487 lines
15 KiB
C++
487 lines
15 KiB
C++
/* fortran/dlasdq.f -- translated by f2c (version 20200916).
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You must link the resulting object file with libf2c:
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on Microsoft Windows system, link with libf2c.lib;
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on Linux or Unix systems, link with .../path/to/libf2c.a -lm
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or, if you install libf2c.a in a standard place, with -lf2c -lm
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-- in that order, at the end of the command line, as in
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cc *.o -lf2c -lm
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Source for libf2c is in /netlib/f2c/libf2c.zip, e.g.,
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http://www.netlib.org/f2c/libf2c.zip
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*/
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#ifdef __cplusplus
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extern "C" {
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#endif
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#include "lmp_f2c.h"
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/* Table of constant values */
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static integer c__1 = 1;
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/* > \brief \b DLASDQ computes the SVD of a real bidiagonal matrix with diagonal d and off-diagonal e. Used by
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sbdsdc. */
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/* =========== DOCUMENTATION =========== */
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/* Online html documentation available at */
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/* http://www.netlib.org/lapack/explore-html/ */
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/* > \htmlonly */
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/* > Download DLASDQ + dependencies */
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/* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlasdq.
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f"> */
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/* > [TGZ]</a> */
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/* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlasdq.
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f"> */
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/* > [ZIP]</a> */
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/* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlasdq.
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f"> */
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/* > [TXT]</a> */
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/* > \endhtmlonly */
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/* Definition: */
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/* =========== */
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/* SUBROUTINE DLASDQ( UPLO, SQRE, N, NCVT, NRU, NCC, D, E, VT, LDVT, */
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/* U, LDU, C, LDC, WORK, INFO ) */
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/* .. Scalar Arguments .. */
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/* CHARACTER UPLO */
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/* INTEGER INFO, LDC, LDU, LDVT, N, NCC, NCVT, NRU, SQRE */
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/* .. */
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/* .. Array Arguments .. */
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/* DOUBLE PRECISION C( LDC, * ), D( * ), E( * ), U( LDU, * ), */
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/* $ VT( LDVT, * ), WORK( * ) */
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/* .. */
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/* > \par Purpose: */
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/* ============= */
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/* > */
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/* > \verbatim */
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/* > */
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/* > DLASDQ computes the singular value decomposition (SVD) of a real */
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/* > (upper or lower) bidiagonal matrix with diagonal D and offdiagonal */
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/* > E, accumulating the transformations if desired. Letting B denote */
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/* > the input bidiagonal matrix, the algorithm computes orthogonal */
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/* > matrices Q and P such that B = Q * S * P**T (P**T denotes the transpose */
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/* > of P). The singular values S are overwritten on D. */
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/* > */
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/* > The input matrix U is changed to U * Q if desired. */
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/* > The input matrix VT is changed to P**T * VT if desired. */
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/* > The input matrix C is changed to Q**T * C if desired. */
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/* > */
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/* > See "Computing Small Singular Values of Bidiagonal Matrices With */
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/* > Guaranteed High Relative Accuracy," by J. Demmel and W. Kahan, */
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/* > LAPACK Working Note #3, for a detailed description of the algorithm. */
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/* > \endverbatim */
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/* Arguments: */
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/* ========== */
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/* > \param[in] UPLO */
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/* > \verbatim */
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/* > UPLO is CHARACTER*1 */
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/* > On entry, UPLO specifies whether the input bidiagonal matrix */
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/* > is upper or lower bidiagonal, and whether it is square are */
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/* > not. */
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/* > UPLO = 'U' or 'u' B is upper bidiagonal. */
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/* > UPLO = 'L' or 'l' B is lower bidiagonal. */
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/* > \endverbatim */
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/* > */
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/* > \param[in] SQRE */
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/* > \verbatim */
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/* > SQRE is INTEGER */
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/* > = 0: then the input matrix is N-by-N. */
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/* > = 1: then the input matrix is N-by-(N+1) if UPLU = 'U' and */
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/* > (N+1)-by-N if UPLU = 'L'. */
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/* > */
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/* > The bidiagonal matrix has */
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/* > N = NL + NR + 1 rows and */
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/* > M = N + SQRE >= N columns. */
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/* > \endverbatim */
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/* > */
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/* > \param[in] N */
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/* > \verbatim */
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/* > N is INTEGER */
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/* > On entry, N specifies the number of rows and columns */
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/* > in the matrix. N must be at least 0. */
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/* > \endverbatim */
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/* > */
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/* > \param[in] NCVT */
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/* > \verbatim */
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/* > NCVT is INTEGER */
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/* > On entry, NCVT specifies the number of columns of */
