*> \brief \b ZGEJSV * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download ZGEJSV + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE ZGEJSV( JOBA, JOBU, JOBV, JOBR, JOBT, JOBP, * M, N, A, LDA, SVA, U, LDU, V, LDV, * CWORK, LWORK, RWORK, LRWORK, IWORK, INFO ) * * .. Scalar Arguments .. * IMPLICIT NONE * INTEGER INFO, LDA, LDU, LDV, LWORK, M, N * .. * .. Array Arguments .. * COMPLEX*16 A( LDA, * ), U( LDU, * ), V( LDV, * ), CWORK( LWORK ) * DOUBLE PRECISION SVA( N ), RWORK( LRWORK ) * INTEGER IWORK( * ) * CHARACTER*1 JOBA, JOBP, JOBR, JOBT, JOBU, JOBV * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> ZGEJSV computes the singular value decomposition (SVD) of a complex M-by-N *> matrix [A], where M >= N. The SVD of [A] is written as *> *> [A] = [U] * [SIGMA] * [V]^*, *> *> where [SIGMA] is an N-by-N (M-by-N) matrix which is zero except for its N *> diagonal elements, [U] is an M-by-N (or M-by-M) unitary matrix, and *> [V] is an N-by-N unitary matrix. The diagonal elements of [SIGMA] are *> the singular values of [A]. The columns of [U] and [V] are the left and *> the right singular vectors of [A], respectively. The matrices [U] and [V] *> are computed and stored in the arrays U and V, respectively. The diagonal *> of [SIGMA] is computed and stored in the array SVA. *> \endverbatim *> *> Arguments: *> ========== *> *> \param[in] JOBA *> \verbatim *> JOBA is CHARACTER*1 *> Specifies the level of accuracy: *> = 'C': This option works well (high relative accuracy) if A = B * D, *> with well-conditioned B and arbitrary diagonal matrix D. *> The accuracy cannot be spoiled by COLUMN scaling. The *> accuracy of the computed output depends on the condition of *> B, and the procedure aims at the best theoretical accuracy. *> The relative error max_{i=1:N}|d sigma_i| / sigma_i is *> bounded by f(M,N)*epsilon* cond(B), independent of D. *> The input matrix is preprocessed with the QRF with column *> pivoting. This initial preprocessing and preconditioning by *> a rank revealing QR factorization is common for all values of *> JOBA. Additional actions are specified as follows: *> = 'E': Computation as with 'C' with an additional estimate of the *> condition number of B. It provides a realistic error bound. *> = 'F': If A = D1 * C * D2 with ill-conditioned diagonal scalings *> D1, D2, and well-conditioned matrix C, this option gives *> higher accuracy than the 'C' option. If the structure of the *> input matrix is not known, and relative accuracy is *> desirable, then this option is advisable. The input matrix A *> is preprocessed with QR factorization with FULL (row and *> column) pivoting. *> = 'G' Computation as with 'F' with an additional estimate of the *> condition number of B, where A=B*D. If A has heavily weighted *> rows, then using this condition number gives too pessimistic *> error bound. *> = 'A': Small singular values are not well determined by the data *> and are considered as noisy; the matrix is treated as *> numerically rank defficient. The error in the computed *> singular values is bounded by f(m,n)*epsilon*||A||. *> The computed SVD A = U * S * V^* restores A up to *> f(m,n)*epsilon*||A||. *> This gives the procedure the licence to discard (set to zero) *> all singular values below N*epsilon*||A||. *> = 'R': Similar as in 'A'. Rank revealing property of the initial *> QR factorization is used do reveal (using triangular factor) *> a gap sigma_{r+1} < epsilon * sigma_r in which case the *> numerical RANK is declared to be r. The SVD is computed with *> absolute error bounds, but more accurately than with 'A'. *> \endverbatim *> *> \param[in] JOBU *> \verbatim *> JOBU is CHARACTER*1 *> Specifies whether to compute the columns of U: *> = 'U': N columns of U are returned in the array U. *> = 'F': full set of M left sing. vectors is returned in the array U. *> = 'W': U may be used as workspace of length M*N. See the description *> of U. *> = 'N': U is not computed. *> \endverbatim *> *> \param[in] JOBV *> \verbatim *> JOBV is CHARACTER*1 *> Specifies whether to compute the matrix V: *> = 'V': N columns of V are returned in the array V; Jacobi rotations *> are not explicitly accumulated. *> = 'J': N columns of V are returned in the array V, but they are *> computed as the product of Jacobi rotations, if JOBT .EQ. 'N'. *> = 'W': V may be used as workspace of length N*N. See the description *> of V. *> = 'N': V is not computed. *> \endverbatim *> *> \param[in] JOBR *> \verbatim *> JOBR is CHARACTER*1 *> Specifies the RANGE for the singular values. Issues the licence to *> set to zero small positive singular values if they are outside *> specified range. If A .NE. 0 is scaled so that the largest singular *> value of c*A is around SQRT(BIG), BIG=DLAMCH('O'), then JOBR issues *> the licence to kill columns of A whose norm in c*A is less than *> SQRT(SFMIN) (for JOBR.EQ.'R'), or less than SMALL=SFMIN/EPSLN, *> where SFMIN=DLAMCH('S'), EPSLN=DLAMCH('E'). *> = 'N': Do not kill small columns of c*A. This option assumes that *> BLAS and QR factorizations and triangular solvers are *> implemented to work in that range. If the condition of A *> is greater than BIG, use ZGESVJ. *> = 'R': RESTRICTED range for sigma(c*A) is [SQRT(SFMIN), SQRT(BIG)] *> (roughly, as described above). This option is recommended. *> =========================== *> For computing the singular values in the FULL range [SFMIN,BIG] *> use ZGESVJ. *> \endverbatim *> *> \param[in] JOBT *> \verbatim *> JOBT is CHARACTER*1 *> If the matrix is square then the procedure may determine to use *> transposed A if A^* seems to be better with respect to convergence. *> If the matrix is not square, JOBT is ignored. *> The decision is based on two values of entropy over the adjoint *> orbit of A^* * A. See the descriptions of WORK(6) and WORK(7). *> = 'T': transpose if entropy test indicates possibly faster *> convergence of Jacobi process if A^* is taken as input. If A is *> replaced with A^*, then the row pivoting is included automatically. *> = 'N': do not speculate. *> The option 'T' can be used to compute only the singular values, or *> the full SVD (U, SIGMA and V). For only one set of singular vectors *> (U or V), the caller should provide both U and V, as one of the *> matrices is used as workspace if the matrix A is transposed. *> The implementer can easily remove this constraint and make the *> code more complicated. See the descriptions of U and V. *> In general, this option is considered experimental, and 'N'; should *> be preferred. This is subject to changes in the future. *> \endverbatim *> *> \param[in] JOBP *> \verbatim *> JOBP is CHARACTER*1 *> Issues the licence to introduce structured perturbations to drown *> denormalized numbers. This licence should be active if the *> denormals are poorly implemented, causing slow computation, *> especially in cases of fast convergence (!). For details see [1,2]. *> For the sake of simplicity, this perturbations are included only *> when the full SVD or only the singular values are requested. The *> implementer/user can easily add the perturbation for the cases of *> computing one set of singular vectors. *> = 'P': introduce perturbation *> = 'N': do not perturb *> \endverbatim *> *> \param[in] M *> \verbatim *> M is INTEGER *> The number of rows of the input matrix A. M >= 0. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The number of columns of the input matrix A. M >= N >= 0. *> \endverbatim *> *> \param[in,out] A *> \verbatim *> A is COMPLEX*16 array, dimension (LDA,N) *> On entry, the M-by-N matrix A. *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,M). *> \endverbatim *> *> \param[out] SVA *> \verbatim *> SVA is DOUBLE PRECISION array, dimension (N) *> On exit, *> - For WORK(1)/WORK(2) = ONE: The singular values of A. During the *> computation SVA contains Euclidean column norms of the *> iterated matrices in the array A. *> - For WORK(1) .NE. WORK(2): The singular values of A are *> (WORK(1)/WORK(2)) * SVA(1:N). This factored form is used if *> sigma_max(A) overflows or if small singular values have been *> saved from underflow by scaling the input matrix A. *> - If JOBR='R' then some of the singular values may be returned *> as exact zeros obtained by "set to zero" because they are *> below the numerical rank threshold or are denormalized numbers. *> \endverbatim *> *> \param[out] U *> \verbatim *> U is COMPLEX*16 array, dimension ( LDU, N ) *> If JOBU = 'U', then U contains on exit the M-by-N matrix of *> the left singular vectors. *> If JOBU = 'F', then U contains on exit the M-by-M matrix of *> the left singular vectors, including an ONB *> of the orthogonal complement of the Range(A). *> If JOBU = 'W' .AND. (JOBV.EQ.'V' .AND. JOBT.EQ.'T' .AND. M.EQ.N), *> then U is used as workspace if the procedure *> replaces A with A^*. In that case, [V] is computed *> in U as left singular