| 123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290291292293294295296297298299300301302303304305306307308309310311312313314315316317318319320321322323324325326327328329330331332333334335336337338339340341342343344345346347348349350351352353354355356357358359360361362363364365366367368369370371372373374375376377378379380381382383384385386387388389390391392393394395396397398399400401402403404405406407408409410411412413414415416417418419420421422423424425426427428429430431432433434435436437438439440441442443444445446447448449450451452453454455456457458459460461462463464465466467468469470471472473474475476477478479480481482483484485486487488489490491492493494495496497498499500501502503504505506507508509510511512513 | /* dggsvp.f -- translated by f2c (version 20061008).   You must link the resulting object file with libf2c:	on Microsoft Windows system, link with libf2c.lib;	on Linux or Unix systems, link with .../path/to/libf2c.a -lm	or, if you install libf2c.a in a standard place, with -lf2c -lm	-- in that order, at the end of the command line, as in		cc *.o -lf2c -lm	Source for libf2c is in /netlib/f2c/libf2c.zip, e.g.,		http://www.netlib.org/f2c/libf2c.zip*/#include "f2c.h"#include "blaswrap.h"/* Table of constant values */static doublereal c_b12 = 0.;static doublereal c_b22 = 1.;/* Subroutine */ int dggsvp_(char *jobu, char *jobv, char *jobq, integer *m, 	integer *p, integer *n, doublereal *a, integer *lda, doublereal *b, 	integer *ldb, doublereal *tola, doublereal *tolb, integer *k, integer 	*l, doublereal *u, integer *ldu, doublereal *v, integer *ldv, 	doublereal *q, integer *ldq, integer *iwork, doublereal *tau, 	doublereal *work, integer *info){    /* System generated locals */    integer a_dim1, a_offset, b_dim1, b_offset, q_dim1, q_offset, u_dim1, 	    u_offset, v_dim1, v_offset, i__1, i__2, i__3;    doublereal d__1;    /* Local variables */    integer i__, j;    extern logical lsame_(char *, char *);    logical wantq, wantu, wantv;    extern /* Subroutine */ int dgeqr2_(integer *, integer *, doublereal *, 	    integer *, doublereal *, doublereal *, integer *), dgerq2_(	    integer *, integer *, doublereal *, integer *, doublereal *, 	    doublereal *, integer *), dorg2r_(integer *, integer *, integer *, 	     doublereal *, integer *, doublereal *, doublereal *, integer *), 	    dorm2r_(char *, char *, integer *, integer *, integer *, 	    doublereal *, integer *, doublereal *, doublereal *, integer *, 	    doublereal *, integer *), dormr2_(char *, char *, 	    integer *, integer *, integer *, doublereal *, integer *, 	    doublereal *, doublereal *, integer *, doublereal *, integer *), dgeqpf_(integer *, integer *, doublereal *, 	    integer *, integer *, doublereal *, doublereal *, integer *), 	    dlacpy_(char *, integer *, integer *, doublereal *, integer *, 	    doublereal *, integer *), dlaset_(char *, integer *, 	    integer *, doublereal *, doublereal *, doublereal *, integer *), xerbla_(char *, integer *), dlapmt_(logical *, 	    integer *, integer *, doublereal *, integer *, integer *);    logical forwrd;/*  -- LAPACK routine (version 3.2) -- *//*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. *//*     November 2006 *//*     .. Scalar Arguments .. *//*     .. *//*     .. Array Arguments .. *//*     .. *//*  Purpose *//*  ======= *//*  DGGSVP computes orthogonal matrices U, V and Q such that *//*                   N-K-L  K    L *//*   U'*A*Q =     K ( 0    A12  A13 )  if M-K-L >= 0; *//*                L ( 0     0   A23 ) *//*            M-K-L ( 0     0    0  ) *//*                   N-K-L  K    L *//*          =     K ( 0    A12  A13 )  if M-K-L < 0; *//*              M-K ( 0     0   A23 ) *//*                 N-K-L  K    L *//*   V'*B*Q =   L ( 0     0   B13 ) *//*            P-L ( 0     0    0  ) *//*  where the K-by-K matrix A12 and L-by-L matrix B13 are nonsingular *//*  upper triangular; A23 is L-by-L upper triangular if M-K-L >= 0, *//*  otherwise A23 is (M-K)-by-L upper trapezoidal.  