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- /* dgejsv.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 integer c__1 = 1;
- static doublereal c_b34 = 0.;
- static doublereal c_b35 = 1.;
- static integer c__0 = 0;
- static integer c_n1 = -1;
- /* Subroutine */ int _starpu_dgejsv_(char *joba, char *jobu, char *jobv, char *jobr,
- char *jobt, char *jobp, integer *m, integer *n, doublereal *a,
- integer *lda, doublereal *sva, doublereal *u, integer *ldu,
- doublereal *v, integer *ldv, doublereal *work, integer *lwork,
- integer *iwork, integer *info)
- {
- /* System generated locals */
- integer a_dim1, a_offset, u_dim1, u_offset, v_dim1, v_offset, i__1, i__2,
- i__3, i__4, i__5, i__6, i__7, i__8, i__9, i__10;
- doublereal d__1, d__2, d__3, d__4;
- /* Builtin functions */
- double sqrt(doublereal), log(doublereal), d_sign(doublereal *, doublereal
- *);
- integer i_dnnt(doublereal *);
- /* Local variables */
- integer p, q, n1, nr;
- doublereal big, xsc, big1;
- logical defr;
- doublereal aapp, aaqq;
- logical kill;
- integer ierr;
- extern doublereal _starpu_dnrm2_(integer *, doublereal *, integer *);
- doublereal temp1;
- logical jracc;
- extern /* Subroutine */ int _starpu_dscal_(integer *, doublereal *, doublereal *,
- integer *);
- extern logical _starpu_lsame_(char *, char *);
- doublereal small, entra, sfmin;
- logical lsvec;
- extern /* Subroutine */ int _starpu_dcopy_(integer *, doublereal *, integer *,
- doublereal *, integer *), _starpu_dswap_(integer *, doublereal *, integer
- *, doublereal *, integer *);
- doublereal epsln;
- logical rsvec;
- extern /* Subroutine */ int _starpu_dtrsm_(char *, char *, char *, char *,
- integer *, integer *, doublereal *, doublereal *, integer *,
- doublereal *, integer *);
- logical l2aber;
- extern /* Subroutine */ int _starpu_dgeqp3_(integer *, integer *, doublereal *,
- integer *, integer *, doublereal *, doublereal *, integer *,
- integer *);
- doublereal condr1, condr2, uscal1, uscal2;
- logical l2kill, l2rank, l2tran, l2pert;
- extern doublereal _starpu_dlamch_(char *);
- extern /* Subroutine */ int _starpu_dgelqf_(integer *, integer *, doublereal *,
- integer *, doublereal *, doublereal *, integer *, integer *);
- extern integer _starpu_idamax_(integer *, doublereal *, integer *);
- doublereal scalem;
- extern /* Subroutine */ int _starpu_dlascl_(char *, integer *, integer *,
- doublereal *, doublereal *, integer *, integer *, doublereal *,
- integer *, integer *);
- doublereal sconda;
- logical goscal;
- doublereal aatmin;
- extern /* Subroutine */ int _starpu_dgeqrf_(integer *, integer *, doublereal *,
- integer *, doublereal *, doublereal *, integer *, integer *);
- doublereal aatmax;
- extern /* Subroutine */ int _starpu_dlacpy_(char *, integer *, integer *,
- doublereal *, integer *, doublereal *, integer *),
- _starpu_dlaset_(char *, integer *, integer *, doublereal *, doublereal *,
- doublereal *, integer *), _starpu_xerbla_(char *, integer *);
- logical noscal;
- extern /* Subroutine */ int _starpu_dpocon_(char *, integer *, doublereal *,
- integer *, doublereal *, doublereal *, doublereal *, integer *,
- integer *), _starpu_dgesvj_(char *, char *, char *, integer *,
- integer *, doublereal *, integer *, doublereal *, integer *,
- doublereal *, integer *, doublereal *, integer *, integer *), _starpu_dlassq_(integer *, doublereal *, integer
- *, doublereal *, doublereal *), _starpu_dlaswp_(integer *, doublereal *,
- integer *, integer *, integer *, integer *, integer *);
- doublereal entrat;
- logical almort;
- extern /* Subroutine */ int _starpu_dorgqr_(integer *, integer *, integer *,
- doublereal *, integer *, doublereal *, doublereal *, integer *,
- integer *), _starpu_dormlq_(char *, char *, integer *, integer *, integer
- *, doublereal *, integer *, doublereal *, doublereal *, integer *,
- doublereal *, integer *, integer *);
- doublereal maxprj;
- logical errest;
- extern /* Subroutine */ int _starpu_dormqr_(char *, char *, integer *, integer *,
- integer *, doublereal *, integer *, doublereal *, doublereal *,
- integer *, doublereal *, integer *, integer *);
- logical transp, rowpiv;
- doublereal cond_ok__;
- integer warning, numrank;
- /* -- LAPACK routine (version 3.2) -- */
- /* -- Contributed by Zlatko Drmac of the University of Zagreb and -- */
- /* -- Kresimir Veselic of the Fernuniversitaet Hagen -- */
- /* -- November 2008 -- */
- /* -- LAPACK is a software package provided by Univ. of Tennessee, -- */
- /* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- */
- /* This routine is also part of SIGMA (version 1.23, October 23. 2008.) */
- /* SIGMA is a library of algorithms for highly accurate algorithms for */
- /* computation of SVD, PSVD, QSVD, (H,K)-SVD, and for solution of the */
- /* eigenvalue problems Hx = lambda M x, H M x = lambda x with H, M > 0. */
- /* -#- Scalar Arguments -#- */
- /* -#- Array Arguments -#- */
- /* .. */
- /* Purpose */
- /* ~~~~~~~ */
- /* DGEJSV computes the singular value decomposition (SVD) of a real M-by-N */
- /* matrix [A], where M >= N. The SVD of [A] is written as */
- /* [A] = [U] * [SIGMA] * [V]^t, */
- /* 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) orthonormal matrix, and */
- /* [V] is an N-by-N orthogonal 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. */
- /* Further details */
- /* ~~~~~~~~~~~~~~~ */
- /* DGEJSV implements a preconditioned Jacobi SVD algorithm. It uses SGEQP3, */
- /* SGEQRF, and SGELQF 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 DGEJSV 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 (DGEJSV) is best used in this restricted range, */
- /* meaning that singular values of magnitude below ||A||_2 / SLAMCH('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 (DGESVJ) is */
- /* left to the implementer on a particular machine. */
- /* The rank revealing QR factorization (in this code: SGEQP3) should be */
- /* implemented as in [3]. We have a new version of SGEQP3 under development */
- /* that is more robust than the current one in LAPACK, with a cleaner cut in */
- /* rank defficient cases. It will be available in the SIGMA library [4]. */
- /* If M is much larger than N, it is obvious that the inital QRF with */
- /* column pivoting can be preprocessed by the QRF without pivoting. That */
