sgesvd.f.html
来自「famous linear algebra library (LAPACK) p」· HTML 代码 · 共 675 行 · 第 1/5 页
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ELSE
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Path 10t(N greater than M, but not much larger)
</span><span class="comment">*</span><span class="comment">
</span> MAXWRK = 3*M + ( M+N )*<a name="ILAENV.526"></a><a href="hfy-index.html#ILAENV">ILAENV</a>( 1, <span class="string">'<a name="SGEBRD.526"></a><a href="sgebrd.f.html#SGEBRD.1">SGEBRD</a>'</span>, <span class="string">' '</span>, M, N,
$ -1, -1 )
IF( WNTVS .OR. WNTVO )
$ MAXWRK = MAX( MAXWRK, 3*M+M*
$ <a name="ILAENV.530"></a><a href="hfy-index.html#ILAENV">ILAENV</a>( 1, <span class="string">'<a name="SORGBR.530"></a><a href="sorgbr.f.html#SORGBR.1">SORGBR</a>'</span>, <span class="string">'P'</span>, M, N, M, -1 ) )
IF( WNTVA )
$ MAXWRK = MAX( MAXWRK, 3*M+N*
$ <a name="ILAENV.533"></a><a href="hfy-index.html#ILAENV">ILAENV</a>( 1, <span class="string">'<a name="SORGBR.533"></a><a href="sorgbr.f.html#SORGBR.1">SORGBR</a>'</span>, <span class="string">'P'</span>, N, N, M, -1 ) )
IF( .NOT.WNTUN )
$ MAXWRK = MAX( MAXWRK, 3*M+( M-1 )*
$ <a name="ILAENV.536"></a><a href="hfy-index.html#ILAENV">ILAENV</a>( 1, <span class="string">'<a name="SORGBR.536"></a><a href="sorgbr.f.html#SORGBR.1">SORGBR</a>'</span>, <span class="string">'Q'</span>, M, M, M, -1 ) )
MAXWRK = MAX( MAXWRK, BDSPAC )
MINWRK = MAX( 3*M+N, BDSPAC )
END IF
END IF
MAXWRK = MAX( MAXWRK, MINWRK )
WORK( 1 ) = MAXWRK
<span class="comment">*</span><span class="comment">
</span> IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY ) THEN
INFO = -13
END IF
END IF
<span class="comment">*</span><span class="comment">
</span> IF( INFO.NE.0 ) THEN
CALL <a name="XERBLA.550"></a><a href="xerbla.f.html#XERBLA.1">XERBLA</a>( <span class="string">'<a name="SGESVD.550"></a><a href="sgesvd.f.html#SGESVD.1">SGESVD</a>'</span>, -INFO )
RETURN
ELSE IF( LQUERY ) THEN
RETURN
END IF
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Quick return if possible
</span><span class="comment">*</span><span class="comment">
</span> IF( M.EQ.0 .OR. N.EQ.0 ) THEN
RETURN
END IF
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Get machine constants
</span><span class="comment">*</span><span class="comment">
</span> EPS = <a name="SLAMCH.564"></a><a href="slamch.f.html#SLAMCH.1">SLAMCH</a>( <span class="string">'P'</span> )
SMLNUM = SQRT( <a name="SLAMCH.565"></a><a href="slamch.f.html#SLAMCH.1">SLAMCH</a>( <span class="string">'S'</span> ) ) / EPS
BIGNUM = ONE / SMLNUM
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Scale A if max element outside range [SMLNUM,BIGNUM]
</span><span class="comment">*</span><span class="comment">
</span> ANRM = <a name="SLANGE.570"></a><a href="slange.f.html#SLANGE.1">SLANGE</a>( <span class="string">'M'</span>, M, N, A, LDA, DUM )
ISCL = 0
IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
ISCL = 1
CALL <a name="SLASCL.574"></a><a href="slascl.f.html#SLASCL.1">SLASCL</a>( <span class="string">'G'</span>, 0, 0, ANRM, SMLNUM, M, N, A, LDA, IERR )
ELSE IF( ANRM.GT.BIGNUM ) THEN
ISCL = 1
CALL <a name="SLASCL.577"></a><a href="slascl.f.html#SLASCL.1">SLASCL</a>( <span class="string">'G'</span>, 0, 0, ANRM, BIGNUM, M, N, A, LDA, IERR )
END IF
<span class="comment">*</span><span class="comment">
</span> IF( M.GE.N ) THEN
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> A has at least as many rows as columns. If A has sufficiently
</span><span class="comment">*</span><span class="comment"> more rows than columns, first reduce using the QR
</span><span class="comment">*</span><span class="comment"> decomposition (if sufficient workspace available)
</span><span class="comment">*</span><span class="comment">
</span> IF( M.GE.MNTHR ) THEN
<span class="comment">*</span><span class="comment">
