1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
|
/* dlasdq.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 "f2c.h"
#include "blaswrap.h"
/* Table of constant values */
static integer c__1 = 1;
/* Subroutine */ int dlasdq_(char *uplo, integer *sqre, integer *n, integer *
ncvt, integer *nru, integer *ncc, doublereal *d__, doublereal *e,
doublereal *vt, integer *ldvt, doublereal *u, integer *ldu,
doublereal *c__, integer *ldc, doublereal *work, integer *info)
{
/* System generated locals */
integer c_dim1, c_offset, u_dim1, u_offset, vt_dim1, vt_offset, i__1,
i__2;
/* Local variables */
integer i__, j;
doublereal r__, cs, sn;
integer np1, isub;
doublereal smin;
integer sqre1;
extern logical lsame_(char *, char *);
extern /* Subroutine */ int dlasr_(char *, char *, char *, integer *,
integer *, doublereal *, doublereal *, doublereal *, integer *), dswap_(integer *, doublereal *, integer *
, doublereal *, integer *);
integer iuplo;
extern /* Subroutine */ int dlartg_(doublereal *, doublereal *,
doublereal *, doublereal *, doublereal *), xerbla_(char *,
integer *), dbdsqr_(char *, integer *, integer *, integer
*, integer *, doublereal *, doublereal *, doublereal *, integer *,
doublereal *, integer *, doublereal *, integer *, doublereal *,
integer *);
logical rotate;
/* -- LAPACK auxiliary routine (version 3.2) -- */
/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/* November 2006 */
/* .. Scalar Arguments .. */
/* .. */
/* .. Array Arguments .. */
/* .. */
/* Purpose */
/* ======= */
/* DLASDQ computes the singular value decomposition (SVD) of a real */
/* (upper or lower) bidiagonal matrix with diagonal D and offdiagonal */
/* E, accumulating the transformations if desired. Letting B denote */
/* the input bidiagonal matrix, the algorithm computes orthogonal */
/* matrices Q and P such that B = Q * S * P' (P' denotes the transpose */
/* of P). The singular values S are overwritten on D. */
/* The input matrix U is changed to U * Q if desired. */
/* The input matrix VT is changed to P' * VT if desired. */
/* The input matrix C is changed to Q' * C if desired. */
/* See "Computing Small Singular Values of Bidiagonal Matrices With */
/* Guaranteed High Relative Accuracy," by J. Demmel and W. Kahan, */
/* LAPACK Working Note #3, for a detailed description of the algorithm. */
/* Arguments */
/* ========= */
/* UPLO (input) CHARACTER*1 */
/* On entry, UPLO specifies whether the input bidiagonal matrix */
/* is upper or lower bidiagonal, and wether it is square are */
/* not. */
/* UPLO = 'U' or 'u' B is upper bidiagonal. */
/* UPLO = 'L' or 'l' B is lower bidiagonal. */
/* SQRE (input) INTEGER */
/* = 0: then the input matrix is N-by-N. */
/* = 1: then the input matrix is N-by-(N+1) if UPLU = 'U' and */
/* (N+1)-by-N if UPLU = 'L'. */
/* The bidiagonal matrix has */
/* N = NL + NR + 1 rows and */
/* M = N + SQRE >= N columns. */
/* N (input) INTEGER */
/* On entry, N specifies the number of rows and columns */
/* in the matrix. N must be at least 0. */
/* NCVT (input) INTEGER */
/* On entry, NCVT specifies the number of columns of */
/* the matrix VT. NCVT must be at least 0. */
/* NRU (input) INTEGER */
/* On entry, NRU specifies the number of rows of */
/* the matrix U. NRU must be at least 0. */
