slasd0.f
来自「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.」· F 代码 · 共 238 行
F
238 行
SUBROUTINE SLASD0( N, SQRE, D, E, U, LDU, VT, LDVT, SMLSIZ, IWORK, $ WORK, INFO )** -- LAPACK auxiliary routine (instrumented to count ops, version 3.0) --* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,* Courant Institute, Argonne National Lab, and Rice University* June 30, 1999** .. Scalar Arguments .. INTEGER INFO, LDU, LDVT, N, SMLSIZ, SQRE* ..* .. Array Arguments .. INTEGER IWORK( * ) REAL D( * ), E( * ), U( LDU, * ), VT( LDVT, * ), $ WORK( * )* ..* .. Common block to return operation count .. COMMON / LATIME / OPS, ITCNT* ..* .. Scalars in Common .. REAL ITCNT, OPS* ..** Purpose* =======** Using a divide and conquer approach, SLASD0 computes the singular* value decomposition (SVD) of a real upper bidiagonal N-by-M* matrix B with diagonal D and offdiagonal E, where M = N + SQRE.* The algorithm computes orthogonal matrices U and VT such that* B = U * S * VT. The singular values S are overwritten on D.** A related subroutine, SLASDA, computes only the singular values,* and optionally, the singular vectors in compact form.** Arguments* =========** N (input) INTEGER* On entry, the row dimension of the upper bidiagonal matrix.* This is also the dimension of the main diagonal array D.** SQRE (input) INTEGER* Specifies the column dimension of the bidiagonal matrix.* = 0: The bidiagonal matrix has column dimension M = N;* = 1: The bidiagonal matrix has column dimension M = N+1;** D (input/output) REAL array, dimension (N)* On entry D contains the main diagonal of the bidiagonal* matrix.* On exit D, if INFO = 0, contains its singular values.** E (input) REAL array, dimension (M-1)* Contains the subdiagonal entries of the bidiagonal matrix.* On exit, E has been destroyed.** U (output) REAL array, dimension at least (LDQ, N)* On exit, U contains the left singular vectors.** LDU (input) INTEGER* On entry, leading dimension of U.** VT (output) REAL array, dimension at least (LDVT, M)* On exit, VT' contains the right singular vectors.** LDVT (input) INTEGER* On entry, leading dimension of VT.** SMLSIZ (input) INTEGER* On entry, maximum size of the subproblems at the* bottom of the computation tree.** IWORK INTEGER work array.* Dimension must be at least (8 * N)** WORK REAL work array.* Dimension must be at least (3 * M**2 + 2 * M)** INFO (output) INTEGER* = 0: successful exit.* < 0: if INFO = -i, the i-th argument had an illegal value.* > 0: if INFO = 1, an singular value did not converge** Further Details* ===============** Based on contributions by* Ming Gu and Huan Ren, Computer Science Division, University of* California at Berkeley, USA** =====================================================================** .. Local Scalars .. INTEGER I, I1, IC, IDXQ, IDXQC, IM1, INODE, ITEMP, IWK, $ J, LF, LL, LVL, M, NCC, ND, NDB1, NDIML, NDIMR, $ NL, NLF, NLP1, NLVL, NR, NRF, NRP1, SQREI REAL ALPHA, BETA* ..* .. External Subroutines .. EXTERNAL SLASD1, SLASDQ, SLASDT, XERBLA* ..* .. Executable Statements ..** Test the input parameters.* INFO = 0* IF( N.LT.0 ) THEN INFO = -1 ELSE IF( ( SQRE.LT.0 ) .OR. ( SQRE.GT.1 ) ) THEN INFO = -2 END IF* M = N + SQRE* IF( LDU.LT.N ) THEN INFO = -6 ELSE IF( LDVT.LT.M ) THEN INFO = -8 ELSE IF( SMLSIZ.LT.3 ) THEN INFO = -9 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'SLASD0', -INFO ) RETURN END IF** If the input matrix is too small, call SLASDQ to find the SVD.* IF( N.LE.SMLSIZ ) THEN CALL SLASDQ( 'U', SQRE, N, M, N, 0, D, E, VT, LDVT, U, LDU, U, $ LDU, WORK, INFO ) RETURN END IF** Set up the computation tree.* INODE = 1 NDIML = INODE + N NDIMR = NDIML + N IDXQ = NDIMR + N IWK = IDXQ + N CALL SLASDT( N, NLVL, ND, IWORK( INODE ), IWORK( NDIML ), $ IWORK( NDIMR ), SMLSIZ )** For the nodes on bottom level of the tree, solve* their subproblems by SLASDQ.* NDB1 = ( ND+1 ) / 2 NCC = 0 DO 30 I = NDB1, ND** IC : center row of each node* NL : number of rows of left subproblem* NR : number of rows of right subproblem* NLF: starting row of the left subproblem* NRF: starting row of the right subproblem* I1 = I - 1 IC = IWORK( INODE+I1 ) NL = IWORK( NDIML+I1 ) NLP1 = NL + 1 NR = IWORK( NDIMR+I1 ) NRP1 = NR + 1 NLF = IC - NL NRF = IC + 1 SQREI = 1 CALL SLASDQ( 'U', SQREI, NL, NLP1, NL, NCC, D( NLF ), E( NLF ), $ VT( NLF, NLF ), LDVT, U( NLF, NLF ), LDU, $ U( NLF, NLF ), LDU, WORK, INFO ) IF( INFO.NE.0 ) THEN RETURN END IF ITEMP = IDXQ + NLF - 2 DO 10 J = 1, NL IWORK( ITEMP+J ) = J 10 CONTINUE IF( I.EQ.ND ) THEN SQREI = SQRE ELSE SQREI = 1 END IF NRP1 = NR + SQREI CALL SLASDQ( 'U', SQREI, NR, NRP1, NR, NCC, D( NRF ), E( NRF ), $ VT( NRF, NRF ), LDVT, U( NRF, NRF ), LDU, $ U( NRF, NRF ), LDU, WORK, INFO ) IF( INFO.NE.0 ) THEN RETURN END IF ITEMP = IDXQ + IC DO 20 J = 1, NR IWORK( ITEMP+J-1 ) = J 20 CONTINUE 30 CONTINUE** Now conquer each subproblem bottom-up.* DO 50 LVL = NLVL, 1, -1** Find the first node LF and last node LL on the* current level LVL.* IF( LVL.EQ.1 ) THEN LF = 1 LL = 1 ELSE LF = 2**( LVL-1 ) LL = 2*LF - 1 END IF DO 40 I = LF, LL IM1 = I - 1 IC = IWORK( INODE+IM1 ) NL = IWORK( NDIML+IM1 ) NR = IWORK( NDIMR+IM1 ) NLF = IC - NL IF( ( SQRE.EQ.0 ) .AND. ( I.EQ.LL ) ) THEN SQREI = SQRE ELSE SQREI = 1 END IF IDXQC = IDXQ + NLF - 1 ALPHA = D( IC ) BETA = E( IC ) CALL SLASD1( NL, NR, SQREI, D( NLF ), ALPHA, BETA, $ U( NLF, NLF ), LDU, VT( NLF, NLF ), LDVT, $ IWORK( IDXQC ), IWORK( IWK ), WORK, INFO ) IF( INFO.NE.0 ) THEN RETURN END IF 40 CONTINUE 50 CONTINUE* RETURN** End of SLASD0* END
⌨️ 快捷键说明
复制代码Ctrl + C
搜索代码Ctrl + F
全屏模式F11
增大字号Ctrl + =
减小字号Ctrl + -
显示快捷键?