numeric-linalg
Educational material on the SciPy implementation of numerical linear algebra algorithms
| Name | Size | Mode | |
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| lapack/SRC/sgesdd.f | 61684B | -rw-r--r-- |
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*> \brief \b SGESDD * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download SGESDD + dependencies *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sgesdd.f"> *> [TGZ]</a> *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sgesdd.f"> *> [ZIP]</a> *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sgesdd.f"> *> [TXT]</a> *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE SGESDD( 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( * ) * REAL A( LDA, * ), S( * ), U( LDU, * ), * $ VT( LDVT, * ), WORK( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> SGESDD computes the singular value decomposition (SVD) of a real *> M-by-N matrix A, optionally computing the left and right singular *> vectors. If singular vectors are desired, it uses a *> divide-and-conquer algorithm. *> *> The SVD is written *> *> A = U * SIGMA * transpose(V) *> *> where SIGMA is an M-by-N matrix which is zero except for its *> min(m,n) diagonal elements, U is an M-by-M orthogonal matrix, and *> V is an N-by-N orthogonal matrix. The diagonal elements of SIGMA *> are the singular values of A; they are real and non-negative, and *> are returned in descending order. The first min(m,n) columns of *> U and V are the left and right singular vectors of A. *> *> Note that the routine returns VT = V**T, not V. *> *> \endverbatim * * Arguments: * ========== * *> \param[in] JOBZ *> \verbatim *> JOBZ is CHARACTER*1 *> Specifies options for computing all or part of the matrix U: *> = 'A': all M columns of U and all N rows of V**T are *> returned in the arrays U and VT; *> = 'S': the first min(M,N) columns of U and the first *> min(M,N) rows of V**T are returned in the arrays U *> and VT; *> = 'O': If M >= N, the first N columns of U are overwritten *> on the array A and all rows of V**T are returned in *> the array VT; *> otherwise, all columns of U are returned in the *> array U and the first M rows of V**T are overwritten *> in the array A; *> = 'N': no columns of U or rows of V**T are computed. *> \endverbatim *> *> \param[in] M *> \verbatim *> M is INTEGER *> The number of rows of the input matrix A. M >= 0. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The number of columns of the input matrix A. N >= 0. *> \endverbatim *> *> \param[in,out] A *> \verbatim *> A is REAL 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 REAL 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 REAL 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 REAL 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 REAL array, dimension (MAX(1,LWORK)) *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK; *> \endverbatim *> *> \param[in] LWORK *> \verbatim *> LWORK is INTEGER *> The dimension of the array WORK. LWORK >= 1. *> If LWORK = -1, a workspace query is assumed. The optimal *> size for the WORK array is calculated and stored in WORK(1), *> and no other work except argument checking is performed. *> *> Let mx = max(M,N) and mn = min(M,N). *> If JOBZ = 'N', LWORK >= 3*mn + max( mx, 7*mn ). *> If JOBZ = 'O', LWORK >= 3*mn + max( mx, 5*mn*mn + 4*mn ). *> If JOBZ = 'S', LWORK >= 4*mn*mn + 7*mn. *> If JOBZ = 'A', LWORK >= 4*mn*mn + 6*mn + mx. *> These are not tight minimums in all cases; see comments inside code. *> For good performance, LWORK should generally be larger; *> a query is recommended. *> \endverbatim *> *> \param[out] IWORK *> \verbatim *> IWORK is INTEGER array, dimension (8*min(M,N)) *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> < 0: if INFO = -i, the i-th argument had an illegal value. *> = -4: if A had a NAN entry. *> > 0: SBDSDC did not converge, updating process failed. *> = 0: successful exit. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \ingroup gesdd * *> \par Contributors: * ================== *> *> Ming Gu and Huan Ren, Computer Science Division, University of *> California at Berkeley, USA *> * ===================================================================== SUBROUTINE SGESDD( JOBZ, M, N, A, LDA, S, U, LDU, VT, LDVT, $ WORK, LWORK, IWORK, INFO ) implicit none * * -- LAPACK driver routine -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * * .. Scalar Arguments .. CHARACTER JOBZ INTEGER INFO, LDA, LDU, LDVT, LWORK, M, N * .. * .. Array Arguments .. INTEGER IWORK( * ) REAL A( LDA, * ), S( * ), U( LDU, * ), $ VT( LDVT, * ), WORK( * ) * .. * * ===================================================================== * * .. Parameters .. REAL ZERO, ONE PARAMETER ( ZERO = 0.0E0, ONE = 1.0E0 ) * .. * .. 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_SGEBRD_MN, LWORK_SGEBRD_MM, $ LWORK_SGEBRD_NN, LWORK_SGELQF_MN, $ LWORK_SGEQRF_MN, $ LWORK_SORGBR_P_MM, LWORK_SORGBR_Q_NN, $ LWORK_SORGLQ_MN, LWORK_SORGLQ_NN, $ LWORK_SORGQR_MM, LWORK_SORGQR_MN, $ LWORK_SORMBR_PRT_MM, LWORK_SORMBR_QLN_MM, $ LWORK_SORMBR_PRT_MN, LWORK_SORMBR_QLN_MN, $ LWORK_SORMBR_PRT_NN, LWORK_SORMBR_QLN_NN REAL ANRM, BIGNUM, EPS, SMLNUM * .. * .. Local Arrays .. INTEGER IDUM( 1 ) REAL DUM( 1 ) * .. * .. External Subroutines .. EXTERNAL SBDSDC, SGEBRD, SGELQF, SGEMM, SGEQRF, $ SLACPY, $ SLASCL, SLASET, SORGBR, SORGLQ, SORGQR, SORMBR, $ XERBLA * .. * .. External Functions .. LOGICAL LSAME, SISNAN REAL SLAMCH, SLANGE, SROUNDUP_LWORK EXTERNAL SLAMCH, SLANGE, LSAME, SISNAN, $ SROUNDUP_LWORK * .. * .. Intrinsic Functions .. INTRINSIC INT, MAX, MIN, SQRT * .. * .. Executable Statements .. * * Test the input arguments * INFO = 0 MINMN = MIN( M, N ) WNTQA = LSAME( JOBZ, 'A' ) WNTQS = LSAME( JOBZ, 'S' ) WNTQAS = WNTQA .OR. WNTQS WNTQO = LSAME( JOBZ, 'O' ) WNTQN = LSAME( JOBZ, 'N' ) LQUERY = ( LWORK.EQ.-1 ) * IF( .NOT.( WNTQA .OR. WNTQS .OR. WNTQO .OR. WNTQN ) ) THEN INFO = -1 ELSE IF( M.LT.0 ) THEN INFO = -2 ELSE IF( N.LT.0 ) THEN INFO = -3 ELSE IF( LDA.LT.MAX( 1, M ) ) THEN INFO = -5 ELSE IF( LDU.LT.1 .OR. ( WNTQAS .AND. LDU.LT.M ) .OR. $ ( WNTQO .AND. M.LT.N .AND. LDU.LT.M ) ) THEN INFO = -8 ELSE IF( LDVT.LT.1 .OR. ( WNTQA .AND. LDVT.LT.N ) .OR. $ ( WNTQS .AND. LDVT.LT.MINMN ) .OR. $ ( WNTQO .AND. M.GE.N .AND. LDVT.LT.N ) ) THEN INFO = -10 END IF * * Compute workspace * Note: Comments in the code beginning "Workspace:" describe the * minimal amount of workspace allocated at that point in the code, * as well as the preferred amount for good performance. * NB refers to the optimal block size for the immediately * following subroutine, as returned by ILAENV. * IF( INFO.EQ.0 ) THEN MINWRK = 1 MAXWRK = 1 BDSPAC = 0 MNTHR = INT( REAL( MINMN )*11.0E0 / 6.0E0 ) IF( M.GE.N .AND. MINMN.GT.0 ) THEN * * Compute space needed for SBDSDC * IF( WNTQN ) THEN * sbdsdc needs only 4*N (or 6*N for uplo=L for LAPACK <= 3.6) * keep 7*N for backwards compatibility. BDSPAC = 7*N ELSE BDSPAC = 3*N*N + 4*N END IF * * Compute space preferred