LAPACK 3.12.0
LAPACK: Linear Algebra PACKage
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dlalsa.f
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1*> \brief \b DLALSA computes the SVD of the coefficient matrix in compact form. Used by sgelsd.
2*
3* =========== DOCUMENTATION ===========
4*
5* Online html documentation available at
6* http://www.netlib.org/lapack/explore-html/
7*
8*> \htmlonly
9*> Download DLALSA + dependencies
10*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlalsa.f">
11*> [TGZ]</a>
12*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlalsa.f">
13*> [ZIP]</a>
14*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlalsa.f">
15*> [TXT]</a>
16*> \endhtmlonly
17*
18* Definition:
19* ===========
20*
21* SUBROUTINE DLALSA( ICOMPQ, SMLSIZ, N, NRHS, B, LDB, BX, LDBX, U,
22* LDU, VT, K, DIFL, DIFR, Z, POLES, GIVPTR,
23* GIVCOL, LDGCOL, PERM, GIVNUM, C, S, WORK,
24* IWORK, INFO )
25*
26* .. Scalar Arguments ..
27* INTEGER ICOMPQ, INFO, LDB, LDBX, LDGCOL, LDU, N, NRHS,
28* $ SMLSIZ
29* ..
30* .. Array Arguments ..
31* INTEGER GIVCOL( LDGCOL, * ), GIVPTR( * ), IWORK( * ),
32* $ K( * ), PERM( LDGCOL, * )
33* DOUBLE PRECISION B( LDB, * ), BX( LDBX, * ), C( * ),
34* $ DIFL( LDU, * ), DIFR( LDU, * ),
35* $ GIVNUM( LDU, * ), POLES( LDU, * ), S( * ),
36* $ U( LDU, * ), VT( LDU, * ), WORK( * ),
37* $ Z( LDU, * )
38* ..
39*
40*
41*> \par Purpose:
42* =============
43*>
44*> \verbatim
45*>
46*> DLALSA is an intermediate step in solving the least squares problem
47*> by computing the SVD of the coefficient matrix in compact form (The
48*> singular vectors are computed as products of simple orthogonal
49*> matrices.).
50*>
51*> If ICOMPQ = 0, DLALSA applies the inverse of the left singular vector
52*> matrix of an upper bidiagonal matrix to the right hand side; and if
53*> ICOMPQ = 1, DLALSA applies the right singular vector matrix to the
54*> right hand side. The singular vector matrices were generated in
55*> compact form by DLALSA.
56*> \endverbatim
57*
58* Arguments:
59* ==========
60*
61*> \param[in] ICOMPQ
62*> \verbatim
63*> ICOMPQ is INTEGER
64*> Specifies whether the left or the right singular vector
65*> matrix is involved.
66*> = 0: Left singular vector matrix
67*> = 1: Right singular vector matrix
68*> \endverbatim
69*>
70*> \param[in] SMLSIZ
71*> \verbatim
72*> SMLSIZ is INTEGER
73*> The maximum size of the subproblems at the bottom of the
74*> computation tree.
75*> \endverbatim
76*>
77*> \param[in] N
78*> \verbatim
79*> N is INTEGER
80*> The row and column dimensions of the upper bidiagonal matrix.
81*> \endverbatim
82*>
83*> \param[in] NRHS
84*> \verbatim
85*> NRHS is INTEGER
86*> The number of columns of B and BX. NRHS must be at least 1.
87*> \endverbatim
88*>
89*> \param[in,out] B
90*> \verbatim
91*> B is DOUBLE PRECISION array, dimension ( LDB, NRHS )
92*> On input, B contains the right hand sides of the least
93*> squares problem in rows 1 through M.
94*> On output, B contains the solution X in rows 1 through N.
95*> \endverbatim
96*>
97*> \param[in] LDB
98*> \verbatim
99*> LDB is INTEGER
100*> The leading dimension of B in the calling subprogram.
101*> LDB must be at least max(1,MAX( M, N ) ).
102*> \endverbatim
103*>
104*> \param[out] BX
105*> \verbatim
106*> BX is DOUBLE PRECISION array, dimension ( LDBX, NRHS )
107*> On exit, the result of applying the left or right singular
108*> vector matrix to B.