- /* well known trick is not used in DGEJSV 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 DGEJSV uses only the simplest, naive data movement. */
- /* Contributors */
- /* ~~~~~~~~~~~~ */
- /* Zlatko Drmac (Zagreb, Croatia) and Kresimir Veselic (Hagen, Germany) */
- /* References */
- /* ~~~~~~~~~~ */
- /* [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. */
- /* Bugs, examples and comments */
- /* ~~~~~~~~~~~~~~~~~~~~~~~~~~~ */
- /* Please report all bugs and send interesting examples and/or comments to */
- /* drmac@math.hr. Thank you. */
- /* Arguments */
- /* ~~~~~~~~~ */
- /* ............................................................................ */
- /* . JOBA (input) 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=D*B. If A has heavily weighted */
- /* . rows, then using this condition number gives too pessimistic */
- /* . error bound. */
- /* . = 'A': Small singular values are the noise and 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^t 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'. */
- /* . */
- /* . JOBU (input) 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. */
- /* . */
- /* . JOBV (input) 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. This option is */
- /* . allowed only if JOBU .NE. 'N', i.e. in computing the full SVD. */
- /* . = 'W': V may be used as workspace of length N*N. See the description */
- /* . of V. */
- /* . = 'N': V is not computed. */
- /* . */
- /* . JOBR (input) 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 DSQRT(BIG), BIG=SLAMCH('O'), then JOBR issues */
- /* . the licence to kill columns of A whose norm in c*A is less than */
- /* . DSQRT(SFMIN) (for JOBR.EQ.'R'), or less than SMALL=SFMIN/EPSLN, */
- /* . where SFMIN=SLAMCH('S'), EPSLN=SLAMCH('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 DGESVJ. */
- /* . = 'R': RESTRICTED range for sigma(c*A) is [DSQRT(SFMIN), DSQRT(BIG)] */
- /* . (roughly, as described above). This option is recommended. */
- /* . ~~~~~~~~~~~~~~~~~~~~~~~~~~~ */
- /* . For computing the singular values in the FULL range [SFMIN,BIG] */
- /* . use DGESVJ. */
- /* . */
- /* . JOBT (input) CHARACTER*1 */
- /* . If the matrix is square then the procedure may determine to use */
- /* . transposed A if A^t seems to be better with respect to convergence. */
- /* . If the matrix is not square, JOBT is ignored. This is subject to */
- /* . changes in the future. */
- /* . The decision is based on two values of entropy over the adjoint */
- /* . orbit of A^t * A. See the descriptions of WORK(6) and WORK(7). */
- /* . = 'T': transpose if entropy test indicates possibly faster */
- /* . convergence of Jacobi process if A^t is taken as input. If A is */
- /* . replaced with A^t, then the row pivoting is included automatically. */
- /* . = 'N': do not speculate. */
- /* . This option 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. */
- /* . */
- /* . JOBP (input) 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 */
- /* ............................................................................ */
- /* M (input) INTEGER */
- /* The number of rows of the input matrix A. M >= 0. */
- /* N (input) INTEGER */
- /* The number of columns of the input matrix A. M >= N >= 0. */
- /* A (input/workspace) REAL array, dimension (LDA,N) */
- /* On entry, the M-by-N matrix A. */
- /* LDA (input) INTEGER */
- /* The leading dimension of the array A. LDA >= max(1,M). */
- /* SVA (workspace/output) REAL 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. */
- /* U (workspace/output) REAL 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^t. In that case, [V] is computed */
- /* in U as left singular vectors of A^t 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. */
- /* LDU (input) INTEGER */
- /* The leading dimension of the array U, LDU >= 1. */
- /* IF JOBU = 'U' or 'F' or 'W', then LDU >= M. */
- /* V (workspace/output) REAL 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^t. In that case, [U] is computed */
- /* in V as right singular vectors of A^t 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. */
- /* LDV (input) INTEGER */
- /* The leading dimension of the array V, LDV >= 1. */
- /* If JOBV = 'V' or 'J' or 'W', then LDV >= N. */
- /* WORK (workspace/output) REAL array, dimension at least LWORK. */
- /* On exit, */
- /* WORK(1) = SCALE = WORK(2) / WORK(1) is the scaling factor such */
- /* that SCALE*SVA(1:N) are the computed singular values */
- /* of A. (See the description of SVA().) */
- /* WORK(2) = See the description of WORK(1). */
- /* WORK(3) = SCONDA is an estimate for the condition number of */
- /* column equilibrated A. (If JOBA .EQ. 'E' or 'G') */
- /* SCONDA is an estimate of DSQRT(||(R^t * R)^(-1)||_1). */
- /* It is computed using DPOCON. 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. */
- /* WORK(4) = an estimate of the scaled condition number of the */
- /* triangular factor in the first QR factorization. */
- /* WORK(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. */
- /* WORK(6) = the entropy of A^t*A :: this is the Shannon entropy */
- /* of diag(A^t*A) / Trace(A^t*A) taken as point in the */
- /* probability simplex. */
- /* WORK(7) = the entropy of A*A^t. */
- /* LWORK (input) INTEGER */
- /* Length of WORK to confirm proper allocation of work space. */
- /* LWORK depends on the job: */
- /* If only SIGMA is needed ( JOBU.EQ.'N', JOBV.EQ.'N' ) and */
- /* -> .. no scaled condition estimate required ( JOBE.EQ.'N'): */
- /* LWORK >= max(2*M+N,4*N+1,7). This is the minimal requirement. */
- /* For optimal performance (blocked code) the optimal value */
- /* is LWORK >= max(2*M+N,3*N+(N+1)*NB,7). Here NB is the optimal */
- /* block size for xGEQP3/xGEQRF. */
- /* -> .. an estimate of the scaled condition number of A is */
- /* required (JOBA='E', 'G'). In this case, LWORK is the maximum */
- /* of the above and N*N+4*N, i.e. LWORK >= max(2*M+N,N*N+4N,7). */
- /* If SIGMA and the right singular vectors are needed (JOBV.EQ.'V'), */
- /* -> the minimal requirement is LWORK >= max(2*N+M,7). */
- /* -> For optimal performance, LWORK >= max(2*N+M,2*N+N*NB,7), */
- /* where NB is the optimal block size. */
- /* If SIGMA and the left singular vectors are needed */
- /* -> the minimal requirement is LWORK >= max(2*N+M,7). */
- /* -> For optimal performance, LWORK >= max(2*N+M,2*N+N*NB,7), */