K+L = the effective *//*  numerical rank of the (M+P)-by-N matrix (A',B')'.  Z' denotes the *//*  transpose of Z. *//*  This decomposition is the preprocessing step for computing the *//*  Generalized Singular Value Decomposition (GSVD), see subroutine *//*  DGGSVD. *//*  Arguments *//*  ========= *//*  JOBU    (input) CHARACTER*1 *//*          = 'U':  Orthogonal matrix U is computed; *//*          = 'N':  U is not computed. *//*  JOBV    (input) CHARACTER*1 *//*          = 'V':  Orthogonal matrix V is computed; *//*          = 'N':  V is not computed. *//*  JOBQ    (input) CHARACTER*1 *//*          = 'Q':  Orthogonal matrix Q is computed; *//*          = 'N':  Q is not computed. *//*  M       (input) INTEGER *//*          The number of rows of the matrix A.  M >= 0. *//*  P       (input) INTEGER *//*          The number of rows of the matrix B.  P >= 0. *//*  N       (input) INTEGER *//*          The number of columns of the matrices A and B.  N >= 0. *//*  A       (input/output) DOUBLE PRECISION array, dimension (LDA,N) *//*          On entry, the M-by-N matrix A. *//*          On exit, A contains the triangular (or trapezoidal) matrix *//*          described in the Purpose section. *//*  LDA     (input) INTEGER *//*          The leading dimension of the array A. LDA >= max(1,M). *//*  B       (input/output) DOUBLE PRECISION array, dimension (LDB,N) *//*          On entry, the P-by-N matrix B. *//*          On exit, B contains the triangular matrix described in *//*          the Purpose section. *//*  LDB     (input) INTEGER *//*          The leading dimension of the array B. LDB >= max(1,P). *//*  TOLA    (input) DOUBLE PRECISION *//*  TOLB    (input) DOUBLE PRECISION *//*          TOLA and TOLB are the thresholds to determine the effective *//*          numerical rank of matrix B and a subblock of A. Generally, *//*          they are set to *//*             TOLA = MAX(M,N)*norm(A)*MAZHEPS, *//*             TOLB = MAX(P,N)*norm(B)*MAZHEPS. *//*          The size of TOLA and TOLB may affect the size of backward *//*          errors of the decomposition. *//*  K       (output) INTEGER *//*  L       (output) INTEGER *//*          On exit, K and L specify the dimension of the subblocks *//*          described in Purpose. *//*          K + L = effective numerical rank of (A',B')'. *//*  U       (output) DOUBLE PRECISION array, dimension (LDU,M) *//*          If JOBU = 'U', U contains the orthogonal matrix U. *//*          If JOBU = 'N', U is not referenced. *//*  LDU     (input) INTEGER *//*          The leading dimension of the array U. LDU >= max(1,M) if *//*          JOBU = 'U'; LDU >= 1 otherwise. *//*  V       (output) DOUBLE PRECISION array, dimension (LDV,P) *//*          If JOBV = 'V', V contains the orthogonal matrix V. *//*          If JOBV = 'N', V is not referenced. *//*  LDV     (input) INTEGER *//*          The leading dimension of the array V. LDV >= max(1,P) if *//*          JOBV = 'V'; LDV >= 1 otherwise. *//*  Q       (output) DOUBLE PRECISION array, dimension (LDQ,N) *//*          If JOBQ = 'Q', Q contains the orthogonal matrix Q. *//*          If JOBQ = 'N', Q is not referenced. *//*  LDQ     (input) INTEGER *//*          The leading dimension of the array Q. LDQ >= max(1,N) if *//*          JOBQ = 'Q'; LDQ >= 1 otherwise. *//*  IWORK   (workspace) INTEGER array, dimension (N) *//*  TAU     (workspace) DOUBLE PRECISION array, dimension (N) *//*  WORK    (workspace) DOUBLE