for each routine CALL SGEBRD( M, N, DUM(1), M, DUM(1), DUM(1), DUM(1), $ DUM(1), DUM(1), -1, IERR ) LWORK_SGEBRD_MN = INT( DUM(1) ) * CALL SGEBRD( N, N, DUM(1), N, DUM(1), DUM(1), DUM(1), $ DUM(1), DUM(1), -1, IERR ) LWORK_SGEBRD_NN = INT( DUM(1) ) * CALL SGEQRF( M, N, DUM(1), M, DUM(1), DUM(1), -1, IERR ) LWORK_SGEQRF_MN = INT( DUM(1) ) * CALL SORGBR( 'Q', N, N, N, DUM(1), N, DUM(1), DUM(1), -1, $ IERR ) LWORK_SORGBR_Q_NN = INT( DUM(1) ) * CALL SORGQR( M, M, N, DUM(1), M, DUM(1), DUM(1), -1, $ IERR ) LWORK_SORGQR_MM = INT( DUM(1) ) * CALL SORGQR( M, N, N, DUM(1), M, DUM(1), DUM(1), -1, $ IERR ) LWORK_SORGQR_MN = INT( DUM(1) ) * CALL SORMBR( 'P', 'R', 'T', N, N, N, DUM(1), N, $ DUM(1), DUM(1), N, DUM(1), -1, IERR ) LWORK_SORMBR_PRT_NN = INT( DUM(1) ) * CALL SORMBR( 'Q', 'L', 'N', N, N, N, DUM(1), N, $ DUM(1), DUM(1), N, DUM(1), -1, IERR ) LWORK_SORMBR_QLN_NN = INT( DUM(1) ) * CALL SORMBR( 'Q', 'L', 'N', M, N, N, DUM(1), M, $ DUM(1), DUM(1), M, DUM(1), -1, IERR ) LWORK_SORMBR_QLN_MN = INT( DUM(1) ) * CALL SORMBR( 'Q', 'L', 'N', M, M, N, DUM(1), M, $ DUM(1), DUM(1), M, DUM(1), -1, IERR ) LWORK_SORMBR_QLN_MM = INT( DUM(1) ) * IF( M.GE.MNTHR ) THEN IF( WNTQN ) THEN * * Path 1 (M >> N, JOBZ='N') * WRKBL = N + LWORK_SGEQRF_MN WRKBL = MAX( WRKBL, 3*N + LWORK_SGEBRD_NN ) MAXWRK = MAX( WRKBL, BDSPAC + N ) MINWRK = BDSPAC + N ELSE IF( WNTQO ) THEN * * Path 2 (M >> N, JOBZ='O') * WRKBL = N + LWORK_SGEQRF_MN WRKBL = MAX( WRKBL, N + LWORK_SORGQR_MN ) WRKBL = MAX( WRKBL, 3*N + LWORK_SGEBRD_NN ) WRKBL = MAX( WRKBL, 3*N + LWORK_SORMBR_QLN_NN ) WRKBL = MAX( WRKBL, 3*N + LWORK_SORMBR_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_SGEQRF_MN WRKBL = MAX( WRKBL, N + LWORK_SORGQR_MN ) WRKBL = MAX( WRKBL, 3*N + LWORK_SGEBRD_NN ) WRKBL = MAX( WRKBL, 3*N + LWORK_SORMBR_QLN_NN ) WRKBL = MAX( WRKBL, 3*N + LWORK_SORMBR_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_SGEQRF_MN WRKBL = MAX( WRKBL, N + LWORK_SORGQR_MM ) WRKBL = MAX( WRKBL, 3*N + LWORK_SGEBRD_NN ) WRKBL = MAX( WRKBL, 3*N + LWORK_SORMBR_QLN_NN ) WRKBL = MAX( WRKBL, 3*N + LWORK_SORMBR_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_SGEBRD_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_SORMBR_PRT_NN ) WRKBL = MAX( WRKBL, 3*N + LWORK_SORMBR_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_SORMBR_QLN_MN ) WRKBL = MAX( WRKBL, 3*N + LWORK_SORMBR_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_SORMBR_QLN_MM ) WRKBL = MAX( WRKBL, 3*N + LWORK_SORMBR_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 SBDSDC * IF( WNTQN ) THEN * sbdsdc needs only 4*N (or 6*N for uplo=L for LAPACK <= 3.6) * keep 7*N for backwards compatibility. BDSPAC = 7*M ELSE BDSPAC = 3*M*M + 4*M END IF * * Compute space preferred for each routine CALL SGEBRD( M, N, DUM(1), M, DUM(1), DUM(1), DUM(1), $ DUM(1), DUM(1), -1, IERR ) LWORK_SGEBRD_MN = INT( DUM(1) ) * CALL SGEBRD( M, M, A, M, S, DUM(1), DUM(1), $ DUM(1), DUM(1), -1, IERR ) LWORK_SGEBRD_MM = INT( DUM(1) ) * CALL SGELQF( M, N, A, M, DUM(1), DUM(1), -1, IERR ) LWORK_SGELQF_MN = INT( DUM(1) ) * CALL SORGLQ( N, N, M, DUM(1), N, DUM(1), DUM(1), -1, $ IERR ) LWORK_SORGLQ_NN = INT( DUM(1) ) * CALL SORGLQ( M, N, M, A, M, DUM(1), DUM(1), -1, IERR ) LWORK_SORGLQ_MN = INT( DUM(1) ) * CALL SORGBR( 'P', M, M, M, A, N, DUM(1), DUM(1), -1, $ IERR ) LWORK_SORGBR_P_MM = INT( DUM(1) ) * CALL SORMBR( 'P', 'R', 'T', M, M, M, DUM(1), M, $ DUM(1), DUM(1), M, DUM(1), -1, IERR ) LWORK_SORMBR_PRT_MM = INT( DUM(1) ) * CALL SORMBR( 'P', 'R', 'T', M, N, M, DUM(1), M, $ DUM(1), DUM(1), M, DUM(1), -1, IERR ) LWORK_SORMBR_PRT_MN = INT( DUM(1) ) * CALL SORMBR( 'P', 'R', 'T', N, N, M, DUM(1), N, $ DUM(1), DUM(1), N, DUM(1), -1, IERR ) LWORK_SORMBR_PRT_NN = INT( DUM(1) ) * CALL SORMBR( 'Q', 'L', 'N', M, M, M, DUM(1), M, $ DUM(1), DUM(1), M, DUM(1), -1, IERR ) LWORK_SORMBR_QLN_MM = INT( DUM(1) ) * IF( N.GE.MNTHR ) THEN IF( WNTQN ) THEN * * Path 1t (N >> M, JOBZ='N') * WRKBL = M + LWORK_SGELQF_MN WRKBL = MAX( WRKBL, 3*M + LWORK_SGEBRD_MM ) MAXWRK = MAX( WRKBL, BDSPAC + M ) MINWRK = BDSPAC + M ELSE IF( WNTQO ) THEN * * Path 2t (N >> M, JOBZ='O') * WRKBL = M + LWORK_SGELQF_MN WRKBL = MAX( WRKBL, M + LWORK_SORGLQ_MN ) WRKBL = MAX( WRKBL, 3*M + LWORK_SGEBRD_MM ) WRKBL = MAX( WRKBL, 3*M + LWORK_SORMBR_QLN_MM ) WRKBL = MAX( WRKBL, 3*M + LWORK_SORMBR_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_SGELQF_MN WRKBL = MAX( WRKBL, M + LWORK_SORGLQ_MN ) WRKBL = MAX( WRKBL, 3*M + LWORK_SGEBRD_MM ) WRKBL = MAX( WRKBL, 3*M + LWORK_SORMBR_QLN_MM ) WRKBL = MAX( WRKBL, 3*M + LWORK_SORMBR_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_SGELQF_MN WRKBL = MAX( WRKBL, M + LWORK_SORGLQ_NN ) WRKBL = MAX( WRKBL, 3*M + LWORK_SGEBRD_MM ) WRKBL = MAX( WRKBL, 3*M + LWORK_SORMBR_QLN_MM ) WRKBL = MAX( WRKBL, 3*M + LWORK_SORMBR_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_SGEBRD_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_SORMBR_QLN_MM ) WRKBL = MAX( WRKBL, 3*M + LWORK_SORMBR_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_SORMBR_QLN_MM ) WRKBL = MAX( WRKBL, 3*M + LWORK_SORMBR_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_SORMBR_QLN_MM ) WRKBL = MAX( WRKBL, 3*M + LWORK_SORMBR_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 ) = SROUNDUP_LWORK( MAXWRK ) * IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY ) THEN INFO = -12 END IF END IF * IF( INFO.NE.0 ) THEN CALL XERBLA( 'SGESDD', -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 = SLAMCH( 'P' ) SMLNUM = SQRT( SLAMCH( 'S' ) ) / EPS BIGNUM = ONE / SMLNUM * * Scale A if max element outside range [SMLNUM,BIGNUM] * ANRM = SLANGE( 'M', M, N, A, LDA, DUM ) IF( SISNAN( ANRM ) ) THEN INFO = -4 RETURN END IF ISCL = 0 IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN ISCL = 1 CALL SLASCL( 'G', 0, 0, ANRM, SMLNUM, M, N, A, LDA, IERR ) ELSE IF( ANRM.GT.BIGNUM ) THEN ISCL = 1 CALL SLASCL( '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 SGEQRF( M, N, A, LDA, WORK( ITAU ), $ WORK( NWORK ), $ LWORK - NWORK + 1, IERR ) * * Zero out below R * CALL SLASET( '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 SGEBRD( 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 SBDSDC( '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 SGEQRF( M, N, A, LDA, WORK( ITAU ), $ WORK( NWORK ), $ LWORK - NWORK + 1, IERR ) * * Copy R to WORK(IR), zeroing out below it * CALL SLACPY( 'U', N, N, A, LDA, WORK( IR ), LDWRKR ) CALL SLASET( '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 SORGQR( 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 SGEBRD( 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 SBDSDC( '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 SORMBR( 'Q', 'L', 'N', N, N, N, WORK( IR ), $ LDWRKR, $ WORK( ITAUQ ), WORK( IU ), N, WORK( NWORK ), $ LWORK - NWORK + 1, IERR ) CALL SORMBR( '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 SGEMM( 'N', 'N', CHUNK, N, N, ONE, A( I, 1 ), $ LDA, WORK( IU ), N, ZERO, WORK( IR ), $ LDWRKR ) CALL SLACPY( '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 SGEQRF( M, N, A, LDA, WORK( ITAU ), $ WORK( NWORK ), $ LWORK - NWORK + 1, IERR ) * * Copy R to WORK(IR), zeroing out below it * CALL SLACPY( 'U', N, N, A, LDA, WORK( IR ), LDWRKR ) CALL SLASET( '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 SORGQR( 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 SGEBRD( 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 SBDSDC( '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 SORMBR( 'Q', 'L', 'N', N, N, N, WORK( IR ), $ LDWRKR, $ WORK( ITAUQ ), U, LDU, WORK( NWORK ), $ LWORK - NWORK + 1, IERR ) * CALL SORMBR( '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 SLACPY( 'F', N, N, U, LDU, WORK( IR ), LDWRKR ) CALL SGEMM( '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 SGEQRF( M, N, A, LDA, WORK( ITAU ), $ WORK( NWORK ), $ LWORK - NWORK + 1, IERR ) CALL SLACPY( '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 SORGQR( M, M, N, U, LDU, WORK( ITAU ), $ WORK( NWORK ), LWORK - NWORK + 1, IERR ) * * Produce R in A, zeroing out other entries * CALL SLASET( '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 SGEBRD( 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 SBDSDC( '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 SORMBR( 'Q', 'L', 'N', N, N, N, A, LDA, $ WORK( ITAUQ ), WORK( IU ), LDWRKU, $ WORK( NWORK ), LWORK - NWORK + 1, IERR ) CALL SORMBR( '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 SGEMM( '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 SLACPY( '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 SGEBRD( 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 SBDSDC( '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 SLASET( '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 SBDSDC( '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 SORMBR( '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 SORMBR( '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 SLACPY( '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 SORGBR( '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 SGEMM( 'N', 'N', CHUNK, N, N, ONE, A( I, $ 1 ), $ LDA, WORK( IU ), LDWRKU, ZERO, $ WORK( IR ), LDWRKR ) CALL SLACPY( '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 SLASET( 'F', M, N, ZERO, ZERO, U, LDU ) CALL SBDSDC( '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 SORMBR( 'Q', 'L', 'N', M, N, N, A, LDA, $ WORK( ITAUQ ), U, LDU, WORK( NWORK ), $ LWORK - NWORK + 1, IERR ) CALL SORMBR( '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 SLASET( 'F', M, M, ZERO, ZERO, U, LDU ) CALL SBDSDC( '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 SLASET( '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 SORMBR( 'Q', 'L', 'N', M, M, N, A, LDA, $ WORK( ITAUQ ), U, LDU, WORK( NWORK ), $ LWORK - NWORK + 1, IERR ) CALL SORMBR( '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 SGELQF( M, N, A, LDA, WORK( ITAU ), $ WORK( NWORK ), $ LWORK - NWORK + 1, IERR ) * * Zero out above L * CALL SLASET( '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 SGEBRD( 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 SBDSDC( '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 SGELQF( M, N, A, LDA, WORK( ITAU ), $ WORK( NWORK ), $ LWORK - NWORK + 1, IERR ) * * Copy L to WORK(IL), zeroing about above it * CALL SLACPY( 'L', M, M, A, LDA, WORK( IL ), LDWRKL ) CALL SLASET( '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 SORGLQ( 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 SGEBRD( 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 