, N IF ( SVA(p) .LT. XSC ) THEN CALL DLASET( 'A', M, 1, ZERO, ZERO, A(1,p), LDA ) SVA(p) = ZERO END IF 700 CONTINUE END IF * * Preconditioning using QR factorization with pivoting * IF ( ROWPIV ) THEN * Optional row permutation (Bjoerck row pivoting): * A result by Cox and Higham shows that the Bjoerck's * row pivoting combined with standard column pivoting * has similar effect as Powell-Reid complete pivoting. * The ell-infinity norms of A are made nonincreasing. DO 1952 p = 1, M - 1 q = IDAMAX( M-p+1, WORK(M+N+p), 1 ) + p - 1 IWORK(2*N+p) = q IF ( p .NE. q ) THEN TEMP1 = WORK(M+N+p) WORK(M+N+p) = WORK(M+N+q) WORK(M+N+q) = TEMP1 END IF 1952 CONTINUE CALL DLASWP( N, A, LDA, 1, M-1, IWORK(2*N+1), 1 ) END IF * * End of the preparation phase (scaling, optional sorting and * transposing, optional flushing of small columns). * * Preconditioning * * If the full SVD is needed, the right singular vectors are computed * from a matrix equation, and for that we need theoretical analysis * of the Businger-Golub pivoting. So we use DGEQP3 as the first RR QRF. * In all other cases the first RR QRF can be chosen by other criteria * (eg speed by replacing global with restricted window pivoting, such * as in SGEQPX from TOMS # 782). Good results will be obtained using * SGEQPX with properly (!) chosen numerical parameters. * Any improvement of DGEQP3 improves overal performance of DGEJSV. * * A * P1 = Q1 * [ R1^t 0]^t: 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 ) * * The upper triangular matrix R1 from the first QRF is inspected for * rank deficiency and possibilities for deflation, or possible * ill-conditioning. Depending on the user specified flag L2RANK, * the procedure explores possibilities to reduce the numerical * rank by inspecting the computed upper triangular factor. If * L2RANK or L2ABER are up, then DGEJSV will compute the SVD of * A + dA, where ||dA|| <= f(M,N)*EPSLN. * NR = 1 IF ( L2ABER ) THEN * Standard absolute error bound suffices. All sigma_i with * sigma_i < N*EPSLN*||A|| are flushed to zero. This is an * agressive enforcement of lower numerical rank by introducing a * backward error of the order of N*EPSLN*||A||. TEMP1 = DSQRT(DBLE(N))*EPSLN DO 3001 p = 2, N IF ( DABS(A(p,p)) .GE. (TEMP1*DABS(A(1,1))) ) THEN NR = NR + 1 ELSE GO TO 3002 END IF 3001 CONTINUE 3002 CONTINUE ELSE IF ( L2RANK ) THEN * .. similarly as above, only slightly more gentle (less agressive). * Sudden drop on the diagonal of R1 is used as the criterion for * close-to-rank-deficient. TEMP1 = DSQRT(SFMIN) DO 3401 p = 2, N IF ( ( DABS(A(p,p)) .LT. (EPSLN*DABS(A(p-1,p-1))) ) .OR. $ ( DABS(A(p,p)) .LT. SMALL ) .OR. $ ( L2KILL .AND. (DABS(A(p,p)) .LT. TEMP1) ) ) GO TO 3402 NR = NR + 1 3401 CONTINUE 3402 CONTINUE * ELSE * The goal is high relative accuracy. However, if the matrix * has high scaled condition number the relative accuracy is in * general not feasible. Later on, a condition number estimator * will be deployed to estimate the scaled condition number. * Here we just remove the underflowed part of the triangular * factor. This prevents the situation in which the code is * working hard to get the accuracy not warranted by the data. TEMP1 = DSQRT(SFMIN) DO 3301 p = 2, N IF ( ( DABS(A(p,p)) .LT. SMALL ) .OR. $ ( L2KILL .AND. (DABS(A(p,p)) .LT. TEMP1) ) ) GO TO 3302 NR = NR + 1 3301 CONTINUE 3302 CONTINUE * END IF * ALMORT = .FALSE. IF ( NR .EQ. N ) THEN MAXPRJ = ONE DO 3051 p = 2, N TEMP1 = DABS(A(p,p)) / SVA(IWORK(p)) MAXPRJ = MIN( MAXPRJ, TEMP1 ) 3051 CONTINUE IF ( MAXPRJ**2 .GE. ONE - DBLE(N)*EPSLN ) ALMORT = .TRUE. END IF * * SCONDA = - ONE CONDR1 = - ONE CONDR2 = - ONE * IF ( ERREST ) THEN IF ( N .EQ. NR ) THEN IF ( RSVEC ) THEN * .. V is available as workspace CALL DLACPY( 'U', N, N, A, LDA, V, LDV ) DO 3053 p = 1, N TEMP1 = SVA(IWORK(p)) CALL DSCAL( p, ONE/TEMP1, V(1,p), 1 ) 3053 CONTINUE CALL DPOCON( 'U', N, V, LDV, ONE, TEMP1, $ WORK(N+1), IWORK(2*N+M+1), IERR ) ELSE IF ( LSVEC ) THEN * .. U is available as workspace CALL DLACPY( 'U', N, N, A, LDA, U, LDU ) DO 3054 p = 1, N TEMP1 = SVA(IWORK(p)) CALL DSCAL( p, ONE/TEMP1, U(1,p), 1 ) 3054 CONTINUE CALL DPOCON( 'U', N, U, LDU, ONE, TEMP1, $ WORK(N+1), IWORK(2*N+M+1), IERR ) ELSE CALL DLACPY( 'U', N, N, A, LDA, WORK(N+1), N ) DO 3052 p = 1, N TEMP1 = SVA(IWORK(p)) CALL DSCAL( p, ONE/TEMP1, WORK(N+(p-1)*N+1), 1 ) 3052 CONTINUE * .. the columns of R are scaled to have unit Euclidean lengths. CALL DPOCON( 'U', N, WORK(N+1), N, ONE, TEMP1, $ WORK(N+N*N+1), IWORK(2*N+M+1), IERR ) END IF SCONDA = ONE / DSQRT(TEMP1) * SCONDA is an estimate of DSQRT(||(R^t * R)^(-1)||_1). * N^(-1/4) * SCONDA <= ||R^(-1)||_2 <= N^(1/4) * SCONDA ELSE SCONDA = - ONE END IF END IF * L2PERT = L2PERT .AND. ( DABS( A(1,1)/A(NR,NR) ) .GT. DSQRT(BIG1) ) * If there is no violent scaling, artificial perturbation is not needed. * * Phase 3: * IF ( .NOT. ( RSVEC .OR. LSVEC ) ) THEN * * Singular Values only * * .. transpose A(1:NR,1:N) DO 1946 p = 1, MIN( N-1, NR ) CALL DCOPY( N-p, A(p,p+1), LDA, A(p+1,p), 1 ) 1946 CONTINUE * * The following two DO-loops introduce small relative perturbation * into the strict upper triangle of the lower triangular matrix. * Small entries below the main diagonal are also changed. * This modification is useful if the computing environment does not * provide/allow FLUSH TO ZERO underflow, for it prevents many * annoying denormalized numbers in case of strongly scaled matrices. * The perturbation is structured so that it does not introduce any * new perturbation of the singular values, and it does not destroy * the job done by the preconditioner. * The licence for this perturbation is in the variable L2PERT, which * should be .FALSE. if FLUSH TO ZERO underflow is active. * IF ( .NOT. ALMORT ) THEN * IF ( L2PERT ) THEN * XSC = DSQRT(SMALL) XSC = EPSLN / DBLE(N) DO 4947 q = 1, NR TEMP1 = XSC*DABS(A(q,q)) DO 4949 p = 1, N IF ( ( (p.GT.q) .AND. (DABS(A(p,q)).LE.TEMP1) ) $ .OR. ( p .LT. q ) ) $ A(p,q) = DSIGN( TEMP1, A(p,q) ) 4949 CONTINUE 4947 CONTINUE ELSE CALL DLASET( 'U', NR-1,NR-1, ZERO,ZERO, A(1,2),LDA ) END IF * * .. second preconditioning using the QR factorization * CALL DGEQRF( N,NR, A,LDA, WORK, WORK(N+1),LWORK-N, IERR ) * * .. and transpose upper to lower triangular DO 1948 p = 1, NR - 1 CALL DCOPY( NR-p, A(p,p+1), LDA, A(p+1,p), 1 ) 1948 CONTINUE * END IF * * Row-cyclic Jacobi SVD algorithm with column pivoting * * .. again some perturbation (a "background noise") is added * to drown denormals IF ( L2PERT ) THEN * XSC = DSQRT(SMALL) XSC = EPSLN / DBLE(N) DO 1947 q = 1, NR TEMP1 = XSC*DABS(A(q,q)) DO 1949 p = 1, NR IF ( ( (p.GT.q) .AND. (DABS(A(p,q)).LE.TEMP1) ) $ .OR. ( p .LT. q ) ) $ A(p,q) = DSIGN( TEMP1, A(p,q) ) 1949 CONTINUE 1947 CONTINUE ELSE CALL DLASET( 'U', NR-1, NR-1, ZERO, ZERO, A(1,2), LDA ) END IF * * .. and one-sided Jacobi rotations are started on a lower * triangular matrix (plus perturbation which is ignored in * the part which destroys triangular form (confusing?!)) * CALL DGESVJ( 'L', 'NoU', 'NoV', NR, NR, A, LDA, SVA, $ N, V, LDV, WORK, LWORK, INFO ) * SCALEM = WORK(1) NUMRANK = IDNINT(WORK(2)) * * ELSE IF ( RSVEC .AND. ( .NOT. LSVEC ) ) THEN * * -> Singular Values and Right Singular Vectors <- * IF ( ALMORT ) THEN * * .. in this case NR equals N DO 1998 p = 1, NR CALL DCOPY( N-p+1, A(p,p), LDA, V(p,p), 1 ) 1998 CONTINUE CALL DLASET( 'Upper', NR-1, NR-1, ZERO, ZERO, V(1,2), LDV ) * CALL DGESVJ( 'L','U','N', N, NR, V,LDV, SVA, NR, A,LDA, $ WORK, LWORK, INFO ) SCALEM = WORK(1) NUMRANK = IDNINT(WORK(2)) ELSE * * .. two more QR factorizations ( one QRF is not enough, two require * accumulated product of Jacobi rotations, three are perfect ) * CALL DLASET( 'Lower', NR-1, NR-1, ZERO, ZERO, A(2,1), LDA ) CALL DGELQF( NR, N, A, LDA, WORK, WORK(N+1), LWORK-N, IERR) CALL DLACPY( 'Lower', NR, NR, A, LDA, V, LDV ) CALL DLASET( 'Upper', NR-1, NR-1, ZERO, ZERO, V(1,2), LDV ) CALL DGEQRF( NR, NR, V, LDV, WORK(N+1), WORK(2*N+1), $ LWORK-2*N, IERR ) DO 8998 p = 1, NR CALL DCOPY( NR-p+1, V(p,p), LDV, V(p,p), 1 ) 8998 CONTINUE CALL DLASET( 'Upper', NR-1, NR-1, ZERO, ZERO, V(1,2), LDV ) * CALL DGESVJ( 'Lower', 'U','N', NR, NR, V,LDV, SVA, NR, U, $ LDU, WORK(N+1), LWORK, INFO ) SCALEM = WORK(N+1) NUMRANK = IDNINT(WORK(N+2)) IF ( NR .LT. N ) THEN 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 ) END IF * CALL DORMLQ( 'Left', 'Transpose', N, N, NR, A, LDA, WORK, $ V, LDV, WORK(N+1), LWORK-N, IERR ) * END IF * DO 8991 p = 1, N CALL DCOPY( N, V(p,1), LDV, A(IWORK(p),1), LDA ) 8991 CONTINUE CALL DLACPY( 'All', N, N, A, LDA, V, LDV ) * IF ( TRANSP ) THEN CALL DLACPY( 'All', N, N, V, LDV, U, LDU ) END IF * ELSE IF ( LSVEC .AND. ( .NOT. RSVEC ) ) THEN * * .. Singular Values and Left Singular Vectors .. * * .. second preconditioning step to avoid need to accumulate * Jacobi rotations in the Jacobi iterations. DO 1965 p = 1, NR CALL DCOPY( N-p+1, A(p,p), LDA, U(p,p), 1 ) 1965 CONTINUE CALL DLASET( 'Upper', NR-1, NR-1, ZERO, ZERO, U(1,2), LDU ) * CALL DGEQRF( N, NR, U, LDU, WORK(N+1), WORK(2*N+1), $ LWORK-2*N, IERR ) * DO 1967 p = 1, NR - 1 CALL DCOPY( NR-p, U(p,p+1), LDU, U(p+1,p), 1 ) 1967 CONTINUE CALL DLASET( 'Upper', NR-1, NR-1, ZERO, ZERO, U(1,2), LDU ) * CALL DGESVJ( 'Lower', 'U', 'N', NR,NR, U, LDU, SVA, NR, A, $ LDA, WORK(N+1), LWORK-N, INFO ) SCALEM = WORK(N+1) NUMRANK = IDNINT(WORK(N+2)) * IF ( NR .LT. M ) 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 * CALL DORMQR( 'Left', 'No Tr', M, N1, N, A, LDA, WORK, U, $ LDU, WORK(N+1), LWORK-N, IERR ) * IF ( ROWPIV ) $ CALL DLASWP( N1, U, LDU, 1, M-1, IWORK(2*N+1), -1 ) * DO 1974 p = 1, N1 XSC = ONE / DNRM2( M, U(1,p), 1 ) CALL DSCAL( M, XSC, U(1,p), 1 ) 1974 CONTINUE * IF ( TRANSP ) THEN CALL DLACPY( 'All', N, N, U, LDU, V, LDV ) END IF * ELSE * * .. Full SVD .. * IF ( .NOT. JRACC ) THEN * IF ( .NOT. ALMORT ) THEN * * Second Preconditioning Step (QRF [with pivoting]) * Note that the composition of TRANSPOSE, QRF and TRANSPOSE is * equivalent to an LQF CALL. Since in many libraries the QRF * seems to be better optimized than the LQF, we do explicit * transpose and use the QRF. This is subject to changes in an * optimized implementation of DGEJSV. * DO 1968 p = 1, NR CALL DCOPY( N-p+1, A(p,p), LDA, V(p,p), 1 ) 1968 CONTINUE * * .. the following two loops perturb small entries to avoid * denormals in the second QR factorization, where they are * as good as zeros. This is done to avoid painfully slow * computation with denormals. The relative size of the perturbation * is a parameter that can be changed by the implementer. * This perturbation device will be obsolete on machines with * properly implemented arithmetic. * To switch it off, set L2PERT=.FALSE. To remove it from the * code, remove the action under L2PERT=.TRUE., leave the ELSE part. * The following two loops should be blocked and fused with the * transposed copy above. * IF ( L2PERT ) THEN XSC = DSQRT(SMALL) DO 2969 q = 1, NR TEMP1 = XSC*DABS( V(q,q) ) DO 2968 p = 1, N IF ( ( p .GT. q ) .AND. ( DABS(V(p,q)) .LE. TEMP1 ) $ .OR. ( p .LT. q ) ) $ V(p,q) = DSIGN( TEMP1, V(p,q) ) IF ( p .LT. q ) V(p,q) = - V(p,q) 2968 CONTINUE 2969 CONTINUE ELSE CALL DLASET( 'U', NR-1, NR-1, ZERO, ZERO, V(1,2), LDV ) END IF * * Estimate the row scaled condition number of R1 * (If R1 is rectangular, N > NR, then the condition number * of the leading NR x NR submatrix is estimated.) * CALL DLACPY( 'L', NR, NR, V, LDV, WORK(2*N+1), NR ) DO 3950 p = 1, NR TEMP1 = DNRM2(NR-p+1,WORK(2*N+(p-1)*NR+p),1) CALL DSCAL(NR-p+1,ONE/TEMP1,WORK(2*N+(p-1)*NR+p),1) 3950 CONTINUE CALL DPOCON('Lower',NR,WORK(2*N+1),NR,ONE,TEMP1, $ WORK(2*N+NR*NR+1),IWORK(M+2*N+1),IERR) CONDR1 = ONE / DSQRT(TEMP1) * .. here need a second oppinion on the condition number * .. then assume worst case scenario * R1 is OK for inverse <=> CONDR1 .LT. DBLE(N) * more conservative <=> CONDR1 .LT. DSQRT(DBLE(N)) * COND_OK = DSQRT(DBLE(NR)) *[TP] COND_OK is a tuning parameter. IF ( CONDR1 .LT. COND_OK ) THEN * .. the second QRF without pivoting. Note: in an optimized * implementation, this QRF should be implemented as the QRF * of a lower triangular matrix. * R1^t = Q2 * R2 CALL DGEQRF( N, NR, V, LDV, WORK(N+1), WORK(2*N+1), $ LWORK-2*N, IERR ) * IF ( L2PERT ) THEN XSC = DSQRT(SMALL)/EPSLN DO 3959 p = 2, NR DO 3958 q = 1, p - 1 TEMP1 = XSC * MIN(DABS(V(p,p)),DABS(V(q,q))) IF ( DABS(V(q,p)) .LE. TEMP1 ) $ V(q,p) = DSIGN( TEMP1, V(q,p) ) 3958 CONTINUE 3959 CONTINUE END IF * IF ( NR .NE. N ) $ CALL DLACPY( 'A', N, NR, V, LDV, WORK(2*N+1), N ) * .. save ... * * .. this transposed copy should be better than naive DO 1969 p = 1, NR - 1 CALL DCOPY( NR-p, V(p,p+1), LDV, V(p+1,p), 1 ) 1969 CONTINUE * CONDR2 = CONDR1 * ELSE * * .. ill-conditioned case: second QRF with pivoting * Note that windowed pivoting would be equaly good * numerically, and more run-time efficient. So, in * an optimal implementation, the next call to DGEQP3 * should be replaced with eg. CALL SGEQPX (ACM TOMS #782) * with properly (carefully) chosen parameters. * * R1^t * P2 = Q2 * R2 DO 3003 p = 1, NR IWORK(N+p) = 0 3003 CONTINUE CALL DGEQP3( N, NR, V, LDV, IWORK(N+1), WORK(N+1), $ WORK(2*N+1), LWORK-2*N, IERR ) ** CALL DGEQRF( N, NR, V, LDV, WORK(N+1), WORK(2*N+1), ** $ LWORK-2*N, IERR ) IF ( L2PERT ) THEN XSC = DSQRT(SMALL) DO 3969 p = 2, NR DO 3968 q = 1, p - 1 TEMP1 = XSC * MIN(DABS(V(p,p)),DABS(V(q,q))) IF ( DABS(V(q,p)) .LE. TEMP1 ) $ V(q,p) = DSIGN( TEMP1, V(q,p) ) 3968 CONTINUE 3969 CONTINUE END IF * CALL DLACPY( 'A', N, NR, V, LDV, WORK(2*N+1), N ) * IF ( L2PERT ) THEN XSC = DSQRT(SMALL) DO 8970 p = 2, NR DO 8971 q = 1, p - 1 TEMP1 = XSC * MIN(DABS(V(p,p)),DABS(V(q,q))) V(p,q) = - DSIGN( TEMP1, V(q,p) ) 8971 CONTINUE 8970 CONTINUE ELSE CALL DLASET( 'L',NR-1,NR-1,ZERO,ZERO,V(2,1),LDV ) END IF * Now, compute R2 = L3 * Q3, the LQ factorization. CALL DGELQF( NR, NR, V, LDV, WORK(2*N+N*NR+1), $ WORK(2*N+N*NR+NR+1), LWORK-2*N-N*NR-NR, IERR ) * .. and estimate the condition number CALL DLACPY( 'L',NR,NR,V,LDV,WORK(2*N+N*NR+NR+1),NR ) DO 4950 p = 1, NR TEMP1 = DNRM2( p, WORK(2*N+N*NR+NR+p), NR ) CALL DSCAL( p, ONE/TEMP1, WORK(2*N+N*NR+NR+p), NR ) 4950 CONTINUE CALL DPOCON( 'L',NR,WORK(2*N+N*NR+NR+1),NR,ONE,TEMP1, $ WORK(2*N+N*NR+NR+NR*NR+1),IWORK(M+2*N+1),IERR ) CONDR2 = ONE / DSQRT(TEMP1) * IF ( CONDR2 .GE. COND_OK ) THEN * .. save the Householder vectors used for Q3 * (this overwrittes the copy of R2, as it will not be * needed in this branch, but it does not overwritte the * Huseholder vectors of Q2.). CALL DLACPY( 'U', NR, NR, V, LDV, WORK(2*N+1), N ) * .. and the rest of the information on Q3 is in * WORK(2*N+N*NR+1:2*N+N*NR+N) END IF * END IF * IF ( L2PERT ) THEN XSC = DSQRT(SMALL) DO 4968 q = 2, NR TEMP1 = XSC * V(q,q) DO 4969 p = 1, q - 1 * V(p,q) = - DSIGN( TEMP1, V(q,p) ) V(p,q) = - DSIGN( TEMP1, V(p,q) ) 4969 CONTINUE 4968 CONTINUE ELSE CALL DLASET( 'U', NR-1,NR-1, ZERO,ZERO, V(1,2), LDV ) END IF * * Second preconditioning finished; continue with Jacobi SVD * The input matrix is lower trinagular. * * Recover the right singular vectors as solution of a well * conditioned triangular matrix equation. * IF ( CONDR1 .LT. COND_OK ) THEN * CALL DGESVJ( 'L','U','N',NR,NR,V,LDV,SVA,NR,U, $ LDU,WORK(2*N+N*NR+NR+1),LWORK-2*N-N*NR-NR,INFO ) SCALEM = WORK(2*N+N*NR+NR+1) NUMRANK = IDNINT(WORK(2*N+N*NR+NR+2)) DO 3970 p = 1, NR CALL DCOPY( NR, V(1,p), 1, U(1,p), 1 ) CALL DSCAL( NR, SVA(p), V(1,p), 1 ) 3970 CONTINUE * .. pick the right matrix equation and solve it * IF ( NR .EQ. N ) THEN * :)) .. best case, R1 is inverted. The solution of this matrix * equation is Q2*V2 = the product of the Jacobi rotations * used in DGESVJ, premultiplied with the orthogonal matrix * from the second QR factorization. CALL DTRSM( 'L','U','N','N', NR,NR,ONE, A,LDA, V,LDV ) ELSE * .. R1 is well conditioned, but non-square. Transpose(R2) * is inverted to get the product of the Jacobi rotations * used in DGESVJ. The Q-factor from the second QR * factorization is then built in explicitly. CALL DTRSM('L','U','T','N',NR,NR,ONE,WORK(2*N+1), $ N,V,LDV) IF ( NR .LT. N ) THEN 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) END IF CALL DORMQR('L','N',N,N,NR,WORK(2*N+1),N,WORK(N+1), $ V,LDV,WORK(2*N+N*NR+NR+1),LWORK-2*N-N*NR-NR,IERR) END IF * ELSE IF ( CONDR2 .LT. COND_OK ) THEN * * :) .. the input matrix A is very likely a relative of * the Kahan matrix :) * The matrix R2 is inverted. The solution of the matrix equation * is Q3^T*V3 = the product of the Jacobi rotations (appplied to * the lower triangular L3 from the LQ factorization of * R2=L3*Q3), pre-multiplied with the transposed Q3. CALL DGESVJ( 'L', 'U', 'N', NR, NR, V, LDV, SVA, NR, U, $ LDU, WORK(2*N+N*NR+NR+1), LWORK-2*N-N*NR-NR, INFO ) SCALEM = WORK(2*N+N*NR+NR+1) NUMRANK = IDNINT(WORK(2*N+N*NR+NR+2)) DO 3870 p = 1, NR CALL DCOPY( NR, V(1,p), 1, U(1,p), 1 ) CALL DSCAL( NR, SVA(p), U(1,p), 1 ) 3870 CONTINUE CALL DTRSM('L','U','N','N',NR,NR,ONE,WORK(2*N+1),N,U,LDU) * .. apply the permutation from the second QR factorization DO 873 q = 1, NR DO 872 p = 1, NR WORK(2*N+N*NR+NR+IWORK(N+p)) = U(p,q) 872 CONTINUE DO 874 p = 1, NR U(p,q) = WORK(2*N+N*NR+NR+p) 874 CONTINUE 873 CONTINUE IF ( NR .LT. N ) THEN 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 ) END IF CALL DORMQR( 'L','N',N,N,NR,WORK(2*N+1),N,WORK(N+1), $ V,LDV,WORK(2*N+N*NR+NR+1),LWORK-2*N-N*NR-NR,IERR ) ELSE * Last line of defense. * #:( This is a rather pathological case: no scaled condition * improvement after two pivoted QR factorizations. Other * possibility is that the rank revealing QR factorization * or the condition estimator has failed, or the COND_OK * is set very close to ONE (which is unnecessary). Normally, * this branch should never be executed, but in rare cases of * failure of the RRQR or condition estimator, the last line of * defense ensures that DGEJSV completes the task. * Compute the full SVD of L3 using DGESVJ with explicit * accumulation of Jacobi rotations. CALL DGESVJ( 'L', 'U', 'V', NR, NR, V, LDV, SVA, NR, U, $ LDU, WORK(2*N+N*NR+NR+1), LWORK-2*N-N*NR-NR, INFO ) SCALEM = WORK(2*N+N*NR+NR+1) NUMRANK = IDNINT(WORK(2*N+N*NR+NR+2)) IF ( NR .LT. N ) THEN 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 ) END IF CALL DORMQR( 'L','N',N,N,NR,WORK(2*N+1),N,WORK(N+1), $ V,LDV,WORK(2*N+N*NR+NR+1),LWORK-2*N-N*NR-NR,IERR ) * CALL DORMLQ( 'L', 'T', NR, NR, NR, WORK(2*N+1), N, $ WORK(2*N+N*NR+1), U, LDU, WORK(2*N+N*NR+NR+1), $ LWORK-2*N-N*NR-NR, IERR ) DO 773 q = 1, NR DO 772 p = 1, NR WORK(2*N+N*NR+NR+IWORK(N+p)) = U(p,q) 772 CONTINUE DO 774 p = 1, NR U(p,q) = WORK(2*N+N*NR+NR+p) 774 CONTINUE 773 CONTINUE * END IF * * Permute the rows of V using the (column) permutation from the * first QRF. Also, scale the columns to make them unit in * Euclidean norm. This applies to all cases. * TEMP1 = DSQRT(DBLE(N)) * EPSLN DO 1972 q = 1, N DO 972 p = 1, N WORK(2*N+N*NR+NR+IWORK(p)) = V(p,q) 972 CONTINUE DO 973 p = 1, N V(p,q) = WORK(2*N+N*NR+NR+p) 973 CONTINUE XSC = ONE / DNRM2( N, V(1,q), 1 ) IF ( (XSC .LT. (ONE-TEMP1)) .OR. (XSC .GT. (ONE+TEMP1)) ) $ CALL DSCAL( N, XSC, V(1,q), 1 ) 1972 CONTINUE * At this moment, V contains the right singular vectors of A. * Next, assemble the left singular vector matrix U (M x N). IF ( NR .LT. M ) 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 * matrix U. This applies to all cases. * CALL DORMQR( 'Left', 'No_Tr', M, N1, N, A, LDA, WORK, U, $ LDU, WORK(N+1), LWORK-N, IERR ) * The columns of U are normalized. The cost is O(M*N) flops. TEMP1 = DSQRT(DBLE(M)) * EPSLN DO 1973 p = 1, NR XSC = ONE / DNRM2( M, U(1,p), 1 ) IF ( (XSC .LT. (ONE-TEMP1)) .OR. (XSC .GT. (ONE+TEMP1)) ) $ CALL DSCAL( M, XSC, U(1,p), 1 ) 1973 CONTINUE * * If the initial QRF is computed with row pivoting, the left * singular vectors must be adjusted. * IF ( ROWPIV ) $ CALL DLASWP( N1, U, LDU, 1, M-1, IWORK(2*N+1), -1 ) * ELSE * * .. the initial matrix A has almost orthogonal columns and * the second QRF is not needed * CALL DLACPY( 'Upper', N, N, A, LDA, WORK(N+1), N ) IF ( L2PERT ) THEN XSC = DSQRT(SMALL) DO 5970 p = 2, N TEMP1 = XSC * WORK( N + (p-1)*N + p ) DO 5971 q = 1, p - 1 WORK(N+(q-1)*N+p)=-DSIGN(TEMP1,WORK(N+(p-1)*N+q)) 5971 CONTINUE 5970 CONTINUE ELSE CALL DLASET( 'Lower',N-1,N-1,ZERO,ZERO,WORK(N+2),N ) END IF * CALL DGESVJ( 'Upper', 'U', 'N', N, N, WORK(N+1), N, SVA, $ N, U, LDU, WORK(N+N*N+1), LWORK-N-N*N, INFO ) * SCALEM = WORK(N+N*N+1) NUMRANK = IDNINT(WORK(N+N*N+2)) DO 6970 p = 1, N CALL DCOPY( N, WORK(N+(p-1)*N+1), 1, U(1,p), 1 ) CALL DSCAL( N, SVA(p), WORK(N+(p-1)*N+1), 1 ) 6970 CONTINUE * CALL DTRSM( 'Left', 'Upper', 'NoTrans', 'No UD', N, N, $ ONE, A, LDA, WORK(N+1), N ) DO 6972 p = 1, N CALL DCOPY( N, WORK(N+p), N, V(IWORK(p),1), LDV ) 6972 CONTINUE TEMP1 = DSQRT(DBLE(N))*EPSLN DO 6971 p = 1, N XSC = ONE / DNRM2( N, V(1,p), 1 ) IF ( (XSC .LT. (ONE-TEMP1)) .OR. (XSC .GT. (ONE+TEMP1)) ) $ CALL DSCAL( N, XSC, V(1,p), 1 ) 6971 CONTINUE * * Assemble the left singular vector matrix U (M x N). * IF ( N .LT. M ) 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 CALL DORMQR( 'Left', 'No Tr', M, N1, N, A, LDA, WORK, U, $ LDU, WORK(N+1), LWORK-N, IERR ) TEMP1 = DSQRT(DBLE(M))*EPSLN DO 6973 p = 1, N1 XSC = ONE / DNRM2( M, U(1,p), 1 ) IF ( (XSC .LT. (ONE-TEMP1)) .OR. (XSC .GT. (ONE+TEMP1)) ) $ CALL DSCAL( M, XSC, U(1,p), 1 ) 6973 CONTINUE * IF ( ROWPIV ) $ CALL DLASWP( N1, U, LDU, 1, M-1, IWORK(2*N+1), -1 ) * END IF * * end of the >> almost orthogonal case << in the full SVD * ELSE * * This branch deploys a preconditioned Jacobi SVD with explicitly * accumulated rotations. It is included as optional, mainly for * experimental purposes. It does perfom well, and can also be used. * In this implementation, this branch will be automatically activated * if the condition number sigma_max(A) / sigma_min(A) is predicted * to be greater than the overflow threshold. This is because the * a posteriori computation of the singular vectors assumes robust * implementation of BLAS and some LAPACK procedures, capable of working * in presence of extreme values. Since that is not always the case, ... * DO 7968 p = 1, NR CALL DCOPY( N-p+1, A(p,p), LDA, V(p,p), 1 ) 7968 CONTINUE * IF ( L2PERT ) THEN XSC = DSQRT(SMALL/EPSLN) DO 5969 q = 1, NR TEMP1 = XSC*DABS( V(q,q) ) DO 5968 p = 1, N IF ( ( p .GT. q ) .AND. ( DABS(V(p,q)) .LE. TEMP1 ) $ .OR. ( p .LT. q ) ) $ V(p,q) = DSIGN( TEMP1, V(p,q) ) IF ( p .LT. q ) V(p,q) = - V(p,q) 5968 CONTINUE 5969 CONTINUE ELSE CALL DLASET( 'U', NR-1, NR-1, ZERO, ZERO, V(1,2), LDV ) END IF CALL DGEQRF( N, NR, V, LDV, WORK(N+1), WORK(2*N+1), $ LWORK-2*N, IERR ) CALL DLACPY( 'L', N, NR, V, LDV, WORK(2*N+1), N ) * DO 7969 p = 1, NR CALL DCOPY( NR-p+1, V(p,p), LDV, U(p,p), 1 ) 7969 CONTINUE IF ( L2PERT ) THEN XSC = DSQRT(SMALL/EPSLN) DO 9970 q = 2, NR DO 9971 p = 1, q - 1 TEMP1 = XSC * MIN(DABS(U(p,p)),DABS(U(q,q))) U(p,q) = - DSIGN( TEMP1, U(q,p) ) 9971 CONTINUE 9970 CONTINUE ELSE CALL DLASET('U', NR-1, NR-1, ZERO, ZERO, U(1,2), LDU ) END IF CALL DGESVJ( 'G', 'U', 'V', NR, NR, U, LDU, SVA, $ N, V, LDV, WORK(2*N+N*NR+1), LWORK-2*N-N*NR, INFO ) SCALEM = WORK(2*N+N*NR+1) NUMRANK = IDNINT(WORK(2*N+N*NR+2)) IF ( NR .LT. N ) THEN 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 ) END IF CALL DORMQR( 'L','N',N,N,NR,WORK(2*N+1),N,WORK(N+1), $ V,LDV,WORK(2*N+N*NR+NR+1),LWORK-2*N-N*NR-NR,IERR ) * * Permute the rows of V using the (column) permutation from the * first QRF. Also, scale the columns to make them unit in * Euclidean norm. This applies to all cases. * TEMP1 = DSQRT(DBLE(N)) * EPSLN DO 7972 q = 1, N DO 8972 p = 1, N WORK(2*N+N*NR+NR+IWORK(p)) = V(p,q) 8972 CONTINUE DO 8973 p = 1, N V(p,q) = WORK(2*N+N*NR+NR+p) 8973 CONTINUE XSC = ONE / DNRM2( N, V(1,q), 1 ) IF ( (XSC .LT. (ONE-TEMP1)) .OR. (XSC .GT. (ONE+TEMP1)) ) $ CALL DSCAL( N, XSC, V(1,q), 1 ) 7972 CONTINUE * * At this moment, V contains the right singular vectors of A. * Next, assemble the left singular vector matrix U (M x N). * IF ( NR .LT. M ) 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 * CALL DORMQR( 'Left', 'No Tr', M, N1, N, A, LDA, WORK, U, $ LDU, WORK(N+1), LWORK-N, IERR ) * IF ( ROWPIV ) $ CALL DLASWP( N1, U, LDU, 1, M-1, IWORK(2*N+1), -1 ) * * END IF IF ( TRANSP ) THEN * .. swap U and V because the procedure worked on A^t DO 6974 p = 1, N CALL DSWAP( N, U(1,p), 1, V(1,p), 1 ) 6974 CONTINUE END IF * END IF * end of the full SVD * * Undo scaling, if necessary (and possible) * IF ( USCAL2 .LE. (BIG/SVA(1))*USCAL1 ) THEN CALL DLASCL( 'G', 0, 0, USCAL1, USCAL2, NR, 1, SVA, N, IERR ) USCAL1 = ONE USCAL2 = ONE END IF * IF ( NR .LT. N ) THEN DO 3004 p = NR+1, N SVA(p) = ZERO 3004 CONTINUE END IF * WORK(1) = USCAL2 * SCALEM WORK(2) = USCAL1 IF ( ERREST ) WORK(3) = SCONDA IF ( LSVEC .AND. RSVEC ) THEN WORK(4) = CONDR1 WORK(5) = CONDR2 END IF IF ( L2TRAN ) THEN WORK(6) = ENTRA WORK(7) = ENTRAT END IF * IWORK(1) = NR IWORK(2) = NUMRANK IWORK(3) = WARNING * RETURN * .. * .. END OF DGEJSV * .. END * *> \brief \b DGELQ2 computes the LQ factorization of a general rectangular matrix using an unblocked algorithm. * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGELQ2 + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGELQ2( M, N, A, LDA, TAU, WORK, INFO ) * * .. Scalar Arguments .. * INTEGER INFO, LDA, M, N * .. * .. Array Arguments .. * DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGELQ2 computes an LQ factorization of a real m by n matrix A: *> A = L * Q. *> \endverbatim * * Arguments: * ========== * *> \param[in] M *> \verbatim *> M is INTEGER *> The number of rows of the matrix A. M >= 0. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The number of columns of the 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, the elements on and below the diagonal of the array *> contain the m by min(m,n) lower trapezoidal matrix L (L is *> lower triangular if m <= n); the elements above the diagonal, *> with the array TAU, represent the orthogonal matrix Q as a *> product of elementary reflectors (see Further Details). *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,M). *> \endverbatim *> *> \param[out] TAU *> \verbatim *> TAU is DOUBLE PRECISION array, dimension (min(M,N)) *> The scalar factors of the elementary reflectors (see Further *> Details). *> \endverbatim *> *> \param[out] WORK *> \verbatim *> WORK is DOUBLE PRECISION array, dimension (M) *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit *> < 0: if INFO = -i, the i-th argument had an illegal value *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date December 2016 * *> \ingroup doubleGEcomputational * *> \par Further Details: * ===================== *> *> \verbatim *> *> The matrix Q is represented as a product of elementary reflectors *> *> Q = H(k) . . . H(2) H(1), where k = min(m,n). *> *> Each H(i) has the form *> *> H(i) = I - tau * v * v**T *> *> where tau is a real scalar, and v is a real vector with *> v(1:i-1) = 0 and v(i) = 1; v(i+1:n) is stored on exit in A(i,i+1:n), *> and tau in TAU(i). *> \endverbatim *> * ===================================================================== SUBROUTINE DGELQ2( M, N, A, LDA, TAU, WORK, INFO ) * * -- LAPACK computational routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * * .. Scalar Arguments .. INTEGER INFO, LDA, M, N * .. * .. Array Arguments .. DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ONE PARAMETER ( ONE = 1.0D+0 ) * .. * .. Local Scalars .. INTEGER I, K DOUBLE PRECISION AII * .. * .. External Subroutines .. EXTERNAL DLARF, DLARFG, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC MAX, MIN * .. * .. Executable Statements .. * * Test the input arguments * INFO = 0 IF( M.LT.0 ) THEN INFO = -1 ELSE IF( N.LT.0 ) THEN INFO = -2 ELSE IF( LDA.LT.MAX( 1, M ) ) THEN INFO = -4 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGELQ2', -INFO ) RETURN END IF * K = MIN( M, N ) * DO 10 I = 1, K * * Generate elementary reflector H(i) to annihilate A(i,i+1:n) * CALL DLARFG( N-I+1, A( I, I ), A( I, MIN( I+1, N ) ), LDA, $ TAU( I ) ) IF( I.LT.M ) THEN * * Apply H(i) to A(i+1:m,i:n) from the right * AII = A( I, I ) A( I, I ) = ONE CALL DLARF( 'Right', M-I, N-I+1, A( I, I ), LDA, TAU( I ), $ A( I+1, I ), LDA, WORK ) A( I, I ) = AII END IF 10 CONTINUE RETURN * * End of DGELQ2 * END *> \brief \b DGELQF * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGELQF + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGELQF( M, N, A, LDA, TAU, WORK, LWORK, INFO ) * * .. Scalar Arguments .. * INTEGER INFO, LDA, LWORK, M, N * .. * .. Array Arguments .. * DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGELQF computes an LQ factorization of a real M-by-N matrix A: *> A = L * Q. *> \endverbatim * * Arguments: * ========== * *> \param[in] M *> \verbatim *> M is INTEGER *> The number of rows of the matrix A. M >= 0. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The number of columns of the 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, the elements on and below the diagonal of the array *> contain the m-by-min(m,n) lower trapezoidal matrix L (L is *> lower triangular if m <= n); the elements above the diagonal, *> with the array TAU, represent the orthogonal matrix Q as a *> product of elementary reflectors (see Further Details). *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,M). *> \endverbatim *> *> \param[out] TAU *> \verbatim *> TAU is DOUBLE PRECISION array, dimension (min(M,N)) *> The scalar factors of the elementary reflectors (see Further *> Details). *> \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 >= max(1,M). *> For optimum performance LWORK >= M*NB, where NB is the *> optimal blocksize. *> *> If LWORK = -1, then a workspace query is assumed; the routine *> only calculates the optimal size of the WORK array, returns *> this value as the first entry of the WORK array, and no error *> message related to LWORK is issued by XERBLA. *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit *> < 0: if INFO = -i, the i-th argument had an illegal value *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date December 2016 * *> \ingroup doubleGEcomputational * *> \par Further Details: * ===================== *> *> \verbatim *> *> The matrix Q is represented as a product of elementary reflectors *> *> Q = H(k) . . . H(2) H(1), where k = min(m,n). *> *> Each H(i) has the form *> *> H(i) = I - tau * v * v**T *> *> where tau is a real scalar, and v is a real vector with *> v(1:i-1) = 0 and v(i) = 1; v(i+1:n) is stored on exit in A(i,i+1:n), *> and tau in TAU(i). *> \endverbatim *> * ===================================================================== SUBROUTINE DGELQF( M, N, A, LDA, TAU, WORK, LWORK, INFO ) * * -- LAPACK computational routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * * .. Scalar Arguments .. INTEGER INFO, LDA, LWORK, M, N * .. * .. Array Arguments .. DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * ) * .. * * ===================================================================== * * .. Local Scalars .. LOGICAL LQUERY INTEGER I, IB, IINFO, IWS, K, LDWORK, LWKOPT, NB, $ NBMIN, NX * .. * .. External Subroutines .. EXTERNAL DGELQ2, DLARFB, DLARFT, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC MAX, MIN * .. * .. External Functions .. INTEGER ILAENV EXTERNAL ILAENV * .. * .. Executable Statements .. * * Test the input arguments * INFO = 0 NB = ILAENV( 1, 'DGELQF', ' ', M, N, -1, -1 ) LWKOPT = M*NB WORK( 1 ) = LWKOPT LQUERY = ( LWORK.EQ.-1 ) IF( M.LT.0 ) THEN INFO = -1 ELSE IF( N.LT.0 ) THEN INFO = -2 ELSE IF( LDA.LT.MAX( 1, M ) ) THEN INFO = -4 ELSE IF( LWORK.LT.MAX( 1, M ) .AND. .NOT.LQUERY ) THEN INFO = -7 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGELQF', -INFO ) RETURN ELSE IF( LQUERY ) THEN RETURN END IF * * Quick return if possible * K = MIN( M, N ) IF( K.EQ.0 ) THEN WORK( 1 ) = 1 RETURN END IF * NBMIN = 2 NX = 0 IWS = M IF( NB.GT.1 .AND. NB.LT.K ) THEN * * Determine when to cross over from blocked to unblocked code. * NX = MAX( 0, ILAENV( 3, 'DGELQF', ' ', M, N, -1, -1 ) ) IF( NX.LT.K ) THEN * * Determine if workspace is large enough for blocked code. * LDWORK = M IWS = LDWORK*NB IF( LWORK.LT.IWS ) THEN * * Not enough workspace to use optimal NB: reduce NB and * determine the minimum value of NB. * NB = LWORK / LDWORK NBMIN = MAX( 2, ILAENV( 2, 'DGELQF', ' ', M, N, -1, $ -1 ) ) END IF END IF END IF * IF( NB.GE.NBMIN .AND. NB.LT.K .AND. NX.LT.K ) THEN * * Use blocked code initially * DO 10 I = 1, K - NX, NB IB = MIN( K-I+1, NB ) * * Compute the LQ factorization of the current block * A(i:i+ib-1,i:n) * CALL DGELQ2( IB, N-I+1, A( I, I ), LDA, TAU( I ), WORK, $ IINFO ) IF( I+IB.LE.M ) THEN * * Form the triangular factor of the block reflector * H = H(i) H(i+1) . . . H(i+ib-1) * CALL DLARFT( 'Forward', 'Rowwise', N-I+1, IB, A( I, I ), $ LDA, TAU( I ), WORK, LDWORK ) * * Apply H to A(i+ib:m,i:n) from the right * CALL DLARFB( 'Right', 'No transpose', 'Forward', $ 'Rowwise', M-I-IB+1, N-I+1, IB, A( I, I ), $ LDA, WORK, LDWORK, A( I+IB, I ), LDA, $ WORK( IB+1 ), LDWORK ) END IF 10 CONTINUE ELSE I = 1 END IF * * Use unblocked code to factor the last or only block. * IF( I.LE.K ) $ CALL DGELQ2( M-I+1, N-I+1, A( I, I ), LDA, TAU( I ), WORK, $ IINFO ) * WORK( 1 ) = IWS RETURN * * End of DGELQF * END *> \brief DGELS solves overdetermined or underdetermined systems for GE matrices * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGELS + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGELS( TRANS, M, N, NRHS, A, LDA, B, LDB, WORK, LWORK, * INFO ) * * .. Scalar Arguments .. * CHARACTER TRANS * INTEGER INFO, LDA, LDB, LWORK, M, N, NRHS * .. * .. Array Arguments .. * DOUBLE PRECISION A( LDA, * ), B( LDB, * ), WORK( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGELS solves overdetermined or underdetermined real linear systems *> involving an M-by-N matrix A, or its transpose, using a QR or LQ *> factorization of A. It is assumed that A has full rank. *> *> The following options are provided: *> *> 1. If TRANS = 'N' and m >= n: find the least squares solution of *> an overdetermined system, i.e., solve the least squares problem *> minimize || B - A*X ||. *> *> 2. If TRANS = 'N' and m < n: find the minimum norm solution of *> an underdetermined system A * X = B. *> *> 3. If TRANS = 'T' and m >= n: find the minimum norm solution of *> an underdetermined system A**T * X = B. *> *> 4. If TRANS = 'T' and m < n: find the least squares solution of *> an overdetermined system, i.e., solve the least squares problem *> minimize || B - A**T * X ||. *> *> Several right hand side vectors b and solution vectors x can be *> handled in a single call; they are stored as the columns of the *> M-by-NRHS right hand side matrix B and the N-by-NRHS solution *> matrix X. *> \endverbatim * * Arguments: * ========== * *> \param[in] TRANS *> \verbatim *> TRANS is CHARACTER*1 *> = 'N': the linear system involves A; *> = 'T': the linear system involves A**T. *> \endverbatim *> *> \param[in] M *> \verbatim *> M is INTEGER *> The number of rows of the matrix A. M >= 0. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The number of columns of the matrix A. N >= 0. *> \endverbatim *> *> \param[in] NRHS *> \verbatim *> NRHS is INTEGER *> The number of right hand sides, i.e., the number of *> columns of the matrices B and X. NRHS >=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 M >= N, A is overwritten by details of its QR *> factorization as returned by DGEQRF; *> if M < N, A is overwritten by details of its LQ *> factorization as returned by DGELQF. *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,M). *> \endverbatim *> *> \param[in,out] B *> \verbatim *> B is DOUBLE PRECISION array, dimension (LDB,NRHS) *> On entry, the matrix B of right hand side vectors, stored *> columnwise; B is M-by-NRHS if TRANS = 'N', or N-by-NRHS *> if TRANS = 'T'. *> On exit, if INFO = 0, B is overwritten by the solution *> vectors, stored columnwise: *> if TRANS = 'N' and m >= n, rows 1 to n of B contain the least *> squares solution vectors; the residual sum of squares for the *> solution in each column is given by the sum of squares of *> elements N+1 to M in that column; *> if TRANS = 'N' and m < n, rows 1 to N of B contain the *> minimum norm solution vectors; *> if TRANS = 'T' and m >= n, rows 1 to M of B contain the *> minimum norm solution vectors; *> if TRANS = 'T' and m < n, rows 1 to M of B contain the *> least squares solution vectors; the residual sum of squares *> for the solution in each column is given by the sum of *> squares of elements M+1 to N in that column. *> \endverbatim *> *> \param[in] LDB *> \verbatim *> LDB is INTEGER *> The leading dimension of the array B. LDB >= MAX(1,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 >= max( 1, MN + max( MN, NRHS ) ). *> For optimal performance, *> LWORK >= max( 1, MN + max( MN, NRHS )*NB ). *> where MN = min(M,N) and NB is the optimum block size. *> *> If LWORK = -1, then a workspace query is assumed; the routine *> only calculates the optimal size of the WORK array, returns *> this value as the first entry of the WORK array, and no error *> message related to LWORK is issued by XERBLA. *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit *> < 0: if INFO = -i, the i-th argument had an illegal value *> > 0: if INFO = i, the i-th diagonal element of the *> triangular factor of A is zero, so that A does not have *> full rank; the least squares solution could not be *> computed. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date December 2016 * *> \ingroup doubleGEsolve * * ===================================================================== SUBROUTINE DGELS( TRANS, M, N, NRHS, A, LDA, B, LDB, WORK, LWORK, $ INFO ) * * -- LAPACK driver routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * * .. Scalar Arguments .. CHARACTER TRANS INTEGER INFO, LDA, LDB, LWORK, M, N, NRHS * .. * .. Array Arguments .. DOUBLE PRECISION A( LDA, * ), B( LDB, * ), WORK( * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ZERO, ONE PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 ) * .. * .. Local Scalars .. LOGICAL LQUERY, TPSD INTEGER BROW, I, IASCL, IBSCL, J, MN, NB, SCLLEN, WSIZE DOUBLE PRECISION ANRM, BIGNUM, BNRM, SMLNUM * .. * .. Local Arrays .. DOUBLE PRECISION RWORK( 1 ) * .. * .. External Functions .. LOGICAL LSAME INTEGER ILAENV DOUBLE PRECISION DLAMCH, DLANGE EXTERNAL LSAME, ILAENV, DLABAD, DLAMCH, DLANGE * .. * .. External Subroutines .. EXTERNAL DGELQF, DGEQRF, DLASCL, DLASET, DORMLQ, DORMQR, $ DTRTRS, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC DBLE, MAX, MIN * .. * .. Executable Statements .. * * Test the input arguments. * INFO = 0 MN = MIN( M, N ) LQUERY = ( LWORK.EQ.-1 ) IF( .NOT.( LSAME( TRANS, 'N' ) .OR. LSAME( TRANS, 'T' ) ) ) THEN INFO = -1 ELSE IF( M.LT.0 ) THEN INFO = -2 ELSE IF( N.LT.0 ) THEN INFO = -3 ELSE IF( NRHS.LT.0 ) THEN INFO = -4 ELSE IF( LDA.LT.MAX( 1, M ) ) THEN INFO = -6 ELSE IF( LDB.LT.MAX( 1, M, N ) ) THEN INFO = -8 ELSE IF( LWORK.LT.MAX( 1, MN+MAX( MN, NRHS ) ) .AND. .NOT.LQUERY ) $ THEN INFO = -10 END IF * * Figure out optimal block size * IF( INFO.EQ.0 .OR. INFO.EQ.-10 ) THEN * TPSD = .TRUE. IF( LSAME( TRANS, 'N' ) ) $ TPSD = .FALSE. * IF( M.GE.N ) THEN NB = ILAENV( 1, 'DGEQRF', ' ', M, N, -1, -1 ) IF( TPSD ) THEN NB = MAX( NB, ILAENV( 1, 'DORMQR', 'LN', M, NRHS, N, $ -1 ) ) ELSE NB = MAX( NB, ILAENV( 1, 'DORMQR', 'LT', M, NRHS, N, $ -1 ) ) END IF ELSE NB = ILAENV( 1, 'DGELQF', ' ', M, N, -1, -1 ) IF( TPSD ) THEN NB = MAX( NB, ILAENV( 1, 'DORMLQ', 'LT', N, NRHS, M, $ -1 ) ) ELSE NB = MAX( NB, ILAENV( 1, 'DORMLQ', 'LN', N, NRHS, M, $ -1 ) ) END IF END IF * WSIZE = MAX( 1, MN+MAX( MN, NRHS )*NB ) WORK( 1 ) = DBLE( WSIZE ) * END IF * IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGELS ', -INFO ) RETURN ELSE IF( LQUERY ) THEN RETURN END IF * * Quick return if possible * IF( MIN( M, N, NRHS ).EQ.0 ) THEN CALL DLASET( 'Full', MAX( M, N ), NRHS, ZERO, ZERO, B, LDB ) RETURN END IF * * Get machine parameters * SMLNUM = DLAMCH( 'S' ) / DLAMCH( 'P' ) BIGNUM = ONE / SMLNUM CALL DLABAD( SMLNUM, BIGNUM ) * * Scale A, B if max element outside range [SMLNUM,BIGNUM] * ANRM = DLANGE( 'M', M, N, A, LDA, RWORK ) IASCL = 0 IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN * * Scale matrix norm up to SMLNUM * CALL DLASCL( 'G', 0, 0, ANRM, SMLNUM, M, N, A, LDA, INFO ) IASCL = 1 ELSE IF( ANRM.GT.BIGNUM ) THEN * * Scale matrix norm down to BIGNUM * CALL DLASCL( 'G', 0, 0, ANRM, BIGNUM, M, N, A, LDA, INFO ) IASCL = 2 ELSE IF( ANRM.EQ.ZERO ) THEN * * Matrix all zero. Return zero solution. * CALL DLASET( 'F', MAX( M, N ), NRHS, ZERO, ZERO, B, LDB ) GO TO 50 END IF * BROW = M IF( TPSD ) $ BROW = N BNRM = DLANGE( 'M', BROW, NRHS, B, LDB, RWORK ) IBSCL = 0 IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN * * Scale matrix norm up to SMLNUM * CALL DLASCL( 'G', 0, 0, BNRM, SMLNUM, BROW, NRHS, B, LDB, $ INFO ) IBSCL = 1 ELSE IF( BNRM.GT.BIGNUM ) THEN * * Scale matrix norm down to BIGNUM * CALL DLASCL( 'G', 0, 0, BNRM, BIGNUM, BROW, NRHS, B, LDB, $ INFO ) IBSCL = 2 END IF * IF( M.GE.N ) THEN * * compute QR factorization of A * CALL DGEQRF( M, N, A, LDA, WORK( 1 ), WORK( MN+1 ), LWORK-MN, $ INFO ) * * workspace at least N, optimally N*NB * IF( .NOT.TPSD ) THEN * * Least-Squares Problem min || A * X - B || * * B(1:M,1:NRHS) := Q**T * B(1:M,1:NRHS) * CALL DORMQR( 'Left', 'Transpose', M, NRHS, N, A, LDA, $ WORK( 1 ), B, LDB, WORK( MN+1 ), LWORK-MN, $ INFO ) * * workspace at least NRHS, optimally NRHS*NB * * B(1:N,1:NRHS) := inv(R) * B(1:N,1:NRHS) * CALL DTRTRS( 'Upper', 'No transpose', 'Non-unit', N, NRHS, $ A, LDA, B, LDB, INFO ) * IF( INFO.GT.0 ) THEN RETURN END IF * SCLLEN = N * ELSE * * Underdetermined system of equations A**T * X = B * * B(1:N,1:NRHS) := inv(R**T) * B(1:N,1:NRHS) * CALL DTRTRS( 'Upper', 'Transpose', 'Non-unit', N, NRHS, $ A, LDA, B, LDB, INFO ) * IF( INFO.GT.0 ) THEN RETURN END IF * * B(N+1:M,1:NRHS) = ZERO * DO 20 J = 1, NRHS DO 10 I = N + 1, M B( I, J ) = ZERO 10 CONTINUE 20 CONTINUE * * B(1:M,1:NRHS) := Q(1:N,:) * B(1:N,1:NRHS) * CALL DORMQR( 'Left', 'No transpose', M, NRHS, N, A, LDA, $ WORK( 1 ), B, LDB, WORK( MN+1 ), LWORK-MN, $ INFO ) * * workspace at least NRHS, optimally NRHS*NB * SCLLEN = M * END IF * ELSE * * Compute LQ factorization of A * CALL DGELQF( M, N, A, LDA, WORK( 1 ), WORK( MN+1 ), LWORK-MN, $ INFO ) * * workspace at least M, optimally M*NB. * IF( .NOT.TPSD ) THEN * * underdetermined system of equations A * X = B * * B(1:M,1:NRHS) := inv(L) * B(1:M,1:NRHS) * CALL DTRTRS( 'Lower', 'No transpose', 'Non-unit', M, NRHS, $ A, LDA, B, LDB, INFO ) * IF( INFO.GT.0 ) THEN RETURN END IF * * B(M+1:N,1:NRHS) = 0 * DO 40 J = 1, NRHS DO 30 I = M + 1, N B( I, J ) = ZERO 30 CONTINUE 40 CONTINUE * * B(1:N,1:NRHS) := Q(1:N,:)**T * B(1:M,1:NRHS) * CALL DORMLQ( 'Left', 'Transpose', N, NRHS, M, A, LDA, $ WORK( 1 ), B, LDB, WORK( MN+1 ), LWORK-MN, $ INFO ) * * workspace at least NRHS, optimally NRHS*NB * SCLLEN = N * ELSE * * overdetermined system min || A**T * X - B || * * B(1:N,1:NRHS) := Q * B(1:N,1:NRHS) * CALL DORMLQ( 'Left', 'No transpose', N, NRHS, M, A, LDA, $ WORK( 1 ), B, LDB, WORK( MN+1 ), LWORK-MN, $ INFO ) * * workspace at least NRHS, optimally NRHS*NB * * B(1:M,1:NRHS) := inv(L**T) * B(1:M,1:NRHS) * CALL DTRTRS( 'Lower', 'Transpose', 'Non-unit', M, NRHS, $ A, LDA, B, LDB, INFO ) * IF( INFO.GT.0 ) THEN RETURN END IF * SCLLEN = M * END IF * END IF * * Undo scaling * IF( IASCL.EQ.1 ) THEN CALL DLASCL( 'G', 0, 0, ANRM, SMLNUM, SCLLEN, NRHS, B, LDB, $ INFO ) ELSE IF( IASCL.EQ.2 ) THEN CALL DLASCL( 'G', 0, 0, ANRM, BIGNUM, SCLLEN, NRHS, B, LDB, $ INFO ) END IF IF( IBSCL.EQ.1 ) THEN CALL DLASCL( 'G', 0, 0, SMLNUM, BNRM, SCLLEN, NRHS, B, LDB, $ INFO ) ELSE IF( IBSCL.EQ.2 ) THEN CALL DLASCL( 'G', 0, 0, BIGNUM, BNRM, SCLLEN, NRHS, B, LDB, $ INFO ) END IF * 50 CONTINUE WORK( 1 ) = DBLE( WSIZE ) * RETURN * * End of DGELS * END *> \brief DGELSD computes the minimum-norm solution to a linear least squares problem for GE matrices * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGELSD + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGELSD( M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK, * WORK, LWORK, IWORK, INFO ) * * .. Scalar Arguments .. * INTEGER INFO, LDA, LDB, LWORK, M, N, NRHS, RANK * DOUBLE PRECISION RCOND * .. * .. Array Arguments .. * INTEGER IWORK( * ) * DOUBLE PRECISION A( LDA, * ), B( LDB, * ), S( * ), WORK( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGELSD computes the minimum-norm solution to a real linear least *> squares problem: *> minimize 2-norm(| b - A*x |) *> using the singular value decomposition (SVD) of A. A is an M-by-N *> matrix which may be rank-deficient. *> *> Several right hand side vectors b and solution vectors x can be *> handled in a single call; they are stored as the columns of the *> M-by-NRHS right hand side matrix B and the N-by-NRHS solution *> matrix X. *> *> The problem is solved in three steps: *> (1) Reduce the coefficient matrix A to bidiagonal form with *> Householder transformations, reducing the original problem *> into a "bidiagonal least squares problem" (BLS) *> (2) Solve the BLS using a divide and conquer approach. *> (3) Apply back all the Householder transformations to solve *> the original least squares problem. *> *> The effective rank of A is determined by treating as zero those *> singular values which are less than RCOND times the largest singular *> value. *> *> The divide and conquer algorithm makes very mild assumptions about *> floating point arithmetic. It will work on machines with a guard *> digit in add/subtract, or on those binary machines without guard *> digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or *> Cray-2. It could conceivably fail on hexadecimal or decimal machines *> without guard digits, but we know of none. *> \endverbatim * * Arguments: * ========== * *> \param[in] M *> \verbatim *> M is INTEGER *> The number of rows of A. M >= 0. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The number of columns of A. N >= 0. *> \endverbatim *> *> \param[in] NRHS *> \verbatim *> NRHS is INTEGER *> The number of right hand sides, i.e., the number of columns *> of the matrices B and X. NRHS >= 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, A has been destroyed. *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,M). *> \endverbatim *> *> \param[in,out] B *> \verbatim *> B is DOUBLE PRECISION array, dimension (LDB,NRHS) *> On entry, the M-by-NRHS right hand side matrix B. *> On exit, B is overwritten by the N-by-NRHS solution *> matrix X. If m >= n and RANK = n, the residual *> sum-of-squares for the solution in the i-th column is given *> by the sum of squares of elements n+1:m in that column. *> \endverbatim *> *> \param[in] LDB *> \verbatim *> LDB is INTEGER *> The leading dimension of the array B. LDB >= max(1,max(M,N)). *> \endverbatim *> *> \param[out] S *> \verbatim *> S is DOUBLE PRECISION array, dimension (min(M,N)) *> The singular values of A in decreasing order. *> The condition number of A in the 2-norm = S(1)/S(min(m,n)). *> \endverbatim *> *> \param[in] RCOND *> \verbatim *> RCOND is DOUBLE PRECISION *> RCOND is used to determine the effective rank of A. *> Singular values S(i) <= RCOND*S(1) are treated as zero. *> If RCOND < 0, machine precision is used instead. *> \endverbatim *> *> \param[out] RANK *> \verbatim *> RANK is INTEGER *> The effective rank of A, i.e., the number of singular values *> which are greater than RCOND*S(1). *> \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 must be at least 1. *> The exact minimum amount of workspace needed depends on M, *> N and NRHS. As long as LWORK is at least *> 12*N + 2*N*SMLSIZ + 8*N*NLVL + N*NRHS + (SMLSIZ+1)**2, *> if M is greater than or equal to N or *> 12*M + 2*M*SMLSIZ + 8*M*NLVL + M*NRHS + (SMLSIZ+1)**2, *> if M is less than N, the code will execute correctly. *> SMLSIZ is returned by ILAENV and is equal to the maximum *> size of the subproblems at the bottom of the computation *> tree (usually about 25), and *> NLVL = MAX( 0, INT( LOG_2( MIN( M,N )/(SMLSIZ+1) ) ) + 1 ) *> For good performance, LWORK should generally be larger. *> *> If LWORK = -1, then a workspace query is assumed; the routine *> only calculates the optimal size of the WORK array, returns *> this value as the first entry of the WORK array, and no error *> message related to LWORK is issued by XERBLA. *> \endverbatim *> *> \param[out] IWORK *> \verbatim *> IWORK is INTEGER array, dimension (MAX(1,LIWORK)) *> LIWORK >= max(1, 3 * MINMN * NLVL + 11 * MINMN), *> where MINMN = MIN( M,N ). *> On exit, if INFO = 0, IWORK(1) returns the minimum LIWORK. *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit *> < 0: if INFO = -i, the i-th argument had an illegal value. *> > 0: the algorithm for computing the SVD failed to converge; *> if INFO = i, i off-diagonal elements of an intermediate *> bidiagonal form did not converge to zero. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date June 2017 * *> \ingroup doubleGEsolve * *> \par Contributors: * ================== *> *> Ming Gu and Ren-Cang Li, Computer Science Division, University of *> California at Berkeley, USA \n *> Osni Marques, LBNL/NERSC, USA \n * * ===================================================================== SUBROUTINE DGELSD( M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK, $ WORK, LWORK, IWORK, INFO ) * * -- LAPACK driver routine (version 3.7.1) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * June 2017 * * .. Scalar Arguments .. INTEGER INFO, LDA, LDB, LWORK, M, N, NRHS, RANK DOUBLE PRECISION RCOND * .. * .. Array Arguments .. INTEGER IWORK( * ) DOUBLE PRECISION A( LDA, * ), B( LDB, * ), S( * ), WORK( * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ZERO, ONE, TWO PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0, TWO = 2.0D0 ) * .. * .. Local Scalars .. LOGICAL LQUERY INTEGER IASCL, IBSCL, IE, IL, ITAU, ITAUP, ITAUQ, $ LDWORK, LIWORK, MAXMN, MAXWRK, MINMN, MINWRK, $ MM, MNTHR, NLVL, NWORK, SMLSIZ, WLALSD DOUBLE PRECISION ANRM, BIGNUM, BNRM, EPS, SFMIN, SMLNUM * .. * .. External Subroutines .. EXTERNAL DGEBRD, DGELQF, DGEQRF, DLABAD, DLACPY, DLALSD, $ DLASCL, DLASET, DORMBR, DORMLQ, DORMQR, XERBLA * .. * .. External Functions .. INTEGER ILAENV DOUBLE PRECISION DLAMCH, DLANGE EXTERNAL ILAENV, DLAMCH, DLANGE * .. * .. Intrinsic Functions .. INTRINSIC DBLE, INT, LOG, MAX, MIN * .. * .. Executable Statements .. * * Test the input arguments. * INFO = 0 MINMN = MIN( M, N ) MAXMN = MAX( M, N ) MNTHR = ILAENV( 6, 'DGELSD', ' ', M, N, NRHS, -1 ) LQUERY = ( LWORK.EQ.