slalsa.c

提供矩阵类的函数库

#include "blaswrap.h"
/*  -- translated by f2c (version 19990503).
   You must link the resulting object file with the libraries:
	-lf2c -lm   (in that order)
*/

#include "f2c.h"

/* Common Block Declarations */

struct {
    real ops, itcnt;
} latime_;

#define latime_1 latime_

/* Table of constant values */

static real c_b9 = 1.f;
static real c_b10 = 0.f;
static integer c__2 = 2;

/* Subroutine */ int slalsa_(integer *icompq, integer *smlsiz, integer *n, 
	integer *nrhs, real *b, integer *ldb, real *bx, integer *ldbx, real *
	u, integer *ldu, real *vt, integer *k, real *difl, real *difr, real *
	z__, real *poles, integer *givptr, integer *givcol, integer *ldgcol, 
	integer *perm, real *givnum, real *c__, real *s, real *work, integer *
	iwork, integer *info)
{
    /* System generated locals */
    integer givcol_dim1, givcol_offset, perm_dim1, perm_offset, b_dim1, 
	    b_offset, bx_dim1, bx_offset, difl_dim1, difl_offset, difr_dim1, 
	    difr_offset, givnum_dim1, givnum_offset, poles_dim1, poles_offset,
	     u_dim1, u_offset, vt_dim1, vt_offset, z_dim1, z_offset, i__1, 
	    i__2;

    /* Builtin functions */
    integer pow_ii(integer *, integer *);

    /* Local variables */
    static integer nlvl, sqre, i__, j, inode, ndiml;
    extern /* Subroutine */ int sgemm_(char *, char *, integer *, integer *, 
	    integer *, real *, real *, integer *, real *, integer *, real *, 
	    real *, integer *);
    static integer ndimr, i1;
    extern /* Subroutine */ int scopy_(integer *, real *, integer *, real *, 
	    integer *), slals0_(integer *, integer *, integer *, integer *, 
	    integer *, real *, integer *, real *, integer *, integer *, 
	    integer *, integer *, integer *, real *, integer *, real *, real *
	    , real *, real *, integer *, real *, real *, real *, integer *);
    extern doublereal sopbl3_(char *, integer *, integer *, integer *)
	    ;
    static integer ic, lf, nd, ll, nl, nr;
    extern /* Subroutine */ int xerbla_(char *, integer *), slasdt_(
	    integer *, integer *, integer *, integer *, integer *, integer *, 
	    integer *);
    static integer im1, nlf, nrf, lvl, ndb1, nlp1, lvl2, nrp1;


#define difl_ref(a_1,a_2) difl[(a_2)*difl_dim1 + a_1]
#define difr_ref(a_1,a_2) difr[(a_2)*difr_dim1 + a_1]
#define perm_ref(a_1,a_2) perm[(a_2)*perm_dim1 + a_1]
#define b_ref(a_1,a_2) b[(a_2)*b_dim1 + a_1]
#define u_ref(a_1,a_2) u[(a_2)*u_dim1 + a_1]
#define z___ref(a_1,a_2) z__[(a_2)*z_dim1 + a_1]
#define poles_ref(a_1,a_2) poles[(a_2)*poles_dim1 + a_1]
#define bx_ref(a_1,a_2) bx[(a_2)*bx_dim1 + a_1]
#define vt_ref(a_1,a_2) vt[(a_2)*vt_dim1 + a_1]
#define givcol_ref(a_1,a_2) givcol[(a_2)*givcol_dim1 + a_1]
#define givnum_ref(a_1,a_2) givnum[(a_2)*givnum_dim1 + a_1]


/*  -- LAPACK 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   


    Purpose   
    =======   

    SLALSA is an itermediate step in solving the least squares problem   
    by computing the SVD of the coefficient matrix in compact form (The   
    singular vectors are computed as products of simple orthorgonal   
    matrices.).   

    If ICOMPQ = 0, SLALSA applies the inverse of the left singular vector   
    matrix of an upper bidiagonal matrix to the right hand side; and if   
    ICOMPQ = 1, SLALSA applies the right singular vector matrix to the   
    right hand side. The singular vector matrices were generated in   
    compact form by SLALSA.   

    Arguments   
    =========   


    ICOMPQ (input) INTEGER   
           Specifies whether the left or the right singular vector   
           matrix is involved.   
           = 0: Left singular vector matrix   
           = 1: Right singular vector matrix   

    SMLSIZ (input) INTEGER   
           The maximum size of the subproblems at the bottom of the   
           computation tree.   