vectors of A^* and then *> copied back to the V array. This 'W' option is just *> a reminder to the caller that in this case U is *> reserved as workspace of length N*N. *> If JOBU = 'N' U is not referenced, unless JOBT='T'. *> \endverbatim *> *> \param[in] LDU *> \verbatim *> LDU is INTEGER *> The leading dimension of the array U, LDU >= 1. *> IF JOBU = 'U' or 'F' or 'W', then LDU >= M. *> \endverbatim *> *> \param[out] V *> \verbatim *> V is COMPLEX*16 array, dimension ( LDV, N ) *> If JOBV = 'V', 'J' then V contains on exit the N-by-N matrix of *> the right singular vectors; *> If JOBV = 'W', AND (JOBU.EQ.'U' AND JOBT.EQ.'T' AND M.EQ.N), *> then V is used as workspace if the pprocedure *> replaces A with A^*. In that case, [U] is computed *> in V as right singular vectors of A^* and then *> copied back to the U array. This 'W' option is just *> a reminder to the caller that in this case V is *> reserved as workspace of length N*N. *> If JOBV = 'N' V is not referenced, unless JOBT='T'. *> \endverbatim *> *> \param[in] LDV *> \verbatim *> LDV is INTEGER *> The leading dimension of the array V, LDV >= 1. *> If JOBV = 'V' or 'J' or 'W', then LDV >= N. *> \endverbatim *> *> \param[out] CWORK *> \verbatim *> CWORK is COMPLEX*16 array, dimension (MAX(2,LWORK)) *> If the call to ZGEJSV is a workspace query (indicated by LWORK=-1 or *> LRWORK=-1), then on exit CWORK(1) contains the required length of *> CWORK for the job parameters used in the call. *> \endverbatim *> *> \param[in] LWORK *> \verbatim *> LWORK is INTEGER *> Length of CWORK to confirm proper allocation of workspace. *> LWORK depends on the job: *> *> 1. If only SIGMA is needed ( JOBU.EQ.'N', JOBV.EQ.'N' ) and *> 1.1 .. no scaled condition estimate required (JOBA.NE.'E'.AND.JOBA.NE.'G'): *> LWORK >= 2*N+1. This is the minimal requirement. *> ->> For optimal performance (blocked code) the optimal value *> is LWORK >= N + (N+1)*NB. Here NB is the optimal *> block size for ZGEQP3 and ZGEQRF. *> In general, optimal LWORK is computed as *> LWORK >= max(N+LWORK(ZGEQP3),N+LWORK(ZGEQRF), LWORK(ZGESVJ)). *> 1.2. .. an estimate of the scaled condition number of A is *> required (JOBA='E', or 'G'). In this case, LWORK the minimal *> requirement is LWORK >= N*N + 2*N. *> ->> For optimal performance (blocked code) the optimal value *> is LWORK >= max(N+(N+1)*NB, N*N+2*N)=N**2+2*N. *> In general, the optimal length LWORK is computed as *> LWORK >= max(N+LWORK(ZGEQP3),N+LWORK(ZGEQRF), LWORK(ZGESVJ), *> N*N+LWORK(ZPOCON)). *> 2. If SIGMA and the right singular vectors are needed (JOBV.EQ.'V'), *> (JOBU.EQ.'N') *> 2.1 .. no scaled condition estimate requested (JOBE.EQ.'N'): *> -> the minimal requirement is LWORK >= 3*N. *> -> For optimal performance, *> LWORK >= max(N+(N+1)*NB, 2*N+N*NB)=2*N+N*NB, *> where NB is the optimal block size for ZGEQP3, ZGEQRF, ZGELQ, *> ZUNMLQ. In general, the optimal length LWORK is computed as *> LWORK >= max(N+LWORK(ZGEQP3), N+LWORK(ZGESVJ), *> N+LWORK(ZGELQF), 2*N+LWORK(ZGEQRF), N+LWORK(ZUNMLQ)). *> 2.2 .. an estimate of the scaled condition number of A is *> required (JOBA='E', or 'G'). *> -> the minimal requirement is LWORK >= 3*N. *> -> For optimal performance, *> LWORK >= max(N+(N+1)*NB, 2*N,2*N+N*NB)=2*N+N*NB, *> where NB is the optimal block size for ZGEQP3, ZGEQRF, ZGELQ, *> ZUNMLQ. In general, the optimal length LWORK is computed as *> LWORK >= max(N+LWORK(ZGEQP3), LWORK(ZPOCON), N+LWORK(ZGESVJ), *> N+LWORK(ZGELQF), 2*N+LWORK(ZGEQRF), N+LWORK(ZUNMLQ)). *> 3. If SIGMA and the left singular vectors are needed *> 3.1 .. no scaled condition estimate requested (JOBE.EQ.'N'): *> -> the minimal requirement is LWORK >= 3*N. *> -> For optimal performance: *> if JOBU.EQ.'U' :: LWORK >= max(3*N, N+(N+1)*NB, 2*N+N*NB)=2*N+N*NB, *> where NB is the optimal block size for ZGEQP3, ZGEQRF, ZUNMQR. *> In general, the optimal length LWORK is computed as *> LWORK >= max(N+LWORK(ZGEQP3), 2*N+LWORK(ZGEQRF), N+LWORK(ZUNMQR)). *> 3.2 .. an estimate of the scaled condition number of A is *> required (JOBA='E', or 'G'). *> -> the minimal requirement is LWORK >= 3*N. *> -> For optimal performance: *> if JOBU.EQ.'U' :: LWORK >= max(3*N, N+(N+1)*NB, 2*N+N*NB)=2*N+N*NB, *> where NB is the optimal block size for ZGEQP3, ZGEQRF, ZUNMQR. *> In general, the optimal length LWORK is computed as *> LWORK >= max(N+LWORK(ZGEQP3),N+LWORK(ZPOCON), *> 2*N+LWORK(ZGEQRF), N+LWORK(ZUNMQR)). *> 4. If the full SVD is needed: (JOBU.EQ.'U' or JOBU.EQ.'F') and *> 4.1. if JOBV.EQ.'V' *> the minimal requirement is LWORK >= 5*N+2*N*N. *> 4.2. if JOBV.EQ.'J' the minimal requirement is *> LWORK >= 4*N+N*N. *> In both cases, the allocated CWORK can accommodate blocked runs *> of ZGEQP3, ZGEQRF, ZGELQF, SUNMQR, ZUNMLQ. *> *> If the call to ZGEJSV is a workspace query (indicated by LWORK=-1 or *> LRWORK=-1), then on exit CWORK(1) contains the optimal and CWORK(2) contains the *> minimal length of CWORK for the job parameters used in the call. *> \endverbatim *> *> \param[out] RWORK *> \verbatim *> RWORK is DOUBLE PRECISION array, dimension (MAX(7,LWORK)) *> On exit, *> RWORK(1) = Determines the scaling factor SCALE = RWORK(2) / RWORK(1) *> such that SCALE*SVA(1:N) are the computed singular values *> of A. (See the description of SVA().) *> RWORK(2) = See the description of RWORK(1). *> RWORK(3) = SCONDA is an estimate for the condition number of *> column equilibrated A. (If JOBA .EQ. 'E' or 'G') *> SCONDA is an estimate of SQRT(||(R^* * R)^(-1)||_1). *> It is computed using SPOCON. It holds *> N^(-1/4) * SCONDA <= ||R^(-1)||_2 <= N^(1/4) * SCONDA *> where R is the triangular factor from the QRF of A. *> However, if R is truncated and the numerical rank is *> determined to be strictly smaller than N, SCONDA is *> returned as -1, thus indicating that the smallest *> singular values might be lost. *> *> If full SVD is needed, the following two condition numbers are *> useful for the analysis of the algorithm. They are provied for *> a developer/implementer who is familiar with the details of *> the method. *> *> RWORK(4) = an estimate of the scaled condition number of the *> triangular factor in the first QR factorization. *> RWORK(5) = an estimate of the scaled condition number of the *> triangular factor in the second QR factorization. *> The following two parameters are computed if JOBT .EQ. 'T'. *> They are provided for a developer/implementer who is familiar *> with the details of the method. *> RWORK(6) = the entropy of A^* * A :: this is the Shannon entropy *> of diag(A^* * A) / Trace(A^* * A) taken as point in the *> probability simplex. *> RWORK(7) = the entropy of A * A^*. (See the description of RWORK(6).) *> If the call to ZGEJSV is a workspace query (indicated by LWORK=-1 or *> LRWORK=-1), then on exit RWORK(1) contains the required length of *> RWORK for the job parameters used in the call. *> \endverbatim *> *> \param[in] LRWORK *> \verbatim *> LRWORK is INTEGER *> Length of RWORK to confirm proper allocation of workspace. *> LRWORK depends on the job: *> *> 1. If only the singular values are requested i.e. if *> LSAME(JOBU,'N') .AND. LSAME(JOBV,'N') *> then: *> 1.1. If LSAME(JOBT,'T') .OR. LSAME(JOBA,'F') .OR. LSAME(JOBA,'G'), *> then: LRWORK = max( 7, 2 * M ). *> 1.2. Otherwise, LRWORK = max( 7, N ). *> 2. If singular values with the right singular vectors are requested *> i.e. if *> (LSAME(JOBV,'V').OR.LSAME(JOBV,'J')) .AND. *> .NOT.(LSAME(JOBU,'U').OR.LSAME(JOBU,'F')) *> then: *> 2.1. If LSAME(JOBT,'T') .OR. LSAME(JOBA,'F') .OR. LSAME(JOBA,'G'), *> then LRWORK = max( 7, 2 * M ). *> 2.2. Otherwise, LRWORK = max( 7, N ). *> 3. If singular values with the left singular vectors are requested, i.e. if *> (LSAME(JOBU,'U').OR.LSAME(JOBU,'F')) .AND. *> .NOT.