- /* where NB is the optimal block size. */
- /* If full SVD is needed ( JOBU.EQ.'U' or 'F', JOBV.EQ.'V' ) and */
- /* -> .. the singular vectors are computed without explicit */
- /* accumulation of the Jacobi rotations, LWORK >= 6*N+2*N*N */
- /* -> .. in the iterative part, the Jacobi rotations are */
- /* explicitly accumulated (option, see the description of JOBV), */
- /* then the minimal requirement is LWORK >= max(M+3*N+N*N,7). */
- /* For better performance, if NB is the optimal block size, */
- /* LWORK >= max(3*N+N*N+M,3*N+N*N+N*NB,7). */
- /* IWORK (workspace/output) INTEGER array, dimension M+3*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. */
- /* INFO (output) INTEGER */
- /* < 0 : if INFO = -i, then the i-th argument had an illegal value. */
- /* = 0 : successfull exit; */
- /* > 0 : DGEJSV did not converge in the maximal allowed number */
- /* of sweeps. The computed values may be inaccurate. */
- /* ............................................................................ */
- /* Local Parameters: */
- /* Local Scalars: */
- /* Intrinsic Functions: */
- /* External Functions: */
- /* External Subroutines ( BLAS, LAPACK ): */
- /* ............................................................................ */
- /* Test the input arguments */
- /* Parameter adjustments */
- --sva;
- a_dim1 = *lda;
- a_offset = 1 + a_dim1;
- a -= a_offset;
- u_dim1 = *ldu;
- u_offset = 1 + u_dim1;
- u -= u_offset;
- v_dim1 = *ldv;
- v_offset = 1 + v_dim1;
- v -= v_offset;
- --work;
- --iwork;
- /* Function Body */
- lsvec = _starpu_lsame_(jobu, "U") || _starpu_lsame_(jobu, "F");
- jracc = _starpu_lsame_(jobv, "J");
- rsvec = _starpu_lsame_(jobv, "V") || jracc;
- rowpiv = _starpu_lsame_(joba, "F") || _starpu_lsame_(joba, "G");
- l2rank = _starpu_lsame_(joba, "R");
- l2aber = _starpu_lsame_(joba, "A");
- errest = _starpu_lsame_(joba, "E") || _starpu_lsame_(joba, "G");
- l2tran = _starpu_lsame_(jobt, "T");
- l2kill = _starpu_lsame_(jobr, "R");
- defr = _starpu_lsame_(jobr, "N");
- l2pert = _starpu_lsame_(jobp, "P");
- if (! (rowpiv || l2rank || l2aber || errest || _starpu_lsame_(joba, "C"))) {
- *info = -1;
- } else if (! (lsvec || _starpu_lsame_(jobu, "N") || _starpu_lsame_(
- jobu, "W"))) {
- *info = -2;
- } else if (! (rsvec || _starpu_lsame_(jobv, "N") || _starpu_lsame_(
- jobv, "W")) || jracc && ! lsvec) {
- *info = -3;
- } else if (! (l2kill || defr)) {
- *info = -4;
- } else if (! (l2tran || _starpu_lsame_(jobt, "N"))) {
- *info = -5;
- } else if (! (l2pert || _starpu_lsame_(jobp, "N"))) {
- *info = -6;
- } else if (*m < 0) {
- *info = -7;
- } else if (*n < 0 || *n > *m) {
- *info = -8;
- } else if (*lda < *m) {
- *info = -10;
- } else if (lsvec && *ldu < *m) {
- *info = -13;
- } else if (rsvec && *ldv < *n) {
- *info = -14;
- } else /* if(complicated condition) */ {
- /* Computing MAX */
- i__1 = 7, i__2 = (*n << 2) + 1, i__1 = max(i__1,i__2), i__2 = (*m <<
- 1) + *n;
- /* Computing MAX */
- i__3 = 7, i__4 = (*n << 2) + *n * *n, i__3 = max(i__3,i__4), i__4 = (*
- m << 1) + *n;
- /* Computing MAX */
- i__5 = 7, i__6 = (*n << 1) + *m;
- /* Computing MAX */
- i__7 = 7, i__8 = (*n << 1) + *m;
- /* Computing MAX */
- i__9 = 7, i__10 = *m + *n * 3 + *n * *n;
- if (! (lsvec || rsvec || errest) && *lwork < max(i__1,i__2) || ! (
- lsvec || lsvec) && errest && *lwork < max(i__3,i__4) || lsvec
- && ! rsvec && *lwork < max(i__5,i__6) || rsvec && ! lsvec && *
- lwork < max(i__7,i__8) || lsvec && rsvec && ! jracc && *lwork
- < *n * 6 + (*n << 1) * *n || lsvec && rsvec && jracc && *
- lwork < max(i__9,i__10)) {
- *info = -17;
- } else {
- /* #:) */
- *info = 0;
- }
- }
- if (*info != 0) {
- /* #:( */
- i__1 = -(*info);
- _starpu_xerbla_("DGEJSV", &i__1);
- }
- /* Quick return for void matrix (Y3K safe) */
- /* #:) */
- if (*m == 0 || *n == 0) {
- return 0;
- }
- /* Determine whether the matrix U should be M x N or M x M */
- if (lsvec) {
- n1 = *n;
- if (_starpu_lsame_(jobu, "F")) {
- n1 = *m;
- }
- }
- /* Set numerical parameters */
- /* ! NOTE: Make sure DLAMCH() does not fail on the target architecture. */
- epsln = _starpu_dlamch_("Epsilon");
- sfmin = _starpu_dlamch_("SafeMinimum");
- small = sfmin / epsln;
- big = _starpu_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 = 1. / sqrt((doublereal) (*m) * (doublereal) (*n));
- noscal = TRUE_;
- goscal = TRUE_;
- i__1 = *n;
- for (p = 1; p <= i__1; ++p) {
- aapp = 0.;
- aaqq = 0.;
- _starpu_dlassq_(m, &a[p * a_dim1 + 1], &c__1, &aapp, &aaqq);
- if (aapp > big) {
- *info = -9;
- i__2 = -(*info);
- _starpu_xerbla_("DGEJSV", &i__2);
- return 0;
- }
- aaqq = sqrt(aaqq);
- if (aapp < big / aaqq && noscal) {
- sva[p] = aapp * aaqq;
- } else {
- noscal = FALSE_;
- sva[p] = aapp * (aaqq * scalem);
- if (goscal) {
- goscal = FALSE_;
- i__2 = p - 1;
- _starpu_dscal_(&i__2, &scalem, &sva[1], &c__1);
- }
- }
- /* L1874: */
- }
- if (noscal) {
- scalem = 1.;
- }
- aapp = 0.;
- aaqq = big;
- i__1 = *n;
- for (p = 1; p <= i__1; ++p) {
- /* Computing MAX */
- d__1 = aapp, d__2 = sva[p];
- aapp = max(d__1,d__2);
- if (sva[p] != 0.) {
- /* Computing MIN */
- d__1 = aaqq, d__2 = sva[p];
- aaqq = min(d__1,d__2);
- }
- /* L4781: */
- }
- /* Quick return for zero M x N matrix */
- /* #:) */
- if (aapp == 0.) {
- if (lsvec) {
- _starpu_dlaset_("G", m, &n1, &c_b34, &c_b35, &u[u_offset], ldu)
- ;
- }
- if (rsvec) {
- _starpu_dlaset_("G", n, n, &c_b34, &c_b35, &v[v_offset], ldv);
- }
- work[1] = 1.;
- work[2] = 1.;
- if (errest) {
- work[3] = 1.;
- }
- if (lsvec && rsvec) {
- work[4] = 1.;
- work[5] = 1.;
- }
- if (l2tran) {
- work[6] = 0.;
- work[7] = 0.;
- }
- iwork[1] = 0;
- iwork[2] = 0;
- return 0;
- }
- /* Issue warning if denormalized column norms detected. Override the */
- /* high relative accuracy request. Issue licence to kill columns */
- /* (set them to zero) whose norm is less than sigma_max / BIG (roughly). */
- /* #:( */
- warning = 0;
- if (aaqq <= sfmin) {
- l2rank = TRUE_;
- l2kill = TRUE_;
- warning = 1;
- }
- /* Quick return for one-column matrix */
- /* #:) */
- if (*n == 1) {
- if (lsvec) {
- _starpu_dlascl_("G", &c__0, &c__0, &sva[1], &scalem, m, &c__1, &a[a_dim1
- + 1], lda, &ierr);
- _starpu_dlacpy_("A", m, &c__1, &a[a_offset], lda, &u[u_offset], ldu);
- /* computing all M left singular vectors of the M x 1 matrix */
- if (n1 != *n) {
- i__1 = *lwork - *n;