    N      (input) INTEGER   
           The row and column dimensions of the upper bidiagonal matrix.   

    NRHS   (input) INTEGER   
           The number of columns of B and BX. NRHS must be at least 1.   

    B      (input) REAL array, dimension ( LDB, NRHS )   
           On input, B contains the right hand sides of the least   
           squares problem in rows 1 through M. On output, B contains   
           the solution X in rows 1 through N.   

    LDB    (input) INTEGER   
           The leading dimension of B in the calling subprogram.   
           LDB must be at least max(1,MAX( M, N ) ).   

    BX     (output) REAL array, dimension ( LDBX, NRHS )   
           On exit, the result of applying the left or right singular   
           vector matrix to B.   

    LDBX   (input) INTEGER   
           The leading dimension of BX.   

    U      (input) REAL array, dimension ( LDU, SMLSIZ ).   
           On entry, U contains the left singular vector matrices of all   
           subproblems at the bottom level.   

    LDU    (input) INTEGER, LDU = > N.   
           The leading dimension of arrays U, VT, DIFL, DIFR,   
           POLES, GIVNUM, and Z.   

    VT     (input) REAL array, dimension ( LDU, SMLSIZ+1 ).   
           On entry, VT' contains the right singular vector matrices of   
           all subproblems at the bottom level.   

    K      (input) INTEGER array, dimension ( N ).   

    DIFL   (input) REAL array, dimension ( LDU, NLVL ).   
           where NLVL = INT(log_2 (N/(SMLSIZ+1))) + 1.   

    DIFR   (input) REAL array, dimension ( LDU, 2 * NLVL ).   
           On entry, DIFL(*, I) and DIFR(*, 2 * I -1) record   
           distances between singular values on the I-th level and   
           singular values on the (I -1)-th level, and DIFR(*, 2 * I)   
           record the normalizing factors of the right singular vectors   
           matrices of subproblems on I-th level.   

    Z      (input) REAL array, dimension ( LDU, NLVL ).   
           On entry, Z(1, I) contains the components of the deflation-   
           adjusted updating row vector for subproblems on the I-th   
           level.   

    POLES  (input) REAL array, dimension ( LDU, 2 * NLVL ).   
           On entry, POLES(*, 2 * I -1: 2 * I) contains the new and old   
           singular values involved in the secular equations on the I-th   
           level.   

    GIVPTR (input) INTEGER array, dimension ( N ).   
           On entry, GIVPTR( I ) records the number of Givens   
           rotations performed on the I-th problem on the computation   
           tree.   

    GIVCOL (input) INTEGER array, dimension ( LDGCOL, 2 * NLVL ).   
           On entry, for each I, GIVCOL(*, 2 * I - 1: 2 * I) records the   
           locations of Givens rotations performed on the I-th level on   
           the computation tree.   

    LDGCOL (input) INTEGER, LDGCOL = > N.   
           The leading dimension of arrays GIVCOL and PERM.   

    PERM   (input) INTEGER array, dimension ( LDGCOL, NLVL ).   
           On entry, PERM(*, I) records permutations done on the I-th   
           level of the computation tree.   

    GIVNUM (input) REAL array, dimension ( LDU, 2 * NLVL ).   
           On entry, GIVNUM(*, 2 *I -1 : 2 * I) records the C- and S-   
           values of Givens rotations performed on the I-th level on the   
           computation tree.   

    C      (input) REAL array, dimension ( N ).   
           On entry, if the I-th subproblem is not square,   
           C( I ) contains the C-value of a Givens rotation related to   
           the right null space of the I-th subproblem.   

    S      (input) REAL array, dimension ( N ).   
           On entry, if the I-th subproblem is not square,   
           S( I ) contains the S-value of a Givens rotation related to   
           the right null space of the I-th subproblem.   

    WORK   (workspace) REAL array.   
           The dimension must be at least N.   

    IWORK  (workspace) INTEGER array.   
           The dimension must be at least 3 * N   

    INFO   (output) INTEGER   
            = 0:  successful exit.   
            < 0:  if INFO = -i, the i-th argument had an illegal value.   

    =====================================================================   


       Test the input parameters.   

