/* fortran/dlalsd.f -- translated by f2c (version 20200916). You must link the resulting object file with libf2c: on Microsoft Windows system, link with libf2c.lib; on Linux or Unix systems, link with .../path/to/libf2c.a -lm or, if you install libf2c.a in a standard place, with -lf2c -lm -- in that order, at the end of the command line, as in cc *.o -lf2c -lm Source for libf2c is in /netlib/f2c/libf2c.zip, e.g., http://www.netlib.org/f2c/libf2c.zip */ #ifdef __cplusplus extern "C" { #endif #include "lmp_f2c.h" /* Table of constant values */ static integer c__1 = 1; static doublereal c_b6 = 0.; static integer c__0 = 0; static doublereal c_b11 = 1.; /* > \brief \b DLALSD uses the singular value decomposition of A to solve the least squares problem. */ /* =========== DOCUMENTATION =========== */ /* Online html documentation available at */ /* http://www.netlib.org/lapack/explore-html/ */ /* > \htmlonly */ /* > Download DLALSD + dependencies */ /* > */ /* > [TGZ] */ /* > */ /* > [ZIP] */ /* > */ /* > [TXT] */ /* > \endhtmlonly */ /* Definition: */ /* =========== */ /* SUBROUTINE DLALSD( UPLO, SMLSIZ, N, NRHS, D, E, B, LDB, RCOND, */ /* RANK, WORK, IWORK, INFO ) */ /* .. Scalar Arguments .. */ /* CHARACTER UPLO */ /* INTEGER INFO, LDB, N, NRHS, RANK, SMLSIZ */ /* DOUBLE PRECISION RCOND */ /* .. */ /* .. Array Arguments .. */ /* INTEGER IWORK( * ) */ /* DOUBLE PRECISION B( LDB, * ), D( * ), E( * ), WORK( * ) */ /* .. */ /* > \par Purpose: */ /* ============= */ /* > */ /* > \verbatim */ /* > */ /* > DLALSD uses the singular value decomposition of A to solve the least */ /* > squares problem of finding X to minimize the Euclidean norm of each */ /* > column of A*X-B, where A is N-by-N upper bidiagonal, and X and B */ /* > are N-by-NRHS. The solution X overwrites B. */ /* > */ /* > The singular values of A smaller than RCOND times the largest */ /* > singular value are treated as zero in solving the least squares */ /* > problem; in this case a minimum norm solution is returned. */ /* > The actual singular values are returned in D in ascending order. */ /* > */ /* > This code 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 XMP, Cray YMP, Cray C 90, or Cray 2. */ /* > It could conceivably fail on hexadecimal or decimal machines */ /* > without guard digits, but we know of none. */ /* > \endverbatim */ /* Arguments: */ /* ========== */ /* > \param[in] UPLO */ /* > \verbatim */ /* > UPLO is CHARACTER*1 */ /* > = 'U': D and E define an upper bidiagonal matrix. */ /* > = 'L': D and E define a lower bidiagonal matrix. */ /* > \endverbatim */ /* > */ /* > \param[in] SMLSIZ */ /* > \verbatim */ /* > SMLSIZ is INTEGER */ /* > The maximum size of the subproblems at the bottom of the */ /* > computation tree. */ /* > \endverbatim */ /* > */ /* > \param[in] N */ /* > \verbatim */ /* > N is INTEGER */ /* > The dimension of the bidiagonal matrix. N >= 0. */ /* > \endverbatim */ /* > */ /* > \param[in] NRHS */ /* > \verbatim */ /* > NRHS is INTEGER */ /* > The number of columns of B. NRHS must be at least 1. */ /* > \endverbatim */ /* > */ /* > \param[in,out] D */ /* > \verbatim */ /* > D is DOUBLE PRECISION array, dimension (N) */ /* > On entry D contains the main diagonal of the bidiagonal */ /* > matrix. On exit, if INFO = 0, D contains its singular values. */ /* > \endverbatim */ /* > */ /* > \param[in,out] E */ /* > \verbatim */ /* > E is DOUBLE PRECISION array, dimension (N-1) */ /* > Contains the super-diagonal entries of the bidiagonal matrix. */ /* > On