109*> \endverbatim
110*>
111*> \param[in] LDBX
112*> \verbatim
113*> LDBX is INTEGER
114*> The leading dimension of BX.
115*> \endverbatim
116*>
117*> \param[in] U
118*> \verbatim
119*> U is DOUBLE PRECISION array, dimension ( LDU, SMLSIZ ).
120*> On entry, U contains the left singular vector matrices of all
121*> subproblems at the bottom level.
122*> \endverbatim
123*>
124*> \param[in] LDU
125*> \verbatim
126*> LDU is INTEGER, LDU = > N.
127*> The leading dimension of arrays U, VT, DIFL, DIFR,
128*> POLES, GIVNUM, and Z.
129*> \endverbatim
130*>
131*> \param[in] VT
132*> \verbatim
133*> VT is DOUBLE PRECISION array, dimension ( LDU, SMLSIZ+1 ).
134*> On entry, VT**T contains the right singular vector matrices of
135*> all subproblems at the bottom level.
136*> \endverbatim
137*>
138*> \param[in] K
139*> \verbatim
140*> K is INTEGER array, dimension ( N ).
141*> \endverbatim
142*>
143*> \param[in] DIFL
144*> \verbatim
145*> DIFL is DOUBLE PRECISION array, dimension ( LDU, NLVL ).
146*> where NLVL = INT(log_2 (N/(SMLSIZ+1))) + 1.
147*> \endverbatim
148*>
149*> \param[in] DIFR
150*> \verbatim
151*> DIFR is DOUBLE PRECISION array, dimension ( LDU, 2 * NLVL ).
152*> On entry, DIFL(*, I) and DIFR(*, 2 * I -1) record
153*> distances between singular values on the I-th level and
154*> singular values on the (I -1)-th level, and DIFR(*, 2 * I)
155*> record the normalizing factors of the right singular vectors
156*> matrices of subproblems on I-th level.
157*> \endverbatim
158*>
159*> \param[in] Z
160*> \verbatim
161*> Z is DOUBLE PRECISION array, dimension ( LDU, NLVL ).
162*> On entry, Z(1, I) contains the components of the deflation-
163*> adjusted updating row vector for subproblems on the I-th
164*> level.
165*> \endverbatim
166*>
167*> \param[in] POLES
168*> \verbatim
169*> POLES is DOUBLE PRECISION array, dimension ( LDU, 2 * NLVL ).
170*> On entry, POLES(*, 2 * I -1: 2 * I) contains the new and old
171*> singular values involved in the secular equations on the I-th
172*> level.
173*> \endverbatim
174*>
175*> \param[in] GIVPTR
176*> \verbatim
177*> GIVPTR is INTEGER array, dimension ( N ).
178*> On entry, GIVPTR( I ) records the number of Givens
179*> rotations performed on the I-th problem on the computation
180*> tree.
181*> \endverbatim
182*>
183*> \param[in] GIVCOL
184*> \verbatim
185*> GIVCOL is INTEGER array, dimension ( LDGCOL, 2 * NLVL ).
186*> On entry, for each I, GIVCOL(*, 2 * I - 1: 2 * I) records the
187*> locations of Givens rotations performed on the I-th level on
188*> the computation tree.
189*> \endverbatim
190*>
191*> \param[in] LDGCOL
192*> \verbatim
193*> LDGCOL is INTEGER, LDGCOL = > N.
194*> The leading dimension of arrays GIVCOL and PERM.
195*> \endverbatim
196*>
197*> \param[in] PERM
198*> \verbatim
199*> PERM is INTEGER array, dimension ( LDGCOL, NLVL ).
200*> On entry, PERM(*, I) records permutations done on the I-th
201*> level of the computation tree.
202*> \endverbatim
203*>
204*> \param[in] GIVNUM
205*> \verbatim
206*> GIVNUM is DOUBLE PRECISION array, dimension ( LDU, 2 * NLVL ).
207*> On entry, GIVNUM(*, 2 *I -1 : 2 * I) records the C- and S-
208*> values of Givens rotations performed on the I-th level on the
209*> computation tree.