(LSAME(JOBV,'V').OR.LSAME(JOBV,'J')) *> then: *> 3.1. If LSAME(JOBT,'T') .OR. LSAME(JOBA,'F') .OR. LSAME(JOBA,'G'), *> then LRWORK = max( 7, 2 * M ). *> 3.2. Otherwise, LRWORK = max( 7, N ). *> 4. If singular values with both the left and the right singular vectors *> are requested, i.e. if *> (LSAME(JOBU,'U').OR.LSAME(JOBU,'F')) .AND. *> (LSAME(JOBV,'V').OR.LSAME(JOBV,'J')) *> then: *> 4.1. If LSAME(JOBT,'T') .OR. LSAME(JOBA,'F') .OR. LSAME(JOBA,'G'), *> then LRWORK = max( 7, 2 * M ). *> 4.2. Otherwise, LRWORK = max( 7, N ). *> *> If, on entry, LRWORK = -1 or LWORK=-1, a workspace query is assumed and *> the length of RWORK is returned in RWORK(1). *> \endverbatim *> *> \param[out] IWORK *> \verbatim *> IWORK is INTEGER array, of dimension at least 4, that further depends *> on the job: *> *> 1. If only the singular values are requested then: *> If ( LSAME(JOBT,'T') .OR. LSAME(JOBA,'F') .OR. LSAME(JOBA,'G') ) *> then the length of IWORK is N+M; otherwise the length of IWORK is N. *> 2. If the singular values and the right singular vectors are requested then: *> If ( LSAME(JOBT,'T') .OR. LSAME(JOBA,'F') .OR. LSAME(JOBA,'G') ) *> then the length of IWORK is N+M; otherwise the length of IWORK is N. *> 3. If the singular values and the left singular vectors are requested then: *> If ( LSAME(JOBT,'T') .OR. LSAME(JOBA,'F') .OR. LSAME(JOBA,'G') ) *> then the length of IWORK is N+M; otherwise the length of IWORK is N. *> 4. If the singular values with both the left and the right singular vectors *> are requested, then: *> 4.1. If LSAME(JOBV,'J') the length of IWORK is determined as follows: *> If ( LSAME(JOBT,'T') .OR. LSAME(JOBA,'F') .OR. LSAME(JOBA,'G') ) *> then the length of IWORK is N+M; otherwise the length of IWORK is N. *> 4.2. If LSAME(JOBV,'V') the length of IWORK is determined as follows: *> If ( LSAME(JOBT,'T') .OR. LSAME(JOBA,'F') .OR. LSAME(JOBA,'G') ) *> then the length of IWORK is 2*N+M; otherwise the length of IWORK is 2*N. *> *> On exit, *> IWORK(1) = the numerical rank determined after the initial *> QR factorization with pivoting. See the descriptions *> of JOBA and JOBR. *> IWORK(2) = the number of the computed nonzero singular values *> IWORK(3) = if nonzero, a warning message: *> If IWORK(3).EQ.1 then some of the column norms of A *> were denormalized floats. The requested high accuracy *> is not warranted by the data. *> IWORK(4) = 1 or -1. If IWORK(4) .EQ. 1, then the procedure used A^* to *> do the job as specified by the JOB parameters. *> If the call to ZGEJSV is a workspace query (indicated by LWORK .EQ. -1 or *> LRWORK .EQ. -1), then on exit IWORK(1) contains the required length of *> IWORK for the job parameters used in the call. *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> < 0 : if INFO = -i, then the i-th argument had an illegal value. *> = 0 : successful exit; *> > 0 : ZGEJSV did not converge in the maximal allowed number *> of sweeps. The computed values may be inaccurate. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date June 2016 * *> \ingroup complex16GEsing * *> \par Further Details: * ===================== *> *> \verbatim *> *> ZGEJSV implements a preconditioned Jacobi SVD algorithm. It uses ZGEQP3, *> ZGEQRF, and ZGELQF as preprocessors and preconditioners. Optionally, an *> additional row pivoting can be used as a preprocessor, which in some *> cases results in much higher accuracy. An example is matrix A with the *> structure A = D1 * C * D2, where D1, D2 are arbitrarily ill-conditioned *> diagonal matrices and C is well-conditioned matrix. In that case, complete *> pivoting in the first QR factorizations provides accuracy dependent on the *> condition number of C, and independent of D1, D2. Such higher accuracy is *> not completely understood theoretically, but it works well in practice. *> Further, if A can be written as A = B*D, with well-conditioned B and some *> diagonal D, then the high accuracy is guaranteed, both theoretically and *> in software, independent of D. For more details see [1], [2]. *> The computational range for the singular values can be the full range *> ( UNDERFLOW,OVERFLOW ), provided that the machine arithmetic and the BLAS *> & LAPACK routines called by ZGEJSV are implemented to work in that range. *> If that is not the case, then the restriction for safe computation with *> the singular values in the range of normalized IEEE numbers is that the *> spectral condition number kappa(A)=sigma_max(A)/sigma_min(A) does not *> overflow. This code (ZGEJSV) is best used in this restricted range, *> meaning that singular values of magnitude below ||A||_2 / DLAMCH('O') are *> returned as zeros. See JOBR for details on this. *> Further, this implementation is somewhat slower than the one described *> in [1,2] due to replacement of some non-LAPACK components, and because *> the choice of some tuning parameters in the iterative part (ZGESVJ) is *> left to the implementer on a particular machine. *> The rank revealing QR factorization (in this code: ZGEQP3) should be *> implemented as in [3]. We have a new version of ZGEQP3 under development *> that is more robust than the current one in LAPACK, with a cleaner cut in *> rank deficient cases. It will be available in the SIGMA library [4]. *> If M is much larger than N, it is obvious that the initial QRF with *> column pivoting can be preprocessed by the QRF without pivoting. That *> well known trick is not used in ZGEJSV because in some cases heavy row *> weighting can be treated with complete pivoting. The overhead in cases *> M much larger than N is then only due to pivoting, but the benefits in *> terms of accuracy have prevailed. The implementer/user can incorporate *> this extra QRF step easily. The implementer can also improve data movement *> (matrix transpose, matrix copy, matrix transposed copy) - this *> implementation of ZGEJSV uses only the simplest, naive data movement. *> \endverbatim * *> \par Contributor: * ================== *> *> Zlatko Drmac, Department of Mathematics, Faculty of Science, *> University of Zagreb (Zagreb, Croatia); drmac@math.hr * *> \par References: * ================ *> *> \verbatim *> *> [1] Z. Drmac and K. Veselic: New fast and accurate Jacobi SVD algorithm I. *> SIAM J. Matrix Anal. Appl. Vol. 35, No. 2 (2008), pp. 1322-1342. *> LAPACK Working note 169. *> [2] Z. Drmac and K. Veselic: New fast and accurate Jacobi SVD algorithm II. *> SIAM J. Matrix Anal. Appl. Vol. 35, No. 2 (2008), pp. 1343-1362. *> LAPACK Working note 170. *> [3] Z. Drmac and Z. Bujanovic: On the failure of rank-revealing QR *> factorization software - a case study. *> ACM Trans. Math. Softw. Vol. 35, No 2 (2008), pp. 1-28. *> LAPACK Working note 176. *> [4] Z. Drmac: SIGMA - mathematical software library for accurate SVD, PSV, *> QSVD, (H,K)-SVD computations. *> Department of Mathematics, University of Zagreb, 2008, 2016. *> \endverbatim * *> \par Bugs, examples and comments: * ================================= *> *> Please report all bugs and send interesting examples and/or comments to *> drmac@math.hr. Thank you. *> * ===================================================================== SUBROUTINE ZGEJSV( JOBA, JOBU, JOBV, JOBR, JOBT, JOBP, $ M, N, A, LDA, SVA, U, LDU, V, LDV, $ CWORK, LWORK, RWORK, LRWORK, IWORK, INFO ) * * -- LAPACK computational routine (version 3.7.1) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * June 2017 * * .. Scalar Arguments .. IMPLICIT NONE INTEGER INFO, LDA, LDU, LDV, LWORK, LRWORK, M, N * .. * .. Array Arguments .. COMPLEX*16 A( LDA, * ), U( LDU, * ), V( LDV, * ), $ CWORK( LWORK ) DOUBLE PRECISION SVA( N ), RWORK( LRWORK ) INTEGER IWORK( * ) CHARACTER*1 JOBA, JOBP, JOBR, JOBT, JOBU, JOBV * .. * * =========================================================================== * * .. Local Parameters .. DOUBLE PRECISION ZERO, ONE PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 ) COMPLEX*16 CZERO, CONE PARAMETER ( CZERO = ( 0.0D0, 0.0D0 ), CONE = ( 1.0D0, 0.0D0 ) ) * .. * .. Local Scalars .. COMPLEX*16 CTEMP DOUBLE PRECISION AAPP, AAQQ, AATMAX, AATMIN, BIG, BIG1, $ COND_OK, CONDR1, CONDR2, ENTRA, ENTRAT, EPSLN, $ MAXPRJ, SCALEM, SCONDA, SFMIN, SMALL, TEMP1, $ USCAL1, USCAL2, XSC INTEGER IERR, N1, NR, NUMRANK, p, q, WARNING LOGICAL ALMORT, DEFR, ERREST, GOSCAL, JRACC, KILL, LQUERY, $ LSVEC, L2ABER, L2KILL, L2PERT, L2RANK, L2TRAN, NOSCAL, $ ROWPIV, RSVEC, TRANSP * INTEGER OPTWRK, MINWRK, MINRWRK, MINIWRK INTEGER LWCON, LWLQF, LWQP3, LWQRF, LWUNMLQ, LWUNMQR, LWUNMQRM, $ LWSVDJ, LWSVDJV, LRWQP3, LRWCON, LRWSVDJ, IWOFF INTEGER LWRK_ZGELQF, LWRK_ZGEQP3, LWRK_ZGEQP3N, LWRK_ZGEQRF, $ LWRK_ZGESVJ, LWRK_ZGESVJV, LWRK_ZGESVJU, LWRK_ZUNMLQ, $ LWRK_ZUNMQR, LWRK_ZUNMQRM * .. * .. Local Arrays COMPLEX*16 CDUMMY(1) DOUBLE PRECISION RDUMMY(1) * * .. Intrinsic Functions .. INTRINSIC ABS, DCMPLX, CONJG, DLOG, MAX, MIN, DBLE, NINT, SQRT * .. * .. External Functions .. DOUBLE PRECISION DLAMCH, DZNRM2 INTEGER IDAMAX, IZAMAX LOGICAL LSAME EXTERNAL IDAMAX, IZAMAX, LSAME, DLAMCH, DZNRM2 * .. * .. External Subroutines .. EXTERNAL DLASSQ, ZCOPY, ZGELQF, ZGEQP3, ZGEQRF, ZLACPY, ZLAPMR, $ ZLASCL, DLASCL, ZLASET, ZLASSQ, ZLASWP, ZUNGQR, ZUNMLQ, $ ZUNMQR, ZPOCON, DSCAL, ZDSCAL, ZSWAP, ZTRSM, ZLACGV, $ XERBLA * EXTERNAL ZGESVJ * .. * * Test the input arguments * LSVEC = LSAME( JOBU, 'U' ) .OR. LSAME( JOBU, 'F' ) JRACC = LSAME( JOBV, 'J' ) RSVEC = LSAME( JOBV, 'V' ) .OR. JRACC ROWPIV = LSAME( JOBA, 'F' ) .OR. LSAME( JOBA, 'G' ) L2RANK = LSAME( JOBA, 'R' ) L2ABER = LSAME( JOBA, 'A' ) ERREST = LSAME( JOBA, 'E' ) .OR. LSAME( JOBA, 'G' ) L2TRAN = LSAME( JOBT, 'T' ) .AND. ( M .EQ. N ) L2KILL = LSAME( JOBR, 'R' ) DEFR = LSAME( JOBR, 'N' ) L2PERT = LSAME( JOBP, 'P' ) * LQUERY = ( LWORK .EQ. -1 ) .OR. ( LRWORK .EQ. -1 ) * IF ( .NOT.(ROWPIV .OR. L2RANK .OR. L2ABER .OR. $ ERREST .OR. LSAME( JOBA, 'C' ) )) THEN INFO = - 1 ELSE IF ( .NOT.( LSVEC .OR. LSAME( JOBU, 'N' ) .OR. $ ( LSAME( JOBU, 'W' ) .AND. RSVEC .AND. L2TRAN ) ) ) THEN INFO = - 2 ELSE IF ( .NOT.