/* NCC (input) INTEGER */
/* On entry, NCC specifies the number of columns of */
/* the matrix C. NCC must be at least 0. */
/* D (input/output) DOUBLE PRECISION array, dimension (N) */
/* On entry, D contains the diagonal entries of the */
/* bidiagonal matrix whose SVD is desired. On normal exit, */
/* D contains the singular values in ascending order. */
/* E (input/output) DOUBLE PRECISION array. */
/* dimension is (N-1) if SQRE = 0 and N if SQRE = 1. */
/* On entry, the entries of E contain the offdiagonal entries */
/* of the bidiagonal matrix whose SVD is desired. On normal */
/* exit, E will contain 0. If the algorithm does not converge, */
/* D and E will contain the diagonal and superdiagonal entries */
/* of a bidiagonal matrix orthogonally equivalent to the one */
/* given as input. */
/* VT (input/output) DOUBLE PRECISION array, dimension (LDVT, NCVT) */
/* On entry, contains a matrix which on exit has been */
/* premultiplied by P', dimension N-by-NCVT if SQRE = 0 */
/* and (N+1)-by-NCVT if SQRE = 1 (not referenced if NCVT=0). */
/* LDVT (input) INTEGER */
/* On entry, LDVT specifies the leading dimension of VT as */
/* declared in the calling (sub) program. LDVT must be at */
/* least 1. If NCVT is nonzero LDVT must also be at least N. */
/* U (input/output) DOUBLE PRECISION array, dimension (LDU, N) */
/* On entry, contains a matrix which on exit has been */
/* postmultiplied by Q, dimension NRU-by-N if SQRE = 0 */
/* and NRU-by-(N+1) if SQRE = 1 (not referenced if NRU=0). */
/* LDU (input) INTEGER */
/* On entry, LDU specifies the leading dimension of U as */
/* declared in the calling (sub) program. LDU must be at */
/* least max( 1, NRU ) . */
/* C (input/output) DOUBLE PRECISION array, dimension (LDC, NCC) */
/* On entry, contains an N-by-NCC matrix which on exit */
/* has been premultiplied by Q' dimension N-by-NCC if SQRE = 0 */
/* and (N+1)-by-NCC if SQRE = 1 (not referenced if NCC=0). */
/* LDC (input) INTEGER */
/* On entry, LDC specifies the leading dimension of C as */
/* declared in the calling (sub) program. LDC must be at */
/* least 1. If NCC is nonzero, LDC must also be at least N. */
/* WORK (workspace) DOUBLE PRECISION array, dimension (4*N) */
/* Workspace. Only referenced if one of NCVT, NRU, or NCC is */
/* nonzero, and if N is at least 2. */
/* INFO (output) INTEGER */
/* On exit, a value of 0 indicates a successful exit. */
/* If INFO < 0, argument number -INFO is illegal. */
/* If INFO > 0, the algorithm did not converge, and INFO */
/* specifies how many superdiagonals did not converge. */
/* Further Details */
/* =============== */
/* Based on contributions by */
/* Ming Gu and Huan Ren, Computer Science Division, University of */
/* California at Berkeley, USA */
/* ===================================================================== */
/* .. Parameters .. */
/* .. */
/* .. Local Scalars .. */
/* .. */
/* .. External Subroutines .. */
/* .. */
/* .. External Functions .. */
/* .. */
/* .. Intrinsic Functions .. */
/* .. */
/* .. Executable Statements .. */
/* Test the input parameters. */
/* Parameter adjustments */
--d__;
--e;
vt_dim1 = *ldvt;
vt_offset = 1 + vt_dim1;
vt -= vt_offset;
u_dim1 = *ldu;
u_offset = 1 + u_dim1;
u -= u_offset;
c_dim1 = *ldc;
c_offset = 1 + c_dim1;
