/* dlalsd.f -- translated by f2c (version 20061008). You must link the resulting object file with libf2c: on Microsoft Windows system, link with libf2c.lib; on Linux or Unix systems, link with .../path/to/libf2c.a -lm or, if you install libf2c.a in a standard place, with -lf2c -lm -- in that order, at the end of the command line, as in cc *.o -lf2c -lm Source for libf2c is in /netlib/f2c/libf2c.zip, e.g., http://www.netlib.org/f2c/libf2c.zip */ #include "clapack.h" /* Table of constant values */ static integer c__1 = 1; static doublereal c_b6 = 0.; static integer c__0 = 0; static doublereal c_b11 = 1.; /* Subroutine */ int dlalsd_(char *uplo, integer *smlsiz, integer *n, integer *nrhs, doublereal *d__, doublereal *e, doublereal *b, integer *ldb, doublereal *rcond, integer *rank, doublereal *work, integer *iwork, integer *info) { /* System generated locals */ integer b_dim1, b_offset, i__1, i__2; doublereal d__1; /* Builtin functions */ double log(doublereal), d_sign(doublereal *, doublereal *); /* Local variables */ integer c__, i__, j, k; doublereal r__; integer s, u, z__; doublereal cs; integer bx; doublereal sn; integer st, vt, nm1, st1; doublereal eps; integer iwk; doublereal tol; integer difl, difr; doublereal rcnd; integer perm, nsub; extern /* Subroutine */ int drot_(integer *, doublereal *, integer *, doublereal *, integer *, doublereal *, doublereal *); integer nlvl, sqre, bxst; extern /* Subroutine */ int dgemm_(char *, char *, integer *, integer *, integer *, doublereal *, doublereal *, integer *, doublereal *, integer *, doublereal *, doublereal *, integer *), dcopy_(integer *, doublereal *, integer *, doublereal *, integer *); integer poles, sizei, nsize, nwork, icmpq1, icmpq2; extern doublereal dlamch_(char *); extern /* Subroutine */ int dlasda_(integer *, integer *, integer *, integer *, doublereal *, doublereal *, doublereal *, integer *, doublereal *, integer *, doublereal *, doublereal *, doublereal *, doublereal *, integer *, integer *, integer *, integer *, doublereal *, doublereal *, doublereal *, doublereal *, integer *, integer *), dlalsa_(integer *, integer *, integer *, integer *, doublereal *, integer *, doublereal *, integer *, doublereal *, integer *, doublereal *, integer *, doublereal *, doublereal *, doublereal *, doublereal *, integer *, integer *, integer *, integer *, doublereal *, doublereal *, doublereal *, doublereal *, integer *, integer *), dlascl_(char *, integer *, integer *, doublereal *, doublereal *, integer *, integer *, doublereal *, integer *, integer *); extern integer idamax_(integer *, doublereal *, integer *); extern /* Subroutine */ int dlasdq_(char *, integer *, integer *, integer *, integer *, integer *, doublereal *, doublereal *, doublereal *, integer *, doublereal *, integer *, doublereal *, integer *, doublereal *, integer *), dlacpy_(char *, integer *, integer *, doublereal *, integer *, doublereal *, integer *), dlartg_(doublereal *, doublereal *, doublereal *, doublereal *, doublereal *), dlaset_(char *, integer *, integer *, doublereal *, doublereal *, doublereal *, integer *), xerbla_(char *, integer *); integer givcol; extern doublereal dlanst_(char *, integer *, doublereal *, doublereal *); extern /* Subroutine */ int dlasrt_(char *, integer *, doublereal *, integer *); doublereal orgnrm; integer givnum, givptr, smlszp; /* -- LAPACK routine (version 3.2) -- */ /* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */ /* November 2006 */ /* .. Scalar Arguments .. */ /* .. */ /* .. Array Arguments .. */ /* .. */ /* Purpose */ /* ======= */ /* DLALSD uses the singular value decomposition of A to solve the least */ /* squares