( RSVEC .OR. LSAME( JOBV, 'N' ) .OR. $ ( LSAME( JOBV, 'W' ) .AND. LSVEC .AND. L2TRAN ) ) ) THEN INFO = - 3 ELSE IF ( .NOT. ( L2KILL .OR. DEFR ) ) THEN INFO = - 4 ELSE IF ( .NOT. ( LSAME(JOBT,'T') .OR. LSAME(JOBT,'N') ) ) THEN INFO = - 5 ELSE IF ( .NOT. ( L2PERT .OR. LSAME( JOBP, 'N' ) ) ) THEN INFO = - 6 ELSE IF ( M .LT. 0 ) THEN INFO = - 7 ELSE IF ( ( N .LT. 0 ) .OR. ( N .GT. M ) ) THEN INFO = - 8 ELSE IF ( LDA .LT. M ) THEN INFO = - 10 ELSE IF ( LSVEC .AND. ( LDU .LT. M ) ) THEN INFO = - 13 ELSE IF ( RSVEC .AND. ( LDV .LT. N ) ) THEN INFO = - 15 ELSE * #:) INFO = 0 END IF * IF ( INFO .EQ. 0 ) THEN * .. compute the minimal and the optimal workspace lengths * [[The expressions for computing the minimal and the optimal * values of LCWORK, LRWORK are written with a lot of redundancy and * can be simplified. However, this verbose form is useful for * maintenance and modifications of the code.]] * * .. minimal workspace length for ZGEQP3 of an M x N matrix, * ZGEQRF of an N x N matrix, ZGELQF of an N x N matrix, * ZUNMLQ for computing N x N matrix, ZUNMQR for computing N x N * matrix, ZUNMQR for computing M x N matrix, respectively. LWQP3 = N+1 LWQRF = MAX( 1, N ) LWLQF = MAX( 1, N ) LWUNMLQ = MAX( 1, N ) LWUNMQR = MAX( 1, N ) LWUNMQRM = MAX( 1, M ) * .. minimal workspace length for ZPOCON of an N x N matrix LWCON = 2 * N * .. minimal workspace length for ZGESVJ of an N x N matrix, * without and with explicit accumulation of Jacobi rotations LWSVDJ = MAX( 2 * N, 1 ) LWSVDJV = MAX( 2 * N, 1 ) * .. minimal REAL workspace length for ZGEQP3, ZPOCON, ZGESVJ LRWQP3 = N LRWCON = N LRWSVDJ = N IF ( LQUERY ) THEN CALL ZGEQP3( M, N, A, LDA, IWORK, CDUMMY, CDUMMY, -1, $ RDUMMY, IERR ) LWRK_ZGEQP3 = CDUMMY(1) CALL ZGEQRF( N, N, A, LDA, CDUMMY, CDUMMY,-1, IERR ) LWRK_ZGEQRF = CDUMMY(1) CALL ZGELQF( N, N, A, LDA, CDUMMY, CDUMMY,-1, IERR ) LWRK_ZGELQF = CDUMMY(1) END IF MINWRK = 2 OPTWRK = 2 MINIWRK = N IF ( .NOT. (LSVEC .OR. RSVEC ) ) THEN * .. minimal and optimal sizes of the complex workspace if * only the singular values are requested IF ( ERREST ) THEN MINWRK = MAX( N+LWQP3, N**2+LWCON, N+LWQRF, LWSVDJ ) ELSE MINWRK = MAX( N+LWQP3, N+LWQRF, LWSVDJ ) END IF IF ( LQUERY ) THEN CALL ZGESVJ( 'L', 'N', 'N', N, N, A, LDA, SVA, N, V, $ LDV, CDUMMY, -1, RDUMMY, -1, IERR ) LWRK_ZGESVJ = CDUMMY(1) IF ( ERREST ) THEN OPTWRK = MAX( N+LWRK_ZGEQP3, N**2+LWCON, $ N+LWRK_ZGEQRF, LWRK_ZGESVJ ) ELSE OPTWRK = MAX( N+LWRK_ZGEQP3, N+LWRK_ZGEQRF, $ LWRK_ZGESVJ ) END IF END IF IF ( L2TRAN .OR. ROWPIV ) THEN IF ( ERREST ) THEN MINRWRK = MAX( 7, 2*M, LRWQP3, LRWCON, LRWSVDJ ) ELSE MINRWRK = MAX( 7, 2*M, LRWQP3, LRWSVDJ ) END IF ELSE IF ( ERREST ) THEN MINRWRK = MAX( 7, LRWQP3, LRWCON, LRWSVDJ ) ELSE MINRWRK = MAX( 7, LRWQP3, LRWSVDJ ) END IF END IF IF ( ROWPIV .OR. L2TRAN ) MINIWRK = MINIWRK + M ELSE IF ( RSVEC .AND. (.NOT.LSVEC) ) THEN * .. minimal and optimal sizes of the complex workspace if the * singular values and the right singular vectors are requested IF ( ERREST ) THEN MINWRK = MAX( N+LWQP3, LWCON, LWSVDJ, N+LWLQF, $ 2*N+LWQRF, N+LWSVDJ, N+LWUNMLQ ) ELSE MINWRK = MAX( N+LWQP3, LWSVDJ, N+LWLQF, 2*N+LWQRF, $ N+LWSVDJ, N+LWUNMLQ ) END IF IF ( LQUERY ) THEN CALL ZGESVJ( 'L', 'U', 'N', N,N, U, LDU, SVA, N, A, $ LDA, CDUMMY, -1, RDUMMY, -1, IERR ) LWRK_ZGESVJ = CDUMMY(1) CALL ZUNMLQ( 'L', 'C', N, N, N, A, LDA, CDUMMY, $ V, LDV, CDUMMY, -1, IERR ) LWRK_ZUNMLQ = CDUMMY(1) IF ( ERREST ) THEN OPTWRK = MAX( N+LWRK_ZGEQP3, LWCON, LWRK_ZGESVJ, $ N+LWRK_ZGELQF, 2*N+LWRK_ZGEQRF, $ N+LWRK_ZGESVJ, N+LWRK_ZUNMLQ ) ELSE OPTWRK = MAX( N+LWRK_ZGEQP3, LWRK_ZGESVJ,N+LWRK_ZGELQF, $ 2*N+LWRK_ZGEQRF, N+LWRK_ZGESVJ, $ N+LWRK_ZUNMLQ ) END IF END IF IF ( L2TRAN .OR. ROWPIV ) THEN IF ( ERREST ) THEN MINRWRK = MAX( 7, 2*M, LRWQP3, LRWSVDJ, LRWCON ) ELSE MINRWRK = MAX( 7, 2*M, LRWQP3, LRWSVDJ ) END IF ELSE IF ( ERREST ) THEN MINRWRK = MAX( 7, LRWQP3, LRWSVDJ, LRWCON ) ELSE MINRWRK = MAX( 7, LRWQP3, LRWSVDJ ) END IF END IF IF ( ROWPIV .OR. L2TRAN ) MINIWRK = MINIWRK + M ELSE IF ( LSVEC .AND. (.NOT.RSVEC) ) THEN * .. minimal and optimal sizes of the complex workspace if the * singular values and the left singular vectors are requested IF ( ERREST ) THEN MINWRK = N + MAX( LWQP3,LWCON,N+LWQRF,LWSVDJ,LWUNMQRM ) ELSE MINWRK = N + MAX( LWQP3, N+LWQRF, LWSVDJ, LWUNMQRM ) END IF IF ( LQUERY ) THEN CALL ZGESVJ( 'L', 'U', 'N', N,N, U, LDU, SVA, N, A, $ LDA, CDUMMY, -1, RDUMMY, -1, IERR ) LWRK_ZGESVJ = CDUMMY(1) CALL ZUNMQR( 'L', 'N', M, N, N, A, LDA, CDUMMY, U, $ LDU, CDUMMY, -1, IERR ) LWRK_ZUNMQRM = CDUMMY(1) IF ( ERREST ) THEN OPTWRK = N + MAX( LWRK_ZGEQP3, LWCON, N+LWRK_ZGEQRF, $ LWRK_ZGESVJ, LWRK_ZUNMQRM ) ELSE OPTWRK = N + MAX( LWRK_ZGEQP3, N+LWRK_ZGEQRF, $ LWRK_ZGESVJ, LWRK_ZUNMQRM ) END IF END IF IF ( L2TRAN .OR. ROWPIV ) THEN IF ( ERREST ) THEN MINRWRK = MAX( 7, 2*M, LRWQP3, LRWSVDJ, LRWCON ) ELSE MINRWRK = MAX( 7, 2*M, LRWQP3, LRWSVDJ ) END IF ELSE IF ( ERREST ) THEN MINRWRK = MAX( 7, LRWQP3, LRWSVDJ, LRWCON ) ELSE MINRWRK = MAX( 7, LRWQP3, LRWSVDJ ) END IF END IF IF ( ROWPIV .OR. L2TRAN ) MINIWRK = MINIWRK + M ELSE * .. minimal and optimal sizes of the complex workspace if the * full SVD is requested IF ( .NOT. JRACC ) THEN IF ( ERREST ) THEN MINWRK = MAX( N+LWQP3, N+LWCON, 2*N+N**2+LWCON, $ 2*N+LWQRF, 2*N+LWQP3, $ 2*N+N**2+N+LWLQF, 2*N+N**2+N+N**2+LWCON, $ 2*N+N**2+N+LWSVDJ, 2*N+N**2+N+LWSVDJV, $ 2*N+N**2+N+LWUNMQR,2*N+N**2+N+LWUNMLQ, $ N+N**2+LWSVDJ, N+LWUNMQRM ) ELSE MINWRK = MAX( N+LWQP3, 2*N+N**2+LWCON, $ 2*N+LWQRF, 2*N+LWQP3, $ 2*N+N**2+N+LWLQF, 2*N+N**2+N+N**2+LWCON, $ 2*N+N**2+N+LWSVDJ, 2*N+N**2+N+LWSVDJV, $ 2*N+N**2+N+LWUNMQR,2*N+N**2+N+LWUNMLQ, $ N+N**2+LWSVDJ, N+LWUNMQRM ) END IF MINIWRK = MINIWRK + N IF ( ROWPIV .OR. L2TRAN ) MINIWRK = MINIWRK + M ELSE IF ( ERREST ) THEN MINWRK = MAX( N+LWQP3, N+LWCON, 2*N+LWQRF, $ 2*N+N**2+LWSVDJV, 2*N+N**2+N+LWUNMQR, $ N+LWUNMQRM ) ELSE MINWRK = MAX( N+LWQP3, 2*N+LWQRF, $ 2*N+N**2+LWSVDJV, 2*N+N**2+N+LWUNMQR, $ N+LWUNMQRM ) END IF IF ( ROWPIV .OR. L2TRAN ) MINIWRK = MINIWRK + M END IF IF ( LQUERY ) THEN CALL ZUNMQR( 'L', 'N', M, N, N, A, LDA, CDUMMY, U, $ LDU, CDUMMY, -1, IERR ) LWRK_ZUNMQRM = CDUMMY(1) CALL ZUNMQR( 'L', 'N', N, N, N, A, LDA, CDUMMY, U, $ LDU, CDUMMY, -1, IERR ) LWRK_ZUNMQR = CDUMMY(1) IF ( .NOT. JRACC ) THEN CALL ZGEQP3( N,N, A, LDA, IWORK, CDUMMY,CDUMMY, -1, $ RDUMMY, IERR ) LWRK_ZGEQP3N = CDUMMY(1) CALL ZGESVJ( 'L', 'U', 'N', N, N, U, LDU, SVA, $ N, V, LDV, CDUMMY, -1, RDUMMY, -1, IERR ) LWRK_ZGESVJ = CDUMMY(1) CALL ZGESVJ( 'U', 'U', 'N', N, N, U, LDU, SVA, $ N, V, LDV, CDUMMY, -1, RDUMMY, -1, IERR ) LWRK_ZGESVJU = CDUMMY(1) CALL ZGESVJ( 'L', 'U', 'V', N, N, U, LDU, SVA, $ N, V, LDV, CDUMMY, -1, RDUMMY, -1, IERR ) LWRK_ZGESVJV = CDUMMY(1) CALL ZUNMLQ( 'L', 'C', N, N, N, A, LDA, CDUMMY, $ V, LDV, CDUMMY, -1, IERR ) LWRK_ZUNMLQ = CDUMMY(1) IF ( ERREST ) THEN OPTWRK = MAX( N+LWRK_ZGEQP3, N+LWCON, $ 2*N+N**2+LWCON, 2*N+LWRK_ZGEQRF, $ 2*N+LWRK_ZGEQP3N, $ 2*N+N**2+N+LWRK_ZGELQF, $ 2*N+N**2+N+N**2+LWCON, $ 2*N+N**2+N+LWRK_ZGESVJ, $ 2*N+N**2+N+LWRK_ZGESVJV, $ 2*N+N**2+N+LWRK_ZUNMQR, $ 2*N+N**2+N+LWRK_ZUNMLQ, $ N+N**2+LWRK_ZGESVJU, $ N+LWRK_ZUNMQRM ) ELSE OPTWRK = MAX( N+LWRK_ZGEQP3, $ 2*N+N**2+LWCON, 2*N+LWRK_ZGEQRF, $ 2*N+LWRK_ZGEQP3N, $ 2*N+N**2+N+LWRK_ZGELQF, $ 2*N+N**2+N+N**2+LWCON, $ 2*N+N**2+N+LWRK_ZGESVJ, $ 2*N+N**2+N+LWRK_ZGESVJV, $ 2*N+N**2+N+LWRK_ZUNMQR, $ 2*N+N**2+N+LWRK_ZUNMLQ, $ N+N**2+LWRK_ZGESVJU, $ N+LWRK_ZUNMQRM ) END IF ELSE CALL ZGESVJ( 'L', 'U', 'V', N, N, U, LDU, SVA, $ N, V, LDV, CDUMMY, -1, RDUMMY, -1, IERR ) LWRK_ZGESVJV = CDUMMY(1) CALL ZUNMQR( 'L', 'N', N, N, N, CDUMMY, N, CDUMMY, $ V, LDV, CDUMMY, -1, IERR ) LWRK_ZUNMQR = CDUMMY(1) CALL ZUNMQR( 'L', 'N', M, N, N, A, LDA, CDUMMY, U, $ LDU, CDUMMY, -1, IERR ) LWRK_ZUNMQRM = CDUMMY(1) IF ( ERREST ) THEN OPTWRK = MAX( N+LWRK_ZGEQP3, N+LWCON, $ 2*N+LWRK_ZGEQRF, 2*N+N**2, $ 2*N+N**2+LWRK_ZGESVJV, $ 2*N+N**2+N+LWRK_ZUNMQR,N+LWRK_ZUNMQRM ) ELSE OPTWRK = MAX( N+LWRK_ZGEQP3, 2*N+LWRK_ZGEQRF, $ 2*N+N**2, 2*N+N**2+LWRK_ZGESVJV, $ 2*N+N**2+N+LWRK_ZUNMQR, $ N+LWRK_ZUNMQRM ) END IF END IF END IF IF ( L2TRAN .OR. ROWPIV ) THEN MINRWRK = MAX( 7, 2*M, LRWQP3, LRWSVDJ, LRWCON ) ELSE MINRWRK = MAX( 7, LRWQP3, LRWSVDJ, LRWCON ) END IF END IF MINWRK = MAX( 2, MINWRK ) OPTWRK = MAX( 2, OPTWRK ) IF ( LWORK .LT. MINWRK .AND. (.NOT.LQUERY) ) INFO = - 17 IF ( LRWORK .LT. MINRWRK .AND. (.NOT.LQUERY) ) INFO = - 19 END IF * IF ( INFO .NE. 0 ) THEN * #:( CALL XERBLA( 'ZGEJSV', - INFO ) RETURN ELSE IF ( LQUERY ) THEN CWORK(1) = OPTWRK CWORK(2) = MINWRK RWORK(1) = MINRWRK IWORK(1) = MAX( 4, MINIWRK ) RETURN END IF * * Quick return for void matrix (Y3K safe) * #:) IF ( ( M .EQ. 0 ) .OR. ( N .EQ. 0 ) ) THEN IWORK(1:4) = 0 RWORK(1:7) = 0 RETURN ENDIF * * Determine whether the matrix U should be M x N or M x M * IF ( LSVEC ) THEN N1 = N IF ( LSAME( JOBU, 'F' ) ) N1 = M END IF * * Set numerical parameters * *! NOTE: Make sure DLAMCH() does not fail on the target architecture. * EPSLN = DLAMCH('Epsilon') SFMIN = DLAMCH('SafeMinimum') SMALL = SFMIN / EPSLN BIG = DLAMCH('O') * BIG = ONE / SFMIN * * Initialize SVA(1:N) = diag( ||A e_i||_2 )_1^N * *(!) If necessary, scale SVA() to protect the largest norm from * overflow. It is possible that this scaling pushes the smallest * column norm left from the underflow threshold (extreme case). * SCALEM = ONE / SQRT(DBLE(M)*DBLE(N)) NOSCAL = .TRUE. GOSCAL = .TRUE. DO 1874 p = 1, N AAPP = ZERO AAQQ = ONE CALL ZLASSQ( M, A(1,p), 1, AAPP, AAQQ ) IF ( AAPP .GT. BIG ) THEN INFO = - 9 CALL XERBLA( 'ZGEJSV', -INFO ) RETURN END IF AAQQ = SQRT(AAQQ) IF ( ( AAPP .LT. (BIG / AAQQ) ) .AND. NOSCAL ) THEN SVA(p) = AAPP * AAQQ ELSE NOSCAL = .FALSE. SVA(p) = AAPP * ( AAQQ * SCALEM ) IF ( GOSCAL ) THEN GOSCAL = .FALSE. CALL DSCAL( p-1, SCALEM, SVA, 1 ) END IF END IF 1874 CONTINUE * IF ( NOSCAL ) SCALEM = ONE * AAPP = ZERO AAQQ = BIG DO 4781 p = 1, N AAPP = MAX( AAPP, SVA(p) ) IF ( SVA(p) .NE. ZERO ) AAQQ = MIN( AAQQ, SVA(p) ) 4781 CONTINUE * * Quick return for zero M x N matrix * #:) IF ( AAPP .EQ. ZERO ) THEN IF ( LSVEC ) CALL ZLASET( 'G', M, N1, CZERO, CONE, U, LDU ) IF ( RSVEC ) CALL ZLASET( 'G', N, N, CZERO, CONE, V, LDV ) RWORK(1) = ONE RWORK(2) = ONE IF ( ERREST ) RWORK(3) = ONE IF ( LSVEC .AND. RSVEC ) THEN RWORK(4) = ONE RWORK(5) = ONE END IF IF ( L2TRAN ) THEN RWORK(6) = ZERO RWORK(7) = ZERO END IF IWORK(1) = 0 IWORK(2) = 0 IWORK(3) = 0 IWORK(4) = -1 RETURN END IF * * Issue warning if denormalized column norms detected. Override the * high relative accuracy request. Issue licence to kill nonzero columns * (set them to zero) whose norm is less than sigma_max / BIG (roughly). * #:( WARNING = 0 IF ( AAQQ .LE. SFMIN ) THEN L2RANK = .TRUE. L2KILL = .TRUE. WARNING = 1 END IF * * Quick return for one-column matrix * #:) IF ( N .EQ. 1 ) THEN * IF ( LSVEC ) THEN CALL ZLASCL( 'G',0,0,SVA(1),SCALEM, M,1,A(1,1),LDA,IERR ) CALL ZLACPY( 'A', M, 1, A, LDA, U, LDU ) * computing all M left singular vectors of the M x 1 matrix IF ( N1 .NE. N ) THEN CALL ZGEQRF( M, N, U,LDU, CWORK, CWORK(N+1),LWORK-N,IERR ) CALL ZUNGQR( M,N1,1, U,LDU,CWORK,CWORK(N+1),LWORK-N,IERR ) CALL ZCOPY( M, A(1,1), 1, U(1,1), 1 ) END IF END IF IF ( RSVEC ) THEN V(1,1) = CONE END IF IF ( SVA(1) .LT. (BIG*SCALEM) ) THEN SVA(1) = SVA(1) / SCALEM SCALEM = ONE END IF RWORK(1) = ONE / SCALEM RWORK(2) = ONE IF ( SVA(1) .NE. ZERO ) THEN IWORK(1) = 1 IF ( ( SVA(1) / SCALEM) .GE. SFMIN ) THEN IWORK(2) = 1 ELSE IWORK(2) = 0 END IF ELSE IWORK(1) = 0 IWORK(2) = 0 END IF IWORK(3) = 0 IWORK(4) = -1 IF ( ERREST ) RWORK(3) = ONE IF ( LSVEC .AND. RSVEC ) THEN RWORK(4) = ONE RWORK(5) = ONE END IF IF ( L2TRAN ) THEN RWORK(6) = ZERO RWORK(7) = ZERO END IF RETURN * END IF * TRANSP = .FALSE. * AATMAX = -ONE AATMIN = BIG IF ( ROWPIV .OR. L2TRAN ) THEN * * Compute the row norms, needed to determine row pivoting sequence * (in the case of heavily row weighted A, row pivoting is strongly * advised) and to collect information needed to compare the * structures of A * A^* and A^* * A (in the case L2TRAN.EQ..TRUE.). * IF ( L2TRAN ) THEN DO 1950 p = 1, M XSC = ZERO TEMP1 = ONE CALL ZLASSQ( N, A(p,1), LDA, XSC, TEMP1 ) * ZLASSQ gets both the ell_2 and the ell_infinity norm * in one pass through the vector RWORK(M+p) = XSC * SCALEM RWORK(p) = XSC * (SCALEM*SQRT(TEMP1)) AATMAX = MAX( AATMAX, RWORK(p) ) IF (RWORK(p) .NE. ZERO) $ AATMIN = MIN(AATMIN,RWORK(p)) 1950 CONTINUE ELSE DO 1904 p = 1, M RWORK(M+p) = SCALEM*ABS( A(p,IZAMAX(N,A(p,1),LDA)) ) AATMAX = MAX( AATMAX, RWORK(M+p) ) AATMIN = MIN( AATMIN, RWORK(M+p) ) 1904 CONTINUE END IF * END IF * * For square matrix A try to determine whether A^* would be better * input for the preconditioned Jacobi SVD, with faster convergence. * The decision is based on an O(N) function of the vector of column * and row norms of A, based on the Shannon entropy. This should give * the right choice in most cases when the difference actually matters. * It may fail and pick the slower converging side. * ENTRA = ZERO ENTRAT = ZERO IF ( L2TRAN ) THEN * XSC = ZERO TEMP1 = ONE CALL DLASSQ( N, SVA, 1, XSC, TEMP1 ) TEMP1 = ONE / TEMP1 * ENTRA = ZERO DO 1113 p = 1, N BIG1 = ( ( SVA(p) / XSC )**2 ) * TEMP1 IF ( BIG1 .NE. ZERO ) ENTRA = ENTRA + BIG1 * DLOG(BIG1) 1113 CONTINUE ENTRA = - ENTRA / DLOG(DBLE(N)) * * Now, SVA().^2/Trace(A^* * A) is a point in the probability simplex. * It is derived from the diagonal of A^* * A. Do the same with the * diagonal of A * A^*, compute the entropy of the corresponding * probability distribution. Note that A * A^* and A^* * A have the * same trace. * ENTRAT = ZERO DO 1114 p = 1, M BIG1 = ( ( RWORK(p) / XSC )**2 ) * TEMP1 IF ( BIG1 .NE. ZERO ) ENTRAT = ENTRAT + BIG1 * DLOG(BIG1) 1114 CONTINUE ENTRAT = - ENTRAT / DLOG(DBLE(M)) * * Analyze the entropies and decide A or A^*. Smaller entropy * usually means better input for the algorithm. * TRANSP = ( ENTRAT .LT. ENTRA ) * * If A^* is better than A, take the adjoint of A. This is allowed * only for square matrices, M=N. IF ( TRANSP ) THEN * In an optimal implementation, this trivial transpose * should be replaced with faster transpose. DO 1115 p = 1, N - 1 A(p,p) = CONJG(A(p,p)) DO 1116 q = p + 1, N CTEMP = CONJG(A(q,p)) A(q,p) = CONJG(A(p,q)) A(p,q) = CTEMP 1116 CONTINUE 1115 CONTINUE A(N,N) = CONJG(A(N,N)) DO 1117 p = 1, N RWORK(M+p) = SVA(p) SVA(p) = RWORK(p) * previously computed row 2-norms are now column 2-norms * of the transposed matrix 1117 CONTINUE TEMP1 = AAPP AAPP = AATMAX AATMAX = TEMP1 TEMP1 = AAQQ AAQQ = AATMIN AATMIN = TEMP1 KILL = LSVEC LSVEC = RSVEC RSVEC = KILL IF ( LSVEC ) N1 = N * ROWPIV = .TRUE. END IF * END IF * END IF L2TRAN * * Scale the matrix so that its maximal singular value remains less * than SQRT(BIG) -- the matrix is scaled so that its maximal column * has Euclidean norm equal to SQRT(BIG/N). The only reason to keep * SQRT(BIG) instead of BIG is the fact that ZGEJSV uses LAPACK and * BLAS routines that, in some implementations, are not capable of * working in the full interval [SFMIN,BIG] and that they may provoke * overflows in the intermediate results. If the singular values spread * from SFMIN to BIG, then ZGESVJ will compute them. So, in that case, * one should use ZGESVJ instead of ZGEJSV. * >> change in the April 2016 update: allow bigger range, i.e. the * largest column is allowed up to BIG/N and ZGESVJ will do the rest. BIG1 = SQRT( BIG ) TEMP1 = SQRT( BIG / DBLE(N) ) * TEMP1 = BIG/DBLE(N) * CALL DLASCL( 'G', 0, 0, AAPP, TEMP1, N, 1, SVA, N, IERR ) IF ( AAQQ .GT. (AAPP * SFMIN) ) THEN AAQQ = ( AAQQ / AAPP ) * TEMP1 ELSE AAQQ = ( AAQQ * TEMP1 ) / AAPP END IF TEMP1 = TEMP1 * SCALEM CALL ZLASCL( 'G', 0, 0, AAPP, TEMP1, M, N, A, LDA, IERR ) * * To undo scaling at the end of this procedure, multiply the * computed singular values with USCAL2 / USCAL1. * USCAL1 = TEMP1 USCAL2 = AAPP * IF ( L2KILL ) THEN * L2KILL enforces computation of nonzero singular values in * the restricted range of condition number of the initial A, * sigma_max(A) / sigma_min(A) approx. SQRT(BIG)/SQRT(SFMIN). XSC = SQRT( SFMIN ) ELSE XSC = SMALL * * Now, if the condition number of A is too big, * sigma_max(A) / sigma_min(A) .GT. SQRT(BIG/N) * EPSLN / SFMIN, * as a precaution measure, the full SVD is computed using ZGESVJ * with accumulated Jacobi rotations. This provides numerically * more robust computation, at the cost of slightly increased run * time. Depending on the concrete implementation of BLAS and LAPACK * (i.e. how they behave in presence of extreme ill-conditioning) the * implementor may decide to remove this switch. IF ( ( AAQQ.LT.SQRT(SFMIN) ) .AND. LSVEC .AND. RSVEC ) THEN JRACC = .TRUE. END IF * END IF IF ( AAQQ .LT. XSC ) THEN DO 700 p = 1, N IF ( SVA(p) .LT. XSC ) THEN CALL ZLASET( 'A', M, 1, CZERO, CZERO, A(1,p), LDA ) SVA(p) = ZERO END IF 700 CONTINUE END IF * * Preconditioning using QR factorization with pivoting * IF ( ROWPIV ) THEN * Optional row permutation (Bjoerck row pivoting): * A result by Cox and Higham shows that the Bjoerck's * row pivoting combined with standard column pivoting * has similar effect as Powell-Reid complete pivoting. * The ell-infinity norms of A are made nonincreasing. IF ( ( LSVEC .AND. RSVEC ) .AND. .NOT.