cgesdd.f

famous linear algebra library (LAPACK) ports to windows

      SUBROUTINE CGESDD( JOBZ, M, N, A, LDA, S, U, LDU, VT, LDVT,
     $                   WORK, LWORK, RWORK, IWORK, INFO )
*
*  -- LAPACK driver routine (version 3.1) --
*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
*     November 2006
*     8-15-00:  Improve consistency of WS calculations (eca)
*
*     .. Scalar Arguments ..
      CHARACTER          JOBZ
      INTEGER            INFO, LDA, LDU, LDVT, LWORK, M, N
*     ..
*     .. Array Arguments ..
      INTEGER            IWORK( * )
      REAL               RWORK( * ), S( * )
      COMPLEX            A( LDA, * ), U( LDU, * ), VT( LDVT, * ),
     $                   WORK( * )
*     ..
*
*  Purpose
*  =======
*
*  CGESDD computes the singular value decomposition (SVD) of a complex
*  M-by-N matrix A, optionally computing the left and/or right singular
*  vectors, by using divide-and-conquer method. The SVD is written
*
*       A = U * SIGMA * conjugate-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 unitary matrix, and
*  V is an N-by-N unitary 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**H, not V.
*
*  The divide and conquer algorithm makes very mild assumptions about
*  floating point arithmetic. It will work on machines with a guard
*  digit in add/subtract, or on those binary machines without guard
*  digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
*  Cray-2. It could conceivably fail on hexadecimal or decimal machines
*  without guard digits, but we know of none.
*
*  Arguments
*  =========
*
*  JOBZ    (input) 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**H 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**H are returned in the arrays U
*                  and VT;
*          = 'O':  If M >= N, the first N columns of U are overwritten
*                  in the array A and all rows of V**H are returned in
*                  the array VT;
*                  otherwise, all columns of U are returned in the
*                  array U and the first M rows of V**H are overwritten
*                  in the array A;
*          = 'N':  no columns of U or rows of V**H are computed.
*
*  M       (input) INTEGER
*          The number of rows of the input matrix A.  M >= 0.
*
*  N       (input) INTEGER
*          The number of columns of the input matrix A.  N >= 0.
*
*  A       (input/output) COMPLEX 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**H (the right singular vectors, stored
*                          rowwise) otherwise.
*          if JOBZ .ne. 'O', the contents of A are destroyed.
*
*  LDA     (input) INTEGER
*          The leading dimension of the array A.  LDA >= max(1,M).
*
*  S       (output) REAL array, dimension (min(M,N))
*          The singular values of A, sorted so that S(i) >= S(i+1).
*
*  U       (output) COMPLEX 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
*          unitary 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.
*
*  LDU     (input) INTEGER
*          The leading dimension of the array U.  LDU >= 1; if
*          JOBZ = 'S' or 'A' or JOBZ = 'O' and M < N, LDU >= M.
*
*  VT      (output) COMPLEX array, dimension (LDVT,N)
*          If JOBZ = 'A' or JOBZ = 'O' and M >= N, VT contains the
*          N-by-N unitary matrix V**H;
*          if JOBZ = 'S', VT contains the first min(M,N) rows of
*          V**H (the right singular vectors, stored rowwise);
*          if JOBZ = 'O' and M < N, or JOBZ = 'N', VT is not referenced.
*
*  LDVT    (input) 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).
*
*  WORK    (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
*          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
*
*  LWORK   (input) INTEGER
*          The dimension of the array WORK. LWORK >= 1.
*          if JOBZ = 'N', LWORK >= 2*min(M,N)+max(M,N).
*          if JOBZ = 'O',
*                LWORK >= 2*min(M,N)*min(M,N)+2*min(M,N)+max(M,N).
*          if JOBZ = 'S' or 'A',
*                LWORK >= min(M,N)*min(M,N)+2*min(M,N)+max(M,N).
*          For good performance, LWORK should generally be larger.
*
*          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.
*
*  RWORK   (workspace) REAL array, dimension (MAX(1,LRWORK))
*          If JOBZ = 'N', LRWORK >= 5*min(M,N).
*          Otherwise, LRWORK >= 5*min(M,N)*min(M,N) + 7*min(M,N)
*
*  IWORK   (workspace) INTEGER array, dimension (8*min(M,N))
*
*  INFO    (output) INTEGER
*          = 0:  successful exit.
*          < 0:  if INFO = -i, the i-th argument had an illegal value.
*          > 0:  The updating process of SBDSDC did not converge.
*
*  Further Details
*  ===============
*
*  Based on contributions by
*     Ming Gu and Huan Ren, Computer Science Division, University of
*     California at Berkeley, USA
*
*  =====================================================================
*
*     .. Parameters ..