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/* > the matrix VT. NCVT must be at least 0. */
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/* > \endverbatim */
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/* > */
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/* > \param[in] NRU */
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/* > \verbatim */
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/* > NRU is INTEGER */
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/* > On entry, NRU specifies the number of rows of */
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/* > the matrix U. NRU must be at least 0. */
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/* > \endverbatim */
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/* > */
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/* > \param[in] NCC */
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/* > \verbatim */
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/* > NCC is INTEGER */
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/* > On entry, NCC specifies the number of columns of */
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/* > the matrix C. NCC must be at least 0. */
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/* > \endverbatim */
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/* > */
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/* > \param[in,out] D */
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/* > \verbatim */
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/* > D is DOUBLE PRECISION array, dimension (N) */
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/* > On entry, D contains the diagonal entries of the */
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/* > bidiagonal matrix whose SVD is desired. On normal exit, */
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/* > D contains the singular values in ascending order. */
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/* > \endverbatim */
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/* > */
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/* > \param[in,out] E */
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/* > \verbatim */
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/* > E is DOUBLE PRECISION array. */
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/* > dimension is (N-1) if SQRE = 0 and N if SQRE = 1. */
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/* > On entry, the entries of E contain the offdiagonal entries */
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/* > of the bidiagonal matrix whose SVD is desired. On normal */
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/* > exit, E will contain 0. If the algorithm does not converge, */
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/* > D and E will contain the diagonal and superdiagonal entries */
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/* > of a bidiagonal matrix orthogonally equivalent to the one */
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/* > given as input. */
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/* > \endverbatim */
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/* > */
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/* > \param[in,out] VT */
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/* > \verbatim */
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/* > VT is DOUBLE PRECISION array, dimension (LDVT, NCVT) */
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/* > On entry, contains a matrix which on exit has been */
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/* > premultiplied by P**T, dimension N-by-NCVT if SQRE = 0 */
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/* > and (N+1)-by-NCVT if SQRE = 1 (not referenced if NCVT=0). */
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/* > \endverbatim */
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/* > */
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/* > \param[in] LDVT */
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/* > \verbatim */
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/* > LDVT is INTEGER */
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/* > On entry, LDVT specifies the leading dimension of VT as */
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/* > declared in the calling (sub) program. LDVT must be at */
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/* > least 1. If NCVT is nonzero LDVT must also be at least N. */
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/* > \endverbatim */
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/* > */
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/* > \param[in,out] U */
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/* > \verbatim */
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/* > U is DOUBLE PRECISION array, dimension (LDU, N) */
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/* > On entry, contains a matrix which on exit has been */
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/* > postmultiplied by Q, dimension NRU-by-N if SQRE = 0 */
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/* > and NRU-by-(N+1) if SQRE = 1 (not referenced if NRU=0). */
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/* > \endverbatim */
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/* > */
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/* > \param[in] LDU */
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/* > \verbatim */
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/* > LDU is INTEGER */
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/* > On entry, LDU specifies the leading dimension of U as */
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/* > declared in the calling (sub) program. LDU must be at */
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/* > least max( 1, NRU ) . */
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/* > \endverbatim */
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/* > */
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/* > \param[in,out] C */
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/* > \verbatim */
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/* > C is DOUBLE PRECISION array, dimension (LDC, NCC) */
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/* > On entry, contains an N-by-NCC matrix which on exit */
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/* > has been premultiplied by Q**T dimension N-by-NCC if SQRE = 0 */
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/* > and (N+1)-by-NCC if SQRE = 1 (not referenced if NCC=0). */
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/* > \endverbatim */
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/* > */
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/* > \param[in] LDC */
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/* > \verbatim */
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/* > LDC is INTEGER */
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/* > On entry, LDC specifies the leading dimension of C as */
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/* > declared in the calling (sub) program. LDC must be at */
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/* > least 1. If NCC is nonzero, LDC must also be at least N. */
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/* > \endverbatim */
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/* > */
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/* > \param[out] WORK */
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/* > \verbatim */
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/* > WORK is DOUBLE PRECISION array, dimension (4*N) */
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/* > Workspace. Only referenced if one of NCVT, NRU, or NCC is */
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/* > nonzero, and if N is at least 2. */
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/* > \endverbatim */
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/* > */
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/* > \param[out] INFO */
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/* > \verbatim */
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/* > INFO is INTEGER */
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/* > On exit, a value of 0 indicates a successful exit. */
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/* > If INFO < 0, argument number -INFO is illegal. */
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/* > If INFO > 0, the algorithm did not converge, and INFO */