( JRACC ) ) THEN IWOFF = 2*N ELSE IWOFF = N END IF DO 1952 p = 1, M - 1 q = IDAMAX( M-p+1, RWORK(M+p), 1 ) + p - 1 IWORK(IWOFF+p) = q IF ( p .NE. q ) THEN TEMP1 = RWORK(M+p) RWORK(M+p) = RWORK(M+q) RWORK(M+q) = TEMP1 END IF 1952 CONTINUE CALL ZLASWP( N, A, LDA, 1, M-1, IWORK(IWOFF+1), 1 ) END IF * * End of the preparation phase (scaling, optional sorting and * transposing, optional flushing of small columns). * * Preconditioning * * If the full SVD is needed, the right singular vectors are computed * from a matrix equation, and for that we need theoretical analysis * of the Businger-Golub pivoting. So we use ZGEQP3 as the first RR QRF. * In all other cases the first RR QRF can be chosen by other criteria * (eg speed by replacing global with restricted window pivoting, such * as in xGEQPX from TOMS # 782). Good results will be obtained using * xGEQPX with properly (!) chosen numerical parameters. * Any improvement of ZGEQP3 improves overal performance of ZGEJSV. * * A * P1 = Q1 * [ R1^* 0]^*: DO 1963 p = 1, N * .. all columns are free columns IWORK(p) = 0 1963 CONTINUE CALL ZGEQP3( M, N, A, LDA, IWORK, CWORK, CWORK(N+1), LWORK-N, $ RWORK, IERR ) * * The upper triangular matrix R1 from the first QRF is inspected for * rank deficiency and possibilities for deflation, or possible * ill-conditioning. Depending on the user specified flag L2RANK, * the procedure explores possibilities to reduce the numerical * rank by inspecting the computed upper triangular factor. If * L2RANK or L2ABER are up, then ZGEJSV will compute the SVD of * A + dA, where ||dA|| <= f(M,N)*EPSLN. * NR = 1 IF ( L2ABER ) THEN * Standard absolute error bound suffices. All sigma_i with * sigma_i < N*EPSLN*||A|| are flushed to zero. This is an * agressive enforcement of lower numerical rank by introducing a * backward error of the order of N*EPSLN*||A||. TEMP1 = SQRT(DBLE(N))*EPSLN DO 3001 p = 2, N IF ( ABS(A(p,p)) .GE. (TEMP1*ABS(A(1,1))) ) THEN NR = NR + 1 ELSE GO TO 3002 END IF 3001 CONTINUE 3002 CONTINUE ELSE IF ( L2RANK ) THEN * .. similarly as above, only slightly more gentle (less agressive). * Sudden drop on the diagonal of R1 is used as the criterion for * close-to-rank-deficient. TEMP1 = SQRT(SFMIN) DO 3401 p = 2, N IF ( ( ABS(A(p,p)) .LT. (EPSLN*ABS(A(p-1,p-1))) ) .OR. $ ( ABS(A(p,p)) .LT. SMALL ) .OR. $ ( L2KILL .AND. (ABS(A(p,p)) .LT. TEMP1) ) ) GO TO 3402 NR = NR + 1 3401 CONTINUE 3402 CONTINUE * ELSE * The goal is high relative accuracy. However, if the matrix * has high scaled condition number the relative accuracy is in * general not feasible. Later on, a condition number estimator * will be deployed to estimate the scaled condition number. * Here we just remove the underflowed part of the triangular * factor. This prevents the situation in which the code is * working hard to get the accuracy not warranted by the data. TEMP1 = SQRT(SFMIN) DO 3301 p = 2, N IF ( ( ABS(A(p,p)) .LT. SMALL ) .OR. $ ( L2KILL .AND. (ABS(A(p,p)) .LT. TEMP1) ) ) GO TO 3302 NR = NR + 1 3301 CONTINUE 3302 CONTINUE * END IF * ALMORT = .FALSE. IF ( NR .EQ. N ) THEN MAXPRJ = ONE DO 3051 p = 2, N TEMP1 = ABS(A(p,p)) / SVA(IWORK(p)) MAXPRJ = MIN( MAXPRJ, TEMP1 ) 3051 CONTINUE IF ( MAXPRJ**2 .GE. ONE - DBLE(N)*EPSLN ) ALMORT = .TRUE. END IF * * SCONDA = - ONE CONDR1 = - ONE CONDR2 = - ONE * IF ( ERREST ) THEN IF ( N .EQ. NR ) THEN IF ( RSVEC ) THEN * .. V is available as workspace CALL ZLACPY( 'U', N, N, A, LDA, V, LDV ) DO 3053 p = 1, N TEMP1 = SVA(IWORK(p)) CALL ZDSCAL( p, ONE/TEMP1, V(1,p), 1 ) 3053 CONTINUE IF ( LSVEC )THEN CALL ZPOCON( 'U', N, V, LDV, ONE, TEMP1, $ CWORK(N+1), RWORK, IERR ) ELSE CALL ZPOCON( 'U', N, V, LDV, ONE, TEMP1, $ CWORK, RWORK, IERR ) END IF * ELSE IF ( LSVEC ) THEN * .. U is available as workspace CALL ZLACPY( 'U', N, N, A, LDA, U, LDU ) DO 3054 p = 1, N TEMP1 = SVA(IWORK(p)) CALL ZDSCAL( p, ONE/TEMP1, U(1,p), 1 ) 3054 CONTINUE CALL ZPOCON( 'U', N, U, LDU, ONE, TEMP1, $ CWORK(N+1), RWORK, IERR ) ELSE CALL ZLACPY( 'U', N, N, A, LDA, CWORK, N ) *[] CALL ZLACPY( 'U', N, N, A, LDA, CWORK(N+1), N ) * Change: here index shifted by N to the left, CWORK(1:N) * not needed for SIGMA only computation DO 3052 p = 1, N TEMP1 = SVA(IWORK(p)) *[] CALL ZDSCAL( p, ONE/TEMP1, CWORK(N+(p-1)*N+1), 1 ) CALL ZDSCAL( p, ONE/TEMP1, CWORK((p-1)*N+1), 1 ) 3052 CONTINUE * .. the columns of R are scaled to have unit Euclidean lengths. *[] CALL ZPOCON( 'U', N, CWORK(N+1), N, ONE, TEMP1, *[] $ CWORK(N+N*N+1), RWORK, IERR ) CALL ZPOCON( 'U', N, CWORK, N, ONE, TEMP1, $ CWORK(N*N+1), RWORK, IERR ) * END IF IF ( TEMP1 .NE. ZERO ) THEN SCONDA = ONE / SQRT(TEMP1) ELSE SCONDA = - ONE END IF * SCONDA is an estimate of SQRT(||(R^* * R)^(-1)||_1). * N^(-1/4) * SCONDA <= ||R^(-1)||_2 <= N^(1/4) * SCONDA ELSE SCONDA = - ONE END IF END IF * L2PERT = L2PERT .AND. ( ABS( A(1,1)/A(NR,NR) ) .GT. SQRT(BIG1) ) * If there is no violent scaling, artificial perturbation is not needed. * * Phase 3: * IF ( .NOT. ( RSVEC .OR. LSVEC ) ) THEN * * Singular Values only * * .. transpose A(1:NR,1:N) DO 1946 p = 1, MIN( N-1, NR ) CALL ZCOPY( N-p, A(p,p+1), LDA, A(p+1,p), 1 ) CALL ZLACGV( N-p+1, A(p,p), 1 ) 1946 CONTINUE IF ( NR .EQ. N ) A(N,N) = CONJG(A(N,N)) * * The following two DO-loops introduce small relative perturbation * into the strict upper triangle of the lower triangular matrix. * Small entries below the main diagonal are also changed. * This modification is useful if the computing environment does not * provide/allow FLUSH TO ZERO underflow, for it prevents many * annoying denormalized numbers in case of strongly scaled matrices. * The perturbation is structured so that it does not introduce any * new perturbation of the singular values, and it does not destroy * the job done by the preconditioner. * The licence for this perturbation is in the variable L2PERT, which * should be .FALSE. if FLUSH TO ZERO underflow is active. * IF ( .NOT. ALMORT ) THEN * IF ( L2PERT ) THEN * XSC = SQRT(SMALL) XSC = EPSLN / DBLE(N) DO 4947 q = 1, NR CTEMP = DCMPLX(XSC*ABS(A(q,q)),ZERO) DO 4949 p = 1, N IF ( ( (p.GT.q) .AND. (ABS(A(p,q)).LE.TEMP1) ) $ .OR. ( p .LT. q ) ) * $ A(p,q) = TEMP1 * ( A(p,q) / ABS(A(p,q)) ) $ A(p,q) = CTEMP 4949 CONTINUE 4947 CONTINUE ELSE CALL ZLASET( 'U', NR-1,NR-1, CZERO,CZERO, A(1,2),LDA ) END IF * * .. second preconditioning using the QR factorization * CALL ZGEQRF( N,NR, A,LDA, CWORK, CWORK(N+1),LWORK-N, IERR ) * * .. and transpose upper to lower triangular DO 1948 p = 1, NR - 1 CALL ZCOPY( NR-p, A(p,p+1), LDA, A(p+1,p), 1 ) CALL ZLACGV( NR-p+1, A(p,p), 1 ) 1948 CONTINUE * END IF * * Row-cyclic Jacobi SVD algorithm with column pivoting * * .. again some perturbation (a "background noise") is added * to drown denormals IF ( L2PERT ) THEN * XSC = SQRT(SMALL) XSC = EPSLN / DBLE(N) DO 1947 q = 1, NR CTEMP = DCMPLX(XSC*ABS(A(q,q)),ZERO) DO 1949 p = 1, NR IF ( ( (p.GT.q) .AND. (ABS(A(p,q)).LE.TEMP1) ) $ .OR. ( p .LT. q ) ) * $ A(p,q) = TEMP1 * ( A(p,q) / ABS(A(p,q)) ) $ A(p,q) = CTEMP 1949 CONTINUE 1947 CONTINUE ELSE CALL ZLASET( 'U', NR-1, NR-1, CZERO, CZERO, A(1,2), LDA ) END IF * * .. and one-sided Jacobi rotations are started on a lower * triangular matrix (plus perturbation which is ignored in * the part which destroys triangular form (confusing?!)) * CALL ZGESVJ( 'L', 'N', 'N', NR, NR, A, LDA, SVA, $ N, V, LDV, CWORK, LWORK, RWORK, LRWORK, INFO ) * SCALEM = RWORK(1) NUMRANK = NINT(RWORK(2)) * * ELSE IF ( ( RSVEC .AND. ( .NOT. LSVEC ) .AND. ( .NOT. JRACC ) ) $ .OR. $ ( JRACC .AND. ( .NOT. LSVEC ) .AND. ( NR .NE. N ) ) ) THEN * * -> Singular Values and Right Singular Vectors <- * IF ( ALMORT ) THEN * * .. in this case NR equals N DO 1998 p = 1, NR CALL ZCOPY( N-p+1, A(p,p), LDA, V(p,p), 1 ) CALL ZLACGV( N-p+1, V(p,p), 1 ) 1998 CONTINUE CALL ZLASET( 'U', NR-1,NR-1, CZERO, CZERO, V(1,2), LDV ) * CALL ZGESVJ( 'L','U','N', N, NR, V, LDV, SVA, NR, A, LDA, $ CWORK, LWORK, RWORK, LRWORK, INFO ) SCALEM = RWORK(1) NUMRANK = NINT(RWORK(2)) ELSE * * .. two more QR factorizations ( one QRF is not enough, two require * accumulated product of Jacobi rotations, three are perfect ) * CALL ZLASET( 'L', NR-1,NR-1, CZERO, CZERO, A(2,1), LDA ) CALL ZGELQF( NR,N, A, LDA, CWORK, CWORK(N+1), LWORK-N, IERR) CALL ZLACPY( 'L', NR, NR, A, LDA, V, LDV ) CALL ZLASET( 'U', NR-1,NR-1, CZERO, CZERO, V(1,2), LDV ) CALL ZGEQRF( NR, NR, V, LDV, CWORK(N+1), CWORK(2*N+1), $ LWORK-2*N, IERR ) DO 8998 p = 1, NR CALL ZCOPY( NR-p+1, V(p,p), LDV, V(p,p), 1 ) CALL ZLACGV( NR-p+1, V(p,p), 1 ) 8998 CONTINUE CALL ZLASET('U', NR-1, NR-1, CZERO, CZERO, V(1,2), LDV) * CALL ZGESVJ( 'L', 'U','N', NR, NR, V,LDV, SVA, NR, U, $ LDU, CWORK(N+1), LWORK-N, RWORK, LRWORK, INFO ) SCALEM = RWORK(1) NUMRANK = NINT(RWORK(2)) IF ( NR .LT. N ) THEN CALL ZLASET( 'A',N-NR, NR, CZERO,CZERO, V(NR+1,1), LDV ) CALL ZLASET( 'A',NR, N-NR, CZERO,CZERO, V(1,NR+1), LDV ) CALL ZLASET( 'A',N-NR,N-NR,CZERO,CONE, V(NR+1,NR+1),LDV ) END IF * CALL ZUNMLQ( 'L', 'C', N, N, NR, A, LDA, CWORK, $ V, LDV, CWORK(N+1), LWORK-N, IERR ) * END IF * .. permute the rows of V * DO 8991 p = 1, N * CALL ZCOPY( N, V(p,1), LDV, A(IWORK(p),1), LDA ) * 8991 CONTINUE * CALL ZLACPY( 'All', N, N, A, LDA, V, LDV ) CALL ZLAPMR( .FALSE., N, N, V, LDV, IWORK ) * IF ( TRANSP ) THEN CALL ZLACPY( 'A', N, N, V, LDV, U, LDU ) END IF * ELSE IF ( JRACC .AND. (.NOT. LSVEC) .AND. ( NR.EQ. N ) ) THEN * CALL ZLASET( 'L', N-1,N-1, CZERO, CZERO, A(2,1), LDA ) * CALL ZGESVJ( 'U','N','V', N, N, A, LDA, SVA, N, V, LDV, $ CWORK, LWORK, RWORK, LRWORK, INFO ) SCALEM = RWORK(1) NUMRANK = NINT(RWORK(2)) CALL ZLAPMR( .FALSE., N, N, V, LDV, IWORK ) * ELSE IF ( LSVEC .AND. ( .NOT. RSVEC ) ) THEN * * .. Singular Values and Left Singular Vectors .. * * .. second