210*> \endverbatim
211*>
212*> \param[in] C
213*> \verbatim
214*> C is DOUBLE PRECISION array, dimension ( N ).
215*> On entry, if the I-th subproblem is not square,
216*> C( I ) contains the C-value of a Givens rotation related to
217*> the right null space of the I-th subproblem.
218*> \endverbatim
219*>
220*> \param[in] S
221*> \verbatim
222*> S is DOUBLE PRECISION array, dimension ( N ).
223*> On entry, if the I-th subproblem is not square,
224*> S( I ) contains the S-value of a Givens rotation related to
225*> the right null space of the I-th subproblem.
226*> \endverbatim
227*>
228*> \param[out] WORK
229*> \verbatim
230*> WORK is DOUBLE PRECISION array, dimension (N)
231*> \endverbatim
232*>
233*> \param[out] IWORK
234*> \verbatim
235*> IWORK is INTEGER array, dimension (3*N)
236*> \endverbatim
237*>
238*> \param[out] INFO
239*> \verbatim
240*> INFO is INTEGER
241*> = 0: successful exit.
242*> < 0: if INFO = -i, the i-th argument had an illegal value.
243*> \endverbatim
244*
245* Authors:
246* ========
247*
248*> \author Univ. of Tennessee
249*> \author Univ. of California Berkeley
250*> \author Univ. of Colorado Denver
251*> \author NAG Ltd.
252*
253*> \ingroup lalsa
254*
255*> \par Contributors:
256* ==================
257*>
258*> Ming Gu and Ren-Cang Li, Computer Science Division, University of
259*> California at Berkeley, USA \n
260*> Osni Marques, LBNL/NERSC, USA \n
261*
262* =====================================================================
263 SUBROUTINE dlalsa( ICOMPQ, SMLSIZ, N, NRHS, B, LDB, BX, LDBX, U,
264 $ LDU, VT, K, DIFL, DIFR, Z, POLES, GIVPTR,
265 $ GIVCOL, LDGCOL, PERM, GIVNUM, C, S, WORK,
266 $ IWORK, INFO )
267*
268* -- LAPACK computational routine --
269* -- LAPACK is a software package provided by Univ. of Tennessee, --
270* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
271*
272* .. Scalar Arguments ..
273 INTEGER ICOMPQ, INFO, LDB, LDBX, LDGCOL, LDU, N, NRHS,
274 $ SMLSIZ
275* ..
276* .. Array Arguments ..
277 INTEGER GIVCOL( LDGCOL, * ), GIVPTR( * ), IWORK( * ),
278 $ K( * ), PERM( LDGCOL, * )
279 DOUBLE PRECISION B( LDB, * ), BX( LDBX, * ), C( * ),
280 $ difl( ldu, * ), difr( ldu, * ),
281 $ givnum( ldu, * ), poles( ldu, * ), s( * ),
282 $ u( ldu, * ), vt( ldu, * ), work( * ),
283 $ z( ldu, * )
284* ..
285*
286* =====================================================================
287*
288* .. Parameters ..
289 DOUBLE PRECISION ZERO, ONE
290 PARAMETER ( ZERO = 0.0d0, one = 1.0d0 )
291* ..
292* .. Local Scalars ..
293 INTEGER I, I1, IC, IM1, INODE, J, LF, LL, LVL, LVL2,
294 $ ND, NDB1, NDIML, NDIMR, NL, NLF, NLP1, NLVL,
295 $ NR, NRF, NRP1, SQRE
296* ..
297* .. External Subroutines ..
298 EXTERNAL dcopy, dgemm, dlals0, dlasdt, xerbla
299* ..
300* .. Executable Statements ..
301*
302* Test the input parameters.