-1 ) IF( M.LT.0 ) THEN INFO = -1 ELSE IF( N.LT.0 ) THEN INFO = -2 ELSE IF( NRHS.LT.0 ) THEN INFO = -3 ELSE IF( LDA.LT.MAX( 1, M ) ) THEN INFO = -5 ELSE IF( LDB.LT.MAX( 1, MAXMN ) ) THEN INFO = -7 END IF * SMLSIZ = ILAENV( 9, 'DGELSD', ' ', 0, 0, 0, 0 ) * * Compute workspace. * (Note: Comments in the code beginning "Workspace:" describe the * minimal amount of workspace needed 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.) * MINWRK = 1 LIWORK = 1 MINMN = MAX( 1, MINMN ) NLVL = MAX( INT( LOG( DBLE( MINMN ) / DBLE( SMLSIZ+1 ) ) / $ LOG( TWO ) ) + 1, 0 ) * IF( INFO.EQ.0 ) THEN MAXWRK = 0 LIWORK = 3*MINMN*NLVL + 11*MINMN MM = M IF( M.GE.N .AND. M.GE.MNTHR ) THEN * * Path 1a - overdetermined, with many more rows than columns. * MM = N MAXWRK = MAX( MAXWRK, N+N*ILAENV( 1, 'DGEQRF', ' ', M, N, $ -1, -1 ) ) MAXWRK = MAX( MAXWRK, N+NRHS* $ ILAENV( 1, 'DORMQR', 'LT', M, NRHS, N, -1 ) ) END IF IF( M.GE.N ) THEN * * Path 1 - overdetermined or exactly determined. * MAXWRK = MAX( MAXWRK, 3*N+( MM+N )* $ ILAENV( 1, 'DGEBRD', ' ', MM, N, -1, -1 ) ) MAXWRK = MAX( MAXWRK, 3*N+NRHS* $ ILAENV( 1, 'DORMBR', 'QLT', MM, NRHS, N, -1 ) ) MAXWRK = MAX( MAXWRK, 3*N+( N-1 )* $ ILAENV( 1, 'DORMBR', 'PLN', N, NRHS, N, -1 ) ) WLALSD = 9*N+2*N*SMLSIZ+8*N*NLVL+N*NRHS+(SMLSIZ+1)**2 MAXWRK = MAX( MAXWRK, 3*N+WLALSD ) MINWRK = MAX( 3*N+MM, 3*N+NRHS, 3*N+WLALSD ) END IF IF( N.GT.M ) THEN WLALSD = 9*M+2*M*SMLSIZ+8*M*NLVL+M*NRHS+(SMLSIZ+1)**2 IF( N.GE.MNTHR ) THEN * * Path 2a - underdetermined, with many more columns * than rows. * MAXWRK = M + M*ILAENV( 1, 'DGELQF', ' ', M, N, -1, -1 ) MAXWRK = MAX( MAXWRK, M*M+4*M+2*M* $ ILAENV( 1, 'DGEBRD', ' ', M, M, -1, -1 ) ) MAXWRK = MAX( MAXWRK, M*M+4*M+NRHS* $ ILAENV( 1, 'DORMBR', 'QLT', M, NRHS, M, -1 ) ) MAXWRK = MAX( MAXWRK, M*M+4*M+( M-1 )* $ ILAENV( 1, 'DORMBR', 'PLN', M, NRHS, M, -1 ) ) IF( NRHS.GT.1 ) THEN MAXWRK = MAX( MAXWRK, M*M+M+M*NRHS ) ELSE MAXWRK = MAX( MAXWRK, M*M+2*M ) END IF MAXWRK = MAX( MAXWRK, M+NRHS* $ ILAENV( 1, 'DORMLQ', 'LT', N, NRHS, M, -1 ) ) MAXWRK = MAX( MAXWRK, M*M+4*M+WLALSD ) ! XXX: Ensure the Path 2a case below is triggered. The workspace ! calculation should use queries for all routines eventually. MAXWRK = MAX( MAXWRK, $ 4*M+M*M+MAX( M, 2*M-4, NRHS, N-3*M ) ) ELSE * * Path 2 - remaining underdetermined cases. * MAXWRK = 3*M + ( N+M )*ILAENV( 1, 'DGEBRD', ' ', M, N, $ -1, -1 ) MAXWRK = MAX( MAXWRK, 3*M+NRHS* $ ILAENV( 1, 'DORMBR', 'QLT', M, NRHS, N, -1 ) ) MAXWRK = MAX( MAXWRK, 3*M+M* $ ILAENV( 1, 'DORMBR', 'PLN', N, NRHS, M, -1 ) ) MAXWRK = MAX( MAXWRK, 3*M+WLALSD ) END IF MINWRK = MAX( 3*M+NRHS, 3*M+M, 3*M+WLALSD ) END IF MINWRK = MIN( MINWRK, MAXWRK ) WORK( 1 ) = MAXWRK IWORK( 1 ) = LIWORK IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY ) THEN INFO = -12 END IF END IF * IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGELSD', -INFO ) RETURN ELSE IF( LQUERY ) THEN GO TO 10 END IF * * Quick return if possible. * IF( M.EQ.0 .OR. N.EQ.0 ) THEN RANK = 0 RETURN END IF * * Get machine parameters. * EPS = DLAMCH( 'P' ) SFMIN = DLAMCH( 'S' ) SMLNUM = SFMIN / EPS BIGNUM = ONE / SMLNUM CALL DLABAD( SMLNUM, BIGNUM ) * * Scale A if max entry outside range [SMLNUM,BIGNUM]. * ANRM = DLANGE( 'M', M, N, A, LDA, WORK ) IASCL = 0 IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN * * Scale matrix norm up to SMLNUM. * CALL DLASCL( 'G', 0, 0, ANRM, SMLNUM, M, N, A, LDA, INFO ) IASCL = 1 ELSE IF( ANRM.GT.BIGNUM ) THEN * * Scale matrix norm down to BIGNUM. * CALL DLASCL( 'G', 0, 0, ANRM, BIGNUM, M, N, A, LDA, INFO ) IASCL = 2 ELSE IF( ANRM.EQ.ZERO ) THEN * * Matrix all zero. Return zero solution. * CALL DLASET( 'F', MAX( M, N ), NRHS, ZERO, ZERO, B, LDB ) CALL DLASET( 'F', MINMN, 1, ZERO, ZERO, S, 1 ) RANK = 0 GO TO 10 END IF * * Scale B if max entry outside range [SMLNUM,BIGNUM]. * BNRM = DLANGE( 'M', M, NRHS, B, LDB, WORK ) IBSCL = 0 IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN * * Scale matrix norm up to SMLNUM. * CALL DLASCL( 'G', 0, 0, BNRM, SMLNUM, M, NRHS, B, LDB, INFO ) IBSCL = 1 ELSE IF( BNRM.GT.BIGNUM ) THEN * * Scale matrix norm down to BIGNUM. * CALL DLASCL( 'G', 0, 0, BNRM, BIGNUM, M, NRHS, B, LDB, INFO ) IBSCL = 2 END IF * * If M < N make sure certain entries of B are zero. * IF( M.LT.N ) $ CALL DLASET( 'F', N-M, NRHS, ZERO, ZERO, B( M+1, 1 ), LDB ) * * Overdetermined case. * IF( M.GE.N ) THEN * * Path 1 - overdetermined or exactly determined. * MM = M IF( M.GE.MNTHR ) THEN * * Path 1a - overdetermined, with many more rows than columns. * MM = N ITAU = 1 NWORK = ITAU + N * * Compute A=Q*R. * (Workspace: need 2*N, prefer N+N*NB) * CALL DGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ), $ LWORK-NWORK+1, INFO ) * * Multiply B by transpose(Q). * (Workspace: need N+NRHS, prefer N+NRHS*NB) * CALL DORMQR( 'L', 'T', M, NRHS, N, A, LDA, WORK( ITAU ), B, $ LDB, WORK( NWORK ), LWORK-NWORK+1, INFO ) * * Zero out below R. * IF( N.GT.1 ) THEN CALL DLASET( 'L', N-1, N-1, ZERO, ZERO, A( 2, 1 ), LDA ) END IF END IF * IE = 1 ITAUQ = IE + N ITAUP = ITAUQ + N NWORK = ITAUP + N * * Bidiagonalize R in A. * (Workspace: need 3*N+MM, prefer 3*N+(MM+N)*NB) * CALL DGEBRD( MM, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ), $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1, $ INFO ) * * Multiply B by transpose of left bidiagonalizing vectors of R. * (Workspace: need 3*N+NRHS, prefer 3*N+NRHS*NB) * CALL DORMBR( 'Q', 'L', 'T', MM, NRHS, N, A, LDA, WORK( ITAUQ ), $ B, LDB, WORK( NWORK ), LWORK-NWORK+1, INFO ) * * Solve the bidiagonal least squares problem. * CALL DLALSD( 'U', SMLSIZ, N, NRHS, S, WORK( IE ), B, LDB, $ RCOND, RANK, WORK( NWORK ), IWORK, INFO ) IF( INFO.NE.0 ) THEN GO TO 10 END IF * * Multiply B by right bidiagonalizing vectors of R. * CALL DORMBR( 'P', 'L', 'N', N, NRHS, N, A, LDA, WORK( ITAUP ), $ B, LDB, WORK( NWORK ), LWORK-NWORK+1, INFO ) * ELSE IF( N.GE.MNTHR .AND. LWORK.GE.4*M+M*M+ $ MAX( M, 2*M-4, NRHS, N-3*M, WLALSD ) ) THEN * * Path 2a - underdetermined, with many more columns than rows * and sufficient workspace for an efficient algorithm. * LDWORK = M IF( LWORK.GE.MAX( 4*M+M*LDA+MAX( M, 2*M-4, NRHS, N-3*M ), $ M*LDA+M+M*NRHS, 4*M+M*LDA+WLALSD ) )LDWORK = LDA ITAU = 1 NWORK = M + 1 * * Compute A=L*Q. * (Workspace: need 2*M, prefer M+M*NB) * CALL DGELQF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ), $ LWORK-NWORK+1, INFO ) IL = NWORK * * Copy L to WORK(IL), zeroing out above its diagonal. * CALL DLACPY( 'L', M, M, A, LDA, WORK( IL ), LDWORK ) CALL DLASET( 'U', M-1, M-1, ZERO, ZERO, WORK( IL+LDWORK ), $ LDWORK ) IE = IL + LDWORK*M ITAUQ = IE + M ITAUP = ITAUQ + M NWORK = ITAUP + M * * Bidiagonalize L in WORK(IL). * (Workspace: need M*M+5*M, prefer M*M+4*M+2*M*NB) * CALL DGEBRD( M, M, WORK( IL ), LDWORK, S, WORK( IE ), $ WORK( ITAUQ ), WORK( ITAUP ), WORK( NWORK ), $ LWORK-NWORK+1, INFO ) * * Multiply B by transpose of left bidiagonalizing vectors of L. * (Workspace: need M*M+4*M+NRHS, prefer M*M+4*M+NRHS*NB) * CALL DORMBR( 'Q', 'L', 'T', M, NRHS, M, WORK( IL ), LDWORK, $ WORK( ITAUQ ), B, LDB, WORK( NWORK ), $ LWORK-NWORK+1, INFO ) * * Solve the bidiagonal least squares problem. * CALL DLALSD( 'U', SMLSIZ, M, NRHS, S, WORK( IE ), B, LDB, $ RCOND, RANK, WORK( NWORK ), IWORK, INFO ) IF( INFO.NE.0 ) THEN GO TO 10 END IF * * Multiply B by right bidiagonalizing vectors of L. * CALL DORMBR( 'P', 'L', 'N', M, NRHS, M, WORK( IL ), LDWORK, $ WORK( ITAUP ), B, LDB, WORK( NWORK ), $ LWORK-NWORK+1, INFO ) * * Zero out below first M rows of B. * CALL DLASET( 'F', N-M, NRHS, ZERO, ZERO, B( M+1, 1 ), LDB ) NWORK = ITAU + M * * Multiply transpose(Q) by B. * (Workspace: need M+NRHS, prefer M+NRHS*NB) * CALL DORMLQ( 'L', 'T', N, NRHS, M, A, LDA, WORK( ITAU ), B, $ LDB, WORK( NWORK ), LWORK-NWORK+1, INFO ) * ELSE * * Path 2 - remaining underdetermined cases. * IE = 1 ITAUQ = IE + M ITAUP = ITAUQ + M NWORK = ITAUP + M * * Bidiagonalize A. * (Workspace: need 3*M+N, prefer 3*M+(M+N)*NB) * CALL DGEBRD( M, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ), $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1, $ INFO ) * * Multiply B by transpose of left bidiagonalizing vectors. * (Workspace: need 3*M+NRHS, prefer 3*M+NRHS*NB) * CALL DORMBR( 'Q', 'L', 'T', M, NRHS, N, A, LDA, WORK( ITAUQ ), $ B, LDB, WORK( NWORK ), LWORK-NWORK+1, INFO ) * * Solve the bidiagonal least squares problem. * CALL DLALSD( 'L', SMLSIZ, M, NRHS, S, WORK( IE ), B, LDB, $ RCOND, RANK, WORK( NWORK ), IWORK, INFO ) IF( INFO.NE.0 ) THEN GO TO 10 END IF * * Multiply B by right bidiagonalizing vectors of A. * CALL DORMBR( 'P', 'L', 'N', N, NRHS, M, A, LDA, WORK( ITAUP ), $ B, LDB, WORK( NWORK ), LWORK-NWORK+1, INFO ) * END IF * * Undo scaling. * IF( IASCL.EQ.1 ) THEN CALL DLASCL( 'G', 0, 0, ANRM, SMLNUM, N, NRHS, B, LDB, INFO ) CALL DLASCL( 'G', 0, 0, SMLNUM, ANRM, MINMN, 1, S, MINMN, $ INFO ) ELSE IF( IASCL.EQ.2 ) THEN CALL DLASCL( 'G', 0, 0, ANRM, BIGNUM, N, NRHS, B, LDB, INFO ) CALL DLASCL( 'G', 0, 0, BIGNUM, ANRM, MINMN, 1, S, MINMN, $ INFO ) END IF IF( IBSCL.EQ.1 ) THEN CALL DLASCL( 'G', 0, 0, SMLNUM, BNRM, N, NRHS, B, LDB, INFO ) ELSE IF( IBSCL.EQ.2 ) THEN CALL DLASCL( 'G', 0, 0, BIGNUM, BNRM, N, NRHS, B, LDB, INFO ) END IF * 10 CONTINUE WORK( 1 ) = MAXWRK IWORK( 1 ) = LIWORK RETURN * * End of DGELSD * END *> \brief DGELSS solves overdetermined or underdetermined systems for GE matrices * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGELSS + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGELSS( M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK, * WORK, LWORK, INFO ) * * .. Scalar Arguments .. * INTEGER INFO, LDA, LDB, LWORK, M, N, NRHS, RANK * DOUBLE PRECISION RCOND * .. * .. Array Arguments .. * DOUBLE PRECISION A( LDA, * ), B( LDB, * ), S( * ), WORK( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGELSS computes the minimum norm solution to a real linear least *> squares problem: *> *> Minimize 2-norm(| b - A*x |). *> *> using the singular value decomposition (SVD) of A. A is an M-by-N *> matrix which may be rank-deficient. *> *> Several right hand side vectors b and solution vectors x can be *> handled in a single call; they are stored as the columns of the *> M-by-NRHS right hand side matrix B and the N-by-NRHS solution matrix *> X. *> *> The effective rank of A is determined by treating as zero those *> singular values which are less than RCOND times the largest singular *> value. *> \endverbatim * * Arguments: * ========== * *> \param[in] M *> \verbatim *> M is INTEGER *> The number of rows of the matrix A. M >= 0. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The number of columns of the matrix A. N >= 0. *> \endverbatim *> *> \param[in] NRHS *> \verbatim *> NRHS is INTEGER *> The number of right hand sides, i.e., the number of columns *> of the matrices B and X. NRHS >= 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, the first min(m,n) rows of A are overwritten with *> its right singular vectors, stored rowwise. *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,M). *> \endverbatim *> *> \param[in,out] B *> \verbatim *> B is DOUBLE PRECISION array, dimension (LDB,NRHS) *> On entry, the M-by-NRHS right hand side matrix B. *> On exit, B is overwritten by the N-by-NRHS solution *> matrix X. If m >= n and RANK = n, the residual *> sum-of-squares for the solution in the i-th column is given *> by the sum of squares of elements n+1:m in that column. *> \endverbatim *> *> \param[in] LDB *> \verbatim *> LDB is INTEGER *> The leading dimension of the array B. LDB >= max(1,max(M,N)). *> \endverbatim *> *> \param[out] S *> \verbatim *> S is DOUBLE PRECISION array, dimension (min(M,N)) *> The singular values of A in decreasing order. *> The condition number of A in the 2-norm = S(1)/S(min(m,n)). *> \endverbatim *> *> \param[in] RCOND *> \verbatim *> RCOND is DOUBLE PRECISION *> RCOND is used to determine the effective rank of A. *> Singular values S(i) <= RCOND*S(1) are treated as zero. *> If RCOND < 0, machine precision is used instead. *> \endverbatim *> *> \param[out] RANK *> \verbatim *> RANK is INTEGER *> The effective rank of A, i.e., the number of singular values *> which are greater than RCOND*S(1). *> \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, and also: *> LWORK >= 3*min(M,N) + max( 2*min(M,N), max(M,N), NRHS ) *> For good performance, LWORK should generally be larger. *> *> If LWORK = -1, then a workspace query is assumed; the routine *> only calculates the optimal size of the WORK array, returns *> this value as the first entry of the WORK array, and no error *> message related to LWORK is issued by XERBLA. *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit *> < 0: if INFO = -i, the i-th argument had an illegal value. *> > 0: the algorithm for computing the SVD failed to converge; *> if INFO = i, i off-diagonal elements of an intermediate *> bidiagonal form did not converge to zero. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date December 2016 * *> \ingroup doubleGEsolve * * ===================================================================== SUBROUTINE DGELSS( M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK, $ WORK, LWORK, INFO ) * * -- LAPACK driver routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * * .. Scalar Arguments .. INTEGER INFO, LDA, LDB, LWORK, M, N, NRHS, RANK DOUBLE PRECISION RCOND * .. * .. Array Arguments .. DOUBLE PRECISION A( LDA, * ), B( LDB, * ), S( * ), WORK( * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ZERO, ONE PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 ) * .. * .. Local Scalars .. LOGICAL LQUERY INTEGER BDSPAC, BL, CHUNK, I, IASCL, IBSCL, IE, IL, $ ITAU, ITAUP, ITAUQ, IWORK, LDWORK, MAXMN, $ MAXWRK, MINMN, MINWRK, MM, MNTHR INTEGER LWORK_DGEQRF, LWORK_DORMQR, LWORK_DGEBRD, $ LWORK_DORMBR, LWORK_DORGBR, LWORK_DORMLQ, $ LWORK_DGELQF DOUBLE PRECISION ANRM, BIGNUM, BNRM, EPS, SFMIN, SMLNUM, THR * .. * .. Local Arrays .. DOUBLE PRECISION DUM( 1 ) * .. * .. External Subroutines .. EXTERNAL DBDSQR, DCOPY, DGEBRD, DGELQF, DGEMM, DGEMV, $ DGEQRF, DLABAD, DLACPY, DLASCL, DLASET, DORGBR, $ DORMBR, DORMLQ, DORMQR, DRSCL, XERBLA * .. * .. External Functions .. INTEGER ILAENV DOUBLE PRECISION DLAMCH, DLANGE EXTERNAL ILAENV, DLAMCH, DLANGE * .. * .. Intrinsic Functions .. INTRINSIC MAX, MIN * .. * .. Executable Statements .. * * Test the input arguments * INFO = 0 MINMN = MIN( M, N ) MAXMN = MAX( M, N ) LQUERY = ( LWORK.EQ.-1 ) IF( M.LT.0 ) THEN INFO = -1 ELSE IF( N.LT.0 ) THEN INFO = -2 ELSE IF( NRHS.LT.0 ) THEN INFO = -3 ELSE IF( LDA.LT.MAX( 1, M ) ) THEN INFO = -5 ELSE IF( LDB.LT.MAX( 1, MAXMN ) ) THEN INFO = -7 END IF * * Compute workspace * (Note: Comments in the code beginning "Workspace:" describe the * minimal amount of workspace needed 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 IF( MINMN.GT.0 ) THEN MM = M MNTHR = ILAENV( 6, 'DGELSS', ' ', M, N, NRHS, -1 ) IF( M.GE.N .AND. M.GE.MNTHR ) THEN * * Path 1a - overdetermined, with many more rows than * columns * * Compute space needed for DGEQRF CALL DGEQRF( M, N, A, LDA, DUM(1), DUM(1), -1, INFO ) LWORK_DGEQRF=DUM(1) * Compute space needed for DORMQR CALL DORMQR( 'L', 'T', M, NRHS, N, A, LDA, DUM(1), B, $ LDB, DUM(1), -1, INFO ) LWORK_DORMQR=DUM(1) MM = N MAXWRK = MAX( MAXWRK, N + LWORK_DGEQRF ) MAXWRK = MAX( MAXWRK, N + LWORK_DORMQR ) END IF IF( M.GE.N ) THEN * * Path 1 - overdetermined or exactly determined * * Compute workspace needed for DBDSQR * BDSPAC = MAX( 1, 5*N ) * Compute space needed for DGEBRD CALL DGEBRD( MM, N, A, LDA, S, DUM(1), DUM(1), $ DUM(1), DUM(1), -1, INFO ) LWORK_DGEBRD=DUM(1) * Compute space needed for DORMBR CALL DORMBR( 'Q', 'L', 'T', MM, NRHS, N, A, LDA, DUM(1), $ B, LDB, DUM(1), -1, INFO ) LWORK_DORMBR=DUM(1) * Compute space needed for DORGBR CALL DORGBR( 'P', N, N, N, A, LDA, DUM(1), $ DUM(1), -1, INFO ) LWORK_DORGBR=DUM(1) * Compute total workspace needed MAXWRK = MAX( MAXWRK, 3*N + LWORK_DGEBRD ) MAXWRK = MAX( MAXWRK, 3*N + LWORK_DORMBR ) MAXWRK = MAX( MAXWRK, 3*N + LWORK_DORGBR ) MAXWRK = MAX( MAXWRK, BDSPAC ) MAXWRK = MAX( MAXWRK, N*NRHS ) MINWRK = MAX( 3*N + MM, 3*N + NRHS, BDSPAC ) MAXWRK = MAX( MINWRK, MAXWRK ) END IF IF( N.GT.M ) THEN * * Compute workspace needed for DBDSQR * BDSPAC = MAX( 1, 5*M ) MINWRK = MAX( 3*M+NRHS, 3*M+N, BDSPAC ) IF( N.GE.MNTHR ) THEN * * Path 2a - underdetermined, with many more columns * than rows * * Compute space needed for DGELQF CALL DGELQF( M, N, A, LDA, DUM(1), DUM(1), $ -1, INFO ) LWORK_DGELQF=DUM(1) * Compute space needed for DGEBRD CALL DGEBRD( M, M, A, LDA, S, DUM(1), DUM(1), $ DUM(1), DUM(1), -1, INFO ) LWORK_DGEBRD=DUM(1) * Compute space needed for DORMBR CALL DORMBR( 'Q', 'L', 'T', M, NRHS, N, A, LDA, $ DUM(1), B, LDB, DUM(1), -1, INFO ) LWORK_DORMBR=DUM(1) * Compute space needed for DORGBR CALL DORGBR( 'P', M, M, M, A, LDA, DUM(1), $ DUM(1), -1, INFO ) LWORK_DORGBR=DUM(1) * Compute space needed for DORMLQ CALL DORMLQ( 'L', 'T', N, NRHS, M, A, LDA, DUM(1), $ B, LDB, DUM(1), -1, INFO ) LWORK_DORMLQ=DUM(1) * Compute total workspace needed MAXWRK = M + LWORK_DGELQF MAXWRK = MAX( MAXWRK, M*M + 4*M + LWORK_DGEBRD ) MAXWRK = MAX( MAXWRK, M*M + 4*M + LWORK_DORMBR ) MAXWRK = MAX( MAXWRK, M*M + 4*M + LWORK_DORGBR ) MAXWRK = MAX( MAXWRK, M*M + M + BDSPAC ) IF( NRHS.GT.1 ) THEN MAXWRK = MAX( MAXWRK, M*M + M + M*NRHS ) ELSE MAXWRK = MAX( MAXWRK, M*M + 2*M ) END IF MAXWRK = MAX( MAXWRK, M + LWORK_DORMLQ ) ELSE * * Path 2 - underdetermined * * Compute space needed for DGEBRD CALL DGEBRD( M, N, A, LDA, S, DUM(1), DUM(1), $ DUM(1), DUM(1), -1, INFO ) LWORK_DGEBRD=DUM(1) * Compute space needed for DORMBR CALL DORMBR( 'Q', 'L', 'T', M, NRHS, M, A, LDA, $ DUM(1), B, LDB, DUM(1), -1, INFO ) LWORK_DORMBR=DUM(1) * Compute space needed for DORGBR CALL DORGBR( 'P', M, N, M, A, LDA, DUM(1), $ DUM(1), -1, INFO ) LWORK_DORGBR=DUM(1) MAXWRK = 3*M + LWORK_DGEBRD MAXWRK = MAX( MAXWRK, 3*M + LWORK_DORMBR ) MAXWRK = MAX( MAXWRK, 3*M + LWORK_DORGBR ) MAXWRK = MAX( MAXWRK, BDSPAC ) MAXWRK = MAX( MAXWRK, N*NRHS ) END IF END IF MAXWRK = MAX( MINWRK, MAXWRK ) END IF WORK( 1 ) = MAXWRK * IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY ) $ INFO = -12 END IF * IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGELSS', -INFO ) RETURN ELSE IF( LQUERY ) THEN RETURN END IF * * Quick return if possible * IF( M.EQ.0 .OR. N.EQ.0 ) THEN RANK = 0 RETURN END IF * * Get machine parameters * EPS = DLAMCH( 'P' ) SFMIN = DLAMCH( 'S' ) SMLNUM = SFMIN / EPS BIGNUM = ONE / SMLNUM CALL DLABAD( SMLNUM, BIGNUM ) * * Scale A if max element outside range [SMLNUM,BIGNUM] * ANRM = DLANGE( 'M', M, N, A, LDA, WORK ) IASCL = 0 IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN * * Scale matrix norm up to SMLNUM * CALL DLASCL( 'G', 0, 0, ANRM, SMLNUM, M, N, A, LDA, INFO ) IASCL = 1 ELSE IF( ANRM.GT.BIGNUM ) THEN * * Scale matrix norm down to BIGNUM * CALL DLASCL( 'G', 0, 0, ANRM, BIGNUM, M, N, A, LDA, INFO ) IASCL = 2 ELSE IF( ANRM.EQ.ZERO ) THEN * * Matrix all zero. Return zero solution. * CALL DLASET( 'F', MAX( M, N ), NRHS, ZERO, ZERO, B, LDB ) CALL DLASET( 'F', MINMN, 1, ZERO, ZERO, S, MINMN ) RANK = 0 GO TO 70 END IF * * Scale B if max element outside range [SMLNUM,BIGNUM] * BNRM = DLANGE( 'M', M, NRHS, B, LDB, WORK ) IBSCL = 0 IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN * * Scale matrix norm up to SMLNUM * CALL DLASCL( 'G', 0, 0, BNRM, SMLNUM, M, NRHS, B, LDB, INFO ) IBSCL = 1 ELSE IF( BNRM.GT.BIGNUM ) THEN * * Scale matrix norm down to BIGNUM * CALL DLASCL( 'G', 0, 0, BNRM, BIGNUM, M, NRHS, B, LDB, INFO ) IBSCL = 2 END IF * * Overdetermined case * IF( M.GE.N ) THEN * * Path 1 - overdetermined or exactly determined * MM = M IF( M.GE.MNTHR ) THEN * * Path 1a - overdetermined, with many more rows than columns * MM = N ITAU = 1 IWORK = ITAU + N * * Compute A=Q*R * (Workspace: need 2*N, prefer N+N*NB) * CALL DGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( IWORK ), $ LWORK-IWORK+1, INFO ) * * Multiply B by transpose(Q) * (Workspace: need N+NRHS, prefer N+NRHS*NB) * CALL DORMQR( 'L', 'T', M, NRHS, N, A, LDA, WORK( ITAU ), B, $ LDB, WORK( IWORK ), LWORK-IWORK+1, INFO ) * * Zero out below R * IF( N.GT.1 ) $ CALL DLASET( 'L', N-1, N-1, ZERO, ZERO, A( 2, 1 ), LDA ) END IF * IE = 1 ITAUQ = IE + N ITAUP = ITAUQ + N IWORK = ITAUP + N * * Bidiagonalize R in A * (Workspace: need 3*N+MM, prefer 3*N+(MM+N)*NB) * CALL DGEBRD( MM, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ), $ WORK( ITAUP ), WORK( IWORK ), LWORK-IWORK+1, $ INFO ) * * Multiply B by transpose of left bidiagonalizing vectors of R * (Workspace: need 3*N+NRHS, prefer 3*N+NRHS*NB) * CALL DORMBR( 'Q', 'L', 'T', MM, NRHS, N, A, LDA, WORK( ITAUQ ), $ B, LDB, WORK( IWORK ), LWORK-IWORK+1, INFO ) * * Generate right bidiagonalizing vectors of R in A * (Workspace: need 4*N-1, prefer 3*N+(N-1)*NB) * CALL DORGBR( 'P', N, N, N, A, LDA, WORK( ITAUP ), $ WORK( IWORK ), LWORK-IWORK+1, INFO ) IWORK = IE + N * * Perform bidiagonal QR iteration * multiply B by transpose of left singular vectors * compute right singular vectors in A * (Workspace: need BDSPAC) * CALL DBDSQR( 'U', N, N, 0, NRHS, S, WORK( IE ), A, LDA, DUM, $ 1, B, LDB, WORK( IWORK ), INFO ) IF( INFO.NE.0 ) $ GO TO 70 * * Multiply B by reciprocals of singular values * THR = MAX( RCOND*S( 1 ), SFMIN ) IF( RCOND.LT.ZERO ) $ THR = MAX( EPS*S( 1 ), SFMIN ) RANK = 0 DO 10 I = 1, N IF( S( I ).GT.THR ) THEN CALL DRSCL( NRHS, S( I ), B( I, 1 ), LDB ) RANK = RANK + 1 ELSE CALL DLASET( 'F', 1, NRHS, ZERO, ZERO, B( I, 1 ), LDB ) END IF 10 CONTINUE * * Multiply B by right singular vectors * (Workspace: need N, prefer N*NRHS) * IF( LWORK.GE.LDB*NRHS .AND. NRHS.GT.1 ) THEN CALL DGEMM( 'T', 'N', N, NRHS, N, ONE, A, LDA, B, LDB, ZERO, $ WORK, LDB ) CALL DLACPY( 'G', N, NRHS, WORK, LDB, B, LDB ) ELSE IF( NRHS.GT.1 ) THEN CHUNK = LWORK / N DO 20 I = 1, NRHS, CHUNK BL = MIN( NRHS-I+1, CHUNK ) CALL DGEMM( 'T', 'N', N, BL, N, ONE, A, LDA, B( 1, I ), $ LDB, ZERO, WORK, N ) CALL DLACPY( 'G', N, BL, WORK, N, B( 1, I ), LDB ) 20 CONTINUE ELSE CALL DGEMV( 'T', N, N, ONE, A, LDA, B, 1, ZERO, WORK, 1 ) CALL DCOPY( N, WORK, 1, B, 1 ) END IF * ELSE IF( N.GE.MNTHR .AND. LWORK.GE.4*M+M*M+ $ MAX( M, 2*M-4, NRHS, N-3*M ) ) THEN * * Path 2a - underdetermined, with many more columns than rows * and sufficient workspace for an efficient algorithm * LDWORK = M IF( LWORK.GE.MAX( 4*M+M*LDA+MAX( M, 2*M-4, NRHS, N-3*M ), $ M*LDA+M+M*NRHS ) )LDWORK = LDA ITAU = 1 IWORK = M + 1 * * Compute A=L*Q * (Workspace: need 2*M, prefer M+M*NB) * CALL DGELQF( M, N, A, LDA, WORK( ITAU ), WORK( IWORK ), $ LWORK-IWORK+1, INFO ) IL = IWORK * * Copy L to WORK(IL), zeroing out above it * CALL DLACPY( 'L', M, M, A, LDA, WORK( IL ), LDWORK ) CALL DLASET( 'U', M-1, M-1, ZERO, ZERO, WORK( IL+LDWORK ), $ LDWORK ) IE = IL + LDWORK*M ITAUQ = IE + M ITAUP = ITAUQ + M IWORK = ITAUP + M * * Bidiagonalize L in WORK(IL) * (Workspace: need M*M+5*M, prefer M*M+4*M+2*M*NB) * CALL DGEBRD( M, M, WORK( IL ), LDWORK, S, WORK( IE ), $ WORK( ITAUQ ), WORK( ITAUP ), WORK( IWORK ), $ LWORK-IWORK+1, INFO ) * * Multiply B by transpose of left bidiagonalizing vectors of L * (Workspace: need M*M+4*M+NRHS, prefer M*M+4*M+NRHS*NB) * CALL DORMBR( 'Q', 'L', 'T', M, NRHS, M, WORK( IL ), LDWORK, $ WORK( ITAUQ ), B, LDB, WORK( IWORK ), $ LWORK-IWORK+1, INFO ) * * Generate right bidiagonalizing vectors of R in WORK(IL) * (Workspace: need M*M+5*M-1, prefer M*M+4*M+(M-1)*NB) * CALL DORGBR( 'P', M, M, M, WORK( IL ), LDWORK, WORK( ITAUP ), $ WORK( IWORK ), LWORK-IWORK+1, INFO ) IWORK = IE + M * * Perform bidiagonal QR iteration, * computing right singular vectors of L in WORK(IL) and * multiplying B by transpose of left singular vectors * (Workspace: need M*M+M+BDSPAC) * CALL DBDSQR( 'U', M, M, 0, NRHS, S, WORK( IE ), WORK( IL ), $ LDWORK, A, LDA, B, LDB, WORK( IWORK ), INFO ) IF( INFO.NE.0 ) $ GO TO 70 * * Multiply B by reciprocals of singular values * THR = MAX( RCOND*S( 1 ), SFMIN ) IF( RCOND.LT.ZERO ) $ THR = MAX( EPS*S( 1 ), SFMIN ) RANK = 0 DO 30 I = 1, M IF( S( I ).GT.THR ) THEN CALL DRSCL( NRHS, S( I ), B( I, 1 ), LDB ) RANK = RANK + 1 ELSE CALL DLASET( 'F', 1, NRHS, ZERO, ZERO, B( I, 1 ), LDB ) END IF 30 CONTINUE IWORK = IE * * Multiply B by right singular vectors of L in WORK(IL) * (Workspace: need M*M+2*M, prefer M*M+M+M*NRHS) * IF( LWORK.GE.LDB*NRHS+IWORK-1 .AND. NRHS.GT.1 ) THEN CALL DGEMM( 'T', 'N', M, NRHS, M, ONE, WORK( IL ), LDWORK, $ B, LDB, ZERO, WORK( IWORK ), LDB ) CALL DLACPY( 'G', M, NRHS, WORK( IWORK ), LDB, B, LDB ) ELSE IF( NRHS.GT.1 ) THEN CHUNK = ( LWORK-IWORK+1 ) / M DO 40 I = 1, NRHS, CHUNK BL = MIN( NRHS-I+1, CHUNK ) CALL DGEMM( 'T', 'N', M, BL, M, ONE, WORK( IL ), LDWORK, $ B( 1, I ), LDB, ZERO, WORK( IWORK ), M ) CALL DLACPY( 'G', M, BL, WORK( IWORK ), M, B( 1, I ), $ LDB ) 40 CONTINUE ELSE CALL DGEMV( 'T', M, M, ONE, WORK( IL ), LDWORK, B( 1, 1 ), $ 1, ZERO, WORK( IWORK ), 1 ) CALL DCOPY( M, WORK( IWORK ), 1, B( 1, 1 ), 1 ) END IF * * Zero out below first M rows of B * CALL DLASET( 'F', N-M, NRHS, ZERO, ZERO, B( M+1, 1 ), LDB ) IWORK = ITAU + M * * Multiply transpose(Q) by B * (Workspace: need M+NRHS, prefer M+NRHS*NB) * CALL DORMLQ( 'L', 'T', N, NRHS, M, A, LDA, WORK( ITAU ), B, $ LDB, WORK( IWORK ), LWORK-IWORK+1, INFO ) * ELSE * * Path 2 - remaining underdetermined cases * IE = 1 ITAUQ = IE + M ITAUP = ITAUQ + M IWORK = ITAUP + M * * Bidiagonalize A * (Workspace: need 3*M+N, prefer 3*M+(M+N)*NB) * CALL DGEBRD( M, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ), $ WORK( ITAUP ), WORK( IWORK ), LWORK-IWORK+1, $ INFO ) * * Multiply B by transpose of left bidiagonalizing vectors * (Workspace: need 3*M+NRHS, prefer 3*M+NRHS*NB) * CALL DORMBR( 'Q', 'L', 'T', M, NRHS, N, A, LDA, WORK( ITAUQ ), $ B, LDB, WORK( IWORK ), LWORK-IWORK+1, INFO ) * * Generate right bidiagonalizing vectors in A * (Workspace: need 4*M, prefer 3*M+M*NB) * CALL DORGBR( 'P', M, N, M, A, LDA, WORK( ITAUP ), $ WORK( IWORK ), LWORK-IWORK+1, INFO ) IWORK = IE + M * * Perform bidiagonal QR iteration, * computing right singular vectors of A in A and * multiplying B by transpose of left singular vectors * (Workspace: need BDSPAC) * CALL DBDSQR( 'L', M, N, 0, NRHS, S, WORK( IE ), A, LDA, DUM, $ 1, B, LDB, WORK( IWORK ), INFO ) IF( INFO.NE.0 ) $ GO TO 70 * * Multiply B by reciprocals of singular values * THR = MAX( RCOND*S( 1 ), SFMIN ) IF( RCOND.LT.ZERO ) $ THR = MAX( EPS*S( 1 ), SFMIN ) RANK = 0 DO 50 I = 1, M IF( S( I ).GT.THR ) THEN CALL DRSCL( NRHS, S( I ), B( I, 1 ), LDB ) RANK = RANK + 1 ELSE CALL DLASET( 'F', 1, NRHS, ZERO, ZERO, B( I, 1 ), LDB ) END IF 50 CONTINUE * * Multiply B by right singular vectors of A * (Workspace: need N, prefer N*NRHS) * IF( LWORK.GE.LDB*NRHS .AND. NRHS.GT.1 ) THEN CALL DGEMM( 'T', 'N', N, NRHS, M, ONE, A, LDA, B, LDB, ZERO, $ WORK, LDB ) CALL DLACPY( 'F', N, NRHS, WORK, LDB, B, LDB ) ELSE IF( NRHS.GT.1 ) THEN CHUNK = LWORK / N DO 60 I = 1, NRHS, CHUNK BL = MIN( NRHS-I+1, CHUNK ) CALL DGEMM( 'T', 'N', N, BL, M, ONE, A, LDA, B( 1, I ), $ LDB, ZERO, WORK, N ) CALL DLACPY( 'F', N, BL, WORK, N, B( 1, I ), LDB ) 60 CONTINUE ELSE CALL DGEMV( 'T', M, N, ONE, A, LDA, B, 1, ZERO, WORK, 1 ) CALL DCOPY( N, WORK, 1, B, 1 ) END IF END IF * * Undo scaling * IF( IASCL.EQ.1 ) THEN CALL DLASCL( 'G', 0, 0, ANRM, SMLNUM, N, NRHS, B, LDB, INFO ) CALL DLASCL( 'G', 0, 0, SMLNUM, ANRM, MINMN, 1, S, MINMN, $ INFO ) ELSE IF( IASCL.EQ.2 ) THEN CALL DLASCL( 'G', 0, 0, ANRM, BIGNUM, N, NRHS, B, LDB, INFO ) CALL DLASCL( 'G', 0, 0, BIGNUM, ANRM, MINMN, 1, S, MINMN, $ INFO ) END IF IF( IBSCL.EQ.1 ) THEN CALL DLASCL( 'G', 0, 0, SMLNUM, BNRM, N, NRHS, B, LDB, INFO ) ELSE IF( IBSCL.EQ.2 ) THEN CALL DLASCL( 'G', 0, 0, BIGNUM, BNRM, N, NRHS, B, LDB, INFO ) END IF * 70 CONTINUE WORK( 1 ) = MAXWRK RETURN * * End of DGELSS * END *> \brief DGELSX solves overdetermined or underdetermined systems for GE matrices * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGELSX + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGELSX( M, N, NRHS, A, LDA, B, LDB, JPVT, RCOND, RANK, * WORK, INFO ) * * .. Scalar Arguments .. * INTEGER INFO, LDA, LDB, M, N, NRHS, RANK * DOUBLE PRECISION RCOND * .. * .. Array Arguments .. * INTEGER JPVT( * ) * DOUBLE PRECISION A( LDA, * ), B( LDB, * ), WORK( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> This routine is deprecated and has been replaced by routine DGELSY. *> *> DGELSX computes the minimum-norm solution to a real linear least *> squares problem: *> minimize || A * X - B || *> using a complete orthogonal factorization of A. A is an M-by-N *> matrix which may be rank-deficient. *> *> Several right hand side vectors b and solution vectors x can be *> handled in a single call; they are stored as the columns of the *> M-by-NRHS right hand side matrix B and the N-by-NRHS solution *> matrix X. *> *> The routine first computes a QR factorization with column pivoting: *> A * P = Q * [ R11 R12 ] *> [ 0 R22 ] *> with R11 defined as the largest leading submatrix whose estimated *> condition number is less than 1/RCOND. The order of R11, RANK, *> is the effective rank of A. *> *> Then, R22 is considered to be negligible, and R12 is annihilated *> by orthogonal transformations from the right, arriving at the *> complete orthogonal factorization: *> A * P = Q * [ T11 0 ] * Z *> [ 0 0 ] *> The minimum-norm solution is then *> X = P * Z**T [ inv(T11)*Q1**T*B ] *> [ 0 ] *> where Q1 consists of the first RANK columns of Q. *> \endverbatim * * Arguments: * ========== * *> \param[in] M *> \verbatim *> M is INTEGER *> The number of rows of the matrix A. M >= 0. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The number of columns of the matrix A. N >= 0. *> \endverbatim *> *> \param[in] NRHS *> \verbatim *> NRHS is INTEGER *> The number of right hand sides, i.e., the number of *> columns of matrices B and X. NRHS >= 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, A has been overwritten by details of its *> complete orthogonal factorization. *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,M). *> \endverbatim *> *> \param[in,out] B *> \verbatim *> B is DOUBLE PRECISION array, dimension (LDB,NRHS) *> On entry, the M-by-NRHS right hand side matrix B. *> On exit, the N-by-NRHS solution matrix X. *> If m >= n and RANK = n, the residual sum-of-squares for *> the solution in the i-th column is given by the sum of *> squares of elements N+1:M in that column. *> \endverbatim *> *> \param[in] LDB *> \verbatim *> LDB is INTEGER *> The leading dimension of the array B. LDB >= max(1,M,N). *> \endverbatim *> *> \param[in,out] JPVT *> \verbatim *> JPVT is INTEGER array, dimension (N) *> On entry, if JPVT(i) .ne. 0, the i-th column of A is an *> initial column, otherwise it is a free column. Before *> the QR factorization of A, all initial columns are *> permuted to the leading positions; only the remaining *> free columns are moved as a result of column pivoting *> during the factorization. *> On exit, if JPVT(i) = k, then the i-th column of A*P *> was the k-th column of A. *> \endverbatim *> *> \param[in] RCOND *> \verbatim *> RCOND is DOUBLE PRECISION *> RCOND is used to determine the effective rank of A, which *> is defined as the order of the largest leading triangular *> submatrix R11 in the QR factorization with pivoting of A, *> whose estimated condition number < 1/RCOND. *> \endverbatim *> *> \param[out] RANK *> \verbatim *> RANK is INTEGER *> The effective rank of A, i.e., the order of the submatrix *> R11. This is the same as the order of the submatrix T11 *> in the complete orthogonal factorization of A. *> \endverbatim *> *> \param[out] WORK *> \verbatim *> WORK is DOUBLE PRECISION array, dimension *> (max( min(M,N)+3*N, 2*min(M,N)+NRHS )), *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit *> < 0: if INFO = -i, the i-th argument had an illegal value *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date December 2016 * *> \ingroup doubleGEsolve * * ===================================================================== SUBROUTINE DGELSX( M, N, NRHS, A, LDA, B, LDB, JPVT, RCOND, RANK, $ WORK, INFO ) * * -- LAPACK driver routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * * .. Scalar Arguments .. INTEGER INFO, LDA, LDB, M, N, NRHS, RANK DOUBLE PRECISION RCOND * .. * .. Array Arguments .. INTEGER JPVT( * ) DOUBLE PRECISION A( LDA, * ), B( LDB, * ), WORK( * ) * .. * * ===================================================================== * * .. Parameters .. INTEGER IMAX, IMIN PARAMETER ( IMAX = 1, IMIN = 2 ) DOUBLE PRECISION ZERO, ONE, DONE, NTDONE PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0, DONE = ZERO, $ NTDONE = ONE ) * .. * .. Local Scalars .. INTEGER I, IASCL, IBSCL, ISMAX, ISMIN, J, K, MN DOUBLE PRECISION ANRM, BIGNUM, BNRM, C1, C2, S1, S2, SMAX, $ SMAXPR, SMIN, SMINPR, SMLNUM, T1, T2 * .. * .. External Functions .. DOUBLE PRECISION DLAMCH, DLANGE EXTERNAL DLAMCH, DLANGE * .. * .. External Subroutines .. EXTERNAL DGEQPF, DLAIC1, DLASCL, DLASET, DLATZM, DORM2R, $ DTRSM, DTZRQF, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC ABS, MAX, MIN * .. * .. Executable Statements .. * MN = MIN( M, N ) ISMIN = MN + 1 ISMAX = 2*MN + 1 * * Test the input arguments. * INFO = 0 IF( M.LT.0 ) THEN INFO = -1 ELSE IF( N.LT.0 ) THEN INFO = -2 ELSE IF( NRHS.LT.0 ) THEN INFO = -3 ELSE IF( LDA.LT.MAX( 1, M ) ) THEN INFO = -5 ELSE IF( LDB.LT.MAX( 1, M, N ) ) THEN INFO = -7 END IF * IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGELSX', -INFO ) RETURN END IF * * Quick return if possible * IF( MIN( M, N, NRHS ).EQ.0 ) THEN RANK = 0 RETURN END IF * * Get machine parameters * SMLNUM = DLAMCH( 'S' ) / DLAMCH( 'P' ) BIGNUM = ONE / SMLNUM CALL DLABAD( SMLNUM, BIGNUM ) * * Scale A, B if max elements outside range [SMLNUM,BIGNUM] * ANRM = DLANGE( 'M', M, N, A, LDA, WORK ) IASCL = 0 IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN * * Scale matrix norm up to SMLNUM * CALL DLASCL( 'G', 0, 0, ANRM, SMLNUM, M, N, A, LDA, INFO ) IASCL = 1 ELSE IF( ANRM.GT.BIGNUM ) THEN * * Scale matrix norm down to BIGNUM * CALL DLASCL( 'G', 0, 0, ANRM, BIGNUM, M, N, A, LDA, INFO ) IASCL = 2 ELSE IF( ANRM.EQ.ZERO ) THEN * * Matrix all zero. Return zero solution. * CALL DLASET( 'F', MAX( M, N ), NRHS, ZERO, ZERO, B, LDB ) RANK = 0 GO TO 100 END IF * BNRM = DLANGE( 'M', M, NRHS, B, LDB, WORK ) IBSCL = 0 IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN * * Scale matrix norm up to SMLNUM * CALL DLASCL( 'G', 0, 0, BNRM, SMLNUM, M, NRHS, B, LDB, INFO ) IBSCL = 1 ELSE IF( BNRM.GT.BIGNUM ) THEN * * Scale matrix norm down to BIGNUM * CALL DLASCL( 'G', 0, 0, BNRM, BIGNUM, M, NRHS, B, LDB, INFO ) IBSCL = 2 END IF * * Compute QR factorization with column pivoting of A: * A * P = Q * R * CALL DGEQPF( M, N, A, LDA, JPVT, WORK( 1 ), WORK( MN+1 ), INFO ) * * workspace 3*N. Details of Householder rotations stored * in WORK(1:MN). * * Determine RANK using incremental condition estimation * WORK( ISMIN ) = ONE WORK( ISMAX ) = ONE SMAX = ABS( A( 1, 1 ) ) SMIN = SMAX IF( ABS( A( 1, 1 ) ).EQ.ZERO ) THEN RANK = 0 CALL DLASET( 'F', MAX( M, N ), NRHS, ZERO, ZERO, B, LDB ) GO TO 100 ELSE RANK = 1 END IF * 10 CONTINUE IF( RANK.LT.MN ) THEN I = RANK + 1 CALL DLAIC1( IMIN, RANK, WORK( ISMIN ), SMIN, A( 1, I ), $ A( I, I ), SMINPR, S1, C1 ) CALL DLAIC1( IMAX, RANK, WORK( ISMAX ), SMAX, A( 1, I ), $ A( I, I ), SMAXPR, S2, C2 ) * IF( SMAXPR*RCOND.LE.SMINPR ) THEN DO 20 I = 1, RANK WORK( ISMIN+I-1 ) = S1*WORK( ISMIN+I-1 ) WORK( ISMAX+I-1 ) = S2*WORK( ISMAX+I-1 ) 20 CONTINUE WORK( ISMIN+RANK ) = C1 WORK( ISMAX+RANK ) = C2 SMIN = SMINPR SMAX = SMAXPR RANK = RANK + 1 GO TO 10 END IF END IF * * Logically partition R = [ R11 R12 ] * [ 0 R22 ] * where R11 = R(1:RANK,1:RANK) * * [R11,R12] = [ T11, 0 ] * Y * IF( RANK.LT.N ) $ CALL DTZRQF( RANK, N, A, LDA, WORK( MN+1 ), INFO ) * * Details of Householder rotations stored in WORK(MN+1:2*MN) * * B(1:M,1:NRHS) := Q**T * B(1:M,1:NRHS) * CALL DORM2R( 'Left', 'Transpose', M, NRHS, MN, A, LDA, WORK( 1 ), $ B, LDB, WORK( 2*MN+1 ), INFO ) * * workspace NRHS * * B(1:RANK,1:NRHS) := inv(T11) * B(1:RANK,1:NRHS) * CALL DTRSM( 'Left', 'Upper', 'No transpose', 'Non-unit', RANK, $ NRHS, ONE, A, LDA, B, LDB ) * DO 40 I = RANK + 1, N DO 30 J = 1, NRHS B( I, J ) = ZERO 30 CONTINUE 40 CONTINUE * * B(1:N,1:NRHS) := Y**T * B(1:N,1:NRHS) * IF( RANK.LT.N ) THEN DO 50 I = 1, RANK CALL DLATZM( 'Left', N-RANK+1, NRHS, A( I, RANK+1 ), LDA, $ WORK( MN+I ), B( I, 1 ), B( RANK+1, 1 ), LDB, $ WORK( 2*MN+1 ) ) 50 CONTINUE END IF * * workspace NRHS * * B(1:N,1:NRHS) := P * B(1:N,1:NRHS) * DO 90 J = 1, NRHS DO 60 I = 1, N WORK( 2*MN+I ) = NTDONE 60 CONTINUE DO 80 I = 1, N IF( WORK( 2*MN+I ).EQ.NTDONE ) THEN IF( JPVT( I ).NE.I ) THEN K = I T1 = B( K, J ) T2 = B( JPVT( K ), J ) 70 CONTINUE B( JPVT( K ), J ) = T1 WORK( 2*MN+K ) = DONE T1 = T2 K = JPVT( K ) T2 = B( JPVT( K ), J ) IF( JPVT( K ).NE.I ) $ GO TO 70 B( I, J ) = T1 WORK( 2*MN+K ) = DONE END IF END IF 80 CONTINUE 90 CONTINUE * * Undo scaling * IF( IASCL.EQ.1 ) THEN CALL DLASCL( 'G', 0, 0, ANRM, SMLNUM, N, NRHS, B, LDB, INFO ) CALL DLASCL( 'U', 0, 0, SMLNUM, ANRM, RANK, RANK, A, LDA, $ INFO ) ELSE IF( IASCL.EQ.2 ) THEN CALL DLASCL( 'G', 0, 0, ANRM, BIGNUM, N, NRHS, B, LDB, INFO ) CALL DLASCL( 'U', 0, 0, BIGNUM, ANRM, RANK, RANK, A, LDA, $ INFO ) END IF IF( IBSCL.EQ.1 ) THEN CALL DLASCL( 'G', 0, 0, SMLNUM, BNRM, N, NRHS, B, LDB, INFO ) ELSE IF( IBSCL.EQ.2 ) THEN CALL DLASCL( 'G', 0, 0, BIGNUM, BNRM, N, NRHS, B, LDB, INFO ) END IF * 100 CONTINUE * RETURN * * End of DGELSX * END *> \brief DGELSY solves overdetermined or underdetermined systems for GE matrices * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGELSY + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGELSY( M, N, NRHS, A, LDA, B, LDB, JPVT, RCOND, RANK, * WORK, LWORK, INFO ) * * .. Scalar Arguments .. * INTEGER INFO, LDA, LDB, LWORK, M, N, NRHS, RANK * DOUBLE PRECISION RCOND * .. * .. Array Arguments .. * INTEGER JPVT( * ) * DOUBLE PRECISION A( LDA, * ), B( LDB, * ), WORK( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGELSY computes the minimum-norm solution to a real linear least *> squares problem: *> minimize || A * X - B || *> using a complete orthogonal factorization of A. A is an M-by-N *> matrix which may be rank-deficient. *> *> Several right hand side vectors b and solution vectors x can be *> handled in a single call; they are stored as the columns of the *> M-by-NRHS right hand side matrix B and the N-by-NRHS solution *> matrix X. *> *> The routine first computes a QR factorization with column pivoting: *> A * P = Q * [ R11 R12 ] *> [ 0 R22 ] *> with R11 defined as the largest leading submatrix whose estimated *> condition number is less than 1/RCOND. The order of R11, RANK, *> is the effective rank of A. *> *> Then, R22 is considered to be negligible, and R12 is annihilated *> by orthogonal transformations from the right, arriving at the *> complete orthogonal factorization: *> A * P = Q * [ T11 0 ] * Z *> [ 0 0 ] *> The minimum-norm solution is then *> X = P * Z**T [ inv(T11)*Q1**T*B ] *> [ 0 ] *> where Q1 consists of the first RANK columns of Q. *> *> This routine is basically identical to the original xGELSX except *> three differences: *> o The call to the subroutine xGEQPF has been substituted by the *> the call to the subroutine xGEQP3. This subroutine is a Blas-3 *> version of the QR factorization with column pivoting. *> o Matrix B (the right hand side) is updated with Blas-3. *> o The permutation of matrix B (the right hand side) is faster and *> more simple. *> \endverbatim * * Arguments: * ========== * *> \param[in] M *> \verbatim *> M is INTEGER *> The number of rows of the matrix A. M >= 0. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The number of columns of the matrix A. N >= 0. *> \endverbatim *> *> \param[in] NRHS *> \verbatim *> NRHS is INTEGER *> The number of right hand sides, i.e., the number of *> columns of matrices B and X. NRHS >= 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, A has been overwritten by details of its *> complete orthogonal factorization. *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,M). *> \endverbatim *> *> \param[in,out] B *> \verbatim *> B is DOUBLE PRECISION array, dimension (LDB,NRHS) *> On entry, the M-by-NRHS right hand side matrix B. *> On exit, the N-by-NRHS solution matrix X. *> \endverbatim *> *> \param[in] LDB *> \verbatim *> LDB is INTEGER *> The leading dimension of the array B. LDB >= max(1,M,N). *> \endverbatim *> *> \param[in,out] JPVT *> \verbatim *> JPVT is INTEGER array, dimension (N) *> On entry, if JPVT(i) .ne. 0, the i-th column of A is permuted *> to the front of AP, otherwise column i is a free column. *> On exit, if JPVT(i) = k, then the i-th column of AP *> was the k-th column of A. *> \endverbatim *> *> \param[in] RCOND *> \verbatim *> RCOND is DOUBLE PRECISION *> RCOND is used to determine the effective rank of A, which *> is defined as the order of the largest leading triangular *> submatrix R11 in the QR factorization with pivoting of A, *> whose estimated condition number < 1/RCOND. *> \endverbatim *> *> \param[out] RANK *> \verbatim *> RANK is INTEGER *> The effective rank of A, i.e., the order of the submatrix *> R11. This is the same as the order of the submatrix T11 *> in the complete orthogonal factorization of A. *> \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. *> The unblocked strategy requires that: *> LWORK >= MAX( MN+3*N+1, 2*MN+NRHS ), *> where MN = min( M, N ). *> The block algorithm requires that: *> LWORK >= MAX( MN+2*N+NB*(N+1), 2*MN+NB*NRHS ), *> where NB is an upper bound on the blocksize returned *> by ILAENV for the routines DGEQP3, DTZRZF, STZRQF, DORMQR, *> and DORMRZ. *> *> If LWORK = -1, then a workspace query is assumed; the routine *> only calculates the optimal size of the WORK array, returns *> this value as the first entry of the WORK array, and no error *> message related to LWORK is issued by XERBLA. *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit *> < 0: If INFO = -i, the i-th argument had an illegal value. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date December 2016 * *> \ingroup doubleGEsolve * *> \par Contributors: * ================== *> *> A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA \n *> E. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain \n *> G. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain \n *> * ===================================================================== SUBROUTINE DGELSY( M, N, NRHS, A, LDA, B, LDB, JPVT, RCOND, RANK, $ WORK, LWORK, INFO ) * * -- LAPACK driver routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * * .. Scalar Arguments .. INTEGER INFO, LDA, LDB, LWORK, M, N, NRHS, RANK DOUBLE PRECISION RCOND * .. * .. Array Arguments .. INTEGER JPVT( * ) DOUBLE PRECISION A( LDA, * ), B( LDB, * ), WORK( * ) * .. * * ===================================================================== * * .. Parameters .. INTEGER IMAX, IMIN PARAMETER ( IMAX = 1, IMIN = 2 ) DOUBLE PRECISION ZERO, ONE PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 ) * .. * .. Local Scalars .. LOGICAL LQUERY INTEGER I, IASCL, IBSCL, ISMAX, ISMIN, J, LWKMIN, $ LWKOPT, MN, NB, NB1, NB2, NB3, NB4 DOUBLE PRECISION ANRM, BIGNUM, BNRM, C1, C2, S1, S2, SMAX, $ SMAXPR, SMIN, SMINPR, SMLNUM, WSIZE * .. * .. External Functions .. INTEGER ILAENV DOUBLE PRECISION DLAMCH, DLANGE EXTERNAL ILAENV, DLAMCH, DLANGE * .. * .. External Subroutines .. EXTERNAL DCOPY, DGEQP3, DLABAD, DLAIC1, DLASCL, DLASET, $ DORMQR, DORMRZ, DTRSM, DTZRZF, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC ABS, MAX, MIN * .. * .. Executable Statements .. * MN = MIN( M, N ) ISMIN = MN + 1 ISMAX = 2*MN + 1 * * Test the input arguments. * INFO = 0 LQUERY = ( LWORK.EQ.-1 ) IF( M.LT.0 ) THEN INFO = -1 ELSE IF( N.LT.0 ) THEN INFO = -2 ELSE IF( NRHS.LT.0 ) THEN INFO = -3 ELSE IF( LDA.LT.MAX( 1, M ) ) THEN INFO = -5 ELSE IF( LDB.LT.MAX( 1, M, N ) ) THEN INFO = -7 END IF * * Figure out optimal block size * IF( INFO.EQ.0 ) THEN IF( MN.EQ.0 .OR. NRHS.EQ.0 ) THEN LWKMIN = 1 LWKOPT = 1 ELSE NB1 = ILAENV( 1, 'DGEQRF', ' ', M, N, -1, -1 ) NB2 = ILAENV( 1, 'DGERQF', ' ', M, N, -1, -1 ) NB3 = ILAENV( 1, 'DORMQR', ' ', M, N, NRHS, -1 ) NB4 = ILAENV( 1, 'DORMRQ', ' ', M, N, NRHS, -1 ) NB = MAX( NB1, NB2, NB3, NB4 ) LWKMIN = MN + MAX( 2*MN, N + 1, MN + NRHS ) LWKOPT = MAX( LWKMIN, $ MN + 2*N + NB*( N + 1 ), 2*MN + NB*NRHS ) END IF WORK( 1 ) = LWKOPT * IF( LWORK.LT.LWKMIN .AND. .NOT.LQUERY ) THEN INFO = -12 END IF END IF * IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGELSY', -INFO ) RETURN ELSE IF( LQUERY ) THEN RETURN END IF * * Quick return if possible * IF( MN.EQ.0 .OR. NRHS.EQ.0 ) THEN RANK = 0 RETURN END IF * * Get machine parameters * SMLNUM = DLAMCH( 'S' ) / DLAMCH( 'P' ) BIGNUM = ONE / SMLNUM CALL DLABAD( SMLNUM, BIGNUM ) * * Scale A, B if max entries outside range [SMLNUM,BIGNUM] * ANRM = DLANGE( 'M', M, N, A, LDA, WORK ) IASCL = 0 IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN * * Scale matrix norm up to SMLNUM * CALL DLASCL( 'G', 0, 0, ANRM, SMLNUM, M, N, A, LDA, INFO ) IASCL = 1 ELSE IF( ANRM.GT.BIGNUM ) THEN * * Scale matrix norm down to BIGNUM * CALL DLASCL( 'G', 0, 0, ANRM, BIGNUM, M, N, A, LDA, INFO ) IASCL = 2 ELSE IF( ANRM.EQ.ZERO ) THEN * * Matrix all zero. Return zero solution. * CALL DLASET( 'F', MAX( M, N ), NRHS, ZERO, ZERO, B, LDB ) RANK = 0 GO TO 70 END IF * BNRM = DLANGE( 'M', M, NRHS, B, LDB, WORK ) IBSCL = 0 IF( BNRM.GT.ZERO .AND. BNRM.LT.SMLNUM ) THEN * * Scale matrix norm up to SMLNUM * CALL DLASCL( 'G', 0, 0, BNRM, SMLNUM, M, NRHS, B, LDB, INFO ) IBSCL = 1 ELSE IF( BNRM.GT.BIGNUM ) THEN * * Scale matrix norm down to BIGNUM * CALL DLASCL( 'G', 0, 0, BNRM, BIGNUM, M, NRHS, B, LDB, INFO ) IBSCL = 2 END IF * * Compute QR factorization with column pivoting of A: * A * P = Q * R * CALL DGEQP3( M, N, A, LDA, JPVT, WORK( 1 ), WORK( MN+1 ), $ LWORK-MN, INFO ) WSIZE = MN + WORK( MN+1 ) * * workspace: MN+2*N+NB*(N+1). * Details of Householder rotations stored in WORK(1:MN). * * Determine RANK using incremental condition estimation * WORK( ISMIN ) = ONE WORK( ISMAX ) = ONE SMAX = ABS( A( 1, 1 ) ) SMIN = SMAX IF( ABS( A( 1, 1 ) ).EQ.ZERO ) THEN RANK = 0 CALL DLASET( 'F', MAX( M, N ), NRHS, ZERO, ZERO, B, LDB ) GO TO 70 ELSE RANK = 1 END IF * 10 CONTINUE IF( RANK.LT.MN ) THEN I = RANK + 1 CALL DLAIC1( IMIN, RANK, WORK( ISMIN ), SMIN, A( 1, I ), $ A( I, I ), SMINPR, S1, C1 ) CALL DLAIC1( IMAX, RANK, WORK( ISMAX ), SMAX, A( 1, I ), $ A( I, I ), SMAXPR, S2, C2 ) * IF( SMAXPR*RCOND.LE.SMINPR ) THEN DO 20 I = 1, RANK WORK( ISMIN+I-1 ) = S1*WORK( ISMIN+I-1 ) WORK( ISMAX+I-1 ) = S2*WORK( ISMAX+I-1 ) 20 CONTINUE WORK( ISMIN+RANK ) = C1 WORK( ISMAX+RANK ) = C2 SMIN = SMINPR SMAX = SMAXPR RANK = RANK + 1 GO TO 10 END IF END IF * * workspace: 3*MN. * * Logically partition R = [ R11 R12 ] * [ 0 R22 ] * where R11 = R(1:RANK,1:RANK) * * [R11,R12] = [ T11, 0 ] * Y * IF( RANK.LT.N ) $ CALL DTZRZF( RANK, N, A, LDA, WORK( MN+1 ), WORK( 2*MN+1 ), $ LWORK-2*MN, INFO ) * * workspace: 2*MN. * Details of Householder rotations stored in WORK(MN+1:2*MN) * * B(1:M,1:NRHS) := Q**T * B(1:M,1:NRHS) * CALL DORMQR( 'Left', 'Transpose', M, NRHS, MN, A, LDA, WORK( 1 ), $ B, LDB, WORK( 2*MN+1 ), LWORK-2*MN, INFO ) WSIZE = MAX( WSIZE, 2*MN+WORK( 2*MN+1 ) ) * * workspace: 2*MN+NB*NRHS. * * B(1:RANK,1:NRHS) := inv(T11) * B(1:RANK,1:NRHS) * CALL DTRSM( 'Left', 'Upper', 'No transpose', 'Non-unit', RANK, $ NRHS, ONE, A, LDA, B, LDB ) * DO 40 J = 1, NRHS DO 30 I = RANK + 1, N B( I, J ) = ZERO 30 CONTINUE 40 CONTINUE * * B(1:N,1:NRHS) := Y**T * B(1:N,1:NRHS) * IF( RANK.LT.N ) THEN CALL DORMRZ( 'Left', 'Transpose', N, NRHS, RANK, N-RANK, A, $ LDA, WORK( MN+1 ), B, LDB, WORK( 2*MN+1 ), $ LWORK-2*MN, INFO ) END IF * * workspace: 2*MN+NRHS. * * B(1:N,1:NRHS) := P * B(1:N,1:NRHS) * DO 60 J = 1, NRHS DO 50 I = 1, N WORK( JPVT( I ) ) = B( I, J ) 50 CONTINUE CALL DCOPY( N, WORK( 1 ), 1, B( 1, J ), 1 ) 60 CONTINUE * * workspace: N. * * Undo scaling * IF( IASCL.EQ.1 ) THEN CALL DLASCL( 'G', 0, 0, ANRM, SMLNUM, N, NRHS, B, LDB, INFO ) CALL DLASCL( 'U', 0, 0, SMLNUM, ANRM, RANK, RANK, A, LDA, $ INFO ) ELSE IF( IASCL.EQ.2 ) THEN CALL DLASCL( 'G', 0, 0, ANRM, BIGNUM, N, NRHS, B, LDB, INFO ) CALL DLASCL( 'U', 0, 0, BIGNUM, ANRM, RANK, RANK, A, LDA, $ INFO ) END IF IF( IBSCL.EQ.1 ) THEN CALL DLASCL( 'G', 0, 0, SMLNUM, BNRM, N, NRHS, B, LDB, INFO ) ELSE IF( IBSCL.EQ.2 ) THEN CALL DLASCL( 'G', 0, 0, BIGNUM, BNRM, N, NRHS, B, LDB, INFO ) END IF * 70 CONTINUE WORK( 1 ) = LWKOPT * RETURN * * End of DGELSY * END *> \brief \b DGEMQRT * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGEMQRT + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGEMQRT( SIDE, TRANS, M, N, K, NB, V, LDV, T, LDT, * C, LDC, WORK, INFO ) * * .. Scalar Arguments .. * CHARACTER SIDE, TRANS * INTEGER INFO, K, LDV, LDC, M, N, NB, LDT * .. * .. Array Arguments .. * DOUBLE PRECISION V( LDV, * ), C( LDC, * ), T( LDT, * ), WORK( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGEMQRT overwrites the general real M-by-N matrix C with *> *> SIDE = 'L' SIDE = 'R' *> TRANS = 'N': Q C C Q *> TRANS = 'T': Q**T C C Q**T *> *> where Q is a real orthogonal matrix defined as the product of K *> elementary reflectors: *> *> Q = H(1) H(2) . . . H(K) = I - V T V**T *> *> generated using the compact WY representation as returned by DGEQRT. *> *> Q is of order M if SIDE = 'L' and of order N if SIDE = 'R'. *> \endverbatim * * Arguments: * ========== * *> \param[in] SIDE *> \verbatim *> SIDE is CHARACTER*1 *> = 'L': apply Q or Q**T from the Left; *> = 'R': apply Q or Q**T from the Right. *> \endverbatim *> *> \param[in] TRANS *> \verbatim *> TRANS is CHARACTER*1 *> = 'N': No transpose, apply Q; *> = 'C': Transpose, apply Q**T. *> \endverbatim *> *> \param[in] M *> \verbatim *> M is INTEGER *> The number of rows of the matrix C. M >= 0. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The number of columns of the matrix C. N >= 0. *> \endverbatim *> *> \param[in] K *> \verbatim *> K is INTEGER *> The number of elementary reflectors whose product defines *> the matrix Q. *> If SIDE = 'L', M >= K >= 0; *> if SIDE = 'R', N >= K >= 0. *> \endverbatim *> *> \param[in] NB *> \verbatim *> NB is INTEGER *> The block size used for the storage of T. K >= NB >= 1. *> This must be the same value of NB used to generate T *> in CGEQRT. *> \endverbatim *> *> \param[in] V *> \verbatim *> V is DOUBLE PRECISION array, dimension (LDV,K) *> The i-th column must contain the vector which defines the *> elementary reflector H(i), for i = 1,2,...,k, as returned by *> CGEQRT in the first K columns of its array argument A. *> \endverbatim *> *> \param[in] LDV *> \verbatim *> LDV is INTEGER *> The leading dimension of the array V. *> If SIDE = 'L', LDA >= max(1,M); *> if SIDE = 'R', LDA >= max(1,N). *> \endverbatim *> *> \param[in] T *> \verbatim *> T is DOUBLE PRECISION array, dimension (LDT,K) *> The upper triangular factors of the block reflectors *> as returned by CGEQRT, stored as a NB-by-N matrix. *> \endverbatim *> *> \param[in] LDT *> \verbatim *> LDT is INTEGER *> The leading dimension of the array T. LDT >= NB. *> \endverbatim *> *> \param[in,out] C *> \verbatim *> C is DOUBLE PRECISION array, dimension (LDC,N) *> On entry, the M-by-N matrix C. *> On exit, C is overwritten by Q C, Q**T C, C Q**T or C Q. *> \endverbatim *> *> \param[in] LDC *> \verbatim *> LDC is INTEGER *> The leading dimension of the array C. LDC >= max(1,M). *> \endverbatim *> *> \param[out] WORK *> \verbatim *> WORK is DOUBLE PRECISION array. The dimension of *> WORK is N*NB if SIDE = 'L', or M*NB if SIDE = 'R'. *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit *> < 0: if INFO = -i, the i-th argument had an illegal value *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date December 2016 * *> \ingroup doubleGEcomputational * * ===================================================================== SUBROUTINE DGEMQRT( SIDE, TRANS, M, N, K, NB, V, LDV, T, LDT, $ C, LDC, WORK, INFO ) * * -- LAPACK computational routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * * .. Scalar Arguments .. CHARACTER SIDE, TRANS INTEGER INFO, K, LDV, LDC, M, N, NB, LDT * .. * .. Array Arguments .. DOUBLE PRECISION V( LDV, * ), C( LDC, * ), T( LDT, * ), WORK( * ) * .. * * ===================================================================== * * .. * .. Local Scalars .. LOGICAL LEFT, RIGHT, TRAN, NOTRAN INTEGER I, IB, LDWORK, KF, Q * .. * .. External Functions .. LOGICAL LSAME EXTERNAL LSAME * .. * .. External Subroutines .. EXTERNAL XERBLA, DLARFB * .. * .. Intrinsic Functions .. INTRINSIC MAX, MIN * .. * .. Executable Statements .. * * .. Test the input arguments .. * INFO = 0 LEFT = LSAME( SIDE, 'L' ) RIGHT = LSAME( SIDE, 'R' ) TRAN = LSAME( TRANS, 'T' ) NOTRAN = LSAME( TRANS, 'N' ) * IF( LEFT ) THEN LDWORK = MAX( 1, N ) Q = M ELSE IF ( RIGHT ) THEN LDWORK = MAX( 1, M ) Q = N END IF IF( .NOT.LEFT .AND. .NOT.RIGHT ) THEN INFO = -1 ELSE IF( .NOT.TRAN .AND. .NOT.NOTRAN ) THEN INFO = -2 ELSE IF( M.LT.0 ) THEN INFO = -3 ELSE IF( N.LT.0 ) THEN INFO = -4 ELSE IF( K.LT.0 .OR. K.GT.Q ) THEN INFO = -5 ELSE IF( NB.LT.1 .OR. (NB.GT.K .AND. K.GT.0)) THEN INFO = -6 ELSE IF( LDV.LT.MAX( 1, Q ) ) THEN INFO = -8 ELSE IF( LDT.LT.NB ) THEN INFO = -10 ELSE IF( LDC.LT.MAX( 1, M ) ) THEN INFO = -12 END IF * IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGEMQRT', -INFO ) RETURN END IF * * .. Quick return if possible .. * IF( M.EQ.0 .OR. N.EQ.0 .OR. K.EQ.0 ) RETURN * IF( LEFT .AND. TRAN ) THEN * DO I = 1, K, NB IB = MIN( NB, K-I+1 ) CALL DLARFB( 'L', 'T', 'F', 'C', M-I+1, N, IB, $ V( I, I ), LDV, T( 1, I ), LDT, $ C( I, 1 ), LDC, WORK, LDWORK ) END DO * ELSE IF( RIGHT .AND. NOTRAN ) THEN * DO I = 1, K, NB IB = MIN( NB, K-I+1 ) CALL DLARFB( 'R', 'N', 'F', 'C', M, N-I+1, IB, $ V( I, I ), LDV, T( 1, I ), LDT, $ C( 1, I ), LDC, WORK, LDWORK ) END DO * ELSE IF( LEFT .AND. NOTRAN ) THEN * KF = ((K-1)/NB)*NB+1 DO I = KF, 1, -NB IB = MIN( NB, K-I+1 ) CALL DLARFB( 'L', 'N', 'F', 'C', M-I+1, N, IB, $ V( I, I ), LDV, T( 1, I ), LDT, $ C( I, 1 ), LDC, WORK, LDWORK ) END DO * ELSE IF( RIGHT .AND. TRAN ) THEN * KF = ((K-1)/NB)*NB+1 DO I = KF, 1, -NB IB = MIN( NB, K-I+1 ) CALL DLARFB( 'R', 'T', 'F', 'C', M, N-I+1, IB, $ V( I, I ), LDV, T( 1, I ), LDT, $ C( 1, I ), LDC, WORK, LDWORK ) END DO * END IF * RETURN * * End of DGEMQRT * END *> \brief \b DGEQL2 computes the QL factorization of a general rectangular matrix using an unblocked algorithm. * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGEQL2 + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGEQL2( M, N, A, LDA, TAU, WORK, INFO ) * * .. Scalar Arguments .. * INTEGER INFO, LDA, M, N * .. * .. Array Arguments .. * DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGEQL2 computes a QL factorization of a real m by n matrix A: *> A = Q * L. *> \endverbatim * * Arguments: * ========== * *> \param[in] M *> \verbatim *> M is INTEGER *> The number of rows of the matrix A. M >= 0. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The number of columns of the 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 m >= n, the lower triangle of the subarray *> A(m-n+1:m,1:n) contains the n by n lower triangular matrix L; *> if m <= n, the elements on and below the (n-m)-th *> superdiagonal contain the m by n lower trapezoidal matrix L; *> the remaining elements, with the array TAU, represent the *> orthogonal matrix Q as a product of elementary reflectors *> (see Further Details). *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,M). *> \endverbatim *> *> \param[out] TAU *> \verbatim *> TAU is DOUBLE PRECISION array, dimension (min(M,N)) *> The scalar factors of the elementary reflectors (see Further *> Details). *> \endverbatim *> *> \param[out] WORK *> \verbatim *> WORK is DOUBLE PRECISION array, dimension (N) *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit *> < 0: if INFO = -i, the i-th argument had an illegal value *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date December 2016 * *> \ingroup doubleGEcomputational * *> \par Further Details: * ===================== *> *> \verbatim *> *> The matrix Q is represented as a product of elementary reflectors *> *> Q = H(k) . . . H(2) H(1), where k = min(m,n). *> *> Each H(i) has the form *> *> H(i) = I - tau * v * v**T *> *> where tau is a real scalar, and v is a real vector with *> v(m-k+i+1:m) = 0 and v(m-k+i) = 1; v(1:m-k+i-1) is stored on exit in *> A(1:m-k+i-1,n-k+i), and tau in TAU(i). *> \endverbatim *> * ===================================================================== SUBROUTINE DGEQL2( M, N, A, LDA, TAU, WORK, INFO ) * * -- LAPACK computational routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * * .. Scalar Arguments .. INTEGER INFO, LDA, M, N * .. * .. Array Arguments .. DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ONE PARAMETER ( ONE = 1.0D+0 ) * .. * .. Local Scalars .. INTEGER I, K DOUBLE PRECISION AII * .. * .. External Subroutines .. EXTERNAL DLARF, DLARFG, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC MAX, MIN * .. * .. Executable Statements .. * * Test the input arguments * INFO = 0 IF( M.LT.0 ) THEN INFO = -1 ELSE IF( N.LT.0 ) THEN INFO = -2 ELSE IF( LDA.LT.MAX( 1, M ) ) THEN INFO = -4 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGEQL2', -INFO ) RETURN END IF * K = MIN( M, N ) * DO 10 I = K, 1, -1 * * Generate elementary reflector H(i) to annihilate * A(1:m-k+i-1,n-k+i) * CALL DLARFG( M-K+I, A( M-K+I, N-K+I ), A( 1, N-K+I ), 1, $ TAU( I ) ) * * Apply H(i) to A(1:m-k+i,1:n-k+i-1) from the left * AII = A( M-K+I, N-K+I ) A( M-K+I, N-K+I ) = ONE CALL DLARF( 'Left', M-K+I, N-K+I-1, A( 1, N-K+I ), 1, TAU( I ), $ A, LDA, WORK ) A( M-K+I, N-K+I ) = AII 10 CONTINUE RETURN * * End of DGEQL2 * END *> \brief \b DGEQLF * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGEQLF + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGEQLF( M, N, A, LDA, TAU, WORK, LWORK, INFO ) * * .. Scalar Arguments .. * INTEGER INFO, LDA, LWORK, M, N * .. * .. Array Arguments .. * DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGEQLF computes a QL factorization of a real M-by-N matrix A: *> A = Q * L. *> \endverbatim * * Arguments: * ========== * *> \param[in] M *> \verbatim *> M is INTEGER *> The number of rows of the matrix A. M >= 0. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The number of columns of the 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 m >= n, the lower triangle of the subarray *> A(m-n+1:m,1:n) contains the N-by-N lower triangular matrix L; *> if m <= n, the elements on and below the (n-m)-th *> superdiagonal contain the M-by-N lower trapezoidal matrix L; *> the remaining elements, with the array TAU, represent the *> orthogonal matrix Q as a product of elementary reflectors *> (see Further Details). *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,M). *> \endverbatim *> *> \param[out] TAU *> \verbatim *> TAU is DOUBLE PRECISION array, dimension (min(M,N)) *> The scalar factors of the elementary reflectors (see Further *> Details). *> \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 >= max(1,N). *> For optimum performance LWORK >= N*NB, where NB is the *> optimal blocksize. *> *> If LWORK = -1, then a workspace query is assumed; the routine *> only calculates the optimal size of the WORK array, returns *> this value as the first entry of the WORK array, and no error *> message related to LWORK is issued by XERBLA. *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit *> < 0: if INFO = -i, the i-th argument had an illegal value *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date December 2016 * *> \ingroup doubleGEcomputational * *> \par Further Details: * ===================== *> *> \verbatim *> *> The matrix Q is represented as a product of elementary reflectors *> *> Q = H(k) . . . H(2) H(1), where k = min(m,n). *> *> Each H(i) has the form *> *> H(i) = I - tau * v * v**T *> *> where tau is a real scalar, and v is a real vector with *> v(m-k+i+1:m) = 0 and v(m-k+i) = 1; v(1:m-k+i-1) is stored on exit in *> A(1:m-k+i-1,n-k+i), and tau in TAU(i). *> \endverbatim *> * ===================================================================== SUBROUTINE DGEQLF( M, N, A, LDA, TAU, WORK, LWORK, INFO ) * * -- LAPACK computational routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * * .. Scalar Arguments .. INTEGER INFO, LDA, LWORK, M, N * .. * .. Array Arguments .. DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * ) * .. * * ===================================================================== * * .. Local Scalars .. LOGICAL LQUERY INTEGER I, IB, IINFO, IWS, K, KI, KK, LDWORK, LWKOPT, $ MU, NB, NBMIN, NU, NX * .. * .. External Subroutines .. EXTERNAL DGEQL2, DLARFB, DLARFT, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC MAX, MIN * .. * .. External Functions .. INTEGER ILAENV EXTERNAL ILAENV * .. * .. Executable Statements .. * * Test the input arguments * INFO = 0 LQUERY = ( LWORK.EQ.-1 ) IF( M.LT.0 ) THEN INFO = -1 ELSE IF( N.LT.0 ) THEN INFO = -2 ELSE IF( LDA.LT.MAX( 1, M ) ) THEN INFO = -4 END IF * IF( INFO.EQ.0 ) THEN K = MIN( M, N ) IF( K.EQ.0 ) THEN LWKOPT = 1 ELSE NB = ILAENV( 1, 'DGEQLF', ' ', M, N, -1, -1 ) LWKOPT = N*NB END IF WORK( 1 ) = LWKOPT * IF( LWORK.LT.MAX( 1, N ) .AND. .NOT.LQUERY ) THEN INFO = -7 END IF END IF * IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGEQLF', -INFO ) RETURN ELSE IF( LQUERY ) THEN RETURN END IF * * Quick return if possible * IF( K.EQ.0 ) THEN RETURN END IF * NBMIN = 2 NX = 1 IWS = N IF( NB.GT.1 .AND. NB.LT.K ) THEN * * Determine when to cross over from blocked to unblocked code. * NX = MAX( 0, ILAENV( 3, 'DGEQLF', ' ', M, N, -1, -1 ) ) IF( NX.LT.K ) THEN * * Determine if workspace is large enough for blocked code. * LDWORK = N IWS = LDWORK*NB IF( LWORK.LT.IWS ) THEN * * Not enough workspace to use optimal NB: reduce NB and * determine the minimum value of NB. * NB = LWORK / LDWORK NBMIN = MAX( 2, ILAENV( 2, 'DGEQLF', ' ', M, N, -1, $ -1 ) ) END IF END IF END IF * IF( NB.GE.NBMIN .AND. NB.LT.K .AND. NX.LT.K ) THEN * * Use blocked code initially. * The last kk columns are handled by the block method. * KI = ( ( K-NX-1 ) / NB )*NB KK = MIN( K, KI+NB ) * DO 10 I = K - KK + KI + 1, K - KK + 1, -NB IB = MIN( K-I+1, NB ) * * Compute the QL factorization of the current block * A(1:m-k+i+ib-1,n-k+i:n-k+i+ib-1) * CALL DGEQL2( M-K+I+IB-1, IB, A( 1, N-K+I ), LDA, TAU( I ), $ WORK, IINFO ) IF( N-K+I.GT.1 ) THEN * * Form the triangular factor of the block reflector * H = H(i+ib-1) . . . H(i+1) H(i) * CALL DLARFT( 'Backward', 'Columnwise', M-K+I+IB-1, IB, $ A( 1, N-K+I ), LDA, TAU( I ), WORK, LDWORK ) * * Apply H**T to A(1:m-k+i+ib-1,1:n-k+i-1) from the left * CALL DLARFB( 'Left', 'Transpose', 'Backward', $ 'Columnwise', M-K+I+IB-1, N-K+I-1, IB, $ A( 1, N-K+I ), LDA, WORK, LDWORK, A, LDA, $ WORK( IB+1 ), LDWORK ) END IF 10 CONTINUE MU = M - K + I + NB - 1 NU = N - K + I + NB - 1 ELSE MU = M NU = N END IF * * Use unblocked code to factor the last or only block * IF( MU.GT.0 .AND. NU.GT.0 ) $ CALL DGEQL2( MU, NU, A, LDA, TAU, WORK, IINFO ) * WORK( 1 ) = IWS RETURN * * End of DGEQLF * END *> \brief \b DGEQP3 * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGEQP3 + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGEQP3( M, N, A, LDA, JPVT, TAU, WORK, LWORK, INFO ) * * .. Scalar Arguments .. * INTEGER INFO, LDA, LWORK, M, N * .. * .. Array Arguments .. * INTEGER JPVT( * ) * DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGEQP3 computes a QR factorization with column pivoting of a *> matrix A: A*P = Q*R using Level 3 BLAS. *> \endverbatim * * Arguments: * ========== * *> \param[in] M *> \verbatim *> M is INTEGER *> The number of rows of the matrix A. M >= 0. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The number of columns of the 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, the upper triangle of the array contains the *> min(M,N)-by-N upper trapezoidal matrix R; the elements below *> the diagonal, together with the array TAU, represent the *> orthogonal matrix Q as a product of min(M,N) elementary *> reflectors. *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,M). *> \endverbatim *> *> \param[in,out] JPVT *> \verbatim *> JPVT is INTEGER array, dimension (N) *> On entry, if JPVT(J).ne.0, the J-th column of A is permuted *> to the front of A*P (a leading column); if JPVT(J)=0, *> the J-th column of A is a free column. *> On exit, if JPVT(J)=K, then the J-th column of A*P was the *> the K-th column of A. *> \endverbatim *> *> \param[out] TAU *> \verbatim *> TAU is DOUBLE PRECISION array, dimension (min(M,N)) *> The scalar factors of the elementary reflectors. *> \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 >= 3*N+1. *> For optimal performance LWORK >= 2*N+( N+1 )*NB, where NB *> is the optimal blocksize. *> *> If LWORK = -1, then a workspace query is assumed; the routine *> only calculates the optimal size of the WORK array, returns *> this value as the first entry of the WORK array, and no error *> message related to LWORK is issued by XERBLA. *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit. *> < 0: if INFO = -i, the i-th argument had an illegal value. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date December 2016 * *> \ingroup doubleGEcomputational * *> \par Further Details: * ===================== *> *> \verbatim *> *> The matrix Q is represented as a product of elementary reflectors *> *> Q = H(1) H(2) . . . H(k), where k = min(m,n). *> *> Each H(i) has the form *> *> H(i) = I - tau * v * v**T *> *> where tau is a real scalar, and v is a real/complex vector *> with v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in *> A(i+1:m,i), and tau in TAU(i). *> \endverbatim * *> \par Contributors: * ================== *> *> G. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain *> X. Sun, Computer Science Dept., Duke University, USA *> * ===================================================================== SUBROUTINE DGEQP3( M, N, A, LDA, JPVT, TAU, WORK, LWORK, INFO ) * * -- LAPACK computational routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * * .. Scalar Arguments .. INTEGER INFO, LDA, LWORK, M, N * .. * .. Array Arguments .. INTEGER JPVT( * ) DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * ) * .. * * ===================================================================== * * .. Parameters .. INTEGER INB, INBMIN, IXOVER PARAMETER ( INB = 1, INBMIN = 2, IXOVER = 3 ) * .. * .. Local Scalars .. LOGICAL LQUERY INTEGER FJB, IWS, J, JB, LWKOPT, MINMN, MINWS, NA, NB, $ NBMIN, NFXD, NX, SM, SMINMN, SN, TOPBMN * .. * .. External Subroutines .. EXTERNAL DGEQRF, DLAQP2, DLAQPS, DORMQR, DSWAP, XERBLA * .. * .. External Functions .. INTEGER ILAENV DOUBLE PRECISION DNRM2 EXTERNAL ILAENV, DNRM2 * .. * .. Intrinsic Functions .. INTRINSIC INT, MAX, MIN * .. * .. Executable Statements .. * * Test input arguments * ==================== * INFO = 0 LQUERY = ( LWORK.EQ.-1 ) IF( M.LT.0 ) THEN INFO = -1 ELSE IF( N.LT.0 ) THEN INFO = -2 ELSE IF( LDA.LT.MAX( 1, M ) ) THEN INFO = -4 END IF * IF( INFO.EQ.0 ) THEN MINMN = MIN( M, N ) IF( MINMN.EQ.0 ) THEN IWS = 1 LWKOPT = 1 ELSE IWS = 3*N + 1 NB = ILAENV( INB, 'DGEQRF', ' ', M, N, -1, -1 ) LWKOPT = 2*N + ( N + 1 )*NB END IF WORK( 1 ) = LWKOPT * IF( ( LWORK.LT.IWS ) .AND. .NOT.LQUERY ) THEN INFO = -8 END IF END IF * IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGEQP3', -INFO ) RETURN ELSE IF( LQUERY ) THEN RETURN END IF * * Move initial columns up front. * NFXD = 1 DO 10 J = 1, N IF( JPVT( J ).NE.0 ) THEN IF( J.NE.NFXD ) THEN CALL DSWAP( M, A( 1, J ), 1, A( 1, NFXD ), 1 ) JPVT( J ) = JPVT( NFXD ) JPVT( NFXD ) = J ELSE JPVT( J ) = J END IF NFXD = NFXD + 1 ELSE JPVT( J ) = J END IF 10 CONTINUE NFXD = NFXD - 1 * * Factorize fixed columns * ======================= * * Compute the QR factorization of fixed columns and update * remaining columns. * IF( NFXD.GT.0 ) THEN NA = MIN( M, NFXD ) *CC CALL DGEQR2( M, NA, A, LDA, TAU, WORK, INFO ) CALL DGEQRF( M, NA, A, LDA, TAU, WORK, LWORK, INFO ) IWS = MAX( IWS, INT( WORK( 1 ) ) ) IF( NA.LT.N ) THEN *CC CALL DORM2R( 'Left', 'Transpose', M, N-NA, NA, A, LDA, *CC $ TAU, A( 1, NA+1 ), LDA, WORK, INFO ) CALL DORMQR( 'Left', 'Transpose', M, N-NA, NA, A, LDA, TAU, $ A( 1, NA+1 ), LDA, WORK, LWORK, INFO ) IWS = MAX( IWS, INT( WORK( 1 ) ) ) END IF END IF * * Factorize free columns * ====================== * IF( NFXD.LT.MINMN ) THEN * SM = M - NFXD SN = N - NFXD SMINMN = MINMN - NFXD * * Determine the block size. * NB = ILAENV( INB, 'DGEQRF', ' ', SM, SN, -1, -1 ) NBMIN = 2 NX = 0 * IF( ( NB.GT.1 ) .AND. ( NB.LT.SMINMN ) ) THEN * * Determine when to cross over from blocked to unblocked code. * NX = MAX( 0, ILAENV( IXOVER, 'DGEQRF', ' ', SM, SN, -1, $ -1 ) ) * * IF( NX.LT.SMINMN ) THEN * * Determine if workspace is large enough for blocked code. * MINWS = 2*SN + ( SN+1 )*NB IWS = MAX( IWS, MINWS ) IF( LWORK.LT.MINWS ) THEN * * Not enough workspace to use optimal NB: Reduce NB and * determine the minimum value of NB. * NB = ( LWORK-2*SN ) / ( SN+1 ) NBMIN = MAX( 2, ILAENV( INBMIN, 'DGEQRF', ' ', SM, SN, $ -1, -1 ) ) * * END IF END IF END IF * * Initialize partial column norms. The first N elements of work * store the exact column norms. * DO 20 J = NFXD + 1, N WORK( J ) = DNRM2( SM, A( NFXD+1, J ), 1 ) WORK( N+J ) = WORK( J ) 20 CONTINUE * IF( ( NB.GE.NBMIN ) .AND. ( NB.LT.SMINMN ) .AND. $ ( NX.LT.SMINMN ) ) THEN * * Use blocked code initially. * J = NFXD + 1 * * Compute factorization: while loop. * * TOPBMN = MINMN - NX 30 CONTINUE IF( J.LE.TOPBMN ) THEN JB = MIN( NB, TOPBMN-J+1 ) * * Factorize JB columns among columns J:N. * CALL DLAQPS( M, N-J+1, J-1, JB, FJB, A( 1, J ), LDA, $ JPVT( J ), TAU( J ), WORK( J ), WORK( N+J ), $ WORK( 2*N+1 ), WORK( 2*N+JB+1 ), N-J+1 ) * J = J + FJB GO TO 30 END IF ELSE J = NFXD + 1 END IF * * Use unblocked code to factor the last or only block. * * IF( J.LE.MINMN ) $ CALL DLAQP2( M, N-J+1, J-1, A( 1, J ), LDA, JPVT( J ), $ TAU( J ), WORK( J ), WORK( N+J ), $ WORK( 2*N+1 ) ) * END IF * WORK( 1 ) = IWS RETURN * * End of DGEQP3 * END *> \brief \b DGEQPF * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGEQPF + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGEQPF( M, N, A, LDA, JPVT, TAU, WORK, INFO ) * * .. Scalar Arguments .. * INTEGER INFO, LDA, M, N * .. * .. Array Arguments .. * INTEGER JPVT( * ) * DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> This routine is deprecated and has been replaced by routine DGEQP3. *> *> DGEQPF computes a QR factorization with column pivoting of a *> real M-by-N matrix A: A*P = Q*R. *> \endverbatim * * Arguments: * ========== * *> \param[in] M *> \verbatim *> M is INTEGER *> The number of rows of the matrix A. M >= 0. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The number of columns of the 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, the upper triangle of the array contains the *> min(M,N)-by-N upper triangular matrix R; the elements *> below the diagonal, together with the array TAU, *> represent the orthogonal matrix Q as a product of *> min(m,n) elementary reflectors. *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,M). *> \endverbatim *> *> \param[in,out] JPVT *> \verbatim *> JPVT is INTEGER array, dimension (N) *> On entry, if JPVT(i) .ne. 0, the i-th column of A is permuted *> to the front of A*P (a leading column); if JPVT(i) = 0, *> the i-th column of A is a free column. *> On exit, if JPVT(i) = k, then the i-th column of A*P *> was the k-th column of A. *> \endverbatim *> *> \param[out] TAU *> \verbatim *> TAU is DOUBLE PRECISION array, dimension (min(M,N)) *> The scalar factors of the elementary reflectors. *> \endverbatim *> *> \param[out] WORK *> \verbatim *> WORK is DOUBLE PRECISION array, dimension (3*N) *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit *> < 0: if INFO = -i, the i-th argument had an illegal value *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date December 2016 * *> \ingroup doubleGEcomputational * *> \par Further Details: * ===================== *> *> \verbatim *> *> The matrix Q is represented as a product of elementary reflectors *> *> Q = H(1) H(2) . . . H(n) *> *> Each H(i) has the form *> *> H = I - tau * v * v**T *> *> where tau is a real scalar, and v is a real vector with *> v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i). *> *> The matrix P is represented in jpvt as follows: If *> jpvt(j) = i *> then the jth column of P is the ith canonical unit vector. *> *> Partial column norm updating strategy modified by *> Z. Drmac and Z. Bujanovic, Dept. of Mathematics, *> University of Zagreb, Croatia. *> -- April 2011 -- *> For more details see LAPACK Working Note 176. *> \endverbatim *> * ===================================================================== SUBROUTINE DGEQPF( M, N, A, LDA, JPVT, TAU, WORK, INFO ) * * -- LAPACK computational routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * * .. Scalar Arguments .. INTEGER INFO, LDA, M, N * .. * .. Array Arguments .. INTEGER JPVT( * ) DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ZERO, ONE PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 ) * .. * .. Local Scalars .. INTEGER I, ITEMP, J, MA, MN, PVT DOUBLE PRECISION AII, TEMP, TEMP2, TOL3Z * .. * .. External Subroutines .. EXTERNAL DGEQR2, DLARF, DLARFG, DORM2R, DSWAP, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC ABS, MAX, MIN, SQRT * .. * .. External Functions .. INTEGER IDAMAX DOUBLE PRECISION DLAMCH, DNRM2 EXTERNAL IDAMAX, DLAMCH, DNRM2 * .. * .. Executable Statements .. * * Test the input arguments * INFO = 0 IF( M.LT.0 ) THEN INFO = -1 ELSE IF( N.LT.0 ) THEN INFO = -2 ELSE IF( LDA.LT.MAX( 1, M ) ) THEN INFO = -4 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGEQPF', -INFO ) RETURN END IF * MN = MIN( M, N ) TOL3Z = SQRT(DLAMCH('Epsilon')) * * Move initial columns up front * ITEMP = 1 DO 10 I = 1, N IF( JPVT( I ).NE.0 ) THEN IF( I.NE.ITEMP ) THEN CALL DSWAP( M, A( 1, I ), 1, A( 1, ITEMP ), 1 ) JPVT( I ) = JPVT( ITEMP ) JPVT( ITEMP ) = I ELSE JPVT( I ) = I END IF ITEMP = ITEMP + 1 ELSE JPVT( I ) = I END IF 10 CONTINUE ITEMP = ITEMP - 1 * * Compute the QR factorization and update remaining columns * IF( ITEMP.GT.0 ) THEN MA = MIN( ITEMP, M ) CALL DGEQR2( M, MA, A, LDA, TAU, WORK, INFO ) IF( MA.LT.N ) THEN CALL DORM2R( 'Left', 'Transpose', M, N-MA, MA, A, LDA, TAU, $ A( 1, MA+1 ), LDA, WORK, INFO ) END IF END IF * IF( ITEMP.LT.MN ) THEN * * Initialize partial column norms. The first n elements of * work store the exact column norms. * DO 20 I = ITEMP + 1, N WORK( I ) = DNRM2( M-ITEMP, A( ITEMP+1, I ), 1 ) WORK( N+I ) = WORK( I ) 20 CONTINUE * * Compute factorization * DO 40 I = ITEMP + 1, MN * * Determine ith pivot column and swap if necessary * PVT = ( I-1 ) + IDAMAX( N-I+1, WORK( I ), 1 ) * IF( PVT.NE.I ) THEN CALL DSWAP( M, A( 1, PVT ), 1, A( 1, I ), 1 ) ITEMP = JPVT( PVT ) JPVT( PVT ) = JPVT( I ) JPVT( I ) = ITEMP WORK( PVT ) = WORK( I ) WORK( N+PVT ) = WORK( N+I ) END IF * * Generate elementary reflector H(i) * IF( I.LT.M ) THEN CALL DLARFG( M-I+1, A( I, I ), A( I+1, I ), 1, TAU( I ) ) ELSE CALL DLARFG( 1, A( M, M ), A( M, M ), 1, TAU( M ) ) END IF * IF( I.LT.N ) THEN * * Apply H(i) to A(i:m,i+1:n) from the left * AII = A( I, I ) A( I, I ) = ONE CALL DLARF( 'LEFT', M-I+1, N-I, A( I, I ), 1, TAU( I ), $ A( I, I+1 ), LDA, WORK( 2*N+1 ) ) A( I, I ) = AII END IF * * Update partial column norms * DO 30 J = I + 1, N IF( WORK( J ).NE.ZERO ) THEN * * NOTE: The following 4 lines follow from the analysis in * Lapack Working Note 176. * TEMP = ABS( A( I, J ) ) / WORK( J ) TEMP = MAX( ZERO, ( ONE+TEMP )*( ONE-TEMP ) ) TEMP2 = TEMP*( WORK( J ) / WORK( N+J ) )**2 IF( TEMP2 .LE. TOL3Z ) THEN IF( M-I.GT.0 ) THEN WORK( J ) = DNRM2( M-I, A( I+1, J ), 1 ) WORK( N+J ) = WORK( J ) ELSE WORK( J ) = ZERO WORK( N+J ) = ZERO END IF ELSE WORK( J ) = WORK( J )*SQRT( TEMP ) END IF END IF 30 CONTINUE * 40 CONTINUE END IF RETURN * * End of DGEQPF * END *> \brief \b DGEQR2 computes the QR factorization of a general rectangular matrix using an unblocked algorithm. * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGEQR2 + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGEQR2( M, N, A, LDA, TAU, WORK, INFO ) * * .. Scalar Arguments .. * INTEGER INFO, LDA, M, N * .. * .. Array Arguments .. * DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGEQR2 computes a QR factorization of a real m by n matrix A: *> A = Q * R. *> \endverbatim * * Arguments: * ========== * *> \param[in] M *> \verbatim *> M is INTEGER *> The number of rows of the matrix A. M >= 0. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The number of columns of the 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, the elements on and above the diagonal of the array *> contain the min(m,n) by n upper trapezoidal matrix R (R is *> upper triangular if m >= n); the elements below the diagonal, *> with the array TAU, represent the orthogonal matrix Q as a *> product of elementary reflectors (see Further Details). *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,M). *> \endverbatim *> *> \param[out] TAU *> \verbatim *> TAU is DOUBLE PRECISION array, dimension (min(M,N)) *> The scalar factors of the elementary reflectors (see Further *> Details). *> \endverbatim *> *> \param[out] WORK *> \verbatim *> WORK is DOUBLE PRECISION array, dimension (N) *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit *> < 0: if INFO = -i, the i-th argument had an illegal value *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date December 2016 * *> \ingroup doubleGEcomputational * *> \par Further Details: * ===================== *> *> \verbatim *> *> The matrix Q is represented as a product of elementary reflectors *> *> Q = H(1) H(2) . . . H(k), where k = min(m,n). *> *> Each H(i) has the form *> *> H(i) = I - tau * v * v**T *> *> where tau is a real scalar, and v is a real vector with *> v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i), *> and tau in TAU(i). *> \endverbatim *> * ===================================================================== SUBROUTINE DGEQR2( M, N, A, LDA, TAU, WORK, INFO ) * * -- LAPACK computational routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * * .. Scalar Arguments .. INTEGER INFO, LDA, M, N * .. * .. Array Arguments .. DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ONE PARAMETER ( ONE = 1.0D+0 ) * .. * .. Local Scalars .. INTEGER I, K DOUBLE PRECISION AII * .. * .. External Subroutines .. EXTERNAL DLARF, DLARFG, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC MAX, MIN * .. * .. Executable Statements .. * * Test the input arguments * INFO = 0 IF( M.LT.0 ) THEN INFO = -1 ELSE IF( N.LT.0 ) THEN INFO = -2 ELSE IF( LDA.LT.MAX( 1, M ) ) THEN INFO = -4 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGEQR2', -INFO ) RETURN END IF * K = MIN( M, N ) * DO 10 I = 1, K * * Generate elementary reflector H(i) to annihilate A(i+1:m,i) * CALL DLARFG( M-I+1, A( I, I ), A( MIN( I+1, M ), I ), 1, $ TAU( I ) ) IF( I.LT.N ) THEN * * Apply H(i) to A(i:m,i+1:n) from the left * AII = A( I, I ) A( I, I ) = ONE CALL DLARF( 'Left', M-I+1, N-I, A( I, I ), 1, TAU( I ), $ A( I, I+1 ), LDA, WORK ) A( I, I ) = AII END IF 10 CONTINUE RETURN * * End of DGEQR2 * END *> \brief \b DGEQR2P computes the QR factorization of a general rectangular matrix with non-negative diagonal elements using an unblocked algorithm. * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGEQR2P + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGEQR2P( M, N, A, LDA, TAU, WORK, INFO ) * * .. Scalar Arguments .. * INTEGER INFO, LDA, M, N * .. * .. Array Arguments .. * DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGEQR2P computes a QR factorization of a real m by n matrix A: *> A = Q * R. The diagonal entries of R are nonnegative. *> \endverbatim * * Arguments: * ========== * *> \param[in] M *> \verbatim *> M is INTEGER *> The number of rows of the matrix A. M >= 0. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The number of columns of the 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, the elements on and above the diagonal of the array *> contain the min(m,n) by n upper trapezoidal matrix R (R is *> upper triangular if m >= n). The diagonal entries of R are *> nonnegative; the elements below the diagonal, *> with the array TAU, represent the orthogonal matrix Q as a *> product of elementary reflectors (see Further Details). *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,M). *> \endverbatim *> *> \param[out] TAU *> \verbatim *> TAU is DOUBLE PRECISION array, dimension (min(M,N)) *> The scalar factors of the elementary reflectors (see Further *> Details). *> \endverbatim *> *> \param[out] WORK *> \verbatim *> WORK is DOUBLE PRECISION array, dimension (N) *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit *> < 0: if INFO = -i, the i-th argument had an illegal value *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date December 2016 * *> \ingroup doubleGEcomputational * *> \par Further Details: * ===================== *> *> \verbatim *> *> The matrix Q is represented as a product of elementary reflectors *> *> Q = H(1) H(2) . . . H(k), where k = min(m,n). *> *> Each H(i) has the form *> *> H(i) = I - tau * v * v**T *> *> where tau is a real scalar, and v is a real vector with *> v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i), *> and tau in TAU(i). *> *> See Lapack Working Note 203 for details *> \endverbatim *> * ===================================================================== SUBROUTINE DGEQR2P( M, N, A, LDA, TAU, WORK, INFO ) * * -- LAPACK computational routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * * .. Scalar Arguments .. INTEGER INFO, LDA, M, N * .. * .. Array Arguments .. DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ONE PARAMETER ( ONE = 1.0D+0 ) * .. * .. Local Scalars .. INTEGER I, K DOUBLE PRECISION AII * .. * .. External Subroutines .. EXTERNAL DLARF, DLARFGP, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC MAX, MIN * .. * .. Executable Statements .. * * Test the input arguments * INFO = 0 IF( M.LT.0 ) THEN INFO = -1 ELSE IF( N.LT.0 ) THEN INFO = -2 ELSE IF( LDA.LT.MAX( 1, M ) ) THEN INFO = -4 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGEQR2P', -INFO ) RETURN END IF * K = MIN( M, N ) * DO 10 I = 1, K * * Generate elementary reflector H(i) to annihilate A(i+1:m,i) * CALL DLARFGP( M-I+1, A( I, I ), A( MIN( I+1, M ), I ), 1, $ TAU( I ) ) IF( I.LT.N ) THEN * * Apply H(i) to A(i:m,i+1:n) from the left * AII = A( I, I ) A( I, I ) = ONE CALL DLARF( 'Left', M-I+1, N-I, A( I, I ), 1, TAU( I ), $ A( I, I+1 ), LDA, WORK ) A( I, I ) = AII END IF 10 CONTINUE RETURN * * End of DGEQR2P * END *> \brief \b DGEQRF * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGEQRF + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGEQRF( M, N, A, LDA, TAU, WORK, LWORK, INFO ) * * .. Scalar Arguments .. * INTEGER INFO, LDA, LWORK, M, N * .. * .. Array Arguments .. * DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGEQRF computes a QR factorization of a real M-by-N matrix A: *> A = Q * R. *> \endverbatim * * Arguments: * ========== * *> \param[in] M *> \verbatim *> M is INTEGER *> The number of rows of the matrix A. M >= 0. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The number of columns of the 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, the elements on and above the diagonal of the array *> contain the min(M,N)-by-N upper trapezoidal matrix R (R is *> upper triangular if m >= n); the elements below the diagonal, *> with the array TAU, represent the orthogonal matrix Q as a *> product of min(m,n) elementary reflectors (see Further *> Details). *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,M). *> \endverbatim *> *> \param[out] TAU *> \verbatim *> TAU is DOUBLE PRECISION array, dimension (min(M,N)) *> The scalar factors of the elementary reflectors (see Further *> Details). *> \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 >= max(1,N). *> For optimum performance LWORK >= N*NB, where NB is *> the optimal blocksize. *> *> If LWORK = -1, then a workspace query is assumed; the routine *> only calculates the optimal size of the WORK array, returns *> this value as the first entry of the WORK array, and no error *> message related to LWORK is issued by XERBLA. *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit *> < 0: if INFO = -i, the i-th argument had an illegal value *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date December 2016 * *> \ingroup doubleGEcomputational * *> \par Further Details: * ===================== *> *> \verbatim *> *> The matrix Q is represented as a product of elementary reflectors *> *> Q = H(1) H(2) . . . H(k), where k = min(m,n). *> *> Each H(i) has the form *> *> H(i) = I - tau * v * v**T *> *> where tau is a real scalar, and v is a real vector with *> v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i), *> and tau in TAU(i). *> \endverbatim *> * ===================================================================== SUBROUTINE DGEQRF( M, N, A, LDA, TAU, WORK, LWORK, INFO ) * * -- LAPACK computational routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * * .. Scalar Arguments .. INTEGER INFO, LDA, LWORK, M, N * .. * .. Array Arguments .. DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * ) * .. * * ===================================================================== * * .. Local Scalars .. LOGICAL LQUERY INTEGER I, IB, IINFO, IWS, K, LDWORK, LWKOPT, NB, $ NBMIN, NX * .. * .. External Subroutines .. EXTERNAL DGEQR2, DLARFB, DLARFT, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC MAX, MIN * .. * .. External Functions .. INTEGER ILAENV EXTERNAL ILAENV * .. * .. Executable Statements .. * * Test the input arguments * INFO = 0 NB = ILAENV( 1, 'DGEQRF', ' ', M, N, -1, -1 ) LWKOPT = N*NB WORK( 1 ) = LWKOPT LQUERY = ( LWORK.EQ.-1 ) IF( M.LT.0 ) THEN INFO = -1 ELSE IF( N.LT.0 ) THEN INFO = -2 ELSE IF( LDA.LT.MAX( 1, M ) ) THEN INFO = -4 ELSE IF( LWORK.LT.MAX( 1, N ) .AND. .NOT.LQUERY ) THEN INFO = -7 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGEQRF', -INFO ) RETURN ELSE IF( LQUERY ) THEN RETURN END IF * * Quick return if possible * K = MIN( M, N ) IF( K.EQ.0 ) THEN WORK( 1 ) = 1 RETURN END IF * NBMIN = 2 NX = 0 IWS = N IF( NB.GT.1 .AND. NB.LT.K ) THEN * * Determine when to cross over from blocked to unblocked code. * NX = MAX( 0, ILAENV( 3, 'DGEQRF', ' ', M, N, -1, -1 ) ) IF( NX.LT.K ) THEN * * Determine if workspace is large enough for blocked code. * LDWORK = N IWS = LDWORK*NB IF( LWORK.LT.IWS ) THEN * * Not enough workspace to use optimal NB: reduce NB and * determine the minimum value of NB. * NB = LWORK / LDWORK NBMIN = MAX( 2, ILAENV( 2, 'DGEQRF', ' ', M, N, -1, $ -1 ) ) END IF END IF END IF * IF( NB.GE.NBMIN .AND. NB.LT.K .AND. NX.LT.K ) THEN * * Use blocked code initially * DO 10 I = 1, K - NX, NB IB = MIN( K-I+1, NB ) * * Compute the QR factorization of the current block * A(i:m,i:i+ib-1) * CALL DGEQR2( M-I+1, IB, A( I, I ), LDA, TAU( I ), WORK, $ IINFO ) IF( I+IB.LE.N ) THEN * * Form the triangular factor of the block reflector * H = H(i) H(i+1) . . . H(i+ib-1) * CALL DLARFT( 'Forward', 'Columnwise', M-I+1, IB, $ A( I, I ), LDA, TAU( I ), WORK, LDWORK ) * * Apply H**T to A(i:m,i+ib:n) from the left * CALL DLARFB( 'Left', 'Transpose', 'Forward', $ 'Columnwise', M-I+1, N-I-IB+1, IB, $ A( I, I ), LDA, WORK, LDWORK, A( I, I+IB ), $ LDA, WORK( IB+1 ), LDWORK ) END IF 10 CONTINUE ELSE I = 1 END IF * * Use unblocked code to factor the last or only block. * IF( I.LE.K ) $ CALL DGEQR2( M-I+1, N-I+1, A( I, I ), LDA, TAU( I ), WORK, $ IINFO ) * WORK( 1 ) = IWS RETURN * * End of DGEQRF * END *> \brief \b DGEQRFP * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGEQRFP + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGEQRFP( M, N, A, LDA, TAU, WORK, LWORK, INFO ) * * .. Scalar Arguments .. * INTEGER INFO, LDA, LWORK, M, N * .. * .. Array Arguments .. * DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGEQRFP computes a QR factorization of a real M-by-N matrix A: *> A = Q * R. The diagonal entries of R are nonnegative. *> \endverbatim * * Arguments: * ========== * *> \param[in] M *> \verbatim *> M is INTEGER *> The number of rows of the matrix A. M >= 0. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The number of columns of the 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, the elements on and above the diagonal of the array *> contain the min(M,N)-by-N upper trapezoidal matrix R (R is *> upper triangular if m >= n). The diagonal entries of R *> are nonnegative; the elements below the diagonal, *> with the array TAU, represent the orthogonal matrix Q as a *> product of min(m,n) elementary reflectors (see Further *> Details). *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,M). *> \endverbatim *> *> \param[out] TAU *> \verbatim *> TAU is DOUBLE PRECISION array, dimension (min(M,N)) *> The scalar factors of the elementary reflectors (see Further *> Details). *> \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 >= max(1,N). *> For optimum performance LWORK >= N*NB, where NB is *> the optimal blocksize. *> *> If LWORK = -1, then a workspace query is assumed; the routine *> only calculates the optimal size of the WORK array, returns *> this value as the first entry of the WORK array, and no error *> message related to LWORK is issued by XERBLA. *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit *> < 0: if INFO = -i, the i-th argument had an illegal value *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date December 2016 * *> \ingroup doubleGEcomputational * *> \par Further Details: * ===================== *> *> \verbatim *> *> The matrix Q is represented as a product of elementary reflectors *> *> Q = H(1) H(2) . . . H(k), where k = min(m,n). *> *> Each H(i) has the form *> *> H(i) = I - tau * v * v**T *> *> where tau is a real scalar, and v is a real vector with *> v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i), *> and tau in TAU(i). *> *> See Lapack Working Note 203 for details *> \endverbatim *> * ===================================================================== SUBROUTINE DGEQRFP( M, N, A, LDA, TAU, WORK, LWORK, INFO ) * * -- LAPACK computational routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * * .. Scalar Arguments .. INTEGER INFO, LDA, LWORK, M, N * .. * .. Array Arguments .. DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * ) * .. * * ===================================================================== * * .. Local Scalars .. LOGICAL LQUERY INTEGER I, IB, IINFO, IWS, K, LDWORK, LWKOPT, NB, $ NBMIN, NX * .. * .. External Subroutines .. EXTERNAL DGEQR2P, DLARFB, DLARFT, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC MAX, MIN * .. * .. External Functions .. INTEGER ILAENV EXTERNAL ILAENV * .. * .. Executable Statements .. * * Test the input arguments * INFO = 0 NB = ILAENV( 1, 'DGEQRF', ' ', M, N, -1, -1 ) LWKOPT = N*NB WORK( 1 ) = LWKOPT LQUERY = ( LWORK.EQ.-1 ) IF( M.LT.0 ) THEN INFO = -1 ELSE IF( N.LT.0 ) THEN INFO = -2 ELSE IF( LDA.LT.MAX( 1, M ) ) THEN INFO = -4 ELSE IF( LWORK.LT.MAX( 1, N ) .AND. .NOT.LQUERY ) THEN INFO = -7 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGEQRFP', -INFO ) RETURN ELSE IF( LQUERY ) THEN RETURN END IF * * Quick return if possible * K = MIN( M, N ) IF( K.EQ.0 ) THEN WORK( 1 ) = 1 RETURN END IF * NBMIN = 2 NX = 0 IWS = N IF( NB.GT.1 .AND. NB.LT.K ) THEN * * Determine when to cross over from blocked to unblocked code. * NX = MAX( 0, ILAENV( 3, 'DGEQRF', ' ', M, N, -1, -1 ) ) IF( NX.LT.K ) THEN * * Determine if workspace is large enough for blocked code. * LDWORK = N IWS = LDWORK*NB IF( LWORK.LT.IWS ) THEN * * Not enough workspace to use optimal NB: reduce NB and * determine the minimum value of NB. * NB = LWORK / LDWORK NBMIN = MAX( 2, ILAENV( 2, 'DGEQRF', ' ', M, N, -1, $ -1 ) ) END IF END IF END IF * IF( NB.GE.NBMIN .AND. NB.LT.K .AND. NX.LT.K ) THEN * * Use blocked code initially * DO 10 I = 1, K - NX, NB IB = MIN( K-I+1, NB ) * * Compute the QR factorization of the current block * A(i:m,i:i+ib-1) * CALL DGEQR2P( M-I+1, IB, A( I, I ), LDA, TAU( I ), WORK, $ IINFO ) IF( I+IB.LE.N ) THEN * * Form the triangular factor of the block reflector * H = H(i) H(i+1) . . . H(i+ib-1) * CALL DLARFT( 'Forward', 'Columnwise', M-I+1, IB, $ A( I, I ), LDA, TAU( I ), WORK, LDWORK ) * * Apply H**T to A(i:m,i+ib:n) from the left * CALL DLARFB( 'Left', 'Transpose', 'Forward', $ 'Columnwise', M-I+1, N-I-IB+1, IB, $ A( I, I ), LDA, WORK, LDWORK, A( I, I+IB ), $ LDA, WORK( IB+1 ), LDWORK ) END IF 10 CONTINUE ELSE I = 1 END IF * * Use unblocked code to factor the last or only block. * IF( I.LE.K ) $ CALL DGEQR2P( M-I+1, N-I+1, A( I, I ), LDA, TAU( I ), WORK, $ IINFO ) * WORK( 1 ) = IWS RETURN * * End of DGEQRFP * END *> \brief \b DGEQRT * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGEQRT + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGEQRT( M, N, NB, A, LDA, T, LDT, WORK, INFO ) * * .. Scalar Arguments .. * INTEGER INFO, LDA, LDT, M, N, NB * .. * .. Array Arguments .. * DOUBLE PRECISION A( LDA, * ), T( LDT, * ), WORK( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGEQRT computes a blocked QR factorization of a real M-by-N matrix A *> using the compact WY representation of Q. *> \endverbatim * * Arguments: * ========== * *> \param[in] M *> \verbatim *> M is INTEGER *> The number of rows of the matrix A. M >= 0. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The number of columns of the matrix A. N >= 0. *> \endverbatim *> *> \param[in] NB *> \verbatim *> NB is INTEGER *> The block size to be used in the blocked QR. MIN(M,N) >= NB >= 1. *> \endverbatim *> *> \param[in,out] A *> \verbatim *> A is DOUBLE PRECISION array, dimension (LDA,N) *> On entry, the M-by-N matrix A. *> On exit, the elements on and above the diagonal of the array *> contain the min(M,N)-by-N upper trapezoidal matrix R (R is *> upper triangular if M >= N); the elements below the diagonal *> are the columns of V. *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,M). *> \endverbatim *> *> \param[out] T *> \verbatim *> T is DOUBLE PRECISION array, dimension (LDT,MIN(M,N)) *> The upper triangular block reflectors stored in compact form *> as a sequence of upper triangular blocks. See below *> for further details. *> \endverbatim *> *> \param[in] LDT *> \verbatim *> LDT is INTEGER *> The leading dimension of the array T. LDT >= NB. *> \endverbatim *> *> \param[out] WORK *> \verbatim *> WORK is DOUBLE PRECISION array, dimension (NB*N) *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit *> < 0: if INFO = -i, the i-th argument had an illegal value *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date June 2017 * *> \ingroup doubleGEcomputational * *> \par Further Details: * ===================== *> *> \verbatim *> *> The matrix V stores the elementary reflectors H(i) in the i-th column *> below the diagonal. For example, if M=5 and N=3, the matrix V is *> *> V = ( 1 ) *> ( v1 1 ) *> ( v1 v2 1 ) *> ( v1 v2 v3 ) *> ( v1 v2 v3 ) *> *> where the vi's represent the vectors which define H(i), which are returned *> in the matrix A. The 1's along the diagonal of V are not stored in A. *> *> Let K=MIN(M,N). The number of blocks is B = ceiling(K/NB), where each *> block is of order NB except for the last block, which is of order *> IB = K - (B-1)*NB. For each of the B blocks, a upper triangular block *> reflector factor is computed: T1, T2, ..., TB. The NB-by-NB (and IB-by-IB *> for the last block) T's are stored in the NB-by-K matrix T as *> *> T = (T1 T2 ... TB). *> \endverbatim *> * ===================================================================== SUBROUTINE DGEQRT( M, N, NB, A, LDA, T, LDT, WORK, INFO ) * * -- LAPACK computational routine (version 3.7.1) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * June 2017 * * .. Scalar Arguments .. INTEGER INFO, LDA, LDT, M, N, NB * .. * .. Array Arguments .. DOUBLE PRECISION A( LDA, * ), T( LDT, * ), WORK( * ) * .. * * ===================================================================== * * .. * .. Local Scalars .. INTEGER I, IB, IINFO, K LOGICAL USE_RECURSIVE_QR PARAMETER( USE_RECURSIVE_QR=.TRUE. ) * .. * .. External Subroutines .. EXTERNAL DGEQRT2, DGEQRT3, DLARFB, XERBLA * .. * .. Executable Statements .. * * Test the input arguments * INFO = 0 IF( M.LT.0 ) THEN INFO = -1 ELSE IF( N.LT.0 ) THEN INFO = -2 ELSE IF( NB.LT.1 .OR. ( NB.GT.MIN(M,N) .AND. MIN(M,N).GT.0 ) )THEN INFO = -3 ELSE IF( LDA.LT.MAX( 1, M ) ) THEN INFO = -5 ELSE IF( LDT.LT.NB ) THEN INFO = -7 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGEQRT', -INFO ) RETURN END IF * * Quick return if possible * K = MIN( M, N ) IF( K.EQ.0 ) RETURN * * Blocked loop of length K * DO I = 1, K, NB IB = MIN( K-I+1, NB ) * * Compute the QR factorization of the current block A(I:M,I:I+IB-1) * IF( USE_RECURSIVE_QR ) THEN CALL DGEQRT3( M-I+1, IB, A(I,I), LDA, T(1,I), LDT, IINFO ) ELSE CALL DGEQRT2( M-I+1, IB, A(I,I), LDA, T(1,I), LDT, IINFO ) END IF IF( I+IB.LE.N ) THEN * * Update by applying H**T to A(I:M,I+IB:N) from the left * CALL DLARFB( 'L', 'T', 'F', 'C', M-I+1, N-I-IB+1, IB, $ A( I, I ), LDA, T( 1, I ), LDT, $ A( I, I+IB ), LDA, WORK , N-I-IB+1 ) END IF END DO RETURN * * End of DGEQRT * END *> \brief \b DGEQRT2 computes a QR factorization of a general real or complex matrix using the compact WY representation of Q. * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGEQRT2 + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGEQRT2( M, N, A, LDA, T, LDT, INFO ) * * .. Scalar Arguments .. * INTEGER INFO, LDA, LDT, M, N * .. * .. Array Arguments .. * DOUBLE PRECISION A( LDA, * ), T( LDT, * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGEQRT2 computes a QR factorization of a real M-by-N matrix A, *> using the compact WY representation of Q. *> \endverbatim * * Arguments: * ========== * *> \param[in] M *> \verbatim *> M is INTEGER *> The number of rows of the matrix A. M >= N. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The number of columns of the matrix A. N >= 0. *> \endverbatim *> *> \param[in,out] A *> \verbatim *> A is DOUBLE PRECISION array, dimension (LDA,N) *> On entry, the real M-by-N matrix A. On exit, the elements on and *> above the diagonal contain the N-by-N upper triangular matrix R; the *> elements below the diagonal are the columns of V. See below for *> further details. *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,M). *> \endverbatim *> *> \param[out] T *> \verbatim *> T is DOUBLE PRECISION array, dimension (LDT,N) *> The N-by-N upper triangular factor of the block reflector. *> The elements on and above the diagonal contain the block *> reflector T; the elements below the diagonal are not used. *> See below for further details. *> \endverbatim *> *> \param[in] LDT *> \verbatim *> LDT is INTEGER *> The leading dimension of the array T. LDT >= max(1,N). *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit *> < 0: if INFO = -i, the i-th argument had an illegal value *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date December 2016 * *> \ingroup doubleGEcomputational * *> \par Further Details: * ===================== *> *> \verbatim *> *> The matrix V stores the elementary reflectors H(i) in the i-th column *> below the diagonal. For example, if M=5 and N=3, the matrix V is *> *> V = ( 1 ) *> ( v1 1 ) *> ( v1 v2 1 ) *> ( v1 v2 v3 ) *> ( v1 v2 v3 ) *> *> where the vi's represent the vectors which define H(i), which are returned *> in the matrix A. The 1's along the diagonal of V are not stored in A. The *> block reflector H is then given by *> *> H = I - V * T * V**T *> *> where V**T is the transpose of V. *> \endverbatim *> * ===================================================================== SUBROUTINE DGEQRT2( M, N, A, LDA, T, LDT, INFO ) * * -- LAPACK computational routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * * .. Scalar Arguments .. INTEGER INFO, LDA, LDT, M, N * .. * .. Array Arguments .. DOUBLE PRECISION A( LDA, * ), T( LDT, * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ONE, ZERO PARAMETER( ONE = 1.0D+00, ZERO = 0.0D+00 ) * .. * .. Local Scalars .. INTEGER I, K DOUBLE PRECISION AII, ALPHA * .. * .. External Subroutines .. EXTERNAL DLARFG, DGEMV, DGER, DTRMV, XERBLA * .. * .. Executable Statements .. * * Test the input arguments * INFO = 0 IF( M.LT.0 ) THEN INFO = -1 ELSE IF( N.LT.0 ) THEN INFO = -2 ELSE IF( LDA.LT.MAX( 1, M ) ) THEN INFO = -4 ELSE IF( LDT.LT.MAX( 1, N ) ) THEN INFO = -6 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGEQRT2', -INFO ) RETURN END IF * K = MIN( M, N ) * DO I = 1, K * * Generate elem. refl. H(i) to annihilate A(i+1:m,i), tau(I) -> T(I,1) * CALL DLARFG( M-I+1, A( I, I ), A( MIN( I+1, M ), I ), 1, $ T( I, 1 ) ) IF( I.LT.N ) THEN * * Apply H(i) to A(I:M,I+1:N) from the left * AII = A( I, I ) A( I, I ) = ONE * * W(1:N-I) := A(I:M,I+1:N)^H * A(I:M,I) [W = T(:,N)] * CALL DGEMV( 'T',M-I+1, N-I, ONE, A( I, I+1 ), LDA, $ A( I, I ), 1, ZERO, T( 1, N ), 1 ) * * A(I:M,I+1:N) = A(I:m,I+1:N) + alpha*A(I:M,I)*W(1:N-1)^H * ALPHA = -(T( I, 1 )) CALL DGER( M-I+1, N-I, ALPHA, A( I, I ), 1, $ T( 1, N ), 1, A( I, I+1 ), LDA ) A( I, I ) = AII END IF END DO * DO I = 2, N AII = A( I, I ) A( I, I ) = ONE * * T(1:I-1,I) := alpha * A(I:M,1:I-1)**T * A(I:M,I) * ALPHA = -T( I, 1 ) CALL DGEMV( 'T', M-I+1, I-1, ALPHA, A( I, 1 ), LDA, $ A( I, I ), 1, ZERO, T( 1, I ), 1 ) A( I, I ) = AII * * T(1:I-1,I) := T(1:I-1,1:I-1) * T(1:I-1,I) * CALL DTRMV( 'U', 'N', 'N', I-1, T, LDT, T( 1, I ), 1 ) * * T(I,I) = tau(I) * T( I, I ) = T( I, 1 ) T( I, 1) = ZERO END DO * * End of DGEQRT2 * END *> \brief \b DGEQRT3 recursively computes a QR factorization of a general real or complex matrix using the compact WY representation of Q. * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGEQRT3 + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * RECURSIVE SUBROUTINE DGEQRT3( M, N, A, LDA, T, LDT, INFO ) * * .. Scalar Arguments .. * INTEGER INFO, LDA, M, N, LDT * .. * .. Array Arguments .. * DOUBLE PRECISION A( LDA, * ), T( LDT, * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGEQRT3 recursively computes a QR factorization of a real M-by-N *> matrix A, using the compact WY representation of Q. *> *> Based on the algorithm of Elmroth and Gustavson, *> IBM J. Res. Develop. Vol 44 No. 4 July 2000. *> \endverbatim * * Arguments: * ========== * *> \param[in] M *> \verbatim *> M is INTEGER *> The number of rows of the matrix A. M >= N. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The number of columns of the matrix A. N >= 0. *> \endverbatim *> *> \param[in,out] A *> \verbatim *> A is DOUBLE PRECISION array, dimension (LDA,N) *> On entry, the real M-by-N matrix A. On exit, the elements on and *> above the diagonal contain the N-by-N upper triangular matrix R; the *> elements below the diagonal are the columns of V. See below for *> further details. *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,M). *> \endverbatim *> *> \param[out] T *> \verbatim *> T is DOUBLE PRECISION array, dimension (LDT,N) *> The N-by-N upper triangular factor of the block reflector. *> The elements on and above the diagonal contain the block *> reflector T; the elements below the diagonal are not used. *> See below for further details. *> \endverbatim *> *> \param[in] LDT *> \verbatim *> LDT is INTEGER *> The leading dimension of the array T. LDT >= max(1,N). *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit *> < 0: if INFO = -i, the i-th argument had an illegal value *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date June 2016 * *> \ingroup doubleGEcomputational * *> \par Further Details: * ===================== *> *> \verbatim *> *> The matrix V stores the elementary reflectors H(i) in the i-th column *> below the diagonal. For example, if M=5 and N=3, the matrix V is *> *> V = ( 1 ) *> ( v1 1 ) *> ( v1 v2 1 ) *> ( v1 v2 v3 ) *> ( v1 v2 v3 ) *> *> where the vi's represent the vectors which define H(i), which are returned *> in the matrix A. The 1's along the diagonal of V are not stored in A. The *> block reflector H is then given by *> *> H = I - V * T * V**T *> *> where V**T is the transpose of V. *> *> For details of the algorithm, see Elmroth and Gustavson (cited above). *> \endverbatim *> * ===================================================================== RECURSIVE SUBROUTINE DGEQRT3( M, N, A, LDA, T, LDT, INFO ) * * -- LAPACK computational routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * June 2016 * * .. Scalar Arguments .. INTEGER INFO, LDA, M, N, LDT * .. * .. Array Arguments .. DOUBLE PRECISION A( LDA, * ), T( LDT, * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ONE PARAMETER ( ONE = 1.0D+00 ) * .. * .. Local Scalars .. INTEGER I, I1, J, J1, N1, N2, IINFO * .. * .. External Subroutines .. EXTERNAL DLARFG, DTRMM, DGEMM, XERBLA * .. * .. Executable Statements .. * INFO = 0 IF( N .LT. 0 ) THEN INFO = -2 ELSE IF( M .LT. N ) THEN INFO = -1 ELSE IF( LDA .LT. MAX( 1, M ) ) THEN INFO = -4 ELSE IF( LDT .LT. MAX( 1, N ) ) THEN INFO = -6 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGEQRT3', -INFO ) RETURN END IF * IF( N.EQ.1 ) THEN * * Compute Householder transform when N=1 * CALL DLARFG( M, A(1,1), A( MIN( 2, M ), 1 ), 1, T(1,1) ) * ELSE * * Otherwise, split A into blocks... * N1 = N/2 N2 = N-N1 J1 = MIN( N1+1, N ) I1 = MIN( N+1, M ) * * Compute A(1:M,1:N1) <- (Y1,R1,T1), where Q1 = I - Y1 T1 Y1^H * CALL DGEQRT3( M, N1, A, LDA, T, LDT, IINFO ) * * Compute A(1:M,J1:N) = Q1^H A(1:M,J1:N) [workspace: T(1:N1,J1:N)] * DO J=1,N2 DO I=1,N1 T( I, J+N1 ) = A( I, J+N1 ) END DO END DO CALL DTRMM( 'L', 'L', 'T', 'U', N1, N2, ONE, & A, LDA, T( 1, J1 ), LDT ) * CALL DGEMM( 'T', 'N', N1, N2, M-N1, ONE, A( J1, 1 ), LDA, & A( J1, J1 ), LDA, ONE, T( 1, J1 ), LDT) * CALL DTRMM( 'L', 'U', 'T', 'N', N1, N2, ONE, & T, LDT, T( 1, J1 ), LDT ) * CALL DGEMM( 'N', 'N', M-N1, N2, N1, -ONE, A( J1, 1 ), LDA, & T( 1, J1 ), LDT, ONE, A( J1, J1 ), LDA ) * CALL DTRMM( 'L', 'L', 'N', 'U', N1, N2, ONE, & A, LDA, T( 1, J1 ), LDT ) * DO J=1,N2 DO I=1,N1 A( I, J+N1 ) = A( I, J+N1 ) - T( I, J+N1 ) END DO END DO * * Compute A(J1:M,J1:N) <- (Y2,R2,T2) where Q2 = I - Y2 T2 Y2^H * CALL DGEQRT3( M-N1, N2, A( J1, J1 ), LDA, & T( J1, J1 ), LDT, IINFO ) * * Compute T3 = T(1:N1,J1:N) = -T1 Y1^H Y2 T2 * DO I=1,N1 DO J=1,N2 T( I, J+N1 ) = (A( J+N1, I )) END DO END DO * CALL DTRMM( 'R', 'L', 'N', 'U', N1, N2, ONE, & A( J1, J1 ), LDA, T( 1, J1 ), LDT ) * CALL DGEMM( 'T', 'N', N1, N2, M-N, ONE, A( I1, 1 ), LDA, & A( I1, J1 ), LDA, ONE, T( 1, J1 ), LDT ) * CALL DTRMM( 'L', 'U', 'N', 'N', N1, N2, -ONE, T, LDT, & T( 1, J1 ), LDT ) * CALL DTRMM( 'R', 'U', 'N', 'N', N1, N2, ONE, & T( J1, J1 ), LDT, T( 1, J1 ), LDT ) * * Y = (Y1,Y2); R = [ R1 A(1:N1,J1:N) ]; T = [T1 T3] * [ 0 R2 ] [ 0 T2] * END IF * RETURN * * End of DGEQRT3 * END *> \brief \b DGERFS * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGERFS + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGERFS( TRANS, N, NRHS, A, LDA, AF, LDAF, IPIV, B, LDB, * X, LDX, FERR, BERR, WORK, IWORK, INFO ) * * .. Scalar Arguments .. * CHARACTER TRANS * INTEGER INFO, LDA, LDAF, LDB, LDX, N, NRHS * .. * .. Array Arguments .. * INTEGER IPIV( * ), IWORK( * ) * DOUBLE PRECISION A( LDA, * ), AF( LDAF, * ), B( LDB, * ), * $ BERR( * ), FERR( * ), WORK( * ), X( LDX, * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGERFS improves the computed solution to a system of linear *> equations and provides error bounds and backward error estimates for *> the solution. *> \endverbatim * * Arguments: * ========== * *> \param[in] TRANS *> \verbatim *> TRANS is CHARACTER*1 *> Specifies the form of the system of equations: *> = 'N': A * X = B (No transpose) *> = 'T': A**T * X = B (Transpose) *> = 'C': A**H * X = B (Conjugate transpose = Transpose) *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The order of the matrix A. N >= 0. *> \endverbatim *> *> \param[in] NRHS *> \verbatim *> NRHS is INTEGER *> The number of right hand sides, i.e., the number of columns *> of the matrices B and X. NRHS >= 0. *> \endverbatim *> *> \param[in] A *> \verbatim *> A is DOUBLE PRECISION array, dimension (LDA,N) *> The original N-by-N matrix A. *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,N). *> \endverbatim *> *> \param[in] AF *> \verbatim *> AF is DOUBLE PRECISION array, dimension (LDAF,N) *> The factors L and U from the factorization A = P*L*U *> as computed by DGETRF. *> \endverbatim *> *> \param[in] LDAF *> \verbatim *> LDAF is INTEGER *> The leading dimension of the array AF. LDAF >= max(1,N). *> \endverbatim *> *> \param[in] IPIV *> \verbatim *> IPIV is INTEGER array, dimension (N) *> The pivot indices from DGETRF; for 1<=i<=N, row i of the *> matrix was interchanged with row IPIV(i). *> \endverbatim *> *> \param[in] B *> \verbatim *> B is DOUBLE PRECISION array, dimension (LDB,NRHS) *> The right hand side matrix B. *> \endverbatim *> *> \param[in] LDB *> \verbatim *> LDB is INTEGER *> The leading dimension of the array B. LDB >= max(1,N). *> \endverbatim *> *> \param[in,out] X *> \verbatim *> X is DOUBLE PRECISION array, dimension (LDX,NRHS) *> On entry, the solution matrix X, as computed by DGETRS. *> On exit, the improved solution matrix X. *> \endverbatim *> *> \param[in] LDX *> \verbatim *> LDX is INTEGER *> The leading dimension of the array X. LDX >= max(1,N). *> \endverbatim *> *> \param[out] FERR *> \verbatim *> FERR is DOUBLE PRECISION array, dimension (NRHS) *> The estimated forward error bound for each solution vector *> X(j) (the j-th column of the solution matrix X). *> If XTRUE is the true solution corresponding to X(j), FERR(j) *> is an estimated upper bound for the magnitude of the largest *> element in (X(j) - XTRUE) divided by the magnitude of the *> largest element in X(j). The estimate is as reliable as *> the estimate for RCOND, and is almost always a slight *> overestimate of the true error. *> \endverbatim *> *> \param[out] BERR *> \verbatim *> BERR is DOUBLE PRECISION array, dimension (NRHS) *> The componentwise relative backward error of each solution *> vector X(j) (i.e., the smallest relative change in *> any element of A or B that makes X(j) an exact solution). *> \endverbatim *> *> \param[out] WORK *> \verbatim *> WORK is DOUBLE PRECISION array, dimension (3*N) *> \endverbatim *> *> \param[out] IWORK *> \verbatim *> IWORK is INTEGER array, dimension (N) *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit *> < 0: if INFO = -i, the i-th argument had an illegal value *> \endverbatim * *> \par Internal Parameters: * ========================= *> *> \verbatim *> ITMAX is the maximum number of steps of iterative refinement. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date December 2016 * *> \ingroup doubleGEcomputational * * ===================================================================== SUBROUTINE DGERFS( TRANS, N, NRHS, A, LDA, AF, LDAF, IPIV, B, LDB, $ X, LDX, FERR, BERR, WORK, IWORK, INFO ) * * -- LAPACK computational routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * * .. Scalar Arguments .. CHARACTER TRANS INTEGER INFO, LDA, LDAF, LDB, LDX, N, NRHS * .. * .. Array Arguments .. INTEGER IPIV( * ), IWORK( * ) DOUBLE PRECISION A( LDA, * ), AF( LDAF, * ), B( LDB, * ), $ BERR( * ), FERR( * ), WORK( * ), X( LDX, * ) * .. * * ===================================================================== * * .. Parameters .. INTEGER ITMAX PARAMETER ( ITMAX = 5 ) DOUBLE PRECISION ZERO PARAMETER ( ZERO = 0.0D+0 ) DOUBLE PRECISION ONE PARAMETER ( ONE = 1.0D+0 ) DOUBLE PRECISION TWO PARAMETER ( TWO = 2.0D+0 ) DOUBLE PRECISION THREE PARAMETER ( THREE = 3.0D+0 ) * .. * .. Local Scalars .. LOGICAL NOTRAN CHARACTER TRANST INTEGER COUNT, I, J, K, KASE, NZ DOUBLE PRECISION EPS, LSTRES, S, SAFE1, SAFE2, SAFMIN, XK * .. * .. Local Arrays .. INTEGER ISAVE( 3 ) * .. * .. External Subroutines .. EXTERNAL DAXPY, DCOPY, DGEMV, DGETRS, DLACN2, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC ABS, MAX * .. * .. External Functions .. LOGICAL LSAME DOUBLE PRECISION DLAMCH EXTERNAL LSAME, DLAMCH * .. * .. Executable Statements .. * * Test the input parameters. * INFO = 0 NOTRAN = LSAME( TRANS, 'N' ) IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'T' ) .AND. .NOT. $ LSAME( TRANS, 'C' ) ) THEN INFO = -1 ELSE IF( N.LT.0 ) THEN INFO = -2 ELSE IF( NRHS.LT.0 ) THEN INFO = -3 ELSE IF( LDA.LT.MAX( 1, N ) ) THEN INFO = -5 ELSE IF( LDAF.LT.MAX( 1, N ) ) THEN INFO = -7 ELSE IF( LDB.LT.MAX( 1, N ) ) THEN INFO = -10 ELSE IF( LDX.LT.MAX( 1, N ) ) THEN INFO = -12 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGERFS', -INFO ) RETURN END IF * * Quick return if possible * IF( N.EQ.0 .OR. NRHS.EQ.0 ) THEN DO 10 J = 1, NRHS FERR( J ) = ZERO BERR( J ) = ZERO 10 CONTINUE RETURN END IF * IF( NOTRAN ) THEN TRANST = 'T' ELSE TRANST = 'N' END IF * * NZ = maximum number of nonzero elements in each row of A, plus 1 * NZ = N + 1 EPS = DLAMCH( 'Epsilon' ) SAFMIN = DLAMCH( 'Safe minimum' ) SAFE1 = NZ*SAFMIN SAFE2 = SAFE1 / EPS * * Do for each right hand side * DO 140 J = 1, NRHS * COUNT = 1 LSTRES = THREE 20 CONTINUE * * Loop until stopping criterion is satisfied. * * Compute residual R = B - op(A) * X, * where op(A) = A, A**T, or A**H, depending on TRANS. * CALL DCOPY( N, B( 1, J ), 1, WORK( N+1 ), 1 ) CALL DGEMV( TRANS, N, N, -ONE, A, LDA, X( 1, J ), 1, ONE, $ WORK( N+1 ), 1 ) * * Compute componentwise relative backward error from formula * * max(i) ( abs(R(i)) / ( abs(op(A))*abs(X) + abs(B) )(i) ) * * where abs(Z) is the componentwise absolute value of the matrix * or vector Z. If the i-th component of the denominator is less * than SAFE2, then SAFE1 is added to the i-th components of the * numerator and denominator before dividing. * DO 30 I = 1, N WORK( I ) = ABS( B( I, J ) ) 30 CONTINUE * * Compute abs(op(A))*abs(X) + abs(B). * IF( NOTRAN ) THEN DO 50 K = 1, N XK = ABS( X( K, J ) ) DO 40 I = 1, N WORK( I ) = WORK( I ) + ABS( A( I, K ) )*XK 40 CONTINUE 50 CONTINUE ELSE DO 70 K = 1, N S = ZERO DO 60 I = 1, N S = S + ABS( A( I, K ) )*ABS( X( I, J ) ) 60 CONTINUE WORK( K ) = WORK( K ) + S 70 CONTINUE END IF S = ZERO DO 80 I = 1, N IF( WORK( I ).GT.SAFE2 ) THEN S = MAX( S, ABS( WORK( N+I ) ) / WORK( I ) ) ELSE S = MAX( S, ( ABS( WORK( N+I ) )+SAFE1 ) / $ ( WORK( I )+SAFE1 ) ) END IF 80 CONTINUE BERR( J ) = S * * Test stopping criterion. Continue iterating if * 1) The residual BERR(J) is larger than machine epsilon, and * 2) BERR(J) decreased by at least a factor of 2 during the * last iteration, and * 3) At most ITMAX iterations tried. * IF( BERR( J ).GT.EPS .AND. TWO*BERR( J ).LE.LSTRES .AND. $ COUNT.LE.ITMAX ) THEN * * Update solution and try again. * CALL DGETRS( TRANS, N, 1, AF, LDAF, IPIV, WORK( N+1 ), N, $ INFO ) CALL DAXPY( N, ONE, WORK( N+1 ), 1, X( 1, J ), 1 ) LSTRES = BERR( J ) COUNT = COUNT + 1 GO TO 20 END IF * * Bound error from formula * * norm(X - XTRUE) / norm(X) .le. FERR = * norm( abs(inv(op(A)))* * ( abs(R) + NZ*EPS*( abs(op(A))*abs(X)+abs(B) ))) / norm(X) * * where * norm(Z) is the magnitude of the largest component of Z * inv(op(A)) is the inverse of op(A) * abs(Z) is the componentwise absolute value of the matrix or * vector Z * NZ is the maximum number of nonzeros in any row of A, plus 1 * EPS is machine epsilon * * The i-th component of abs(R)+NZ*EPS*(abs(op(A))*abs(X)+abs(B)) * is incremented by SAFE1 if the i-th component of * abs(op(A))*abs(X) + abs(B) is less than SAFE2. * * Use DLACN2 to estimate the infinity-norm of the matrix * inv(op(A)) * diag(W), * where W = abs(R) + NZ*EPS*( abs(op(A))*abs(X)+abs(B) ))) * DO 90 I = 1, N IF( WORK( I ).GT.SAFE2 ) THEN WORK( I ) = ABS( WORK( N+I ) ) + NZ*EPS*WORK( I ) ELSE WORK( I ) = ABS( WORK( N+I ) ) + NZ*EPS*WORK( I ) + SAFE1 END IF 90 CONTINUE * KASE = 0 100 CONTINUE CALL DLACN2( N, WORK( 2*N+1 ), WORK( N+1 ), IWORK, FERR( J ), $ KASE, ISAVE ) IF( KASE.NE.0 ) THEN IF( KASE.EQ.1 ) THEN * * Multiply by diag(W)*inv(op(A)**T). * CALL DGETRS( TRANST, N, 1, AF, LDAF, IPIV, WORK( N+1 ), $ N, INFO ) DO 110 I = 1, N WORK( N+I ) = WORK( I )*WORK( N+I ) 110 CONTINUE ELSE * * Multiply by inv(op(A))*diag(W). * DO 120 I = 1, N WORK( N+I ) = WORK( I )*WORK( N+I ) 120 CONTINUE CALL DGETRS( TRANS, N, 1, AF, LDAF, IPIV, WORK( N+1 ), N, $ INFO ) END IF GO TO 100 END IF * * Normalize error. * LSTRES = ZERO DO 130 I = 1, N LSTRES = MAX( LSTRES, ABS( X( I, J ) ) ) 130 CONTINUE IF( LSTRES.NE.ZERO ) $ FERR( J ) = FERR( J ) / LSTRES * 140 CONTINUE * RETURN * * End of DGERFS * END *> \brief \b DGERQ2 computes the RQ factorization of a general rectangular matrix using an unblocked algorithm. * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGERQ2 + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGERQ2( M, N, A, LDA, TAU, WORK, INFO ) * * .. Scalar Arguments .. * INTEGER INFO, LDA, M, N * .. * .. Array Arguments .. * DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGERQ2 computes an RQ factorization of a real m by n matrix A: *> A = R * Q. *> \endverbatim * * Arguments: * ========== * *> \param[in] M *> \verbatim *> M is INTEGER *> The number of rows of the matrix A. M >= 0. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The number of columns of the 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 m <= n, the upper triangle of the subarray *> A(1:m,n-m+1:n) contains the m by m upper triangular matrix R; *> if m >= n, the elements on and above the (m-n)-th subdiagonal *> contain the m by n upper trapezoidal matrix R; the remaining *> elements, with the array TAU, represent the orthogonal matrix *> Q as a product of elementary reflectors (see Further *> Details). *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,M). *> \endverbatim *> *> \param[out] TAU *> \verbatim *> TAU is DOUBLE PRECISION array, dimension (min(M,N)) *> The scalar factors of the elementary reflectors (see Further *> Details). *> \endverbatim *> *> \param[out] WORK *> \verbatim *> WORK is DOUBLE PRECISION array, dimension (M) *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit *> < 0: if INFO = -i, the i-th argument had an illegal value *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date December 2016 * *> \ingroup doubleGEcomputational * *> \par Further Details: * ===================== *> *> \verbatim *> *> The matrix Q is represented as a product of elementary reflectors *> *> Q = H(1) H(2) . . . H(k), where k = min(m,n). *> *> Each H(i) has the form *> *> H(i) = I - tau * v * v**T *> *> where tau is a real scalar, and v is a real vector with *> v(n-k+i+1:n) = 0 and v(n-k+i) = 1; v(1:n-k+i-1) is stored on exit in *> A(m-k+i,1:n-k+i-1), and tau in TAU(i). *> \endverbatim *> * ===================================================================== SUBROUTINE DGERQ2( M, N, A, LDA, TAU, WORK, INFO ) * * -- LAPACK computational routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * * .. Scalar Arguments .. INTEGER INFO, LDA, M, N * .. * .. Array Arguments .. DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ONE PARAMETER ( ONE = 1.0D+0 ) * .. * .. Local Scalars .. INTEGER I, K DOUBLE PRECISION AII * .. * .. External Subroutines .. EXTERNAL DLARF, DLARFG, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC MAX, MIN * .. * .. Executable Statements .. * * Test the input arguments * INFO = 0 IF( M.LT.0 ) THEN INFO = -1 ELSE IF( N.LT.0 ) THEN INFO = -2 ELSE IF( LDA.LT.MAX( 1, M ) ) THEN INFO = -4 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGERQ2', -INFO ) RETURN END IF * K = MIN( M, N ) * DO 10 I = K, 1, -1 * * Generate elementary reflector H(i) to annihilate * A(m-k+i,1:n-k+i-1) * CALL DLARFG( N-K+I, A( M-K+I, N-K+I ), A( M-K+I, 1 ), LDA, $ TAU( I ) ) * * Apply H(i) to A(1:m-k+i-1,1:n-k+i) from the right * AII = A( M-K+I, N-K+I ) A( M-K+I, N-K+I ) = ONE CALL DLARF( 'Right', M-K+I-1, N-K+I, A( M-K+I, 1 ), LDA, $ TAU( I ), A, LDA, WORK ) A( M-K+I, N-K+I ) = AII 10 CONTINUE RETURN * * End of DGERQ2 * END *> \brief \b DGERQF * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGERQF + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGERQF( M, N, A, LDA, TAU, WORK, LWORK, INFO ) * * .. Scalar Arguments .. * INTEGER INFO, LDA, LWORK, M, N * .. * .. Array Arguments .. * DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGERQF computes an RQ factorization of a real M-by-N matrix A: *> A = R * Q. *> \endverbatim * * Arguments: * ========== * *> \param[in] M *> \verbatim *> M is INTEGER *> The number of rows of the matrix A. M >= 0. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The number of columns of the 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 m <= n, the upper triangle of the subarray *> A(1:m,n-m+1:n) contains the M-by-M upper triangular matrix R; *> if m >= n, the elements on and above the (m-n)-th subdiagonal *> contain the M-by-N upper trapezoidal matrix R; *> the remaining elements, with the array TAU, represent the *> orthogonal matrix Q as a product of min(m,n) elementary *> reflectors (see Further Details). *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,M). *> \endverbatim *> *> \param[out] TAU *> \verbatim *> TAU is DOUBLE PRECISION array, dimension (min(M,N)) *> The scalar factors of the elementary reflectors (see Further *> Details). *> \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 >= max(1,M). *> For optimum performance LWORK >= M*NB, where NB is *> the optimal blocksize. *> *> If LWORK = -1, then a workspace query is assumed; the routine *> only calculates the optimal size of the WORK array, returns *> this value as the first entry of the WORK array, and no error *> message related to LWORK is issued by XERBLA. *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit *> < 0: if INFO = -i, the i-th argument had an illegal value *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date December 2016 * *> \ingroup doubleGEcomputational * *> \par Further Details: * ===================== *> *> \verbatim *> *> The matrix Q is represented as a product of elementary reflectors *> *> Q = H(1) H(2) . . . H(k), where k = min(m,n). *> *> Each H(i) has the form *> *> H(i) = I - tau * v * v**T *> *> where tau is a real scalar, and v is a real vector with *> v(n-k+i+1:n) = 0 and v(n-k+i) = 1; v(1:n-k+i-1) is stored on exit in *> A(m-k+i,1:n-k+i-1), and tau in TAU(i). *> \endverbatim *> * ===================================================================== SUBROUTINE DGERQF( M, N, A, LDA, TAU, WORK, LWORK, INFO ) * * -- LAPACK computational routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * * .. Scalar Arguments .. INTEGER INFO, LDA, LWORK, M, N * .. * .. Array Arguments .. DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * ) * .. * * ===================================================================== * * .. Local Scalars .. LOGICAL LQUERY INTEGER I, IB, IINFO, IWS, K, KI, KK, LDWORK, LWKOPT, $ MU, NB, NBMIN, NU, NX * .. * .. External Subroutines .. EXTERNAL DGERQ2, DLARFB, DLARFT, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC MAX, MIN * .. * .. External Functions .. INTEGER ILAENV EXTERNAL ILAENV * .. * .. Executable Statements .. * * Test the input arguments * INFO = 0 LQUERY = ( LWORK.EQ.-1 ) IF( M.LT.0 ) THEN INFO = -1 ELSE IF( N.LT.0 ) THEN INFO = -2 ELSE IF( LDA.LT.MAX( 1, M ) ) THEN INFO = -4 END IF * IF( INFO.EQ.0 ) THEN K = MIN( M, N ) IF( K.EQ.0 ) THEN LWKOPT = 1 ELSE NB = ILAENV( 1, 'DGERQF', ' ', M, N, -1, -1 ) LWKOPT = M*NB END IF WORK( 1 ) = LWKOPT * IF( LWORK.LT.MAX( 1, M ) .AND. .NOT.LQUERY ) THEN INFO = -7 END IF END IF * IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGERQF', -INFO ) RETURN ELSE IF( LQUERY ) THEN RETURN END IF * * Quick return if possible * IF( K.EQ.0 ) THEN RETURN END IF * NBMIN = 2 NX = 1 IWS = M IF( NB.GT.1 .AND. NB.LT.K ) THEN * * Determine when to cross over from blocked to unblocked code. * NX = MAX( 0, ILAENV( 3, 'DGERQF', ' ', M, N, -1, -1 ) ) IF( NX.LT.K ) THEN * * Determine if workspace is large enough for blocked code. * LDWORK = M IWS = LDWORK*NB IF( LWORK.LT.IWS ) THEN * * Not enough workspace to use optimal NB: reduce NB and * determine the minimum value of NB. * NB = LWORK / LDWORK NBMIN = MAX( 2, ILAENV( 2, 'DGERQF', ' ', M, N, -1, $ -1 ) ) END IF END IF END IF * IF( NB.GE.NBMIN .AND. NB.LT.K .AND. NX.LT.K ) THEN * * Use blocked code initially. * The last kk rows are handled by the block method. * KI = ( ( K-NX-1 ) / NB )*NB KK = MIN( K, KI+NB ) * DO 10 I = K - KK + KI + 1, K - KK + 1, -NB IB = MIN( K-I+1, NB ) * * Compute the RQ factorization of the current block * A(m-k+i:m-k+i+ib-1,1:n-k+i+ib-1) * CALL DGERQ2( IB, N-K+I+IB-1, A( M-K+I, 1 ), LDA, TAU( I ), $ WORK, IINFO ) IF( M-K+I.GT.1 ) THEN * * Form the triangular factor of the block reflector * H = H(i+ib-1) . . . H(i+1) H(i) * CALL DLARFT( 'Backward', 'Rowwise', N-K+I+IB-1, IB, $ A( M-K+I, 1 ), LDA, TAU( I ), WORK, LDWORK ) * * Apply H to A(1:m-k+i-1,1:n-k+i+ib-1) from the right * CALL DLARFB( 'Right', 'No transpose', 'Backward', $ 'Rowwise', M-K+I-1, N-K+I+IB-1, IB, $ A( M-K+I, 1 ), LDA, WORK, LDWORK, A, LDA, $ WORK( IB+1 ), LDWORK ) END IF 10 CONTINUE MU = M - K + I + NB - 1 NU = N - K + I + NB - 1 ELSE MU = M NU = N END IF * * Use unblocked code to factor the last or only block * IF( MU.GT.0 .AND. NU.GT.0 ) $ CALL DGERQ2( MU, NU, A, LDA, TAU, WORK, IINFO ) * WORK( 1 ) = IWS RETURN * * End of DGERQF * END *> \brief \b DGESC2 solves a system of linear equations using the LU factorization with complete pivoting computed by sgetc2. * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGESC2 + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGESC2( N, A, LDA, RHS, IPIV, JPIV, SCALE ) * * .. Scalar Arguments .. * INTEGER LDA, N * DOUBLE PRECISION SCALE * .. * .. Array Arguments .. * INTEGER IPIV( * ), JPIV( * ) * DOUBLE PRECISION A( LDA, * ), RHS( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGESC2 solves a system of linear equations *> *> A * X = scale* RHS *> *> with a general N-by-N matrix A using the LU factorization with *> complete pivoting computed by DGETC2. *> \endverbatim * * Arguments: * ========== * *> \param[in] N *> \verbatim *> N is INTEGER *> The order of the matrix A. *> \endverbatim *> *> \param[in] A *> \verbatim *> A is DOUBLE PRECISION array, dimension (LDA,N) *> On entry, the LU part of the factorization of the n-by-n *> matrix A computed by DGETC2: A = P * L * U * Q *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1, N). *> \endverbatim *> *> \param[in,out] RHS *> \verbatim *> RHS is DOUBLE PRECISION array, dimension (N). *> On entry, the right hand side vector b. *> On exit, the solution vector X. *> \endverbatim *> *> \param[in] IPIV *> \verbatim *> IPIV is INTEGER array, dimension (N). *> The pivot indices; for 1 <= i <= N, row i of the *> matrix has been interchanged with row IPIV(i). *> \endverbatim *> *> \param[in] JPIV *> \verbatim *> JPIV is INTEGER array, dimension (N). *> The pivot indices; for 1 <= j <= N, column j of the *> matrix has been interchanged with column JPIV(j). *> \endverbatim *> *> \param[out] SCALE *> \verbatim *> SCALE is DOUBLE PRECISION *> On exit, SCALE contains the scale factor. SCALE is chosen *> 0 <= SCALE <= 1 to prevent owerflow in the solution. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date November 2017 * *> \ingroup doubleGEauxiliary * *> \par Contributors: * ================== *> *> Bo Kagstrom and Peter Poromaa, Department of Computing Science, *> Umea University, S-901 87 Umea, Sweden. * * ===================================================================== SUBROUTINE DGESC2( N, A, LDA, RHS, IPIV, JPIV, SCALE ) * * -- LAPACK auxiliary routine (version 3.8.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * November 2017 * * .. Scalar Arguments .. INTEGER LDA, N DOUBLE PRECISION SCALE * .. * .. Array Arguments .. INTEGER IPIV( * ), JPIV( * ) DOUBLE PRECISION A( LDA, * ), RHS( * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ONE, TWO PARAMETER ( ONE = 1.0D+0, TWO = 2.0D+0 ) * .. * .. Local Scalars .. INTEGER I, J DOUBLE PRECISION BIGNUM, EPS, SMLNUM, TEMP * .. * .. External Subroutines .. EXTERNAL DLASWP, DSCAL, DLABAD * .. * .. External Functions .. INTEGER IDAMAX DOUBLE PRECISION DLAMCH EXTERNAL IDAMAX, DLAMCH * .. * .. Intrinsic Functions .. INTRINSIC ABS * .. * .. Executable Statements .. * * Set constant to control owerflow * EPS = DLAMCH( 'P' ) SMLNUM = DLAMCH( 'S' ) / EPS BIGNUM = ONE / SMLNUM CALL DLABAD( SMLNUM, BIGNUM ) * * Apply permutations IPIV to RHS * CALL DLASWP( 1, RHS, LDA, 1, N-1, IPIV, 1 ) * * Solve for L part * DO 20 I = 1, N - 1 DO 10 J = I + 1, N RHS( J ) = RHS( J ) - A( J, I )*RHS( I ) 10 CONTINUE 20 CONTINUE * * Solve for U part * SCALE = ONE * * Check for scaling * I = IDAMAX( N, RHS, 1 ) IF( TWO*SMLNUM*ABS( RHS( I ) ).GT.ABS( A( N, N ) ) ) THEN TEMP = ( ONE / TWO ) / ABS( RHS( I ) ) CALL DSCAL( N, TEMP, RHS( 1 ), 1 ) SCALE = SCALE*TEMP END IF * DO 40 I = N, 1, -1 TEMP = ONE / A( I, I ) RHS( I ) = RHS( I )*TEMP DO 30 J = I + 1, N RHS( I ) = RHS( I ) - RHS( J )*( A( I, J )*TEMP ) 30 CONTINUE 40 CONTINUE * * Apply permutations JPIV to the solution (RHS) * CALL DLASWP( 1, RHS, LDA, 1, N-1, JPIV, -1 ) RETURN * * End of DGESC2 * END *> \brief \b DGESDD * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGESDD + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGESDD( JOBZ, M, N, A, LDA, S, U, LDU, VT, LDVT, * WORK, LWORK, IWORK, INFO ) * * .. Scalar Arguments .. * CHARACTER JOBZ * INTEGER INFO, LDA, LDU, LDVT, LWORK, M, N * .. * .. Array Arguments .. * INTEGER IWORK( * ) * DOUBLE PRECISION A( LDA, * ), S( * ), U( LDU, * ), * $ VT( LDVT, * ), WORK( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGESDD computes the singular value decomposition (SVD) of a real *> M-by-N matrix A, optionally computing the left and right singular *> vectors. If singular vectors are desired, it uses a *> divide-and-conquer algorithm. *> *> The SVD is written *> *> A = U * SIGMA * transpose(V) *> *> where SIGMA is an M-by-N matrix which is zero except for its *> min(m,n) diagonal elements, U is an M-by-M orthogonal matrix, and *> V is an N-by-N orthogonal matrix. The diagonal elements of SIGMA *> are the singular values of A; they are real and non-negative, and *> are returned in descending order. The first min(m,n) columns of *> U and V are the left and right singular vectors of A. *> *> Note that the routine returns VT = V**T, not V. *> *> The divide and conquer algorithm makes very mild assumptions about *> floating point arithmetic. It will work on machines with a guard *> digit in add/subtract, or on those binary machines without guard *> digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or *> Cray-2. It could conceivably fail on hexadecimal or decimal machines *> without guard digits, but we know of none. *> \endverbatim * * Arguments: * ========== * *> \param[in] JOBZ *> \verbatim *> JOBZ is CHARACTER*1 *> Specifies options for computing all or part of the matrix U: *> = 'A': all M columns of U and all N rows of V**T are *> returned in the arrays U and VT; *> = 'S': the first min(M,N) columns of U and the first *> min(M,N) rows of V**T are returned in the arrays U *> and VT; *> = 'O': If M >= N, the first N columns of U are overwritten *> on the array A and all rows of V**T are returned in *> the array VT; *> otherwise, all columns of U are returned in the *> array U and the first M rows of V**T are overwritten *> in the array A; *> = 'N': no columns of U or rows of V**T are computed. *> \endverbatim *> *> \param[in] M *> \verbatim *> M is INTEGER *> The number of rows of the input matrix A. M >= 0. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The number of columns of the input matrix A. N >= 0. *> \endverbatim *> *> \param[in,out] A *> \verbatim *> A is DOUBLE PRECISION array, dimension (LDA,N) *> On entry, the M-by-N matrix A. *> On exit, *> if JOBZ = 'O', A is overwritten with the first N columns *> of U (the left singular vectors, stored *> columnwise) if M >= N; *> A is overwritten with the first M rows *> of V**T (the right singular vectors, stored *> rowwise) otherwise. *> if JOBZ .ne. 'O', the contents of A are destroyed. *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,M). *> \endverbatim *> *> \param[out] S *> \verbatim *> S is DOUBLE PRECISION array, dimension (min(M,N)) *> The singular values of A, sorted so that S(i) >= S(i+1). *> \endverbatim *> *> \param[out] U *> \verbatim *> U is DOUBLE PRECISION array, dimension (LDU,UCOL) *> UCOL = M if JOBZ = 'A' or JOBZ = 'O' and M < N; *> UCOL = min(M,N) if JOBZ = 'S'. *> If JOBZ = 'A' or JOBZ = 'O' and M < N, U contains the M-by-M *> orthogonal matrix U; *> if JOBZ = 'S', U contains the first min(M,N) columns of U *> (the left singular vectors, stored columnwise); *> if JOBZ = 'O' and M >= N, or JOBZ = 'N', U is not referenced. *> \endverbatim *> *> \param[in] LDU *> \verbatim *> LDU is INTEGER *> The leading dimension of the array U. LDU >= 1; if *> JOBZ = 'S' or 'A' or JOBZ = 'O' and M < N, LDU >= M. *> \endverbatim *> *> \param[out] VT *> \verbatim *> VT is DOUBLE PRECISION array, dimension (LDVT,N) *> If JOBZ = 'A' or JOBZ = 'O' and M >= N, VT contains the *> N-by-N orthogonal matrix V**T; *> if JOBZ = 'S', VT contains the first min(M,N) rows of *> V**T (the right singular vectors, stored rowwise); *> if JOBZ = 'O' and M < N, or JOBZ = 'N', VT is not referenced. *> \endverbatim *> *> \param[in] LDVT *> \verbatim *> LDVT is INTEGER *> The leading dimension of the array VT. LDVT >= 1; *> if JOBZ = 'A' or JOBZ = 'O' and M >= N, LDVT >= N; *> if JOBZ = 'S', LDVT >= min(M,N). *> \endverbatim *> *> \param[out] WORK *> \verbatim *> WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK)) *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK; *> \endverbatim *> *> \param[in] LWORK *> \verbatim *> LWORK is INTEGER *> The dimension of the array WORK. LWORK >= 1. *> If LWORK = -1, a workspace query is assumed. The optimal *> size for the WORK array is calculated and stored in WORK(1), *> and no other work except argument checking is performed. *> *> Let mx = max(M,N) and mn = min(M,N). *> If JOBZ = 'N', LWORK >= 3*mn + max( mx, 7*mn ). *> If JOBZ = 'O', LWORK >= 3*mn + max( mx, 5*mn*mn + 4*mn ). *> If JOBZ = 'S', LWORK >= 4*mn*mn + 7*mn. *> If JOBZ = 'A', LWORK >= 4*mn*mn + 6*mn + mx. *> These are not tight minimums in all cases; see comments inside code. *> For good performance, LWORK should generally be larger; *> a query is recommended. *> \endverbatim *> *> \param[out] IWORK *> \verbatim *> IWORK is INTEGER array, dimension (8*min(M,N)) *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit. *> < 0: if INFO = -i, the i-th argument had an illegal value. *> > 0: DBDSDC did not converge, updating process failed. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date June 2016 * *> \ingroup doubleGEsing * *> \par Contributors: * ================== *> *> Ming Gu and Huan Ren, Computer Science Division, University of *> California at Berkeley, USA *> * ===================================================================== SUBROUTINE DGESDD( JOBZ, M, N, A, LDA, S, U, LDU, VT, LDVT, $ WORK, LWORK, IWORK, INFO ) implicit none * * -- LAPACK driver routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * June 2016 * * .. Scalar Arguments .. CHARACTER JOBZ INTEGER INFO, LDA, LDU, LDVT, LWORK, M, N * .. * .. Array Arguments .. INTEGER IWORK( * ) DOUBLE PRECISION A( LDA, * ), S( * ), U( LDU, * ), $ VT( LDVT, * ), WORK( * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ZERO, ONE PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 ) * .. * .. Local Scalars .. LOGICAL LQUERY, WNTQA, WNTQAS, WNTQN, WNTQO, WNTQS INTEGER BDSPAC, BLK, CHUNK, I, IE, IERR, IL, $ IR, ISCL, ITAU, ITAUP, ITAUQ, IU, IVT, LDWKVT, $ LDWRKL, LDWRKR, LDWRKU, MAXWRK, MINMN, MINWRK, $ MNTHR, NWORK, WRKBL INTEGER LWORK_DGEBRD_MN, LWORK_DGEBRD_MM, $ LWORK_DGEBRD_NN, LWORK_DGELQF_MN, $ LWORK_DGEQRF_MN, $ LWORK_DORGBR_P_MM, LWORK_DORGBR_Q_NN, $ LWORK_DORGLQ_MN, LWORK_DORGLQ_NN, $ LWORK_DORGQR_MM, LWORK_DORGQR_MN, $ LWORK_DORMBR_PRT_MM, LWORK_DORMBR_QLN_MM, $ LWORK_DORMBR_PRT_MN, LWORK_DORMBR_QLN_MN, $ LWORK_DORMBR_PRT_NN, LWORK_DORMBR_QLN_NN DOUBLE PRECISION ANRM, BIGNUM, EPS, SMLNUM * .. * .. Local Arrays .. INTEGER IDUM( 1 ) DOUBLE PRECISION DUM( 1 ) * .. * .. External Subroutines .. EXTERNAL DBDSDC, DGEBRD, DGELQF, DGEMM, DGEQRF, DLACPY, $ DLASCL, DLASET, DORGBR, DORGLQ, DORGQR, DORMBR, $ XERBLA * .. * .. External Functions .. LOGICAL LSAME DOUBLE PRECISION DLAMCH, DLANGE EXTERNAL DLAMCH, DLANGE, LSAME * .. * .. Intrinsic Functions .. INTRINSIC INT, MAX, MIN, SQRT * .. * .. Executable Statements .. * * Test the input arguments * INFO = 0 MINMN = MIN( M, N ) WNTQA = LSAME( JOBZ, 'A' ) WNTQS = LSAME( JOBZ, 'S' ) WNTQAS = WNTQA .OR. WNTQS WNTQO = LSAME( JOBZ, 'O' ) WNTQN = LSAME( JOBZ, 'N' ) LQUERY = ( LWORK.EQ.-1 ) * IF( .NOT.( WNTQA .OR. WNTQS .OR. WNTQO .OR. WNTQN ) ) THEN INFO = -1 ELSE IF( M.LT.0 ) THEN INFO = -2 ELSE IF( N.LT.0 ) THEN INFO = -3 ELSE IF( LDA.LT.MAX( 1, M ) ) THEN INFO = -5 ELSE IF( LDU.LT.1 .OR. ( WNTQAS .AND. LDU.LT.M ) .OR. $ ( WNTQO .AND. M.LT.N .AND. LDU.LT.M ) ) THEN INFO = -8 ELSE IF( LDVT.LT.1 .OR. ( WNTQA .AND. LDVT.LT.N ) .OR. $ ( WNTQS .AND. LDVT.LT.MINMN ) .OR. $ ( WNTQO .AND. M.GE.N .AND. LDVT.LT.N ) ) THEN INFO = -10 END IF * * Compute workspace * Note: Comments in the code beginning "Workspace:" describe the * minimal amount of workspace allocated at that point in the code, * as well as the preferred amount for good performance. * NB refers to the optimal block size for the immediately * following subroutine, as returned by ILAENV. * IF( INFO.EQ.0 ) THEN MINWRK = 1 MAXWRK = 1 BDSPAC = 0 MNTHR = INT( MINMN*11.0D0 / 6.0D0 ) IF( M.GE.N .AND. MINMN.GT.0 ) THEN * * Compute space needed for DBDSDC * IF( WNTQN ) THEN * dbdsdc needs only 4*N (or 6*N for uplo=L for LAPACK <= 3.6) * keep 7*N for backwards compatability. 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 compatability. BDSPAC = 7*M ELSE BDSPAC = 3*M*M + 4*M END IF * * Compute space preferred for each routine CALL DGEBRD( M, N, DUM(1), M, DUM(1), DUM(1), DUM(1), $ DUM(1), DUM(1), -1, IERR ) LWORK_DGEBRD_MN = INT( DUM(1) ) * CALL DGEBRD( M, M, A, M, S, DUM(1), DUM(1), $ DUM(1), DUM(1), -1, IERR ) LWORK_DGEBRD_MM = INT( DUM(1) ) * CALL DGELQF( M, N, A, M, DUM(1), DUM(1), -1, IERR ) LWORK_DGELQF_MN = INT( DUM(1) ) * CALL DORGLQ( N, N, M, DUM(1), N, DUM(1), DUM(1), -1, IERR ) LWORK_DORGLQ_NN = INT( DUM(1) ) * CALL DORGLQ( M, N, M, A, M, DUM(1), DUM(1), -1, IERR ) LWORK_DORGLQ_MN = INT( DUM(1) ) * CALL DORGBR( 'P', M, M, M, A, N, DUM(1), DUM(1), -1, IERR ) LWORK_DORGBR_P_MM = INT( DUM(1) ) * CALL DORMBR( 'P', 'R', 'T', M, M, M, DUM(1), M, $ DUM(1), DUM(1), M, DUM(1), -1, IERR ) LWORK_DORMBR_PRT_MM = INT( DUM(1) ) * CALL DORMBR( 'P', 'R', 'T', M, N, M, DUM(1), M, $ DUM(1), DUM(1), M, DUM(1), -1, IERR ) LWORK_DORMBR_PRT_MN = INT( DUM(1) ) * CALL DORMBR( 'P', 'R', 'T', N, N, M, DUM(1), N, $ DUM(1), DUM(1), N, DUM(1), -1, IERR ) LWORK_DORMBR_PRT_NN = INT( DUM(1) ) * CALL DORMBR( 'Q', 'L', 'N', M, M, M, DUM(1), M, $ DUM(1), DUM(1), M, DUM(1), -1, IERR ) LWORK_DORMBR_QLN_MM = INT( DUM(1) ) * IF( N.GE.MNTHR ) THEN IF( WNTQN ) THEN * * Path 1t (N >> M, JOBZ='N') * WRKBL = M + LWORK_DGELQF_MN WRKBL = MAX( WRKBL, 3*M + LWORK_DGEBRD_MM ) MAXWRK = MAX( WRKBL, BDSPAC + M ) MINWRK = BDSPAC + M ELSE IF( WNTQO ) THEN * * Path 2t (N >> M, JOBZ='O') * WRKBL = M + LWORK_DGELQF_MN WRKBL = MAX( WRKBL, M + LWORK_DORGLQ_MN ) WRKBL = MAX( WRKBL, 3*M + LWORK_DGEBRD_MM ) WRKBL = MAX( WRKBL, 3*M + LWORK_DORMBR_QLN_MM ) WRKBL = MAX( WRKBL, 3*M + LWORK_DORMBR_PRT_MM ) WRKBL = MAX( WRKBL, 3*M + BDSPAC ) MAXWRK = WRKBL + 2*M*M MINWRK = BDSPAC + 2*M*M + 3*M ELSE IF( WNTQS ) THEN * * Path 3t (N >> M, JOBZ='S') * WRKBL = M + LWORK_DGELQF_MN WRKBL = MAX( WRKBL, M + LWORK_DORGLQ_MN ) WRKBL = MAX( WRKBL, 3*M + LWORK_DGEBRD_MM ) WRKBL = MAX( WRKBL, 3*M + LWORK_DORMBR_QLN_MM ) WRKBL = MAX( WRKBL, 3*M + LWORK_DORMBR_PRT_MM ) WRKBL = MAX( WRKBL, 3*M + BDSPAC ) MAXWRK = WRKBL + M*M MINWRK = BDSPAC + M*M + 3*M ELSE IF( WNTQA ) THEN * * Path 4t (N >> M, JOBZ='A') * WRKBL = M + LWORK_DGELQF_MN WRKBL = MAX( WRKBL, M + LWORK_DORGLQ_NN ) WRKBL = MAX( WRKBL, 3*M + LWORK_DGEBRD_MM ) WRKBL = MAX( WRKBL, 3*M + LWORK_DORMBR_QLN_MM ) WRKBL = MAX( WRKBL, 3*M + LWORK_DORMBR_PRT_MM ) WRKBL = MAX( WRKBL, 3*M + BDSPAC ) MAXWRK = WRKBL + M*M MINWRK = M*M + MAX( 3*M + BDSPAC, M + N ) END IF ELSE * * Path 5t (N > M, but not much larger) * WRKBL = 3*M + LWORK_DGEBRD_MN IF( WNTQN ) THEN * Path 5tn (N > M, jobz='N') MAXWRK = MAX( WRKBL, 3*M + BDSPAC ) MINWRK = 3*M + MAX( N, BDSPAC ) ELSE IF( WNTQO ) THEN * Path 5to (N > M, jobz='O') WRKBL = MAX( WRKBL, 3*M + LWORK_DORMBR_QLN_MM ) WRKBL = MAX( WRKBL, 3*M + LWORK_DORMBR_PRT_MN ) WRKBL = MAX( WRKBL, 3*M + BDSPAC ) MAXWRK = WRKBL + M*N MINWRK = 3*M + MAX( N, M*M + BDSPAC ) ELSE IF( WNTQS ) THEN * Path 5ts (N > M, jobz='S') WRKBL = MAX( WRKBL, 3*M + LWORK_DORMBR_QLN_MM ) WRKBL = MAX( WRKBL, 3*M + LWORK_DORMBR_PRT_MN ) MAXWRK = MAX( WRKBL, 3*M + BDSPAC ) MINWRK = 3*M + MAX( N, BDSPAC ) ELSE IF( WNTQA ) THEN * Path 5ta (N > M, jobz='A') WRKBL = MAX( WRKBL, 3*M + LWORK_DORMBR_QLN_MM ) WRKBL = MAX( WRKBL, 3*M + LWORK_DORMBR_PRT_NN ) MAXWRK = MAX( WRKBL, 3*M + BDSPAC ) MINWRK = 3*M + MAX( N, BDSPAC ) END IF END IF END IF MAXWRK = MAX( MAXWRK, MINWRK ) WORK( 1 ) = MAXWRK * IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY ) THEN INFO = -12 END IF END IF * IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGESDD', -INFO ) RETURN ELSE IF( LQUERY ) THEN RETURN END IF * * Quick return if possible * IF( M.EQ.0 .OR. N.EQ.0 ) THEN RETURN END IF * * Get machine constants * EPS = DLAMCH( 'P' ) SMLNUM = SQRT( DLAMCH( 'S' ) ) / EPS BIGNUM = ONE / SMLNUM * * Scale A if max element outside range [SMLNUM,BIGNUM] * ANRM = DLANGE( 'M', M, N, A, LDA, DUM ) ISCL = 0 IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN ISCL = 1 CALL DLASCL( 'G', 0, 0, ANRM, SMLNUM, M, N, A, LDA, IERR ) ELSE IF( ANRM.GT.BIGNUM ) THEN ISCL = 1 CALL DLASCL( 'G', 0, 0, ANRM, BIGNUM, M, N, A, LDA, IERR ) END IF * IF( M.GE.N ) THEN * * A has at least as many rows as columns. If A has sufficiently * more rows than columns, first reduce using the QR * decomposition (if sufficient workspace available) * IF( M.GE.MNTHR ) THEN * IF( WNTQN ) THEN * * Path 1 (M >> N, JOBZ='N') * No singular vectors to be computed * ITAU = 1 NWORK = ITAU + N * * Compute A=Q*R * Workspace: need N [tau] + N [work] * Workspace: prefer N [tau] + N*NB [work] * CALL DGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ), $ LWORK - NWORK + 1, IERR ) * * Zero out below R * CALL DLASET( 'L', N-1, N-1, ZERO, ZERO, A( 2, 1 ), LDA ) IE = 1 ITAUQ = IE + N ITAUP = ITAUQ + N NWORK = ITAUP + N * * Bidiagonalize R in A * Workspace: need 3*N [e, tauq, taup] + N [work] * Workspace: prefer 3*N [e, tauq, taup] + 2*N*NB [work] * CALL DGEBRD( N, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ), $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1, $ IERR ) NWORK = IE + N * * Perform bidiagonal SVD, computing singular values only * Workspace: need N [e] + BDSPAC * CALL DBDSDC( 'U', 'N', N, S, WORK( IE ), DUM, 1, DUM, 1, $ DUM, IDUM, WORK( NWORK ), IWORK, INFO ) * ELSE IF( WNTQO ) THEN * * Path 2 (M >> N, JOBZ = 'O') * N left singular vectors to be overwritten on A and * N right singular vectors to be computed in VT * IR = 1 * * WORK(IR) is LDWRKR by N * IF( LWORK .GE. LDA*N + N*N + 3*N + BDSPAC ) THEN LDWRKR = LDA ELSE LDWRKR = ( LWORK - N*N - 3*N - BDSPAC ) / N END IF ITAU = IR + LDWRKR*N NWORK = ITAU + N * * Compute A=Q*R * Workspace: need N*N [R] + N [tau] + N [work] * Workspace: prefer N*N [R] + N [tau] + N*NB [work] * CALL DGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ), $ LWORK - NWORK + 1, IERR ) * * Copy R to WORK(IR), zeroing out below it * CALL DLACPY( 'U', N, N, A, LDA, WORK( IR ), LDWRKR ) CALL DLASET( 'L', N - 1, N - 1, ZERO, ZERO, WORK(IR+1), $ LDWRKR ) * * Generate Q in A * Workspace: need N*N [R] + N [tau] + N [work] * Workspace: prefer N*N [R] + N [tau] + N*NB [work] * CALL DORGQR( M, N, N, A, LDA, WORK( ITAU ), $ WORK( NWORK ), LWORK - NWORK + 1, IERR ) IE = ITAU ITAUQ = IE + N ITAUP = ITAUQ + N NWORK = ITAUP + N * * Bidiagonalize R in WORK(IR) * Workspace: need N*N [R] + 3*N [e, tauq, taup] + N [work] * Workspace: prefer N*N [R] + 3*N [e, tauq, taup] + 2*N*NB [work] * CALL DGEBRD( N, N, WORK( IR ), LDWRKR, S, WORK( IE ), $ WORK( ITAUQ ), WORK( ITAUP ), WORK( NWORK ), $ LWORK - NWORK + 1, IERR ) * * WORK(IU) is N by N * IU = NWORK NWORK = IU + N*N * * Perform bidiagonal SVD, computing left singular vectors * of bidiagonal matrix in WORK(IU) and computing right * singular vectors of bidiagonal matrix in VT * Workspace: need N*N [R] + 3*N [e, tauq, taup] + N*N [U] + BDSPAC * CALL DBDSDC( 'U', 'I', N, S, WORK( IE ), WORK( IU ), N, $ VT, LDVT, DUM, IDUM, WORK( NWORK ), IWORK, $ INFO ) * * Overwrite WORK(IU) by left singular vectors of R * and VT by right singular vectors of R * Workspace: need N*N [R] + 3*N [e, tauq, taup] + N*N [U] + N [work] * Workspace: prefer N*N [R] + 3*N [e, tauq, taup] + N*N [U] + N*NB [work] * CALL DORMBR( 'Q', 'L', 'N', N, N, N, WORK( IR ), LDWRKR, $ WORK( ITAUQ ), WORK( IU ), N, WORK( NWORK ), $ LWORK - NWORK + 1, IERR ) CALL DORMBR( 'P', 'R', 'T', N, N, N, WORK( IR ), LDWRKR, $ WORK( ITAUP ), VT, LDVT, WORK( NWORK ), $ LWORK - NWORK + 1, IERR ) * * Multiply Q in A by left singular vectors of R in * WORK(IU), storing result in WORK(IR) and copying to A * Workspace: need N*N [R] + 3*N [e, tauq, taup] + N*N [U] * Workspace: prefer M*N [R] + 3*N [e, tauq, taup] + N*N [U] * DO 10 I = 1, M, LDWRKR CHUNK = MIN( M - I + 1, LDWRKR ) CALL DGEMM( 'N', 'N', CHUNK, N, N, ONE, A( I, 1 ), $ LDA, WORK( IU ), N, ZERO, WORK( IR ), $ LDWRKR ) CALL DLACPY( 'F', CHUNK, N, WORK( IR ), LDWRKR, $ A( I, 1 ), LDA ) 10 CONTINUE * ELSE IF( WNTQS ) THEN * * Path 3 (M >> N, JOBZ='S') * N left singular vectors to be computed in U and * N right singular vectors to be computed in VT * IR = 1 * * WORK(IR) is N by N * LDWRKR = N ITAU = IR + LDWRKR*N NWORK = ITAU + N * * Compute A=Q*R * Workspace: need N*N [R] + N [tau] + N [work] * Workspace: prefer N*N [R] + N [tau] + N*NB [work] * CALL DGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ), $ LWORK - NWORK + 1, IERR ) * * Copy R to WORK(IR), zeroing out below it * CALL DLACPY( 'U', N, N, A, LDA, WORK( IR ), LDWRKR ) CALL DLASET( 'L', N - 1, N - 1, ZERO, ZERO, WORK(IR+1), $ LDWRKR ) * * Generate Q in A * Workspace: need N*N [R] + N [tau] + N [work] * Workspace: prefer N*N [R] + N [tau] + N*NB [work] * CALL DORGQR( M, N, N, A, LDA, WORK( ITAU ), $ WORK( NWORK ), LWORK - NWORK + 1, IERR ) IE = ITAU ITAUQ = IE + N ITAUP = ITAUQ + N NWORK = ITAUP + N * * Bidiagonalize R in WORK(IR) * Workspace: need N*N [R] + 3*N [e, tauq, taup] + N [work] * Workspace: prefer N*N [R] + 3*N [e, tauq, taup] + 2*N*NB [work] * CALL DGEBRD( N, N, WORK( IR ), LDWRKR, S, WORK( IE ), $ WORK( ITAUQ ), WORK( ITAUP ), WORK( NWORK ), $ LWORK - NWORK + 1, IERR ) * * Perform bidiagonal SVD, computing left singular vectors * of bidiagoal matrix in U and computing right singular * vectors of bidiagonal matrix in VT * Workspace: need N*N [R] + 3*N [e, tauq, taup] + BDSPAC * CALL DBDSDC( 'U', 'I', N, S, WORK( IE ), U, LDU, VT, $ LDVT, DUM, IDUM, WORK( NWORK ), IWORK, $ INFO ) * * Overwrite U by left singular vectors of R and VT * by right singular vectors of R * Workspace: need N*N [R] + 3*N [e, tauq, taup] + N [work] * Workspace: prefer N*N [R] + 3*N [e, tauq, taup] + N*NB [work] * CALL DORMBR( 'Q', 'L', 'N', N, N, N, WORK( IR ), LDWRKR, $ WORK( ITAUQ ), U, LDU, WORK( NWORK ), $ LWORK - NWORK + 1, IERR ) * CALL DORMBR( 'P', 'R', 'T', N, N, N, WORK( IR ), LDWRKR, $ WORK( ITAUP ), VT, LDVT, WORK( NWORK ), $ LWORK - NWORK + 1, IERR ) * * Multiply Q in A by left singular vectors of R in * WORK(IR), storing result in U * Workspace: need N*N [R] * CALL DLACPY( 'F', N, N, U, LDU, WORK( IR ), LDWRKR ) CALL DGEMM( 'N', 'N', M, N, N, ONE, A, LDA, WORK( IR ), $ LDWRKR, ZERO, U, LDU ) * ELSE IF( WNTQA ) THEN * * Path 4 (M >> N, JOBZ='A') * M left singular vectors to be computed in U and * N right singular vectors to be computed in VT * IU = 1 * * WORK(IU) is N by N * LDWRKU = N ITAU = IU + LDWRKU*N NWORK = ITAU + N * * Compute A=Q*R, copying result to U * Workspace: need N*N [U] + N [tau] + N [work] * Workspace: prefer N*N [U] + N [tau] + N*NB [work] * CALL DGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ), $ LWORK - NWORK + 1, IERR ) CALL DLACPY( 'L', M, N, A, LDA, U, LDU ) * * Generate Q in U * Workspace: need N*N [U] + N [tau] + M [work] * Workspace: prefer N*N [U] + N [tau] + M*NB [work] CALL DORGQR( M, M, N, U, LDU, WORK( ITAU ), $ WORK( NWORK ), LWORK - NWORK + 1, IERR ) * * Produce R in A, zeroing out other entries * CALL DLASET( 'L', N-1, N-1, ZERO, ZERO, A( 2, 1 ), LDA ) IE = ITAU ITAUQ = IE + N ITAUP = ITAUQ + N NWORK = ITAUP + N * * Bidiagonalize R in A * Workspace: need N*N [U] + 3*N [e, tauq, taup] + N [work] * Workspace: prefer N*N [U] + 3*N [e, tauq, taup] + 2*N*NB [work] * CALL DGEBRD( N, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ), $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1, $ IERR ) * * Perform bidiagonal SVD, computing left singular vectors * of bidiagonal matrix in WORK(IU) and computing right * singular vectors of bidiagonal matrix in VT * Workspace: need N*N [U] + 3*N [e, tauq, taup] + BDSPAC * CALL DBDSDC( 'U', 'I', N, S, WORK( IE ), WORK( IU ), N, $ VT, LDVT, DUM, IDUM, WORK( NWORK ), IWORK, $ INFO ) * * Overwrite WORK(IU) by left singular vectors of R and VT * by right singular vectors of R * Workspace: need N*N [U] + 3*N [e, tauq, taup] + N [work] * Workspace: prefer N*N [U] + 3*N [e, tauq, taup] + N*NB [work] * CALL DORMBR( 'Q', 'L', 'N', N, N, N, A, LDA, $ WORK( ITAUQ ), WORK( IU ), LDWRKU, $ WORK( NWORK ), LWORK - NWORK + 1, IERR ) CALL DORMBR( 'P', 'R', 'T', N, N, N, A, LDA, $ WORK( ITAUP ), VT, LDVT, WORK( NWORK ), $ LWORK - NWORK + 1, IERR ) * * Multiply Q in U by left singular vectors of R in * WORK(IU), storing result in A * Workspace: need N*N [U] * CALL DGEMM( 'N', 'N', M, N, N, ONE, U, LDU, WORK( IU ), $ LDWRKU, ZERO, A, LDA ) * * Copy left singular vectors of A from A to U * CALL DLACPY( 'F', M, N, A, LDA, U, LDU ) * END IF * ELSE * * M .LT. MNTHR * * Path 5 (M >= N, but not much larger) * Reduce to bidiagonal form without QR decomposition * IE = 1 ITAUQ = IE + N ITAUP = ITAUQ + N NWORK = ITAUP + N * * Bidiagonalize A * Workspace: need 3*N [e, tauq, taup] + M [work] * Workspace: prefer 3*N [e, tauq, taup] + (M+N)*NB [work] * CALL DGEBRD( M, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ), $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1, $ IERR ) IF( WNTQN ) THEN * * Path 5n (M >= N, JOBZ='N') * Perform bidiagonal SVD, only computing singular values * Workspace: need 3*N [e, tauq, taup] + BDSPAC * CALL DBDSDC( 'U', 'N', N, S, WORK( IE ), DUM, 1, DUM, 1, $ DUM, IDUM, WORK( NWORK ), IWORK, INFO ) ELSE IF( WNTQO ) THEN * Path 5o (M >= N, JOBZ='O') IU = NWORK IF( LWORK .GE. M*N + 3*N + BDSPAC ) THEN * * WORK( IU ) is M by N * LDWRKU = M NWORK = IU + LDWRKU*N CALL DLASET( 'F', M, N, ZERO, ZERO, WORK( IU ), $ LDWRKU ) * IR is unused; silence compile warnings IR = -1 ELSE * * WORK( IU ) is N by N * LDWRKU = N NWORK = IU + LDWRKU*N * * WORK(IR) is LDWRKR by N * IR = NWORK LDWRKR = ( LWORK - N*N - 3*N ) / N END IF NWORK = IU + LDWRKU*N * * Perform bidiagonal SVD, computing left singular vectors * of bidiagonal matrix in WORK(IU) and computing right * singular vectors of bidiagonal matrix in VT * Workspace: need 3*N [e, tauq, taup] + N*N [U] + BDSPAC * CALL DBDSDC( 'U', 'I', N, S, WORK( IE ), WORK( IU ), $ LDWRKU, VT, LDVT, DUM, IDUM, WORK( NWORK ), $ IWORK, INFO ) * * Overwrite VT by right singular vectors of A * Workspace: need 3*N [e, tauq, taup] + N*N [U] + N [work] * Workspace: prefer 3*N [e, tauq, taup] + N*N [U] + N*NB [work] * CALL DORMBR( 'P', 'R', 'T', N, N, N, A, LDA, $ WORK( ITAUP ), VT, LDVT, WORK( NWORK ), $ LWORK - NWORK + 1, IERR ) * IF( LWORK .GE. M*N + 3*N + BDSPAC ) THEN * * Path 5o-fast * Overwrite WORK(IU) by left singular vectors of A * Workspace: need 3*N [e, tauq, taup] + M*N [U] + N [work] * Workspace: prefer 3*N [e, tauq, taup] + M*N [U] + N*NB [work] * CALL DORMBR( 'Q', 'L', 'N', M, N, N, A, LDA, $ WORK( ITAUQ ), WORK( IU ), LDWRKU, $ WORK( NWORK ), LWORK - NWORK + 1, IERR ) * * Copy left singular vectors of A from WORK(IU) to A * CALL DLACPY( 'F', M, N, WORK( IU ), LDWRKU, A, LDA ) ELSE * * Path 5o-slow * Generate Q in A * Workspace: need 3*N [e, tauq, taup] + N*N [U] + N [work] * Workspace: prefer 3*N [e, tauq, taup] + N*N [U] + N*NB [work] * CALL DORGBR( 'Q', M, N, N, A, LDA, WORK( ITAUQ ), $ WORK( NWORK ), LWORK - NWORK + 1, IERR ) * * Multiply Q in A by left singular vectors of * bidiagonal matrix in WORK(IU), storing result in * WORK(IR) and copying to A * Workspace: need 3*N [e, tauq, taup] + N*N [U] + NB*N [R] * Workspace: prefer 3*N [e, tauq, taup] + N*N [U] + M*N [R] * DO 20 I = 1, M, LDWRKR CHUNK = MIN( M - I + 1, LDWRKR ) CALL DGEMM( 'N', 'N', CHUNK, N, N, ONE, A( I, 1 ), $ LDA, WORK( IU ), LDWRKU, ZERO, $ WORK( IR ), LDWRKR ) CALL DLACPY( 'F', CHUNK, N, WORK( IR ), LDWRKR, $ A( I, 1 ), LDA ) 20 CONTINUE END IF * ELSE IF( WNTQS ) THEN * * Path 5s (M >= N, JOBZ='S') * Perform bidiagonal SVD, computing left singular vectors * of bidiagonal matrix in U and computing right singular * vectors of bidiagonal matrix in VT * Workspace: need 3*N [e, tauq, taup] + BDSPAC * CALL DLASET( 'F', M, N, ZERO, ZERO, U, LDU ) CALL DBDSDC( 'U', 'I', N, S, WORK( IE ), U, LDU, VT, $ LDVT, DUM, IDUM, WORK( NWORK ), IWORK, $ INFO ) * * Overwrite U by left singular vectors of A and VT * by right singular vectors of A * Workspace: need 3*N [e, tauq, taup] + N [work] * Workspace: prefer 3*N [e, tauq, taup] + N*NB [work] * CALL DORMBR( 'Q', 'L', 'N', M, N, N, A, LDA, $ WORK( ITAUQ ), U, LDU, WORK( NWORK ), $ LWORK - NWORK + 1, IERR ) CALL DORMBR( 'P', 'R', 'T', N, N, N, A, LDA, $ WORK( ITAUP ), VT, LDVT, WORK( NWORK ), $ LWORK - NWORK + 1, IERR ) ELSE IF( WNTQA ) THEN * * Path 5a (M >= N, JOBZ='A') * Perform bidiagonal SVD, computing left singular vectors * of bidiagonal matrix in U and computing right singular * vectors of bidiagonal matrix in VT * Workspace: need 3*N [e, tauq, taup] + BDSPAC * CALL DLASET( 'F', M, M, ZERO, ZERO, U, LDU ) CALL DBDSDC( 'U', 'I', N, S, WORK( IE ), U, LDU, VT, $ LDVT, DUM, IDUM, WORK( NWORK ), IWORK, $ INFO ) * * Set the right corner of U to identity matrix * IF( M.GT.N ) THEN CALL DLASET( 'F', M - N, M - N, ZERO, ONE, U(N+1,N+1), $ LDU ) END IF * * Overwrite U by left singular vectors of A and VT * by right singular vectors of A * Workspace: need 3*N [e, tauq, taup] + M [work] * Workspace: prefer 3*N [e, tauq, taup] + M*NB [work] * CALL DORMBR( 'Q', 'L', 'N', M, M, N, A, LDA, $ WORK( ITAUQ ), U, LDU, WORK( NWORK ), $ LWORK - NWORK + 1, IERR ) CALL DORMBR( 'P', 'R', 'T', N, N, M, A, LDA, $ WORK( ITAUP ), VT, LDVT, WORK( NWORK ), $ LWORK - NWORK + 1, IERR ) END IF * END IF * ELSE * * A has more columns than rows. If A has sufficiently more * columns than rows, first reduce using the LQ decomposition (if * sufficient workspace available) * IF( N.GE.MNTHR ) THEN * IF( WNTQN ) THEN * * Path 1t (N >> M, JOBZ='N') * No singular vectors to be computed * ITAU = 1 NWORK = ITAU + M * * Compute A=L*Q * Workspace: need M [tau] + M [work] * Workspace: prefer M [tau] + M*NB [work] * CALL DGELQF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ), $ LWORK - NWORK + 1, IERR ) * * Zero out above L * CALL DLASET( 'U', M-1, M-1, ZERO, ZERO, A( 1, 2 ), LDA ) IE = 1 ITAUQ = IE + M ITAUP = ITAUQ + M NWORK = ITAUP + M * * Bidiagonalize L in A * Workspace: need 3*M [e, tauq, taup] + M [work] * Workspace: prefer 3*M [e, tauq, taup] + 2*M*NB [work] * CALL DGEBRD( M, M, A, LDA, S, WORK( IE ), WORK( ITAUQ ), $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1, $ IERR ) NWORK = IE + M * * Perform bidiagonal SVD, computing singular values only * Workspace: need M [e] + BDSPAC * CALL DBDSDC( 'U', 'N', M, S, WORK( IE ), DUM, 1, DUM, 1, $ DUM, IDUM, WORK( NWORK ), IWORK, INFO ) * ELSE IF( WNTQO ) THEN * * Path 2t (N >> M, JOBZ='O') * M right singular vectors to be overwritten on A and * M left singular vectors to be computed in U * IVT = 1 * * WORK(IVT) is M by M * WORK(IL) is M by M; it is later resized to M by chunk for gemm * IL = IVT + M*M IF( LWORK .GE. M*N + M*M + 3*M + BDSPAC ) THEN LDWRKL = M CHUNK = N ELSE LDWRKL = M CHUNK = ( LWORK - M*M ) / M END IF ITAU = IL + LDWRKL*M NWORK = ITAU + M * * Compute A=L*Q * Workspace: need M*M [VT] + M*M [L] + M [tau] + M [work] * Workspace: prefer M*M [VT] + M*M [L] + M [tau] + M*NB [work] * CALL DGELQF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ), $ LWORK - NWORK + 1, IERR ) * * Copy L to WORK(IL), zeroing about above it * CALL DLACPY( 'L', M, M, A, LDA, WORK( IL ), LDWRKL ) CALL DLASET( 'U', M - 1, M - 1, ZERO, ZERO, $ WORK( IL + LDWRKL ), LDWRKL ) * * Generate Q in A * Workspace: need M*M [VT] + M*M [L] + M [tau] + M [work] * Workspace: prefer M*M [VT] + M*M [L] + M [tau] + M*NB [work] * CALL DORGLQ( M, N, M, A, LDA, WORK( ITAU ), $ WORK( NWORK ), LWORK - NWORK + 1, IERR ) IE = ITAU ITAUQ = IE + M ITAUP = ITAUQ + M NWORK = ITAUP + M * * Bidiagonalize L in WORK(IL) * Workspace: need M*M [VT] + M*M [L] + 3*M [e, tauq, taup] + M [work] * Workspace: prefer M*M [VT] + M*M [L] + 3*M [e, tauq, taup] + 2*M*NB [work] * CALL DGEBRD( M, M, WORK( IL ), LDWRKL, S, WORK( IE ), $ WORK( ITAUQ ), WORK( ITAUP ), WORK( NWORK ), $ LWORK - NWORK + 1, IERR ) * * Perform bidiagonal SVD, computing left singular vectors * of bidiagonal matrix in U, and computing right singular * vectors of bidiagonal matrix in WORK(IVT) * Workspace: need M*M [VT] + M*M [L] + 3*M [e, tauq, taup] + BDSPAC * CALL DBDSDC( 'U', 'I', M, S, WORK( IE ), U, LDU, $ WORK( IVT ), M, DUM, IDUM, WORK( NWORK ), $ IWORK, INFO ) * * Overwrite U by left singular vectors of L and WORK(IVT) * by right singular vectors of L * Workspace: need M*M [VT] + M*M [L] + 3*M [e, tauq, taup] + M [work] * Workspace: prefer M*M [VT] + M*M [L] + 3*M [e, tauq, taup] + M*NB [work] * CALL DORMBR( 'Q', 'L', 'N', M, M, M, WORK( IL ), LDWRKL, $ WORK( ITAUQ ), U, LDU, WORK( NWORK ), $ LWORK - NWORK + 1, IERR ) CALL DORMBR( 'P', 'R', 'T', M, M, M, WORK( IL ), LDWRKL, $ WORK( ITAUP ), WORK( IVT ), M, $ WORK( NWORK ), LWORK - NWORK + 1, IERR ) * * Multiply right singular vectors of L in WORK(IVT) by Q * in A, storing result in WORK(IL) and copying to A * Workspace: need M*M [VT] + M*M [L] * Workspace: prefer M*M [VT] + M*N [L] * At this point, L is resized as M by chunk. * DO 30 I = 1, N, CHUNK BLK = MIN( N - I + 1, CHUNK ) CALL DGEMM( 'N', 'N', M, BLK, M, ONE, WORK( IVT ), M, $ A( 1, I ), LDA, ZERO, WORK( IL ), LDWRKL ) CALL DLACPY( 'F', M, BLK, WORK( IL ), LDWRKL, $ A( 1, I ), LDA ) 30 CONTINUE * ELSE IF( WNTQS ) THEN * * Path 3t (N >> M, JOBZ='S') * M right singular vectors to be computed in VT and * M left singular vectors to be computed in U * IL = 1 * * WORK(IL) is M by M * LDWRKL = M ITAU = IL + LDWRKL*M NWORK = ITAU + M * * Compute A=L*Q * Workspace: need M*M [L] + M [tau] + M [work] * Workspace: prefer M*M [L] + M [tau] + M*NB [work] * CALL DGELQF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ), $ LWORK - NWORK + 1, IERR ) * * Copy L to WORK(IL), zeroing out above it * CALL DLACPY( 'L', M, M, A, LDA, WORK( IL ), LDWRKL ) CALL DLASET( 'U', M - 1, M - 1, ZERO, ZERO, $ WORK( IL + LDWRKL ), LDWRKL ) * * Generate Q in A * Workspace: need M*M [L] + M [tau] + M [work] * Workspace: prefer M*M [L] + M [tau] + M*NB [work] * CALL DORGLQ( M, N, M, A, LDA, WORK( ITAU ), $ WORK( NWORK ), LWORK - NWORK + 1, IERR ) IE = ITAU ITAUQ = IE + M ITAUP = ITAUQ + M NWORK = ITAUP + M * * Bidiagonalize L in WORK(IU). * Workspace: need M*M [L] + 3*M [e, tauq, taup] + M [work] * Workspace: prefer M*M [L] + 3*M [e, tauq, taup] + 2*M*NB [work] * CALL DGEBRD( M, M, WORK( IL ), LDWRKL, S, WORK( IE ), $ WORK( ITAUQ ), WORK( ITAUP ), WORK( NWORK ), $ LWORK - NWORK + 1, IERR ) * * Perform bidiagonal SVD, computing left singular vectors * of bidiagonal matrix in U and computing right singular * vectors of bidiagonal matrix in VT * Workspace: need M*M [L] + 3*M [e, tauq, taup] + BDSPAC * CALL DBDSDC( 'U', 'I', M, S, WORK( IE ), U, LDU, VT, $ LDVT, DUM, IDUM, WORK( NWORK ), IWORK, $ INFO ) * * Overwrite U by left singular vectors of L and VT * by right singular vectors of L * Workspace: need M*M [L] + 3*M [e, tauq, taup] + M [work] * Workspace: prefer M*M [L] + 3*M [e, tauq, taup] + M*NB [work] * CALL DORMBR( 'Q', 'L', 'N', M, M, M, WORK( IL ), LDWRKL, $ WORK( ITAUQ ), U, LDU, WORK( NWORK ), $ LWORK - NWORK + 1, IERR ) CALL DORMBR( 'P', 'R', 'T', M, M, M, WORK( IL ), LDWRKL, $ WORK( ITAUP ), VT, LDVT, WORK( NWORK ), $ LWORK - NWORK + 1, IERR ) * * Multiply right singular vectors of L in WORK(IL) by * Q in A, storing result in VT * Workspace: need M*M [L] * CALL DLACPY( 'F', M, M, VT, LDVT, WORK( IL ), LDWRKL ) CALL DGEMM( 'N', 'N', M, N, M, ONE, WORK( IL ), LDWRKL, $ A, LDA, ZERO, VT, LDVT ) * ELSE IF( WNTQA ) THEN * * Path 4t (N >> M, JOBZ='A') * N right singular vectors to be computed in VT and * M left singular vectors to be computed in U * IVT = 1 * * WORK(IVT) is M by M * LDWKVT = M ITAU = IVT + LDWKVT*M NWORK = ITAU + M * * Compute A=L*Q, copying result to VT * Workspace: need M*M [VT] + M [tau] + M [work] * Workspace: prefer M*M [VT] + M [tau] + M*NB [work] * CALL DGELQF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ), $ LWORK - NWORK + 1, IERR ) CALL DLACPY( 'U', M, N, A, LDA, VT, LDVT ) * * Generate Q in VT * Workspace: need M*M [VT] + M [tau] + N [work] * Workspace: prefer M*M [VT] + M [tau] + N*NB [work] * CALL DORGLQ( N, N, M, VT, LDVT, WORK( ITAU ), $ WORK( NWORK ), LWORK - NWORK + 1, IERR ) * * Produce L in A, zeroing out other entries * CALL DLASET( 'U', M-1, M-1, ZERO, ZERO, A( 1, 2 ), LDA ) IE = ITAU ITAUQ = IE + M ITAUP = ITAUQ + M NWORK = ITAUP + M * * Bidiagonalize L in A * Workspace: need M*M [VT] + 3*M [e, tauq, taup] + M [work] * Workspace: prefer M*M [VT] + 3*M [e, tauq, taup] + 2*M*NB [work] * CALL DGEBRD( M, M, A, LDA, S, WORK( IE ), WORK( ITAUQ ), $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1, $ IERR ) * * Perform bidiagonal SVD, computing left singular vectors * of bidiagonal matrix in U and computing right singular * vectors of bidiagonal matrix in WORK(IVT) * Workspace: need M*M [VT] + 3*M [e, tauq, taup] + BDSPAC * CALL DBDSDC( 'U', 'I', M, S, WORK( IE ), U, LDU, $ WORK( IVT ), LDWKVT, DUM, IDUM, $ WORK( NWORK ), IWORK, INFO ) * * Overwrite U by left singular vectors of L and WORK(IVT) * by right singular vectors of L * Workspace: need M*M [VT] + 3*M [e, tauq, taup]+ M [work] * Workspace: prefer M*M [VT] + 3*M [e, tauq, taup]+ M*NB [work] * CALL DORMBR( 'Q', 'L', 'N', M, M, M, A, LDA, $ WORK( ITAUQ ), U, LDU, WORK( NWORK ), $ LWORK - NWORK + 1, IERR ) CALL DORMBR( 'P', 'R', 'T', M, M, M, A, LDA, $ WORK( ITAUP ), WORK( IVT ), LDWKVT, $ WORK( NWORK ), LWORK - NWORK + 1, IERR ) * * Multiply right singular vectors of L in WORK(IVT) by * Q in VT, storing result in A * Workspace: need M*M [VT] * CALL DGEMM( 'N', 'N', M, N, M, ONE, WORK( IVT ), LDWKVT, $ VT, LDVT, ZERO, A, LDA ) * * Copy right singular vectors of A from A to VT * CALL DLACPY( 'F', M, N, A, LDA, VT, LDVT ) * END IF * ELSE * * N .LT. MNTHR * * Path 5t (N > M, but not much larger) * Reduce to bidiagonal form without LQ decomposition * IE = 1 ITAUQ = IE + M ITAUP = ITAUQ + M NWORK = ITAUP + M * * Bidiagonalize A * Workspace: need 3*M [e, tauq, taup] + N [work] * Workspace: prefer 3*M [e, tauq, taup] + (M+N)*NB [work] * CALL DGEBRD( M, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ), $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1, $ IERR ) IF( WNTQN ) THEN * * Path 5tn (N > M, JOBZ='N') * Perform bidiagonal SVD, only computing singular values * Workspace: need 3*M [e, tauq, taup] + BDSPAC * CALL DBDSDC( 'L', 'N', M, S, WORK( IE ), DUM, 1, DUM, 1, $ DUM, IDUM, WORK( NWORK ), IWORK, INFO ) ELSE IF( WNTQO ) THEN * Path 5to (N > M, JOBZ='O') LDWKVT = M IVT = NWORK IF( LWORK .GE. M*N + 3*M + BDSPAC ) THEN * * WORK( IVT ) is M by N * CALL DLASET( 'F', M, N, ZERO, ZERO, WORK( IVT ), $ LDWKVT ) NWORK = IVT + LDWKVT*N * IL is unused; silence compile warnings IL = -1 ELSE * * WORK( IVT ) is M by M * NWORK = IVT + LDWKVT*M IL = NWORK * * WORK(IL) is M by CHUNK * CHUNK = ( LWORK - M*M - 3*M ) / M END IF * * Perform bidiagonal SVD, computing left singular vectors * of bidiagonal matrix in U and computing right singular * vectors of bidiagonal matrix in WORK(IVT) * Workspace: need 3*M [e, tauq, taup] + M*M [VT] + BDSPAC * CALL DBDSDC( 'L', 'I', M, S, WORK( IE ), U, LDU, $ WORK( IVT ), LDWKVT, DUM, IDUM, $ WORK( NWORK ), IWORK, INFO ) * * Overwrite U by left singular vectors of A * Workspace: need 3*M [e, tauq, taup] + M*M [VT] + M [work] * Workspace: prefer 3*M [e, tauq, taup] + M*M [VT] + M*NB [work] * CALL DORMBR( 'Q', 'L', 'N', M, M, N, A, LDA, $ WORK( ITAUQ ), U, LDU, WORK( NWORK ), $ LWORK - NWORK + 1, IERR ) * IF( LWORK .GE. M*N + 3*M + BDSPAC ) THEN * * Path 5to-fast * Overwrite WORK(IVT) by left singular vectors of A * Workspace: need 3*M [e, tauq, taup] + M*N [VT] + M [work] * Workspace: prefer 3*M [e, tauq, taup] + M*N [VT] + M*NB [work] * CALL DORMBR( 'P', 'R', 'T', M, N, M, A, LDA, $ WORK( ITAUP ), WORK( IVT ), LDWKVT, $ WORK( NWORK ), LWORK - NWORK + 1, IERR ) * * Copy right singular vectors of A from WORK(IVT) to A * CALL DLACPY( 'F', M, N, WORK( IVT ), LDWKVT, A, LDA ) ELSE * * Path 5to-slow * Generate P**T in A * Workspace: need 3*M [e, tauq, taup] + M*M [VT] + M [work] * Workspace: prefer 3*M [e, tauq, taup] + M*M [VT] + M*NB [work] * CALL DORGBR( 'P', M, N, M, A, LDA, WORK( ITAUP ), $ WORK( NWORK ), LWORK - NWORK + 1, IERR ) * * Multiply Q in A by right singular vectors of * bidiagonal matrix in WORK(IVT), storing result in * WORK(IL) and copying to A * Workspace: need 3*M [e, tauq, taup] + M*M [VT] + M*NB [L] * Workspace: prefer 3*M [e, tauq, taup] + M*M [VT] + M*N [L] * DO 40 I = 1, N, CHUNK BLK = MIN( N - I + 1, CHUNK ) CALL DGEMM( 'N', 'N', M, BLK, M, ONE, WORK( IVT ), $ LDWKVT, A( 1, I ), LDA, ZERO, $ WORK( IL ), M ) CALL DLACPY( 'F', M, BLK, WORK( IL ), M, A( 1, I ), $ LDA ) 40 CONTINUE END IF ELSE IF( WNTQS ) THEN * * Path 5ts (N > M, JOBZ='S') * Perform bidiagonal SVD, computing left singular vectors * of bidiagonal matrix in U and computing right singular * vectors of bidiagonal matrix in VT * Workspace: need 3*M [e, tauq, taup] + BDSPAC * CALL DLASET( 'F', M, N, ZERO, ZERO, VT, LDVT ) CALL DBDSDC( 'L', 'I', M, S, WORK( IE ), U, LDU, VT, $ LDVT, DUM, IDUM, WORK( NWORK ), IWORK, $ INFO ) * * Overwrite U by left singular vectors of A and VT * by right singular vectors of A * Workspace: need 3*M [e, tauq, taup] + M [work] * Workspace: prefer 3*M [e, tauq, taup] + M*NB [work] * CALL DORMBR( 'Q', 'L', 'N', M, M, N, A, LDA, $ WORK( ITAUQ ), U, LDU, WORK( NWORK ), $ LWORK - NWORK + 1, IERR ) CALL DORMBR( 'P', 'R', 'T', M, N, M, A, LDA, $ WORK( ITAUP ), VT, LDVT, WORK( NWORK ), $ LWORK - NWORK + 1, IERR ) ELSE IF( WNTQA ) THEN * * Path 5ta (N > M, JOBZ='A') * Perform bidiagonal SVD, computing left singular vectors * of bidiagonal matrix in U and computing right singular * vectors of bidiagonal matrix in VT * Workspace: need 3*M [e, tauq, taup] + BDSPAC * CALL DLASET( 'F', N, N, ZERO, ZERO, VT, LDVT ) CALL DBDSDC( 'L', 'I', M, S, WORK( IE ), U, LDU, VT, $ LDVT, DUM, IDUM, WORK( NWORK ), IWORK, $ INFO ) * * Set the right corner of VT to identity matrix * IF( N.GT.M ) THEN CALL DLASET( 'F', N-M, N-M, ZERO, ONE, VT(M+1,M+1), $ LDVT ) END IF * * Overwrite U by left singular vectors of A and VT * by right singular vectors of A * Workspace: need 3*M [e, tauq, taup] + N [work] * Workspace: prefer 3*M [e, tauq, taup] + N*NB [work] * CALL DORMBR( 'Q', 'L', 'N', M, M, N, A, LDA, $ WORK( ITAUQ ), U, LDU, WORK( NWORK ), $ LWORK - NWORK + 1, IERR ) CALL DORMBR( 'P', 'R', 'T', N, N, M, A, LDA, $ WORK( ITAUP ), VT, LDVT, WORK( NWORK ), $ LWORK - NWORK + 1, IERR ) END IF * END IF * END IF * * Undo scaling if necessary * IF( ISCL.EQ.1 ) THEN IF( ANRM.GT.BIGNUM ) $ CALL DLASCL( 'G', 0, 0, BIGNUM, ANRM, MINMN, 1, S, MINMN, $ IERR ) IF( ANRM.LT.SMLNUM ) $ CALL DLASCL( 'G', 0, 0, SMLNUM, ANRM, MINMN, 1, S, MINMN, $ IERR ) END IF * * Return optimal workspace in WORK(1) * WORK( 1 ) = MAXWRK * RETURN * * End of DGESDD * END *> \brief DGESV computes the solution to system of linear equations A * X = B for GE matrices * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGESV + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGESV( N, NRHS, A, LDA, IPIV, B, LDB, INFO ) * * .. Scalar Arguments .. * INTEGER INFO, LDA, LDB, N, NRHS * .. * .. Array Arguments .. * INTEGER IPIV( * ) * DOUBLE PRECISION A( LDA, * ), B( LDB, * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGESV computes the solution to a real system of linear equations *> A * X = B, *> where A is an N-by-N matrix and X and B are N-by-NRHS matrices. *> *> The LU decomposition with partial pivoting and row interchanges is *> used to factor A as *> A = P * L * U, *> where P is a permutation matrix, L is unit lower triangular, and U is *> upper triangular. The factored form of A is then used to solve the *> system of equations A * X = B. *> \endverbatim * * Arguments: * ========== * *> \param[in] N *> \verbatim *> N is INTEGER *> The number of linear equations, i.e., the order of the *> matrix A. N >= 0. *> \endverbatim *> *> \param[in] NRHS *> \verbatim *> NRHS is INTEGER *> The number of right hand sides, i.e., the number of columns *> of the matrix B. NRHS >= 0. *> \endverbatim *> *> \param[in,out] A *> \verbatim *> A is DOUBLE PRECISION array, dimension (LDA,N) *> On entry, the N-by-N coefficient matrix A. *> On exit, the factors L and U from the factorization *> A = P*L*U; the unit diagonal elements of L are not stored. *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,N). *> \endverbatim *> *> \param[out] IPIV *> \verbatim *> IPIV is INTEGER array, dimension (N) *> The pivot indices that define the permutation matrix P; *> row i of the matrix was interchanged with row IPIV(i). *> \endverbatim *> *> \param[in,out] B *> \verbatim *> B is DOUBLE PRECISION array, dimension (LDB,NRHS) *> On entry, the N-by-NRHS matrix of right hand side matrix B. *> On exit, if INFO = 0, the N-by-NRHS solution matrix X. *> \endverbatim *> *> \param[in] LDB *> \verbatim *> LDB is INTEGER *> The leading dimension of the array B. LDB >= max(1,N). *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit *> < 0: if INFO = -i, the i-th argument had an illegal value *> > 0: if INFO = i, U(i,i) is exactly zero. The factorization *> has been completed, but the factor U is exactly *> singular, so the solution could not be computed. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date December 2016 * *> \ingroup doubleGEsolve * * ===================================================================== SUBROUTINE DGESV( N, NRHS, A, LDA, IPIV, B, LDB, INFO ) * * -- LAPACK driver routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * * .. Scalar Arguments .. INTEGER INFO, LDA, LDB, N, NRHS * .. * .. Array Arguments .. INTEGER IPIV( * ) DOUBLE PRECISION A( LDA, * ), B( LDB, * ) * .. * * ===================================================================== * * .. External Subroutines .. EXTERNAL DGETRF, DGETRS, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC MAX * .. * .. Executable Statements .. * * Test the input parameters. * INFO = 0 IF( N.LT.0 ) THEN INFO = -1 ELSE IF( NRHS.LT.0 ) THEN INFO = -2 ELSE IF( LDA.LT.MAX( 1, N ) ) THEN INFO = -4 ELSE IF( LDB.LT.MAX( 1, N ) ) THEN INFO = -7 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGESV ', -INFO ) RETURN END IF * * Compute the LU factorization of A. * CALL DGETRF( N, N, A, LDA, IPIV, INFO ) IF( INFO.EQ.0 ) THEN * * Solve the system A*X = B, overwriting B with X. * CALL DGETRS( 'No transpose', N, NRHS, A, LDA, IPIV, B, LDB, $ INFO ) END IF RETURN * * End of DGESV * END *> \brief DGESVD computes the singular value decomposition (SVD) for GE matrices * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGESVD + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGESVD( JOBU, JOBVT, M, N, A, LDA, S, U, LDU, VT, LDVT, * WORK, LWORK, INFO ) * * .. Scalar Arguments .. * CHARACTER JOBU, JOBVT * INTEGER INFO, LDA, LDU, LDVT, LWORK, M, N * .. * .. Array Arguments .. * DOUBLE PRECISION A( LDA, * ), S( * ), U( LDU, * ), * $ VT( LDVT, * ), WORK( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGESVD computes the singular value decomposition (SVD) of a real *> M-by-N matrix A, optionally computing the left and/or right singular *> vectors. 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 V**T, not V. *> \endverbatim * * Arguments: * ========== * *> \param[in] JOBU *> \verbatim *> JOBU is CHARACTER*1 *> Specifies options for computing all or part of the matrix U: *> = 'A': all M columns of U are returned in array U: *> = 'S': the first min(m,n) columns of U (the left singular *> vectors) are returned in the array U; *> = 'O': the first min(m,n) columns of U (the left singular *> vectors) are overwritten on the array A; *> = 'N': no columns of U (no left singular vectors) are *> computed. *> \endverbatim *> *> \param[in] JOBVT *> \verbatim *> JOBVT is CHARACTER*1 *> Specifies options for computing all or part of the matrix *> V**T: *> = 'A': all N rows of V**T are returned in the array VT; *> = 'S': the first min(m,n) rows of V**T (the right singular *> vectors) are returned in the array VT; *> = 'O': the first min(m,n) rows of V**T (the right singular *> vectors) are overwritten on the array A; *> = 'N': no rows of V**T (no right singular vectors) are *> computed. *> *> JOBVT and JOBU cannot both be 'O'. *> \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 JOBU = 'O', A is overwritten with the first min(m,n) *> columns of U (the left singular vectors, *> stored columnwise); *> if JOBVT = 'O', A is overwritten with the first min(m,n) *> rows of V**T (the right singular vectors, *> stored rowwise); *> if JOBU .ne. 'O' and JOBVT .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) *> (LDU,M) if JOBU = 'A' or (LDU,min(M,N)) if JOBU = 'S'. *> If JOBU = 'A', U contains the M-by-M orthogonal matrix U; *> if JOBU = 'S', U contains the first min(m,n) columns of U *> (the left singular vectors, stored columnwise); *> if JOBU = 'N' or 'O', U is not referenced. *> \endverbatim *> *> \param[in] LDU *> \verbatim *> LDU is INTEGER *> The leading dimension of the array U. LDU >= 1; if *> JOBU = 'S' or 'A', LDU >= M. *> \endverbatim *> *> \param[out] VT *> \verbatim *> VT is DOUBLE PRECISION array, dimension (LDVT,N) *> If JOBVT = 'A', VT contains the N-by-N orthogonal matrix *> V**T; *> if JOBVT = 'S', VT contains the first min(m,n) rows of *> V**T (the right singular vectors, stored rowwise); *> if JOBVT = 'N' or 'O', VT is not referenced. *> \endverbatim *> *> \param[in] LDVT *> \verbatim *> LDVT is INTEGER *> The leading dimension of the array VT. LDVT >= 1; if *> JOBVT = 'A', LDVT >= N; if JOBVT = '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; *> if INFO > 0, WORK(2:MIN(M,N)) contains the unconverged *> superdiagonal elements of an upper bidiagonal matrix B *> whose diagonal is in S (not necessarily sorted). B *> satisfies A = U * B * VT, so it has the same singular values *> as A, and singular vectors related by U and VT. *> \endverbatim *> *> \param[in] LWORK *> \verbatim *> LWORK is INTEGER *> The dimension of the array WORK. *> LWORK >= MAX(1,5*MIN(M,N)) for the paths (see comments inside code): *> - PATH 1 (M much larger than N, JOBU='N') *> - PATH 1t (N much larger than M, JOBVT='N') *> LWORK >= MAX(1,3*MIN(M,N) + MAX(M,N),5*MIN(M,N)) for the other paths *> For good performance, LWORK should generally be larger. *> *> If LWORK = -1, then a workspace query is assumed; the routine *> only calculates the optimal size of the WORK array, returns *> this value as the first entry of the WORK array, and no error *> message related to LWORK is issued by XERBLA. *> \endverbatim *> *> \param[out] 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 *> did not converge to zero. See the description of WORK *> above for details. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date April 2012 * *> \ingroup doubleGEsing * * ===================================================================== SUBROUTINE DGESVD( JOBU, JOBVT, M, N, A, LDA, S, U, LDU, $ VT, LDVT, WORK, LWORK, INFO ) * * -- LAPACK driver routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * April 2012 * * .. Scalar Arguments .. CHARACTER JOBU, JOBVT INTEGER INFO, LDA, LDU, LDVT, LWORK, M, N * .. * .. Array Arguments .. 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, WNTUA, WNTUAS, WNTUN, WNTUO, WNTUS, $ WNTVA, WNTVAS, WNTVN, WNTVO, WNTVS INTEGER BDSPAC, BLK, CHUNK, I, IE, IERR, IR, ISCL, $ ITAU, ITAUP, ITAUQ, IU, IWORK, LDWRKR, LDWRKU, $ MAXWRK, MINMN, MINWRK, MNTHR, NCU, NCVT, NRU, $ NRVT, WRKBL INTEGER LWORK_DGEQRF, LWORK_DORGQR_N, LWORK_DORGQR_M, $ LWORK_DGEBRD, LWORK_DORGBR_P, LWORK_DORGBR_Q, $ LWORK_DGELQF, LWORK_DORGLQ_N, LWORK_DORGLQ_M DOUBLE PRECISION ANRM, BIGNUM, EPS, SMLNUM * .. * .. Local Arrays .. DOUBLE PRECISION DUM( 1 ) * .. * .. External Subroutines .. EXTERNAL DBDSQR, DGEBRD, DGELQF, DGEMM, DGEQRF, DLACPY, $ DLASCL, DLASET, DORGBR, DORGLQ, DORGQR, DORMBR, $ XERBLA * .. * .. External Functions .. LOGICAL LSAME INTEGER ILAENV DOUBLE PRECISION DLAMCH, DLANGE EXTERNAL LSAME, ILAENV, DLAMCH, DLANGE * .. * .. Intrinsic Functions .. INTRINSIC MAX, MIN, SQRT * .. * .. Executable Statements .. * * Test the input arguments * INFO = 0 MINMN = MIN( M, N ) WNTUA = LSAME( JOBU, 'A' ) WNTUS = LSAME( JOBU, 'S' ) WNTUAS = WNTUA .OR. WNTUS WNTUO = LSAME( JOBU, 'O' ) WNTUN = LSAME( JOBU, 'N' ) WNTVA = LSAME( JOBVT, 'A' ) WNTVS = LSAME( JOBVT, 'S' ) WNTVAS = WNTVA .OR. WNTVS WNTVO = LSAME( JOBVT, 'O' ) WNTVN = LSAME( JOBVT, 'N' ) LQUERY = ( LWORK.EQ.-1 ) * IF( .NOT.( WNTUA .OR. WNTUS .OR. WNTUO .OR. WNTUN ) ) THEN INFO = -1 ELSE IF( .NOT.( WNTVA .OR. WNTVS .OR. WNTVO .OR. WNTVN ) .OR. $ ( WNTVO .AND. WNTUO ) ) THEN INFO = -2 ELSE IF( M.LT.0 ) THEN INFO = -3 ELSE IF( N.LT.0 ) THEN INFO = -4 ELSE IF( LDA.LT.MAX( 1, M ) ) THEN INFO = -6 ELSE IF( LDU.LT.1 .OR. ( WNTUAS .AND. LDU.LT.M ) ) THEN INFO = -9 ELSE IF( LDVT.LT.1 .OR. ( WNTVA .AND. LDVT.LT.N ) .OR. $ ( WNTVS .AND. LDVT.LT.MINMN ) ) THEN INFO = -11 END IF * * Compute workspace * (Note: Comments in the code beginning "Workspace:" describe the * minimal amount of workspace needed 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 IF( M.GE.N .AND. MINMN.GT.0 ) THEN * * Compute space needed for DBDSQR * MNTHR = ILAENV( 6, 'DGESVD', JOBU // JOBVT, M, N, 0, 0 ) BDSPAC = 5*N * Compute space needed for DGEQRF CALL DGEQRF( M, N, A, LDA, DUM(1), DUM(1), -1, IERR ) LWORK_DGEQRF = INT( DUM(1) ) * Compute space needed for DORGQR CALL DORGQR( M, N, N, A, LDA, DUM(1), DUM(1), -1, IERR ) LWORK_DORGQR_N = INT( DUM(1) ) CALL DORGQR( M, M, N, A, LDA, DUM(1), DUM(1), -1, IERR ) LWORK_DORGQR_M = INT( DUM(1) ) * Compute space needed for DGEBRD CALL DGEBRD( N, N, A, LDA, S, DUM(1), DUM(1), $ DUM(1), DUM(1), -1, IERR ) LWORK_DGEBRD = INT( DUM(1) ) * Compute space needed for DORGBR P CALL DORGBR( 'P', N, N, N, A, LDA, DUM(1), $ DUM(1), -1, IERR ) LWORK_DORGBR_P = INT( DUM(1) ) * Compute space needed for DORGBR Q CALL DORGBR( 'Q', N, N, N, A, LDA, DUM(1), $ DUM(1), -1, IERR ) LWORK_DORGBR_Q = INT( DUM(1) ) * IF( M.GE.MNTHR ) THEN IF( WNTUN ) THEN * * Path 1 (M much larger than N, JOBU='N') * MAXWRK = N + LWORK_DGEQRF MAXWRK = MAX( MAXWRK, 3*N + LWORK_DGEBRD ) IF( WNTVO .OR. WNTVAS ) $ MAXWRK = MAX( MAXWRK, 3*N + LWORK_DORGBR_P ) MAXWRK = MAX( MAXWRK, BDSPAC ) MINWRK = MAX( 4*N, BDSPAC ) ELSE IF( WNTUO .AND. WNTVN ) THEN * * Path 2 (M much larger than N, JOBU='O', JOBVT='N') * WRKBL = N + LWORK_DGEQRF WRKBL = MAX( WRKBL, N + LWORK_DORGQR_N ) WRKBL = MAX( WRKBL, 3*N + LWORK_DGEBRD ) WRKBL = MAX( WRKBL, 3*N + LWORK_DORGBR_Q ) WRKBL = MAX( WRKBL, BDSPAC ) MAXWRK = MAX( N*N + WRKBL, N*N + M*N + N ) MINWRK = MAX( 3*N + M, BDSPAC ) ELSE IF( WNTUO .AND. WNTVAS ) THEN * * Path 3 (M much larger than N, JOBU='O', JOBVT='S' or * 'A') * WRKBL = N + LWORK_DGEQRF WRKBL = MAX( WRKBL, N + LWORK_DORGQR_N ) WRKBL = MAX( WRKBL, 3*N + LWORK_DGEBRD ) WRKBL = MAX( WRKBL, 3*N + LWORK_DORGBR_Q ) WRKBL = MAX( WRKBL, 3*N + LWORK_DORGBR_P ) WRKBL = MAX( WRKBL, BDSPAC ) MAXWRK = MAX( N*N + WRKBL, N*N + M*N + N ) MINWRK = MAX( 3*N + M, BDSPAC ) ELSE IF( WNTUS .AND. WNTVN ) THEN * * Path 4 (M much larger than N, JOBU='S', JOBVT='N') * WRKBL = N + LWORK_DGEQRF WRKBL = MAX( WRKBL, N + LWORK_DORGQR_N ) WRKBL = MAX( WRKBL, 3*N + LWORK_DGEBRD ) WRKBL = MAX( WRKBL, 3*N + LWORK_DORGBR_Q ) WRKBL = MAX( WRKBL, BDSPAC ) MAXWRK = N*N + WRKBL MINWRK = MAX( 3*N + M, BDSPAC ) ELSE IF( WNTUS .AND. WNTVO ) THEN * * Path 5 (M much larger than N, JOBU='S', JOBVT='O') * WRKBL = N + LWORK_DGEQRF WRKBL = MAX( WRKBL, N + LWORK_DORGQR_N ) WRKBL = MAX( WRKBL, 3*N + LWORK_DGEBRD ) WRKBL = MAX( WRKBL, 3*N + LWORK_DORGBR_Q ) WRKBL = MAX( WRKBL, 3*N + LWORK_DORGBR_P ) WRKBL = MAX( WRKBL, BDSPAC ) MAXWRK = 2*N*N + WRKBL MINWRK = MAX( 3*N + M, BDSPAC ) ELSE IF( WNTUS .AND. WNTVAS ) THEN * * Path 6 (M much larger than N, JOBU='S', JOBVT='S' or * 'A') * WRKBL = N + LWORK_DGEQRF WRKBL = MAX( WRKBL, N + LWORK_DORGQR_N ) WRKBL = MAX( WRKBL, 3*N + LWORK_DGEBRD ) WRKBL = MAX( WRKBL, 3*N + LWORK_DORGBR_Q ) WRKBL = MAX( WRKBL, 3*N + LWORK_DORGBR_P ) WRKBL = MAX( WRKBL, BDSPAC ) MAXWRK = N*N + WRKBL MINWRK = MAX( 3*N + M, BDSPAC ) ELSE IF( WNTUA .AND. WNTVN ) THEN * * Path 7 (M much larger than N, JOBU='A', JOBVT='N') * WRKBL = N + LWORK_DGEQRF WRKBL = MAX( WRKBL, N + LWORK_DORGQR_M ) WRKBL = MAX( WRKBL, 3*N + LWORK_DGEBRD ) WRKBL = MAX( WRKBL, 3*N + LWORK_DORGBR_Q ) WRKBL = MAX( WRKBL, BDSPAC ) MAXWRK = N*N + WRKBL MINWRK = MAX( 3*N + M, BDSPAC ) ELSE IF( WNTUA .AND. WNTVO ) THEN * * Path 8 (M much larger than N, JOBU='A', JOBVT='O') * WRKBL = N + LWORK_DGEQRF WRKBL = MAX( WRKBL, N + LWORK_DORGQR_M ) WRKBL = MAX( WRKBL, 3*N + LWORK_DGEBRD ) WRKBL = MAX( WRKBL, 3*N + LWORK_DORGBR_Q ) WRKBL = MAX( WRKBL, 3*N + LWORK_DORGBR_P ) WRKBL = MAX( WRKBL, BDSPAC ) MAXWRK = 2*N*N + WRKBL MINWRK = MAX( 3*N + M, BDSPAC ) ELSE IF( WNTUA .AND. WNTVAS ) THEN * * Path 9 (M much larger than N, JOBU='A', JOBVT='S' or * 'A') * WRKBL = N + LWORK_DGEQRF WRKBL = MAX( WRKBL, N + LWORK_DORGQR_M ) WRKBL = MAX( WRKBL, 3*N + LWORK_DGEBRD ) WRKBL = MAX( WRKBL, 3*N + LWORK_DORGBR_Q ) WRKBL = MAX( WRKBL, 3*N + LWORK_DORGBR_P ) WRKBL = MAX( WRKBL, BDSPAC ) MAXWRK = N*N + WRKBL MINWRK = MAX( 3*N + M, BDSPAC ) END IF ELSE * * Path 10 (M at least N, but not much larger) * CALL DGEBRD( M, N, A, LDA, S, DUM(1), DUM(1), $ DUM(1), DUM(1), -1, IERR ) LWORK_DGEBRD = INT( DUM(1) ) MAXWRK = 3*N + LWORK_DGEBRD IF( WNTUS .OR. WNTUO ) THEN CALL DORGBR( 'Q', M, N, N, A, LDA, DUM(1), $ DUM(1), -1, IERR ) LWORK_DORGBR_Q = INT( DUM(1) ) MAXWRK = MAX( MAXWRK, 3*N + LWORK_DORGBR_Q ) END IF IF( WNTUA ) THEN CALL DORGBR( 'Q', M, M, N, A, LDA, DUM(1), $ DUM(1), -1, IERR ) LWORK_DORGBR_Q = INT( DUM(1) ) MAXWRK = MAX( MAXWRK, 3*N + LWORK_DORGBR_Q ) END IF IF( .NOT.WNTVN ) THEN MAXWRK = MAX( MAXWRK, 3*N + LWORK_DORGBR_P ) END IF MAXWRK = MAX( MAXWRK, BDSPAC ) MINWRK = MAX( 3*N + M, BDSPAC ) END IF ELSE IF( MINMN.GT.0 ) THEN * * Compute space needed for DBDSQR * MNTHR = ILAENV( 6, 'DGESVD', JOBU // JOBVT, M, N, 0, 0 ) BDSPAC = 5*M * Compute space needed for DGELQF CALL DGELQF( M, N, A, LDA, DUM(1), DUM(1), -1, IERR ) LWORK_DGELQF = INT( DUM(1) ) * Compute space needed for DORGLQ CALL DORGLQ( N, N, M, DUM(1), N, DUM(1), DUM(1), -1, IERR ) LWORK_DORGLQ_N = INT( DUM(1) ) CALL DORGLQ( M, N, M, A, LDA, DUM(1), DUM(1), -1, IERR ) LWORK_DORGLQ_M = INT( DUM(1) ) * Compute space needed for DGEBRD CALL DGEBRD( M, M, A, LDA, S, DUM(1), DUM(1), $ DUM(1), DUM(1), -1, IERR ) LWORK_DGEBRD = INT( DUM(1) ) * Compute space needed for DORGBR P CALL DORGBR( 'P', M, M, M, A, N, DUM(1), $ DUM(1), -1, IERR ) LWORK_DORGBR_P = INT( DUM(1) ) * Compute space needed for DORGBR Q CALL DORGBR( 'Q', M, M, M, A, N, DUM(1), $ DUM(1), -1, IERR ) LWORK_DORGBR_Q = INT( DUM(1) ) IF( N.GE.MNTHR ) THEN IF( WNTVN ) THEN * * Path 1t(N much larger than M, JOBVT='N') * MAXWRK = M + LWORK_DGELQF MAXWRK = MAX( MAXWRK, 3*M + LWORK_DGEBRD ) IF( WNTUO .OR. WNTUAS ) $ MAXWRK = MAX( MAXWRK, 3*M + LWORK_DORGBR_Q ) MAXWRK = MAX( MAXWRK, BDSPAC ) MINWRK = MAX( 4*M, BDSPAC ) ELSE IF( WNTVO .AND. WNTUN ) THEN * * Path 2t(N much larger than M, JOBU='N', JOBVT='O') * WRKBL = M + LWORK_DGELQF WRKBL = MAX( WRKBL, M + LWORK_DORGLQ_M ) WRKBL = MAX( WRKBL, 3*M + LWORK_DGEBRD ) WRKBL = MAX( WRKBL, 3*M + LWORK_DORGBR_P ) WRKBL = MAX( WRKBL, BDSPAC ) MAXWRK = MAX( M*M + WRKBL, M*M + M*N + M ) MINWRK = MAX( 3*M + N, BDSPAC ) ELSE IF( WNTVO .AND. WNTUAS ) THEN * * Path 3t(N much larger than M, JOBU='S' or 'A', * JOBVT='O') * WRKBL = M + LWORK_DGELQF WRKBL = MAX( WRKBL, M + LWORK_DORGLQ_M ) WRKBL = MAX( WRKBL, 3*M + LWORK_DGEBRD ) WRKBL = MAX( WRKBL, 3*M + LWORK_DORGBR_P ) WRKBL = MAX( WRKBL, 3*M + LWORK_DORGBR_Q ) WRKBL = MAX( WRKBL, BDSPAC ) MAXWRK = MAX( M*M + WRKBL, M*M + M*N + M ) MINWRK = MAX( 3*M + N, BDSPAC ) ELSE IF( WNTVS .AND. WNTUN ) THEN * * Path 4t(N much larger than M, JOBU='N', JOBVT='S') * WRKBL = M + LWORK_DGELQF WRKBL = MAX( WRKBL, M + LWORK_DORGLQ_M ) WRKBL = MAX( WRKBL, 3*M + LWORK_DGEBRD ) WRKBL = MAX( WRKBL, 3*M + LWORK_DORGBR_P ) WRKBL = MAX( WRKBL, BDSPAC ) MAXWRK = M*M + WRKBL MINWRK = MAX( 3*M + N, BDSPAC ) ELSE IF( WNTVS .AND. WNTUO ) THEN * * Path 5t(N much larger than M, JOBU='O', JOBVT='S') * WRKBL = M + LWORK_DGELQF WRKBL = MAX( WRKBL, M + LWORK_DORGLQ_M ) WRKBL = MAX( WRKBL, 3*M + LWORK_DGEBRD ) WRKBL = MAX( WRKBL, 3*M + LWORK_DORGBR_P ) WRKBL = MAX( WRKBL, 3*M + LWORK_DORGBR_Q ) WRKBL = MAX( WRKBL, BDSPAC ) MAXWRK = 2*M*M + WRKBL MINWRK = MAX( 3*M + N, BDSPAC ) ELSE IF( WNTVS .AND. WNTUAS ) THEN * * Path 6t(N much larger than M, JOBU='S' or 'A', * JOBVT='S') * WRKBL = M + LWORK_DGELQF WRKBL = MAX( WRKBL, M + LWORK_DORGLQ_M ) WRKBL = MAX( WRKBL, 3*M + LWORK_DGEBRD ) WRKBL = MAX( WRKBL, 3*M + LWORK_DORGBR_P ) WRKBL = MAX( WRKBL, 3*M + LWORK_DORGBR_Q ) WRKBL = MAX( WRKBL, BDSPAC ) MAXWRK = M*M + WRKBL MINWRK = MAX( 3*M + N, BDSPAC ) ELSE IF( WNTVA .AND. WNTUN ) THEN * * Path 7t(N much larger than M, JOBU='N', JOBVT='A') * WRKBL = M + LWORK_DGELQF WRKBL = MAX( WRKBL, M + LWORK_DORGLQ_N ) WRKBL = MAX( WRKBL, 3*M + LWORK_DGEBRD ) WRKBL = MAX( WRKBL, 3*M + LWORK_DORGBR_P ) WRKBL = MAX( WRKBL, BDSPAC ) MAXWRK = M*M + WRKBL MINWRK = MAX( 3*M + N, BDSPAC ) ELSE IF( WNTVA .AND. WNTUO ) THEN * * Path 8t(N much larger than M, JOBU='O', JOBVT='A') * WRKBL = M + LWORK_DGELQF WRKBL = MAX( WRKBL, M + LWORK_DORGLQ_N ) WRKBL = MAX( WRKBL, 3*M + LWORK_DGEBRD ) WRKBL = MAX( WRKBL, 3*M + LWORK_DORGBR_P ) WRKBL = MAX( WRKBL, 3*M + LWORK_DORGBR_Q ) WRKBL = MAX( WRKBL, BDSPAC ) MAXWRK = 2*M*M + WRKBL MINWRK = MAX( 3*M + N, BDSPAC ) ELSE IF( WNTVA .AND. WNTUAS ) THEN * * Path 9t(N much larger than M, JOBU='S' or 'A', * JOBVT='A') * WRKBL = M + LWORK_DGELQF WRKBL = MAX( WRKBL, M + LWORK_DORGLQ_N ) WRKBL = MAX( WRKBL, 3*M + LWORK_DGEBRD ) WRKBL = MAX( WRKBL, 3*M + LWORK_DORGBR_P ) WRKBL = MAX( WRKBL, 3*M + LWORK_DORGBR_Q ) WRKBL = MAX( WRKBL, BDSPAC ) MAXWRK = M*M + WRKBL MINWRK = MAX( 3*M + N, BDSPAC ) END IF ELSE * * Path 10t(N greater than M, but not much larger) * CALL DGEBRD( M, N, A, LDA, S, DUM(1), DUM(1), $ DUM(1), DUM(1), -1, IERR ) LWORK_DGEBRD = INT( DUM(1) ) MAXWRK = 3*M + LWORK_DGEBRD IF( WNTVS .OR. WNTVO ) THEN * Compute space needed for DORGBR P CALL DORGBR( 'P', M, N, M, A, N, DUM(1), $ DUM(1), -1, IERR ) LWORK_DORGBR_P = INT( DUM(1) ) MAXWRK = MAX( MAXWRK, 3*M + LWORK_DORGBR_P ) END IF IF( WNTVA ) THEN CALL DORGBR( 'P', N, N, M, A, N, DUM(1), $ DUM(1), -1, IERR ) LWORK_DORGBR_P = INT( DUM(1) ) MAXWRK = MAX( MAXWRK, 3*M + LWORK_DORGBR_P ) END IF IF( .NOT.WNTUN ) THEN MAXWRK = MAX( MAXWRK, 3*M + LWORK_DORGBR_Q ) END IF MAXWRK = MAX( MAXWRK, BDSPAC ) MINWRK = MAX( 3*M + N, BDSPAC ) END IF END IF MAXWRK = MAX( MAXWRK, MINWRK ) WORK( 1 ) = MAXWRK * IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY ) THEN INFO = -13 END IF END IF * IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGESVD', -INFO ) RETURN ELSE IF( LQUERY ) THEN RETURN END IF * * Quick return if possible * IF( M.EQ.0 .OR. N.EQ.0 ) THEN RETURN END IF * * Get machine constants * EPS = DLAMCH( 'P' ) SMLNUM = SQRT( DLAMCH( 'S' ) ) / EPS BIGNUM = ONE / SMLNUM * * Scale A if max element outside range [SMLNUM,BIGNUM] * ANRM = DLANGE( 'M', M, N, A, LDA, DUM ) ISCL = 0 IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN ISCL = 1 CALL DLASCL( 'G', 0, 0, ANRM, SMLNUM, M, N, A, LDA, IERR ) ELSE IF( ANRM.GT.BIGNUM ) THEN ISCL = 1 CALL DLASCL( 'G', 0, 0, ANRM, BIGNUM, M, N, A, LDA, IERR ) END IF * IF( M.GE.N ) THEN * * A has at least as many rows as columns. If A has sufficiently * more rows than columns, first reduce using the QR * decomposition (if sufficient workspace available) * IF( M.GE.MNTHR ) THEN * IF( WNTUN ) THEN * * Path 1 (M much larger than N, JOBU='N') * No left singular vectors to be computed * ITAU = 1 IWORK = ITAU + N * * Compute A=Q*R * (Workspace: need 2*N, prefer N + N*NB) * CALL DGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( IWORK ), $ LWORK-IWORK+1, IERR ) * * Zero out below R * IF( N .GT. 1 ) THEN CALL DLASET( 'L', N-1, N-1, ZERO, ZERO, A( 2, 1 ), $ LDA ) END IF IE = 1 ITAUQ = IE + N ITAUP = ITAUQ + N IWORK = ITAUP + N * * Bidiagonalize R in A * (Workspace: need 4*N, prefer 3*N + 2*N*NB) * CALL DGEBRD( N, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ), $ WORK( ITAUP ), WORK( IWORK ), LWORK-IWORK+1, $ IERR ) NCVT = 0 IF( WNTVO .OR. WNTVAS ) THEN * * If right singular vectors desired, generate P'. * (Workspace: need 4*N-1, prefer 3*N + (N-1)*NB) * CALL DORGBR( 'P', N, N, N, A, LDA, WORK( ITAUP ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) NCVT = N END IF IWORK = IE + N * * Perform bidiagonal QR iteration, computing right * singular vectors of A in A if desired * (Workspace: need BDSPAC) * CALL DBDSQR( 'U', N, NCVT, 0, 0, S, WORK( IE ), A, LDA, $ DUM, 1, DUM, 1, WORK( IWORK ), INFO ) * * If right singular vectors desired in VT, copy them there * IF( WNTVAS ) $ CALL DLACPY( 'F', N, N, A, LDA, VT, LDVT ) * ELSE IF( WNTUO .AND. WNTVN ) THEN * * Path 2 (M much larger than N, JOBU='O', JOBVT='N') * N left singular vectors to be overwritten on A and * no right singular vectors to be computed * IF( LWORK.GE.N*N+MAX( 4*N, BDSPAC ) ) THEN * * Sufficient workspace for a fast algorithm * IR = 1 IF( LWORK.GE.MAX( WRKBL, LDA*N + N ) + LDA*N ) THEN * * WORK(IU) is LDA by N, WORK(IR) is LDA by N * LDWRKU = LDA LDWRKR = LDA ELSE IF( LWORK.GE.MAX( WRKBL, LDA*N + N ) + N*N ) THEN * * WORK(IU) is LDA by N, WORK(IR) is N by N * LDWRKU = LDA LDWRKR = N ELSE * * WORK(IU) is LDWRKU by N, WORK(IR) is N by N * LDWRKU = ( LWORK-N*N-N ) / N LDWRKR = N END IF ITAU = IR + LDWRKR*N IWORK = ITAU + N * * Compute A=Q*R * (Workspace: need N*N + 2*N, prefer N*N + N + N*NB) * CALL DGEQRF( M, N, A, LDA, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) * * Copy R to WORK(IR) and zero 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 + 2*N, prefer N*N + N + N*NB) * CALL DORGQR( M, N, N, A, LDA, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) IE = ITAU ITAUQ = IE + N ITAUP = ITAUQ + N IWORK = ITAUP + N * * Bidiagonalize R in WORK(IR) * (Workspace: need N*N + 4*N, prefer N*N + 3*N + 2*N*NB) * CALL DGEBRD( N, N, WORK( IR ), LDWRKR, S, WORK( IE ), $ WORK( ITAUQ ), WORK( ITAUP ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) * * Generate left vectors bidiagonalizing R * (Workspace: need N*N + 4*N, prefer N*N + 3*N + N*NB) * CALL DORGBR( 'Q', N, N, N, WORK( IR ), LDWRKR, $ WORK( ITAUQ ), WORK( IWORK ), $ LWORK-IWORK+1, IERR ) IWORK = IE + N * * Perform bidiagonal QR iteration, computing left * singular vectors of R in WORK(IR) * (Workspace: need N*N + BDSPAC) * CALL DBDSQR( 'U', N, 0, N, 0, S, WORK( IE ), DUM, 1, $ WORK( IR ), LDWRKR, DUM, 1, $ WORK( IWORK ), INFO ) IU = IE + N * * Multiply Q in A by left singular vectors of R in * WORK(IR), storing result in WORK(IU) and copying to A * (Workspace: need N*N + 2*N, prefer N*N + M*N + N) * DO 10 I = 1, M, LDWRKU CHUNK = MIN( M-I+1, LDWRKU ) CALL DGEMM( 'N', 'N', CHUNK, N, N, ONE, A( I, 1 ), $ LDA, WORK( IR ), LDWRKR, ZERO, $ WORK( IU ), LDWRKU ) CALL DLACPY( 'F', CHUNK, N, WORK( IU ), LDWRKU, $ A( I, 1 ), LDA ) 10 CONTINUE * ELSE * * Insufficient workspace for a fast algorithm * IE = 1 ITAUQ = IE + N ITAUP = ITAUQ + N IWORK = ITAUP + N * * Bidiagonalize A * (Workspace: need 3*N + M, prefer 3*N + (M + N)*NB) * CALL DGEBRD( M, N, A, LDA, S, WORK( IE ), $ WORK( ITAUQ ), WORK( ITAUP ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) * * Generate left vectors bidiagonalizing A * (Workspace: need 4*N, prefer 3*N + N*NB) * CALL DORGBR( 'Q', M, N, N, A, LDA, WORK( ITAUQ ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) IWORK = IE + N * * Perform bidiagonal QR iteration, computing left * singular vectors of A in A * (Workspace: need BDSPAC) * CALL DBDSQR( 'U', N, 0, M, 0, S, WORK( IE ), DUM, 1, $ A, LDA, DUM, 1, WORK( IWORK ), INFO ) * END IF * ELSE IF( WNTUO .AND. WNTVAS ) THEN * * Path 3 (M much larger than N, JOBU='O', JOBVT='S' or 'A') * N left singular vectors to be overwritten on A and * N right singular vectors to be computed in VT * IF( LWORK.GE.N*N+MAX( 4*N, BDSPAC ) ) THEN * * Sufficient workspace for a fast algorithm * IR = 1 IF( LWORK.GE.MAX( WRKBL, LDA*N + N ) + LDA*N ) THEN * * WORK(IU) is LDA by N and WORK(IR) is LDA by N * LDWRKU = LDA LDWRKR = LDA ELSE IF( LWORK.GE.MAX( WRKBL, LDA*N + N ) + N*N ) THEN * * WORK(IU) is LDA by N and WORK(IR) is N by N * LDWRKU = LDA LDWRKR = N ELSE * * WORK(IU) is LDWRKU by N and WORK(IR) is N by N * LDWRKU = ( LWORK-N*N-N ) / N LDWRKR = N END IF ITAU = IR + LDWRKR*N IWORK = ITAU + N * * Compute A=Q*R * (Workspace: need N*N + 2*N, prefer N*N + N + N*NB) * CALL DGEQRF( M, N, A, LDA, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) * * Copy R to VT, zeroing out below it * CALL DLACPY( 'U', N, N, A, LDA, VT, LDVT ) IF( N.GT.1 ) $ CALL DLASET( 'L', N-1, N-1, ZERO, ZERO, $ VT( 2, 1 ), LDVT ) * * Generate Q in A * (Workspace: need N*N + 2*N, prefer N*N + N + N*NB) * CALL DORGQR( M, N, N, A, LDA, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) IE = ITAU ITAUQ = IE + N ITAUP = ITAUQ + N IWORK = ITAUP + N * * Bidiagonalize R in VT, copying result to WORK(IR) * (Workspace: need N*N + 4*N, prefer N*N + 3*N + 2*N*NB) * CALL DGEBRD( N, N, VT, LDVT, S, WORK( IE ), $ WORK( ITAUQ ), WORK( ITAUP ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) CALL DLACPY( 'L', N, N, VT, LDVT, WORK( IR ), LDWRKR ) * * Generate left vectors bidiagonalizing R in WORK(IR) * (Workspace: need N*N + 4*N, prefer N*N + 3*N + N*NB) * CALL DORGBR( 'Q', N, N, N, WORK( IR ), LDWRKR, $ WORK( ITAUQ ), WORK( IWORK ), $ LWORK-IWORK+1, IERR ) * * Generate right vectors bidiagonalizing R in VT * (Workspace: need N*N + 4*N-1, prefer N*N + 3*N + (N-1)*NB) * CALL DORGBR( 'P', N, N, N, VT, LDVT, WORK( ITAUP ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) IWORK = IE + N * * Perform bidiagonal QR iteration, computing left * singular vectors of R in WORK(IR) and computing right * singular vectors of R in VT * (Workspace: need N*N + BDSPAC) * CALL DBDSQR( 'U', N, N, N, 0, S, WORK( IE ), VT, LDVT, $ WORK( IR ), LDWRKR, DUM, 1, $ WORK( IWORK ), INFO ) IU = IE + N * * Multiply Q in A by left singular vectors of R in * WORK(IR), storing result in WORK(IU) and copying to A * (Workspace: need N*N + 2*N, prefer N*N + M*N + N) * DO 20 I = 1, M, LDWRKU CHUNK = MIN( M-I+1, LDWRKU ) CALL DGEMM( 'N', 'N', CHUNK, N, N, ONE, A( I, 1 ), $ LDA, WORK( IR ), LDWRKR, ZERO, $ WORK( IU ), LDWRKU ) CALL DLACPY( 'F', CHUNK, N, WORK( IU ), LDWRKU, $ A( I, 1 ), LDA ) 20 CONTINUE * ELSE * * Insufficient workspace for a fast algorithm * ITAU = 1 IWORK = ITAU + N * * Compute A=Q*R * (Workspace: need 2*N, prefer N + N*NB) * CALL DGEQRF( M, N, A, LDA, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) * * Copy R to VT, zeroing out below it * CALL DLACPY( 'U', N, N, A, LDA, VT, LDVT ) IF( N.GT.1 ) $ CALL DLASET( 'L', N-1, N-1, ZERO, ZERO, $ VT( 2, 1 ), LDVT ) * * Generate Q in A * (Workspace: need 2*N, prefer N + N*NB) * CALL DORGQR( M, N, N, A, LDA, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) IE = ITAU ITAUQ = IE + N ITAUP = ITAUQ + N IWORK = ITAUP + N * * Bidiagonalize R in VT * (Workspace: need 4*N, prefer 3*N + 2*N*NB) * CALL DGEBRD( N, N, VT, LDVT, S, WORK( IE ), $ WORK( ITAUQ ), WORK( ITAUP ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) * * Multiply Q in A by left vectors bidiagonalizing R * (Workspace: need 3*N + M, prefer 3*N + M*NB) * CALL DORMBR( 'Q', 'R', 'N', M, N, N, VT, LDVT, $ WORK( ITAUQ ), A, LDA, WORK( IWORK ), $ LWORK-IWORK+1, IERR ) * * Generate right vectors bidiagonalizing R in VT * (Workspace: need 4*N-1, prefer 3*N + (N-1)*NB) * CALL DORGBR( 'P', N, N, N, VT, LDVT, WORK( ITAUP ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) IWORK = IE + N * * Perform bidiagonal QR iteration, computing left * singular vectors of A in A and computing right * singular vectors of A in VT * (Workspace: need BDSPAC) * CALL DBDSQR( 'U', N, N, M, 0, S, WORK( IE ), VT, LDVT, $ A, LDA, DUM, 1, WORK( IWORK ), INFO ) * END IF * ELSE IF( WNTUS ) THEN * IF( WNTVN ) THEN * * Path 4 (M much larger than N, JOBU='S', JOBVT='N') * N left singular vectors to be computed in U and * no right singular vectors to be computed * IF( LWORK.GE.N*N+MAX( 4*N, BDSPAC ) ) THEN * * Sufficient workspace for a fast algorithm * IR = 1 IF( LWORK.GE.WRKBL+LDA*N ) THEN * * WORK(IR) is LDA by N * LDWRKR = LDA ELSE * * WORK(IR) is N by N * LDWRKR = N END