       Parameter adjustments */
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1 * 1;
    b -= b_offset;
    bx_dim1 = *ldbx;
    bx_offset = 1 + bx_dim1 * 1;
    bx -= bx_offset;
    givnum_dim1 = *ldu;
    givnum_offset = 1 + givnum_dim1 * 1;
    givnum -= givnum_offset;
    poles_dim1 = *ldu;
    poles_offset = 1 + poles_dim1 * 1;
    poles -= poles_offset;
    z_dim1 = *ldu;
    z_offset = 1 + z_dim1 * 1;
    z__ -= z_offset;
    difr_dim1 = *ldu;
    difr_offset = 1 + difr_dim1 * 1;
    difr -= difr_offset;
    difl_dim1 = *ldu;
    difl_offset = 1 + difl_dim1 * 1;
    difl -= difl_offset;
    vt_dim1 = *ldu;
    vt_offset = 1 + vt_dim1 * 1;
    vt -= vt_offset;
    u_dim1 = *ldu;
    u_offset = 1 + u_dim1 * 1;
    u -= u_offset;
    --k;
    --givptr;
    perm_dim1 = *ldgcol;
    perm_offset = 1 + perm_dim1 * 1;
    perm -= perm_offset;
    givcol_dim1 = *ldgcol;
    givcol_offset = 1 + givcol_dim1 * 1;
    givcol -= givcol_offset;
    --c__;
    --s;
    --work;
    --iwork;

    /* Function Body */
    *info = 0;

    if (*icompq < 0 || *icompq > 1) {
	*info = -1;
    } else if (*smlsiz < 3) {
	*info = -2;
    } else if (*n < *smlsiz) {
	*info = -3;
    } else if (*nrhs < 1) {
	*info = -4;
    } else if (*ldb < *n) {
	*info = -6;
    } else if (*ldbx < *n) {
	*info = -8;
    } else if (*ldu < *n) {
	*info = -10;
    } else if (*ldgcol < *n) {
	*info = -19;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("SLALSA", &i__1);
	return 0;
    }

/*     Book-keeping and  setting up the computation tree. */

    inode = 1;
    ndiml = inode + *n;
    ndimr = ndiml + *n;

    slasdt_(n, &nlvl, &nd, &iwork[inode], &iwork[ndiml], &iwork[ndimr], 
	    smlsiz);

/*     The following code applies back the left singular vector factors.   
       For applying back the right singular vector factors, go to 50. */

    if (*icompq == 1) {
	goto L50;
    }

/*     The nodes on the bottom level of the tree were solved by SLASDQ.   
       The corresponding left and right singular vector matrices are in   
       explicit form. First apply back the left singular vector matrices. */

    ndb1 = (nd + 1) / 2;
    i__1 = nd;
    for (i__ = ndb1; i__ <= i__1; ++i__) {

/*        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];
	nr = iwork[ndimr + i1];
	nlf = ic - nl;
	nrf = ic + 1;
	latime_1.ops += sopbl3_("SGEMM ", &nl, nrhs, &nl);
	latime_1.ops += sopbl3_("SGEMM ", &nr, nrhs, &nr);
	sgemm_("T", "N", &nl, nrhs, &nl, &c_b9, &u_ref(nlf, 1), ldu, &b_ref(
		nlf, 1), ldb, &c_b10, &bx_ref(nlf, 1), ldbx);
	sgemm_("T", "N", &nr, nrhs, &nr, &c_b9, &u_ref(nrf, 1), ldu, &b_ref(
		nrf, 1), ldb, &c_b10, &bx_ref(nrf, 1), ldbx);
/* L10: */
    }

/*     Next copy the rows of B that correspond to unchanged rows   
       in the bidiagonal matrix to BX. */

    i__1 = nd;
    for (i__ = 1; i__ <= i__1; ++i__) {
	ic = iwork[inode + i__ - 1];
	scopy_(nrhs, &b_ref(ic, 1), ldb, &bx_ref(ic, 1), ldbx);
/* L20: */
    }

/*     Finally go through the left singular vector matrices of all   
       the other subproblems bottom-up on the tree. */

    j = pow_ii(&c__2, &nlvl);
    sqre = 0;

    for (lvl = nlvl; lvl >= 1; --lvl) {
	lvl2 = (lvl << 1) - 1;

