#include "blaswrap.h" #include "f2c.h" /* Subroutine */ int dlals0_(integer *icompq, integer *nl, integer *nr, integer *sqre, integer *nrhs, doublereal *b, integer *ldb, doublereal *bx, integer *ldbx, integer *perm, integer *givptr, integer *givcol, integer *ldgcol, doublereal *givnum, integer *ldgnum, doublereal * poles, doublereal *difl, doublereal *difr, doublereal *z__, integer * k, doublereal *c__, doublereal *s, doublereal *work, integer *info) { /* -- LAPACK routine (version 3.1) -- Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. November 2006 Purpose ======= DLALS0 applies back the multiplying factors of either the left or the right singular vector matrix of a diagonal matrix appended by a row to the right hand side matrix B in solving the least squares problem using the divide-and-conquer SVD approach. For the left singular vector matrix, three types of orthogonal matrices are involved: (1L) Givens rotations: the number of such rotations is GIVPTR; the pairs of columns/rows they were applied to are stored in GIVCOL; and the C- and S-values of these rotations are stored in GIVNUM. (2L) Permutation. The (NL+1)-st row of B is to be moved to the first row, and for J=2:N, PERM(J)-th row of B is to be moved to the J-th row. (3L) The left singular vector matrix of the remaining matrix. For the right singular vector matrix, four types of orthogonal matrices are involved: (1R) The right singular vector matrix of the remaining matrix. (2R) If SQRE = 1, one extra Givens rotation to generate the right null space. (3R) The inverse transformation of (2L). (4R) The inverse transformation of (1L). Arguments ========= ICOMPQ (input) INTEGER Specifies whether singular vectors are to be computed in factored form: = 0: Left singular vector matrix. = 1: Right singular vector matrix. NL (input) INTEGER The row dimension of the upper block. NL >= 1. NR (input) INTEGER The row dimension of the lower block. NR >= 1. SQRE (input) INTEGER = 0: the lower block is an NR-by-NR square matrix. = 1: the lower block is an NR-by-(NR+1) rectangular matrix. The bidiagonal matrix has row dimension N = NL + NR + 1, and column dimension M = N + SQRE. NRHS (input) INTEGER The number of columns of B and BX. NRHS must be at least 1. B (input/output) DOUBLE PRECISION 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. LDB must be at least max(1,MAX( M, N ) ). BX (workspace) DOUBLE PRECISION array, dimension ( LDBX, NRHS ) LDBX (input) INTEGER The leading dimension of BX. PERM (input) INTEGER array, dimension ( N ) The permutations (from deflation and sorting) applied to the two blocks. GIVPTR (input) INTEGER The number of Givens rotations which took place in this subproblem. GIVCOL (input) INTEGER array, dimension ( LDGCOL, 2 ) Each pair of numbers indicates a pair of rows/columns involved in a Givens rotation. LDGCOL (input) INTEGER The leading dimension of GIVCOL, must be at least N. GIVNUM (input) DOUBLE PRECISION array, dimension ( LDGNUM, 2 ) Each number indicates the C or S value used in the corresponding Givens rotation. LDGNUM (input) INTEGER The leading dimension of arrays DIFR, POLES and GIVNUM, must be at least K. POLES (input) DOUBLE PRECISION array, dimension ( LDGNUM, 2 ) On entry, POLES(1:K, 1) contains the new singular values obtained from solving the secular equation, and POLES(1:K, 2) is an array containing the poles in the secular equation. DIFL (input) DOUBLE PRECISION array, dimension ( K ). On entry, DIFL(I) is the distance between I-th updated (undeflated) singular value and the I-th (undeflated) old singular value. DIFR (input) DOUBLE PRECISION array, dimension ( LDGNUM, 2 ). On entry, DIFR(I, 1) contains the distances between I-th updated (undeflated) singular value and the I+1-th (undeflated) old singular value. And DIFR(I, 2) is the normalizing factor for the I-th right singular vector. Z (input) DOUBLE PRECISION array, dimension ( K ) Contain the components of the deflation-adjusted updating row vector. K (input) INTEGER Contains the dimension of the non-deflated matrix, This is the order of the related secular equation. 