preconditioning step to avoid need to accumulate * Jacobi rotations in the Jacobi iterations. DO 1965 p = 1, NR CALL ZCOPY( N-p+1, A(p,p), LDA, U(p,p), 1 ) CALL ZLACGV( N-p+1, U(p,p), 1 ) 1965 CONTINUE CALL ZLASET( 'U', NR-1, NR-1, CZERO, CZERO, U(1,2), LDU ) * CALL ZGEQRF( N, NR, U, LDU, CWORK(N+1), CWORK(2*N+1), $ LWORK-2*N, IERR ) * DO 1967 p = 1, NR - 1 CALL ZCOPY( NR-p, U(p,p+1), LDU, U(p+1,p), 1 ) CALL ZLACGV( N-p+1, U(p,p), 1 ) 1967 CONTINUE CALL ZLASET( 'U', NR-1, NR-1, CZERO, CZERO, U(1,2), LDU ) * CALL ZGESVJ( 'L', 'U', 'N', NR,NR, U, LDU, SVA, NR, A, $ LDA, CWORK(N+1), LWORK-N, RWORK, LRWORK, INFO ) SCALEM = RWORK(1) NUMRANK = NINT(RWORK(2)) * IF ( NR .LT. M ) THEN CALL ZLASET( 'A', M-NR, NR,CZERO, CZERO, U(NR+1,1), LDU ) IF ( NR .LT. N1 ) THEN CALL ZLASET( 'A',NR, N1-NR, CZERO, CZERO, U(1,NR+1),LDU ) CALL ZLASET( 'A',M-NR,N1-NR,CZERO,CONE,U(NR+1,NR+1),LDU ) END IF END IF * CALL ZUNMQR( 'L', 'N', M, N1, N, A, LDA, CWORK, U, $ LDU, CWORK(N+1), LWORK-N, IERR ) * IF ( ROWPIV ) $ CALL ZLASWP( N1, U, LDU, 1, M-1, IWORK(IWOFF+1), -1 ) * DO 1974 p = 1, N1 XSC = ONE / DZNRM2( M, U(1,p), 1 ) CALL ZDSCAL( M, XSC, U(1,p), 1 ) 1974 CONTINUE * IF ( TRANSP ) THEN CALL ZLACPY( 'A', N, N, U, LDU, V, LDV ) END IF * ELSE * * .. Full SVD .. * IF ( .NOT. JRACC ) THEN * IF ( .NOT. ALMORT ) THEN * * Second Preconditioning Step (QRF [with pivoting]) * Note that the composition of TRANSPOSE, QRF and TRANSPOSE is * equivalent to an LQF CALL. Since in many libraries the QRF * seems to be better optimized than the LQF, we do explicit * transpose and use the QRF. This is subject to changes in an * optimized implementation of ZGEJSV. * DO 1968 p = 1, NR CALL ZCOPY( N-p+1, A(p,p), LDA, V(p,p), 1 ) CALL ZLACGV( N-p+1, V(p,p), 1 ) 1968 CONTINUE * * .. the following two loops perturb small entries to avoid * denormals in the second QR factorization, where they are * as good as zeros. This is done to avoid painfully slow * computation with denormals. The relative size of the perturbation * is a parameter that can be changed by the implementer. * This perturbation device will be obsolete on machines with * properly implemented arithmetic. * To switch it off, set L2PERT=.FALSE. To remove it from the * code, remove the action under L2PERT=.TRUE., leave the ELSE part. * The following two loops should be blocked and fused with the * transposed copy above. * IF ( L2PERT ) THEN XSC = SQRT(SMALL) DO 2969 q = 1, NR CTEMP = DCMPLX(XSC*ABS( V(q,q) ),ZERO) DO 2968 p = 1, N IF ( ( p .GT. q ) .AND. ( ABS(V(p,q)) .LE. TEMP1 ) $ .OR. ( p .LT. q ) ) * $ V(p,q) = TEMP1 * ( V(p,q) / ABS(V(p,q)) ) $ V(p,q) = CTEMP IF ( p .LT. q ) V(p,q) = - V(p,q) 2968 CONTINUE 2969 CONTINUE ELSE CALL ZLASET( 'U', NR-1, NR-1, CZERO, CZERO, V(1,2), LDV ) END IF * * Estimate the row scaled condition number of R1 * (If R1 is rectangular, N > NR, then the condition number * of the leading NR x NR submatrix is estimated.) * CALL ZLACPY( 'L', NR, NR, V, LDV, CWORK(2*N+1), NR ) DO 3950 p = 1, NR TEMP1 = DZNRM2(NR-p+1,CWORK(2*N+(p-1)*NR+p),1) CALL ZDSCAL(NR-p+1,ONE/TEMP1,CWORK(2*N+(p-1)*NR+p),1) 3950 CONTINUE CALL ZPOCON('L',NR,CWORK(2*N+1),NR,ONE,TEMP1, $ CWORK(2*N+NR*NR+1),RWORK,IERR) CONDR1 = ONE / SQRT(TEMP1) * .. here need a second oppinion on the condition number * .. then assume worst case scenario * R1 is OK for inverse <=> CONDR1 .LT. DBLE(N) * more conservative <=> CONDR1 .LT. SQRT(DBLE(N)) * COND_OK = SQRT(SQRT(DBLE(NR))) *[TP] COND_OK is a tuning parameter. * IF ( CONDR1 .LT. COND_OK ) THEN * .. the second QRF without pivoting. Note: in an optimized * implementation, this QRF should be implemented as the QRF * of a lower triangular matrix. * R1^* = Q2 * R2 CALL ZGEQRF( N, NR, V, LDV, CWORK(N+1), CWORK(2*N+1), $ LWORK-2*N, IERR ) * IF ( L2PERT ) THEN XSC = SQRT(SMALL)/EPSLN DO 3959 p = 2, NR DO 3958 q = 1, p - 1 CTEMP=DCMPLX(XSC*MIN(ABS(V(p,p)),ABS(V(q,q))), $ ZERO) IF ( ABS(V(q,p)) .LE. TEMP1 ) * $ V(q,p) = TEMP1 * ( V(q,p) / ABS(V(q,p)) ) $ V(q,p) = CTEMP 3958 CONTINUE 3959 CONTINUE END IF * IF ( NR .NE. N ) $ CALL ZLACPY( 'A', N, NR, V, LDV, CWORK(2*N+1), N ) * .. save ... * * .. this transposed copy should be better than naive DO 1969 p = 1, NR - 1 CALL ZCOPY( NR-p, V(p,p+1), LDV, V(p+1,p), 1 ) CALL ZLACGV(NR-p+1, V(p,p), 1 ) 1969 CONTINUE V(NR,NR)=CONJG(V(NR,NR)) * CONDR2 = CONDR1 * ELSE * * .. ill-conditioned case: second QRF with pivoting * Note that windowed pivoting would be equaly good * numerically, and more run-time efficient. So, in * an optimal implementation, the next call to ZGEQP3 * should be replaced with eg. CALL ZGEQPX (ACM TOMS #782) * with properly (carefully) chosen parameters. * * R1^* * P2 = Q2 * R2 DO 3003 p = 1, NR IWORK(N+p) = 0 3003 CONTINUE CALL ZGEQP3( N, NR, V, LDV, IWORK(N+1), CWORK(N+1), $ CWORK(2*N+1), LWORK-2*N, RWORK, IERR ) ** CALL ZGEQRF( N, NR, V, LDV, CWORK(N+1), CWORK(2*N+1), ** $ LWORK-2*N, IERR ) IF ( L2PERT ) THEN XSC = SQRT(SMALL) DO 3969 p = 2, NR DO 3968 q = 1, p - 1 CTEMP=DCMPLX(XSC*MIN(ABS(V(p,p)),ABS(V(q,q))), $ ZERO) IF ( ABS(V(q,p)) .LE. TEMP1 ) * $ V(q,p) = TEMP1 * ( V(q,p) / ABS(V(q,p)) ) $ V(q,p) = CTEMP 3968 CONTINUE 3969 CONTINUE END IF * CALL ZLACPY( 'A', N, NR, V, LDV, CWORK(2*N+1), N ) * IF ( L2PERT ) THEN XSC = SQRT(SMALL) DO 8970 p = 2, NR DO 8971 q = 1, p - 1 CTEMP=DCMPLX(XSC*MIN(ABS(V(p,p)),ABS(V(q,q))), $ ZERO) * V(p,q) = - TEMP1*( V(q,p) / ABS(V(q,p)) ) V(p,q) = - CTEMP 8971 CONTINUE 8970 CONTINUE ELSE CALL ZLASET( 'L',NR-1,NR-1,CZERO,CZERO,V(2,1),LDV ) END IF * Now, compute R2 = L3 * Q3, the LQ factorization. CALL ZGELQF( NR, NR, V, LDV, CWORK(2*N+N*NR+1), $ CWORK(2*N+N*NR+NR+1), LWORK-2*N-N*NR-NR, IERR ) * .. and estimate the condition number CALL ZLACPY( 'L',NR,NR,V,LDV,CWORK(2*N+N*NR+NR+1),NR ) DO 4950 p = 1, NR TEMP1 = DZNRM2( p, CWORK(2*N+N*NR+NR+p), NR ) CALL ZDSCAL( p, ONE/TEMP1, CWORK(2*N+N*NR+NR+p), NR ) 4950 CONTINUE CALL ZPOCON( 'L',NR,CWORK(2*N+N*NR+NR+1),NR,ONE,TEMP1, $ CWORK(2*N+N*NR+NR+NR*NR+1),RWORK,IERR ) CONDR2 = ONE / SQRT(TEMP1) * * IF ( CONDR2 .GE. COND_OK ) THEN * .. save the Householder vectors used for Q3 * (this overwrittes the copy of R2, as it will not be * needed in this branch, but it does not overwritte the * Huseholder vectors of Q2.). CALL ZLACPY( 'U', NR, NR, V, LDV, CWORK(2*N+1), N ) * .. and the rest of the information on Q3 is in * WORK(2*N+N*NR+1:2*N+N*NR+N) END IF * END IF * IF ( L2PERT ) THEN XSC = SQRT(SMALL) DO 4968 q = 2, NR CTEMP = XSC * V(q,q) DO 4969 p = 1, q - 1 * V(p,q) = - TEMP1*( V(p,q) / ABS(V(p,q)) ) V(p,q) = - CTEMP 4969 CONTINUE 4968 CONTINUE ELSE CALL ZLASET( 'U', NR-1,NR-1, CZERO,CZERO, V(1,2), LDV ) END IF * * Second preconditioning finished; continue with Jacobi SVD * The input matrix is lower trinagular. * * Recover the right singular vectors as solution of a well * conditioned triangular matrix equation. * IF ( CONDR1 .LT. COND_OK ) THEN * CALL ZGESVJ( 'L','U','N',NR,NR,V,LDV,SVA,NR,U, LDU, $ CWORK(2*N+N*NR+NR+1),LWORK-2*N-N*NR-NR,RWORK, $ LRWORK, INFO ) SCALEM = RWORK(1) NUMRANK = NINT(RWORK(2)) DO 3970 p = 1, NR CALL ZCOPY( NR, V(1,p), 1, U(1,p), 1 ) CALL ZDSCAL( NR, SVA(p), V(1,p), 1 ) 3970 CONTINUE * .. pick the right matrix equation and solve it * IF ( NR .EQ. N ) THEN * :)) .. best case, R1 is inverted. The solution of this matrix * equation is Q2*V2 = the product of the Jacobi rotations * used in ZGESVJ, premultiplied with the orthogonal matrix * from the second QR factorization. CALL ZTRSM('L','U','N','N', NR,NR,CONE, A,LDA, V,LDV) ELSE * .. R1 is well conditioned, but non-square. Adjoint of R2 * is inverted to get the product of the Jacobi rotations * used in ZGESVJ. The Q-factor from the second QR * factorization is then built in explicitly. CALL ZTRSM('L','U','C','N',NR,NR,CONE,CWORK(2*N+1), $ N,V,LDV) IF ( NR .LT. N ) THEN CALL ZLASET('A',N-NR,NR,CZERO,CZERO,V(NR+1,1),LDV) CALL ZLASET('A',NR,N-NR,CZERO,CZERO,V(1,NR+1),LDV) CALL ZLASET('A',N-NR,N-NR,CZERO,CONE,V(NR+1,NR+1),LDV) END IF CALL ZUNMQR('L','N',N,N,NR,CWORK(2*N+1),N,CWORK(N+1), $ V,LDV,CWORK(2*N+N*NR+NR+1),LWORK-2*N-N*NR-NR,IERR) END IF * ELSE IF ( CONDR2 .LT. COND_OK ) THEN * * The matrix R2 is inverted. The solution of the matrix equation * is Q3^* * V3 = the product of the Jacobi rotations (appplied to * the lower triangular L3 from the LQ factorization of * R2=L3*Q3), pre-multiplied with the transposed Q3. CALL ZGESVJ( 'L', 'U', 'N', NR, NR, V, LDV, SVA, NR, U, $ LDU, CWORK(2*N+N*NR+NR+1), LWORK-2*N-N*NR-NR, $ RWORK, LRWORK, INFO ) SCALEM = RWORK(1) NUMRANK = NINT(RWORK(2)) DO 3870 p = 1, NR CALL ZCOPY( NR, V(1,p), 1, U(1,p), 1 ) CALL ZDSCAL( NR, SVA(p), U(1,p), 1 ) 3870 CONTINUE CALL ZTRSM('L','U','N','N',NR,NR,CONE,CWORK(2*N+1),N, $ U,LDU) * .. apply the permutation from the second QR factorization DO 873 q = 1, NR DO 872 p = 1, NR CWORK(2*N+N*NR+NR+IWORK(N+p)) = U(p,q) 872 CONTINUE DO 874 p = 1, NR U(p,q) = CWORK(2*N+N*NR+NR+p) 874 CONTINUE 873 CONTINUE IF ( NR .LT. N ) THEN CALL ZLASET( 'A',N-NR,NR,CZERO,CZERO,V(NR+1,1),LDV ) CALL ZLASET( 'A',NR,N-NR,CZERO,CZERO,V(1,NR+1),LDV ) CALL ZLASET('A',N-NR,N-NR,CZERO,CONE,V(NR+1,NR+1),LDV) END IF CALL ZUNMQR( 'L','N',N,N,NR,CWORK(2*N+1),N,CWORK(N+1), $ V,LDV,CWORK(2*N+N*NR+NR+1),LWORK-2*N-N*NR-NR,IERR ) ELSE * Last line of defense. * #:( This is a rather pathological case: no scaled condition * improvement after two pivoted QR factorizations. Other * possibility is that the rank revealing QR factorization * or the condition estimator has failed, or the COND_OK * is set very close to ONE (which is unnecessary). Normally, * this branch should never be executed, but in rare cases of * failure of the RRQR or condition estimator, the last line of * defense ensures that ZGEJSV completes the task. * Compute the full SVD of L3 using ZGESVJ with explicit * accumulation of Jacobi rotations. CALL ZGESVJ( 'L', 'U', 'V', NR, NR, V, LDV, SVA, NR, U, $ LDU, CWORK(2*N+N*NR+NR+1), LWORK-2*N-N*NR-NR, $ RWORK, LRWORK, INFO ) SCALEM = RWORK(1) NUMRANK = NINT(RWORK(2)) IF ( NR .LT. N ) THEN CALL ZLASET( 'A',N-NR,NR,CZERO,CZERO,V(NR+1,1),LDV ) CALL ZLASET( 'A',NR,N-NR,CZERO,CZERO,V(1,NR+1),LDV ) CALL ZLASET('A',N-NR,N-NR,CZERO,CONE,V(NR+1,NR+1),LDV) END IF CALL ZUNMQR( 'L','N',N,N,NR,CWORK(2*N+1),N,CWORK(N+1), $ V,LDV,CWORK(2*N+N*NR+NR+1),LWORK-2*N-N*NR-NR,IERR ) * CALL ZUNMLQ( 'L', 'C', NR, NR, NR, CWORK(2*N+1), N, $ CWORK(2*N+N*NR+1), U, LDU, CWORK(2*N+N*NR+NR+1), $ LWORK-2*N-N*NR-NR, IERR ) DO 773 q = 1, NR DO 772 p = 1, NR CWORK(2*N+N*NR+NR+IWORK(N+p)) = U(p,q) 772 CONTINUE DO 774 p = 1, NR U(p,q) = CWORK(2*N+N*NR+NR+p) 774 CONTINUE 773 CONTINUE * END IF * * Permute the rows of V using the (column) permutation from the * first QRF. Also, scale the columns to make them unit in * Euclidean norm. This applies to all cases. * TEMP1 = SQRT(DBLE(N)) * EPSLN DO 1972 q = 1, N DO 972 p = 1, N CWORK(2*N+N*NR+NR+IWORK(p)) = V(p,q) 972 CONTINUE DO 973 p = 1, N V(p,q) = CWORK(2*N+N*NR+NR+p) 973 CONTINUE XSC = ONE / DZNRM2( N, V(1,q), 1 ) IF ( (XSC .LT. (ONE-TEMP1)) .OR. (XSC .GT. (ONE+TEMP1)) ) $ CALL ZDSCAL( N, XSC, V(1,q), 1 ) 1972 CONTINUE * At this moment, V contains the right singular vectors of A. * Next, assemble the left singular vector matrix U (M x N). IF ( NR .LT. M ) THEN CALL ZLASET('A', M-NR, NR, CZERO, CZERO, U(NR+1,1), LDU) IF ( NR .LT. N1 ) THEN CALL ZLASET('A',NR,N1-NR,CZERO,CZERO,U(1,NR+1),LDU) CALL ZLASET('A',M-NR,N1-NR,CZERO,CONE, $ U(NR+1,NR+1),LDU) END IF END IF * * The Q matrix from the first QRF is built into the left singular * matrix U. This applies to all cases. * CALL ZUNMQR( 'L', 'N', M, N1, N, A, LDA, CWORK, U, $ LDU, CWORK(N+1), LWORK-N, IERR ) * The columns of U are normalized. The cost is O(M*N) flops. TEMP1 = SQRT(DBLE(M)) * EPSLN DO 1973 p = 1, NR XSC = ONE / DZNRM2( M, U(1,p), 1 ) IF ( (XSC .LT. (ONE-TEMP1)) .OR. (XSC .GT. (ONE+TEMP1)) ) $ CALL ZDSCAL( M, XSC, U(1,p), 1 ) 1973 CONTINUE * * If the initial QRF is computed with row pivoting, the left * singular vectors must be adjusted. * IF ( ROWPIV ) $ CALL ZLASWP( N1, U, LDU, 1, M-1, IWORK(IWOFF+1), -1 ) * ELSE * * .. the initial matrix A has almost orthogonal columns and * the second QRF is not needed * CALL ZLACPY( 'U', N, N, A, LDA, CWORK(N+1), N ) IF ( L2PERT ) THEN XSC = SQRT(SMALL) DO 5970 p = 2, N CTEMP = XSC * CWORK( N + (p-1)*N + p ) DO 5971 q = 1, p - 1 * CWORK(N+(q-1)*N+p)=-TEMP1 * ( CWORK(N+(p-1)*N+q) / * $ ABS(CWORK(N+(p-1)*N+q)) ) CWORK(N+(q-1)*N+p)=-CTEMP 5971 CONTINUE 5970 CONTINUE ELSE CALL ZLASET( 'L',N-1,N-1,CZERO,CZERO,CWORK(N+2),N ) END IF * CALL ZGESVJ( 'U', 'U', 'N', N, N, CWORK(N+1), N, SVA, $ N, U, LDU, CWORK(N+N*N+1), LWORK-N-N*N, RWORK, LRWORK, $ INFO ) * SCALEM = RWORK(1) NUMRANK = NINT(RWORK(2)) DO 6970 p = 1, N CALL ZCOPY( N, CWORK(N+(p-1)*N+1), 1, U(1,p), 1 ) CALL ZDSCAL( N, SVA(p), CWORK(N+(p-1)*N+1), 1 ) 6970 CONTINUE * CALL ZTRSM( 'L', 'U', 'N', 'N', N, N, $ CONE, A, LDA, CWORK(N+1), N ) DO 6972 p = 1, N CALL ZCOPY( N, CWORK(N+p), N, V(IWORK(p),1), LDV ) 6972 CONTINUE TEMP1 = SQRT(DBLE(N))*EPSLN DO 6971 p = 1, N XSC = ONE / DZNRM2( N, V(1,p), 1 ) IF ( (XSC .LT. (ONE-TEMP1)) .OR. (XSC .GT. (ONE+TEMP1)) ) $ CALL ZDSCAL( N, XSC, V(1,p), 1 ) 6971 CONTINUE * * Assemble the left singular vector matrix U (M x N). * IF ( N .LT. M ) THEN CALL ZLASET( 'A', M-N, N, CZERO, CZERO, U(N+1,1), LDU ) IF ( N .LT. N1 ) THEN CALL ZLASET('A',N, N1-N, CZERO, CZERO, U(1,N+1),LDU) CALL ZLASET( 'A',M-N,N1-N, CZERO, CONE,U(N+1,N+1),LDU) END IF END IF CALL ZUNMQR( 'L', 'N', M, N1, N, A, LDA, CWORK, U, $ LDU, CWORK(N+1), LWORK-N, IERR ) TEMP1 = SQRT(DBLE(M))*EPSLN DO 6973 p = 1, N1 XSC = ONE / DZNRM2( M, U(1,p), 1 ) IF ( (XSC .LT. (ONE-TEMP1)) .OR. (XSC .GT. (ONE+TEMP1)) ) $ CALL ZDSCAL( M, XSC, U(1,p), 1 ) 6973 CONTINUE * IF ( ROWPIV ) $ CALL ZLASWP( N1, U, LDU, 1, M-1, IWORK(IWOFF+1), -1 ) * END IF * * end of the >> almost orthogonal case << in the full SVD * ELSE * * This branch deploys a preconditioned Jacobi SVD with explicitly * accumulated rotations. It is included as optional, mainly for * experimental purposes. It does perfom well, and can also be used. * In this implementation, this branch will be automatically activated * if the condition number sigma_max(A) / sigma_min(A) is predicted * to be greater than the overflow threshold. This is because the * a posteriori computation of the singular vectors assumes robust * implementation of BLAS and some LAPACK procedures, capable of working * in presence of extreme values, e.g. when the singular values spread from * the underflow to the overflow threshold. * DO 7968 p = 1, NR CALL ZCOPY( N-p+1, A(p,p), LDA, V(p,p), 1 ) CALL ZLACGV( N-p+1, V(p,p), 1 ) 7968 CONTINUE * IF ( L2PERT ) THEN XSC = SQRT(SMALL/EPSLN) DO 5969 q = 1, NR CTEMP = DCMPLX(XSC*ABS( V(q,q) ),ZERO) DO 5968 p = 1, N IF ( ( p .GT. q ) .AND. ( ABS(V(p,q)) .LE. TEMP1 ) $ .OR. ( p .LT. q ) ) * $ V(p,q) = TEMP1 * ( V(p,q) / ABS(V(p,q)) ) $ V(p,q) = CTEMP IF ( p .LT. q ) V(p,q) = - V(p,q) 5968 CONTINUE 5969 CONTINUE ELSE CALL ZLASET( 'U', NR-1, NR-1, CZERO, CZERO, V(1,2), LDV ) END IF CALL ZGEQRF( N, NR, V, LDV, CWORK(N+1), CWORK(2*N+1), $ LWORK-2*N, IERR ) CALL ZLACPY( 'L', N, NR, V, LDV, CWORK(2*N+1), N ) * DO 7969 p = 1, NR CALL ZCOPY( NR-p+1, V(p,p), LDV, U(p,p), 1 ) CALL ZLACGV( NR-p+1, U(p,p), 1 ) 7969 CONTINUE IF ( L2PERT ) THEN XSC = SQRT(SMALL/EPSLN) DO 9970 q = 2, NR DO 9971 p = 1, q - 1 CTEMP = DCMPLX(XSC * MIN(ABS(U(p,p)),ABS(U(q,q))), $ ZERO) * U(p,q) = - TEMP1 * ( U(q,p) / ABS(U(q,p)) ) U(p,q) = - CTEMP 9971 CONTINUE 9970 CONTINUE ELSE CALL ZLASET('U', NR-1, NR-1, CZERO, CZERO, U(1,2), LDU ) END IF CALL ZGESVJ( 'L', 'U', 'V', NR, NR, U, LDU, SVA, $ N, V, LDV, CWORK(2*N+N*NR+1), LWORK-2*N-N*NR, $ RWORK, LRWORK, INFO ) SCALEM = RWORK(1) NUMRANK = NINT(RWORK(2)) IF ( NR .LT. N ) THEN CALL ZLASET( 'A',N-NR,NR,CZERO,CZERO,V(NR+1,1),LDV ) CALL ZLASET( 'A',NR,N-NR,CZERO,CZERO,V(1,NR+1),LDV ) CALL ZLASET( 'A',N-NR,N-NR,CZERO,CONE,V(NR+1,NR+1),LDV ) END IF CALL ZUNMQR( 'L','N',N,N,NR,CWORK(2*N+1),N,CWORK(N+1), $ V,LDV,CWORK(2*N+N*NR+NR+1),LWORK-2*N-N*NR-NR,IERR ) * * Permute the rows of V using the (column) permutation from the * first QRF. Also, scale the columns to make them unit in * Euclidean norm. This applies to all cases. * TEMP1 = SQRT(DBLE(N)) * EPSLN DO 7972 q = 1, N DO 8972 p = 1, N CWORK(2*N+N*NR+NR+IWORK(p)) = V(p,q) 8972 CONTINUE DO 8973 p = 1, N V(p,q) = CWORK(2*N+N*NR+NR+p) 8973 CONTINUE XSC = ONE / DZNRM2( N, V(1,q), 1 ) IF ( (XSC .LT. (ONE-TEMP1)) .OR. (XSC .GT. (ONE+TEMP1)) ) $ CALL ZDSCAL( N, XSC, V(1,q), 1 ) 7972 CONTINUE * * At this moment, V contains the right singular vectors of A. * Next, assemble the left singular vector matrix U (M x N). * IF ( NR .LT. M ) THEN CALL ZLASET( 'A', M-NR, NR, CZERO, CZERO, U(NR+1,1), LDU ) IF ( NR .LT. N1 ) THEN CALL ZLASET('A',NR, N1-NR, CZERO, CZERO, U(1,NR+1),LDU) CALL ZLASET('A',M-NR,N1-NR, CZERO, CONE,U(NR+1,NR+1),LDU) END IF END IF * CALL ZUNMQR( 'L', 'N', M, N1, N, A, LDA, CWORK, U, $ LDU, CWORK(N+1), LWORK-N, IERR ) * IF ( ROWPIV ) $ CALL ZLASWP( N1, U, LDU, 1, M-1, IWORK(IWOFF+1), -1 ) * * END IF IF ( TRANSP ) THEN * .. swap U and V because the procedure worked on A^* DO 6974 p = 1, N CALL ZSWAP( N, U(1,p), 1, V(1,p), 1 ) 6974 CONTINUE END IF * END IF * end of the full SVD * * Undo scaling, if necessary (and possible) * IF ( USCAL2 .LE. (BIG/SVA(1))*USCAL1 ) THEN CALL DLASCL( 'G', 0, 0, USCAL1, USCAL2, NR, 1, SVA, N, IERR ) USCAL1 = ONE USCAL2 = ONE END IF * IF ( NR .LT. N ) THEN DO 3004 p = NR+1, N SVA(p) = ZERO 3004 CONTINUE END IF * RWORK(1) = USCAL2 * SCALEM RWORK(2) = USCAL1 IF ( ERREST ) RWORK(3) = SCONDA IF ( LSVEC .AND. RSVEC ) THEN RWORK(4) = CONDR1 RWORK(5) = CONDR2 END IF IF ( L2TRAN ) THEN RWORK(6) = ENTRA RWORK(7) = ENTRAT END IF * IWORK(1) = NR IWORK(2) = NUMRANK IWORK(3) = WARNING IF ( TRANSP ) THEN IWORK(4) = 1 ELSE IWORK(4) = -1 END IF * RETURN * .. * .. END OF ZGEJSV * .. END *