problem of finding X to minimize the Euclidean norm of each */ /* column of A*X-B, where A is N-by-N upper bidiagonal, and X and B */ /* are N-by-NRHS. The solution X overwrites B. */ /* The singular values of A smaller than RCOND times the largest */ /* singular value are treated as zero in solving the least squares */ /* problem; in this case a minimum norm solution is returned. */ /* The actual singular values are returned in D in ascending order. */ /* 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 XMP, Cray YMP, Cray C 90, or Cray 2. */ /* It could conceivably fail on hexadecimal or decimal machines */ /* without guard digits, but we know of none. */ /* Arguments */ /* ========= */ /* UPLO (input) CHARACTER*1 */ /* = 'U': D and E define an upper bidiagonal matrix. */ /* = 'L': D and E define a lower bidiagonal matrix. */ /* SMLSIZ (input) INTEGER */ /* The maximum size of the subproblems at the bottom of the */ /* computation tree. */ /* N (input) INTEGER */ /* The dimension of the bidiagonal matrix. N >= 0. */ /* NRHS (input) INTEGER */ /* The number of columns of B. NRHS must be at least 1. */ /* D (input/output) DOUBLE PRECISION array, dimension (N) */ /* On entry D contains the main diagonal of the bidiagonal */ /* matrix. On exit, if INFO = 0, D contains its singular values. */ /* E (input/output) DOUBLE PRECISION array, dimension (N-1) */ /* Contains the super-diagonal entries of the bidiagonal matrix. */ /* On exit, E has been destroyed. */ /* B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS) */ /* On input, B contains the right hand sides of the least */ /* squares problem. On output, B contains the solution X. */ /* LDB (input) INTEGER */ /* The leading dimension of B in the calling subprogram. */ /* LDB must be at least max(1,N). */ /* RCOND (input) DOUBLE PRECISION */ /* The singular values of A less than or equal to RCOND times */ /* the largest singular value are treated as zero in solving */ /* the least squares problem. If RCOND is negative, */ /* machine precision is used instead. */ /* For example, if diag(S)*X=B were the least squares problem, */ /* where diag(S) is a diagonal matrix of singular values, the */ /* solution would be X(i) = B(i) / S(i) if S(i) is greater than */ /* RCOND*max(S), and X(i) = 0 if S(i) is less than or equal to */ /* RCOND*max(S). */ /* RANK (output) INTEGER */ /* The number of singular values of A greater than RCOND times */ /* the largest singular value. */ /* WORK (workspace) DOUBLE PRECISION array, dimension at least */ /* (9*N + 2*N*SMLSIZ + 8*N*NLVL + N*NRHS + (SMLSIZ+1)**2), */ /* where NLVL = max(0, INT(log_2 (N/(SMLSIZ+1))) + 1). */ /* IWORK (workspace) INTEGER array, dimension at least */ /* (3*N*NLVL + 11*N) */ /* INFO (output) INTEGER */ /* = 0: successful exit. */ /* < 0: if INFO = -i, the i-th argument had an illegal value. */ /* > 0: The algorithm failed to compute an singular value while */ /* working on the submatrix lying in rows and columns */ /* INFO/(N+1) through MOD(INFO,N+1). */ /* Further Details */ /* =============== */ /* Based on contributions by */ /* Ming Gu and Ren-Cang Li, Computer Science Division, University of */ /* California at Berkeley, USA */ /* Osni Marques, LBNL/NERSC, USA */ /* ===================================================================== */ /* .. Parameters .. */ /* .. */ /* .. Local Scalars .. */ /* .. */ /* .. External Functions .. */ /* .. */ /* .. External Subroutines .. */ /* .. */ /* .. Intrinsic Functions .. */ /* .. */ /* .. Executable Statements .. */ /* Test the input parameters. */ /* Parameter adjustments */ --d__; --e; b_dim1 = *ldb; b_offset = 1 + b_dim1; b -= b_offset; --work; --iwork; /* Function Body */ *info = 0; if (*n < 0) { *info = -3; } else if (*nrhs < 1) { *info = -4; } else if (*ldb < 1 || *ldb < *n) { *info = -8; } if (*info != 0) { i__1 = -(*info); xerbla_("DLALSD", &i__1); return 0; } eps = dlamch_("Epsilon"); /* Set up the tolerance. */ if (*rcond <= 0. || *rcond >= 1.) { rcnd = eps; } else { rcnd = *rcond; } *rank = 0; /* Quick return if possible. */ if (*n == 0) { return 0; } else if (*n == 1) { if (d__[1] == 0.) { dlaset_("A", &c__1, nrhs, &c_b6, &c_b6, &b[b_offset], ldb); } else { *rank = 1; dlascl_("G", &c__0, &c__0, &d__[1], &c_b11, &c__1, nrhs, &b[ b_offset], ldb, info); d__[1] = abs(d__[1]); } return 0; } /* Rotate the matrix if it is lower bidiagonal. */ if (*(unsigned char *)uplo == 'L') { i__1 = *n - 1; for (i__ = 1; i__ <= i__1; ++i__) { 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 (*nrhs == 1) { drot_(&c__1, &b[i__ + b_dim1], &c__1, &b[i__ + 1 + b_dim1], & c__1, &cs, &sn); } else { work[(i__ << 1) - 1] = cs; work[i__ * 2] = sn; } /* L10: */ } if (*nrhs > 1) { i__1 = *nrhs; for (i__ = 1; i__ <= i__1; ++i__) { i__2 = *n - 1; for (j = 1; j <= i__2; ++j) { cs = work[(j << 1) - 1]; sn = work[j * 2]; drot_(&c__1, &b[j + i__ * b_dim1], &c__1, &b[j + 1 + i__ * b_dim1], &c__1, &cs, &sn); /* L20: */ } /* L30: */ } } } /* Scale. */ nm1 = *n - 1; orgnrm = dlanst_("M", n, &d__[1], &e[1]); if (orgnrm == 0.) { dlaset_("A", n, nrhs, &c_b6, &c_b6, &b[b_offset], ldb); return 0; } dlascl_("G", &c__0, &c__0, &orgnrm, &c_b11, n, &c__1, &d__[1], n, info); dlascl_("G", &c__0, &c__0, &orgnrm, &c_b11, &nm1, &c__1, &e[1], &nm1, info); /* If N is smaller than the minimum divide size SMLSIZ, then solve */ /* the problem with another solver. */ if (*n <= *smlsiz) { nwork = *n * *n + 1; dlaset_("A", n, n, &c_b6, &c_b11, &work[1], n); dlasdq_("U", &c__0, n, n, &c__0, nrhs, &d__[1], &e[1], &work[1], n, & work[1], n, &b[b_offset], ldb, &work[nwork], info); if (*info != 0) { return 0; } tol = rcnd * (d__1 = d__[idamax_(n, &d__[1], &c__1)], abs(d__1)); i__1 = *n; for (i__ = 1; i__ <= i__1; ++i__) { if (d__[i__] <= tol) { dlaset_("A", &c__1, nrhs, &c_b6, &c_b6, &b[i__ + b_dim1], ldb); } else { dlascl_("G", &c__0, &c__0, &d__[i__], &c_b11, &c__1, nrhs, &b[ i__ + b_dim1], ldb, info); ++(*rank); } /* L40: */ } dgemm_("T", "N", n, nrhs, n, &c_b11, &work[1], n, &b[b_offset], ldb, & c_b6, &work[nwork], n); dlacpy_("A", n, nrhs, &work[nwork], n, &b[b_offset], ldb); /* Unscale. */ dlascl_("G", &c__0, &c__0, &c_b11, &orgnrm, n, &c__1, &d__[1], n, info); dlasrt_("D", n, &d__[1], info); dlascl_("G", &c__0, &c__0, &orgnrm, &c_b11, n, nrhs, &b[b_offset], ldb, info); return 0; } /* Book-keeping and setting up some constants. */ nlvl = (integer) (log((doublereal) (*n) / (doublereal) (*smlsiz + 1)) / log(2.)) + 1; smlszp = *smlsiz + 1; u = 1; vt = *smlsiz * *n + 1; difl = vt + smlszp * *n; difr = difl + nlvl * *n; z__ = difr + (nlvl * *n << 1); c__ = z__ + nlvl * *n; s = c__ + *n; poles = s + *n; givnum = poles + (nlvl << 1) * *n; bx = givnum + (nlvl << 1) * *n; nwork = bx + *n * *nrhs; sizei = *n + 1; k = sizei + *n; givptr = k + *n; perm = givptr + *n; givcol = perm + nlvl * *n; iwk = givcol + (nlvl * *n << 1); st = 1; sqre = 0; icmpq1 = 1; icmpq2 = 0; nsub = 0; i__1 = *n; for (i__ = 1; i__ <= i__1; ++i__) { if ((d__1 = d__[i__], abs(d__1)) < eps) { d__[i__] = d_sign(&eps, &d__[i__]); } /* L50: */ } i__1 = nm1; for (i__ = 1; i__ <= i__1; ++i__) { if ((d__1 = e[i__], abs(d__1)) < eps || i__ == nm1) { ++nsub; iwork[nsub] = st; /* Subproblem found. First determine its size and then */ /* apply divide and conquer on it. */ if (i__ < nm1) { /* A subproblem