PRECISION array, dimension (max(3*N,M,P)) *//*  INFO    (output) INTEGER *//*          = 0:  successful exit *//*          < 0:  if INFO = -i, the i-th argument had an illegal value. *//*  Further Details *//*  =============== *//*  The subroutine uses LAPACK subroutine DGEQPF for the QR factorization *//*  with column pivoting to detect the effective numerical rank of the *//*  a matrix. It may be replaced by a better rank determination strategy. *//*  ===================================================================== *//*     .. Parameters .. *//*     .. *//*     .. Local Scalars .. *//*     .. *//*     .. External Functions .. *//*     .. *//*     .. External Subroutines .. *//*     .. *//*     .. Intrinsic Functions .. *//*     .. *//*     .. Executable Statements .. *//*     Test the input parameters */    /* Parameter adjustments */    a_dim1 = *lda;    a_offset = 1 + a_dim1;    a -= a_offset;    b_dim1 = *ldb;    b_offset = 1 + b_dim1;    b -= b_offset;    u_dim1 = *ldu;    u_offset = 1 + u_dim1;    u -= u_offset;    v_dim1 = *ldv;    v_offset = 1 + v_dim1;    v -= v_offset;    q_dim1 = *ldq;    q_offset = 1 + q_dim1;    q -= q_offset;    --iwork;    --tau;    --work;    /* Function Body */    wantu = lsame_(jobu, "U");    wantv = lsame_(jobv, "V");    wantq = lsame_(jobq, "Q");    forwrd = TRUE_;    *info = 0;    if (! (wantu || lsame_(jobu, "N"))) {	*info = -1;    } else if (! (wantv || lsame_(jobv, "N"))) {	*info = -2;    } else if (! (wantq || lsame_(jobq, "N"))) {	*info = -3;    } else if (*m < 0) {	*info = -4;    } else if (*p < 0) {	*info = -5;    } else if (*n < 0) {	*info = -6;    } else if (*lda < max(1,*m)) {	*info = -8;    } else if (*ldb < max(1,*p)) {	*info = -10;    } else if (*ldu < 1 || wantu && *ldu < *m) {	*info = -16;    } else if (*ldv < 1 || wantv && *ldv < *p) {	*info = -18;    } else if (*ldq < 1 || wantq && *ldq < *n) {	*info = -20;    }    if (*info != 0) {	i__1 = -(*info);	xerbla_("DGGSVP", &i__1);	return 0;    }/*     QR with column pivoting of B: B*P = V*( S11 S12 ) *//*                                           (  0   0  ) */    i__1 = *n;    for (i__ = 1; i__ <= i__1; ++i__) {	iwork[i__] = 0;/* L10: */    }    dgeqpf_(p, n, &b[b_offset], ldb, &iwork[1], &tau[1], &work[1], info);/*     Update A := A*P */    dlapmt_(&forwrd, m, n, &a[a_offset], lda, &iwork[1]);/*     Determine the effective rank of matrix B. */    *l = 0;    i__1 = min(*p,*n);    for (i__ = 1; i__ <= i__1; ++i__) {	if ((d__1 = b[i__ + i__ * b_dim1], abs(d__1)) > *tolb) {	    ++(*l);	}/* L20: */    }    if (wantv) {/*        Copy the details of V, and form V. */	dlaset_("Full", p, p, &c_b12, &c_b12, &v[v_offset], ldv);	if (*p > 1) {	    i__1 = *p - 1;	    dlacpy_("Lower", &i__1, n, &b[b_dim1 + 2], ldb, &v[v_dim1 + 2], 		    ldv);	}	i__1 = min(*p,*n);	dorg2r_(p, p, &i__1, &v[v_offset], ldv, &tau[1], &work[1], info);    }/*     Clean up B */    i__1 = *l - 1;    for (j = 1; j <= i__1; ++j) {	i__2 = *l;	for (i__ = j + 1; i__ <= i__2; ++i__) {	    b[i__ + j * b_dim1] = 0.;/* L30: */	}/* L40: */    }    if (*p > *l) {	i__1 = *p - *l;	dlaset_("Full", &i__1, n, &c_b12, &c_b12, &b[*l + 1 + b_dim1], ldb);    }    if (wantq) {/*        Set Q = I and Update Q := Q*P */	dlaset_("Full", n, n, &c_b12, &c_b22, &q[q_offset], ldq);	dlapmt_(&forwrd, n, n, &q[q_offset], ldq, &iwork[1]);    }    if (*p >= *l && *n != *l) {/*        RQ factorization of (S11 S12): ( S11 S12 ) = ( 0 S12 )*Z */	dgerq2_(l, n, &b[b_offset], ldb, &tau[1], &work[1], info);/*        Update A := A*Z' */	dormr2_("Right", "Transpose", m, n, l, &b[b_offset], ldb, &tau[1], &a[		a_offset], lda, &work[1], info);	if (wantq) {/*           Update Q := Q*Z' */	    