/*        find the first node LF and last node LL on   
          the current level LVL */

	if (lvl == 1) {
	    lf = 1;
	    ll = 1;
	} else {
	    i__1 = lvl - 1;
	    lf = pow_ii(&c__2, &i__1);
	    ll = (lf << 1) - 1;
	}
	i__1 = ll;
	for (i__ = lf; i__ <= i__1; ++i__) {
	    im1 = i__ - 1;
	    ic = iwork[inode + im1];
	    nl = iwork[ndiml + im1];
	    nr = iwork[ndimr + im1];
	    nlf = ic - nl;
	    nrf = ic + 1;
	    --j;
	    slals0_(icompq, &nl, &nr, &sqre, nrhs, &bx_ref(nlf, 1), ldbx, &
		    b_ref(nlf, 1), ldb, &perm_ref(nlf, lvl), &givptr[j], &
		    givcol_ref(nlf, lvl2), ldgcol, &givnum_ref(nlf, lvl2), 
		    ldu, &poles_ref(nlf, lvl2), &difl_ref(nlf, lvl), &
		    difr_ref(nlf, lvl2), &z___ref(nlf, lvl), &k[j], &c__[j], &
		    s[j], &work[1], info);
/* L30: */
	}
/* L40: */
    }
    goto L90;

/*     ICOMPQ = 1: applying back the right singular vector factors. */

L50:

/*     First now go through the right singular vector matrices of all   
       the tree nodes top-down. */

    j = 0;
    i__1 = nlvl;
    for (lvl = 1; lvl <= i__1; ++lvl) {
	lvl2 = (lvl << 1) - 1;

/*        Find the first node LF and last node LL on   
          the current level LVL. */

	if (lvl == 1) {
	    lf = 1;
	    ll = 1;
	} else {
	    i__2 = lvl - 1;
	    lf = pow_ii(&c__2, &i__2);
	    ll = (lf << 1) - 1;
	}
	i__2 = lf;
	for (i__ = ll; i__ >= i__2; --i__) {
	    im1 = i__ - 1;
	    ic = iwork[inode + im1];
	    nl = iwork[ndiml + im1];
	    nr = iwork[ndimr + im1];
	    nlf = ic - nl;
	    nrf = ic + 1;
	    if (i__ == ll) {
		sqre = 0;
	    } else {
		sqre = 1;
	    }
	    ++j;
	    slals0_(icompq, &nl, &nr, &sqre, nrhs, &b_ref(nlf, 1), ldb, &
		    bx_ref(nlf, 1), ldbx, &perm_ref(nlf, lvl), &givptr[j], &
		    givcol_ref(nlf, lvl2), ldgcol, &givnum_ref(nlf, lvl2), 
		    ldu, &poles_ref(nlf, lvl2), &difl_ref(nlf, lvl), &
		    difr_ref(nlf, lvl2), &z___ref(nlf, lvl), &k[j], &c__[j], &
		    s[j], &work[1], info);
/* L60: */
	}
/* L70: */
    }

/*     The nodes on the bottom level of the tree were solved by SLASDQ.   
       The corresponding right singular vector matrices are in explicit   
       form. Apply them back. */

    ndb1 = (nd + 1) / 2;
    i__1 = nd;
    for (i__ = ndb1; i__ <= i__1; ++i__) {
	i1 = i__ - 1;
	ic = iwork[inode + i1];
	nl = iwork[ndiml + i1];
	nr = iwork[ndimr + i1];
	nlp1 = nl + 1;
	if (i__ == nd) {
	    nrp1 = nr;
	} else {
	    nrp1 = nr + 1;
	}
	nlf = ic - nl;
	nrf = ic + 1;
	latime_1.ops += sopbl3_("SGEMM ", &nlp1, nrhs, &nlp1);
	latime_1.ops += sopbl3_("SGEMM ", &nrp1, nrhs, &nrp1);
	sgemm_("T", "N", &nlp1, nrhs, &nlp1, &c_b9, &vt_ref(nlf, 1), ldu, &
		b_ref(nlf, 1), ldb, &c_b10, &bx_ref(nlf, 1), ldbx);
	sgemm_("T", "N", &nrp1, nrhs, &nrp1, &c_b9, &vt_ref(nrf, 1), ldu, &
		b_ref(nrf, 1), ldb, &c_b10, &bx_ref(nrf, 1), ldbx);
/* L80: */
    }

L90:

    return 0;

/*     End of SLALSA */

} /* slalsa_ */

#undef givnum_ref
#undef givcol_ref
#undef vt_ref
#undef bx_ref
#undef poles_ref
#undef z___ref
#undef u_ref
#undef b_ref
#undef perm_ref
#undef difr_ref
#undef difl_ref