IF ITAU = IR + LDWRKR*N IWORK = ITAU + N * * Compute A=Q*R * (Workspace: need N*N + 2*N, prefer N*N + N + N*NB) * CALL DGEQRF( M, N, A, LDA, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+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 + 2*N, prefer N*N + N + N*NB) * CALL DORGQR( M, N, N, A, LDA, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) IE = ITAU ITAUQ = IE + N ITAUP = ITAUQ + N IWORK = ITAUP + N * * Bidiagonalize R in WORK(IR) * (Workspace: need N*N + 4*N, prefer N*N + 3*N + 2*N*NB) * CALL DGEBRD( N, N, WORK( IR ), LDWRKR, S, $ WORK( IE ), WORK( ITAUQ ), $ WORK( ITAUP ), WORK( IWORK ), $ LWORK-IWORK+1, IERR ) * * Generate left vectors bidiagonalizing R in WORK(IR) * (Workspace: need N*N + 4*N, prefer N*N + 3*N + N*NB) * CALL DORGBR( 'Q', N, N, N, WORK( IR ), LDWRKR, $ WORK( ITAUQ ), WORK( IWORK ), $ LWORK-IWORK+1, IERR ) IWORK = IE + N * * Perform bidiagonal QR iteration, computing left * singular vectors of R in WORK(IR) * (Workspace: need N*N + BDSPAC) * CALL DBDSQR( 'U', N, 0, N, 0, S, WORK( IE ), DUM, $ 1, WORK( IR ), LDWRKR, DUM, 1, $ WORK( IWORK ), INFO ) * * Multiply Q in A by left singular vectors of R in * WORK(IR), storing result in U * (Workspace: need N*N) * CALL DGEMM( 'N', 'N', M, N, N, ONE, A, LDA, $ WORK( IR ), LDWRKR, ZERO, U, LDU ) * ELSE * * Insufficient workspace for a fast algorithm * ITAU = 1 IWORK = ITAU + N * * Compute A=Q*R, copying result to U * (Workspace: need 2*N, prefer N + N*NB) * CALL DGEQRF( M, N, A, LDA, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) CALL DLACPY( 'L', M, N, A, LDA, U, LDU ) * * Generate Q in U * (Workspace: need 2*N, prefer N + N*NB) * CALL DORGQR( M, N, N, U, LDU, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) IE = ITAU ITAUQ = IE + N ITAUP = ITAUQ + N IWORK = ITAUP + N * * Zero out below R in A * IF( N .GT. 1 ) THEN CALL DLASET( 'L', N-1, N-1, ZERO, ZERO, $ A( 2, 1 ), LDA ) END IF * * Bidiagonalize R in A * (Workspace: need 4*N, prefer 3*N + 2*N*NB) * CALL DGEBRD( N, N, A, LDA, S, WORK( IE ), $ WORK( ITAUQ ), WORK( ITAUP ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) * * Multiply Q in U by left vectors bidiagonalizing R * (Workspace: need 3*N + M, prefer 3*N + M*NB) * CALL DORMBR( 'Q', 'R', 'N', M, N, N, A, LDA, $ WORK( ITAUQ ), U, LDU, WORK( IWORK ), $ LWORK-IWORK+1, IERR ) IWORK = IE + N * * Perform bidiagonal QR iteration, computing left * singular vectors of A in U * (Workspace: need BDSPAC) * CALL DBDSQR( 'U', N, 0, M, 0, S, WORK( IE ), DUM, $ 1, U, LDU, DUM, 1, WORK( IWORK ), $ INFO ) * END IF * ELSE IF( WNTVO ) THEN * * Path 5 (M much larger than N, JOBU='S', JOBVT='O') * N left singular vectors to be computed in U and * N right singular vectors to be overwritten on A * IF( LWORK.GE.2*N*N+MAX( 4*N, BDSPAC ) ) THEN * * Sufficient workspace for a fast algorithm * IU = 1 IF( LWORK.GE.WRKBL+2*LDA*N ) THEN * * WORK(IU) is LDA by N and WORK(IR) is LDA by N * LDWRKU = LDA IR = IU + LDWRKU*N LDWRKR = LDA ELSE IF( LWORK.GE.WRKBL+( LDA + N )*N ) THEN * * WORK(IU) is LDA by N and WORK(IR) is N by N * LDWRKU = LDA IR = IU + LDWRKU*N LDWRKR = N ELSE * * WORK(IU) is N by N and WORK(IR) is N by N * LDWRKU = N IR = IU + LDWRKU*N LDWRKR = N END IF ITAU = IR + LDWRKR*N IWORK = ITAU + N * * Compute A=Q*R * (Workspace: need 2*N*N + 2*N, prefer 2*N*N + N + N*NB) * CALL DGEQRF( M, N, A, LDA, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) * * Copy R to WORK(IU), zeroing out below it * CALL DLACPY( 'U', N, N, A, LDA, WORK( IU ), $ LDWRKU ) CALL DLASET( 'L', N-1, N-1, ZERO, ZERO, $ WORK( IU+1 ), LDWRKU ) * * Generate Q in A * (Workspace: need 2*N*N + 2*N, prefer 2*N*N + N + N*NB) * CALL DORGQR( M, N, N, A, LDA, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) IE = ITAU ITAUQ = IE + N ITAUP = ITAUQ + N IWORK = ITAUP + N * * Bidiagonalize R in WORK(IU), copying result to * WORK(IR) * (Workspace: need 2*N*N + 4*N, * prefer 2*N*N+3*N+2*N*NB) * CALL DGEBRD( N, N, WORK( IU ), LDWRKU, S, $ WORK( IE ), WORK( ITAUQ ), $ WORK( ITAUP ), WORK( IWORK ), $ LWORK-IWORK+1, IERR ) CALL DLACPY( 'U', N, N, WORK( IU ), LDWRKU, $ WORK( IR ), LDWRKR ) * * Generate left bidiagonalizing vectors in WORK(IU) * (Workspace: need 2*N*N + 4*N, prefer 2*N*N + 3*N + N*NB) * CALL DORGBR( 'Q', N, N, N, WORK( IU ), LDWRKU, $ WORK( ITAUQ ), WORK( IWORK ), $ LWORK-IWORK+1, IERR ) * * Generate right bidiagonalizing vectors in WORK(IR) * (Workspace: need 2*N*N + 4*N-1, * prefer 2*N*N+3*N+(N-1)*NB) * CALL DORGBR( 'P', N, N, N, WORK( IR ), LDWRKR, $ WORK( ITAUP ), WORK( IWORK ), $ LWORK-IWORK+1, IERR ) IWORK = IE + N * * Perform bidiagonal QR iteration, computing left * singular vectors of R in WORK(IU) and computing * right singular vectors of R in WORK(IR) * (Workspace: need 2*N*N + BDSPAC) * CALL DBDSQR( 'U', N, N, N, 0, S, WORK( IE ), $ WORK( IR ), LDWRKR, WORK( IU ), $ LDWRKU, DUM, 1, WORK( IWORK ), INFO ) * * Multiply Q in A by left singular vectors of R in * WORK(IU), storing result in U * (Workspace: need N*N) * CALL DGEMM( 'N', 'N', M, N, N, ONE, A, LDA, $ WORK( IU ), LDWRKU, ZERO, U, LDU ) * * Copy right singular vectors of R to A * (Workspace: need N*N) * CALL DLACPY( 'F', N, N, WORK( IR ), LDWRKR, A, $ LDA ) * ELSE * * Insufficient workspace for a fast algorithm * ITAU = 1 IWORK = ITAU + N * * Compute A=Q*R, copying result to U * (Workspace: need 2*N, prefer N + N*NB) * CALL DGEQRF( M, N, A, LDA, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) CALL DLACPY( 'L', M, N, A, LDA, U, LDU ) * * Generate Q in U * (Workspace: need 2*N, prefer N + N*NB) * CALL DORGQR( M, N, N, U, LDU, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) IE = ITAU ITAUQ = IE + N ITAUP = ITAUQ + N IWORK = ITAUP + N * * Zero out below R in A * IF( N .GT. 1 ) THEN CALL DLASET( 'L', N-1, N-1, ZERO, ZERO, $ A( 2, 1 ), LDA ) END IF * * Bidiagonalize R in A * (Workspace: need 4*N, prefer 3*N + 2*N*NB) * CALL DGEBRD( N, N, A, LDA, S, WORK( IE ), $ WORK( ITAUQ ), WORK( ITAUP ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) * * Multiply Q in U by left vectors bidiagonalizing R * (Workspace: need 3*N + M, prefer 3*N + M*NB) * CALL DORMBR( 'Q', 'R', 'N', M, N, N, A, LDA, $ WORK( ITAUQ ), U, LDU, WORK( IWORK ), $ LWORK-IWORK+1, IERR ) * * Generate right vectors bidiagonalizing R in A * (Workspace: need 4*N-1, prefer 3*N + (N-1)*NB) * CALL DORGBR( 'P', N, N, N, A, LDA, WORK( ITAUP ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) IWORK = IE + N * * Perform bidiagonal QR iteration, computing left * singular vectors of A in U and computing right * singular vectors of A in A * (Workspace: need BDSPAC) * CALL DBDSQR( 'U', N, N, M, 0, S, WORK( IE ), A, $ LDA, U, LDU, DUM, 1, WORK( IWORK ), $ INFO ) * END IF * ELSE IF( WNTVAS ) THEN * * Path 6 (M much larger than N, JOBU='S', JOBVT='S' * or 'A') * N left singular vectors to be computed in U and * N right singular vectors to be computed in VT * IF( LWORK.GE.N*N+MAX( 4*N, BDSPAC ) ) THEN * * Sufficient workspace for a fast algorithm * IU = 1 IF( LWORK.GE.WRKBL+LDA*N ) THEN * * WORK(IU) is LDA by N * LDWRKU = LDA ELSE * * WORK(IU) is N by N * LDWRKU = N END IF ITAU = IU + LDWRKU*N IWORK = ITAU + N * * Compute A=Q*R * (Workspace: need N*N + 2*N, prefer N*N + N + N*NB) * CALL DGEQRF( M, N, A, LDA, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) * * Copy R to WORK(IU), zeroing out below it * CALL DLACPY( 'U', N, N, A, LDA, WORK( IU ), $ LDWRKU ) CALL DLASET( 'L', N-1, N-1, ZERO, ZERO, $ WORK( IU+1 ), LDWRKU ) * * Generate Q in A * (Workspace: need N*N + 2*N, prefer N*N + N + N*NB) * CALL DORGQR( M, N, N, A, LDA, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) IE = ITAU ITAUQ = IE + N ITAUP = ITAUQ + N IWORK = ITAUP + N * * Bidiagonalize R in WORK(IU), copying result to VT * (Workspace: need N*N + 4*N, prefer N*N + 3*N + 2*N*NB) * CALL DGEBRD( N, N, WORK( IU ), LDWRKU, S, $ WORK( IE ), WORK( ITAUQ ), $ WORK( ITAUP ), WORK( IWORK ), $ LWORK-IWORK+1, IERR ) CALL DLACPY( 'U', N, N, WORK( IU ), LDWRKU, VT, $ LDVT ) * * Generate left bidiagonalizing vectors in WORK(IU) * (Workspace: need N*N + 4*N, prefer N*N + 3*N + N*NB) * CALL DORGBR( 'Q', N, N, N, WORK( IU ), LDWRKU, $ WORK( ITAUQ ), WORK( IWORK ), $ LWORK-IWORK+1, IERR ) * * Generate right bidiagonalizing vectors in VT * (Workspace: need N*N + 4*N-1, * prefer N*N+3*N+(N-1)*NB) * CALL DORGBR( 'P', N, N, N, VT, LDVT, WORK( ITAUP ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) IWORK = IE + N * * Perform bidiagonal QR iteration, computing left * singular vectors of R in WORK(IU) and computing * right singular vectors of R in VT * (Workspace: need N*N + BDSPAC) * CALL DBDSQR( 'U', N, N, N, 0, S, WORK( IE ), VT, $ LDVT, WORK( IU ), LDWRKU, DUM, 1, $ WORK( IWORK ), INFO ) * * Multiply Q in A by left singular vectors of R in * WORK(IU), storing result in U * (Workspace: need N*N) * CALL DGEMM( 'N', 'N', M, N, N, ONE, A, LDA, $ WORK( IU ), LDWRKU, ZERO, U, LDU ) * ELSE * * Insufficient workspace for a fast algorithm * ITAU = 1 IWORK = ITAU + N * * Compute A=Q*R, copying result to U * (Workspace: need 2*N, prefer N + N*NB) * CALL DGEQRF( M, N, A, LDA, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) CALL DLACPY( 'L', M, N, A, LDA, U, LDU ) * * Generate Q in U * (Workspace: need 2*N, prefer N + N*NB) * CALL DORGQR( M, N, N, U, LDU, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) * * Copy R to VT, zeroing out below it * CALL DLACPY( 'U', N, N, A, LDA, VT, LDVT ) IF( N.GT.1 ) $ CALL DLASET( 'L', N-1, N-1, ZERO, ZERO, $ VT( 2, 1 ), LDVT ) IE = ITAU ITAUQ = IE + N ITAUP = ITAUQ + N IWORK = ITAUP + N * * Bidiagonalize R in VT * (Workspace: need 4*N, prefer 3*N + 2*N*NB) * CALL DGEBRD( N, N, VT, LDVT, S, WORK( IE ), $ WORK( ITAUQ ), WORK( ITAUP ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) * * Multiply Q in U by left bidiagonalizing vectors * in VT * (Workspace: need 3*N + M, prefer 3*N + M*NB) * CALL DORMBR( 'Q', 'R', 'N', M, N, N, VT, LDVT, $ WORK( ITAUQ ), U, LDU, WORK( IWORK ), $ LWORK-IWORK+1, IERR ) * * Generate right bidiagonalizing vectors in VT * (Workspace: need 4*N-1, prefer 3*N + (N-1)*NB) * CALL DORGBR( 'P', N, N, N, VT, LDVT, WORK( ITAUP ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) IWORK = IE + N * * Perform bidiagonal QR iteration, computing left * singular vectors of A in U and computing right * singular vectors of A in VT * (Workspace: need BDSPAC) * CALL DBDSQR( 'U', N, N, M, 0, S, WORK( IE ), VT, $ LDVT, U, LDU, DUM, 1, WORK( IWORK ), $ INFO ) * END IF * END IF * ELSE IF( WNTUA ) THEN * IF( WNTVN ) THEN * * Path 7 (M much larger than N, JOBU='A', JOBVT='N') * M left singular vectors to be computed in U and * no right singular vectors to be computed * IF( LWORK.GE.N*N+MAX( N+M, 4*N, BDSPAC ) ) THEN * * Sufficient workspace for a fast algorithm * IR = 1 IF( LWORK.GE.WRKBL+LDA*N ) THEN * * WORK(IR) is LDA by N * LDWRKR = LDA ELSE * * WORK(IR) is N by N * LDWRKR = N END IF ITAU = IR + LDWRKR*N IWORK = ITAU + N * * Compute A=Q*R, copying result to U * (Workspace: need N*N + 2*N, prefer N*N + N + N*NB) * CALL DGEQRF( M, N, A, LDA, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) CALL DLACPY( 'L', M, N, A, LDA, U, LDU ) * * 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 U * (Workspace: need N*N + N + M, prefer N*N + N + M*NB) * CALL DORGQR( M, M, N, U, LDU, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) IE = ITAU ITAUQ = IE + N ITAUP = ITAUQ + N IWORK = ITAUP + N * * Bidiagonalize R in WORK(IR) * (Workspace: need N*N + 4*N, prefer N*N + 3*N + 2*N*NB) * CALL DGEBRD( N, N, WORK( IR ), LDWRKR, S, $ WORK( IE ), WORK( ITAUQ ), $ WORK( ITAUP ), WORK( IWORK ), $ LWORK-IWORK+1, IERR ) * * Generate left bidiagonalizing vectors in WORK(IR) * (Workspace: need N*N + 4*N, prefer N*N + 3*N + N*NB) * CALL DORGBR( 'Q', N, N, N, WORK( IR ), LDWRKR, $ WORK( ITAUQ ), WORK( IWORK ), $ LWORK-IWORK+1, IERR ) IWORK = IE + N * * Perform bidiagonal QR iteration, computing left * singular vectors of R in WORK(IR) * (Workspace: need N*N + BDSPAC) * CALL DBDSQR( 'U', N, 0, N, 0, S, WORK( IE ), DUM, $ 1, WORK( IR ), LDWRKR, DUM, 1, $ WORK( IWORK ), INFO ) * * Multiply Q in U by left singular vectors of R in * WORK(IR), storing result in A * (Workspace: need N*N) * CALL DGEMM( 'N', 'N', M, N, N, ONE, U, LDU, $ WORK( IR ), LDWRKR, ZERO, A, LDA ) * * Copy left singular vectors of A from A to U * CALL DLACPY( 'F', M, N, A, LDA, U, LDU ) * ELSE * * Insufficient workspace for a fast algorithm * ITAU = 1 IWORK = ITAU + N * * Compute A=Q*R, copying result to U * (Workspace: need 2*N, prefer N + N*NB) * CALL DGEQRF( M, N, A, LDA, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) CALL DLACPY( 'L', M, N, A, LDA, U, LDU ) * * Generate Q in U * (Workspace: need N + M, prefer N + M*NB) * CALL DORGQR( M, M, N, U, LDU, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) IE = ITAU ITAUQ = IE + N ITAUP = ITAUQ + N IWORK = ITAUP + N * * Zero out below R in A * IF( N .GT. 1 ) THEN CALL DLASET( 'L', N-1, N-1, ZERO, ZERO, $ A( 2, 1 ), LDA ) END IF * * Bidiagonalize R in A * (Workspace: need 4*N, prefer 3*N + 2*N*NB) * CALL DGEBRD( N, N, A, LDA, S, WORK( IE ), $ WORK( ITAUQ ), WORK( ITAUP ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) * * Multiply Q in U by left bidiagonalizing vectors * in A * (Workspace: need 3*N + M, prefer 3*N + M*NB) * CALL DORMBR( 'Q', 'R', 'N', M, N, N, A, LDA, $ WORK( ITAUQ ), U, LDU, WORK( IWORK ), $ LWORK-IWORK+1, IERR ) IWORK = IE + N * * Perform bidiagonal QR iteration, computing left * singular vectors of A in U * (Workspace: need BDSPAC) * CALL DBDSQR( 'U', N, 0, M, 0, S, WORK( IE ), DUM, $ 1, U, LDU, DUM, 1, WORK( IWORK ), $ INFO ) * END IF * ELSE IF( WNTVO ) THEN * * Path 8 (M much larger than N, JOBU='A', JOBVT='O') * M left singular vectors to be computed in U and * N right singular vectors to be overwritten on A * IF( LWORK.GE.2*N*N+MAX( N+M, 4*N, BDSPAC ) ) THEN * * Sufficient workspace for a fast algorithm * IU = 1 IF( LWORK.GE.WRKBL+2*LDA*N ) THEN * * WORK(IU) is LDA by N and WORK(IR) is LDA by N * LDWRKU = LDA IR = IU + LDWRKU*N LDWRKR = LDA ELSE IF( LWORK.GE.WRKBL+( LDA + N )*N ) THEN * * WORK(IU) is LDA by N and WORK(IR) is N by N * LDWRKU = LDA IR = IU + LDWRKU*N LDWRKR = N ELSE * * WORK(IU) is N by N and WORK(IR) is N by N * LDWRKU = N IR = IU + LDWRKU*N LDWRKR = N END IF ITAU = IR + LDWRKR*N IWORK = ITAU + N * * Compute A=Q*R, copying result to U * (Workspace: need 2*N*N + 2*N, prefer 2*N*N + N + N*NB) * CALL DGEQRF( M, N, A, LDA, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) CALL DLACPY( 'L', M, N, A, LDA, U, LDU ) * * Generate Q in U * (Workspace: need 2*N*N + N + M, prefer 2*N*N + N + M*NB) * CALL DORGQR( M, M, N, U, LDU, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) * * Copy R to WORK(IU), zeroing out below it * CALL DLACPY( 'U', N, N, A, LDA, WORK( IU ), $ LDWRKU ) CALL DLASET( 'L', N-1, N-1, ZERO, ZERO, $ WORK( IU+1 ), LDWRKU ) IE = ITAU ITAUQ = IE + N ITAUP = ITAUQ + N IWORK = ITAUP + N * * Bidiagonalize R in WORK(IU), copying result to * WORK(IR) * (Workspace: need 2*N*N + 4*N, * prefer 2*N*N+3*N+2*N*NB) * CALL DGEBRD( N, N, WORK( IU ), LDWRKU, S, $ WORK( IE ), WORK( ITAUQ ), $ WORK( ITAUP ), WORK( IWORK ), $ LWORK-IWORK+1, IERR ) CALL DLACPY( 'U', N, N, WORK( IU ), LDWRKU, $ WORK( IR ), LDWRKR ) * * Generate left bidiagonalizing vectors in WORK(IU) * (Workspace: need 2*N*N + 4*N, prefer 2*N*N + 3*N + N*NB) * CALL DORGBR( 'Q', N, N, N, WORK( IU ), LDWRKU, $ WORK( ITAUQ ), WORK( IWORK ), $ LWORK-IWORK+1, IERR ) * * Generate right bidiagonalizing vectors in WORK(IR) * (Workspace: need 2*N*N + 4*N-1, * prefer 2*N*N+3*N+(N-1)*NB) * CALL DORGBR( 'P', N, N, N, WORK( IR ), LDWRKR, $ WORK( ITAUP ), WORK( IWORK ), $ LWORK-IWORK+1, IERR ) IWORK = IE + N * * Perform bidiagonal QR iteration, computing left * singular vectors of R in WORK(IU) and computing * right singular vectors of R in WORK(IR) * (Workspace: need 2*N*N + BDSPAC) * CALL DBDSQR( 'U', N, N, N, 0, S, WORK( IE ), $ WORK( IR ), LDWRKR, WORK( IU ), $ LDWRKU, DUM, 1, WORK( IWORK ), INFO ) * * Multiply Q in U by left singular vectors of R in * WORK(IU), storing result in A * (Workspace: need N*N) * 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 ) * * Copy right singular vectors of R from WORK(IR) to A * CALL DLACPY( 'F', N, N, WORK( IR ), LDWRKR, A, $ LDA ) * ELSE * * Insufficient workspace for a fast algorithm * ITAU = 1 IWORK = ITAU + N * * Compute A=Q*R, copying result to U * (Workspace: need 2*N, prefer N + N*NB) * CALL DGEQRF( M, N, A, LDA, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) CALL DLACPY( 'L', M, N, A, LDA, U, LDU ) * * Generate Q in U * (Workspace: need N + M, prefer N + M*NB) * CALL DORGQR( M, M, N, U, LDU, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) IE = ITAU ITAUQ = IE + N ITAUP = ITAUQ + N IWORK = ITAUP + N * * Zero out below R in A * IF( N .GT. 1 ) THEN CALL DLASET( 'L', N-1, N-1, ZERO, ZERO, $ A( 2, 1 ), LDA ) END IF * * Bidiagonalize R in A * (Workspace: need 4*N, prefer 3*N + 2*N*NB) * CALL DGEBRD( N, N, A, LDA, S, WORK( IE ), $ WORK( ITAUQ ), WORK( ITAUP ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) * * Multiply Q in U by left bidiagonalizing vectors * in A * (Workspace: need 3*N + M, prefer 3*N + M*NB) * CALL DORMBR( 'Q', 'R', 'N', M, N, N, A, LDA, $ WORK( ITAUQ ), U, LDU, WORK( IWORK ), $ LWORK-IWORK+1, IERR ) * * Generate right bidiagonalizing vectors in A * (Workspace: need 4*N-1, prefer 3*N + (N-1)*NB) * CALL DORGBR( 'P', N, N, N, A, LDA, WORK( ITAUP ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) IWORK = IE + N * * Perform bidiagonal QR iteration, computing left * singular vectors of A in U and computing right * singular vectors of A in A * (Workspace: need BDSPAC) * CALL DBDSQR( 'U', N, N, M, 0, S, WORK( IE ), A, $ LDA, U, LDU, DUM, 1, WORK( IWORK ), $ INFO ) * END IF * ELSE IF( WNTVAS ) THEN * * Path 9 (M much larger than N, JOBU='A', JOBVT='S' * or 'A') * M left singular vectors to be computed in U and * N right singular vectors to be computed in VT * IF( LWORK.GE.N*N+MAX( N+M, 4*N, BDSPAC ) ) THEN * * Sufficient workspace for a fast algorithm * IU = 1 IF( LWORK.GE.WRKBL+LDA*N ) THEN * * WORK(IU) is LDA by N * LDWRKU = LDA ELSE * * WORK(IU) is N by N * LDWRKU = N END IF ITAU = IU + LDWRKU*N IWORK = ITAU + N * * Compute A=Q*R, copying result to U * (Workspace: need N*N + 2*N, prefer N*N + N + N*NB) * CALL DGEQRF( M, N, A, LDA, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) CALL DLACPY( 'L', M, N, A, LDA, U, LDU ) * * Generate Q in U * (Workspace: need N*N + N + M, prefer N*N + N + M*NB) * CALL DORGQR( M, M, N, U, LDU, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) * * Copy R to WORK(IU), zeroing out below it * CALL DLACPY( 'U', N, N, A, LDA, WORK( IU ), $ LDWRKU ) CALL DLASET( 'L', N-1, N-1, ZERO, ZERO, $ WORK( IU+1 ), LDWRKU ) IE = ITAU ITAUQ = IE + N ITAUP = ITAUQ + N IWORK = ITAUP + N * * Bidiagonalize R in WORK(IU), copying result to VT * (Workspace: need N*N + 4*N, prefer N*N + 3*N + 2*N*NB) * CALL DGEBRD( N, N, WORK( IU ), LDWRKU, S, $ WORK( IE ), WORK( ITAUQ ), $ WORK( ITAUP ), WORK( IWORK ), $ LWORK-IWORK+1, IERR ) CALL DLACPY( 'U', N, N, WORK( IU ), LDWRKU, VT, $ LDVT ) * * Generate left bidiagonalizing vectors in WORK(IU) * (Workspace: need N*N + 4*N, prefer N*N + 3*N + N*NB) * CALL DORGBR( 'Q', N, N, N, WORK( IU ), LDWRKU, $ WORK( ITAUQ ), WORK( IWORK ), $ LWORK-IWORK+1, IERR ) * * Generate right bidiagonalizing vectors in VT * (Workspace: need N*N + 4*N-1, * prefer N*N+3*N+(N-1)*NB) * CALL DORGBR( 'P', N, N, N, VT, LDVT, WORK( ITAUP ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) IWORK = IE + N * * Perform bidiagonal QR iteration, computing left * singular vectors of R in WORK(IU) and computing * right singular vectors of R in VT * (Workspace: need N*N + BDSPAC) * CALL DBDSQR( 'U', N, N, N, 0, S, WORK( IE ), VT, $ LDVT, WORK( IU ), LDWRKU, DUM, 1, $ WORK( IWORK ), INFO ) * * Multiply Q in U by left singular vectors of R in * WORK(IU), storing result in A * (Workspace: need N*N) * 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 ) * ELSE * * Insufficient workspace for a fast algorithm * ITAU = 1 IWORK = ITAU + N * * Compute A=Q*R, copying result to U * (Workspace: need 2*N, prefer N + N*NB) * CALL DGEQRF( M, N, A, LDA, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) CALL DLACPY( 'L', M, N, A, LDA, U, LDU ) * * Generate Q in U * (Workspace: need N + M, prefer N + M*NB) * CALL DORGQR( M, M, N, U, LDU, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) * * Copy R from A to VT, zeroing out below it * CALL DLACPY( 'U', N, N, A, LDA, VT, LDVT ) IF( N.GT.1 ) $ CALL DLASET( 'L', N-1, N-1, ZERO, ZERO, $ VT( 2, 1 ), LDVT ) IE = ITAU ITAUQ = IE + N ITAUP = ITAUQ + N IWORK = ITAUP + N * * Bidiagonalize R in VT * (Workspace: need 4*N, prefer 3*N + 2*N*NB) * CALL DGEBRD( N, N, VT, LDVT, S, WORK( IE ), $ WORK( ITAUQ ), WORK( ITAUP ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) * * Multiply Q in U by left bidiagonalizing vectors * in VT * (Workspace: need 3*N + M, prefer 3*N + M*NB) * CALL DORMBR( 'Q', 'R', 'N', M, N, N, VT, LDVT, $ WORK( ITAUQ ), U, LDU, WORK( IWORK ), $ LWORK-IWORK+1, IERR ) * * Generate right bidiagonalizing vectors in VT * (Workspace: need 4*N-1, prefer 3*N + (N-1)*NB) * CALL DORGBR( 'P', N, N, N, VT, LDVT, WORK( ITAUP ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) IWORK = IE + N * * Perform bidiagonal QR iteration, computing left * singular vectors of A in U and computing right * singular vectors of A in VT * (Workspace: need BDSPAC) * CALL DBDSQR( 'U', N, N, M, 0, S, WORK( IE ), VT, $ LDVT, U, LDU, DUM, 1, WORK( IWORK ), $ INFO ) * END IF * END IF * END IF * ELSE * * M .LT. MNTHR * * Path 10 (M at least N, but not much larger) * Reduce to bidiagonal form without QR decomposition * IE = 1 ITAUQ = IE + N ITAUP = ITAUQ + N IWORK = ITAUP + N * * Bidiagonalize A * (Workspace: need 3*N + M, prefer 3*N + (M + N)*NB) * CALL DGEBRD( M, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ), $ WORK( ITAUP ), WORK( IWORK ), LWORK-IWORK+1, $ IERR ) IF( WNTUAS ) THEN * * If left singular vectors desired in U, copy result to U * and generate left bidiagonalizing vectors in U * (Workspace: need 3*N + NCU, prefer 3*N + NCU*NB) * CALL DLACPY( 'L', M, N, A, LDA, U, LDU ) IF( WNTUS ) $ NCU = N IF( WNTUA ) $ NCU = M CALL DORGBR( 'Q', M, NCU, N, U, LDU, WORK( ITAUQ ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) END IF IF( WNTVAS ) THEN * * If right singular vectors desired in VT, copy result to * VT and generate right bidiagonalizing vectors in VT * (Workspace: need 4*N-1, prefer 3*N + (N-1)*NB) * CALL DLACPY( 'U', N, N, A, LDA, VT, LDVT ) CALL DORGBR( 'P', N, N, N, VT, LDVT, WORK( ITAUP ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) END IF IF( WNTUO ) THEN * * If left singular vectors desired in A, generate left * bidiagonalizing vectors in A * (Workspace: need 4*N, prefer 3*N + N*NB) * CALL DORGBR( 'Q', M, N, N, A, LDA, WORK( ITAUQ ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) END IF IF( WNTVO ) THEN * * If right singular vectors desired in A, generate right * bidiagonalizing vectors in A * (Workspace: need 4*N-1, prefer 3*N + (N-1)*NB) * CALL DORGBR( 'P', N, N, N, A, LDA, WORK( ITAUP ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) END IF IWORK = IE + N IF( WNTUAS .OR. WNTUO ) $ NRU = M IF( WNTUN ) $ NRU = 0 IF( WNTVAS .OR. WNTVO ) $ NCVT = N IF( WNTVN ) $ NCVT = 0 IF( ( .NOT.WNTUO ) .AND. ( .NOT.WNTVO ) ) THEN * * Perform bidiagonal QR iteration, if desired, computing * left singular vectors in U and computing right singular * vectors in VT * (Workspace: need BDSPAC) * CALL DBDSQR( 'U', N, NCVT, NRU, 0, S, WORK( IE ), VT, $ LDVT, U, LDU, DUM, 1, WORK( IWORK ), INFO ) ELSE IF( ( .NOT.WNTUO ) .AND. WNTVO ) THEN * * Perform bidiagonal QR iteration, if desired, computing * left singular vectors in U and computing right singular * vectors in A * (Workspace: need BDSPAC) * CALL DBDSQR( 'U', N, NCVT, NRU, 0, S, WORK( IE ), A, LDA, $ U, LDU, DUM, 1, WORK( IWORK ), INFO ) ELSE * * Perform bidiagonal QR iteration, if desired, computing * left singular vectors in A and computing right singular * vectors in VT * (Workspace: need BDSPAC) * CALL DBDSQR( 'U', N, NCVT, NRU, 0, S, WORK( IE ), VT, $ LDVT, A, LDA, DUM, 1, WORK( IWORK ), INFO ) END IF * END IF * ELSE * * A has more columns than rows. If A has sufficiently more * columns than rows, first reduce using the LQ decomposition (if * sufficient workspace available) * IF( N.GE.MNTHR ) THEN * IF( WNTVN ) THEN * * Path 1t(N much larger than M, JOBVT='N') * No right singular vectors to be computed * ITAU = 1 IWORK = ITAU + M * * Compute A=L*Q * (Workspace: need 2*M, prefer M + M*NB) * CALL DGELQF( M, N, A, LDA, WORK( ITAU ), WORK( IWORK ), $ LWORK-IWORK+1, IERR ) * * Zero out above L * CALL DLASET( 'U', M-1, M-1, ZERO, ZERO, A( 1, 2 ), LDA ) IE = 1 ITAUQ = IE + M ITAUP = ITAUQ + M IWORK = ITAUP + M * * Bidiagonalize L in A * (Workspace: need 4*M, prefer 3*M + 2*M*NB) * CALL DGEBRD( M, M, A, LDA, S, WORK( IE ), WORK( ITAUQ ), $ WORK( ITAUP ), WORK( IWORK ), LWORK-IWORK+1, $ IERR ) IF( WNTUO .OR. WNTUAS ) THEN * * If left singular vectors desired, generate Q * (Workspace: need 4*M, prefer 3*M + M*NB) * CALL DORGBR( 'Q', M, M, M, A, LDA, WORK( ITAUQ ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) END IF IWORK = IE + M NRU = 0 IF( WNTUO .OR. WNTUAS ) $ NRU = M * * Perform bidiagonal QR iteration, computing left singular * vectors of A in A if desired * (Workspace: need BDSPAC) * CALL DBDSQR( 'U', M, 0, NRU, 0, S, WORK( IE ), DUM, 1, A, $ LDA, DUM, 1, WORK( IWORK ), INFO ) * * If left singular vectors desired in U, copy them there * IF( WNTUAS ) $ CALL DLACPY( 'F', M, M, A, LDA, U, LDU ) * ELSE IF( WNTVO .AND. WNTUN ) THEN * * Path 2t(N much larger than M, JOBU='N', JOBVT='O') * M right singular vectors to be overwritten on A and * no left singular vectors to be computed * IF( LWORK.GE.M*M+MAX( 4*M, BDSPAC ) ) THEN * * Sufficient workspace for a fast algorithm * IR = 1 IF( LWORK.GE.MAX( WRKBL, LDA*N + M ) + LDA*M ) THEN * * WORK(IU) is LDA by N and WORK(IR) is LDA by M * LDWRKU = LDA CHUNK = N LDWRKR = LDA ELSE IF( LWORK.GE.MAX( WRKBL, LDA*N + M ) + M*M ) THEN * * WORK(IU) is LDA by N and WORK(IR) is M by M * LDWRKU = LDA CHUNK = N LDWRKR = M ELSE * * WORK(IU) is M by CHUNK and WORK(IR) is M by M * LDWRKU = M CHUNK = ( LWORK-M*M-M ) / M LDWRKR = M END IF ITAU = IR + LDWRKR*M IWORK = ITAU + M * * Compute A=L*Q * (Workspace: need M*M + 2*M, prefer M*M + M + M*NB) * CALL DGELQF( M, N, A, LDA, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) * * Copy L to WORK(IR) and zero out above it * CALL DLACPY( 'L', M, M, A, LDA, WORK( IR ), LDWRKR ) CALL DLASET( 'U', M-1, M-1, ZERO, ZERO, $ WORK( IR+LDWRKR ), LDWRKR ) * * Generate Q in A * (Workspace: need M*M + 2*M, prefer M*M + M + M*NB) * CALL DORGLQ( M, N, M, A, LDA, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) IE = ITAU ITAUQ = IE + M ITAUP = ITAUQ + M IWORK = ITAUP + M * * Bidiagonalize L in WORK(IR) * (Workspace: need M*M + 4*M, prefer M*M + 3*M + 2*M*NB) * CALL DGEBRD( M, M, WORK( IR ), LDWRKR, S, WORK( IE ), $ WORK( ITAUQ ), WORK( ITAUP ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) * * Generate right vectors bidiagonalizing L * (Workspace: need M*M + 4*M-1, prefer M*M + 3*M + (M-1)*NB) * CALL DORGBR( 'P', M, M, M, WORK( IR ), LDWRKR, $ WORK( ITAUP ), WORK( IWORK ), $ LWORK-IWORK+1, IERR ) IWORK = IE + M * * Perform bidiagonal QR iteration, computing right * singular vectors of L in WORK(IR) * (Workspace: need M*M + BDSPAC) * CALL DBDSQR( 'U', M, M, 0, 0, S, WORK( IE ), $ WORK( IR ), LDWRKR, DUM, 1, DUM, 1, $ WORK( IWORK ), INFO ) IU = IE + M * * Multiply right singular vectors of L in WORK(IR) by Q * in A, storing result in WORK(IU) and copying to A * (Workspace: need M*M + 2*M, prefer M*M + M*N + M) * DO 30 I = 1, N, CHUNK BLK = MIN( N-I+1, CHUNK ) CALL DGEMM( 'N', 'N', M, BLK, M, ONE, WORK( IR ), $ LDWRKR, A( 1, I ), LDA, ZERO, $ WORK( IU ), LDWRKU ) CALL DLACPY( 'F', M, BLK, WORK( IU ), LDWRKU, $ A( 1, I ), LDA ) 30 CONTINUE * ELSE * * Insufficient workspace for a fast algorithm * IE = 1 ITAUQ = IE + M ITAUP = ITAUQ + M IWORK = ITAUP + M * * Bidiagonalize A * (Workspace: need 3*M + N, prefer 3*M + (M + N)*NB) * CALL DGEBRD( M, N, A, LDA, S, WORK( IE ), $ WORK( ITAUQ ), WORK( ITAUP ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) * * Generate right vectors bidiagonalizing A * (Workspace: need 4*M, prefer 3*M + M*NB) * CALL DORGBR( 'P', M, N, M, A, LDA, WORK( ITAUP ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) IWORK = IE + M * * Perform bidiagonal QR iteration, computing right * singular vectors of A in A * (Workspace: need BDSPAC) * CALL DBDSQR( 'L', M, N, 0, 0, S, WORK( IE ), A, LDA, $ DUM, 1, DUM, 1, WORK( IWORK ), INFO ) * END IF * ELSE IF( WNTVO .AND. WNTUAS ) THEN * * Path 3t(N much larger than M, JOBU='S' or 'A', JOBVT='O') * M right singular vectors to be overwritten on A and * M left singular vectors to be computed in U * IF( LWORK.GE.M*M+MAX( 4*M, BDSPAC ) ) THEN * * Sufficient workspace for a fast algorithm * IR = 1 IF( LWORK.GE.MAX( WRKBL, LDA*N + M ) + LDA*M ) THEN * * WORK(IU) is LDA by N and WORK(IR) is LDA by M * LDWRKU = LDA CHUNK = N LDWRKR = LDA ELSE IF( LWORK.GE.MAX( WRKBL, LDA*N + M ) + M*M ) THEN * * WORK(IU) is LDA by N and WORK(IR) is M by M * LDWRKU = LDA CHUNK = N LDWRKR = M ELSE * * WORK(IU) is M by CHUNK and WORK(IR) is M by M * LDWRKU = M CHUNK = ( LWORK-M*M-M ) / M LDWRKR = M END IF ITAU = IR + LDWRKR*M IWORK = ITAU + M * * Compute A=L*Q * (Workspace: need M*M + 2*M, prefer M*M + M + M*NB) * CALL DGELQF( M, N, A, LDA, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) * * Copy L to U, zeroing about above it * CALL DLACPY( 'L', M, M, A, LDA, U, LDU ) CALL DLASET( 'U', M-1, M-1, ZERO, ZERO, U( 1, 2 ), $ LDU ) * * Generate Q in A * (Workspace: need M*M + 2*M, prefer M*M + M + M*NB) * CALL DORGLQ( M, N, M, A, LDA, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) IE = ITAU ITAUQ = IE + M ITAUP = ITAUQ + M IWORK = ITAUP + M * * Bidiagonalize L in U, copying result to WORK(IR) * (Workspace: need M*M + 4*M, prefer M*M + 3*M + 2*M*NB) * CALL DGEBRD( M, M, U, LDU, S, WORK( IE ), $ WORK( ITAUQ ), WORK( ITAUP ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) CALL DLACPY( 'U', M, M, U, LDU, WORK( IR ), LDWRKR ) * * Generate right vectors bidiagonalizing L in WORK(IR) * (Workspace: need M*M + 4*M-1, prefer M*M + 3*M + (M-1)*NB) * CALL DORGBR( 'P', M, M, M, WORK( IR ), LDWRKR, $ WORK( ITAUP ), WORK( IWORK ), $ LWORK-IWORK+1, IERR ) * * Generate left vectors bidiagonalizing L in U * (Workspace: need M*M + 4*M, prefer M*M + 3*M + M*NB) * CALL DORGBR( 'Q', M, M, M, U, LDU, WORK( ITAUQ ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) IWORK = IE + M * * Perform bidiagonal QR iteration, computing left * singular vectors of L in U, and computing right * singular vectors of L in WORK(IR) * (Workspace: need M*M + BDSPAC) * CALL DBDSQR( 'U', M, M, M, 0, S, WORK( IE ), $ WORK( IR ), LDWRKR, U, LDU, DUM, 1, $ WORK( IWORK ), INFO ) IU = IE + M * * Multiply right singular vectors of L in WORK(IR) by Q * in A, storing result in WORK(IU) and copying to A * (Workspace: need M*M + 2*M, prefer M*M + M*N + M)) * DO 40 I = 1, N, CHUNK BLK = MIN( N-I+1, CHUNK ) CALL DGEMM( 'N', 'N', M, BLK, M, ONE, WORK( IR ), $ LDWRKR, A( 1, I ), LDA, ZERO, $ WORK( IU ), LDWRKU ) CALL DLACPY( 'F', M, BLK, WORK( IU ), LDWRKU, $ A( 1, I ), LDA ) 40 CONTINUE * ELSE * * Insufficient workspace for a fast algorithm * ITAU = 1 IWORK = ITAU + M * * Compute A=L*Q * (Workspace: need 2*M, prefer M + M*NB) * CALL DGELQF( M, N, A, LDA, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) * * Copy L to U, zeroing out above it * CALL DLACPY( 'L', M, M, A, LDA, U, LDU ) CALL DLASET( 'U', M-1, M-1, ZERO, ZERO, U( 1, 2 ), $ LDU ) * * Generate Q in A * (Workspace: need 2*M, prefer M + M*NB) * CALL DORGLQ( M, N, M, A, LDA, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) IE = ITAU ITAUQ = IE + M ITAUP = ITAUQ + M IWORK = ITAUP + M * * Bidiagonalize L in U * (Workspace: need 4*M, prefer 3*M + 2*M*NB) * CALL DGEBRD( M, M, U, LDU, S, WORK( IE ), $ WORK( ITAUQ ), WORK( ITAUP ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) * * Multiply right vectors bidiagonalizing L by Q in A * (Workspace: need 3*M + N, prefer 3*M + N*NB) * CALL DORMBR( 'P', 'L', 'T', M, N, M, U, LDU, $ WORK( ITAUP ), A, LDA, WORK( IWORK ), $ LWORK-IWORK+1, IERR ) * * Generate left vectors bidiagonalizing L in U * (Workspace: need 4*M, prefer 3*M + M*NB) * CALL DORGBR( 'Q', M, M, M, U, LDU, WORK( ITAUQ ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) IWORK = IE + M * * Perform bidiagonal QR iteration, computing left * singular vectors of A in U and computing right * singular vectors of A in A * (Workspace: need BDSPAC) * CALL DBDSQR( 'U', M, N, M, 0, S, WORK( IE ), A, LDA, $ U, LDU, DUM, 1, WORK( IWORK ), INFO ) * END IF * ELSE IF( WNTVS ) THEN * IF( WNTUN ) THEN * * Path 4t(N much larger than M, JOBU='N', JOBVT='S') * M right singular vectors to be computed in VT and * no left singular vectors to be computed * IF( LWORK.GE.M*M+MAX( 4*M, BDSPAC ) ) THEN * * Sufficient workspace for a fast algorithm * IR = 1 IF( LWORK.GE.WRKBL+LDA*M ) THEN * * WORK(IR) is LDA by M * LDWRKR = LDA ELSE * * WORK(IR) is M by M * LDWRKR = M END IF ITAU = IR + LDWRKR*M IWORK = ITAU + M * * Compute A=L*Q * (Workspace: need M*M + 2*M, prefer M*M + M + M*NB) * CALL DGELQF( M, N, A, LDA, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) * * Copy L to WORK(IR), zeroing out above it * CALL DLACPY( 'L', M, M, A, LDA, WORK( IR ), $ LDWRKR ) CALL DLASET( 'U', M-1, M-1, ZERO, ZERO, $ WORK( IR+LDWRKR ), LDWRKR ) * * Generate Q in A * (Workspace: need M*M + 2*M, prefer M*M + M + M*NB) * CALL DORGLQ( M, N, M, A, LDA, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) IE = ITAU ITAUQ = IE + M ITAUP = ITAUQ + M IWORK = ITAUP + M * * Bidiagonalize L in WORK(IR) * (Workspace: need M*M + 4*M, prefer M*M + 3*M + 2*M*NB) * CALL DGEBRD( M, M, WORK( IR ), LDWRKR, S, $ WORK( IE ), WORK( ITAUQ ), $ WORK( ITAUP ), WORK( IWORK ), $ LWORK-IWORK+1, IERR ) * * Generate right vectors bidiagonalizing L in * WORK(IR) * (Workspace: need M*M + 4*M, prefer M*M + 3*M + (M-1)*NB) * CALL DORGBR( 'P', M, M, M, WORK( IR ), LDWRKR, $ WORK( ITAUP ), WORK( IWORK ), $ LWORK-IWORK+1, IERR ) IWORK = IE + M * * Perform bidiagonal QR iteration, computing right * singular vectors of L in WORK(IR) * (Workspace: need M*M + BDSPAC) * CALL DBDSQR( 'U', M, M, 0, 0, S, WORK( IE ), $ WORK( IR ), LDWRKR, DUM, 1, DUM, 1, $ WORK( IWORK ), INFO ) * * Multiply right singular vectors of L in WORK(IR) by * Q in A, storing result in VT * (Workspace: need M*M) * CALL DGEMM( 'N', 'N', M, N, M, ONE, WORK( IR ), $ LDWRKR, A, LDA, ZERO, VT, LDVT ) * ELSE * * Insufficient workspace for a fast algorithm * ITAU = 1 IWORK = ITAU + M * * Compute A=L*Q * (Workspace: need 2*M, prefer M + M*NB) * CALL DGELQF( M, N, A, LDA, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) * * Copy result to VT * CALL DLACPY( 'U', M, N, A, LDA, VT, LDVT ) * * Generate Q in VT * (Workspace: need 2*M, prefer M + M*NB) * CALL DORGLQ( M, N, M, VT, LDVT, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) IE = ITAU ITAUQ = IE + M ITAUP = ITAUQ + M IWORK = ITAUP + M * * Zero out above L in A * CALL DLASET( 'U', M-1, M-1, ZERO, ZERO, A( 1, 2 ), $ LDA ) * * Bidiagonalize L in A * (Workspace: need 4*M, prefer 3*M + 2*M*NB) * CALL DGEBRD( M, M, A, LDA, S, WORK( IE ), $ WORK( ITAUQ ), WORK( ITAUP ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) * * Multiply right vectors bidiagonalizing L by Q in VT * (Workspace: need 3*M + N, prefer 3*M + N*NB) * CALL DORMBR( 'P', 'L', 'T', M, N, M, A, LDA, $ WORK( ITAUP ), VT, LDVT, $ WORK( IWORK ), LWORK-IWORK+1, IERR ) IWORK = IE + M * * Perform bidiagonal QR iteration, computing right * singular vectors of A in VT * (Workspace: need BDSPAC) * CALL DBDSQR( 'U', M, N, 0, 0, S, WORK( IE ), VT, $ LDVT, DUM, 1, DUM, 1, WORK( IWORK ), $ INFO ) * END IF * ELSE IF( WNTUO ) THEN * * Path 5t(N much larger than M, JOBU='O', JOBVT='S') * M right singular vectors to be computed in VT and * M left singular vectors to be overwritten on A * IF( LWORK.GE.2*M*M+MAX( 4*M, BDSPAC ) ) THEN * * Sufficient workspace for a fast algorithm * IU = 1 IF( LWORK.GE.WRKBL+2*LDA*M ) THEN * * WORK(IU) is LDA by M and WORK(IR) is LDA by M * LDWRKU = LDA IR = IU + LDWRKU*M LDWRKR = LDA ELSE IF( LWORK.GE.WRKBL+( LDA + M )*M ) THEN * * WORK(IU) is LDA by M and WORK(IR) is M by M * LDWRKU = LDA IR = IU + LDWRKU*M LDWRKR = M ELSE * * WORK(IU) is M by M and WORK(IR) is M by M * LDWRKU = M IR = IU + LDWRKU*M LDWRKR = M END IF ITAU = IR + LDWRKR*M IWORK = ITAU + M * * Compute A=L*Q * (Workspace: need 2*M*M + 2*M, prefer 2*M*M + M + M*NB) * CALL DGELQF( M, N, A, LDA, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) * * Copy L to WORK(IU), zeroing out below it * CALL DLACPY( 'L', M, M, A, LDA, WORK( IU ), $ LDWRKU ) CALL DLASET( 'U', M-1, M-1, ZERO, ZERO, $ WORK( IU+LDWRKU ), LDWRKU ) * * Generate Q in A * (Workspace: need 2*M*M + 2*M, prefer 2*M*M + M + M*NB) * CALL DORGLQ( M, N, M, A, LDA, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) IE = ITAU ITAUQ = IE + M ITAUP = ITAUQ + M IWORK = ITAUP + M * * Bidiagonalize L in WORK(IU), copying result to * WORK(IR) * (Workspace: need 2*M*M + 4*M, * prefer 2*M*M+3*M+2*M*NB) * CALL DGEBRD( M, M, WORK( IU ), LDWRKU, S, $ WORK( IE ), WORK( ITAUQ ), $ WORK( ITAUP ), WORK( IWORK ), $ LWORK-IWORK+1, IERR ) CALL DLACPY( 'L', M, M, WORK( IU ), LDWRKU, $ WORK( IR ), LDWRKR ) * * Generate right bidiagonalizing vectors in WORK(IU) * (Workspace: need 2*M*M + 4*M-1, * prefer 2*M*M+3*M+(M-1)*NB) * CALL DORGBR( 'P', M, M, M, WORK( IU ), LDWRKU, $ WORK( ITAUP ), WORK( IWORK ), $ LWORK-IWORK+1, IERR ) * * Generate left bidiagonalizing vectors in WORK(IR) * (Workspace: need 2*M*M + 4*M, prefer 2*M*M + 3*M + M*NB) * CALL DORGBR( 'Q', M, M, M, WORK( IR ), LDWRKR, $ WORK( ITAUQ ), WORK( IWORK ), $ LWORK-IWORK+1, IERR ) IWORK = IE + M * * Perform bidiagonal QR iteration, computing left * singular vectors of L in WORK(IR) and computing * right singular vectors of L in WORK(IU) * (Workspace: need 2*M*M + BDSPAC) * CALL DBDSQR( 'U', M, M, M, 0, S, WORK( IE ), $ WORK( IU ), LDWRKU, WORK( IR ), $ LDWRKR, DUM, 1, WORK( IWORK ), INFO ) * * Multiply right singular vectors of L in WORK(IU) by * Q in A, storing result in VT * (Workspace: need M*M) * CALL DGEMM( 'N', 'N', M, N, M, ONE, WORK( IU ), $ LDWRKU, A, LDA, ZERO, VT, LDVT ) * * Copy left singular vectors of L to A * (Workspace: need M*M) * CALL DLACPY( 'F', M, M, WORK( IR ), LDWRKR, A, $ LDA ) * ELSE * * Insufficient workspace for a fast algorithm * ITAU = 1 IWORK = ITAU + M * * Compute A=L*Q, copying result to VT * (Workspace: need 2*M, prefer M + M*NB) * CALL DGELQF( M, N, A, LDA, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) CALL DLACPY( 'U', M, N, A, LDA, VT, LDVT ) * * Generate Q in VT * (Workspace: need 2*M, prefer M + M*NB) * CALL DORGLQ( M, N, M, VT, LDVT, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) IE = ITAU ITAUQ = IE + M ITAUP = ITAUQ + M IWORK = ITAUP + M * * Zero out above L in A * CALL DLASET( 'U', M-1, M-1, ZERO, ZERO, A( 1, 2 ), $ LDA ) * * Bidiagonalize L in A * (Workspace: need 4*M, prefer 3*M + 2*M*NB) * CALL DGEBRD( M, M, A, LDA, S, WORK( IE ), $ WORK( ITAUQ ), WORK( ITAUP ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) * * Multiply right vectors bidiagonalizing L by Q in VT * (Workspace: need 3*M + N, prefer 3*M + N*NB) * CALL DORMBR( 'P', 'L', 'T', M, N, M, A, LDA, $ WORK( ITAUP ), VT, LDVT, $ WORK( IWORK ), LWORK-IWORK+1, IERR ) * * Generate left bidiagonalizing vectors of L in A * (Workspace: need 4*M, prefer 3*M + M*NB) * CALL DORGBR( 'Q', M, M, M, A, LDA, WORK( ITAUQ ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) IWORK = IE + M * * Perform bidiagonal QR iteration, compute left * singular vectors of A in A and compute right * singular vectors of A in VT * (Workspace: need BDSPAC) * CALL DBDSQR( 'U', M, N, M, 0, S, WORK( IE ), VT, $ LDVT, A, LDA, DUM, 1, WORK( IWORK ), $ INFO ) * END IF * ELSE IF( WNTUAS ) THEN * * Path 6t(N much larger than M, JOBU='S' or 'A', * JOBVT='S') * M right singular vectors to be computed in VT and * M left singular vectors to be computed in U * IF( LWORK.GE.M*M+MAX( 4*M, BDSPAC ) ) THEN * * Sufficient workspace for a fast algorithm * IU = 1 IF( LWORK.GE.WRKBL+LDA*M ) THEN * * WORK(IU) is LDA by N * LDWRKU = LDA ELSE * * WORK(IU) is LDA by M * LDWRKU = M END IF ITAU = IU + LDWRKU*M IWORK = ITAU + M * * Compute A=L*Q * (Workspace: need M*M + 2*M, prefer M*M + M + M*NB) * CALL DGELQF( M, N, A, LDA, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) * * Copy L to WORK(IU), zeroing out above it * CALL DLACPY( 'L', M, M, A, LDA, WORK( IU ), $ LDWRKU ) CALL DLASET( 'U', M-1, M-1, ZERO, ZERO, $ WORK( IU+LDWRKU ), LDWRKU ) * * Generate Q in A * (Workspace: need M*M + 2*M, prefer M*M + M + M*NB) * CALL DORGLQ( M, N, M, A, LDA, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) IE = ITAU ITAUQ = IE + M ITAUP = ITAUQ + M IWORK = ITAUP + M * * Bidiagonalize L in WORK(IU), copying result to U * (Workspace: need M*M + 4*M, prefer M*M + 3*M + 2*M*NB) * CALL DGEBRD( M, M, WORK( IU ), LDWRKU, S, $ WORK( IE ), WORK( ITAUQ ), $ WORK( ITAUP ), WORK( IWORK ), $ LWORK-IWORK+1, IERR ) CALL DLACPY( 'L', M, M, WORK( IU ), LDWRKU, U, $ LDU ) * * Generate right bidiagonalizing vectors in WORK(IU) * (Workspace: need M*M + 4*M-1, * prefer M*M+3*M+(M-1)*NB) * CALL DORGBR( 'P', M, M, M, WORK( IU ), LDWRKU, $ WORK( ITAUP ), WORK( IWORK ), $ LWORK-IWORK+1, IERR ) * * Generate left bidiagonalizing vectors in U * (Workspace: need M*M + 4*M, prefer M*M + 3*M + M*NB) * CALL DORGBR( 'Q', M, M, M, U, LDU, WORK( ITAUQ ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) IWORK = IE + M * * Perform bidiagonal QR iteration, computing left * singular vectors of L in U and computing right * singular vectors of L in WORK(IU) * (Workspace: need M*M + BDSPAC) * CALL DBDSQR( 'U', M, M, M, 0, S, WORK( IE ), $ WORK( IU ), LDWRKU, U, LDU, DUM, 1, $ WORK( IWORK ), INFO ) * * Multiply right singular vectors of L in WORK(IU) by * Q in A, storing result in VT * (Workspace: need M*M) * CALL DGEMM( 'N', 'N', M, N, M, ONE, WORK( IU ), $ LDWRKU, A, LDA, ZERO, VT, LDVT ) * ELSE * * Insufficient workspace for a fast algorithm * ITAU = 1 IWORK = ITAU + M * * Compute A=L*Q, copying result to VT * (Workspace: need 2*M, prefer M + M*NB) * CALL DGELQF( M, N, A, LDA, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) CALL DLACPY( 'U', M, N, A, LDA, VT, LDVT ) * * Generate Q in VT * (Workspace: need 2*M, prefer M + M*NB) * CALL DORGLQ( M, N, M, VT, LDVT, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) * * Copy L to U, zeroing out above it * CALL DLACPY( 'L', M, M, A, LDA, U, LDU ) CALL DLASET( 'U', M-1, M-1, ZERO, ZERO, U( 1, 2 ), $ LDU ) IE = ITAU ITAUQ = IE + M ITAUP = ITAUQ + M IWORK = ITAUP + M * * Bidiagonalize L in U * (Workspace: need 4*M, prefer 3*M + 2*M*NB) * CALL DGEBRD( M, M, U, LDU, S, WORK( IE ), $ WORK( ITAUQ ), WORK( ITAUP ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) * * Multiply right bidiagonalizing vectors in U by Q * in VT * (Workspace: need 3*M + N, prefer 3*M + N*NB) * CALL DORMBR( 'P', 'L', 'T', M, N, M, U, LDU, $ WORK( ITAUP ), VT, LDVT, $ WORK( IWORK ), LWORK-IWORK+1, IERR ) * * Generate left bidiagonalizing vectors in U * (Workspace: need 4*M, prefer 3*M + M*NB) * CALL DORGBR( 'Q', M, M, M, U, LDU, WORK( ITAUQ ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) IWORK = IE + M * * Perform bidiagonal QR iteration, computing left * singular vectors of A in U and computing right * singular vectors of A in VT * (Workspace: need BDSPAC) * CALL DBDSQR( 'U', M, N, M, 0, S, WORK( IE ), VT, $ LDVT, U, LDU, DUM, 1, WORK( IWORK ), $ INFO ) * END IF * END IF * ELSE IF( WNTVA ) THEN * IF( WNTUN ) THEN * * Path 7t(N much larger than M, JOBU='N', JOBVT='A') * N right singular vectors to be computed in VT and * no left singular vectors to be computed * IF( LWORK.GE.M*M+MAX( N + M, 4*M, BDSPAC ) ) THEN * * Sufficient workspace for a fast algorithm * IR = 1 IF( LWORK.GE.WRKBL+LDA*M ) THEN * * WORK(IR) is LDA by M * LDWRKR = LDA ELSE * * WORK(IR) is M by M * LDWRKR = M END IF ITAU = IR + LDWRKR*M IWORK = ITAU + M * * Compute A=L*Q, copying result to VT * (Workspace: need M*M + 2*M, prefer M*M + M + M*NB) * CALL DGELQF( M, N, A, LDA, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) CALL DLACPY( 'U', M, N, A, LDA, VT, LDVT ) * * Copy L to WORK(IR), zeroing out above it * CALL DLACPY( 'L', M, M, A, LDA, WORK( IR ), $ LDWRKR ) CALL DLASET( 'U', M-1, M-1, ZERO, ZERO, $ WORK( IR+LDWRKR ), LDWRKR ) * * Generate Q in VT * (Workspace: need M*M + M + N, prefer M*M + M + N*NB) * CALL DORGLQ( N, N, M, VT, LDVT, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) IE = ITAU ITAUQ = IE + M ITAUP = ITAUQ + M IWORK = ITAUP + M * * Bidiagonalize L in WORK(IR) * (Workspace: need M*M + 4*M, prefer M*M + 3*M + 2*M*NB) * CALL DGEBRD( M, M, WORK( IR ), LDWRKR, S, $ WORK( IE ), WORK( ITAUQ ), $ WORK( ITAUP ), WORK( IWORK ), $ LWORK-IWORK+1, IERR ) * * Generate right bidiagonalizing vectors in WORK(IR) * (Workspace: need M*M + 4*M-1, * prefer M*M+3*M+(M-1)*NB) * CALL DORGBR( 'P', M, M, M, WORK( IR ), LDWRKR, $ WORK( ITAUP ), WORK( IWORK ), $ LWORK-IWORK+1, IERR ) IWORK = IE + M * * Perform bidiagonal QR iteration, computing right * singular vectors of L in WORK(IR) * (Workspace: need M*M + BDSPAC) * CALL DBDSQR( 'U', M, M, 0, 0, S, WORK( IE ), $ WORK( IR ), LDWRKR, DUM, 1, DUM, 1, $ WORK( IWORK ), INFO ) * * Multiply right singular vectors of L in WORK(IR) by * Q in VT, storing result in A * (Workspace: need M*M) * CALL DGEMM( 'N', 'N', M, N, M, ONE, WORK( IR ), $ LDWRKR, VT, LDVT, ZERO, A, LDA ) * * Copy right singular vectors of A from A to VT * CALL DLACPY( 'F', M, N, A, LDA, VT, LDVT ) * ELSE * * Insufficient workspace for a fast algorithm * ITAU = 1 IWORK = ITAU + M * * Compute A=L*Q, copying result to VT * (Workspace: need 2*M, prefer M + M*NB) * CALL DGELQF( M, N, A, LDA, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) CALL DLACPY( 'U', M, N, A, LDA, VT, LDVT ) * * Generate Q in VT * (Workspace: need M + N, prefer M + N*NB) * CALL DORGLQ( N, N, M, VT, LDVT, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) IE = ITAU ITAUQ = IE + M ITAUP = ITAUQ + M IWORK = ITAUP + M * * Zero out above L in A * CALL DLASET( 'U', M-1, M-1, ZERO, ZERO, A( 1, 2 ), $ LDA ) * * Bidiagonalize L in A * (Workspace: need 4*M, prefer 3*M + 2*M*NB) * CALL DGEBRD( M, M, A, LDA, S, WORK( IE ), $ WORK( ITAUQ ), WORK( ITAUP ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) * * Multiply right bidiagonalizing vectors in A by Q * in VT * (Workspace: need 3*M + N, prefer 3*M + N*NB) * CALL DORMBR( 'P', 'L', 'T', M, N, M, A, LDA, $ WORK( ITAUP ), VT, LDVT, $ WORK( IWORK ), LWORK-IWORK+1, IERR ) IWORK = IE + M * * Perform bidiagonal QR iteration, computing right * singular vectors of A in VT * (Workspace: need BDSPAC) * CALL DBDSQR( 'U', M, N, 0, 0, S, WORK( IE ), VT, $ LDVT, DUM, 1, DUM, 1, WORK( IWORK ), $ INFO ) * END IF * ELSE IF( WNTUO ) THEN * * Path 8t(N much larger than M, JOBU='O', JOBVT='A') * N right singular vectors to be computed in VT and * M left singular vectors to be overwritten on A * IF( LWORK.GE.2*M*M+MAX( N + M, 4*M, BDSPAC ) ) THEN * * Sufficient workspace for a fast algorithm * IU = 1 IF( LWORK.GE.WRKBL+2*LDA*M ) THEN * * WORK(IU) is LDA by M and WORK(IR) is LDA by M * LDWRKU = LDA IR = IU + LDWRKU*M LDWRKR = LDA ELSE IF( LWORK.GE.WRKBL+( LDA + M )*M ) THEN * * WORK(IU) is LDA by M and WORK(IR) is M by M * LDWRKU = LDA IR = IU + LDWRKU*M LDWRKR = M ELSE * * WORK(IU) is M by M and WORK(IR) is M by M * LDWRKU = M IR = IU + LDWRKU*M LDWRKR = M END IF ITAU = IR + LDWRKR*M IWORK = ITAU + M * * Compute A=L*Q, copying result to VT * (Workspace: need 2*M*M + 2*M, prefer 2*M*M + M + M*NB) * CALL DGELQF( M, N, A, LDA, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) CALL DLACPY( 'U', M, N, A, LDA, VT, LDVT ) * * Generate Q in VT * (Workspace: need 2*M*M + M + N, prefer 2*M*M + M + N*NB) * CALL DORGLQ( N, N, M, VT, LDVT, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) * * Copy L to WORK(IU), zeroing out above it * CALL DLACPY( 'L', M, M, A, LDA, WORK( IU ), $ LDWRKU ) CALL DLASET( 'U', M-1, M-1, ZERO, ZERO, $ WORK( IU+LDWRKU ), LDWRKU ) IE = ITAU ITAUQ = IE + M ITAUP = ITAUQ + M IWORK = ITAUP + M * * Bidiagonalize L in WORK(IU), copying result to * WORK(IR) * (Workspace: need 2*M*M + 4*M, * prefer 2*M*M+3*M+2*M*NB) * CALL DGEBRD( M, M, WORK( IU ), LDWRKU, S, $ WORK( IE ), WORK( ITAUQ ), $ WORK( ITAUP ), WORK( IWORK ), $ LWORK-IWORK+1, IERR ) CALL DLACPY( 'L', M, M, WORK( IU ), LDWRKU, $ WORK( IR ), LDWRKR ) * * Generate right bidiagonalizing vectors in WORK(IU) * (Workspace: need 2*M*M + 4*M-1, * prefer 2*M*M+3*M+(M-1)*NB) * CALL DORGBR( 'P', M, M, M, WORK( IU ), LDWRKU, $ WORK( ITAUP ), WORK( IWORK ), $ LWORK-IWORK+1, IERR ) * * Generate left bidiagonalizing vectors in WORK(IR) * (Workspace: need 2*M*M + 4*M, prefer 2*M*M + 3*M + M*NB) * CALL DORGBR( 'Q', M, M, M, WORK( IR ), LDWRKR, $ WORK( ITAUQ ), WORK( IWORK ), $ LWORK-IWORK+1, IERR ) IWORK = IE + M * * Perform bidiagonal QR iteration, computing left * singular vectors of L in WORK(IR) and computing * right singular vectors of L in WORK(IU) * (Workspace: need 2*M*M + BDSPAC) * CALL DBDSQR( 'U', M, M, M, 0, S, WORK( IE ), $ WORK( IU ), LDWRKU, WORK( IR ), $ LDWRKR, DUM, 1, WORK( IWORK ), INFO ) * * Multiply right singular vectors of L in WORK(IU) by * Q in VT, storing result in A * (Workspace: need M*M) * CALL DGEMM( 'N', 'N', M, N, M, ONE, WORK( IU ), $ LDWRKU, VT, LDVT, ZERO, A, LDA ) * * Copy right singular vectors of A from A to VT * CALL DLACPY( 'F', M, N, A, LDA, VT, LDVT ) * * Copy left singular vectors of A from WORK(IR) to A * CALL DLACPY( 'F', M, M, WORK( IR ), LDWRKR, A, $ LDA ) * ELSE * * Insufficient workspace for a fast algorithm * ITAU = 1 IWORK = ITAU + M * * Compute A=L*Q, copying result to VT * (Workspace: need 2*M, prefer M + M*NB) * CALL DGELQF( M, N, A, LDA, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) CALL DLACPY( 'U', M, N, A, LDA, VT, LDVT ) * * Generate Q in VT * (Workspace: need M + N, prefer M + N*NB) * CALL DORGLQ( N, N, M, VT, LDVT, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) IE = ITAU ITAUQ = IE + M ITAUP = ITAUQ + M IWORK = ITAUP + M * * Zero out above L in A * CALL DLASET( 'U', M-1, M-1, ZERO, ZERO, A( 1, 2 ), $ LDA ) * * Bidiagonalize L in A * (Workspace: need 4*M, prefer 3*M + 2*M*NB) * CALL DGEBRD( M, M, A, LDA, S, WORK( IE ), $ WORK( ITAUQ ), WORK( ITAUP ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) * * Multiply right bidiagonalizing vectors in A by Q * in VT * (Workspace: need 3*M + N, prefer 3*M + N*NB) * CALL DORMBR( 'P', 'L', 'T', M, N, M, A, LDA, $ WORK( ITAUP ), VT, LDVT, $ WORK( IWORK ), LWORK-IWORK+1, IERR ) * * Generate left bidiagonalizing vectors in A * (Workspace: need 4*M, prefer 3*M + M*NB) * CALL DORGBR( 'Q', M, M, M, A, LDA, WORK( ITAUQ ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) IWORK = IE + M * * Perform bidiagonal QR iteration, computing left * singular vectors of A in A and computing right * singular vectors of A in VT * (Workspace: need BDSPAC) * CALL DBDSQR( 'U', M, N, M, 0, S, WORK( IE ), VT, $ LDVT, A, LDA, DUM, 1, WORK( IWORK ), $ INFO ) * END IF * ELSE IF( WNTUAS ) THEN * * Path 9t(N much larger than M, JOBU='S' or 'A', * JOBVT='A') * N right singular vectors to be computed in VT and * M left singular vectors to be computed in U * IF( LWORK.GE.M*M+MAX( N + M, 4*M, BDSPAC ) ) THEN * * Sufficient workspace for a fast algorithm * IU = 1 IF( LWORK.GE.WRKBL+LDA*M ) THEN * * WORK(IU) is LDA by M * LDWRKU = LDA ELSE * * WORK(IU) is M by M * LDWRKU = M END IF ITAU = IU + LDWRKU*M IWORK = ITAU + M * * Compute A=L*Q, copying result to VT * (Workspace: need M*M + 2*M, prefer M*M + M + M*NB) * CALL DGELQF( M, N, A, LDA, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) CALL DLACPY( 'U', M, N, A, LDA, VT, LDVT ) * * Generate Q in VT * (Workspace: need M*M + M + N, prefer M*M + M + N*NB) * CALL DORGLQ( N, N, M, VT, LDVT, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) * * Copy L to WORK(IU), zeroing out above it * CALL DLACPY( 'L', M, M, A, LDA, WORK( IU ), $ LDWRKU ) CALL DLASET( 'U', M-1, M-1, ZERO, ZERO, $ WORK( IU+LDWRKU ), LDWRKU ) IE = ITAU ITAUQ = IE + M ITAUP = ITAUQ + M IWORK = ITAUP + M * * Bidiagonalize L in WORK(IU), copying result to U * (Workspace: need M*M + 4*M, prefer M*M + 3*M + 2*M*NB) * CALL DGEBRD( M, M, WORK( IU ), LDWRKU, S, $ WORK( IE ), WORK( ITAUQ ), $ WORK( ITAUP ), WORK( IWORK ), $ LWORK-IWORK+1, IERR ) CALL DLACPY( 'L', M, M, WORK( IU ), LDWRKU, U, $ LDU ) * * Generate right bidiagonalizing vectors in WORK(IU) * (Workspace: need M*M + 4*M, prefer M*M + 3*M + (M-1)*NB) * CALL DORGBR( 'P', M, M, M, WORK( IU ), LDWRKU, $ WORK( ITAUP ), WORK( IWORK ), $ LWORK-IWORK+1, IERR ) * * Generate left bidiagonalizing vectors in U * (Workspace: need M*M + 4*M, prefer M*M + 3*M + M*NB) * CALL DORGBR( 'Q', M, M, M, U, LDU, WORK( ITAUQ ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) IWORK = IE + M * * Perform bidiagonal QR iteration, computing left * singular vectors of L in U and computing right * singular vectors of L in WORK(IU) * (Workspace: need M*M + BDSPAC) * CALL DBDSQR( 'U', M, M, M, 0, S, WORK( IE ), $ WORK( IU ), LDWRKU, U, LDU, DUM, 1, $ WORK( IWORK ), INFO ) * * Multiply right singular vectors of L in WORK(IU) by * Q in VT, storing result in A * (Workspace: need M*M) * CALL DGEMM( 'N', 'N', M, N, M, ONE, WORK( IU ), $ LDWRKU, VT, LDVT, ZERO, A, LDA ) * * Copy right singular vectors of A from A to VT * CALL DLACPY( 'F', M, N, A, LDA, VT, LDVT ) * ELSE * * Insufficient workspace for a fast algorithm * ITAU = 1 IWORK = ITAU + M * * Compute A=L*Q, copying result to VT * (Workspace: need 2*M, prefer M + M*NB) * CALL DGELQF( M, N, A, LDA, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) CALL DLACPY( 'U', M, N, A, LDA, VT, LDVT ) * * Generate Q in VT * (Workspace: need M + N, prefer M + N*NB) * CALL DORGLQ( N, N, M, VT, LDVT, WORK( ITAU ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) * * Copy L to U, zeroing out above it * CALL DLACPY( 'L', M, M, A, LDA, U, LDU ) CALL DLASET( 'U', M-1, M-1, ZERO, ZERO, U( 1, 2 ), $ LDU ) IE = ITAU ITAUQ = IE + M ITAUP = ITAUQ + M IWORK = ITAUP + M * * Bidiagonalize L in U * (Workspace: need 4*M, prefer 3*M + 2*M*NB) * CALL DGEBRD( M, M, U, LDU, S, WORK( IE ), $ WORK( ITAUQ ), WORK( ITAUP ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) * * Multiply right bidiagonalizing vectors in U by Q * in VT * (Workspace: need 3*M + N, prefer 3*M + N*NB) * CALL DORMBR( 'P', 'L', 'T', M, N, M, U, LDU, $ WORK( ITAUP ), VT, LDVT, $ WORK( IWORK ), LWORK-IWORK+1, IERR ) * * Generate left bidiagonalizing vectors in U * (Workspace: need 4*M, prefer 3*M + M*NB) * CALL DORGBR( 'Q', M, M, M, U, LDU, WORK( ITAUQ ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) IWORK = IE + M * * Perform bidiagonal QR iteration, computing left * singular vectors of A in U and computing right * singular vectors of A in VT * (Workspace: need BDSPAC) * CALL DBDSQR( 'U', M, N, M, 0, S, WORK( IE ), VT, $ LDVT, U, LDU, DUM, 1, WORK( IWORK ), $ INFO ) * END IF * END IF * END IF * ELSE * * N .LT. MNTHR * * Path 10t(N greater than M, but not much larger) * Reduce to bidiagonal form without LQ decomposition * IE = 1 ITAUQ = IE + M ITAUP = ITAUQ + M IWORK = ITAUP + M * * Bidiagonalize A * (Workspace: need 3*M + N, prefer 3*M + (M + N)*NB) * CALL DGEBRD( M, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ), $ WORK( ITAUP ), WORK( IWORK ), LWORK-IWORK+1, $ IERR ) IF( WNTUAS ) THEN * * If left singular vectors desired in U, copy result to U * and generate left bidiagonalizing vectors in U * (Workspace: need 4*M-1, prefer 3*M + (M-1)*NB) * CALL DLACPY( 'L', M, M, A, LDA, U, LDU ) CALL DORGBR( 'Q', M, M, N, U, LDU, WORK( ITAUQ ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) END IF IF( WNTVAS ) THEN * * If right singular vectors desired in VT, copy result to * VT and generate right bidiagonalizing vectors in VT * (Workspace: need 3*M + NRVT, prefer 3*M + NRVT*NB) * CALL DLACPY( 'U', M, N, A, LDA, VT, LDVT ) IF( WNTVA ) $ NRVT = N IF( WNTVS ) $ NRVT = M CALL DORGBR( 'P', NRVT, N, M, VT, LDVT, WORK( ITAUP ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) END IF IF( WNTUO ) THEN * * If left singular vectors desired in A, generate left * bidiagonalizing vectors in A * (Workspace: need 4*M-1, prefer 3*M + (M-1)*NB) * CALL DORGBR( 'Q', M, M, N, A, LDA, WORK( ITAUQ ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) END IF IF( WNTVO ) THEN * * If right singular vectors desired in A, generate right * bidiagonalizing vectors in A * (Workspace: need 4*M, prefer 3*M + M*NB) * CALL DORGBR( 'P', M, N, M, A, LDA, WORK( ITAUP ), $ WORK( IWORK ), LWORK-IWORK+1, IERR ) END IF IWORK = IE + M IF( WNTUAS .OR. WNTUO ) $ NRU = M IF( WNTUN ) $ NRU = 0 IF( WNTVAS .OR. WNTVO ) $ NCVT = N IF( WNTVN ) $ NCVT = 0 IF( ( .NOT.WNTUO ) .AND. ( .NOT.WNTVO ) ) THEN * * Perform bidiagonal QR iteration, if desired, computing * left singular vectors in U and computing right singular * vectors in VT * (Workspace: need BDSPAC) * CALL DBDSQR( 'L', M, NCVT, NRU, 0, S, WORK( IE ), VT, $ LDVT, U, LDU, DUM, 1, WORK( IWORK ), INFO ) ELSE IF( ( .NOT.WNTUO ) .AND. WNTVO ) THEN * * Perform bidiagonal QR iteration, if desired, computing * left singular vectors in U and computing right singular * vectors in A * (Workspace: need BDSPAC) * CALL DBDSQR( 'L', M, NCVT, NRU, 0, S, WORK( IE ), A, LDA, $ U, LDU, DUM, 1, WORK( IWORK ), INFO ) ELSE * * Perform bidiagonal QR iteration, if desired, computing * left singular vectors in A and computing right singular * vectors in VT * (Workspace: need BDSPAC) * CALL DBDSQR( 'L', M, NCVT, NRU, 0, S, WORK( IE ), VT, $ LDVT, A, LDA, DUM, 1, WORK( IWORK ), INFO ) END IF * END IF * END IF * * If DBDSQR failed to converge, copy unconverged superdiagonals * to WORK( 2:MINMN ) * IF( INFO.NE.0 ) THEN IF( IE.GT.2 ) THEN DO 50 I = 1, MINMN - 1 WORK( I+1 ) = WORK( I+IE-1 ) 50 CONTINUE END IF IF( IE.LT.2 ) THEN DO 60 I = MINMN - 1, 1, -1 WORK( I+1 ) = WORK( I+IE-1 ) 60 CONTINUE END IF END IF * * Undo scaling if necessary * IF( ISCL.EQ.1 ) THEN IF( ANRM.GT.BIGNUM ) $ CALL DLASCL( 'G', 0, 0, BIGNUM, ANRM, MINMN, 1, S, MINMN, $ IERR ) IF( INFO.NE.0 .AND. ANRM.GT.BIGNUM ) $ CALL DLASCL( 'G', 0, 0, BIGNUM, ANRM, MINMN-1, 1, WORK( 2 ), $ MINMN, IERR ) IF( ANRM.LT.SMLNUM ) $ CALL DLASCL( 'G', 0, 0, SMLNUM, ANRM, MINMN, 1, S, MINMN, $ IERR ) IF( INFO.NE.0 .AND. ANRM.LT.SMLNUM ) $ CALL DLASCL( 'G', 0, 0, SMLNUM, ANRM, MINMN-1, 1, WORK( 2 ), $ MINMN, IERR ) END IF * * Return optimal workspace in WORK(1) * WORK( 1 ) = MAXWRK * RETURN * * End of DGESVD * END *> \brief \b DGESVJ * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGESVJ + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGESVJ( JOBA, JOBU, JOBV, M, N, A, LDA, SVA, MV, V, * LDV, WORK, LWORK, INFO ) * * .. Scalar Arguments .. * INTEGER INFO, LDA, LDV, LWORK, M, MV, N * CHARACTER*1 JOBA, JOBU, JOBV * .. * .. Array Arguments .. * DOUBLE PRECISION A( LDA, * ), SVA( N ), V( LDV, * ), * $ WORK( LWORK ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGESVJ computes the singular value decomposition (SVD) of a real *> M-by-N matrix A, where M >= N. The SVD of A is written as *> [++] [xx] [x0] [xx] *> A = U * SIGMA * V^t, [++] = [xx] * [ox] * [xx] *> [++] [xx] *> where SIGMA is an N-by-N diagonal matrix, U is an M-by-N orthonormal *> matrix, and V is an N-by-N orthogonal matrix. The diagonal elements *> of SIGMA are the singular values of A. The columns of U and V are the *> left and the right singular vectors of A, respectively. *> DGESVJ can sometimes compute tiny singular values and their singular vectors much *> more accurately than other SVD routines, see below under Further Details. *> \endverbatim * * Arguments: * ========== * *> \param[in] JOBA *> \verbatim *> JOBA is CHARACTER*1 *> Specifies the structure of A. *> = 'L': The input matrix A is lower triangular; *> = 'U': The input matrix A is upper triangular; *> = 'G': The input matrix A is general M-by-N matrix, M >= N. *> \endverbatim *> *> \param[in] JOBU *> \verbatim *> JOBU is CHARACTER*1 *> Specifies whether to compute the left singular vectors *> (columns of U): *> = 'U': The left singular vectors corresponding to the nonzero *> singular values are computed and returned in the leading *> columns of A. See more details in the description of A. *> The default numerical orthogonality threshold is set to *> approximately TOL=CTOL*EPS, CTOL=DSQRT(M), EPS=DLAMCH('E'). *> = 'C': Analogous to JOBU='U', except that user can control the *> level of numerical orthogonality of the computed left *> singular vectors. TOL can be set to TOL = CTOL*EPS, where *> CTOL is given on input in the array WORK. *> No CTOL smaller than ONE is allowed. CTOL greater *> than 1 / EPS is meaningless. The option 'C' *> can be used if M*EPS is satisfactory orthogonality *> of the computed left singular vectors, so CTOL=M could *> save few sweeps of Jacobi rotations. *> See the descriptions of A and WORK(1). *> = 'N': The matrix U is not computed. However, see the *> description of A. *> \endverbatim *> *> \param[in] JOBV *> \verbatim *> JOBV is CHARACTER*1 *> Specifies whether to compute the right singular vectors, that *> is, the matrix V: *> = 'V' : the matrix V is computed and returned in the array V *> = 'A' : the Jacobi rotations are applied to the MV-by-N *> array V. In other words, the right singular vector *> matrix V is not computed explicitly, instead it is *> applied to an MV-by-N matrix initially stored in the *> first MV rows of V. *> = 'N' : the matrix V is not computed and the array V is not *> referenced *> \endverbatim *> *> \param[in] M *> \verbatim *> M is INTEGER *> The number of rows of the input matrix A. 1/DLAMCH('E') > M >= 0. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The number of columns of the input matrix A. *> M >= N >= 0. *> \endverbatim *> *> \param[in,out] A *> \verbatim *> A is DOUBLE PRECISION array, dimension (LDA,N) *> On entry, the M-by-N matrix A. *> On exit : *> If JOBU .EQ. 'U' .OR. JOBU .EQ. 'C' : *> If INFO .EQ. 0 : *> RANKA orthonormal columns of U are returned in the *> leading RANKA columns of the array A. Here RANKA <= N *> is the number of computed singular values of A that are *> above the underflow threshold DLAMCH('S'). The singular *> vectors corresponding to underflowed or zero singular *> values are not computed. The value of RANKA is returned *> in the array WORK as RANKA=NINT(WORK(2)). Also see the *> descriptions of SVA and WORK. The computed columns of U *> are mutually numerically orthogonal up to approximately *> TOL=DSQRT(M)*EPS (default); or TOL=CTOL*EPS (JOBU.EQ.'C'), *> see the description of JOBU. *> If INFO .GT. 0 : *> the procedure DGESVJ did not converge in the given number *> of iterations (sweeps). In that case, the computed *> columns of U may not be orthogonal up to TOL. The output *> U (stored in A), SIGMA (given by the computed singular *> values in SVA(1:N)) and V is still a decomposition of the *> input matrix A in the sense that the residual *> ||A-SCALE*U*SIGMA*V^T||_2 / ||A||_2 is small. *> *> If JOBU .EQ. 'N' : *> If INFO .EQ. 0 : *> Note that the left singular vectors are 'for free' in the *> one-sided Jacobi SVD algorithm. However, if only the *> singular values are needed, the level of numerical *> orthogonality of U is not an issue and iterations are *> stopped when the columns of the iterated matrix are *> numerically orthogonal up to approximately M*EPS. Thus, *> on exit, A contains the columns of U scaled with the *> corresponding singular values. *> If INFO .GT. 0 : *> the procedure DGESVJ did not converge in the given number *> of iterations (sweeps). *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,M). *> \endverbatim *> *> \param[out] SVA *> \verbatim *> SVA is DOUBLE PRECISION array, dimension (N) *> On exit : *> If INFO .EQ. 0 : *> depending on the value SCALE = WORK(1), we have: *> If SCALE .EQ. ONE : *> SVA(1:N) contains the computed singular values of A. *> During the computation SVA contains the Euclidean column *> norms of the iterated matrices in the array A. *> If SCALE .NE. ONE : *> The singular values of A are SCALE*SVA(1:N), and this *> factored representation is due to the fact that some of the *> singular values of A might underflow or overflow. *> If INFO .GT. 0 : *> the procedure DGESVJ did not converge in the given number of *> iterations (sweeps) and SCALE*SVA(1:N) may not be accurate. *> \endverbatim *> *> \param[in] MV *> \verbatim *> MV is INTEGER *> If JOBV .EQ. 'A', then the product of Jacobi rotations in DGESVJ *> is applied to the first MV rows of V. See the description of JOBV. *> \endverbatim *> *> \param[in,out] V *> \verbatim *> V is DOUBLE PRECISION array, dimension (LDV,N) *> If JOBV = 'V', then V contains on exit the N-by-N matrix of *> the right singular vectors; *> If JOBV = 'A', then V contains the product of the computed right *> singular vector matrix and the initial matrix in *> the array V. *> If JOBV = 'N', then V is not referenced. *> \endverbatim *> *> \param[in] LDV *> \verbatim *> LDV is INTEGER *> The leading dimension of the array V, LDV .GE. 1. *> If JOBV .EQ. 'V', then LDV .GE. max(1,N). *> If JOBV .EQ. 'A', then LDV .GE. max(1,MV) . *> \endverbatim *> *> \param[in,out] WORK *> \verbatim *> WORK is DOUBLE PRECISION array, dimension (LWORK) *> On entry : *> If JOBU .EQ. 'C' : *> WORK(1) = CTOL, where CTOL defines the threshold for convergence. *> The process stops if all columns of A are mutually *> orthogonal up to CTOL*EPS, EPS=DLAMCH('E'). *> It is required that CTOL >= ONE, i.e. it is not *> allowed to force the routine to obtain orthogonality *> below EPS. *> On exit : *> WORK(1) = SCALE is the scaling factor such that SCALE*SVA(1:N) *> are the computed singular values of A. *> (See description of SVA().) *> WORK(2) = NINT(WORK(2)) is the number of the computed nonzero *> singular values. *> WORK(3) = NINT(WORK(3)) is the number of the computed singular *> values that are larger than the underflow threshold. *> WORK(4) = NINT(WORK(4)) is the number of sweeps of Jacobi *> rotations needed for numerical convergence. *> WORK(5) = max_{i.NE.j} |COS(A(:,i),A(:,j))| in the last sweep. *> This is useful information in cases when DGESVJ did *> not converge, as it can be used to estimate whether *> the output is stil useful and for post festum analysis. *> WORK(6) = the largest absolute value over all sines of the *> Jacobi rotation angles in the last sweep. It can be *> useful for a post festum analysis. *> \endverbatim *> *> \param[in] LWORK *> \verbatim *> LWORK is INTEGER *> length of WORK, WORK >= MAX(6,M+N) *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0 : successful exit. *> < 0 : if INFO = -i, then the i-th argument had an illegal value *> > 0 : DGESVJ did not converge in the maximal allowed number (30) *> of sweeps. The output may still be useful. See the *> description of WORK. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date June 2017 * *> \ingroup doubleGEcomputational * *> \par Further Details: * ===================== *> *> \verbatim *> *> The orthogonal N-by-N matrix V is obtained as a product of Jacobi plane *> rotations. The rotations are implemented as fast scaled rotations of *> Anda and Park [1]. In the case of underflow of the Jacobi angle, a *> modified Jacobi transformation of Drmac [4] is used. Pivot strategy uses *> column interchanges of de Rijk [2]. The relative accuracy of the computed *> singular values and the accuracy of the computed singular vectors (in *> angle metric) is as guaranteed by the theory of Demmel and Veselic [3]. *> The condition number that determines the accuracy in the full rank case *> is essentially min_{D=diag} kappa(A*D), where kappa(.) is the *> spectral condition number. The best performance of this Jacobi SVD *> procedure is achieved if used in an accelerated version of Drmac and *> Veselic [5,6], and it is the kernel routine in the SIGMA library [7]. *> Some tunning parameters (marked with [TP]) are available for the *> implementer. *> The computational range for the nonzero singular values is the machine *> number interval ( UNDERFLOW , OVERFLOW ). In extreme cases, even *> denormalized singular values can be computed with the corresponding *> gradual loss of accurate digits. *> \endverbatim * *> \par Contributors: * ================== *> *> \verbatim *> *> ============ *> *> Zlatko Drmac (Zagreb, Croatia) and Kresimir Veselic (Hagen, Germany) *> \endverbatim * *> \par References: * ================ *> *> \verbatim *> *> [1] A. A. Anda and H. Park: Fast plane rotations with dynamic scaling. *> SIAM J. matrix Anal. Appl., Vol. 15 (1994), pp. 162-174. *> [2] P. P. M. De Rijk: A one-sided Jacobi algorithm for computing the *> singular value decomposition on a vector computer. *> SIAM J. Sci. Stat. Comp., Vol. 10 (1998), pp. 359-371. *> [3] J. Demmel and K. Veselic: Jacobi method is more accurate than QR. *> [4] Z. Drmac: Implementation of Jacobi rotations for accurate singular *> value computation in floating point arithmetic. *> SIAM J. Sci. Comp., Vol. 18 (1997), pp. 1200-1222. *> [5] Z. Drmac and K. Veselic: New fast and accurate Jacobi SVD algorithm I. *> SIAM J. Matrix Anal. Appl. Vol. 35, No. 2 (2008), pp. 1322-1342. *> LAPACK Working note 169. *> [6] Z. Drmac and K. Veselic: New fast and accurate Jacobi SVD algorithm II. *> SIAM J. Matrix Anal. Appl. Vol. 35, No. 2 (2008), pp. 1343-1362. *> LAPACK Working note 170. *> [7] Z. Drmac: SIGMA - mathematical software library for accurate SVD, PSV, *> QSVD, (H,K)-SVD computations. *> Department of Mathematics, University of Zagreb, 2008. *> \endverbatim * *> \par Bugs, examples and comments: * ================================= *> *> \verbatim *> =========================== *> Please report all bugs and send interesting test examples and comments to *> drmac@math.hr. Thank you. *> \endverbatim *> * ===================================================================== SUBROUTINE DGESVJ( JOBA, JOBU, JOBV, M, N, A, LDA, SVA, MV, V, $ LDV, WORK, LWORK, INFO ) * * -- LAPACK computational routine (version 3.7.1) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * June 2017 * * .. Scalar Arguments .. INTEGER INFO, LDA, LDV, LWORK, M, MV, N CHARACTER*1 JOBA, JOBU, JOBV * .. * .. Array Arguments .. DOUBLE PRECISION A( LDA, * ), SVA( N ), V( LDV, * ), $ WORK( LWORK ) * .. * * ===================================================================== * * .. Local Parameters .. DOUBLE PRECISION ZERO, HALF, ONE PARAMETER ( ZERO = 0.0D0, HALF = 0.5D0, ONE = 1.0D0) INTEGER NSWEEP PARAMETER ( NSWEEP = 30 ) * .. * .. Local Scalars .. DOUBLE PRECISION AAPP, AAPP0, AAPQ, AAQQ, APOAQ, AQOAP, BIG, $ BIGTHETA, CS, CTOL, EPSLN, LARGE, MXAAPQ, $ MXSINJ, ROOTBIG, ROOTEPS, ROOTSFMIN, ROOTTOL, $ SKL, SFMIN, SMALL, SN, T, TEMP1, THETA, $ THSIGN, TOL INTEGER BLSKIP, EMPTSW, i, ibr, IERR, igl, IJBLSK, ir1, $ ISWROT, jbc, jgl, KBL, LKAHEAD, MVL, N2, N34, $ N4, NBL, NOTROT, p, PSKIPPED, q, ROWSKIP, $ SWBAND LOGICAL APPLV, GOSCALE, LOWER, LSVEC, NOSCALE, ROTOK, $ RSVEC, UCTOL, UPPER * .. * .. Local Arrays .. DOUBLE PRECISION FASTR( 5 ) * .. * .. Intrinsic Functions .. INTRINSIC DABS, MAX, MIN, DBLE, DSIGN, DSQRT * .. * .. External Functions .. * .. * from BLAS DOUBLE PRECISION DDOT, DNRM2 EXTERNAL DDOT, DNRM2 INTEGER IDAMAX EXTERNAL IDAMAX * from LAPACK DOUBLE PRECISION DLAMCH EXTERNAL DLAMCH LOGICAL LSAME EXTERNAL LSAME * .. * .. External Subroutines .. * .. * from BLAS EXTERNAL DAXPY, DCOPY, DROTM, DSCAL, DSWAP * from LAPACK EXTERNAL DLASCL, DLASET, DLASSQ, XERBLA * EXTERNAL DGSVJ0, DGSVJ1 * .. * .. Executable Statements .. * * Test the input arguments * LSVEC = LSAME( JOBU, 'U' ) UCTOL = LSAME( JOBU, 'C' ) RSVEC = LSAME( JOBV, 'V' ) APPLV = LSAME( JOBV, 'A' ) UPPER = LSAME( JOBA, 'U' ) LOWER = LSAME( JOBA, 'L' ) * IF( .NOT.( UPPER .OR. LOWER .OR. LSAME( JOBA, 'G' ) ) ) THEN INFO = -1 ELSE IF( .NOT.( LSVEC .OR. UCTOL .OR. LSAME( JOBU, 'N' ) ) ) THEN INFO = -2 ELSE IF( .NOT.( RSVEC .OR. APPLV .OR. LSAME( JOBV, 'N' ) ) ) THEN INFO = -3 ELSE IF( M.LT.0 ) THEN INFO = -4 ELSE IF( ( N.LT.0 ) .OR. ( N.GT.M ) ) THEN INFO = -5 ELSE IF( LDA.LT.M ) THEN INFO = -7 ELSE IF( MV.LT.0 ) THEN INFO = -9 ELSE IF( ( RSVEC .AND. ( LDV.LT.N ) ) .OR. $ ( APPLV .AND. ( LDV.LT.MV ) ) ) THEN INFO = -11 ELSE IF( UCTOL .AND. ( WORK( 1 ).LE.ONE ) ) THEN INFO = -12 ELSE IF( LWORK.LT.MAX( M+N, 6 ) ) THEN INFO = -13 ELSE INFO = 0 END IF * * #:( IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGESVJ', -INFO ) RETURN END IF * * #:) Quick return for void matrix * IF( ( M.EQ.0 ) .OR. ( N.EQ.0 ) )RETURN * * Set numerical parameters * The stopping criterion for Jacobi rotations is * * max_{i<>j}|A(:,i)^T * A(:,j)|/(||A(:,i)||*||A(:,j)||) < CTOL*EPS * * where EPS is the round-off and CTOL is defined as follows: * IF( UCTOL ) THEN * ... user controlled CTOL = WORK( 1 ) ELSE * ... default IF( LSVEC .OR. RSVEC .OR. APPLV ) THEN CTOL = DSQRT( DBLE( M ) ) ELSE CTOL = DBLE( M ) END IF END IF * ... and the machine dependent parameters are *[!] (Make sure that DLAMCH() works properly on the target machine.) * EPSLN = DLAMCH( 'Epsilon' ) ROOTEPS = DSQRT( EPSLN ) SFMIN = DLAMCH( 'SafeMinimum' ) ROOTSFMIN = DSQRT( SFMIN ) SMALL = SFMIN / EPSLN BIG = DLAMCH( 'Overflow' ) * BIG = ONE / SFMIN ROOTBIG = ONE / ROOTSFMIN LARGE = BIG / DSQRT( DBLE( M*N ) ) BIGTHETA = ONE / ROOTEPS * TOL = CTOL*EPSLN ROOTTOL = DSQRT( TOL ) * IF( DBLE( M )*EPSLN.GE.ONE ) THEN INFO = -4 CALL XERBLA( 'DGESVJ', -INFO ) RETURN END IF * * Initialize the right singular vector matrix. * IF( RSVEC ) THEN MVL = N CALL DLASET( 'A', MVL, N, ZERO, ONE, V, LDV ) ELSE IF( APPLV ) THEN MVL = MV END IF RSVEC = RSVEC .OR. APPLV * * Initialize SVA( 1:N ) = ( ||A e_i||_2, i = 1:N ) *(!) If necessary, scale A to protect the largest singular value * from overflow. It is possible that saving the largest singular * value destroys the information about the small ones. * This initial scaling is almost minimal in the sense that the * goal is to make sure that no column norm overflows, and that * DSQRT(N)*max_i SVA(i) does not overflow. If INFinite entries * in A are detected, the procedure returns with INFO=-6. * SKL= ONE / DSQRT( DBLE( M )*DBLE( N ) ) NOSCALE = .TRUE. GOSCALE = .TRUE. * IF( LOWER ) THEN * the input matrix is M-by-N lower triangular (trapezoidal) DO 1874 p = 1, N AAPP = ZERO AAQQ = ONE CALL DLASSQ( M-p+1, A( p, p ), 1, AAPP, AAQQ ) IF( AAPP.GT.BIG ) THEN INFO = -6 CALL XERBLA( 'DGESVJ', -INFO ) RETURN END IF AAQQ = DSQRT( AAQQ ) IF( ( AAPP.LT.( BIG / AAQQ ) ) .AND. NOSCALE ) THEN SVA( p ) = AAPP*AAQQ ELSE NOSCALE = .FALSE. SVA( p ) = AAPP*( AAQQ*SKL) IF( GOSCALE ) THEN GOSCALE = .FALSE. DO 1873 q = 1, p - 1 SVA( q ) = SVA( q )*SKL 1873 CONTINUE END IF END IF 1874 CONTINUE ELSE IF( UPPER ) THEN * the input matrix is M-by-N upper triangular (trapezoidal) DO 2874 p = 1, N AAPP = ZERO AAQQ = ONE CALL DLASSQ( p, A( 1, p ), 1, AAPP, AAQQ ) IF( AAPP.GT.BIG ) THEN INFO = -6 CALL XERBLA( 'DGESVJ', -INFO ) RETURN END IF AAQQ = DSQRT( AAQQ ) IF( ( AAPP.LT.( BIG / AAQQ ) ) .AND. NOSCALE ) THEN SVA( p ) = AAPP*AAQQ ELSE NOSCALE = .FALSE. SVA( p ) = AAPP*( AAQQ*SKL) IF( GOSCALE ) THEN GOSCALE = .FALSE. DO 2873 q = 1, p - 1 SVA( q ) = SVA( q )*SKL 2873 CONTINUE END IF END IF 2874 CONTINUE ELSE * the input matrix is M-by-N general dense DO 3874 p = 1, N AAPP = ZERO AAQQ = ONE CALL DLASSQ( M, A( 1, p ), 1, AAPP, AAQQ ) IF( AAPP.GT.BIG ) THEN INFO = -6 CALL XERBLA( 'DGESVJ', -INFO ) RETURN END IF AAQQ = DSQRT( AAQQ ) IF( ( AAPP.LT.( BIG / AAQQ ) ) .AND. NOSCALE ) THEN SVA( p ) = AAPP*AAQQ ELSE NOSCALE = .FALSE. SVA( p ) = AAPP*( AAQQ*SKL) IF( GOSCALE ) THEN GOSCALE = .FALSE. DO 3873 q = 1, p - 1 SVA( q ) = SVA( q )*SKL 3873 CONTINUE END IF END IF 3874 CONTINUE END IF * IF( NOSCALE )SKL= ONE * * Move the smaller part of the spectrum from the underflow threshold *(!) Start by determining the position of the nonzero entries of the * array SVA() relative to ( SFMIN, BIG ). * AAPP = ZERO AAQQ = BIG DO 4781 p = 1, N IF( SVA( p ).NE.ZERO )AAQQ = MIN( AAQQ, SVA( p ) ) AAPP = MAX( AAPP, SVA( p ) ) 4781 CONTINUE * * #:) Quick return for zero matrix * IF( AAPP.EQ.ZERO ) THEN IF( LSVEC )CALL DLASET( 'G', M, N, ZERO, ONE, A, LDA ) WORK( 1 ) = ONE WORK( 2 ) = ZERO WORK( 3 ) = ZERO WORK( 4 ) = ZERO WORK( 5 ) = ZERO WORK( 6 ) = ZERO RETURN END IF * * #:) Quick return for one-column matrix * IF( N.EQ.1 ) THEN IF( LSVEC )CALL DLASCL( 'G', 0, 0, SVA( 1 ), SKL, M, 1, $ A( 1, 1 ), LDA, IERR ) WORK( 1 ) = ONE / SKL IF( SVA( 1 ).GE.SFMIN ) THEN WORK( 2 ) = ONE ELSE WORK( 2 ) = ZERO END IF WORK( 3 ) = ZERO WORK( 4 ) = ZERO WORK( 5 ) = ZERO WORK( 6 ) = ZERO RETURN END IF * * Protect small singular values from underflow, and try to * avoid underflows/overflows in computing Jacobi rotations. * SN = DSQRT( SFMIN / EPSLN ) TEMP1 = DSQRT( BIG / DBLE( N ) ) IF( ( AAPP.LE.SN ) .OR. ( AAQQ.GE.TEMP1 ) .OR. $ ( ( SN.LE.AAQQ ) .AND. ( AAPP.LE.TEMP1 ) ) ) THEN TEMP1 = MIN( BIG, TEMP1 / AAPP ) * AAQQ = AAQQ*TEMP1 * AAPP = AAPP*TEMP1 ELSE IF( ( AAQQ.LE.SN ) .AND. ( AAPP.LE.TEMP1 ) ) THEN TEMP1 = MIN( SN / AAQQ, BIG / ( AAPP*DSQRT( DBLE( N ) ) ) ) * AAQQ = AAQQ*TEMP1 * AAPP = AAPP*TEMP1 ELSE IF( ( AAQQ.GE.SN ) .AND. ( AAPP.GE.TEMP1 ) ) THEN TEMP1 = MAX( SN / AAQQ, TEMP1 / AAPP ) * AAQQ = AAQQ*TEMP1 * AAPP = AAPP*TEMP1 ELSE IF( ( AAQQ.LE.SN ) .AND. ( AAPP.GE.TEMP1 ) ) THEN TEMP1 = MIN( SN / AAQQ, BIG / ( DSQRT( DBLE( N ) )*AAPP ) ) * AAQQ = AAQQ*TEMP1 * AAPP = AAPP*TEMP1 ELSE TEMP1 = ONE END IF * * Scale, if necessary * IF( TEMP1.NE.ONE ) THEN CALL DLASCL( 'G', 0, 0, ONE, TEMP1, N, 1, SVA, N, IERR ) END IF SKL= TEMP1*SKL IF( SKL.NE.ONE ) THEN CALL DLASCL( JOBA, 0, 0, ONE, SKL, M, N, A, LDA, IERR ) SKL= ONE / SKL END IF * * Row-cyclic Jacobi SVD algorithm with column pivoting * EMPTSW = ( N*( N-1 ) ) / 2 NOTROT = 0 FASTR( 1 ) = ZERO * * A is represented in factored form A = A * diag(WORK), where diag(WORK) * is initialized to identity. WORK is updated during fast scaled * rotations. * DO 1868 q = 1, N WORK( q ) = ONE 1868 CONTINUE * * SWBAND = 3 *[TP] SWBAND is a tuning parameter [TP]. It is meaningful and effective * if DGESVJ is used as a computational routine in the preconditioned * Jacobi SVD algorithm DGESVJ. For sweeps i=1:SWBAND the procedure * works on pivots inside a band-like region around the diagonal. * The boundaries are determined dynamically, based on the number of * pivots above a threshold. * KBL = MIN( 8, N ) *[TP] KBL is a tuning parameter that defines the tile size in the * tiling of the p-q loops of pivot pairs. In general, an optimal * value of KBL depends on the matrix dimensions and on the * parameters of the computer's memory. * NBL = N / KBL IF( ( NBL*KBL ).NE.N )NBL = NBL + 1 * BLSKIP = KBL**2 *[TP] BLKSKIP is a tuning parameter that depends on SWBAND and KBL. * ROWSKIP = MIN( 5, KBL ) *[TP] ROWSKIP is a tuning parameter. * LKAHEAD = 1 *[TP] LKAHEAD is a tuning parameter. * * Quasi block transformations, using the lower (upper) triangular * structure of the input matrix. The quasi-block-cycling usually * invokes cubic convergence. Big part of this cycle is done inside * canonical subspaces of dimensions less than M. * IF( ( LOWER .OR. UPPER ) .AND. ( N.GT.MAX( 64, 4*KBL ) ) ) THEN *[TP] The number of partition levels and the actual partition are * tuning parameters. N4 = N / 4 N2 = N / 2 N34 = 3*N4 IF( APPLV ) THEN q = 0 ELSE q = 1 END IF * IF( LOWER ) THEN * * This works very well on lower triangular matrices, in particular * in the framework of the preconditioned Jacobi SVD (xGEJSV). * The idea is simple: * [+ 0 0 0] Note that Jacobi transformations of [0 0] * [+ + 0 0] [0 0] * [+ + x 0] actually work on [x 0] [x 0] * [+ + x x] [x x]. [x x] * CALL DGSVJ0( JOBV, M-N34, N-N34, A( N34+1, N34+1 ), LDA, $ WORK( N34+1 ), SVA( N34+1 ), MVL, $ V( N34*q+1, N34+1 ), LDV, EPSLN, SFMIN, TOL, $ 2, WORK( N+1 ), LWORK-N, IERR ) * CALL DGSVJ0( JOBV, M-N2, N34-N2, A( N2+1, N2+1 ), LDA, $ WORK( N2+1 ), SVA( N2+1 ), MVL, $ V( N2*q+1, N2+1 ), LDV, EPSLN, SFMIN, TOL, 2, $ WORK( N+1 ), LWORK-N, IERR ) * CALL DGSVJ1( JOBV, M-N2, N-N2, N4, A( N2+1, N2+1 ), LDA, $ WORK( N2+1 ), SVA( N2+1 ), MVL, $ V( N2*q+1, N2+1 ), LDV, EPSLN, SFMIN, TOL, 1, $ WORK( N+1 ), LWORK-N, IERR ) * CALL DGSVJ0( JOBV, M-N4, N2-N4, A( N4+1, N4+1 ), LDA, $ WORK( N4+1 ), SVA( N4+1 ), MVL, $ V( N4*q+1, N4+1 ), LDV, EPSLN, SFMIN, TOL, 1, $ WORK( N+1 ), LWORK-N, IERR ) * CALL DGSVJ0( JOBV, M, N4, A, LDA, WORK, SVA, MVL, V, LDV, $ EPSLN, SFMIN, TOL, 1, WORK( N+1 ), LWORK-N, $ IERR ) * CALL DGSVJ1( JOBV, M, N2, N4, A, LDA, WORK, SVA, MVL, V, $ LDV, EPSLN, SFMIN, TOL, 1, WORK( N+1 ), $ LWORK-N, IERR ) * * ELSE IF( UPPER ) THEN * * CALL DGSVJ0( JOBV, N4, N4, A, LDA, WORK, SVA, MVL, V, LDV, $ EPSLN, SFMIN, TOL, 2, WORK( N+1 ), LWORK-N, $ IERR ) * CALL DGSVJ0( JOBV, N2, N4, A( 1, N4+1 ), LDA, WORK( N4+1 ), $ SVA( N4+1 ), MVL, V( N4*q+1, N4+1 ), LDV, $ EPSLN, SFMIN, TOL, 1, WORK( N+1 ), LWORK-N, $ IERR ) * CALL DGSVJ1( JOBV, N2, N2, N4, A, LDA, WORK, SVA, MVL, V, $ LDV, EPSLN, SFMIN, TOL, 1, WORK( N+1 ), $ LWORK-N, IERR ) * CALL DGSVJ0( JOBV, N2+N4, N4, A( 1, N2+1 ), LDA, $ WORK( N2+1 ), SVA( N2+1 ), MVL, $ V( N2*q+1, N2+1 ), LDV, EPSLN, SFMIN, TOL, 1, $ WORK( N+1 ), LWORK-N, IERR ) END IF * END IF * * .. Row-cyclic pivot strategy with de Rijk's pivoting .. * DO 1993 i = 1, NSWEEP * * .. go go go ... * MXAAPQ = ZERO MXSINJ = ZERO ISWROT = 0 * NOTROT = 0 PSKIPPED = 0 * * Each sweep is unrolled using KBL-by-KBL tiles over the pivot pairs * 1 <= p < q <= N. This is the first step toward a blocked implementation * of the rotations. New implementation, based on block transformations, * is under development. * DO 2000 ibr = 1, NBL * igl = ( ibr-1 )*KBL + 1 * DO 1002 ir1 = 0, MIN( LKAHEAD, NBL-ibr ) * igl = igl + ir1*KBL * DO 2001 p = igl, MIN( igl+KBL-1, N-1 ) * * .. de Rijk's pivoting * q = IDAMAX( N-p+1, SVA( p ), 1 ) + p - 1 IF( p.NE.q ) THEN CALL DSWAP( M, A( 1, p ), 1, A( 1, q ), 1 ) IF( RSVEC )CALL DSWAP( MVL, V( 1, p ), 1, $ V( 1, q ), 1 ) TEMP1 = SVA( p ) SVA( p ) = SVA( q ) SVA( q ) = TEMP1 TEMP1 = WORK( p ) WORK( p ) = WORK( q ) WORK( q ) = TEMP1 END IF * IF( ir1.EQ.0 ) THEN * * Column norms are periodically updated by explicit * norm computation. * Caveat: * Unfortunately, some BLAS implementations compute DNRM2(M,A(1,p),1) * as DSQRT(DDOT(M,A(1,p),1,A(1,p),1)), which may cause the result to * overflow for ||A(:,p)||_2 > DSQRT(overflow_threshold), and to * underflow for ||A(:,p)||_2 < DSQRT(underflow_threshold). * Hence, DNRM2 cannot be trusted, not even in the case when * the true norm is far from the under(over)flow boundaries. * If properly implemented DNRM2 is available, the IF-THEN-ELSE * below should read "AAPP = DNRM2( M, A(1,p), 1 ) * WORK(p)". * IF( ( SVA( p ).LT.ROOTBIG ) .AND. $ ( SVA( p ).GT.ROOTSFMIN ) ) THEN SVA( p ) = DNRM2( M, A( 1, p ), 1 )*WORK( p ) ELSE TEMP1 = ZERO AAPP = ONE CALL DLASSQ( M, A( 1, p ), 1, TEMP1, AAPP ) SVA( p ) = TEMP1*DSQRT( AAPP )*WORK( p ) END IF AAPP = SVA( p ) ELSE AAPP = SVA( p ) END IF * IF( AAPP.GT.ZERO ) THEN * PSKIPPED = 0 * DO 2002 q = p + 1, MIN( igl+KBL-1, N ) * AAQQ = SVA( q ) * IF( AAQQ.GT.ZERO ) THEN * AAPP0 = AAPP IF( AAQQ.GE.ONE ) THEN ROTOK = ( SMALL*AAPP ).LE.AAQQ IF( AAPP.LT.( BIG / AAQQ ) ) THEN AAPQ = ( DDOT( M, A( 1, p ), 1, A( 1, $ q ), 1 )*WORK( p )*WORK( q ) / $ AAQQ ) / AAPP ELSE CALL DCOPY( M, A( 1, p ), 1, $ WORK( N+1 ), 1 ) CALL DLASCL( 'G', 0, 0, AAPP, $ WORK( p ), M, 1, $ WORK( N+1 ), LDA, IERR ) AAPQ = DDOT( M, WORK( N+1 ), 1, $ A( 1, q ), 1 )*WORK( q ) / AAQQ END IF ELSE ROTOK = AAPP.LE.( AAQQ / SMALL ) IF( AAPP.GT.( SMALL / AAQQ ) ) THEN AAPQ = ( DDOT( M, A( 1, p ), 1, A( 1, $ q ), 1 )*WORK( p )*WORK( q ) / $ AAQQ ) / AAPP ELSE CALL DCOPY( M, A( 1, q ), 1, $ WORK( N+1 ), 1 ) CALL DLASCL( 'G', 0, 0, AAQQ, $ WORK( q ), M, 1, $ WORK( N+1 ), LDA, IERR ) AAPQ = DDOT( M, WORK( N+1 ), 1, $ A( 1, p ), 1 )*WORK( p ) / AAPP END IF END IF * MXAAPQ = MAX( MXAAPQ, DABS( AAPQ ) ) * * TO rotate or NOT to rotate, THAT is the question ... * IF( DABS( AAPQ ).GT.TOL ) THEN * * .. rotate *[RTD] ROTATED = ROTATED + ONE * IF( ir1.EQ.0 ) THEN NOTROT = 0 PSKIPPED = 0 ISWROT = ISWROT + 1 END IF * IF( ROTOK ) THEN * AQOAP = AAQQ / AAPP APOAQ = AAPP / AAQQ THETA = -HALF*DABS(AQOAP-APOAQ)/AAPQ * IF( DABS( THETA ).GT.BIGTHETA ) THEN * T = HALF / THETA FASTR( 3 ) = T*WORK( p ) / WORK( q ) FASTR( 4 ) = -T*WORK( q ) / $ WORK( p ) CALL DROTM( M, A( 1, p ), 1, $ A( 1, q ), 1, FASTR ) IF( RSVEC )CALL DROTM( MVL, $ V( 1, p ), 1, $ V( 1, q ), 1, $ FASTR ) SVA( q ) = AAQQ*DSQRT( MAX( ZERO, $ ONE+T*APOAQ*AAPQ ) ) AAPP = AAPP*DSQRT( MAX( ZERO, $ ONE-T*AQOAP*AAPQ ) ) MXSINJ = MAX( MXSINJ, DABS( T ) ) * ELSE * * .. choose correct signum for THETA and rotate * THSIGN = -DSIGN( ONE, AAPQ ) T = ONE / ( THETA+THSIGN* $ DSQRT( ONE+THETA*THETA ) ) CS = DSQRT( ONE / ( ONE+T*T ) ) SN = T*CS * MXSINJ = MAX( MXSINJ, DABS( SN ) ) SVA( q ) = AAQQ*DSQRT( MAX( ZERO, $ ONE+T*APOAQ*AAPQ ) ) AAPP = AAPP*DSQRT( MAX( ZERO, $ ONE-T*AQOAP*AAPQ ) ) * APOAQ = WORK( p ) / WORK( q ) AQOAP = WORK( q ) / WORK( p ) IF( WORK( p ).GE.ONE ) THEN IF( WORK( q ).GE.ONE ) THEN FASTR( 3 ) = T*APOAQ FASTR( 4 ) = -T*AQOAP WORK( p ) = WORK( p )*CS WORK( q ) = WORK( q )*CS CALL DROTM( M, A( 1, p ), 1, $ A( 1, q ), 1, $ FASTR ) IF( RSVEC )CALL DROTM( MVL, $ V( 1, p ), 1, V( 1, q ), $ 1, FASTR ) ELSE CALL DAXPY( M, -T*AQOAP, $ A( 1, q ), 1, $ A( 1, p ), 1 ) CALL DAXPY( M, CS*SN*APOAQ, $ A( 1, p ), 1, $ A( 1, q ), 1 ) WORK( p ) = WORK( p )*CS WORK( q ) = WORK( q ) / CS IF( RSVEC ) THEN CALL DAXPY( MVL, -T*AQOAP, $ V( 1, q ), 1, $ V( 1, p ), 1 ) CALL DAXPY( MVL, $ CS*SN*APOAQ, $ V( 1, p ), 1, $ V( 1, q ), 1 ) END IF END IF ELSE IF( WORK( q ).GE.ONE ) THEN CALL DAXPY( M, T*APOAQ, $ A( 1, p ), 1, $ A( 1, q ), 1 ) CALL DAXPY( M, -CS*SN*AQOAP, $ A( 1, q ), 1, $ A( 1, p ), 1 ) WORK( p ) = WORK( p ) / CS WORK( q ) = WORK( q )*CS IF( RSVEC ) THEN CALL DAXPY( MVL, T*APOAQ, $ V( 1, p ), 1, $ V( 1, q ), 1 ) CALL DAXPY( MVL, $ -CS*SN*AQOAP, $ V( 1, q ), 1, $ V( 1, p ), 1 ) END IF ELSE IF( WORK( p ).GE.WORK( q ) ) $ THEN CALL DAXPY( M, -T*AQOAP, $ A( 1, q ), 1, $ A( 1, p ), 1 ) CALL DAXPY( M, CS*SN*APOAQ, $ A( 1, p ), 1, $ A( 1, q ), 1 ) WORK( p ) = WORK( p )*CS WORK( q ) = WORK( q ) / CS IF( RSVEC ) THEN CALL DAXPY( MVL, $ -T*AQOAP, $ V( 1, q ), 1, $ V( 1, p ), 1 ) CALL DAXPY( MVL, $ CS*SN*APOAQ, $ V( 1, p ), 1, $ V( 1, q ), 1 ) END IF ELSE CALL DAXPY( M, T*APOAQ, $ A( 1, p ), 1, $ A( 1, q ), 1 ) CALL DAXPY( M, $ -CS*SN*AQOAP, $ A( 1, q ), 1, $ A( 1, p ), 1 ) WORK( p ) = WORK( p ) / CS WORK( q ) = WORK( q )*CS IF( RSVEC ) THEN CALL DAXPY( MVL, $ T*APOAQ, V( 1, p ), $ 1, V( 1, q ), 1 ) CALL DAXPY( MVL, $ -CS*SN*AQOAP, $ V( 1, q ), 1, $ V( 1, p ), 1 ) END IF END IF END IF END IF END IF * ELSE * .. have to use modified Gram-Schmidt like transformation CALL DCOPY( M, A( 1, p ), 1, $ WORK( N+1 ), 1 ) CALL DLASCL( 'G', 0, 0, AAPP, ONE, M, $ 1, WORK( N+1 ), LDA, $ IERR ) CALL DLASCL( 'G', 0, 0, AAQQ, ONE, M, $ 1, A( 1, q ), LDA, IERR ) TEMP1 = -AAPQ*WORK( p ) / WORK( q ) CALL DAXPY( M, TEMP1, WORK( N+1 ), 1, $ A( 1, q ), 1 ) CALL DLASCL( 'G', 0, 0, ONE, AAQQ, M, $ 1, A( 1, q ), LDA, IERR ) SVA( q ) = AAQQ*DSQRT( MAX( ZERO, $ ONE-AAPQ*AAPQ ) ) MXSINJ = MAX( MXSINJ, SFMIN ) END IF * END IF ROTOK THEN ... ELSE * * In the case of cancellation in updating SVA(q), SVA(p) * recompute SVA(q), SVA(p). * IF( ( SVA( q ) / AAQQ )**2.LE.ROOTEPS ) $ THEN IF( ( AAQQ.LT.ROOTBIG ) .AND. $ ( AAQQ.GT.ROOTSFMIN ) ) THEN SVA( q ) = DNRM2( M, A( 1, q ), 1 )* $ WORK( q ) ELSE T = ZERO AAQQ = ONE CALL DLASSQ( M, A( 1, q ), 1, T, $ AAQQ ) SVA( q ) = T*DSQRT( AAQQ )*WORK( q ) END IF END IF IF( ( AAPP / AAPP0 ).LE.ROOTEPS ) THEN IF( ( AAPP.LT.ROOTBIG ) .AND. $ ( AAPP.GT.ROOTSFMIN ) ) THEN AAPP = DNRM2( M, A( 1, p ), 1 )* $ WORK( p ) ELSE T = ZERO AAPP = ONE CALL DLASSQ( M, A( 1, p ), 1, T, $ AAPP ) AAPP = T*DSQRT( AAPP )*WORK( p ) END IF SVA( p ) = AAPP END IF * ELSE * A(:,p) and A(:,q) already numerically orthogonal IF( ir1.EQ.0 )NOTROT = NOTROT + 1 *[RTD] SKIPPED = SKIPPED + 1 PSKIPPED = PSKIPPED + 1 END IF ELSE * A(:,q) is zero column IF( ir1.EQ.0 )NOTROT = NOTROT + 1 PSKIPPED = PSKIPPED + 1 END IF * IF( ( i.LE.SWBAND ) .AND. $ ( PSKIPPED.GT.ROWSKIP ) ) THEN IF( ir1.EQ.0 )AAPP = -AAPP NOTROT = 0 GO TO 2103 END IF * 2002 CONTINUE * END q-LOOP * 2103 CONTINUE * bailed out of q-loop * SVA( p ) = AAPP * ELSE SVA( p ) = AAPP IF( ( ir1.EQ.0 ) .AND. ( AAPP.EQ.ZERO ) ) $ NOTROT = NOTROT + MIN( igl+KBL-1, N ) - p END IF * 2001 CONTINUE * end of the p-loop * end of doing the block ( ibr, ibr ) 1002 CONTINUE * end of ir1-loop * * ... go to the off diagonal blocks * igl = ( ibr-1 )*KBL + 1 * DO 2010 jbc = ibr + 1, NBL * jgl = ( jbc-1 )*KBL + 1 * * doing the block at ( ibr, jbc ) * IJBLSK = 0 DO 2100 p = igl, MIN( igl+KBL-1, N ) * AAPP = SVA( p ) IF( AAPP.GT.ZERO ) THEN * PSKIPPED = 0 * DO 2200 q = jgl, MIN( jgl+KBL-1, N ) * AAQQ = SVA( q ) IF( AAQQ.GT.ZERO ) THEN AAPP0 = AAPP * * .. M x 2 Jacobi SVD .. * * Safe Gram matrix computation * IF( AAQQ.GE.ONE ) THEN IF( AAPP.GE.AAQQ ) THEN ROTOK = ( SMALL*AAPP ).LE.AAQQ ELSE ROTOK = ( SMALL*AAQQ ).LE.AAPP END IF IF( AAPP.LT.( BIG / AAQQ ) ) THEN AAPQ = ( DDOT( M, A( 1, p ), 1, A( 1, $ q ), 1 )*WORK( p )*WORK( q ) / $ AAQQ ) / AAPP ELSE CALL DCOPY( M, A( 1, p ), 1, $ WORK( N+1 ), 1 ) CALL DLASCL( 'G', 0, 0, AAPP, $ WORK( p ), M, 1, $ WORK( N+1 ), LDA, IERR ) AAPQ = DDOT( M, WORK( N+1 ), 1, $ A( 1, q ), 1 )*WORK( q ) / AAQQ END IF ELSE IF( AAPP.GE.AAQQ ) THEN ROTOK = AAPP.LE.( AAQQ / SMALL ) ELSE ROTOK = AAQQ.LE.( AAPP / SMALL ) END IF IF( AAPP.GT.( SMALL / AAQQ ) ) THEN AAPQ = ( DDOT( M, A( 1, p ), 1, A( 1, $ q ), 1 )*WORK( p )*WORK( q ) / $ AAQQ ) / AAPP ELSE CALL DCOPY( M, A( 1, q ), 1, $ WORK( N+1 ), 1 ) CALL DLASCL( 'G', 0, 0, AAQQ, $ WORK( q ), M, 1, $ WORK( N+1 ), LDA, IERR ) AAPQ = DDOT( M, WORK( N+1 ), 1, $ A( 1, p ), 1 )*WORK( p ) / AAPP END IF END IF * MXAAPQ = MAX( MXAAPQ, DABS( AAPQ ) ) * * TO rotate or NOT to rotate, THAT is the question ... * IF( DABS( AAPQ ).GT.TOL ) THEN NOTROT = 0 *[RTD] ROTATED = ROTATED + 1 PSKIPPED = 0 ISWROT = ISWROT + 1 * IF( ROTOK ) THEN * AQOAP = AAQQ / AAPP APOAQ = AAPP / AAQQ THETA = -HALF*DABS(AQOAP-APOAQ)/AAPQ IF( AAQQ.GT.AAPP0 )THETA = -THETA * IF( DABS( THETA ).GT.BIGTHETA ) THEN T = HALF / THETA FASTR( 3 ) = T*WORK( p ) / WORK( q ) FASTR( 4 ) = -T*WORK( q ) / $ WORK( p ) CALL DROTM( M, A( 1, p ), 1, $ A( 1, q ), 1, FASTR ) IF( RSVEC )CALL DROTM( MVL, $ V( 1, p ), 1, $ V( 1, q ), 1, $ FASTR ) SVA( q ) = AAQQ*DSQRT( MAX( ZERO, $ ONE+T*APOAQ*AAPQ ) ) AAPP = AAPP*DSQRT( MAX( ZERO, $ ONE-T*AQOAP*AAPQ ) ) MXSINJ = MAX( MXSINJ, DABS( T ) ) ELSE * * .. choose correct signum for THETA and rotate * THSIGN = -DSIGN( ONE, AAPQ ) IF( AAQQ.GT.AAPP0 )THSIGN = -THSIGN T = ONE / ( THETA+THSIGN* $ DSQRT( ONE+THETA*THETA ) ) CS = DSQRT( ONE / ( ONE+T*T ) ) SN = T*CS MXSINJ = MAX( MXSINJ, DABS( SN ) ) SVA( q ) = AAQQ*DSQRT( MAX( ZERO, $ ONE+T*APOAQ*AAPQ ) ) AAPP = AAPP*DSQRT( MAX( ZERO, $ ONE-T*AQOAP*AAPQ ) ) * APOAQ = WORK( p ) / WORK( q ) AQOAP = WORK( q ) / WORK( p ) IF( WORK( p ).GE.ONE ) THEN * IF( WORK( q ).GE.ONE ) THEN FASTR( 3 ) = T*APOAQ FASTR( 4 ) = -T*AQOAP WORK( p ) = WORK( p )*CS WORK( q ) = WORK( q )*CS CALL DROTM( M, A( 1, p ), 1, $ A( 1, q ), 1, $ FASTR ) IF( RSVEC )CALL DROTM( MVL, $ V( 1, p ), 1, V( 1, q ), $ 1, FASTR ) ELSE CALL DAXPY( M, -T*AQOAP, $ A( 1, q ), 1, $ A( 1, p ), 1 ) CALL DAXPY( M, CS*SN*APOAQ, $ A( 1, p ), 1, $ A( 1, q ), 1 ) IF( RSVEC ) THEN CALL DAXPY( MVL, -T*AQOAP, $ V( 1, q ), 1, $ V( 1, p ), 1 ) CALL DAXPY( MVL, $ CS*SN*APOAQ, $ V( 1, p ), 1, $ V( 1, q ), 1 ) END IF WORK( p ) = WORK( p )*CS WORK( q ) = WORK( q ) / CS END IF ELSE IF( WORK( q ).GE.ONE ) THEN CALL DAXPY( M, T*APOAQ, $ A( 1, p ), 1, $ A( 1, q ), 1 ) CALL DAXPY( M, -CS*SN*AQOAP, $ A( 1, q ), 1, $ A( 1, p ), 1 ) IF( RSVEC ) THEN CALL DAXPY( MVL, T*APOAQ, $ V( 1, p ), 1, $ V( 1, q ), 1 ) CALL DAXPY( MVL, $ -CS*SN*AQOAP, $ V( 1, q ), 1, $ V( 1, p ), 1 ) END IF WORK( p ) = WORK( p ) / CS WORK( q ) = WORK( q )*CS ELSE IF( WORK( p ).GE.WORK( q ) ) $ THEN CALL DAXPY( M, -T*AQOAP, $ A( 1, q ), 1, $ A( 1, p ), 1 ) CALL DAXPY( M, CS*SN*APOAQ, $ A( 1, p ), 1, $ A( 1, q ), 1 ) WORK( p ) = WORK( p )*CS WORK( q ) = WORK( q ) / CS IF( RSVEC ) THEN CALL DAXPY( MVL, $ -T*AQOAP, $ V( 1, q ), 1, $ V( 1, p ), 1 ) CALL DAXPY( MVL, $ CS*SN*APOAQ, $ V( 1, p ), 1, $ V( 1, q ), 1 ) END IF ELSE CALL DAXPY( M, T*APOAQ, $ A( 1, p ), 1, $ A( 1, q ), 1 ) CALL DAXPY( M, $ -CS*SN*AQOAP, $ A( 1, q ), 1, $ A( 1, p ), 1 ) WORK( p ) = WORK( p ) / CS WORK( q ) = WORK( q )*CS IF( RSVEC ) THEN CALL DAXPY( MVL, $ T*APOAQ, V( 1, p ), $ 1, V( 1, q ), 1 ) CALL DAXPY( MVL, $ -CS*SN*AQOAP, $ V( 1, q ), 1, $ V( 1, p ), 1 ) END IF END IF END IF END IF END IF * ELSE IF( AAPP.GT.AAQQ ) THEN CALL DCOPY( M, A( 1, p ), 1, $ WORK( N+1 ), 1 ) CALL DLASCL( 'G', 0, 0, AAPP, ONE, $ M, 1, WORK( N+1 ), LDA, $ IERR ) CALL DLASCL( 'G', 0, 0, AAQQ, ONE, $ M, 1, A( 1, q ), LDA, $ IERR ) TEMP1 = -AAPQ*WORK( p ) / WORK( q ) CALL DAXPY( M, TEMP1, WORK( N+1 ), $ 1, A( 1, q ), 1 ) CALL DLASCL( 'G', 0, 0, ONE, AAQQ, $ M, 1, A( 1, q ), LDA, $ IERR ) SVA( q ) = AAQQ*DSQRT( MAX( ZERO, $ ONE-AAPQ*AAPQ ) ) MXSINJ = MAX( MXSINJ, SFMIN ) ELSE CALL DCOPY( M, A( 1, q ), 1, $ WORK( N+1 ), 1 ) CALL DLASCL( 'G', 0, 0, AAQQ, ONE, $ M, 1, WORK( N+1 ), LDA, $ IERR ) CALL DLASCL( 'G', 0, 0, AAPP, ONE, $ M, 1, A( 1, p ), LDA, $ IERR ) TEMP1 = -AAPQ*WORK( q ) / WORK( p ) CALL DAXPY( M, TEMP1, WORK( N+1 ), $ 1, A( 1, p ), 1 ) CALL DLASCL( 'G', 0, 0, ONE, AAPP, $ M, 1, A( 1, p ), LDA, $ IERR ) SVA( p ) = AAPP*DSQRT( MAX( ZERO, $ ONE-AAPQ*AAPQ ) ) MXSINJ = MAX( MXSINJ, SFMIN ) END IF END IF * END IF ROTOK THEN ... ELSE * * In the case of cancellation in updating SVA(q) * .. recompute SVA(q) IF( ( SVA( q ) / AAQQ )**2.LE.ROOTEPS ) $ THEN IF( ( AAQQ.LT.ROOTBIG ) .AND. $ ( AAQQ.GT.ROOTSFMIN ) ) THEN SVA( q ) = DNRM2( M, A( 1, q ), 1 )* $ WORK( q ) ELSE T = ZERO AAQQ = ONE CALL DLASSQ( M, A( 1, q ), 1, T, $ AAQQ ) SVA( q ) = T*DSQRT( AAQQ )*WORK( q ) END IF END IF IF( ( AAPP / AAPP0 )**2.LE.ROOTEPS ) THEN IF( ( AAPP.LT.ROOTBIG ) .AND. $ ( AAPP.GT.ROOTSFMIN ) ) THEN AAPP = DNRM2( M, A( 1, p ), 1 )* $ WORK( p ) ELSE T = ZERO AAPP = ONE CALL DLASSQ( M, A( 1, p ), 1, T, $ AAPP ) AAPP = T*DSQRT( AAPP )*WORK( p ) END IF SVA( p ) = AAPP END IF * end of OK rotation ELSE NOTROT = NOTROT + 1 *[RTD] SKIPPED = SKIPPED + 1 PSKIPPED = PSKIPPED + 1 IJBLSK = IJBLSK + 1 END IF ELSE NOTROT = NOTROT + 1 PSKIPPED = PSKIPPED + 1 IJBLSK = IJBLSK + 1 END IF * IF( ( i.LE.SWBAND ) .AND. ( IJBLSK.GE.BLSKIP ) ) $ THEN SVA( p ) = AAPP NOTROT = 0 GO TO 2011 END IF IF( ( i.LE.SWBAND ) .AND. $ ( PSKIPPED.GT.ROWSKIP ) ) THEN AAPP = -AAPP NOTROT = 0 GO TO 2203 END IF * 2200 CONTINUE * end of the q-loop 2203 CONTINUE * SVA( p ) = AAPP * ELSE * IF( AAPP.EQ.ZERO )NOTROT = NOTROT + $ MIN( jgl+KBL-1, N ) - jgl + 1 IF( AAPP.LT.ZERO )NOTROT = 0 * END IF * 2100 CONTINUE * end of the p-loop 2010 CONTINUE * end of the jbc-loop 2011 CONTINUE *2011 bailed out of the jbc-loop DO 2012 p = igl, MIN( igl+KBL-1, N ) SVA( p ) = DABS( SVA( p ) ) 2012 CONTINUE *** 2000 CONTINUE *2000 :: end of the ibr-loop * * .. update SVA(N) IF( ( SVA( N ).LT.ROOTBIG ) .AND. ( SVA( N ).GT.ROOTSFMIN ) ) $ THEN SVA( N ) = DNRM2( M, A( 1, N ), 1 )*WORK( N ) ELSE T = ZERO AAPP = ONE CALL DLASSQ( M, A( 1, N ), 1, T, AAPP ) SVA( N ) = T*DSQRT( AAPP )*WORK( N ) END IF * * Additional steering devices * IF( ( i.LT.SWBAND ) .AND. ( ( MXAAPQ.LE.ROOTTOL ) .OR. $ ( ISWROT.LE.N ) ) )SWBAND = i * IF( ( i.GT.SWBAND+1 ) .AND. ( MXAAPQ.LT.DSQRT( DBLE( N ) )* $ TOL ) .AND. ( DBLE( N )*MXAAPQ*MXSINJ.LT.TOL ) ) THEN GO TO 1994 END IF * IF( NOTROT.GE.EMPTSW )GO TO 1994 * 1993 CONTINUE * end i=1:NSWEEP loop * * #:( Reaching this point means that the procedure has not converged. INFO = NSWEEP - 1 GO TO 1995 * 1994 CONTINUE * #:) Reaching this point means numerical convergence after the i-th * sweep. * INFO = 0 * #:) INFO = 0 confirms successful iterations. 1995 CONTINUE * * Sort the singular values and find how many are above * the underflow threshold. * N2 = 0 N4 = 0 DO 5991 p = 1, N - 1 q = IDAMAX( N-p+1, SVA( p ), 1 ) + p - 1 IF( p.NE.q ) THEN TEMP1 = SVA( p ) SVA( p ) = SVA( q ) SVA( q ) = TEMP1 TEMP1 = WORK( p ) WORK( p ) = WORK( q ) WORK( q ) = TEMP1 CALL DSWAP( M, A( 1, p ), 1, A( 1, q ), 1 ) IF( RSVEC )CALL DSWAP( MVL, V( 1, p ), 1, V( 1, q ), 1 ) END IF IF( SVA( p ).NE.ZERO ) THEN N4 = N4 + 1 IF( SVA( p )*SKL.GT.SFMIN )N2 = N2 + 1 END IF 5991 CONTINUE IF( SVA( N ).NE.ZERO ) THEN N4 = N4 + 1 IF( SVA( N )*SKL.GT.SFMIN )N2 = N2 + 1 END IF * * Normalize the left singular vectors. * IF( LSVEC .OR. UCTOL ) THEN DO 1998 p = 1, N2 CALL DSCAL( M, WORK( p ) / SVA( p ), A( 1, p ), 1 ) 1998 CONTINUE END IF * * Scale the product of Jacobi rotations (assemble the fast rotations). * IF( RSVEC ) THEN IF( APPLV ) THEN DO 2398 p = 1, N CALL DSCAL( MVL, WORK( p ), V( 1, p ), 1 ) 2398 CONTINUE ELSE DO 2399 p = 1, N TEMP1 = ONE / DNRM2( MVL, V( 1, p ), 1 ) CALL DSCAL( MVL, TEMP1, V( 1, p ), 1 ) 2399 CONTINUE END IF END IF * * Undo scaling, if necessary (and possible). IF( ( ( SKL.GT.ONE ) .AND. ( SVA( 1 ).LT.