📄 dgesdd.f
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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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