      INTEGER            LQUERV
      PARAMETER          ( LQUERV = -1 )
      COMPLEX            CZERO, CONE
      PARAMETER          ( CZERO = ( 0.0E+0, 0.0E+0 ),
     $                   CONE = ( 1.0E+0, 0.0E+0 ) )
      REAL               ZERO, ONE
      PARAMETER          ( ZERO = 0.0E+0, ONE = 1.0E+0 )
*     ..
*     .. Local Scalars ..
      LOGICAL            WNTQA, WNTQAS, WNTQN, WNTQO, WNTQS
      INTEGER            BLK, CHUNK, I, IE, IERR, IL, IR, IRU, IRVT,
     $                   ISCL, ITAU, ITAUP, ITAUQ, IU, IVT, LDWKVT,
     $                   LDWRKL, LDWRKR, LDWRKU, MAXWRK, MINMN, MINWRK,
     $                   MNTHR1, MNTHR2, NRWORK, NWORK, WRKBL
      REAL               ANRM, BIGNUM, EPS, SMLNUM
*     ..
*     .. Local Arrays ..
      INTEGER            IDUM( 1 )
      REAL               DUM( 1 )
*     ..
*     .. External Subroutines ..
      EXTERNAL           CGEBRD, CGELQF, CGEMM, CGEQRF, CLACP2, CLACPY,
     $                   CLACRM, CLARCM, CLASCL, CLASET, CUNGBR, CUNGLQ,
     $                   CUNGQR, CUNMBR, SBDSDC, SLASCL, XERBLA
*     ..
*     .. External Functions ..
      LOGICAL            LSAME
      INTEGER            ILAENV
      REAL               CLANGE, SLAMCH
      EXTERNAL           CLANGE, SLAMCH, ILAENV, LSAME
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          INT, MAX, MIN, SQRT
*     ..
*     .. Executable Statements ..
*
*     Test the input arguments
*
      INFO = 0
      MINMN = MIN( M, N )
      MNTHR1 = INT( MINMN*17.0 / 9.0 )
      MNTHR2 = INT( MINMN*5.0 / 3.0 )
      WNTQA = LSAME( JOBZ, 'A' )
      WNTQS = LSAME( JOBZ, 'S' )
      WNTQAS = WNTQA .OR. WNTQS
      WNTQO = LSAME( JOBZ, 'O' )
      WNTQN = LSAME( JOBZ, 'N' )
      MINWRK = 1
      MAXWRK = 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 needed at that point in the code,
*       as well as the preferred amount for good performance.
*       CWorkspace refers to complex workspace, and RWorkspace to
*       real workspace. NB refers to the optimal block size for the
*       immediately following subroutine, as returned by ILAENV.)
*
      IF( INFO.EQ.0 .AND. M.GT.0 .AND. N.GT.0 ) THEN
         IF( M.GE.N ) THEN
*
*           There is no complex work space needed for bidiagonal SVD
*           The real work space needed for bidiagonal SVD is BDSPAC
*           for computing singular values and singular vectors; BDSPAN
*           for computing singular values only.
*           BDSPAC = 5*N*N + 7*N
*           BDSPAN = MAX(7*N+4, 3*N+2+SMLSIZ*(SMLSIZ+8))
*
            IF( M.GE.MNTHR1 ) THEN
               IF( WNTQN ) THEN
*
*                 Path 1 (M much larger than N, JOBZ='N')
*
                  MAXWRK = N + N*ILAENV( 1, 'CGEQRF', ' ', M, N, -1,
     $                     -1 )
                  MAXWRK = MAX( MAXWRK, 2*N+2*N*
     $                     ILAENV( 1, 'CGEBRD', ' ', N, N, -1, -1 ) )
                  MINWRK = 3*N
               ELSE IF( WNTQO ) THEN
*
*                 Path 2 (M much larger than N, JOBZ='O')
*
                  WRKBL = N + N*ILAENV( 1, 'CGEQRF', ' ', M, N, -1, -1 )
                  WRKBL = MAX( WRKBL, N+N*ILAENV( 1, 'CUNGQR', ' ', M,
     $                    N, N, -1 ) )
                  WRKBL = MAX( WRKBL, 2*N+2*N*
     $                    ILAENV( 1, 'CGEBRD', ' ', N, N, -1, -1 ) )
                  WRKBL = MAX( WRKBL, 2*N+N*
     $                    ILAENV( 1, 'CUNMBR', 'QLN', N, N, N, -1 ) )