1 <= K <=N. C (input) DOUBLE PRECISION C contains garbage if SQRE =0 and the C-value of a Givens rotation related to the right null space if SQRE = 1. S (input) DOUBLE PRECISION S contains garbage if SQRE =0 and the S-value of a Givens rotation related to the right null space if SQRE = 1. WORK (workspace) DOUBLE PRECISION array, dimension ( K ) INFO (output) INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value. Further Details =============== Based on contributions by Ming Gu and Ren-Cang Li, Computer Science Division, University of California at Berkeley, USA Osni Marques, LBNL/NERSC, USA ===================================================================== Test the input parameters. Parameter adjustments */ /* Table of constant values */ static doublereal c_b5 = -1.; static integer c__1 = 1; static doublereal c_b11 = 1.; static doublereal c_b13 = 0.; static integer c__0 = 0; /* System generated locals */ integer givcol_dim1, givcol_offset, b_dim1, b_offset, bx_dim1, bx_offset, difr_dim1, difr_offset, givnum_dim1, givnum_offset, poles_dim1, poles_offset, i__1, i__2; doublereal d__1; /* Local variables */ static integer i__, j, m, n; static doublereal dj; static integer nlp1; static doublereal temp; extern /* Subroutine */ int drot_(integer *, doublereal *, integer *, doublereal *, integer *, doublereal *, doublereal *); extern doublereal dnrm2_(integer *, doublereal *, integer *); extern /* Subroutine */ int dscal_(integer *, doublereal *, doublereal *, integer *); static doublereal diflj, difrj, dsigj; extern /* Subroutine */ int dgemv_(char *, integer *, integer *, doublereal *, doublereal *, integer *, doublereal *, integer *, doublereal *, doublereal *, integer *), dcopy_(integer *, doublereal *, integer *, doublereal *, integer *); extern doublereal dlamc3_(doublereal *, doublereal *); extern /* Subroutine */ int dlascl_(char *, integer *, integer *, doublereal *, doublereal *, integer *, integer *, doublereal *, integer *, integer *), dlacpy_(char *, integer *, integer *, doublereal *, integer *, doublereal *, integer *), xerbla_(char *, integer *); static doublereal dsigjp; b_dim1 = *ldb; b_offset = 1 + b_dim1; b -= b_offset; bx_dim1 = *ldbx; bx_offset = 1 + bx_dim1; bx -= bx_offset; --perm; givcol_dim1 = *ldgcol; givcol_offset = 1 + givcol_dim1; givcol -= givcol_offset; difr_dim1 = *ldgnum; difr_offset = 1 + difr_dim1; difr -= difr_offset; poles_dim1 = *ldgnum; poles_offset = 1 + poles_dim1; poles -= poles_offset; givnum_dim1 = *ldgnum; givnum_offset = 1 + givnum_dim1; givnum -= givnum_offset; --difl; --z__; --work; /* Function Body */ *info = 0; if (*icompq < 0 || *icompq > 1) { *info = -1; } else if (*nl < 1) { *info = -2; } else if (*nr < 1) { *info = -3; } else if (*sqre < 0 || *sqre > 1) { *info = -4; } n = *nl + *nr + 1; if (*nrhs < 1) { *info = -5; } else if (*ldb < n) { *info = -7; } else if (*ldbx < n) { *info = -9; } else if (*givptr < 0) { *info = -11; } else if (*ldgcol < n) { *info = -13; } else if (*ldgnum < n) { *info = -15; } else if (*k < 1) { *info = -20; } if (*info != 0) { i__1 = -(*info); xerbla_("DLALS0", &i__1); return 0; } m = n + *sqre; nlp1 = *nl + 1; if (*icompq == 0) { /* Apply back orthogonal transformations from the left. Step (1L): apply back the Givens rotations performed. */ i__1 = *givptr; for (i__ = 1; i__ <= i__1; ++i__) { drot_(nrhs, &b[givcol[i__ + (givcol_dim1 << 1)] + b_dim1], ldb, & b[givcol[i__ + givcol_dim1] + b_dim1], ldb, &givnum[i__ + (givnum_dim1 << 1)], &givnum[i__ + givnum_dim1]); /* L10: */ } /* Step (2L): permute rows of B. */ dcopy_(nrhs, &b[nlp1 + b_dim1], ldb, &bx[bx_dim1 + 1], ldbx); i__1 = n; for (i__ = 2; i__ <= i__1; ++i__) { dcopy_(nrhs, &b[perm[i__] + b_dim1], ldb, &bx[i__ + bx_dim1], ldbx); /* L20: */ } /* Step (3L): apply the inverse of the left singular vector matrix to BX. */ if (*k == 1) { dcopy_(nrhs, &bx[bx_offset], ldbx, &b[b_offset], ldb); if (z__[1] < 0.) { dscal_(nrhs, &c_b5, &b[b_offset], ldb); } } else { i__1 = *k; for (j = 1; j <= i__1; ++j) { diflj = difl[j]; dj = poles[j + poles_dim1]; dsigj = -poles[j + (poles_dim1 << 1)]; if (j < *k) { difrj = -difr[j + difr_dim1]; dsigjp = -poles[j + 1 + (poles_dim1 << 1)]; } if (z__[j] == 0. || poles[j + (poles_dim1 << 1)] == 0.) { work[j] = 0.; } else { work[j] = -poles[j + (poles_dim1 << 1)] * z__[j] / diflj / (poles[j + (poles_dim1 << 1)] + dj); } i__2 = j - 1; for (i__ = 1; i__ <= i__2; ++i__) { if (z__[i__] == 0. || poles[i__ + (poles_dim1 << 1)] == 0.) { work[i__] = 0.; } else { work[i__] = poles[i__ + (poles_dim1 << 1)] * z__[i__] / (dlamc3_(&poles[i__ + (poles_dim1 << 1)], & dsigj) - diflj) / (poles[i__ + (poles_dim1 << 1)] + dj); } /* L30: */ } i__2 = *k; for (i__ = j + 1; i__ <= i__2; ++i__) { if (z__[i__] == 0. || poles[i__ + (poles_dim1 << 1)] == 0.) { work[i__] = 0.; } else { work[i__] = poles[i__ + (poles_dim1 << 1)] * z__[i__] / (dlamc3_(&poles[i__ + (poles_dim1 << 1)], & dsigjp) + difrj) / (poles[i__ + (poles_dim1 << 1)] + dj); } /* L40: */ } work[1] = -1.; temp = dnrm2_(k, &work[1], &c__1); dgemv_("T", k, nrhs, &c_b11, &bx[bx_offset], ldbx, &work[1], & c__1, &c_b13, &b[j + b_dim1], ldb); dlascl_("G", &c__0, &c__0, &temp, &c_b11, &c__1, nrhs, &b[j + b_dim1], ldb, info); /* L50: */ } } /* Move the deflated rows of BX to B also. */ if (*k < max(m,n)) { i__1 = n - *k; dlacpy_("A", &i__1, nrhs, &bx[*k + 1 + bx_dim1], ldbx, &b[*k + 1 + b_dim1], ldb); } } else { /* Apply back the right orthogonal transformations. Step (1R): apply back the new right singular vector matrix to B. */ if (*k == 1) { dcopy_(nrhs, &b[b_offset], ldb, &bx[bx_offset], ldbx); } else { i__1 = *k; for (j = 1; j <= i__1; ++j) { dsigj = poles[j + (poles_dim1 << 1)]; if (z__[j] == 0.) { work[j] = 0.; } else { work[j] = -z__[j] / difl[j] / (dsigj + poles[j + poles_dim1]) / difr[j + (difr_dim1 << 1)]; } i__2 = j - 1; for (i__ = 1; i__ <= i__2; ++i__) { if (z__[j] == 0.) { work[i__] = 0.; } else { d__1 = -poles[i__ + 1 + (poles_dim1 << 1)]; work[i__] = z__[j] / (dlamc3_(&dsigj, &d__1) - difr[ i__ + difr_dim1]) / (dsigj + poles[i__ + poles_dim1]) / difr[i__ + (difr_dim1 << 1)]; } /* L60: */ } i__2 = *k; for (i__ = j + 1; i__ <= i__2; ++i__) { if (z__[j] == 0.) { work[i__] = 0.; } else { d__1 = -poles[i__ + (poles_dim1 << 1)]; work[i__] = z__[j] / (dlamc3_(&dsigj, &d__1) - difl[ i__]) / (dsigj + poles[i__ + poles_dim1]) / difr[i__ + (difr_dim1 << 1)]; } /* L70: */ } dgemv_("T", k, nrhs, &c_b11, &b[b_offset], ldb, &work[1], & c__1, &c_b13, &bx[j + bx_dim1], ldbx); /* L80: */ } } /* Step (2R): if SQRE = 1, apply back the rotation that is related to the right null space of the subproblem. */ if (*sqre == 1) { dcopy_(nrhs, &b[m + b_dim1], ldb, &bx[m + bx_dim1], ldbx); drot_(nrhs, &bx[bx_dim1 + 1], ldbx, &bx[m + bx_dim1], ldbx, c__, s); } if (*k < max(m,n)) { i__1 = n - *k; dlacpy_("A", &i__1, nrhs, &b[*k + 1 + b_dim1], ldb, &bx[*k + 1 + bx_dim1], ldbx); } /* Step (3R): permute rows of B. */ dcopy_(nrhs, &bx[bx_dim1 + 1], ldbx, &b[nlp1 + b_dim1], ldb); if (*sqre == 1) { dcopy_(nrhs, &bx[m + bx_dim1], ldbx, &b[m + b_dim1], ldb); } i__1 = n; for (i__ = 2; i__ <= i__1; ++i__) { dcopy_(nrhs, &bx[i__ + bx_dim1], ldbx, &b[perm[i__] + b_dim1], ldb); /* L90: */ } /* Step (4R): apply back the Givens rotations performed. */ for (i__ = *givptr; i__ >= 1; --i__) { d__1 = -givnum[i__ + givnum_dim1]; drot_(nrhs, &b[givcol[i__ + (givcol_dim1 << 1)] + b_dim1], ldb, & b[givcol[i__ + givcol_dim1] + b_dim1], ldb, &givnum[i__ + (givnum_dim1 << 1)], &d__1); /* L100: */ } } return 0; /* End of DLALS0 */ } /* dlals0_ */