303*
304 info = 0
305*
306 IF( ( icompq.LT.0 ) .OR. ( icompq.GT.1 ) ) THEN
307 info = -1
308 ELSE IF( smlsiz.LT.3 ) THEN
309 info = -2
310 ELSE IF( n.LT.smlsiz ) THEN
311 info = -3
312 ELSE IF( nrhs.LT.1 ) THEN
313 info = -4
314 ELSE IF( ldb.LT.n ) THEN
315 info = -6
316 ELSE IF( ldbx.LT.n ) THEN
317 info = -8
318 ELSE IF( ldu.LT.n ) THEN
319 info = -10
320 ELSE IF( ldgcol.LT.n ) THEN
321 info = -19
322 END IF
323 IF( info.NE.0 ) THEN
324 CALL xerbla( 'DLALSA', -info )
325 RETURN
326 END IF
327*
328* Book-keeping and setting up the computation tree.
329*
330 inode = 1
331 ndiml = inode + n
332 ndimr = ndiml + n
333*
334 CALL dlasdt( n, nlvl, nd, iwork( inode ), iwork( ndiml ),
335 $ iwork( ndimr ), smlsiz )
336*
337* The following code applies back the left singular vector factors.
338* For applying back the right singular vector factors, go to 50.
339*
340 IF( icompq.EQ.1 ) THEN
341 GO TO 50
342 END IF
343*
344* The nodes on the bottom level of the tree were solved
345* by DLASDQ. The corresponding left and right singular vector
346* matrices are in explicit form. First apply back the left
347* singular vector matrices.
348*
349 ndb1 = ( nd+1 ) / 2
350 DO 10 i = ndb1, nd
351*
352* IC : center row of each node
353* NL : number of rows of left subproblem
354* NR : number of rows of right subproblem
355* NLF: starting row of the left subproblem
356* NRF: starting row of the right subproblem
357*
358 i1 = i - 1
359 ic = iwork( inode+i1 )
360 nl = iwork( ndiml+i1 )
361 nr = iwork( ndimr+i1 )
362 nlf = ic - nl
363 nrf = ic + 1
364 CALL dgemm( 'T', 'N', nl, nrhs, nl, one, u( nlf, 1 ), ldu,
365 $ b( nlf, 1 ), ldb, zero, bx( nlf, 1 ), ldbx )
366 CALL dgemm( 'T', 'N', nr, nrhs, nr, one, u( nrf, 1 ), ldu,
367 $ b( nrf, 1 ), ldb, zero, bx( nrf, 1 ), ldbx )
368 10 CONTINUE
369*
370* Next copy the rows of B that correspond to unchanged rows
371* in the bidiagonal matrix to BX.
372*
373 DO 20 i = 1, nd
374 ic = iwork( inode+i-1 )
375 CALL dcopy( nrhs, b( ic, 1 ), ldb, bx( ic, 1 ), ldbx )
376 20 CONTINUE
377*
378* Finally go through the left singular vector matrices of all
379* the other subproblems bottom-up on the tree.
380*
381 j = 2**nlvl
382 sqre = 0
383*
384 DO 40 lvl = nlvl, 1, -1
385 lvl2 = 2*lvl - 1
386*
387* find the first node LF and last node LL on
388* the current level LVL
389*
390 IF( lvl.EQ.1 ) THEN
391 lf = 1
392 ll = 1
393 ELSE
394 lf = 2**( lvl-1 )
395 ll = 2*lf - 1
396 END IF
397 DO 30 i = lf, ll
398 im1 = i - 1
399 ic = iwork( inode+im1 )
400 nl = iwork( ndiml+im1 )
401 nr = iwork( ndimr+im1 )
402 nlf = ic - nl
403 nrf = ic + 1
404 j = j - 1
405 CALL dlals0( icompq, nl, nr, sqre, nrhs, bx( nlf, 1 ), ldbx,
406 $ b( nlf, 1 ), ldb, perm( nlf, lvl ),
407 $ givptr( j ), givcol( nlf, lvl2 ), ldgcol,
408 $ givnum( nlf, lvl2 ), ldu, poles( nlf, lvl2 ),
409 $ difl( nlf, lvl ), difr( nlf, lvl2 ),
410 $ z( nlf, lvl ), k( j ), c( j ), s( j ), work,
411 $ info )
412 30 CONTINUE
413 40 CONTINUE
414 GO TO 90
415*
416* ICOMPQ = 1: applying back the right singular vector factors.