- _starpu_dgeqrf_(m, n, &u[u_offset], ldu, &work[1], &work[*n + 1], &
- i__1, &ierr);
- i__1 = *lwork - *n;
- _starpu_dorgqr_(m, &n1, &c__1, &u[u_offset], ldu, &work[1], &work[*n
- + 1], &i__1, &ierr);
- _starpu_dcopy_(m, &a[a_dim1 + 1], &c__1, &u[u_dim1 + 1], &c__1);
- }
- }
- if (rsvec) {
- v[v_dim1 + 1] = 1.;
- }
- if (sva[1] < big * scalem) {
- sva[1] /= scalem;
- scalem = 1.;
- }
- work[1] = 1. / scalem;
- work[2] = 1.;
- if (sva[1] != 0.) {
- iwork[1] = 1;
- if (sva[1] / scalem >= sfmin) {
- iwork[2] = 1;
- } else {
- iwork[2] = 0;
- }
- } else {
- iwork[1] = 0;
- iwork[2] = 0;
- }
- if (errest) {
- work[3] = 1.;
- }
- if (lsvec && rsvec) {
- work[4] = 1.;
- work[5] = 1.;
- }
- if (l2tran) {
- work[6] = 0.;
- work[7] = 0.;
- }
- return 0;
- }
- transp = FALSE_;
- l2tran = l2tran && *m == *n;
- aatmax = -1.;
- aatmin = big;
- if (rowpiv || l2tran) {
- /* 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^t and A^t * A (in the case L2TRAN.EQ..TRUE.). */
- if (l2tran) {
- i__1 = *m;
- for (p = 1; p <= i__1; ++p) {
- xsc = 0.;
- temp1 = 0.;
- _starpu_dlassq_(n, &a[p + a_dim1], lda, &xsc, &temp1);
- /* DLASSQ gets both the ell_2 and the ell_infinity norm */
- /* in one pass through the vector */
- work[*m + *n + p] = xsc * scalem;
- work[*n + p] = xsc * (scalem * sqrt(temp1));
- /* Computing MAX */
- d__1 = aatmax, d__2 = work[*n + p];
- aatmax = max(d__1,d__2);
- if (work[*n + p] != 0.) {
- /* Computing MIN */
- d__1 = aatmin, d__2 = work[*n + p];
- aatmin = min(d__1,d__2);
- }
- /* L1950: */
- }
- } else {
- i__1 = *m;
- for (p = 1; p <= i__1; ++p) {
- work[*m + *n + p] = scalem * (d__1 = a[p + _starpu_idamax_(n, &a[p +
- a_dim1], lda) * a_dim1], abs(d__1));
- /* Computing MAX */
- d__1 = aatmax, d__2 = work[*m + *n + p];
- aatmax = max(d__1,d__2);
- /* Computing MIN */
- d__1 = aatmin, d__2 = work[*m + *n + p];
- aatmin = min(d__1,d__2);
- /* L1904: */
- }
- }
- }
- /* For square matrix A try to determine whether A^t 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 = 0.;
- entrat = 0.;
- if (l2tran) {
- xsc = 0.;
- temp1 = 0.;
- _starpu_dlassq_(n, &sva[1], &c__1, &xsc, &temp1);
- temp1 = 1. / temp1;
- entra = 0.;
- i__1 = *n;
- for (p = 1; p <= i__1; ++p) {
- /* Computing 2nd power */
- d__1 = sva[p] / xsc;
- big1 = d__1 * d__1 * temp1;
- if (big1 != 0.) {
- entra += big1 * log(big1);
- }
- /* L1113: */
- }
- entra = -entra / log((doublereal) (*n));
- /* Now, SVA().^2/Trace(A^t * A) is a point in the probability simplex. */
- /* It is derived from the diagonal of A^t * A. Do the same with the */
- /* diagonal of A * A^t, compute the entropy of the corresponding */
- /* probability distribution. Note that A * A^t and A^t * A have the */
- /* same trace. */
- entrat = 0.;
- i__1 = *n + *m;
- for (p = *n + 1; p <= i__1; ++p) {
- /* Computing 2nd power */
- d__1 = work[p] / xsc;
- big1 = d__1 * d__1 * temp1;
- if (big1 != 0.) {
- entrat += big1 * log(big1);
- }
- /* L1114: */
- }
- entrat = -entrat / log((doublereal) (*m));
- /* Analyze the entropies and decide A or A^t. Smaller entropy */
- /* usually means better input for the algorithm. */
- transp = entrat < entra;
- /* If A^t is better than A, transpose A. */
- if (transp) {
- /* In an optimal implementation, this trivial transpose */
- /* should be replaced with faster transpose. */
- i__1 = *n - 1;
- for (p = 1; p <= i__1; ++p) {
- i__2 = *n;
- for (q = p + 1; q <= i__2; ++q) {
- temp1 = a[q + p * a_dim1];
- a[q + p * a_dim1] = a[p + q * a_dim1];
- a[p + q * a_dim1] = temp1;
- /* L1116: */
- }
- /* L1115: */
- }
- i__1 = *n;
- for (p = 1; p <= i__1; ++p) {
- work[*m + *n + p] = sva[p];
- sva[p] = work[*n + p];
- /* L1117: */
- }
- temp1 = aapp;
- aapp = aatmax;
- aatmax = temp1;
- temp1 = aaqq;
- aaqq = aatmin;
- aatmin = temp1;
- kill = lsvec;
- lsvec = rsvec;
- rsvec = kill;
- rowpiv = TRUE_;
- }
- }
- /* END IF L2TRAN */
- /* Scale the matrix so that its maximal singular value remains less */
- /* than DSQRT(BIG) -- the matrix is scaled so that its maximal column */
- /* has Euclidean norm equal to DSQRT(BIG/N). The only reason to keep */
- /* DSQRT(BIG) instead of BIG is the fact that DGEJSV 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 DGESVJ will compute them. So, in that case, */
- /* one should use DGESVJ instead of DGEJSV. */
- big1 = sqrt(big);
- temp1 = sqrt(big / (doublereal) (*n));
- _starpu_dlascl_("G", &c__0, &c__0, &aapp, &temp1, n, &c__1, &sva[1], n, &ierr);
- if (aaqq > aapp * sfmin) {
- aaqq = aaqq / aapp * temp1;
- } else {
- aaqq = aaqq * temp1 / aapp;
- }
- temp1 *= scalem;
- _starpu_dlascl_("G", &c__0, &c__0, &aapp, &temp1, m, n, &a[a_offset], 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) {
- /* 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. DSQRT(BIG)/DSQRT(SFMIN). */
- xsc = sqrt(sfmin);
- } else {
- xsc = small;
- /* Now, if the condition number of A is too big, */
- /* sigma_max(A) / sigma_min(A) .GT. DSQRT(BIG/N) * EPSLN / SFMIN, */
- /* as a precaution measure, the full SVD is computed using DGESVJ */
- /* 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 < sqrt(sfmin) && lsvec && rsvec) {
- jracc = TRUE_;
- }
- }
- if (aaqq < xsc) {
- i__1 = *n;
- for (p = 1; p <= i__1; ++p) {
- if (sva[p] < xsc) {
- _starpu_dlaset_("A", m, &c__1, &c_b34, &c_b34, &a[p * a_dim1 + 1],
- lda);
- sva[p] = 0.;
- }
- /* L700: */
- }
- }
- /* Preconditioning using QR factorization with pivoting */
- if (rowpiv) {
- /* 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. */
- i__1 = *m - 1;
- for (p = 1; p <= i__1; ++p) {
- i__2 = *m - p + 1;
- q = _starpu_idamax_(&i__2, &work[*m + *n + p], &c__1) + p - 1;
- iwork[(*n << 1) + p] = q;
- if (p != q) {
- temp1 = work[*m + *n + p];
- work[*m + *n + p] = work[*m + *n + q];
- work[*m + *n + q] = temp1;
- }
- /* L1952: */
- }
- i__1 = *m - 1;
- _starpu_dlaswp_(n, &a[a_offset], lda, &c__1, &i__1, &iwork[(*n << 1) + 1], &
- c__1);
- }
- /* 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 DGEQP3 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 SGEQPX from TOMS # 782). Good results will be obtained using */
- /* SGEQPX with properly (!) chosen numerical parameters. */
- /* Any improvement of DGEQP3 improves overal performance of DGEJSV. */
- /* A * P1 = Q1 * [ R1^t 0]^t: */
- i__1 = *n;
- for (p = 1; p <= i__1; ++p) {
- /* .. all columns are free columns */
- iwork[p] = 0;
- /* L1963: */