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/* > specifies how many superdiagonals did not converge. */
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/* > \endverbatim */
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/* Authors: */
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/* ======== */
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/* > \author Univ. of Tennessee */
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/* > \author Univ. of California Berkeley */
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/* > \author Univ. of Colorado Denver */
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/* > \author NAG Ltd. */
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/* > \ingroup OTHERauxiliary */
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/* > \par Contributors: */
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/* ================== */
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/* > */
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/* > Ming Gu and Huan Ren, Computer Science Division, University of */
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/* > California at Berkeley, USA */
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/* > */
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/* ===================================================================== */
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/* Subroutine */ int dlasdq_(char *uplo, integer *sqre, integer *n, integer *
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ncvt, integer *nru, integer *ncc, doublereal *d__, doublereal *e,
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doublereal *vt, integer *ldvt, doublereal *u, integer *ldu,
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doublereal *c__, integer *ldc, doublereal *work, integer *info,
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ftnlen uplo_len)
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{
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/* System generated locals */
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integer c_dim1, c_offset, u_dim1, u_offset, vt_dim1, vt_offset, i__1,
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i__2;
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/* Local variables */
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integer i__, j;
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doublereal r__, cs, sn;
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integer np1, isub;
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doublereal smin;
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integer sqre1;
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extern logical lsame_(char *, char *, ftnlen, ftnlen);
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extern /* Subroutine */ int dlasr_(char *, char *, char *, integer *,
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integer *, doublereal *, doublereal *, doublereal *, integer *,
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ftnlen, ftnlen, ftnlen), dswap_(integer *, doublereal *, integer *
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, doublereal *, integer *);
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integer iuplo;
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extern /* Subroutine */ int dlartg_(doublereal *, doublereal *,
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doublereal *, doublereal *, doublereal *), xerbla_(char *,
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integer *, ftnlen), dbdsqr_(char *, integer *, integer *, integer
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*, integer *, doublereal *, doublereal *, doublereal *, integer *,
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doublereal *, integer *, doublereal *, integer *, doublereal *,
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integer *, ftnlen);
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logical rotate;
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/* -- LAPACK auxiliary routine -- */
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/* -- LAPACK is a software package provided by Univ. of Tennessee, -- */
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/* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- */
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/* .. Scalar Arguments .. */
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/* .. */
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/* .. Array Arguments .. */
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/* .. */
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/* ===================================================================== */
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/* .. Parameters .. */
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/* .. */
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/* .. Local Scalars .. */
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/* .. */
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/* .. External Subroutines .. */
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/* .. */
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/* .. External Functions .. */
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/* .. */
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/* .. Intrinsic Functions .. */
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/* .. */
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/* .. Executable Statements .. */
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/* Test the input parameters. */
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/* Parameter adjustments */
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--d__;
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--e;
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vt_dim1 = *ldvt;
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vt_offset = 1 + vt_dim1;
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vt -= vt_offset;
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u_dim1 = *ldu;
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u_offset = 1 + u_dim1;
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u -= u_offset;
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c_dim1 = *ldc;
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c_offset = 1 + c_dim1;
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c__ -= c_offset;
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--work;
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/* Function Body */
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*info = 0;
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iuplo = 0;
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if (lsame_(uplo, (char *)"U", (ftnlen)1, (ftnlen)1)) {
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iuplo = 1;
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}
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if (lsame_(uplo, (char *)"L", (ftnlen)1, (ftnlen)1)) {
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iuplo = 2;
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}
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if (iuplo == 0) {
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*info = -1;
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} else if (*sqre < 0 || *sqre > 1) {
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*info = -2;
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} else if (*n < 0) {
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*info = -3;
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} else if (*ncvt < 0) {
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*info = -4;
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} else if (*nru < 0) {
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*info = -5;
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} else if (*ncc < 0) {
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*info = -6;
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} else if (*ncvt == 0 && *ldvt < 1 || *ncvt > 0 && *ldvt < max(1,*n)) {
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*info = -10;
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} else if (*ldu < max(1,*nru)) {
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*info = -12;
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} else if (*ncc == 0 && *ldc < 1 || *ncc > 0 && *ldc < max(1,*n)) {
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*info = -14;
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}
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if (*info != 0) {
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i__1 = -(*info);
