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📄 dgesdd.f

📁 计算矩阵的经典开源库.全世界都在用它.相信你也不能例外.
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            ELSE IF( WNTQS ) THEN**              Path 3t (N much larger than 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+2*M, prefer M*M+M+M*NB)*               NB = ILAENV( 1, 'DGELQF', ' ', M, N, -1, -1 )               OPS = OPS + DOPLA( 'DGELQF', M, N, 0, 0, NB )               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+2*M, prefer M*M+M+M*NB)*               NB = ILAENV( 1, 'DORGLQ', ' ', M, N, M, -1 )               OPS = OPS + DOPLA( 'DORGLQ', M, N, M, 0, NB )               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), copying result to U*              (Workspace: need M*M+4*M, prefer M*M+3*M+2*M*NB)*               NB = MAX( 1, ILAENV( 1, 'DGEBRD', ' ', M, M, -1, -1 ) )               OPS = OPS + DOPLA( 'DGEBRD', M, M, 0, 0, NB )               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+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+3*M, prefer M*M+2*M+M*NB)*               NB = ILAENV( 1, 'DORMBR', 'QLN', M, M, M, -1 )               OPS = OPS + DOPLA2( 'DORMBR', 'QLN', M, M, M, 0, NB )               CALL DORMBR( 'Q', 'L', 'N', M, M, M, WORK( IL ), LDWRKL,     $                      WORK( ITAUQ ), U, LDU, WORK( NWORK ),     $                      LWORK-NWORK+1, IERR )               NB = ILAENV( 1, 'DORMBR', 'PRT', M, M, M, -1 )               OPS = OPS + DOPLA2( 'DORMBR', 'PRT', M, M, M, 0, NB )               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)*               CALL DLACPY( 'F', M, M, VT, LDVT, WORK( IL ), LDWRKL )               OPS = OPS + DOPBL3( 'DGEMM ', M, N, M )               CALL DGEMM( 'N', 'N', M, N, M, ONE, WORK( IL ), LDWRKL,     $                     A, LDA, ZERO, VT, LDVT )*            ELSE IF( WNTQA ) THEN**              Path 4t (N much larger than 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+2*M, prefer M*M+M+M*NB)*               NB = ILAENV( 1, 'DGELQF', ' ', M, N, -1, -1 )               OPS = OPS + DOPLA( 'DGELQF', M, N, 0, 0, NB )               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+2*M, prefer M*M+M+M*NB)*               NB = ILAENV( 1, 'DORGLQ', ' ', N, N, M, -1 )               OPS = OPS + DOPLA( 'DORGLQ', N, N, M, 0, NB )               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+4*M, prefer M*M+3*M+2*M*NB)*               NB = ILAENV( 1, 'DGEBRD', ' ', M, M, -1, -1 )               OPS = OPS + DOPLA( 'DGEBRD', M, M, 0, 0, NB )               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*M+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+3*M, prefer M*M+2*M+M*NB)*               NB = ILAENV( 1, 'DORMBR', 'QLN', M, M, M, -1 )               OPS = OPS + DOPLA2( 'DORMBR', 'QLN', M, M, M, 0, NB )               CALL DORMBR( 'Q', 'L', 'N', M, M, M, A, LDA,     $                      WORK( ITAUQ ), U, LDU, WORK( NWORK ),     $                      LWORK-NWORK+1, IERR )               NB = ILAENV( 1, 'DORMBR', 'PRT', M, M, M, -1 )               OPS = OPS + DOPLA2( 'DORMBR', 'PRT', M, M, M, 0, NB )               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)*               OPS = OPS + DOPBL3( 'DGEMM ', M, N, M )               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 greater than 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+N, prefer 3*M+(M+N)*NB)*            NB = MAX( 1, ILAENV( 1, 'DGEBRD', ' ', M, N, -1, -1 ) )            OPS = OPS + DOPLA( 'DGEBRD', M, N, 0, 0, NB )            CALL DGEBRD( M, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ),     $                   WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,     $                   IERR )            IF( WNTQN ) THEN**              Perform