- }
- i__1 = *lwork - *n;
- _starpu_dgeqp3_(m, n, &a[a_offset], lda, &iwork[1], &work[1], &work[*n + 1], &
- i__1, &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 DGEJSV will compute the SVD of */
- /* A + dA, where ||dA|| <= f(M,N)*EPSLN. */
- nr = 1;
- if (l2aber) {
- /* 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((doublereal) (*n)) * epsln;
- i__1 = *n;
- for (p = 2; p <= i__1; ++p) {
- if ((d__2 = a[p + p * a_dim1], abs(d__2)) >= temp1 * (d__1 = a[
- a_dim1 + 1], abs(d__1))) {
- ++nr;
- } else {
- goto L3002;
- }
- /* L3001: */
- }
- L3002:
- ;
- } else if (l2rank) {
- /* .. 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-defficient. */
- temp1 = sqrt(sfmin);
- i__1 = *n;
- for (p = 2; p <= i__1; ++p) {
- if ((d__2 = a[p + p * a_dim1], abs(d__2)) < epsln * (d__1 = a[p -
- 1 + (p - 1) * a_dim1], abs(d__1)) || (d__3 = a[p + p *
- a_dim1], abs(d__3)) < small || l2kill && (d__4 = a[p + p *
- a_dim1], abs(d__4)) < temp1) {
- goto L3402;
- }
- ++nr;
- /* L3401: */
- }
- L3402:
- ;
- } 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);
- i__1 = *n;
- for (p = 2; p <= i__1; ++p) {
- if ((d__1 = a[p + p * a_dim1], abs(d__1)) < small || l2kill && (
- d__2 = a[p + p * a_dim1], abs(d__2)) < temp1) {
- goto L3302;
- }
- ++nr;
- /* L3301: */
- }
- L3302:
- ;
- }
- almort = FALSE_;
- if (nr == *n) {
- maxprj = 1.;
- i__1 = *n;
- for (p = 2; p <= i__1; ++p) {
- temp1 = (d__1 = a[p + p * a_dim1], abs(d__1)) / sva[iwork[p]];
- maxprj = min(maxprj,temp1);
- /* L3051: */
- }
- /* Computing 2nd power */
- d__1 = maxprj;
- if (d__1 * d__1 >= 1. - (doublereal) (*n) * epsln) {
- almort = TRUE_;
- }
- }
- sconda = -1.;
- condr1 = -1.;
- condr2 = -1.;
- if (errest) {
- if (*n == nr) {
- if (rsvec) {
- /* .. V is available as workspace */
- _starpu_dlacpy_("U", n, n, &a[a_offset], lda, &v[v_offset], ldv);
- i__1 = *n;
- for (p = 1; p <= i__1; ++p) {
- temp1 = sva[iwork[p]];
- d__1 = 1. / temp1;
- _starpu_dscal_(&p, &d__1, &v[p * v_dim1 + 1], &c__1);
- /* L3053: */
- }
- _starpu_dpocon_("U", n, &v[v_offset], ldv, &c_b35, &temp1, &work[*n +
- 1], &iwork[(*n << 1) + *m + 1], &ierr);
- } else if (lsvec) {
- /* .. U is available as workspace */
- _starpu_dlacpy_("U", n, n, &a[a_offset], lda, &u[u_offset], ldu);
- i__1 = *n;
- for (p = 1; p <= i__1; ++p) {
- temp1 = sva[iwork[p]];
- d__1 = 1. / temp1;
- _starpu_dscal_(&p, &d__1, &u[p * u_dim1 + 1], &c__1);
- /* L3054: */
- }
- _starpu_dpocon_("U", n, &u[u_offset], ldu, &c_b35, &temp1, &work[*n +
- 1], &iwork[(*n << 1) + *m + 1], &ierr);
- } else {
- _starpu_dlacpy_("U", n, n, &a[a_offset], lda, &work[*n + 1], n);
- i__1 = *n;
- for (p = 1; p <= i__1; ++p) {
- temp1 = sva[iwork[p]];
- d__1 = 1. / temp1;
- _starpu_dscal_(&p, &d__1, &work[*n + (p - 1) * *n + 1], &c__1);
- /* L3052: */
- }
- /* .. the columns of R are scaled to have unit Euclidean lengths. */
- _starpu_dpocon_("U", n, &work[*n + 1], n, &c_b35, &temp1, &work[*n + *
- n * *n + 1], &iwork[(*n << 1) + *m + 1], &ierr);
- }
- sconda = 1. / sqrt(temp1);
- /* SCONDA is an estimate of DSQRT(||(R^t * R)^(-1)||_1). */
- /* N^(-1/4) * SCONDA <= ||R^(-1)||_2 <= N^(1/4) * SCONDA */
- } else {
- sconda = -1.;
- }
- }
- l2pert = l2pert && (d__1 = a[a_dim1 + 1] / a[nr + nr * a_dim1], abs(d__1))
- > sqrt(big1);
- /* If there is no violent scaling, artificial perturbation is not needed. */
- /* Phase 3: */
- if (! (rsvec || lsvec)) {
- /* Singular Values only */
- /* .. transpose A(1:NR,1:N) */
- /* Computing MIN */
- i__2 = *n - 1;
- i__1 = min(i__2,nr);
- for (p = 1; p <= i__1; ++p) {
- i__2 = *n - p;
- _starpu_dcopy_(&i__2, &a[p + (p + 1) * a_dim1], lda, &a[p + 1 + p *
- a_dim1], &c__1);
- /* L1946: */
- }
- /* 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 (! almort) {
- if (l2pert) {
- /* XSC = DSQRT(SMALL) */
- xsc = epsln / (doublereal) (*n);
- i__1 = nr;
- for (q = 1; q <= i__1; ++q) {
- temp1 = xsc * (d__1 = a[q + q * a_dim1], abs(d__1));
- i__2 = *n;
- for (p = 1; p <= i__2; ++p) {
- if (p > q && (d__1 = a[p + q * a_dim1], abs(d__1)) <=
- temp1 || p < q) {
- a[p + q * a_dim1] = d_sign(&temp1, &a[p + q *
- a_dim1]);
- }
- /* L4949: */
- }
- /* L4947: */
- }
- } else {
- i__1 = nr - 1;
- i__2 = nr - 1;
- _starpu_dlaset_("U", &i__1, &i__2, &c_b34, &c_b34, &a[(a_dim1 << 1) +
- 1], lda);
- }
- /* .. second preconditioning using the QR factorization */
- i__1 = *lwork - *n;
- _starpu_dgeqrf_(n, &nr, &a[a_offset], lda, &work[1], &work[*n + 1], &i__1,
- &ierr);
- /* .. and transpose upper to lower triangular */
- i__1 = nr - 1;
- for (p = 1; p <= i__1; ++p) {
- i__2 = nr - p;
- _starpu_dcopy_(&i__2, &a[p + (p + 1) * a_dim1], lda, &a[p + 1 + p *
- a_dim1], &c__1);
- /* L1948: */
- }
- }
- /* Row-cyclic Jacobi SVD algorithm with column pivoting */
- /* .. again some perturbation (a "background noise") is added */
- /* to drown denormals */
- if (l2pert) {
- /* XSC = DSQRT(SMALL) */
- xsc = epsln / (doublereal) (*n);
- i__1 = nr;
- for (q = 1; q <= i__1; ++q) {
- temp1 = xsc * (d__1 = a[q + q * a_dim1], abs(d__1));
- i__2 = nr;
- for (p = 1; p <= i__2; ++p) {
- if (p > q && (d__1 = a[p + q * a_dim1], abs(d__1)) <=
- temp1 || p < q) {
- a[p + q * a_dim1] = d_sign(&temp1, &a[p + q * a_dim1])
- ;
- }
- /* L1949: */
- }
- /* L1947: */
- }
- } else {
- i__1 = nr - 1;
- i__2 = nr - 1;
- _starpu_dlaset_("U", &i__1, &i__2, &c_b34, &c_b34, &a[(a_dim1 << 1) + 1],
- lda);
- }
- /* .. 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?!)) */
- _starpu_dgesvj_("L", "NoU", "NoV", &nr, &nr, &a[a_offset], lda, &sva[1], n, &
- v[v_offset], ldv, &work[1], lwork, info);
- scalem = work[1];
- numrank = i_dnnt(&work[2]);
- } else if (rsvec && ! lsvec) {
- /* -> Singular Values and Right Singular Vectors <- */
- if (almort) {
- /* .. in this case NR equals N */
- i__1 = nr;
- for (p = 1; p <= i__1; ++p) {
- i__2 = *n - p + 1;
- _starpu_dcopy_(&i__2, &a[p + p * a_dim1], lda, &v[p + p * v_dim1], &
- c__1);
- /* L1998: */
- }
- i__1 = nr - 1;
- i__2 = nr - 1;
- _starpu_dlaset_("Upper", &i__1, &i__2, &c_b34, &c_b34, &v[(v_dim1 << 1) +
- 1], ldv);
- _starpu_dgesvj_("L", "U", "N", n, &nr, &v[v_offset], ldv, &sva[1], &nr, &
- a[a_offset], lda, &work[1], lwork, info);
- scalem = work[1];
- numrank = i_dnnt(&work[2]);
- } else {
- /* .. two more QR factorizations ( one QRF is not enough, two require */
- /* accumulated product of Jacobi rotations, three are perfect ) */