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xerbla_((char *)"DLASDQ", &i__1, (ftnlen)6);
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return 0;
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}
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if (*n == 0) {
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return 0;
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}
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/* ROTATE is true if any singular vectors desired, false otherwise */
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rotate = *ncvt > 0 || *nru > 0 || *ncc > 0;
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np1 = *n + 1;
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sqre1 = *sqre;
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/* If matrix non-square upper bidiagonal, rotate to be lower */
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/* bidiagonal. The rotations are on the right. */
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if (iuplo == 1 && sqre1 == 1) {
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i__1 = *n - 1;
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for (i__ = 1; i__ <= i__1; ++i__) {
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dlartg_(&d__[i__], &e[i__], &cs, &sn, &r__);
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d__[i__] = r__;
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e[i__] = sn * d__[i__ + 1];
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d__[i__ + 1] = cs * d__[i__ + 1];
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if (rotate) {
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work[i__] = cs;
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work[*n + i__] = sn;
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}
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/* L10: */
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}
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dlartg_(&d__[*n], &e[*n], &cs, &sn, &r__);
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d__[*n] = r__;
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e[*n] = 0.;
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if (rotate) {
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work[*n] = cs;
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work[*n + *n] = sn;
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}
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iuplo = 2;
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sqre1 = 0;
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/* Update singular vectors if desired. */
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if (*ncvt > 0) {
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dlasr_((char *)"L", (char *)"V", (char *)"F", &np1, ncvt, &work[1], &work[np1], &vt[
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vt_offset], ldvt, (ftnlen)1, (ftnlen)1, (ftnlen)1);
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}
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}
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/* If matrix lower bidiagonal, rotate to be upper bidiagonal */
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/* by applying Givens rotations on the left. */
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if (iuplo == 2) {
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i__1 = *n - 1;
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for (i__ = 1; i__ <= i__1; ++i__) {
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dlartg_(&d__[i__], &e[i__], &cs, &sn, &r__);
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d__[i__] = r__;
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e[i__] = sn * d__[i__ + 1];
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d__[i__ + 1] = cs * d__[i__ + 1];
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if (rotate) {
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work[i__] = cs;
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work[*n + i__] = sn;
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}
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/* L20: */
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}
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/* If matrix (N+1)-by-N lower bidiagonal, one additional */
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/* rotation is needed. */
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if (sqre1 == 1) {
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dlartg_(&d__[*n], &e[*n], &cs, &sn, &r__);
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d__[*n] = r__;
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if (rotate) {
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work[*n] = cs;
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work[*n + *n] = sn;
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}
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}
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/* Update singular vectors if desired. */
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if (*nru > 0) {
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if (sqre1 == 0) {
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dlasr_((char *)"R", (char *)"V", (char *)"F", nru, n, &work[1], &work[np1], &u[
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u_offset], ldu, (ftnlen)1, (ftnlen)1, (ftnlen)1);
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} else {
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dlasr_((char *)"R", (char *)"V", (char *)"F", nru, &np1, &work[1], &work[np1], &u[
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u_offset], ldu, (ftnlen)1, (ftnlen)1, (ftnlen)1);
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}
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}
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if (*ncc > 0) {
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if (sqre1 == 0) {
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dlasr_((char *)"L", (char *)"V", (char *)"F", n, ncc, &work[1], &work[np1], &c__[
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c_offset], ldc, (ftnlen)1, (ftnlen)1, (ftnlen)1);
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} else {
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dlasr_((char *)"L", (char *)"V", (char *)"F", &np1, ncc, &work[1], &work[np1], &c__[
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c_offset], ldc, (ftnlen)1, (ftnlen)1, (ftnlen)1);
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}
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}
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}
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/* Call DBDSQR to compute the SVD of the reduced real */
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/* N-by-N upper bidiagonal matrix. */
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dbdsqr_((char *)"U", n, ncvt, nru, ncc, &d__[1], &e[1], &vt[vt_offset], ldvt, &u[
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u_offset], ldu, &c__[c_offset], ldc, &work[1], info, (ftnlen)1);
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/* Sort the singular values into ascending order (insertion sort on */
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/* singular values, but only one transposition per singular vector) */
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i__1 = *n;
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for (i__ = 1; i__ <= i__1; ++i__) {
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/* Scan for smallest D(I). */
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isub = i__;
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smin = d__[i__];
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i__2 = *n;
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for (j = i__ + 1; j <= i__2; ++j) {
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if (d__[j] < smin) {
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isub = j;
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smin = d__[j];
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}
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/* L30: */
|
|
}
|
|
if (isub != i__) {
|
|
|
|
/* Swap singular values and vectors. */
|
|
|
|
d__[isub] = d__[i__];
|
|
d__[i__] = smin;
|
|
if (*ncvt > 0) {
|
|
dswap_(ncvt, &vt[isub + vt_dim1], ldvt, &vt[i__ + vt_dim1],
|
|
ldvt);
|
|
}
|
|
if (*nru > 0) {
|
|
dswap_(nru, &u[isub * u_dim1 + 1], &c__1, &u[i__ * u_dim1 + 1]
|
|
, &c__1);
|
|
}
|
|
if (*ncc > 0) {
|
|
dswap_(ncc, &c__[isub + c_dim1], ldc, &c__[i__ + c_dim1], ldc)
|
|
;
|
|
}
|
|
}
|
|
/* L40: */
|
|
}
|
|
|
|
return 0;
|
|
|
|
/* End of DLASDQ */
|
|
|
|
} /* dlasdq_ */
|
|
|
|
#ifdef __cplusplus
|
|
}
|
|
#endif
|