( BIG / SKL) ) ) $ .OR. ( ( SKL.LT.ONE ) .AND. ( SVA( MAX( N2, 1 ) ) .GT. $ ( SFMIN / SKL) ) ) ) THEN DO 2400 p = 1, N SVA( P ) = SKL*SVA( P ) 2400 CONTINUE SKL= ONE END IF * WORK( 1 ) = SKL * The singular values of A are SKL*SVA(1:N). If SKL.NE.ONE * then some of the singular values may overflow or underflow and * the spectrum is given in this factored representation. * WORK( 2 ) = DBLE( N4 ) * N4 is the number of computed nonzero singular values of A. * WORK( 3 ) = DBLE( N2 ) * N2 is the number of singular values of A greater than SFMIN. * If N2 \brief DGESVX computes the solution to system of linear equations A * X = B for GE matrices * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGESVX + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGESVX( FACT, TRANS, N, NRHS, A, LDA, AF, LDAF, IPIV, * EQUED, R, C, B, LDB, X, LDX, RCOND, FERR, BERR, * WORK, IWORK, INFO ) * * .. Scalar Arguments .. * CHARACTER EQUED, FACT, TRANS * INTEGER INFO, LDA, LDAF, LDB, LDX, N, NRHS * DOUBLE PRECISION RCOND * .. * .. Array Arguments .. * INTEGER IPIV( * ), IWORK( * ) * DOUBLE PRECISION A( LDA, * ), AF( LDAF, * ), B( LDB, * ), * $ BERR( * ), C( * ), FERR( * ), R( * ), * $ WORK( * ), X( LDX, * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGESVX uses the LU factorization to compute the solution to a real *> system of linear equations *> A * X = B, *> where A is an N-by-N matrix and X and B are N-by-NRHS matrices. *> *> Error bounds on the solution and a condition estimate are also *> provided. *> \endverbatim * *> \par Description: * ================= *> *> \verbatim *> *> The following steps are performed: *> *> 1. If FACT = 'E', real scaling factors are computed to equilibrate *> the system: *> TRANS = 'N': diag(R)*A*diag(C) *inv(diag(C))*X = diag(R)*B *> TRANS = 'T': (diag(R)*A*diag(C))**T *inv(diag(R))*X = diag(C)*B *> TRANS = 'C': (diag(R)*A*diag(C))**H *inv(diag(R))*X = diag(C)*B *> Whether or not the system will be equilibrated depends on the *> scaling of the matrix A, but if equilibration is used, A is *> overwritten by diag(R)*A*diag(C) and B by diag(R)*B (if TRANS='N') *> or diag(C)*B (if TRANS = 'T' or 'C'). *> *> 2. If FACT = 'N' or 'E', the LU decomposition is used to factor the *> matrix A (after equilibration if FACT = 'E') as *> A = P * L * U, *> where P is a permutation matrix, L is a unit lower triangular *> matrix, and U is upper triangular. *> *> 3. If some U(i,i)=0, so that U is exactly singular, then the routine *> returns with INFO = i. Otherwise, the factored form of A is used *> to estimate the condition number of the matrix A. If the *> reciprocal of the condition number is less than machine precision, *> INFO = N+1 is returned as a warning, but the routine still goes on *> to solve for X and compute error bounds as described below. *> *> 4. The system of equations is solved for X using the factored form *> of A. *> *> 5. Iterative refinement is applied to improve the computed solution *> matrix and calculate error bounds and backward error estimates *> for it. *> *> 6. If equilibration was used, the matrix X is premultiplied by *> diag(C) (if TRANS = 'N') or diag(R) (if TRANS = 'T' or 'C') so *> that it solves the original system before equilibration. *> \endverbatim * * Arguments: * ========== * *> \param[in] FACT *> \verbatim *> FACT is CHARACTER*1 *> Specifies whether or not the factored form of the matrix A is *> supplied on entry, and if not, whether the matrix A should be *> equilibrated before it is factored. *> = 'F': On entry, AF and IPIV contain the factored form of A. *> If EQUED is not 'N', the matrix A has been *> equilibrated with scaling factors given by R and C. *> A, AF, and IPIV are not modified. *> = 'N': The matrix A will be copied to AF and factored. *> = 'E': The matrix A will be equilibrated if necessary, then *> copied to AF and factored. *> \endverbatim *> *> \param[in] TRANS *> \verbatim *> TRANS is CHARACTER*1 *> Specifies the form of the system of equations: *> = 'N': A * X = B (No transpose) *> = 'T': A**T * X = B (Transpose) *> = 'C': A**H * X = B (Transpose) *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The number of linear equations, i.e., the order of the *> matrix A. N >= 0. *> \endverbatim *> *> \param[in] NRHS *> \verbatim *> NRHS is INTEGER *> The number of right hand sides, i.e., the number of columns *> of the matrices B and X. NRHS >= 0. *> \endverbatim *> *> \param[in,out] A *> \verbatim *> A is DOUBLE PRECISION array, dimension (LDA,N) *> On entry, the N-by-N matrix A. If FACT = 'F' and EQUED is *> not 'N', then A must have been equilibrated by the scaling *> factors in R and/or C. A is not modified if FACT = 'F' or *> 'N', or if FACT = 'E' and EQUED = 'N' on exit. *> *> On exit, if EQUED .ne. 'N', A is scaled as follows: *> EQUED = 'R': A := diag(R) * A *> EQUED = 'C': A := A * diag(C) *> EQUED = 'B': A := diag(R) * A * diag(C). *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,N). *> \endverbatim *> *> \param[in,out] AF *> \verbatim *> AF is DOUBLE PRECISION array, dimension (LDAF,N) *> If FACT = 'F', then AF is an input argument and on entry *> contains the factors L and U from the factorization *> A = P*L*U as computed by DGETRF. If EQUED .ne. 'N', then *> AF is the factored form of the equilibrated matrix A. *> *> If FACT = 'N', then AF is an output argument and on exit *> returns the factors L and U from the factorization A = P*L*U *> of the original matrix A. *> *> If FACT = 'E', then AF is an output argument and on exit *> returns the factors L and U from the factorization A = P*L*U *> of the equilibrated matrix A (see the description of A for *> the form of the equilibrated matrix). *> \endverbatim *> *> \param[in] LDAF *> \verbatim *> LDAF is INTEGER *> The leading dimension of the array AF. LDAF >= max(1,N). *> \endverbatim *> *> \param[in,out] IPIV *> \verbatim *> IPIV is INTEGER array, dimension (N) *> If FACT = 'F', then IPIV is an input argument and on entry *> contains the pivot indices from the factorization A = P*L*U *> as computed by DGETRF; row i of the matrix was interchanged *> with row IPIV(i). *> *> If FACT = 'N', then IPIV is an output argument and on exit *> contains the pivot indices from the factorization A = P*L*U *> of the original matrix A. *> *> If FACT = 'E', then IPIV is an output argument and on exit *> contains the pivot indices from the factorization A = P*L*U *> of the equilibrated matrix A. *> \endverbatim *> *> \param[in,out] EQUED *> \verbatim *> EQUED is CHARACTER*1 *> Specifies the form of equilibration that was done. *> = 'N': No equilibration (always true if FACT = 'N'). *> = 'R': Row equilibration, i.e., A has been premultiplied by *> diag(R). *> = 'C': Column equilibration, i.e., A has been postmultiplied *> by diag(C). *> = 'B': Both row and column equilibration, i.e., A has been *> replaced by diag(R) * A * diag(C). *> EQUED is an input argument if FACT = 'F'; otherwise, it is an *> output argument. *> \endverbatim *> *> \param[in,out] R *> \verbatim *> R is DOUBLE PRECISION array, dimension (N) *> The row scale factors for A. If EQUED = 'R' or 'B', A is *> multiplied on the left by diag(R); if EQUED = 'N' or 'C', R *> is not accessed. R is an input argument if FACT = 'F'; *> otherwise, R is an output argument. If FACT = 'F' and *> EQUED = 'R' or 'B', each element of R must be positive. *> \endverbatim *> *> \param[in,out] C *> \verbatim *> C is DOUBLE PRECISION array, dimension (N) *> The column scale factors for A. If EQUED = 'C' or 'B', A is *> multiplied on the right by diag(C); if EQUED = 'N' or 'R', C *> is not accessed. C is an input argument if FACT = 'F'; *> otherwise, C is an output argument. If FACT = 'F' and *> EQUED = 'C' or 'B', each element of C must be positive. *> \endverbatim *> *> \param[in,out] B *> \verbatim *> B is DOUBLE PRECISION array, dimension (LDB,NRHS) *> On entry, the N-by-NRHS right hand side matrix B. *> On exit, *> if EQUED = 'N', B is not modified; *> if TRANS = 'N' and EQUED = 'R' or 'B', B is overwritten by *> diag(R)*B; *> if TRANS = 'T' or 'C' and EQUED = 'C' or 'B', B is *> overwritten by diag(C)*B. *> \endverbatim *> *> \param[in] LDB *> \verbatim *> LDB is INTEGER *> The leading dimension of the array B. LDB >= max(1,N). *> \endverbatim *> *> \param[out] X *> \verbatim *> X is DOUBLE PRECISION array, dimension (LDX,NRHS) *> If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X *> to the original system of equations. Note that A and B are *> modified on exit if EQUED .ne. 'N', and the solution to the *> equilibrated system is inv(diag(C))*X if TRANS = 'N' and *> EQUED = 'C' or 'B', or inv(diag(R))*X if TRANS = 'T' or 'C' *> and EQUED = 'R' or 'B'. *> \endverbatim *> *> \param[in] LDX *> \verbatim *> LDX is INTEGER *> The leading dimension of the array X. LDX >= max(1,N). *> \endverbatim *> *> \param[out] RCOND *> \verbatim *> RCOND is DOUBLE PRECISION *> The estimate of the reciprocal condition number of the matrix *> A after equilibration (if done). If RCOND is less than the *> machine precision (in particular, if RCOND = 0), the matrix *> is singular to working precision. This condition is *> indicated by a return code of INFO > 0. *> \endverbatim *> *> \param[out] FERR *> \verbatim *> FERR is DOUBLE PRECISION array, dimension (NRHS) *> The estimated forward error bound for each solution vector *> X(j) (the j-th column of the solution matrix X). *> If XTRUE is the true solution corresponding to X(j), FERR(j) *> is an estimated upper bound for the magnitude of the largest *> element in (X(j) - XTRUE) divided by the magnitude of the *> largest element in X(j). The estimate is as reliable as *> the estimate for RCOND, and is almost always a slight *> overestimate of the true error. *> \endverbatim *> *> \param[out] BERR *> \verbatim *> BERR is DOUBLE PRECISION array, dimension (NRHS) *> The componentwise relative backward error of each solution *> vector X(j) (i.e., the smallest relative change in *> any element of A or B that makes X(j) an exact solution). *> \endverbatim *> *> \param[out] WORK *> \verbatim *> WORK is DOUBLE PRECISION array, dimension (4*N) *> On exit, WORK(1) contains the reciprocal pivot growth *> factor norm(A)/norm(U). The "max absolute element" norm is *> used. If WORK(1) is much less than 1, then the stability *> of the LU factorization of the (equilibrated) matrix A *> could be poor. This also means that the solution X, condition *> estimator RCOND, and forward error bound FERR could be *> unreliable. If factorization fails with 0 WORK(1) contains the reciprocal pivot growth factor for the *> leading INFO columns of A. *> \endverbatim *> *> \param[out] IWORK *> \verbatim *> IWORK is INTEGER array, dimension (N) *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit *> < 0: if INFO = -i, the i-th argument had an illegal value *> > 0: if INFO = i, and i is *> <= N: U(i,i) is exactly zero. The factorization has *> been completed, but the factor U is exactly *> singular, so the solution and error bounds *> could not be computed. RCOND = 0 is returned. *> = N+1: U is nonsingular, but RCOND is less than machine *> precision, meaning that the matrix is singular *> to working precision. Nevertheless, the *> solution and error bounds are computed because *> there are a number of situations where the *> computed solution can be more accurate than the *> value of RCOND would suggest. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date April 2012 * *> \ingroup doubleGEsolve * * ===================================================================== SUBROUTINE DGESVX( FACT, TRANS, N, NRHS, A, LDA, AF, LDAF, IPIV, $ EQUED, R, C, B, LDB, X, LDX, RCOND, FERR, BERR, $ WORK, IWORK, INFO ) * * -- LAPACK driver routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * April 2012 * * .. Scalar Arguments .. CHARACTER EQUED, FACT, TRANS INTEGER INFO, LDA, LDAF, LDB, LDX, N, NRHS DOUBLE PRECISION RCOND * .. * .. Array Arguments .. INTEGER IPIV( * ), IWORK( * ) DOUBLE PRECISION A( LDA, * ), AF( LDAF, * ), B( LDB, * ), $ BERR( * ), C( * ), FERR( * ), R( * ), $ WORK( * ), X( LDX, * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ZERO, ONE PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 ) * .. * .. Local Scalars .. LOGICAL COLEQU, EQUIL, NOFACT, NOTRAN, ROWEQU CHARACTER NORM INTEGER I, INFEQU, J DOUBLE PRECISION AMAX, ANORM, BIGNUM, COLCND, RCMAX, RCMIN, $ ROWCND, RPVGRW, SMLNUM * .. * .. External Functions .. LOGICAL LSAME DOUBLE PRECISION DLAMCH, DLANGE, DLANTR EXTERNAL LSAME, DLAMCH, DLANGE, DLANTR * .. * .. External Subroutines .. EXTERNAL DGECON, DGEEQU, DGERFS, DGETRF, DGETRS, DLACPY, $ DLAQGE, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC MAX, MIN * .. * .. Executable Statements .. * INFO = 0 NOFACT = LSAME( FACT, 'N' ) EQUIL = LSAME( FACT, 'E' ) NOTRAN = LSAME( TRANS, 'N' ) IF( NOFACT .OR. EQUIL ) THEN EQUED = 'N' ROWEQU = .FALSE. COLEQU = .FALSE. ELSE ROWEQU = LSAME( EQUED, 'R' ) .OR. LSAME( EQUED, 'B' ) COLEQU = LSAME( EQUED, 'C' ) .OR. LSAME( EQUED, 'B' ) SMLNUM = DLAMCH( 'Safe minimum' ) BIGNUM = ONE / SMLNUM END IF * * Test the input parameters. * IF( .NOT.NOFACT .AND. .NOT.EQUIL .AND. .NOT.LSAME( FACT, 'F' ) ) $ THEN INFO = -1 ELSE IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'T' ) .AND. .NOT. $ LSAME( TRANS, 'C' ) ) THEN INFO = -2 ELSE IF( N.LT.0 ) THEN INFO = -3 ELSE IF( NRHS.LT.0 ) THEN INFO = -4 ELSE IF( LDA.LT.MAX( 1, N ) ) THEN INFO = -6 ELSE IF( LDAF.LT.MAX( 1, N ) ) THEN INFO = -8 ELSE IF( LSAME( FACT, 'F' ) .AND. .NOT. $ ( ROWEQU .OR. COLEQU .OR. LSAME( EQUED, 'N' ) ) ) THEN INFO = -10 ELSE IF( ROWEQU ) THEN RCMIN = BIGNUM RCMAX = ZERO DO 10 J = 1, N RCMIN = MIN( RCMIN, R( J ) ) RCMAX = MAX( RCMAX, R( J ) ) 10 CONTINUE IF( RCMIN.LE.ZERO ) THEN INFO = -11 ELSE IF( N.GT.0 ) THEN ROWCND = MAX( RCMIN, SMLNUM ) / MIN( RCMAX, BIGNUM ) ELSE ROWCND = ONE END IF END IF IF( COLEQU .AND. INFO.EQ.0 ) THEN RCMIN = BIGNUM RCMAX = ZERO DO 20 J = 1, N RCMIN = MIN( RCMIN, C( J ) ) RCMAX = MAX( RCMAX, C( J ) ) 20 CONTINUE IF( RCMIN.LE.ZERO ) THEN INFO = -12 ELSE IF( N.GT.0 ) THEN COLCND = MAX( RCMIN, SMLNUM ) / MIN( RCMAX, BIGNUM ) ELSE COLCND = ONE END IF END IF IF( INFO.EQ.0 ) THEN IF( LDB.LT.MAX( 1, N ) ) THEN INFO = -14 ELSE IF( LDX.LT.MAX( 1, N ) ) THEN INFO = -16 END IF END IF END IF * IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGESVX', -INFO ) RETURN END IF * IF( EQUIL ) THEN * * Compute row and column scalings to equilibrate the matrix A. * CALL DGEEQU( N, N, A, LDA, R, C, ROWCND, COLCND, AMAX, INFEQU ) IF( INFEQU.EQ.0 ) THEN * * Equilibrate the matrix. * CALL DLAQGE( N, N, A, LDA, R, C, ROWCND, COLCND, AMAX, $ EQUED ) ROWEQU = LSAME( EQUED, 'R' ) .OR. LSAME( EQUED, 'B' ) COLEQU = LSAME( EQUED, 'C' ) .OR. LSAME( EQUED, 'B' ) END IF END IF * * Scale the right hand side. * IF( NOTRAN ) THEN IF( ROWEQU ) THEN DO 40 J = 1, NRHS DO 30 I = 1, N B( I, J ) = R( I )*B( I, J ) 30 CONTINUE 40 CONTINUE END IF ELSE IF( COLEQU ) THEN DO 60 J = 1, NRHS DO 50 I = 1, N B( I, J ) = C( I )*B( I, J ) 50 CONTINUE 60 CONTINUE END IF * IF( NOFACT .OR. EQUIL ) THEN * * Compute the LU factorization of A. * CALL DLACPY( 'Full', N, N, A, LDA, AF, LDAF ) CALL DGETRF( N, N, AF, LDAF, IPIV, INFO ) * * Return if INFO is non-zero. * IF( INFO.GT.0 ) THEN * * Compute the reciprocal pivot growth factor of the * leading rank-deficient INFO columns of A. * RPVGRW = DLANTR( 'M', 'U', 'N', INFO, INFO, AF, LDAF, $ WORK ) IF( RPVGRW.EQ.ZERO ) THEN RPVGRW = ONE ELSE RPVGRW = DLANGE( 'M', N, INFO, A, LDA, WORK ) / RPVGRW END IF WORK( 1 ) = RPVGRW RCOND = ZERO RETURN END IF END IF * * Compute the norm of the matrix A and the * reciprocal pivot growth factor RPVGRW. * IF( NOTRAN ) THEN NORM = '1' ELSE NORM = 'I' END IF ANORM = DLANGE( NORM, N, N, A, LDA, WORK ) RPVGRW = DLANTR( 'M', 'U', 'N', N, N, AF, LDAF, WORK ) IF( RPVGRW.EQ.ZERO ) THEN RPVGRW = ONE ELSE RPVGRW = DLANGE( 'M', N, N, A, LDA, WORK ) / RPVGRW END IF * * Compute the reciprocal of the condition number of A. * CALL DGECON( NORM, N, AF, LDAF, ANORM, RCOND, WORK, IWORK, INFO ) * * Compute the solution matrix X. * CALL DLACPY( 'Full', N, NRHS, B, LDB, X, LDX ) CALL DGETRS( TRANS, N, NRHS, AF, LDAF, IPIV, X, LDX, INFO ) * * Use iterative refinement to improve the computed solution and * compute error bounds and backward error estimates for it. * CALL DGERFS( TRANS, N, NRHS, A, LDA, AF, LDAF, IPIV, B, LDB, X, $ LDX, FERR, BERR, WORK, IWORK, INFO ) * * Transform the solution matrix X to a solution of the original * system. * IF( NOTRAN ) THEN IF( COLEQU ) THEN DO 80 J = 1, NRHS DO 70 I = 1, N X( I, J ) = C( I )*X( I, J ) 70 CONTINUE 80 CONTINUE DO 90 J = 1, NRHS FERR( J ) = FERR( J ) / COLCND 90 CONTINUE END IF ELSE IF( ROWEQU ) THEN DO 110 J = 1, NRHS DO 100 I = 1, N X( I, J ) = R( I )*X( I, J ) 100 CONTINUE 110 CONTINUE DO 120 J = 1, NRHS FERR( J ) = FERR( J ) / ROWCND 120 CONTINUE END IF * WORK( 1 ) = RPVGRW * * Set INFO = N+1 if the matrix is singular to working precision. * IF( RCOND.LT.DLAMCH( 'Epsilon' ) ) $ INFO = N + 1 RETURN * * End of DGESVX * END *> \brief \b DGETC2 computes the LU factorization with complete pivoting of the general n-by-n matrix. * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGETC2 + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGETC2( N, A, LDA, IPIV, JPIV, INFO ) * * .. Scalar Arguments .. * INTEGER INFO, LDA, N * .. * .. Array Arguments .. * INTEGER IPIV( * ), JPIV( * ) * DOUBLE PRECISION A( LDA, * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGETC2 computes an LU factorization with complete pivoting of the *> n-by-n matrix A. The factorization has the form A = P * L * U * Q, *> where P and Q are permutation matrices, L is lower triangular with *> unit diagonal elements and U is upper triangular. *> *> This is the Level 2 BLAS algorithm. *> \endverbatim * * Arguments: * ========== * *> \param[in] N *> \verbatim *> N is INTEGER *> The order of the matrix A. N >= 0. *> \endverbatim *> *> \param[in,out] A *> \verbatim *> A is DOUBLE PRECISION array, dimension (LDA, N) *> On entry, the n-by-n matrix A to be factored. *> On exit, the factors L and U from the factorization *> A = P*L*U*Q; the unit diagonal elements of L are not stored. *> If U(k, k) appears to be less than SMIN, U(k, k) is given the *> value of SMIN, i.e., giving a nonsingular perturbed system. *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,N). *> \endverbatim *> *> \param[out] IPIV *> \verbatim *> IPIV is INTEGER array, dimension(N). *> The pivot indices; for 1 <= i <= N, row i of the *> matrix has been interchanged with row IPIV(i). *> \endverbatim *> *> \param[out] JPIV *> \verbatim *> JPIV is INTEGER array, dimension(N). *> The pivot indices; for 1 <= j <= N, column j of the *> matrix has been interchanged with column JPIV(j). *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit *> > 0: if INFO = k, U(k, k) is likely to produce owerflow if *> we try to solve for x in Ax = b. So U is perturbed to *> avoid the overflow. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date June 2016 * *> \ingroup doubleGEauxiliary * *> \par Contributors: * ================== *> *> Bo Kagstrom and Peter Poromaa, Department of Computing Science, *> Umea University, S-901 87 Umea, Sweden. * * ===================================================================== SUBROUTINE DGETC2( N, A, LDA, IPIV, JPIV, INFO ) * * -- LAPACK auxiliary routine (version 3.8.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * June 2016 * * .. Scalar Arguments .. INTEGER INFO, LDA, N * .. * .. Array Arguments .. INTEGER IPIV( * ), JPIV( * ) DOUBLE PRECISION A( LDA, * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ZERO, ONE PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 ) * .. * .. Local Scalars .. INTEGER I, IP, IPV, J, JP, JPV DOUBLE PRECISION BIGNUM, EPS, SMIN, SMLNUM, XMAX * .. * .. External Subroutines .. EXTERNAL DGER, DSWAP, DLABAD * .. * .. External Functions .. DOUBLE PRECISION DLAMCH EXTERNAL DLAMCH * .. * .. Intrinsic Functions .. INTRINSIC ABS, MAX * .. * .. Executable Statements .. * INFO = 0 * * Quick return if possible * IF( N.EQ.0 ) $ RETURN * * Set constants to control overflow * EPS = DLAMCH( 'P' ) SMLNUM = DLAMCH( 'S' ) / EPS BIGNUM = ONE / SMLNUM CALL DLABAD( SMLNUM, BIGNUM ) * * Handle the case N=1 by itself * IF( N.EQ.1 ) THEN IPIV( 1 ) = 1 JPIV( 1 ) = 1 IF( ABS( A( 1, 1 ) ).LT.SMLNUM ) THEN INFO = 1 A( 1, 1 ) = SMLNUM END IF RETURN END IF * * Factorize A using complete pivoting. * Set pivots less than SMIN to SMIN. * DO 40 I = 1, N - 1 * * Find max element in matrix A * XMAX = ZERO DO 20 IP = I, N DO 10 JP = I, N IF( ABS( A( IP, JP ) ).GE.XMAX ) THEN XMAX = ABS( A( IP, JP ) ) IPV = IP JPV = JP END IF 10 CONTINUE 20 CONTINUE IF( I.EQ.1 ) $ SMIN = MAX( EPS*XMAX, SMLNUM ) * * Swap rows * IF( IPV.NE.I ) $ CALL DSWAP( N, A( IPV, 1 ), LDA, A( I, 1 ), LDA ) IPIV( I ) = IPV * * Swap columns * IF( JPV.NE.I ) $ CALL DSWAP( N, A( 1, JPV ), 1, A( 1, I ), 1 ) JPIV( I ) = JPV * * Check for singularity * IF( ABS( A( I, I ) ).LT.SMIN ) THEN INFO = I A( I, I ) = SMIN END IF DO 30 J = I + 1, N A( J, I ) = A( J, I ) / A( I, I ) 30 CONTINUE CALL DGER( N-I, N-I, -ONE, A( I+1, I ), 1, A( I, I+1 ), LDA, $ A( I+1, I+1 ), LDA ) 40 CONTINUE * IF( ABS( A( N, N ) ).LT.SMIN ) THEN INFO = N A( N, N ) = SMIN END IF * * Set last pivots to N * IPIV( N ) = N JPIV( N ) = N * RETURN * * End of DGETC2 * END *> \brief \b DGETF2 computes the LU factorization of a general m-by-n matrix using partial pivoting with row interchanges (unblocked algorithm). * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGETF2 + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGETF2( M, N, A, LDA, IPIV, INFO ) * * .. Scalar Arguments .. * INTEGER INFO, LDA, M, N * .. * .. Array Arguments .. * INTEGER IPIV( * ) * DOUBLE PRECISION A( LDA, * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGETF2 computes an LU factorization of a general m-by-n matrix A *> using partial pivoting with row interchanges. *> *> The factorization has the form *> A = P * L * U *> where P is a permutation matrix, L is lower triangular with unit *> diagonal elements (lower trapezoidal if m > n), and U is upper *> triangular (upper trapezoidal if m < n). *> *> This is the right-looking Level 2 BLAS version of the algorithm. *> \endverbatim * * Arguments: * ========== * *> \param[in] M *> \verbatim *> M is INTEGER *> The number of rows of the matrix A. M >= 0. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The number of columns of the 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 to be factored. *> On exit, the factors L and U from the factorization *> A = P*L*U; the unit diagonal elements of L are not stored. *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,M). *> \endverbatim *> *> \param[out] IPIV *> \verbatim *> IPIV is INTEGER array, dimension (min(M,N)) *> The pivot indices; for 1 <= i <= min(M,N), row i of the *> matrix was interchanged with row IPIV(i). *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit *> < 0: if INFO = -k, the k-th argument had an illegal value *> > 0: if INFO = k, U(k,k) is exactly zero. The factorization *> has been completed, but the factor U is exactly *> singular, and division by zero will occur if it is used *> to solve a system of equations. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date December 2016 * *> \ingroup doubleGEcomputational * * ===================================================================== SUBROUTINE DGETF2( M, N, A, LDA, IPIV, INFO ) * * -- LAPACK computational routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * * .. Scalar Arguments .. INTEGER INFO, LDA, M, N * .. * .. Array Arguments .. INTEGER IPIV( * ) DOUBLE PRECISION A( LDA, * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ONE, ZERO PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 ) * .. * .. Local Scalars .. DOUBLE PRECISION SFMIN INTEGER I, J, JP * .. * .. External Functions .. DOUBLE PRECISION DLAMCH INTEGER IDAMAX EXTERNAL DLAMCH, IDAMAX * .. * .. External Subroutines .. EXTERNAL DGER, DSCAL, DSWAP, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC MAX, MIN * .. * .. Executable Statements .. * * Test the input parameters. * INFO = 0 IF( M.LT.0 ) THEN INFO = -1 ELSE IF( N.LT.0 ) THEN INFO = -2 ELSE IF( LDA.LT.MAX( 1, M ) ) THEN INFO = -4 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGETF2', -INFO ) RETURN END IF * * Quick return if possible * IF( M.EQ.0 .OR. N.EQ.0 ) $ RETURN * * Compute machine safe minimum * SFMIN = DLAMCH('S') * DO 10 J = 1, MIN( M, N ) * * Find pivot and test for singularity. * JP = J - 1 + IDAMAX( M-J+1, A( J, J ), 1 ) IPIV( J ) = JP IF( A( JP, J ).NE.ZERO ) THEN * * Apply the interchange to columns 1:N. * IF( JP.NE.J ) $ CALL DSWAP( N, A( J, 1 ), LDA, A( JP, 1 ), LDA ) * * Compute elements J+1:M of J-th column. * IF( J.LT.M ) THEN IF( ABS(A( J, J )) .GE. SFMIN ) THEN CALL DSCAL( M-J, ONE / A( J, J ), A( J+1, J ), 1 ) ELSE DO 20 I = 1, M-J A( J+I, J ) = A( J+I, J ) / A( J, J ) 20 CONTINUE END IF END IF * ELSE IF( INFO.EQ.0 ) THEN * INFO = J END IF * IF( J.LT.MIN( M, N ) ) THEN * * Update trailing submatrix. * CALL DGER( M-J, N-J, -ONE, A( J+1, J ), 1, A( J, J+1 ), LDA, $ A( J+1, J+1 ), LDA ) END IF 10 CONTINUE RETURN * * End of DGETF2 * END *> \brief \b DGETRF * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGETRF + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGETRF( M, N, A, LDA, IPIV, INFO ) * * .. Scalar Arguments .. * INTEGER INFO, LDA, M, N * .. * .. Array Arguments .. * INTEGER IPIV( * ) * DOUBLE PRECISION A( LDA, * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGETRF computes an LU factorization of a general M-by-N matrix A *> using partial pivoting with row interchanges. *> *> The factorization has the form *> A = P * L * U *> where P is a permutation matrix, L is lower triangular with unit *> diagonal elements (lower trapezoidal if m > n), and U is upper *> triangular (upper trapezoidal if m < n). *> *> This is the right-looking Level 3 BLAS version of the algorithm. *> \endverbatim * * Arguments: * ========== * *> \param[in] M *> \verbatim *> M is INTEGER *> The number of rows of the matrix A. M >= 0. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The number of columns of the 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 to be factored. *> On exit, the factors L and U from the factorization *> A = P*L*U; the unit diagonal elements of L are not stored. *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,M). *> \endverbatim *> *> \param[out] IPIV *> \verbatim *> IPIV is INTEGER array, dimension (min(M,N)) *> The pivot indices; for 1 <= i <= min(M,N), row i of the *> matrix was interchanged with row IPIV(i). *> \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 INFO = i, U(i,i) is exactly zero. The factorization *> has been completed, but the factor U is exactly *> singular, and division by zero will occur if it is used *> to solve a system of equations. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date December 2016 * *> \ingroup doubleGEcomputational * * ===================================================================== SUBROUTINE DGETRF( M, N, A, LDA, IPIV, INFO ) * * -- LAPACK computational routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * * .. Scalar Arguments .. INTEGER INFO, LDA, M, N * .. * .. Array Arguments .. INTEGER IPIV( * ) DOUBLE PRECISION A( LDA, * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ONE PARAMETER ( ONE = 1.0D+0 ) * .. * .. Local Scalars .. INTEGER I, IINFO, J, JB, NB * .. * .. External Subroutines .. EXTERNAL DGEMM, DGETRF2, DLASWP, DTRSM, XERBLA * .. * .. External Functions .. INTEGER ILAENV EXTERNAL ILAENV * .. * .. Intrinsic Functions .. INTRINSIC MAX, MIN * .. * .. Executable Statements .. * * Test the input parameters. * INFO = 0 IF( M.LT.0 ) THEN INFO = -1 ELSE IF( N.LT.0 ) THEN INFO = -2 ELSE IF( LDA.LT.MAX( 1, M ) ) THEN INFO = -4 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGETRF', -INFO ) RETURN END IF * * Quick return if possible * IF( M.EQ.0 .OR. N.EQ.0 ) $ RETURN * * Determine the block size for this environment. * NB = ILAENV( 1, 'DGETRF', ' ', M, N, -1, -1 ) IF( NB.LE.1 .OR. NB.GE.MIN( M, N ) ) THEN * * Use unblocked code. * CALL DGETRF2( M, N, A, LDA, IPIV, INFO ) ELSE * * Use blocked code. * DO 20 J = 1, MIN( M, N ), NB JB = MIN( MIN( M, N )-J+1, NB ) * * Factor diagonal and subdiagonal blocks and test for exact * singularity. * CALL DGETRF2( M-J+1, JB, A( J, J ), LDA, IPIV( J ), IINFO ) * * Adjust INFO and the pivot indices. * IF( INFO.EQ.0 .AND. IINFO.GT.0 ) $ INFO = IINFO + J - 1 DO 10 I = J, MIN( M, J+JB-1 ) IPIV( I ) = J - 1 + IPIV( I ) 10 CONTINUE * * Apply interchanges to columns 1:J-1. * CALL DLASWP( J-1, A, LDA, J, J+JB-1, IPIV, 1 ) * IF( J+JB.LE.N ) THEN * * Apply interchanges to columns J+JB:N. * CALL DLASWP( N-J-JB+1, A( 1, J+JB ), LDA, J, J+JB-1, $ IPIV, 1 ) * * Compute block row of U. * CALL DTRSM( 'Left', 'Lower', 'No transpose', 'Unit', JB, $ N-J-JB+1, ONE, A( J, J ), LDA, A( J, J+JB ), $ LDA ) IF( J+JB.LE.M ) THEN * * Update trailing submatrix. * CALL DGEMM( 'No transpose', 'No transpose', M-J-JB+1, $ N-J-JB+1, JB, -ONE, A( J+JB, J ), LDA, $ A( J, J+JB ), LDA, ONE, A( J+JB, J+JB ), $ LDA ) END IF END IF 20 CONTINUE END IF RETURN * * End of DGETRF * END *> \brief \b DGETRF2 * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * * Definition: * =========== * * RECURSIVE SUBROUTINE DGETRF2( M, N, A, LDA, IPIV, INFO ) * * .. Scalar Arguments .. * INTEGER INFO, LDA, M, N * .. * .. Array Arguments .. * INTEGER IPIV( * ) * DOUBLE PRECISION A( LDA, * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGETRF2 computes an LU factorization of a general M-by-N matrix A *> using partial pivoting with row interchanges. *> *> The factorization has the form *> A = P * L * U *> where P is a permutation matrix, L is lower triangular with unit *> diagonal elements (lower trapezoidal if m > n), and U is upper *> triangular (upper trapezoidal if m < n). *> *> This is the recursive version of the algorithm. It divides *> the matrix into four submatrices: *> *> [ A11 | A12 ] where A11 is n1 by n1 and A22 is n2 by n2 *> A = [ -----|----- ] with n1 = min(m,n)/2 *> [ A21 | A22 ] n2 = n-n1 *> *> [ A11 ] *> The subroutine calls itself to factor [ --- ], *> [ A12 ] *> [ A12 ] *> do the swaps on [ --- ], solve A12, update A22, *> [ A22 ] *> *> then calls itself to factor A22 and do the swaps on A21. *> *> \endverbatim * * Arguments: * ========== * *> \param[in] M *> \verbatim *> M is INTEGER *> The number of rows of the matrix A. M >= 0. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The number of columns of the 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 to be factored. *> On exit, the factors L and U from the factorization *> A = P*L*U; the unit diagonal elements of L are not stored. *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,M). *> \endverbatim *> *> \param[out] IPIV *> \verbatim *> IPIV is INTEGER array, dimension (min(M,N)) *> The pivot indices; for 1 <= i <= min(M,N), row i of the *> matrix was interchanged with row IPIV(i). *> \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 INFO = i, U(i,i) is exactly zero. The factorization *> has been completed, but the factor U is exactly *> singular, and division by zero will occur if it is used *> to solve a system of equations. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date June 2016 * *> \ingroup doubleGEcomputational * * ===================================================================== RECURSIVE SUBROUTINE DGETRF2( M, N, A, LDA, IPIV, INFO ) * * -- LAPACK computational routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * June 2016 * * .. Scalar Arguments .. INTEGER INFO, LDA, M, N * .. * .. Array Arguments .. INTEGER IPIV( * ) DOUBLE PRECISION A( LDA, * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ONE, ZERO PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 ) * .. * .. Local Scalars .. DOUBLE PRECISION SFMIN, TEMP INTEGER I, IINFO, N1, N2 * .. * .. External Functions .. DOUBLE PRECISION DLAMCH INTEGER IDAMAX EXTERNAL DLAMCH, IDAMAX * .. * .. External Subroutines .. EXTERNAL DGEMM, DSCAL, DLASWP, DTRSM, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC MAX, MIN * .. * .. Executable Statements .. * * Test the input parameters * INFO = 0 IF( M.LT.0 ) THEN INFO = -1 ELSE IF( N.LT.0 ) THEN INFO = -2 ELSE IF( LDA.LT.MAX( 1, M ) ) THEN INFO = -4 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGETRF2', -INFO ) RETURN END IF * * Quick return if possible * IF( M.EQ.0 .OR. N.EQ.0 ) $ RETURN IF ( M.EQ.1 ) THEN * * Use unblocked code for one row case * Just need to handle IPIV and INFO * IPIV( 1 ) = 1 IF ( A(1,1).EQ.ZERO ) $ INFO = 1 * ELSE IF( N.EQ.1 ) THEN * * Use unblocked code for one column case * * * Compute machine safe minimum * SFMIN = DLAMCH('S') * * Find pivot and test for singularity * I = IDAMAX( M, A( 1, 1 ), 1 ) IPIV( 1 ) = I IF( A( I, 1 ).NE.ZERO ) THEN * * Apply the interchange * IF( I.NE.1 ) THEN TEMP = A( 1, 1 ) A( 1, 1 ) = A( I, 1 ) A( I, 1 ) = TEMP END IF * * Compute elements 2:M of the column * IF( ABS(A( 1, 1 )) .GE. SFMIN ) THEN CALL DSCAL( M-1, ONE / A( 1, 1 ), A( 2, 1 ), 1 ) ELSE DO 10 I = 1, M-1 A( 1+I, 1 ) = A( 1+I, 1 ) / A( 1, 1 ) 10 CONTINUE END IF * ELSE INFO = 1 END IF * ELSE * * Use recursive code * N1 = MIN( M, N ) / 2 N2 = N-N1 * * [ A11 ] * Factor [ --- ] * [ A21 ] * CALL DGETRF2( M, N1, A, LDA, IPIV, IINFO ) IF ( INFO.EQ.0 .AND. IINFO.GT.0 ) $ INFO = IINFO * * [ A12 ] * Apply interchanges to [ --- ] * [ A22 ] * CALL DLASWP( N2, A( 1, N1+1 ), LDA, 1, N1, IPIV, 1 ) * * Solve A12 * CALL DTRSM( 'L', 'L', 'N', 'U', N1, N2, ONE, A, LDA, $ A( 1, N1+1 ), LDA ) * * Update A22 * CALL DGEMM( 'N', 'N', M-N1, N2, N1, -ONE, A( N1+1, 1 ), LDA, $ A( 1, N1+1 ), LDA, ONE, A( N1+1, N1+1 ), LDA ) * * Factor A22 * CALL DGETRF2( M-N1, N2, A( N1+1, N1+1 ), LDA, IPIV( N1+1 ), $ IINFO ) * * Adjust INFO and the pivot indices * IF ( INFO.EQ.0 .AND. IINFO.GT.0 ) $ INFO = IINFO + N1 DO 20 I = N1+1, MIN( M, N ) IPIV( I ) = IPIV( I ) + N1 20 CONTINUE * * Apply interchanges to A21 * CALL DLASWP( N1, A( 1, 1 ), LDA, N1+1, MIN( M, N), IPIV, 1 ) * END IF RETURN * * End of DGETRF2 * END *> \brief \b DGETRI * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGETRI + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGETRI( N, A, LDA, IPIV, WORK, LWORK, INFO ) * * .. Scalar Arguments .. * INTEGER INFO, LDA, LWORK, N * .. * .. Array Arguments .. * INTEGER IPIV( * ) * DOUBLE PRECISION A( LDA, * ), WORK( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGETRI computes the inverse of a matrix using the LU factorization *> computed by DGETRF. *> *> This method inverts U and then computes inv(A) by solving the system *> inv(A)*L = inv(U) for inv(A). *> \endverbatim * * Arguments: * ========== * *> \param[in] N *> \verbatim *> N is INTEGER *> The order of the matrix A. N >= 0. *> \endverbatim *> *> \param[in,out] A *> \verbatim *> A is DOUBLE PRECISION array, dimension (LDA,N) *> On entry, the factors L and U from the factorization *> A = P*L*U as computed by DGETRF. *> On exit, if INFO = 0, the inverse of the original matrix A. *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,N). *> \endverbatim *> *> \param[in] IPIV *> \verbatim *> IPIV is INTEGER array, dimension (N) *> The pivot indices from DGETRF; for 1<=i<=N, row i of the *> matrix was interchanged with row IPIV(i). *> \endverbatim *> *> \param[out] WORK *> \verbatim *> WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK)) *> On exit, if INFO=0, then WORK(1) returns the optimal LWORK. *> \endverbatim *> *> \param[in] LWORK *> \verbatim *> LWORK is INTEGER *> The dimension of the array WORK. LWORK >= max(1,N). *> For optimal performance LWORK >= N*NB, where NB is *> the optimal blocksize returned by ILAENV. *> *> If LWORK = -1, then a workspace query is assumed; the routine *> only calculates the optimal size of the WORK array, returns *> this value as the first entry of the WORK array, and no error *> message related to LWORK is issued by XERBLA. *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit *> < 0: if INFO = -i, the i-th argument had an illegal value *> > 0: if INFO = i, U(i,i) is exactly zero; the matrix is *> singular and its inverse could not be computed. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date December 2016 * *> \ingroup doubleGEcomputational * * ===================================================================== SUBROUTINE DGETRI( N, A, LDA, IPIV, WORK, LWORK, INFO ) * * -- LAPACK computational routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * * .. Scalar Arguments .. INTEGER INFO, LDA, LWORK, N * .. * .. Array Arguments .. INTEGER IPIV( * ) DOUBLE PRECISION A( LDA, * ), WORK( * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ZERO, ONE PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 ) * .. * .. Local Scalars .. LOGICAL LQUERY INTEGER I, IWS, J, JB, JJ, JP, LDWORK, LWKOPT, NB, $ NBMIN, NN * .. * .. External Functions .. INTEGER ILAENV EXTERNAL ILAENV * .. * .. External Subroutines .. EXTERNAL DGEMM, DGEMV, DSWAP, DTRSM, DTRTRI, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC MAX, MIN * .. * .. Executable Statements .. * * Test the input parameters. * INFO = 0 NB = ILAENV( 1, 'DGETRI', ' ', N, -1, -1, -1 ) LWKOPT = N*NB WORK( 1 ) = LWKOPT LQUERY = ( LWORK.EQ.-1 ) IF( N.LT.0 ) THEN INFO = -1 ELSE IF( LDA.LT.MAX( 1, N ) ) THEN INFO = -3 ELSE IF( LWORK.LT.MAX( 1, N ) .AND. .NOT.LQUERY ) THEN INFO = -6 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGETRI', -INFO ) RETURN ELSE IF( LQUERY ) THEN RETURN END IF * * Quick return if possible * IF( N.EQ.0 ) $ RETURN * * Form inv(U). If INFO > 0 from DTRTRI, then U is singular, * and the inverse is not computed. * CALL DTRTRI( 'Upper', 'Non-unit', N, A, LDA, INFO ) IF( INFO.GT.0 ) $ RETURN * NBMIN = 2 LDWORK = N IF( NB.GT.1 .AND. NB.LT.N ) THEN IWS = MAX( LDWORK*NB, 1 ) IF( LWORK.LT.IWS ) THEN NB = LWORK / LDWORK NBMIN = MAX( 2, ILAENV( 2, 'DGETRI', ' ', N, -1, -1, -1 ) ) END IF ELSE IWS = N END IF * * Solve the equation inv(A)*L = inv(U) for inv(A). * IF( NB.LT.NBMIN .OR. NB.GE.N ) THEN * * Use unblocked code. * DO 20 J = N, 1, -1 * * Copy current column of L to WORK and replace with zeros. * DO 10 I = J + 1, N WORK( I ) = A( I, J ) A( I, J ) = ZERO 10 CONTINUE * * Compute current column of inv(A). * IF( J.LT.N ) $ CALL DGEMV( 'No transpose', N, N-J, -ONE, A( 1, J+1 ), $ LDA, WORK( J+1 ), 1, ONE, A( 1, J ), 1 ) 20 CONTINUE ELSE * * Use blocked code. * NN = ( ( N-1 ) / NB )*NB + 1 DO 50 J = NN, 1, -NB JB = MIN( NB, N-J+1 ) * * Copy current block column of L to WORK and replace with * zeros. * DO 40 JJ = J, J + JB - 1 DO 30 I = JJ + 1, N WORK( I+( JJ-J )*LDWORK ) = A( I, JJ ) A( I, JJ ) = ZERO 30 CONTINUE 40 CONTINUE * * Compute current block column of inv(A). * IF( J+JB.LE.N ) $ CALL DGEMM( 'No transpose', 'No transpose', N, JB, $ N-J-JB+1, -ONE, A( 1, J+JB ), LDA, $ WORK( J+JB ), LDWORK, ONE, A( 1, J ), LDA ) CALL DTRSM( 'Right', 'Lower', 'No transpose', 'Unit', N, JB, $ ONE, WORK( J ), LDWORK, A( 1, J ), LDA ) 50 CONTINUE END IF * * Apply column interchanges. * DO 60 J = N - 1, 1, -1 JP = IPIV( J ) IF( JP.NE.J ) $ CALL DSWAP( N, A( 1, J ), 1, A( 1, JP ), 1 ) 60 CONTINUE * WORK( 1 ) = IWS RETURN * * End of DGETRI * END *> \brief \b DGETRS * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGETRS + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGETRS( TRANS, N, NRHS, A, LDA, IPIV, B, LDB, INFO ) * * .. Scalar Arguments .. * CHARACTER TRANS * INTEGER INFO, LDA, LDB, N, NRHS * .. * .. Array Arguments .. * INTEGER IPIV( * ) * DOUBLE PRECISION A( LDA, * ), B( LDB, * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGETRS solves a system of linear equations *> A * X = B or A**T * X = B *> with a general N-by-N matrix A using the LU factorization computed *> by DGETRF. *> \endverbatim * * Arguments: * ========== * *> \param[in] TRANS *> \verbatim *> TRANS is CHARACTER*1 *> Specifies the form of the system of equations: *> = 'N': A * X = B (No transpose) *> = 'T': A**T* X = B (Transpose) *> = 'C': A**T* X = B (Conjugate transpose = Transpose) *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The order of the matrix A. N >= 0. *> \endverbatim *> *> \param[in] NRHS *> \verbatim *> NRHS is INTEGER *> The number of right hand sides, i.e., the number of columns *> of the matrix B. NRHS >= 0. *> \endverbatim *> *> \param[in] A *> \verbatim *> A is DOUBLE PRECISION array, dimension (LDA,N) *> The factors L and U from the factorization A = P*L*U *> as computed by DGETRF. *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,N). *> \endverbatim *> *> \param[in] IPIV *> \verbatim *> IPIV is INTEGER array, dimension (N) *> The pivot indices from DGETRF; for 1<=i<=N, row i of the *> matrix was interchanged with row IPIV(i). *> \endverbatim *> *> \param[in,out] B *> \verbatim *> B is DOUBLE PRECISION array, dimension (LDB,NRHS) *> On entry, the right hand side matrix B. *> On exit, the solution matrix X. *> \endverbatim *> *> \param[in] LDB *> \verbatim *> LDB is INTEGER *> The leading dimension of the array B. LDB >= max(1,N). *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit *> < 0: if INFO = -i, the i-th argument had an illegal value *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date December 2016 * *> \ingroup doubleGEcomputational * * ===================================================================== SUBROUTINE DGETRS( TRANS, N, NRHS, A, LDA, IPIV, B, LDB, INFO ) * * -- LAPACK computational routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * * .. Scalar Arguments .. CHARACTER TRANS INTEGER INFO, LDA, LDB, N, NRHS * .. * .. Array Arguments .. INTEGER IPIV( * ) DOUBLE PRECISION A( LDA, * ), B( LDB, * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ONE PARAMETER ( ONE = 1.0D+0 ) * .. * .. Local Scalars .. LOGICAL NOTRAN * .. * .. External Functions .. LOGICAL LSAME EXTERNAL LSAME * .. * .. External Subroutines .. EXTERNAL DLASWP, DTRSM, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC MAX * .. * .. Executable Statements .. * * Test the input parameters. * INFO = 0 NOTRAN = LSAME( TRANS, 'N' ) IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'T' ) .AND. .NOT. $ LSAME( TRANS, 'C' ) ) THEN INFO = -1 ELSE IF( N.LT.0 ) THEN INFO = -2 ELSE IF( NRHS.LT.0 ) THEN INFO = -3 ELSE IF( LDA.LT.MAX( 1, N ) ) THEN INFO = -5 ELSE IF( LDB.LT.MAX( 1, N ) ) THEN INFO = -8 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGETRS', -INFO ) RETURN END IF * * Quick return if possible * IF( N.EQ.0 .OR. NRHS.EQ.0 ) $ RETURN * IF( NOTRAN ) THEN * * Solve A * X = B. * * Apply row interchanges to the right hand sides. * CALL DLASWP( NRHS, B, LDB, 1, N, IPIV, 1 ) * * Solve L*X = B, overwriting B with X. * CALL DTRSM( 'Left', 'Lower', 'No transpose', 'Unit', N, NRHS, $ ONE, A, LDA, B, LDB ) * * Solve U*X = B, overwriting B with X. * CALL DTRSM( 'Left', 'Upper', 'No transpose', 'Non-unit', N, $ NRHS, ONE, A, LDA, B, LDB ) ELSE * * Solve A**T * X = B. * * Solve U**T *X = B, overwriting B with X. * CALL DTRSM( 'Left', 'Upper', 'Transpose', 'Non-unit', N, NRHS, $ ONE, A, LDA, B, LDB ) * * Solve L**T *X = B, overwriting B with X. * CALL DTRSM( 'Left', 'Lower', 'Transpose', 'Unit', N, NRHS, ONE, $ A, LDA, B, LDB ) * * Apply row interchanges to the solution vectors. * CALL DLASWP( NRHS, B, LDB, 1, N, IPIV, -1 ) END IF * RETURN * * End of DGETRS * END *> \brief \b DGGBAK * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGGBAK + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGGBAK( JOB, SIDE, N, ILO, IHI, LSCALE, RSCALE, M, V, * LDV, INFO ) * * .. Scalar Arguments .. * CHARACTER JOB, SIDE * INTEGER IHI, ILO, INFO, LDV, M, N * .. * .. Array Arguments .. * DOUBLE PRECISION LSCALE( * ), RSCALE( * ), V( LDV, * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGGBAK forms the right or left eigenvectors of a real generalized *> eigenvalue problem A*x = lambda*B*x, by backward transformation on *> the computed eigenvectors of the balanced pair of matrices output by *> DGGBAL. *> \endverbatim * * Arguments: * ========== * *> \param[in] JOB *> \verbatim *> JOB is CHARACTER*1 *> Specifies the type of backward transformation required: *> = 'N': do nothing, return immediately; *> = 'P': do backward transformation for permutation only; *> = 'S': do backward transformation for scaling only; *> = 'B': do backward transformations for both permutation and *> scaling. *> JOB must be the same as the argument JOB supplied to DGGBAL. *> \endverbatim *> *> \param[in] SIDE *> \verbatim *> SIDE is CHARACTER*1 *> = 'R': V contains right eigenvectors; *> = 'L': V contains left eigenvectors. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The number of rows of the matrix V. N >= 0. *> \endverbatim *> *> \param[in] ILO *> \verbatim *> ILO is INTEGER *> \endverbatim *> *> \param[in] IHI *> \verbatim *> IHI is INTEGER *> The integers ILO and IHI determined by DGGBAL. *> 1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0. *> \endverbatim *> *> \param[in] LSCALE *> \verbatim *> LSCALE is DOUBLE PRECISION array, dimension (N) *> Details of the permutations and/or scaling factors applied *> to the left side of A and B, as returned by DGGBAL. *> \endverbatim *> *> \param[in] RSCALE *> \verbatim *> RSCALE is DOUBLE PRECISION array, dimension (N) *> Details of the permutations and/or scaling factors applied *> to the right side of A and B, as returned by DGGBAL. *> \endverbatim *> *> \param[in] M *> \verbatim *> M is INTEGER *> The number of columns of the matrix V. M >= 0. *> \endverbatim *> *> \param[in,out] V *> \verbatim *> V is DOUBLE PRECISION array, dimension (LDV,M) *> On entry, the matrix of right or left eigenvectors to be *> transformed, as returned by DTGEVC. *> On exit, V is overwritten by the transformed eigenvectors. *> \endverbatim *> *> \param[in] LDV *> \verbatim *> LDV is INTEGER *> The leading dimension of the matrix V. LDV >= max(1,N). *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit. *> < 0: if INFO = -i, the i-th argument had an illegal value. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date December 2016 * *> \ingroup doubleGBcomputational * *> \par Further Details: * ===================== *> *> \verbatim *> *> See R.C. Ward, Balancing the generalized eigenvalue problem, *> SIAM J. Sci. Stat. Comp. 2 (1981), 141-152. *> \endverbatim *> * ===================================================================== SUBROUTINE DGGBAK( JOB, SIDE, N, ILO, IHI, LSCALE, RSCALE, M, V, $ LDV, INFO ) * * -- LAPACK computational routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * * .. Scalar Arguments .. CHARACTER JOB, SIDE INTEGER IHI, ILO, INFO, LDV, M, N * .. * .. Array Arguments .. DOUBLE PRECISION LSCALE( * ), RSCALE( * ), V( LDV, * ) * .. * * ===================================================================== * * .. Local Scalars .. LOGICAL LEFTV, RIGHTV INTEGER I, K * .. * .. External Functions .. LOGICAL LSAME EXTERNAL LSAME * .. * .. External Subroutines .. EXTERNAL DSCAL, DSWAP, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC MAX, INT * .. * .. Executable Statements .. * * Test the input parameters * RIGHTV = LSAME( SIDE, 'R' ) LEFTV = LSAME( SIDE, 'L' ) * INFO = 0 IF( .NOT.LSAME( JOB, 'N' ) .AND. .NOT.LSAME( JOB, 'P' ) .AND. $ .NOT.LSAME( JOB, 'S' ) .AND. .NOT.LSAME( JOB, 'B' ) ) THEN INFO = -1 ELSE IF( .NOT.RIGHTV .AND. .NOT.LEFTV ) THEN INFO = -2 ELSE IF( N.LT.0 ) THEN INFO = -3 ELSE IF( ILO.LT.1 ) THEN INFO = -4 ELSE IF( N.EQ.0 .AND. IHI.EQ.0 .AND. ILO.NE.1 ) THEN INFO = -4 ELSE IF( N.GT.0 .AND. ( IHI.LT.ILO .OR. IHI.GT.MAX( 1, N ) ) ) $ THEN INFO = -5 ELSE IF( N.EQ.0 .AND. ILO.EQ.1 .AND. IHI.NE.0 ) THEN INFO = -5 ELSE IF( M.LT.0 ) THEN INFO = -8 ELSE IF( LDV.LT.MAX( 1, N ) ) THEN INFO = -10 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGGBAK', -INFO ) RETURN END IF * * Quick return if possible * IF( N.EQ.0 ) $ RETURN IF( M.EQ.0 ) $ RETURN IF( LSAME( JOB, 'N' ) ) $ RETURN * IF( ILO.EQ.IHI ) $ GO TO 30 * * Backward balance * IF( LSAME( JOB, 'S' ) .OR. LSAME( JOB, 'B' ) ) THEN * * Backward transformation on right eigenvectors * IF( RIGHTV ) THEN DO 10 I = ILO, IHI CALL DSCAL( M, RSCALE( I ), V( I, 1 ), LDV ) 10 CONTINUE END IF * * Backward transformation on left eigenvectors * IF( LEFTV ) THEN DO 20 I = ILO, IHI CALL DSCAL( M, LSCALE( I ), V( I, 1 ), LDV ) 20 CONTINUE END IF END IF * * Backward permutation * 30 CONTINUE IF( LSAME( JOB, 'P' ) .OR. LSAME( JOB, 'B' ) ) THEN * * Backward permutation on right eigenvectors * IF( RIGHTV ) THEN IF( ILO.EQ.1 ) $ GO TO 50 * DO 40 I = ILO - 1, 1, -1 K = INT(RSCALE( I )) IF( K.EQ.I ) $ GO TO 40 CALL DSWAP( M, V( I, 1 ), LDV, V( K, 1 ), LDV ) 40 CONTINUE * 50 CONTINUE IF( IHI.EQ.N ) $ GO TO 70 DO 60 I = IHI + 1, N K = INT(RSCALE( I )) IF( K.EQ.I ) $ GO TO 60 CALL DSWAP( M, V( I, 1 ), LDV, V( K, 1 ), LDV ) 60 CONTINUE END IF * * Backward permutation on left eigenvectors * 70 CONTINUE IF( LEFTV ) THEN IF( ILO.EQ.1 ) $ GO TO 90 DO 80 I = ILO - 1, 1, -1 K = INT(LSCALE( I )) IF( K.EQ.I ) $ GO TO 80 CALL DSWAP( M, V( I, 1 ), LDV, V( K, 1 ), LDV ) 80 CONTINUE * 90 CONTINUE IF( IHI.EQ.N ) $ GO TO 110 DO 100 I = IHI + 1, N K = INT(LSCALE( I )) IF( K.EQ.I ) $ GO TO 100 CALL DSWAP( M, V( I, 1 ), LDV, V( K, 1 ), LDV ) 100 CONTINUE END IF END IF * 110 CONTINUE * RETURN * * End of DGGBAK * END *> \brief \b DGGBAL * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGGBAL + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGGBAL( JOB, N, A, LDA, B, LDB, ILO, IHI, LSCALE, * RSCALE, WORK, INFO ) * * .. Scalar Arguments .. * CHARACTER JOB * INTEGER IHI, ILO, INFO, LDA, LDB, N * .. * .. Array Arguments .. * DOUBLE PRECISION A( LDA, * ), B( LDB, * ), LSCALE( * ), * $ RSCALE( * ), WORK( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGGBAL balances a pair of general real matrices (A,B). This *> involves, first, permuting A and B by similarity transformations to *> isolate eigenvalues in the first 1 to ILO$-$1 and last IHI+1 to N *> elements on the diagonal; and second, applying a diagonal similarity *> transformation to rows and columns ILO to IHI to make the rows *> and columns as close in norm as possible. Both steps are optional. *> *> Balancing may reduce the 1-norm of the matrices, and improve the *> accuracy of the computed eigenvalues and/or eigenvectors in the *> generalized eigenvalue problem A*x = lambda*B*x. *> \endverbatim * * Arguments: * ========== * *> \param[in] JOB *> \verbatim *> JOB is CHARACTER*1 *> Specifies the operations to be performed on A and B: *> = 'N': none: simply set ILO = 1, IHI = N, LSCALE(I) = 1.0 *> and RSCALE(I) = 1.0 for i = 1,...,N. *> = 'P': permute only; *> = 'S': scale only; *> = 'B': both permute and scale. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The order of the matrices A and B. N >= 0. *> \endverbatim *> *> \param[in,out] A *> \verbatim *> A is DOUBLE PRECISION array, dimension (LDA,N) *> On entry, the input matrix A. *> On exit, A is overwritten by the balanced matrix. *> If JOB = 'N', A is not referenced. *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,N). *> \endverbatim *> *> \param[in,out] B *> \verbatim *> B is DOUBLE PRECISION array, dimension (LDB,N) *> On entry, the input matrix B. *> On exit, B is overwritten by the balanced matrix. *> If JOB = 'N', B is not referenced. *> \endverbatim *> *> \param[in] LDB *> \verbatim *> LDB is INTEGER *> The leading dimension of the array B. LDB >= max(1,N). *> \endverbatim *> *> \param[out] ILO *> \verbatim *> ILO is INTEGER *> \endverbatim *> *> \param[out] IHI