- i__1 = nr - 1;
- i__2 = nr - 1;
- _starpu_dlaset_("Lower", &i__1, &i__2, &c_b34, &c_b34, &a[a_dim1 + 2],
- lda);
- i__1 = *lwork - *n;
- _starpu_dgelqf_(&nr, n, &a[a_offset], lda, &work[1], &work[*n + 1], &i__1,
- &ierr);
- _starpu_dlacpy_("Lower", &nr, &nr, &a[a_offset], lda, &v[v_offset], ldv);
- i__1 = nr - 1;
- i__2 = nr - 1;
- _starpu_dlaset_("Upper", &i__1, &i__2, &c_b34, &c_b34, &v[(v_dim1 << 1) +
- 1], ldv);
- i__1 = *lwork - (*n << 1);
- _starpu_dgeqrf_(&nr, &nr, &v[v_offset], ldv, &work[*n + 1], &work[(*n <<
- 1) + 1], &i__1, &ierr);
- i__1 = nr;
- for (p = 1; p <= i__1; ++p) {
- i__2 = nr - p + 1;
- _starpu_dcopy_(&i__2, &v[p + p * v_dim1], ldv, &v[p + p * v_dim1], &
- c__1);
- /* L8998: */
- }
- i__1 = nr - 1;
- i__2 = nr - 1;
- _starpu_dlaset_("Upper", &i__1, &i__2, &c_b34, &c_b34, &v[(v_dim1 << 1) +
- 1], ldv);
- _starpu_dgesvj_("Lower", "U", "N", &nr, &nr, &v[v_offset], ldv, &sva[1], &
- nr, &u[u_offset], ldu, &work[*n + 1], lwork, info);
- scalem = work[*n + 1];
- numrank = i_dnnt(&work[*n + 2]);
- if (nr < *n) {
- i__1 = *n - nr;
- _starpu_dlaset_("A", &i__1, &nr, &c_b34, &c_b34, &v[nr + 1 + v_dim1],
- ldv);
- i__1 = *n - nr;
- _starpu_dlaset_("A", &nr, &i__1, &c_b34, &c_b34, &v[(nr + 1) * v_dim1
- + 1], ldv);
- i__1 = *n - nr;
- i__2 = *n - nr;
- _starpu_dlaset_("A", &i__1, &i__2, &c_b34, &c_b35, &v[nr + 1 + (nr +
- 1) * v_dim1], ldv);
- }
- i__1 = *lwork - *n;
- _starpu_dormlq_("Left", "Transpose", n, n, &nr, &a[a_offset], lda, &work[
- 1], &v[v_offset], ldv, &work[*n + 1], &i__1, &ierr);
- }
- i__1 = *n;
- for (p = 1; p <= i__1; ++p) {
- _starpu_dcopy_(n, &v[p + v_dim1], ldv, &a[iwork[p] + a_dim1], lda);
- /* L8991: */
- }
- _starpu_dlacpy_("All", n, n, &a[a_offset], lda, &v[v_offset], ldv);
- if (transp) {
- _starpu_dlacpy_("All", n, n, &v[v_offset], ldv, &u[u_offset], ldu);
- }
- } else if (lsvec && ! rsvec) {
- /* -#- Singular Values and Left Singular Vectors -#- */
- /* .. second preconditioning step to avoid need to accumulate */
- /* Jacobi rotations in the Jacobi iterations. */
- i__1 = nr;
- for (p = 1; p <= i__1; ++p) {
- i__2 = *n - p + 1;
- _starpu_dcopy_(&i__2, &a[p + p * a_dim1], lda, &u[p + p * u_dim1], &c__1);
- /* L1965: */
- }
- i__1 = nr - 1;
- i__2 = nr - 1;
- _starpu_dlaset_("Upper", &i__1, &i__2, &c_b34, &c_b34, &u[(u_dim1 << 1) + 1],
- ldu);
- i__1 = *lwork - (*n << 1);
- _starpu_dgeqrf_(n, &nr, &u[u_offset], ldu, &work[*n + 1], &work[(*n << 1) + 1]
- , &i__1, &ierr);
- i__1 = nr - 1;
- for (p = 1; p <= i__1; ++p) {
- i__2 = nr - p;
- _starpu_dcopy_(&i__2, &u[p + (p + 1) * u_dim1], ldu, &u[p + 1 + p *
- u_dim1], &c__1);
- /* L1967: */
- }
- i__1 = nr - 1;
- i__2 = nr - 1;
- _starpu_dlaset_("Upper", &i__1, &i__2, &c_b34, &c_b34, &u[(u_dim1 << 1) + 1],
- ldu);
- i__1 = *lwork - *n;
- _starpu_dgesvj_("Lower", "U", "N", &nr, &nr, &u[u_offset], ldu, &sva[1], &nr,
- &a[a_offset], lda, &work[*n + 1], &i__1, info);
- scalem = work[*n + 1];
- numrank = i_dnnt(&work[*n + 2]);
- if (nr < *m) {
- i__1 = *m - nr;
- _starpu_dlaset_("A", &i__1, &nr, &c_b34, &c_b34, &u[nr + 1 + u_dim1], ldu);
- if (nr < n1) {
- i__1 = n1 - nr;
- _starpu_dlaset_("A", &nr, &i__1, &c_b34, &c_b34, &u[(nr + 1) * u_dim1
- + 1], ldu);
- i__1 = *m - nr;
- i__2 = n1 - nr;
- _starpu_dlaset_("A", &i__1, &i__2, &c_b34, &c_b35, &u[nr + 1 + (nr +
- 1) * u_dim1], ldu);
- }
- }
- i__1 = *lwork - *n;
- _starpu_dormqr_("Left", "No Tr", m, &n1, n, &a[a_offset], lda, &work[1], &u[
- u_offset], ldu, &work[*n + 1], &i__1, &ierr);
- if (rowpiv) {
- i__1 = *m - 1;
- _starpu_dlaswp_(&n1, &u[u_offset], ldu, &c__1, &i__1, &iwork[(*n << 1) +
- 1], &c_n1);
- }
- i__1 = n1;
- for (p = 1; p <= i__1; ++p) {
- xsc = 1. / _starpu_dnrm2_(m, &u[p * u_dim1 + 1], &c__1);
- _starpu_dscal_(m, &xsc, &u[p * u_dim1 + 1], &c__1);
- /* L1974: */
- }
- if (transp) {
- _starpu_dlacpy_("All", n, n, &u[u_offset], ldu, &v[v_offset], ldv);
- }
- } else {
- /* -#- Full SVD -#- */
- if (! jracc) {
- if (! almort) {
- /* 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 DGEJSV. */
- i__1 = nr;
- for (p = 1; p <= i__1; ++p) {
- i__2 = *n - p + 1;
- _starpu_dcopy_(&i__2, &a[p + p * a_dim1], lda, &v[p + p * v_dim1],
- &c__1);
- /* L1968: */
- }
- /* .. 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) {
- xsc = sqrt(small);
- i__1 = nr;
- for (q = 1; q <= i__1; ++q) {
- temp1 = xsc * (d__1 = v[q + q * v_dim1], abs(d__1));
- i__2 = *n;
- for (p = 1; p <= i__2; ++p) {
- if (p > q && (d__1 = v[p + q * v_dim1], abs(d__1))
- <= temp1 || p < q) {
- v[p + q * v_dim1] = d_sign(&temp1, &v[p + q *
- v_dim1]);
- }
- if (p < q) {
- v[p + q * v_dim1] = -v[p + q * v_dim1];
- }
- /* L2968: */
- }
- /* L2969: */
- }
- } else {
- i__1 = nr - 1;
- i__2 = nr - 1;
- _starpu_dlaset_("U", &i__1, &i__2, &c_b34, &c_b34, &v[(v_dim1 <<
- 1) + 1], ldv);
- }
- /* 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.) */
- _starpu_dlacpy_("L", &nr, &nr, &v[v_offset], ldv, &work[(*n << 1) + 1]
- , &nr);
- i__1 = nr;
- for (p = 1; p <= i__1; ++p) {
- i__2 = nr - p + 1;
- temp1 = _starpu_dnrm2_(&i__2, &work[(*n << 1) + (p - 1) * nr + p],
- &c__1);
- i__2 = nr - p + 1;
- d__1 = 1. / temp1;
- _starpu_dscal_(&i__2, &d__1, &work[(*n << 1) + (p - 1) * nr + p],
- &c__1);
- /* L3950: */
- }
- _starpu_dpocon_("Lower", &nr, &work[(*n << 1) + 1], &nr, &c_b35, &
- temp1, &work[(*n << 1) + nr * nr + 1], &iwork[*m + (*
- n << 1) + 1], &ierr);
- condr1 = 1. / 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. DSQRT(DBLE(N)) */
- cond_ok__ = sqrt((doublereal) nr);
- /* [TP] COND_OK is a tuning parameter. */
- if (condr1 < cond_ok__) {
- /* .. the second QRF without pivoting. Note: in an optimized */
- /* implementation, this QRF should be implemented as the QRF */
- /* of a lower triangular matrix. */
- /* R1^t = Q2 * R2 */
- i__1 = *lwork - (*n << 1);
- _starpu_dgeqrf_(n, &nr, &v[v_offset], ldv, &work[*n + 1], &work[(*
- n << 1) + 1], &i__1, &ierr);
- if (l2pert) {
- xsc = sqrt(small) / epsln;
- i__1 = nr;
- for (p = 2; p <= i__1; ++p) {
- i__2 = p - 1;
- for (q = 1; q <= i__2; ++q) {
- /* Computing MIN */
- d__3 = (d__1 = v[p + p * v_dim1], abs(d__1)),
- d__4 = (d__2 = v[q + q * v_dim1], abs(
- d__2));
- temp1 = xsc * min(d__3,d__4);
- if ((d__1 = v[q + p * v_dim1], abs(d__1)) <=
- temp1) {
- v[q + p * v_dim1] = d_sign(&temp1, &v[q +
- p * v_dim1]);
- }
- /* L3958: */