                  WRKBL = MAX( WRKBL, 2*N+N*
     $                    ILAENV( 1, 'CUNMBR', 'PRC', N, N, N, -1 ) )
                  MAXWRK = M*N + N*N + WRKBL
                  MINWRK = 2*N*N + 3*N
               ELSE IF( WNTQS ) THEN
*
*                 Path 3 (M much larger than N, JOBZ='S')
*
                  WRKBL = N + N*ILAENV( 1, 'CGEQRF', ' ', M, N, -1, -1 )
                  WRKBL = MAX( WRKBL, N+N*ILAENV( 1, 'CUNGQR', ' ', M,
     $                    N, N, -1 ) )
                  WRKBL = MAX( WRKBL, 2*N+2*N*
     $                    ILAENV( 1, 'CGEBRD', ' ', N, N, -1, -1 ) )
                  WRKBL = MAX( WRKBL, 2*N+N*
     $                    ILAENV( 1, 'CUNMBR', 'QLN', N, N, N, -1 ) )
                  WRKBL = MAX( WRKBL, 2*N+N*
     $                    ILAENV( 1, 'CUNMBR', 'PRC', N, N, N, -1 ) )
                  MAXWRK = N*N + WRKBL
                  MINWRK = N*N + 3*N
               ELSE IF( WNTQA ) THEN
*
*                 Path 4 (M much larger than N, JOBZ='A')
*
                  WRKBL = N + N*ILAENV( 1, 'CGEQRF', ' ', M, N, -1, -1 )
                  WRKBL = MAX( WRKBL, N+M*ILAENV( 1, 'CUNGQR', ' ', M,
     $                    M, N, -1 ) )
                  WRKBL = MAX( WRKBL, 2*N+2*N*
     $                    ILAENV( 1, 'CGEBRD', ' ', N, N, -1, -1 ) )
                  WRKBL = MAX( WRKBL, 2*N+N*
     $                    ILAENV( 1, 'CUNMBR', 'QLN', N, N, N, -1 ) )
                  WRKBL = MAX( WRKBL, 2*N+N*
     $                    ILAENV( 1, 'CUNMBR', 'PRC', N, N, N, -1 ) )
                  MAXWRK = N*N + WRKBL
                  MINWRK = N*N + 2*N + M
               END IF
            ELSE IF( M.GE.MNTHR2 ) THEN
*
*              Path 5 (M much larger than N, but not as much as MNTHR1)
*
               MAXWRK = 2*N + ( M+N )*ILAENV( 1, 'CGEBRD', ' ', M, N,
     $                  -1, -1 )
               MINWRK = 2*N + M
               IF( WNTQO ) THEN
                  MAXWRK = MAX( MAXWRK, 2*N+N*
     $                     ILAENV( 1, 'CUNGBR', 'P', N, N, N, -1 ) )
                  MAXWRK = MAX( MAXWRK, 2*N+N*
     $                     ILAENV( 1, 'CUNGBR', 'Q', M, N, N, -1 ) )
                  MAXWRK = MAXWRK + M*N
                  MINWRK = MINWRK + N*N
               ELSE IF( WNTQS ) THEN
                  MAXWRK = MAX( MAXWRK, 2*N+N*
     $                     ILAENV( 1, 'CUNGBR', 'P', N, N, N, -1 ) )
                  MAXWRK = MAX( MAXWRK, 2*N+N*
     $                     ILAENV( 1, 'CUNGBR', 'Q', M, N, N, -1 ) )
               ELSE IF( WNTQA ) THEN
                  MAXWRK = MAX( MAXWRK, 2*N+N*
     $                     ILAENV( 1, 'CUNGBR', 'P', N, N, N, -1 ) )
                  MAXWRK = MAX( MAXWRK, 2*N+M*
     $                     ILAENV( 1, 'CUNGBR', 'Q', M, M, N, -1 ) )
               END IF
            ELSE
*
*              Path 6 (M at least N, but not much larger)
*
               MAXWRK = 2*N + ( M+N )*ILAENV( 1, 'CGEBRD', ' ', M, N,
     $                  -1, -1 )
               MINWRK = 2*N + M
               IF( WNTQO ) THEN
                  MAXWRK = MAX( MAXWRK, 2*N+N*
     $                     ILAENV( 1, 'CUNMBR', 'PRC', N, N, N, -1 ) )
                  MAXWRK = MAX( MAXWRK, 2*N+N*
     $                     ILAENV( 1, 'CUNMBR', 'QLN', M, N, N, -1 ) )
                  MAXWRK = MAXWRK + M*N
                  MINWRK = MINWRK + N*N
               ELSE IF( WNTQS ) THEN