zlalsa.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 {
    doublereal ops, itcnt;
} latime_;

#define latime_1 latime_

/* Table of constant values */

static doublereal c_b10 = 1.;
static doublereal c_b11 = 0.;
static integer c__2 = 2;

/* Subroutine */ int zlalsa_(integer *icompq, integer *smlsiz, integer *n, 
	integer *nrhs, doublecomplex *b, integer *ldb, doublecomplex *bx, 
	integer *ldbx, doublereal *u, integer *ldu, doublereal *vt, integer *
	k, doublereal *difl, doublereal *difr, doublereal *z__, doublereal *
	poles, integer *givptr, integer *givcol, integer *ldgcol, integer *
	perm, doublereal *givnum, doublereal *c__, doublereal *s, doublereal *
	rwork, integer *iwork, integer *info)
{
    /* System generated locals */
    integer givcol_dim1, givcol_offset, perm_dim1, perm_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, b_dim1, b_offset, bx_dim1, bx_offset, i__1, 
	    i__2, i__3, i__4, i__5, i__6;
    doublecomplex z__1;

    /* Builtin functions */
    double d_imag(doublecomplex *);
    integer pow_ii(integer *, integer *);

    /* Local variables */
    static integer jcol, nlvl, sqre, jrow, i__, j, jimag;
    extern /* Subroutine */ int dgemm_(char *, char *, integer *, integer *, 
	    integer *, doublereal *, doublereal *, integer *, doublereal *, 
	    integer *, doublereal *, doublereal *, integer *);
    static integer jreal, inode, ndiml, ndimr, i1;
    extern /* Subroutine */ int zcopy_(integer *, doublecomplex *, integer *, 
	    doublecomplex *, integer *);
    extern doublereal dopbl3_(char *, integer *, integer *, integer *)
	    ;
    extern /* Subroutine */ int zlals0_(integer *, integer *, integer *, 
	    integer *, integer *, doublecomplex *, integer *, doublecomplex *,
	     integer *, integer *, integer *, integer *, integer *, 
	    doublereal *, integer *, doublereal *, doublereal *, doublereal *,
	     doublereal *, integer *, doublereal *, doublereal *, doublereal *
	    , integer *);
    static integer ic, lf, nd, ll, nl, nr;
    extern /* Subroutine */ int dlasdt_(integer *, integer *, integer *, 
	    integer *, integer *, integer *, integer *), xerbla_(char *, 
	    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_subscr(a_1,a_2) (a_2)*b_dim1 + a_1
#define b_ref(a_1,a_2) b[b_subscr(a_1,a_2)]
#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_subscr(a_1,a_2) (a_2)*bx_dim1 + a_1
#define bx_ref(a_1,a_2) bx[bx_subscr(a_1,a_2)]
#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   
    =======   

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

    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) COMPLEX*16 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) COMPLEX*16 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension ( LDU, NLVL ).   
           where NLVL = INT(log_2 (N/(SMLSIZ+1))) + 1.   

    DIFR   (input) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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.   

    RWORK  (workspace) DOUBLE PRECISION array, dimension at least   
           max ( N, (SMLSZ+1)*NRHS*3 ).   

    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;
    --rwork;
    --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_("ZLALSA", &i__1);
	return 0;
    }

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

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

    dlasdt_(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 170. */

    if (*icompq == 1) {
	goto L170;
    }

/*     The nodes on the bottom level of the tree were solved   
       by DLASDQ. 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;

/*        Since B and BX are complex, the following call to DGEMM   
          is performed in two steps (real and imaginary parts).   

          CALL DGEMM( 'T', 'N', NL, NRHS, NL, ONE, U( NLF, 1 ), LDU,   
       $               B( NLF, 1 ), LDB, ZERO, BX( NLF, 1 ), LDBX ) */

	j = nl * *nrhs << 1;
	i__2 = *nrhs;
	for (jcol = 1; jcol <= i__2; ++jcol) {
	    i__3 = nlf + nl - 1;
	    for (jrow = nlf; jrow <= i__3; ++jrow) {
		++j;
		i__4 = b_subscr(jrow, jcol);
		rwork[j] = b[i__4].r;
/* L10: */
	    }
/* L20: */
	}
	latime_1.ops += dopbl3_("DGEMM ", &nl, nrhs, &nl);
	dgemm_("T", "N", &nl, nrhs, &nl, &c_b10, &u_ref(nlf, 1), ldu, &rwork[(
		nl * *nrhs << 1) + 1], &nl, &c_b11, &rwork[1], &nl);
	j = nl * *nrhs << 1;
	i__2 = *nrhs;