sgesdd.f

来自「famous linear algebra library (LAPACK) p」· F 代码 · 共 1,340 行 · 第 1/4 页

     $                      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 2*M*M, prefer M*M+M*N)
*
               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 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)
*
               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+2*M, prefer M*M+M+M*NB)
*
               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), copying result to U
*              (Workspace: need M*M+4*M, prefer M*M+3*M+2*M*NB)
*
               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+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+3*M, prefer M*M+2*M+M*NB)
*
               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)
*
               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 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)
*
               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+2*M, prefer M*M+M+M*NB)
*
               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+4*M, prefer M*M+3*M+2*M*NB)
*
               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*M+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+3*M, prefer M*M+2*M+M*NB)
*
               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)
*
               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 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)
*
            CALL SGEBRD( 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 SBDSDC( '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 SLASET( '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 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 M*M+2*M, prefer M*M+M+M*NB)
*
               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
*
*                 Overwrite WORK(IVT) by left singular vectors of A
*                 (Workspace: need M*M+2*M, prefer M*M+M+M*NB)
*
                  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
*
*                 Generate P**T in A
*                 (Workspace: need M*M+2*M, prefer M*M+M+M*NB)
*
                  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 2*M*M, prefer M*M+M*N)
*
                  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
*
*              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 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, prefer 2*M+M*NB)
*
               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
*
*              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 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 2*M+N, prefer 2*M+N*NB)
*
               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 ) = MAXWRK
*
      RETURN
*
*     End of SGESDD
*
      END