with E(I) small for I < NM1. */ nsize = i__ - st + 1; iwork[sizei + nsub - 1] = nsize; } else if ((d__1 = e[i__], abs(d__1)) >= eps) { /* A subproblem with E(NM1) not too small but I = NM1. */ nsize = *n - st + 1; iwork[sizei + nsub - 1] = nsize; } else { /* A subproblem with E(NM1) small. This implies an */ /* 1-by-1 subproblem at D(N), which is not solved */ /* explicitly. */ nsize = i__ - st + 1; iwork[sizei + nsub - 1] = nsize; ++nsub; iwork[nsub] = *n; iwork[sizei + nsub - 1] = 1; dcopy_(nrhs, &b[*n + b_dim1], ldb, &work[bx + nm1], n); } st1 = st - 1; if (nsize == 1) { /* This is a 1-by-1 subproblem and is not solved */ /* explicitly. */ dcopy_(nrhs, &b[st + b_dim1], ldb, &work[bx + st1], n); } else if (nsize <= *smlsiz) { /* This is a small subproblem and is solved by DLASDQ. */ dlaset_("A", &nsize, &nsize, &c_b6, &c_b11, &work[vt + st1], n); dlasdq_("U", &c__0, &nsize, &nsize, &c__0, nrhs, &d__[st], &e[ st], &work[vt + st1], n, &work[nwork], n, &b[st + b_dim1], ldb, &work[nwork], info); if (*info != 0) { return 0; } dlacpy_("A", &nsize, nrhs, &b[st + b_dim1], ldb, &work[bx + st1], n); } else { /* A large problem. Solve it using divide and conquer. */ dlasda_(&icmpq1, smlsiz, &nsize, &sqre, &d__[st], &e[st], & work[u + st1], n, &work[vt + st1], &iwork[k + st1], & work[difl + st1], &work[difr + st1], &work[z__ + st1], &work[poles + st1], &iwork[givptr + st1], &iwork[ givcol + st1], n, &iwork[perm + st1], &work[givnum + st1], &work[c__ + st1], &work[s + st1], &work[nwork], &iwork[iwk], info); if (*info != 0) { return 0; } bxst = bx + st1; dlalsa_(&icmpq2, smlsiz, &nsize, nrhs, &b[st + b_dim1], ldb, & work[bxst], n, &work[u + st1], n, &work[vt + st1], & iwork[k + st1], &work[difl + st1], &work[difr + st1], &work[z__ + st1], &work[poles + st1], &iwork[givptr + st1], &iwork[givcol + st1], n, &iwork[perm + st1], & work[givnum + st1], &work[c__ + st1], &work[s + st1], &work[nwork], &iwork[iwk], info); if (*info != 0) { return 0; } } st = i__ + 1; } /* L60: */ } /* Apply the singular values and treat the tiny ones as zero. */ tol = rcnd * (d__1 = d__[idamax_(n, &d__[1], &c__1)], abs(d__1)); i__1 = *n; for (i__ = 1; i__ <= i__1; ++i__) { /* Some of the elements in D can be negative because 1-by-1 */ /* subproblems were not solved explicitly. */ if ((d__1 = d__[i__], abs(d__1)) <= tol) { dlaset_("A", &c__1, nrhs, &c_b6, &c_b6, &work[bx + i__ - 1], n); } else { ++(*rank); dlascl_("G", &c__0, &c__0, &d__[i__], &c_b11, &c__1, nrhs, &work[ bx + i__ - 1], n, info); } d__[i__] = (d__1 = d__[i__], abs(d__1)); /* L70: */ } /* Now apply back the right singular vectors. */ icmpq2 = 1; i__1 = nsub; for (i__ = 1; i__ <= i__1; ++i__) { st = iwork[i__]; st1 = st - 1; nsize = iwork[sizei + i__ - 1]; bxst = bx + st1; if (nsize == 1) { dcopy_(nrhs, &work[bxst], n, &b[st + b_dim1], ldb); } else if (nsize <= *smlsiz) { dgemm_("T", "N", &nsize, nrhs, &nsize, &c_b11, &work[vt + st1], n, &work[bxst], n, &c_b6, &b[st + b_dim1], ldb); } else { dlalsa_(&icmpq2, smlsiz, &nsize, nrhs, &work[bxst], n, &b[st + b_dim1], ldb, &work[u + st1], n, &work[vt + st1], &iwork[ k + st1], &work[difl + st1], &work[difr + st1], &work[z__ + st1], &work[poles + st1], &iwork[givptr + st1], &iwork[ givcol + st1], n, &iwork[perm + st1], &work[givnum + st1], &work[c__ + st1], &work[s + st1], &work[nwork], &iwork[ iwk], info); if (*info != 0) { return 0; } } /* L80: */ } /* Unscale and sort the singular values. */ dlascl_("G", &c__0, &c__0, &c_b11, &orgnrm, n, &c__1, &d__[1], n, info); dlasrt_("D", n, &d__[1], info); dlascl_("G", &c__0, &c__0, &orgnrm, &c_b11, n, nrhs, &b[b_offset], ldb, info); return 0; /* End of DLALSD */ } /* dlalsd_ */