bidiagonal SVD, only computing singular values*              (Workspace: need M+BDSPAC)*               CALL DBDSDC( 'L', 'N', M, S, WORK( IE ), DUM, 1, DUM, 1,     $                      DUM, IDUM, WORK( NWORK ), IWORK, INFO )            ELSE IF( WNTQO ) THEN               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               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 M*M+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 M*M+2*M, prefer M*M+M+M*NB)*               NB = ILAENV( 1, 'DORMBR', 'QLN', M, M, N, -1 )               OPS = OPS + DOPLA2( 'DORMBR', 'QLN', M, M, N, 0, NB )               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**                 Overwrite WORK(IVT) by left singular vectors of A*                 (Workspace: need M*M+2*M, prefer M*M+M+M*NB)*                  NB = ILAENV( 1, 'DORMBR', 'PRT', M, N, M, -1 )                  OPS = OPS + DOPLA2( 'DORMBR', 'PRT', M, N, M, 0, NB )                  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**                 Generate P**T in A*                 (Workspace: need M*M+2*M, prefer M*M+M+M*NB)*                  NB = ILAENV( 1, 'DORGBR', 'P', M, N, M, -1 )                  OPS = OPS + DOPLA2( 'DORGBR', 'P', M, N, M, 0, NB )                  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 2*M*M, prefer M*M+M*N)*                  DO 40 I = 1, N, CHUNK                     BLK = MIN( N-I+1, CHUNK )                     OPS = OPS + DOPBL3( 'DGEMM ', M, BLK, M )                     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**              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+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, prefer 2*M+M*NB)*               NB = ILAENV( 1, 'DORMBR', 'QLN', M, M, N, -1 )               OPS = OPS + DOPLA2( 'DORMBR', 'QLN', M, M, N, 0, NB )               CALL DORMBR( 'Q', 'L', 'N', M, M, N, A, LDA,     $                      WORK( ITAUQ ), U, LDU, WORK( NWORK ),     $                      LWORK-NWORK+1, IERR )               NB = ILAENV( 1, 'DORMBR', 'PRT', M, N, M, -1 )               OPS = OPS + DOPLA2( 'DORMBR', 'PRT', M, N, M, 0, NB )               CALL DORMBR( 'P', 'R', 'T', M, N, M, A, LDA,     $                      WORK( ITAUP ), VT, LDVT, WORK( NWORK ),     $                      LWORK-NWORK+1, IERR )            ELSE IF( WNTQA ) THEN**              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+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*               CALL DLASET( 'F', N-M, N-M, ZERO, ONE, VT( M+1, M+1 ),     $                      LDVT )**              Overwrite U by left singular vectors of A and VT*              by right singular vectors of A*              (Workspace: need 2*M+N, prefer 2*M+N*NB)*               NB = ILAENV( 1, 'DORMBR', 'QLN', M, M, N, -1 )               OPS = OPS + DOPLA2( 'DORMBR', 'QLN', M, M, N, 0, NB )               CALL DORMBR( 'Q', 'L', 'N', M, M, N, A, LDA,     $                      WORK( ITAUQ ), U, LDU, WORK( NWORK ),     $                      LWORK-NWORK+1, IERR )               NB = ILAENV( 1, 'DORMBR', 'PRT', N, N, M, -1 )               OPS = OPS + DOPLA2( 'DORMBR', 'PRT', N, N, M, 0, NB )               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 ) THEN            OPS = OPS + DBLE( MINMN )            CALL DLASCL( 'G', 0, 0, BIGNUM, ANRM, MINMN, 1, S, MINMN,     $                   IERR )         END IF         IF( ANRM.LT.SMLNUM ) THEN            OPS = OPS + DBLE( MINMN )            CALL DLASCL( 'G', 0, 0, SMLNUM, ANRM, MINMN, 1, S, MINMN,     $                   IERR )         END IF      END IF**     Return optimal workspace in WORK(1)*      WORK( 1 ) = DBLE( MAXWRK )*      RETURN**     End of DGESDD*      END

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