c__ -= c_offset;
--work;
/* Function Body */
*info = 0;
iuplo = 0;
if (lsame_(uplo, "U")) {
iuplo = 1;
}
if (lsame_(uplo, "L")) {
iuplo = 2;
}
if (iuplo == 0) {
*info = -1;
} else if (*sqre < 0 || *sqre > 1) {
*info = -2;
} else if (*n < 0) {
*info = -3;
} else if (*ncvt < 0) {
*info = -4;
} else if (*nru < 0) {
*info = -5;
} else if (*ncc < 0) {
*info = -6;
} else if (*ncvt == 0 && *ldvt < 1 || *ncvt > 0 && *ldvt < max(1,*n)) {
*info = -10;
} else if (*ldu < max(1,*nru)) {
*info = -12;
} else if (*ncc == 0 && *ldc < 1 || *ncc > 0 && *ldc < max(1,*n)) {
*info = -14;
}
if (*info != 0) {
i__1 = -(*info);
xerbla_("DLASDQ", &i__1);
return 0;
}
if (*n == 0) {
return 0;
}
/* ROTATE is true if any singular vectors desired, false otherwise */
rotate = *ncvt > 0 || *nru > 0 || *ncc > 0;
np1 = *n + 1;
sqre1 = *sqre;
/* If matrix non-square upper bidiagonal, rotate to be lower */
/* bidiagonal. The rotations are on the right. */
if (iuplo == 1 && sqre1 == 1) {
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 (rotate) {
work[i__] = cs;
work[*n + i__] = sn;
}
/* L10: */
}
dlartg_(&d__[*n], &e[*n], &cs, &sn, &r__);
d__[*n] = r__;
e[*n] = 0.;
if (rotate) {
work[*n] = cs;
work[*n + *n] = sn;
}
iuplo = 2;
sqre1 = 0;
/* Update singular vectors if desired. */
if (*ncvt > 0) {
dlasr_("L", "V", "F", &np1, ncvt, &work[1], &work[np1], &vt[
vt_offset], ldvt);
}
}
/* If matrix lower bidiagonal, rotate to be upper bidiagonal */
/* by applying Givens rotations on the left. */
if (iuplo == 2) {
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 (rotate) {
work[i__] = cs;
work[*n + i__] = sn;
}
/* L20: */
}
/* If matrix (N+1)-by-N lower bidiagonal, one additional */
/* rotation is needed. */
if (sqre1 == 1) {
dlartg_(&d__[*n], &e[*n], &cs, &sn, &r__);
d__[*n] = r__;
if (rotate) {
work[*n] = cs;
work[*n + *n] = sn;
}
}
/* Update singular vectors if desired. */
if (*nru > 0) {
if (sqre1 == 0) {
dlasr_("R", "V", "F", nru, n, &work[1], &work[np1], &u[
u_offset], ldu);
} else {
dlasr_("R", "V", "F", nru, &np1, &work[1], &work[np1], &u[
u_offset], ldu);
}
}
if (*ncc > 0) {
if (sqre1 == 0) {
dlasr_("L", "V", "F", n, ncc, &work[1], &work[np1], &c__[
c_offset], ldc);
} else {
dlasr_("L", "V", "F", &np1, ncc, &work[1], &work[np1], &c__[
c_offset], ldc);
}
}
}
/* Call DBDSQR to compute the SVD of the reduced real */
/* N-by-N upper bidiagonal matrix. */
dbdsqr_("U", n, ncvt, nru, ncc, &d__[1], &e[1], &vt[vt_offset], ldvt, &u[
u_offset], ldu, &c__[c_offset], ldc, &work[1], info);
/* Sort the singular values into ascending order (insertion sort on */
/* singular values, but only one transposition per singular vector) */
i__1 = *n;
for (i__ = 1; i__ <= i__1; ++i__) {
/* Scan for smallest D(I). */
isub = i__;
smin = d__[i__];
i__2 = *n;
for (j = i__ + 1; j <= i__2; ++j) {
if (d__[j] < smin) {
isub = j;
smin = d__[j];
}
/* L30: */
}
if (isub != i__) {
/* Swap singular values and vectors. */
d__[isub] = d__[i__];
d__[i__] = smin;
if (*ncvt > 0) {
dswap_(ncvt, &vt[isub + vt_dim1], ldvt, &vt[i__ + vt_dim1],
ldvt);
}
if (*nru > 0) {
dswap_(nru, &u[isub * u_dim1 + 1], &c__1, &u[i__ * u_dim1 + 1]
, &c__1);
}
if (*ncc > 0) {
dswap_(ncc, &c__[isub + c_dim1], ldc, &c__[i__ + c_dim1], ldc)
;
}
}
/* L40: */
}
return 0;
/* End of DLASDQ */
} /* dlasdq_ */
|