- }
- /* L3959: */
- }
- }
- if (nr != *n) {
- _starpu_dlacpy_("A", n, &nr, &v[v_offset], ldv, &work[(*n <<
- 1) + 1], n);
- }
- /* .. save ... */
- /* .. this transposed copy should be better than naive */
- i__1 = nr - 1;
- for (p = 1; p <= i__1; ++p) {
- i__2 = nr - p;
- _starpu_dcopy_(&i__2, &v[p + (p + 1) * v_dim1], ldv, &v[p + 1
- + p * v_dim1], &c__1);
- /* L1969: */
- }
- 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 DGEQP3 */
- /* should be replaced with eg. CALL SGEQPX (ACM TOMS #782) */
- /* with properly (carefully) chosen parameters. */
- /* R1^t * P2 = Q2 * R2 */
- i__1 = nr;
- for (p = 1; p <= i__1; ++p) {
- iwork[*n + p] = 0;
- /* L3003: */
- }
- i__1 = *lwork - (*n << 1);
- _starpu_dgeqp3_(n, &nr, &v[v_offset], ldv, &iwork[*n + 1], &work[*
- n + 1], &work[(*n << 1) + 1], &i__1, &ierr);
- /* * CALL DGEQRF( N, NR, V, LDV, WORK(N+1), WORK(2*N+1), */
- /* * & LWORK-2*N, IERR ) */
- if (l2pert) {
- xsc = sqrt(small);
- i__1 = nr;
- for (p = 2; p <= i__1; ++p) {
- i__2 = p - 1;
- for (q = 1; q <= i__2; ++q) {
- /* Computing MIN */
- d__3 = (d__1 = v[p + p * v_dim1], abs(d__1)),
- d__4 = (d__2 = v[q + q * v_dim1], abs(
- d__2));
- temp1 = xsc * min(d__3,d__4);
- if ((d__1 = v[q + p * v_dim1], abs(d__1)) <=
- temp1) {
- v[q + p * v_dim1] = d_sign(&temp1, &v[q +
- p * v_dim1]);
- }
- /* L3968: */
- }
- /* L3969: */
- }
- }
- _starpu_dlacpy_("A", n, &nr, &v[v_offset], ldv, &work[(*n << 1) +
- 1], n);
- if (l2pert) {
- xsc = sqrt(small);
- i__1 = nr;
- for (p = 2; p <= i__1; ++p) {
- i__2 = p - 1;
- for (q = 1; q <= i__2; ++q) {
- /* Computing MIN */
- d__3 = (d__1 = v[p + p * v_dim1], abs(d__1)),
- d__4 = (d__2 = v[q + q * v_dim1], abs(
- d__2));
- temp1 = xsc * min(d__3,d__4);
- v[p + q * v_dim1] = -d_sign(&temp1, &v[q + p *
- v_dim1]);
- /* L8971: */
- }
- /* L8970: */
- }
- } else {
- i__1 = nr - 1;
- i__2 = nr - 1;
- _starpu_dlaset_("L", &i__1, &i__2, &c_b34, &c_b34, &v[v_dim1
- + 2], ldv);
- }
- /* Now, compute R2 = L3 * Q3, the LQ factorization. */
- i__1 = *lwork - (*n << 1) - *n * nr - nr;
- _starpu_dgelqf_(&nr, &nr, &v[v_offset], ldv, &work[(*n << 1) + *n
- * nr + 1], &work[(*n << 1) + *n * nr + nr + 1], &
- i__1, &ierr);
- /* .. and estimate the condition number */
- _starpu_dlacpy_("L", &nr, &nr, &v[v_offset], ldv, &work[(*n << 1)
- + *n * nr + nr + 1], &nr);
- i__1 = nr;
- for (p = 1; p <= i__1; ++p) {
- temp1 = _starpu_dnrm2_(&p, &work[(*n << 1) + *n * nr + nr + p]
- , &nr);
- d__1 = 1. / temp1;
- _starpu_dscal_(&p, &d__1, &work[(*n << 1) + *n * nr + nr + p],
- &nr);
- /* L4950: */
- }
- _starpu_dpocon_("L", &nr, &work[(*n << 1) + *n * nr + nr + 1], &
- nr, &c_b35, &temp1, &work[(*n << 1) + *n * nr +
- nr + nr * nr + 1], &iwork[*m + (*n << 1) + 1], &
- ierr);
- condr2 = 1. / sqrt(temp1);
- if (condr2 >= cond_ok__) {
- /* .. 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.). */
- _starpu_dlacpy_("U", &nr, &nr, &v[v_offset], ldv, &work[(*n <<
- 1) + 1], n);
- /* .. and the rest of the information on Q3 is in */
- /* WORK(2*N+N*NR+1:2*N+N*NR+N) */
- }
- }
- if (l2pert) {
- xsc = sqrt(small);
- i__1 = nr;
- for (q = 2; q <= i__1; ++q) {
- temp1 = xsc * v[q + q * v_dim1];
- i__2 = q - 1;
- for (p = 1; p <= i__2; ++p) {
- /* V(p,q) = - DSIGN( TEMP1, V(q,p) ) */
- v[p + q * v_dim1] = -d_sign(&temp1, &v[p + q *
- v_dim1]);
- /* L4969: */
- }
- /* L4968: */
- }
- } else {
- i__1 = nr - 1;
- i__2 = nr - 1;
- _starpu_dlaset_("U", &i__1, &i__2, &c_b34, &c_b34, &v[(v_dim1 <<
- 1) + 1], ldv);
- }
- /* 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 < cond_ok__) {
- i__1 = *lwork - (*n << 1) - *n * nr - nr;
- _starpu_dgesvj_("L", "U", "N", &nr, &nr, &v[v_offset], ldv, &sva[
- 1], &nr, &u[u_offset], ldu, &work[(*n << 1) + *n *
- nr + nr + 1], &i__1, info);
- scalem = work[(*n << 1) + *n * nr + nr + 1];
- numrank = i_dnnt(&work[(*n << 1) + *n * nr + nr + 2]);
- i__1 = nr;
- for (p = 1; p <= i__1; ++p) {
- _starpu_dcopy_(&nr, &v[p * v_dim1 + 1], &c__1, &u[p * u_dim1
- + 1], &c__1);
- _starpu_dscal_(&nr, &sva[p], &v[p * v_dim1 + 1], &c__1);
- /* L3970: */
- }
- /* .. pick the right matrix equation and solve it */
- if (nr == *n) {
- /* :)) .. best case, R1 is inverted. The solution of this matrix */
- /* equation is Q2*V2 = the product of the Jacobi rotations */
- /* used in DGESVJ, premultiplied with the orthogonal matrix */
- /* from the second QR factorization. */
- _starpu_dtrsm_("L", "U", "N", "N", &nr, &nr, &c_b35, &a[
- a_offset], lda, &v[v_offset], ldv);
- } else {
- /* .. R1 is well conditioned, but non-square. Transpose(R2) */
- /* is inverted to get the product of the Jacobi rotations */
- /* used in DGESVJ. The Q-factor from the second QR */
- /* factorization is then built in explicitly. */
- _starpu_dtrsm_("L", "U", "T", "N", &nr, &nr, &c_b35, &work[(*
- n << 1) + 1], n, &v[v_offset], ldv);
- if (nr < *n) {
- i__1 = *n - nr;
- _starpu_dlaset_("A", &i__1, &nr, &c_b34, &c_b34, &v[nr +
- 1 + v_dim1], ldv);
- i__1 = *n - nr;
- _starpu_dlaset_("A", &nr, &i__1, &c_b34, &c_b34, &v[(nr +
- 1) * v_dim1 + 1], ldv);
- i__1 = *n - nr;
- i__2 = *n - nr;
- _starpu_dlaset_("A", &i__1, &i__2, &c_b34, &c_b35, &v[nr
- + 1 + (nr + 1) * v_dim1], ldv);
- }
- i__1 = *lwork - (*n << 1) - *n * nr - nr;
- _starpu_dormqr_("L", "N", n, n, &nr, &work[(*n << 1) + 1], n,
- &work[*n + 1], &v[v_offset], ldv, &work[(*n <<
- 1) + *n * nr + nr + 1], &i__1, &ierr);
- }
- } else if (condr2 < cond_ok__) {
- /* :) .. the input matrix A is very likely a relative of */
- /* the Kahan matrix :) */
- /* The matrix R2 is inverted. The solution of the matrix equation */
- /* is Q3^T*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. */
- i__1 = *lwork - (*n << 1) - *n * nr - nr;
- _starpu_dgesvj_("L", "U", "N", &nr, &nr, &v[v_offset], ldv, &sva[
- 1], &nr, &u[u_offset], ldu, &work[(*n << 1) + *n *
- nr + nr + 1], &i__1, info);
- scalem = work[(*n << 1) + *n * nr + nr + 1];
- numrank = i_dnnt(&work[(*n << 1) + *n * nr + nr + 2]);
- i__1 = nr;
- for (p = 1; p <= i__1; ++p) {
- _starpu_dcopy_(&nr, &v[p * v_dim1 + 1], &c__1, &u[p * u_dim1
- + 1], &c__1);
- _starpu_dscal_(&nr, &sva[p], &u[p * u_dim1 + 1], &c__1);
- /* L3870: */
- }
- _starpu_dtrsm_("L", "U", "N", "N", &nr, &nr, &c_b35, &work[(*n <<
- 1) + 1], n, &u[u_offset], ldu);
- /* .. apply the permutation from the second QR factorization */
- i__1 = nr;
- for (q = 1; q <= i__1; ++q) {