417*
418 50 CONTINUE
419*
420* First now go through the right singular vector matrices of all
421* the tree nodes top-down.
422*
423 j = 0
424 DO 70 lvl = 1, nlvl
425 lvl2 = 2*lvl - 1
426*
427* Find the first node LF and last node LL on
428* the current level LVL.
429*
430 IF( lvl.EQ.1 ) THEN
431 lf = 1
432 ll = 1
433 ELSE
434 lf = 2**( lvl-1 )
435 ll = 2*lf - 1
436 END IF
437 DO 60 i = ll, lf, -1
438 im1 = i - 1
439 ic = iwork( inode+im1 )
440 nl = iwork( ndiml+im1 )
441 nr = iwork( ndimr+im1 )
442 nlf = ic - nl
443 nrf = ic + 1
444 IF( i.EQ.ll ) THEN
445 sqre = 0
446 ELSE
447 sqre = 1
448 END IF
449 j = j + 1
450 CALL dlals0( icompq, nl, nr, sqre, nrhs, b( nlf, 1 ), ldb,
451 $ bx( nlf, 1 ), ldbx, perm( nlf, lvl ),
452 $ givptr( j ), givcol( nlf, lvl2 ), ldgcol,
453 $ givnum( nlf, lvl2 ), ldu, poles( nlf, lvl2 ),
454 $ difl( nlf, lvl ), difr( nlf, lvl2 ),
455 $ z( nlf, lvl ), k( j ), c( j ), s( j ), work,
456 $ info )
457 60 CONTINUE
458 70 CONTINUE
459*
460* The nodes on the bottom level of the tree were solved
461* by DLASDQ. The corresponding right singular vector
462* matrices are in explicit form. Apply them back.
463*
464 ndb1 = ( nd+1 ) / 2
465 DO 80 i = ndb1, nd
466 i1 = i - 1
467 ic = iwork( inode+i1 )
468 nl = iwork( ndiml+i1 )
469 nr = iwork( ndimr+i1 )
470 nlp1 = nl + 1
471 IF( i.EQ.nd ) THEN
472 nrp1 = nr
473 ELSE
474 nrp1 = nr + 1
475 END IF
476 nlf = ic - nl
477 nrf = ic + 1
478 CALL dgemm( 'T', 'N', nlp1, nrhs, nlp1, one, vt( nlf, 1 ), ldu,
479 $ b( nlf, 1 ), ldb, zero, bx( nlf, 1 ), ldbx )
480 CALL dgemm( 'T', 'N', nrp1, nrhs, nrp1, one, vt( nrf, 1 ), ldu,
481 $ b( nrf, 1 ), ldb, zero, bx( nrf, 1 ), ldbx )
482 80 CONTINUE
483*
484 90 CONTINUE
485*
486 RETURN
487*
488* End of DLALSA
489*
490 END
xerbla
subroutine xerbla(srname, info)
Definition cblat2.f:3285
dcopy
subroutine dcopy(n, dx, incx, dy, incy)
DCOPY
Definition dcopy.f:82
dgemm
subroutine dgemm(transa, transb, m, n, k, alpha, a, lda, b, ldb, beta, c, ldc)
DGEMM
Definition dgemm.f:188
dlals0
subroutine dlals0(icompq, nl, nr, sqre, nrhs, b, ldb, bx, ldbx, perm, givptr, givcol, ldgcol, givnum, ldgnum, poles, difl, difr, z, k, c, s, work, info)
DLALS0 applies back multiplying factors in solving the least squares problem using divide and conquer...
Definition dlals0.f:268
dlalsa
subroutine dlalsa(icompq, smlsiz, n, nrhs, b, ldb, bx, ldbx, u, ldu, vt, k, difl, difr, z, poles, givptr, givcol, ldgcol, perm, givnum, c, s, work, iwork, info)
DLALSA computes the SVD of the coefficient matrix in compact form. Used by sgelsd.
Definition dlalsa.f:267
dlasdt
subroutine dlasdt(n, lvl, nd, inode, ndiml, ndimr, msub)
DLASDT creates a tree of subproblems for bidiagonal divide and conquer. Used by sbdsdc.
Definition dlasdt.f:105