</span> IF( WNTUN ) THEN
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Path 1 (M much larger than N, JOBU='N')
</span><span class="comment">*</span><span class="comment"> No left singular vectors to be computed
</span><span class="comment">*</span><span class="comment">
</span> ITAU = 1
IWORK = ITAU + N
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Compute A=Q*R
</span><span class="comment">*</span><span class="comment"> (Workspace: need 2*N, prefer N+N*NB)
</span><span class="comment">*</span><span class="comment">
</span> CALL <a name="SGEQRF.599"></a><a href="sgeqrf.f.html#SGEQRF.1">SGEQRF</a>( M, N, A, LDA, WORK( ITAU ), WORK( IWORK ),
$ LWORK-IWORK+1, IERR )
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Zero out below R
</span><span class="comment">*</span><span class="comment">
</span> CALL <a name="SLASET.604"></a><a href="slaset.f.html#SLASET.1">SLASET</a>( <span class="string">'L'</span>, N-1, N-1, ZERO, ZERO, A( 2, 1 ), LDA )
IE = 1
ITAUQ = IE + N
ITAUP = ITAUQ + N
IWORK = ITAUP + N
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Bidiagonalize R in A
</span><span class="comment">*</span><span class="comment"> (Workspace: need 4*N, prefer 3*N+2*N*NB)
</span><span class="comment">*</span><span class="comment">
</span> CALL <a name="SGEBRD.613"></a><a href="sgebrd.f.html#SGEBRD.1">SGEBRD</a>( N, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ),
$ WORK( ITAUP ), WORK( IWORK ), LWORK-IWORK+1,
$ IERR )
NCVT = 0
IF( WNTVO .OR. WNTVAS ) THEN
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> If right singular vectors desired, generate P'.
</span><span class="comment">*</span><span class="comment"> (Workspace: need 4*N-1, prefer 3*N+(N-1)*NB)
</span><span class="comment">*</span><span class="comment">
</span> CALL <a name="SORGBR.622"></a><a href="sorgbr.f.html#SORGBR.1">SORGBR</a>( <span class="string">'P'</span>, N, N, N, A, LDA, WORK( ITAUP ),
$ WORK( IWORK ), LWORK-IWORK+1, IERR )
NCVT = N
END IF
IWORK = IE + N
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Perform bidiagonal QR iteration, computing right
</span><span class="comment">*</span><span class="comment"> singular vectors of A in A if desired
</span><span class="comment">*</span><span class="comment"> (Workspace: need BDSPAC)
</span><span class="comment">*</span><span class="comment">
</span> CALL <a name="SBDSQR.632"></a><a href="sbdsqr.f.html#SBDSQR.1">SBDSQR</a>( <span class="string">'U'</span>, N, NCVT, 0, 0, S, WORK( IE ), A, LDA,
$ DUM, 1, DUM, 1, WORK( IWORK ), INFO )
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> If right singular vectors desired in VT, copy them there
</span><span class="comment">*</span><span class="comment">
</span> IF( WNTVAS )
$ CALL <a name="SLACPY.638"></a><a href="slacpy.f.html#SLACPY.1">SLACPY</a>( <span class="string">'F'</span>, N, N, A, LDA, VT, LDVT )
<span class="comment">*</span><span class="comment">
</span> ELSE IF( WNTUO .AND. WNTVN ) THEN
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Path 2 (M much larger than N, JOBU='O', JOBVT='N')
</span><span class="comment">*</span><span class="comment"> N left singular vectors to be overwritten on A and
</span><span class="comment">*</span><span class="comment"> no right singular vectors to be computed
</span><span class="comment">*</span><span class="comment">
</span> IF( LWORK.GE.N*N+MAX( 4*N, BDSPAC ) ) THEN
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Sufficient workspace for a fast algorithm
</span><span class="comment">*</span><span class="comment">
</span> IR = 1
IF( LWORK.GE.MAX( WRKBL, LDA*N+N )+LDA*N ) THEN
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> WORK(IU) is LDA by N, WORK(IR) is LDA by N
</span><span class="comment">*</span><span class="comment">
</span> LDWRKU = LDA
LD
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