SBDSDC( '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 SORMBR( 'Q', 'L', 'N', M, M, M, WORK( IL ), $ LDWRKL, $ WORK( ITAUQ ), U, LDU, WORK( NWORK ), $ LWORK - NWORK + 1, IERR ) CALL SORMBR( '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 SGEMM( 'N', 'N', M, BLK, M, ONE, WORK( IVT ), $ M, $ A( 1, I ), LDA, ZERO, WORK( IL ), LDWRKL ) CALL SLACPY( '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 SGELQF( M, N, A, LDA, WORK( ITAU ), $ WORK( NWORK ), $ LWORK - NWORK + 1, IERR ) * * Copy L to WORK(IL), zeroing out above it * CALL SLACPY( 'L', M, M, A, LDA, WORK( IL ), LDWRKL ) CALL SLASET( '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 SORGLQ( 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 SGEBRD( 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 SBDSDC( '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 SORMBR( 'Q', 'L', 'N', M, M, M, WORK( IL ), $ LDWRKL, $ WORK( ITAUQ ), U, LDU, WORK( NWORK ), $ LWORK - NWORK + 1, IERR ) CALL SORMBR( '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 SLACPY( 'F', M, M, VT, LDVT, WORK( IL ), LDWRKL ) CALL SGEMM( '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 SGELQF( M, N, A, LDA, WORK( ITAU ), $ WORK( NWORK ), $ LWORK - NWORK + 1, IERR ) CALL SLACPY( '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 SORGLQ( N, N, M, VT, LDVT, WORK( ITAU ), $ WORK( NWORK ), LWORK - NWORK + 1, IERR ) * * Produce L in A, zeroing out other entries * CALL SLASET( '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 SGEBRD( 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 SBDSDC( '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 SORMBR( 'Q', 'L', 'N', M, M, M, A, LDA, $ WORK( ITAUQ ), U, LDU, WORK( NWORK ), $ LWORK - NWORK + 1, IERR ) CALL SORMBR( '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 SGEMM( '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 SLACPY( '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 SGEBRD( 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 SBDSDC( '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 SLASET( '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 SBDSDC( '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 SORMBR( '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 SORMBR( '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 SLACPY( '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 SORGBR( '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 SGEMM( 'N', 'N', M, BLK, M, ONE, $ WORK( IVT ), $ LDWKVT, A( 1, I ), LDA, ZERO, $ WORK( IL ), M ) CALL SLACPY( '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 SLASET( 'F', M, N, ZERO, ZERO, VT, LDVT ) CALL SBDSDC( '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 SORMBR( 'Q', 'L', 'N', M, M, N, A, LDA, $ WORK( ITAUQ ), U, LDU, WORK( NWORK ), $ LWORK - NWORK + 1, IERR ) CALL SORMBR( '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 SLASET( 'F', N, N, ZERO, ZERO, VT, LDVT ) CALL SBDSDC( '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 SLASET( '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 SORMBR( 'Q', 'L', 'N', M, M, N, A, LDA, $ WORK( ITAUQ ), U, LDU, WORK( NWORK ), $ LWORK - NWORK + 1, IERR ) CALL SORMBR( '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 SLASCL( 'G', 0, 0, BIGNUM, ANRM, MINMN, 1, S, MINMN, $ IERR ) IF( ANRM.LT.SMLNUM ) $ CALL SLASCL( 'G', 0, 0, SMLNUM, ANRM, MINMN, 1, S, MINMN, $ IERR ) END IF * * Return optimal workspace in WORK(1) * WORK( 1 ) = SROUNDUP_LWORK( MAXWRK ) * RETURN * * End of SGESDD * END