dormr2_("Right", "Transpose", n, n, l, &b[b_offset], ldb, &tau[1], 		     &q[q_offset], ldq, &work[1], info);	}/*        Clean up B */	i__1 = *n - *l;	dlaset_("Full", l, &i__1, &c_b12, &c_b12, &b[b_offset], ldb);	i__1 = *n;	for (j = *n - *l + 1; j <= i__1; ++j) {	    i__2 = *l;	    for (i__ = j - *n + *l + 1; i__ <= i__2; ++i__) {		b[i__ + j * b_dim1] = 0.;/* L50: */	    }/* L60: */	}    }/*     Let              N-L     L *//*                A = ( A11    A12 ) M, *//*     then the following does the complete QR decomposition of A11: *//*              A11 = U*(  0  T12 )*P1' *//*                      (  0   0  ) */    i__1 = *n - *l;    for (i__ = 1; i__ <= i__1; ++i__) {	iwork[i__] = 0;/* L70: */    }    i__1 = *n - *l;    dgeqpf_(m, &i__1, &a[a_offset], lda, &iwork[1], &tau[1], &work[1], info);/*     Determine the effective rank of A11 */    *k = 0;/* Computing MIN */    i__2 = *m, i__3 = *n - *l;    i__1 = min(i__2,i__3);    for (i__ = 1; i__ <= i__1; ++i__) {	if ((d__1 = a[i__ + i__ * a_dim1], abs(d__1)) > *tola) {	    ++(*k);	}/* L80: */    }/*     Update A12 := U'*A12, where A12 = A( 1:M, N-L+1:N ) *//* Computing MIN */    i__2 = *m, i__3 = *n - *l;    i__1 = min(i__2,i__3);    dorm2r_("Left", "Transpose", m, l, &i__1, &a[a_offset], lda, &tau[1], &a[(	    *n - *l + 1) * a_dim1 + 1], lda, &work[1], info);    if (wantu) {/*        Copy the details of U, and form U */	dlaset_("Full", m, m, &c_b12, &c_b12, &u[u_offset], ldu);	if (*m > 1) {	    i__1 = *m - 1;	    i__2 = *n - *l;	    dlacpy_("Lower", &i__1, &i__2, &a[a_dim1 + 2], lda, &u[u_dim1 + 2], ldu);	}/* Computing MIN */	i__2 = *m, i__3 = *n - *l;	i__1 = min(i__2,i__3);	dorg2r_(m, m, &i__1, &u[u_offset], ldu, &tau[1], &work[1], info);    }    if (wantq) {/*        Update Q( 1:N, 1:N-L )  = Q( 1:N, 1:N-L )*P1 */	i__1 = *n - *l;	dlapmt_(&forwrd, n, &i__1, &q[q_offset], ldq, &iwork[1]);    }/*     Clean up A: set the strictly lower triangular part of *//*     A(1:K, 1:K) = 0, and A( K+1:M, 1:N-L ) = 0. */    i__1 = *k - 1;    for (j = 1; j <= i__1; ++j) {	i__2 = *k;	for (i__ = j + 1; i__ <= i__2; ++i__) {	    a[i__ + j * a_dim1] = 0.;/* L90: */	}/* L100: */    }    if (*m > *k) {	i__1 = *m - *k;	i__2 = *n - *l;	dlaset_("Full", &i__1, &i__2, &c_b12, &c_b12, &a[*k + 1 + a_dim1], 		lda);    }    if (*n - *l > *k) {/*        RQ factorization of ( T11 T12 ) = ( 0 T12 )*Z1 */	i__1 = *n - *l;	dgerq2_(k, &i__1, &a[a_offset], lda, &tau[1], &work[1], info);	if (wantq) {/*           Update Q( 1:N,1:N-L ) = Q( 1:N,1:N-L )*Z1' */	    i__1 = *n - *l;	    dormr2_("Right", "Transpose", n, &i__1, k, &a[a_offset], lda, &		    tau[1], &q[q_offset], ldq, &work[1], info);	}/*        Clean up A */	i__1 = *n - *l - *k;	dlaset_("Full", k, &i__1, &c_b12, &c_b12, &a[a_offset], lda);	i__1 = *n - *l;	for (j = *n - *l - *k + 1; j <= i__1; ++j) {	    i__2 = *k;	    for (i__ = j - *n + *l + *k + 1; i__ <= i__2; ++i__) {		a[i__ + j * a_dim1] = 0.;/* L110: */	    }/* L120: */	}    }    if (*m > *k) {/*        QR factorization of A( K+1:M,N-L+1:N ) */	i__1 = *m - *k;	dgeqr2_(&i__1, l, &a[*k + 1 + (*n - *l + 1) * a_dim1], lda, &tau[1], &		work[1], info);	if (wantu) {/*           Update U(:,K+1:M) := U(:,K+1:M)*U1 */	    i__1 = *m - *k;/* Computing MIN */	    i__3 = *m - *k;	    i__2 = min(i__3,*l);	    dorm2r_("Right", "No transpose", m, &i__1, &i__2, &a[*k + 1 + (*n 		    - *l + 1) * a_dim1], lda, &tau[1], &u[(*k + 1) * u_dim1 + 		    1], ldu, &work[1], info);	}/*        Clean up */	i__1 = *n;	for (j = *n - *l + 1; j <= i__1; ++j) {	    i__2 = *m;	    for (i__ = j - *n + *k + *l + 1; i__ <= i__2; ++i__) {		a[i__ + j * a_dim1] = 0.;/* L130: */	    }/* L140: */	}    }    return 0;/*     End of DGGSVP */} /* dggsvp_ */
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