exit, E has been destroyed. */ /* > \endverbatim */ /* > */ /* > \param[in,out] B */ /* > \verbatim */ /* > B is DOUBLE PRECISION array, dimension (LDB,NRHS) */ /* > On input, B contains the right hand sides of the least */ /* > squares problem. On output, B contains the solution X. */ /* > \endverbatim */ /* > */ /* > \param[in] LDB */ /* > \verbatim */ /* > LDB is INTEGER */ /* > The leading dimension of B in the calling subprogram. */ /* > LDB must be at least max(1,N). */ /* > \endverbatim */ /* > */ /* > \param[in] RCOND */ /* > \verbatim */ /* > RCOND is DOUBLE PRECISION */ /* > The singular values of A less than or equal to RCOND times */ /* > the largest singular value are treated as zero in solving */ /* > the least squares problem. If RCOND is negative, */ /* > machine precision is used instead. */ /* > For example, if diag(S)*X=B were the least squares problem, */ /* > where diag(S) is a diagonal matrix of singular values, the */ /* > solution would be X(i) = B(i) / S(i) if S(i) is greater than */ /* > RCOND*max(S), and X(i) = 0 if S(i) is less than or equal to */ /* > RCOND*max(S). */ /* > \endverbatim */ /* > */ /* > \param[out] RANK */ /* > \verbatim */ /* > RANK is INTEGER */ /* > The number of singular values of A greater than RCOND times */ /* > the largest singular value. */ /* > \endverbatim */ /* > */ /* > \param[out] WORK */ /* > \verbatim */ /* > WORK is DOUBLE PRECISION array, dimension at least */ /* > (9*N + 2*N*SMLSIZ + 8*N*NLVL + N*NRHS + (SMLSIZ+1)**2), */ /* > where NLVL = max(0, INT(log_2 (N/(SMLSIZ+1))) + 1). */ /* > \endverbatim */ /* > */ /* > \param[out] IWORK */ /* > \verbatim */ /* > IWORK is INTEGER array, dimension at least */ /* > (3*N*NLVL + 11*N) */ /* > \endverbatim */ /* > */ /* > \param[out] INFO */ /* > \verbatim */ /* > INFO is INTEGER */ /* > = 0: successful exit. */ /* > < 0: if INFO = -i, the i-th argument had an illegal value. */ /* > > 0: The algorithm failed to compute a singular value while */ /* > working on the submatrix lying in rows and columns */ /* > INFO/(N+1) through MOD(INFO,N+1). */ /* > \endverbatim */ /* Authors: */ /* ======== */ /* > \author Univ. of Tennessee */ /* > \author Univ. of California Berkeley */ /* > \author Univ. of Colorado Denver */ /* > \author NAG Ltd. */ /* > \ingroup doubleOTHERcomputational */ /* > \par Contributors: */ /* ================== */ /* > */ /* > Ming Gu and Ren-Cang Li, Computer Science Division, University of */ /* > California at Berkeley, USA \n */ /* > Osni Marques, LBNL/NERSC, USA \n */ /* ===================================================================== */ /* Subroutine */ int dlalsd_(char *uplo, integer *smlsiz, integer *n, integer *nrhs, doublereal *d__, doublereal *e, doublereal *b, integer *ldb, doublereal *rcond, integer *rank, doublereal *work, integer *iwork, integer *info, ftnlen uplo_len) { /* System generated locals */ integer b_dim1, b_offset, i__1, i__2; doublereal d__1; /* Builtin functions */ double log(doublereal), d_sign(doublereal *, doublereal *); /* Local variables */ integer c__, i__, j, k; doublereal r__; integer s, u, z__; doublereal cs; integer bx; doublereal sn; integer st, vt, nm1, st1; doublereal eps; integer iwk; doublereal tol; integer difl, difr; doublereal rcnd; integer perm, nsub; extern /* Subroutine */ int drot_(integer *, doublereal *, integer *, doublereal *, integer *, doublereal *, doublereal *); integer nlvl, sqre, bxst; extern /* Subroutine */ int dgemm_(char *, char *, integer *, integer *, integer *, doublereal *, doublereal *, integer *, doublereal *, integer *, doublereal *, doublereal *, integer *, ftnlen, ftnlen), dcopy_(integer *, doublereal *, integer *, doublereal *, integer *); integer poles, sizei, nsize, nwork, icmpq1, icmpq2; extern doublereal dlamch_(char *, ftnlen); extern /* Subroutine */ int dlasda_(integer *, integer *, integer *, integer *, doublereal *, doublereal *, doublereal *, integer *, doublereal *, integer *, doublereal *, doublereal *, doublereal *, doublereal *, integer *, integer *, integer *, integer *, doublereal *, doublereal *, doublereal *, doublereal *, integer *, integer *), dlalsa_(integer *, integer *, integer *, integer *, doublereal *, integer *, doublereal *, integer *, doublereal *, integer *, doublereal *, integer *, doublereal *, doublereal *, doublereal *, doublereal *, integer *, integer *, integer *, integer *, doublereal *, doublereal *, doublereal *, doublereal *, integer *, integer *), dlascl_(char *, integer *, integer *, doublereal *, doublereal *, integer *, integer *, doublereal *, integer *, integer *, ftnlen); extern integer idamax_(integer *, doublereal *, integer *); extern /* Subroutine */ int dlasdq_(char *, integer *, integer *, integer *, integer *, integer *, doublereal *, doublereal *, doublereal *, integer *, doublereal *, integer *, doublereal *, integer *, doublereal *, integer *, ftnlen), dlacpy_(char *, integer *, integer *, doublereal *, integer *, doublereal *, integer *, ftnlen), dlartg_(doublereal *, doublereal *, doublereal *, doublereal *, doublereal *), dlaset_(char *, integer *, integer *, doublereal *, doublereal *, doublereal *, integer *, ftnlen), xerbla_(char *, integer *, ftnlen); integer givcol; extern doublereal dlanst_(char *, integer *, doublereal *, doublereal *, ftnlen); extern /* Subroutine */ int dlasrt_(char *, integer *, doublereal *, integer *, ftnlen); doublereal orgnrm; integer givnum, givptr, smlszp; /* -- LAPACK computational routine -- */ /* -- LAPACK is a software package provided by Univ. of Tennessee, -- */ /* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- */ /* .. Scalar Arguments .. */ /* .. */ /* .. Array Arguments .. */ /* .. */ /* ===================================================================== */ /* .. Parameters .. */ /* .. */ /* .. Local Scalars .. */ /* .. */ /* .. External Functions .. */ /* .. */ /* .. External Subroutines .. */ /* .. */ /* .. Intrinsic Functions .. */ /* .. */ /* .. Executable Statements .. */ /* Test the input parameters. */ /* Parameter adjustments */ --d__; --e; b_dim1 = *ldb; b_offset = 1 + b_dim1; b -= b_offset; --work; --iwork; /* Function Body */ *info = 0; if (*n < 0) { *info = -3; } else if (*nrhs < 1) { *info = -4; } else if (*ldb < 1 || *ldb < *n) { *info = -8; } if (*info != 0) { i__1 = -(*info); xerbla_((char *)"DLALSD", &i__1, (ftnlen)6); return 0; } eps = dlamch_((char *)"Epsilon", (ftnlen)7); /* Set up the tolerance. */ if (*rcond <= 0. || *rcond >= 1.) { rcnd = eps; } else { rcnd = *rcond; } *rank = 0; /* Quick return if possible. */ if (*n == 0) { return 0; } else if (*n == 1) { if (d__[1] == 0.) { dlaset_((char *)"A", &c__1, nrhs, &c_b6, &c_b6, &b[b_offset], ldb, ( ftnlen)1); } else { *rank = 1; dlascl_((char *)"G", &c__0, &c__0, &d__[1], &c_b11, &c__1, nrhs, &b[ b_offset], ldb, info, (ftnlen)1); d__[1] = abs(d__[1]); } return 0; } /* Rotate the matrix if it is lower bidiagonal. */ if (*(unsigned char *)uplo == 'L') { i__1 = *n - 1; for (i__ = 1; i__ <= i__1; ++i__) { dlartg_(&d__[i__], &e[i__], &cs, &sn, &r__); d__[i__] = r__; e[i__] = sn * d__[i__ + 1]; d__[i__ + 1] = cs * d__[i__ + 1]; if (*nrhs == 1) { drot_(&c__1, &b[i__ + b_dim1], &c__1, &b[i__ + 1 + b_dim1], & c__1, &cs, &sn); } else { work[(i__ << 1) - 1] = cs; work[i__ * 2] = sn; } /* L10: */ } if (*nrhs > 1) { i__1 = *nrhs; for (i__ = 1; i__ <= i__1; ++i__) { i__2 = *n - 1; for (j = 1; j <= i__2; ++j) { cs = work[(j << 1) - 1]; sn = work[j * 2]; drot_(&c__1, &b[j + i__ * b_dim1], &c__1, &b[j + 1 + i__ * b_dim1], &c__1, &cs, &sn); /* L20: */ } /* L30: */ } } } /* Scale. */ nm1 = *n - 1; orgnrm = dlanst_((char *)"M", n, &d__[1], &e[1], (ftnlen)1); if (orgnrm == 0.) { dlaset_((char *)"A", n, nrhs, &c_b6, &c_b6, &b[b_offset], ldb, (ftnlen)1); return 0; } dlascl_((char *)"G", &c__0, &c__0, &orgnrm, &c_b11, n, &c__1, &d__[1], n, info, ( ftnlen)1); dlascl_((char *)"G", &c__0, &c__0, &orgnrm, &c_b11, &nm1, &c__1, &e[1], &nm1, info, (ftnlen)1); /* If N is smaller than the minimum divide size SMLSIZ, then solve */ /* the problem with another solver. */ if (*n <= *smlsiz) { nwork = *n * *n + 1; dlaset_((char *)"A", n, n, &c_b6, &c_b11, &work[1], n, (ftnlen)1); dlasdq_((char *)"U", &c__0, n, n, &c__0, nrhs, &d__[1], &e[1], &work[1], n, & work[1], n, &b[b_offset], ldb, &work[nwork], info, (ftnlen)1); if (*info != 0) { return 0; } tol = rcnd * (d__1 = d__[idamax_(n, &d__[1], &c__1)], abs(d__1)); i__1 = *n; for (i__ = 1; i__ <= i__1; ++i__) { if (d__[i__] <= tol) { dlaset_((char *)"A", &c__1, nrhs, &c_b6, &c_b6, &b[i__ + b_dim1], ldb, (ftnlen)1); } else { dlascl_((char *)"G", &c__0, &c__0, &d__[i__], &c_b11, &c__1, nrhs, &b[ i__ + b_dim1], ldb, info, (ftnlen)1); ++(*rank); } /* L40: */ } dgemm_((char *)"T", (char *)"N", n, nrhs, n, &c_b11, &work[1], n, &b[b_offset], ldb, & c_b6, &work[nwork], n, (ftnlen)1, (ftnlen)1); dlacpy_((char *)"A", n, nrhs, &work[nwork], n, &b[b_offset], ldb, (ftnlen)1); /* Unscale. */ dlascl_((char *)"G", &c__0, &c__0, &c_b11, &orgnrm, n, &c__1, &d__[1], n, info, (ftnlen)1); dlasrt_((char *)"D", n, &d__[1], info, (ftnlen)1); dlascl_((char *)"G", &c__0, &c__0, &orgnrm, &c_b11, n, nrhs, &b[b_offset], ldb, info, (ftnlen)1); return 0; } /* Book-keeping and setting up some constants. */ nlvl = (integer) (log((doublereal) (*n) / (doublereal) (*smlsiz + 1)) / log(2.)) + 1; smlszp = *smlsiz + 1; u = 1; vt = *smlsiz * *n + 1; difl = vt + smlszp * *n; difr = difl + nlvl * *n; z__ = difr + (nlvl * *n << 1); c__ = z__ + nlvl * *n; s = c__ + *n; poles = s + *n; givnum = poles + (nlvl << 1) * *n; bx = givnum + (nlvl << 1) * *n; nwork = bx + *n * *nrhs; sizei = *n + 1; k = sizei + *n; givptr = k + *n; perm = givptr + *n; givcol = perm + nlvl * *n; iwk = givcol + (nlvl * *n << 1); st = 1; sqre = 0; icmpq1 = 1; icmpq2 = 0; nsub = 0; i__1 = *n; for (i__ = 1; i__ <= i__1; ++i__) { if ((d__1 = d__[i__], abs(d__1)) < eps) { d__[i__] = d_sign(&eps, &d__[i__]); } /* L50: */ } i__1 = nm1; for (i__ = 1; i__ <= i__1; ++i__) { if ((d__1 = e[i__], abs(d__1)) < eps || i__ == nm1) { ++nsub; iwork[nsub] = st; /* Subproblem found. First determine its size and then */ /* apply divide and conquer on it. */ if (i__ < nm1) { /* A subproblem with E(I) small for I < NM1. */ nsize = i__ - st + 1; iwork[sizei + nsub - 1] = nsize; } else if ((d__1 = e[i__], abs(d__1)) >= eps) { /* A subproblem with E(NM1) not too small but I = NM1. */ nsize = *n - st + 1; iwork[sizei + nsub - 1] = nsize; } else { /* A subproblem with E(NM1) small. This implies an */ /* 1-by-1 subproblem at D(N), which is not solved */ /* explicitly. */ nsize = i__ - st + 1; iwork[sizei + nsub - 1] = nsize; ++nsub; iwork[nsub] = *n; iwork[sizei + nsub - 1] = 1; dcopy_(nrhs, &b[*n + b_dim1], ldb, &work[bx + nm1], n); } st1 = st - 1; if (nsize == 1) { /* This is a 1-by-1 subproblem and is not solved */ /* explicitly. */ dcopy_(nrhs, &b[st + b_dim1], ldb, &work[bx + st1], n); } else if (nsize <= *smlsiz) { /* This is a small subproblem and is solved by DLASDQ. */ dlaset_((char *)"A", &nsize, &nsize, &c_b6, &c_b11, &work[vt + st1], n, (ftnlen)1); dlasdq_((char *)"U", &c__0, &nsize, &nsize, &c__0, nrhs, &d__[st], &e[ st], &work[vt + st1], n, &work[nwork], n, &b[st + b_dim1], ldb, &work[nwork], info, (ftnlen)1); if (*info != 0) { return 0; } dlacpy_((char *)"A", &nsize, nrhs, &b[st + b_dim1], ldb, &work[bx + st1], n, (ftnlen)1); } else { /* A large problem. Solve it using divide and conquer. */ dlasda_(&icmpq1, smlsiz, &nsize, &sqre, &d__[st], &e[st], & work[u + st1], n, &work[vt + st1], &iwork[k + st1], & work[difl + st1], &work[difr + st1], &work[z__ + st1], &work[poles + st1], &iwork[givptr + st1], &iwork[ givcol + st1], n, &iwork[perm + st1], &work[givnum + st1], &work[c__ + st1], &work[s + st1], &work[nwork], &iwork[iwk], info); if (*info != 0) { return 0; } bxst = bx + st1; dlalsa_(&icmpq2, smlsiz, &nsize, nrhs, &b[st + b_dim1], ldb, & work[bxst], n, &work[u + st1], n, &work[vt + st1], & iwork[k + st1], &work[difl + st1], &work[difr + st1], &work[z__ + st1], &work[poles + st1], &iwork[givptr + st1], &iwork[givcol + st1], n, &iwork[perm + st1], & work[givnum + st1], &work[c__ + st1], &work[s + st1], &work[nwork], &iwork[iwk], info); if (*info != 0) { return 0; } } st = i__ + 1; } /* L60: */ } /* Apply the singular values and treat the tiny ones as zero. */ tol = rcnd * (d__1 = d__[idamax_(n, &d__[1], &c__1)], abs(d__1)); i__1 = *n; for (i__ = 1; i__ <= i__1; ++i__) { /* Some of the elements in D can be negative because 1-by-1 */ /* subproblems were not solved explicitly. */ if ((d__1 = d__[i__], abs(d__1)) <= tol) { dlaset_((char *)"A", &c__1, nrhs, &c_b6, &c_b6, &work[bx + i__ - 1], n, ( ftnlen)1); } else { ++(*rank); dlascl_((char *)"G", &c__0, &c__0, &d__[i__], &c_b11, &c__1, nrhs, &work[ bx + i__ - 1], n, info, (ftnlen)1); } d__[i__] = (d__1 = d__[i__], abs(d__1)); /* L70: */ } /* Now apply back the right singular vectors. */ icmpq2 = 1; i__1 = nsub; for (i__ = 1; i__ <= i__1; ++i__) { st = iwork[i__]; st1 = st - 1; nsize = iwork[sizei + i__ - 1]; bxst = bx + st1; if (nsize == 1) { dcopy_(nrhs, &work[bxst], n, &b[st + b_dim1], ldb); } else if (nsize <= *smlsiz) { dgemm_((char *)"T", (char *)"N", &nsize, nrhs, &nsize, &c_b11, &work[vt + st1], n, &work[bxst], n, &c_b6, &b[st + b_dim1], ldb, (ftnlen)1, ( ftnlen)1); } else { dlalsa_(&icmpq2, smlsiz, &nsize, nrhs, &work[bxst], n, &b[st + b_dim1], ldb, &work[u + st1], n, &work[vt + st1], &iwork[ k + st1], &work[difl + st1], &work[difr + st1], &work[z__ + st1], &work[poles + st1], &iwork[givptr + st1], &iwork[ givcol + st1], n, &iwork[perm + st1], &work[givnum + st1], &work[c__ + st1], &work[s + st1], &work[nwork], &iwork[ iwk], info); if (*info != 0) { return 0; } } /* L80: */ } /* Unscale and sort the singular values. */ dlascl_((char *)"G", &c__0, &c__0, &c_b11, &orgnrm, n, &c__1, &d__[1], n, info, ( ftnlen)1); dlasrt_((char *)"D", n, &d__[1], info, (ftnlen)1); dlascl_((char *)"G", &c__0, &c__0, &orgnrm, &c_b11, n, nrhs, &b[b_offset], ldb, info, (ftnlen)1); return 0; /* End of DLALSD */ } /* dlalsd_ */ #ifdef __cplusplus } #endif