- i__2 = nr;
- for (p = 1; p <= i__2; ++p) {
- work[(*n << 1) + *n * nr + nr + iwork[*n + p]] =
- u[p + q * u_dim1];
- /* L872: */
- }
- i__2 = nr;
- for (p = 1; p <= i__2; ++p) {
- u[p + q * u_dim1] = work[(*n << 1) + *n * nr + nr
- + p];
- /* L874: */
- }
- /* L873: */
- }
- if (nr < *n) {
- i__1 = *n - nr;
- _starpu_dlaset_("A", &i__1, &nr, &c_b34, &c_b34, &v[nr + 1 +
- v_dim1], ldv);
- i__1 = *n - nr;
- _starpu_dlaset_("A", &nr, &i__1, &c_b34, &c_b34, &v[(nr + 1) *
- v_dim1 + 1], ldv);
- i__1 = *n - nr;
- i__2 = *n - nr;
- _starpu_dlaset_("A", &i__1, &i__2, &c_b34, &c_b35, &v[nr + 1
- + (nr + 1) * v_dim1], ldv);
- }
- i__1 = *lwork - (*n << 1) - *n * nr - nr;
- _starpu_dormqr_("L", "N", n, n, &nr, &work[(*n << 1) + 1], n, &
- work[*n + 1], &v[v_offset], ldv, &work[(*n << 1)
- + *n * nr + nr + 1], &i__1, &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 DGEJSV completes the task. */
- /* Compute the full SVD of L3 using DGESVJ with explicit */
- /* accumulation of Jacobi rotations. */
- i__1 = *lwork - (*n << 1) - *n * nr - nr;
- _starpu_dgesvj_("L", "U", "V", &nr, &nr, &v[v_offset], ldv, &sva[
- 1], &nr, &u[u_offset], ldu, &work[(*n << 1) + *n *
- nr + nr + 1], &i__1, info);
- scalem = work[(*n << 1) + *n * nr + nr + 1];
- numrank = i_dnnt(&work[(*n << 1) + *n * nr + nr + 2]);
- if (nr < *n) {
- i__1 = *n - nr;
- _starpu_dlaset_("A", &i__1, &nr, &c_b34, &c_b34, &v[nr + 1 +
- v_dim1], ldv);
- i__1 = *n - nr;
- _starpu_dlaset_("A", &nr, &i__1, &c_b34, &c_b34, &v[(nr + 1) *
- v_dim1 + 1], ldv);
- i__1 = *n - nr;
- i__2 = *n - nr;
- _starpu_dlaset_("A", &i__1, &i__2, &c_b34, &c_b35, &v[nr + 1
- + (nr + 1) * v_dim1], ldv);
- }
- i__1 = *lwork - (*n << 1) - *n * nr - nr;
- _starpu_dormqr_("L", "N", n, n, &nr, &work[(*n << 1) + 1], n, &
- work[*n + 1], &v[v_offset], ldv, &work[(*n << 1)
- + *n * nr + nr + 1], &i__1, &ierr);
- i__1 = *lwork - (*n << 1) - *n * nr - nr;
- _starpu_dormlq_("L", "T", &nr, &nr, &nr, &work[(*n << 1) + 1], n,
- &work[(*n << 1) + *n * nr + 1], &u[u_offset], ldu,
- &work[(*n << 1) + *n * nr + nr + 1], &i__1, &
- ierr);
- i__1 = nr;
- for (q = 1; q <= i__1; ++q) {
- i__2 = nr;
- for (p = 1; p <= i__2; ++p) {
- work[(*n << 1) + *n * nr + nr + iwork[*n + p]] =
- u[p + q * u_dim1];
- /* L772: */
- }
- i__2 = nr;
- for (p = 1; p <= i__2; ++p) {
- u[p + q * u_dim1] = work[(*n << 1) + *n * nr + nr
- + p];
- /* L774: */
- }
- /* L773: */
- }
- }
- /* 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((doublereal) (*n)) * epsln;
- i__1 = *n;
- for (q = 1; q <= i__1; ++q) {
- i__2 = *n;
- for (p = 1; p <= i__2; ++p) {
- work[(*n << 1) + *n * nr + nr + iwork[p]] = v[p + q *
- v_dim1];
- /* L972: */
- }
- i__2 = *n;
- for (p = 1; p <= i__2; ++p) {
- v[p + q * v_dim1] = work[(*n << 1) + *n * nr + nr + p]
- ;
- /* L973: */
- }
- xsc = 1. / _starpu_dnrm2_(n, &v[q * v_dim1 + 1], &c__1);
- if (xsc < 1. - temp1 || xsc > temp1 + 1.) {
- _starpu_dscal_(n, &xsc, &v[q * v_dim1 + 1], &c__1);
- }
- /* L1972: */
- }
- /* At this moment, V contains the right singular vectors of A. */
- /* Next, assemble the left singular vector matrix U (M x N). */
- if (nr < *m) {
- i__1 = *m - nr;
- _starpu_dlaset_("A", &i__1, &nr, &c_b34, &c_b34, &u[nr + 1 +
- u_dim1], ldu);
- if (nr < n1) {
- i__1 = n1 - nr;
- _starpu_dlaset_("A", &nr, &i__1, &c_b34, &c_b34, &u[(nr + 1) *
- u_dim1 + 1], ldu);
- i__1 = *m - nr;
- i__2 = n1 - nr;
- _starpu_dlaset_("A", &i__1, &i__2, &c_b34, &c_b35, &u[nr + 1
- + (nr + 1) * u_dim1], ldu);
- }
- }
- /* The Q matrix from the first QRF is built into the left singular */
- /* matrix U. This applies to all cases. */
- i__1 = *lwork - *n;
- _starpu_dormqr_("Left", "No_Tr", m, &n1, n, &a[a_offset], lda, &work[
- 1], &u[u_offset], ldu, &work[*n + 1], &i__1, &ierr);
- /* The columns of U are normalized. The cost is O(M*N) flops. */
- temp1 = sqrt((doublereal) (*m)) * epsln;
- i__1 = nr;
- for (p = 1; p <= i__1; ++p) {
- xsc = 1. / _starpu_dnrm2_(m, &u[p * u_dim1 + 1], &c__1);
- if (xsc < 1. - temp1 || xsc > temp1 + 1.) {
- _starpu_dscal_(m, &xsc, &u[p * u_dim1 + 1], &c__1);
- }
- /* L1973: */
- }
- /* If the initial QRF is computed with row pivoting, the left */
- /* singular vectors must be adjusted. */
- if (rowpiv) {
- i__1 = *m - 1;
- _starpu_dlaswp_(&n1, &u[u_offset], ldu, &c__1, &i__1, &iwork[(*n
- << 1) + 1], &c_n1);
- }
- } else {
- /* .. the initial matrix A has almost orthogonal columns and */
- /* the second QRF is not needed */
- _starpu_dlacpy_("Upper", n, n, &a[a_offset], lda, &work[*n + 1], n);
- if (l2pert) {
- xsc = sqrt(small);
- i__1 = *n;
- for (p = 2; p <= i__1; ++p) {
- temp1 = xsc * work[*n + (p - 1) * *n + p];
- i__2 = p - 1;
- for (q = 1; q <= i__2; ++q) {
- work[*n + (q - 1) * *n + p] = -d_sign(&temp1, &
- work[*n + (p - 1) * *n + q]);
- /* L5971: */
- }
- /* L5970: */
- }
- } else {
- i__1 = *n - 1;
- i__2 = *n - 1;
- _starpu_dlaset_("Lower", &i__1, &i__2, &c_b34, &c_b34, &work[*n +
- 2], n);
- }
- i__1 = *lwork - *n - *n * *n;
- _starpu_dgesvj_("Upper", "U", "N", n, n, &work[*n + 1], n, &sva[1], n,
- &u[u_offset], ldu, &work[*n + *n * *n + 1], &i__1,
- info);
- scalem = work[*n + *n * *n + 1];
- numrank = i_dnnt(&work[*n + *n * *n + 2]);
- i__1 = *n;
- for (p = 1; p <= i__1; ++p) {
- _starpu_dcopy_(n, &work[*n + (p - 1) * *n + 1], &c__1, &u[p *
- u_dim1 + 1], &c__1);
- _starpu_dscal_(n, &sva[p], &work[*n + (p - 1) * *n + 1], &c__1);
- /* L6970: */
- }
- _starpu_dtrsm_("Left", "Upper", "NoTrans", "No UD", n, n, &c_b35, &a[
- a_offset], lda, &work[*n + 1], n);
- i__1 = *n;
- for (p = 1; p <= i__1; ++p) {
- _starpu_dcopy_(n, &work[*n + p], n, &v[iwork[p] + v_dim1], ldv);
- /* L6972: */
- }
- temp1 = sqrt((doublereal) (*n)) * epsln;
- i__1 = *n;
- for (p = 1; p <= i__1; ++p) {
- xsc = 1. / _starpu_dnrm2_(n, &v[p * v_dim1 + 1], &c__1);
- if (xsc < 1. - temp1 || xsc > temp1 + 1.) {
- _starpu_dscal_(n, &xsc, &v[p * v_dim1 + 1], &c__1);
- }
- /* L6971: */
- }
- /* Assemble the left singular vector matrix U (M x N). */
- if (*n < *m) {
- i__1 = *m - *n;
- _starpu_dlaset_("A", &i__1, n, &c_b34, &c_b34, &u[nr + 1 + u_dim1]
- , ldu);
- if (*n < n1) {
- i__1 = n1 - *n;
- _starpu_dlaset_("A", n, &i__1, &c_b34, &c_b34, &u[(*n + 1) *
- u_dim1 + 1], ldu);
- i__1 = *m - *n;
- i__2 = n1 - *n;
- _starpu_dlaset_("A", &i__1, &i__2, &c_b34, &c_b35, &u[nr + 1
- + (*n + 1) * u_dim1], ldu);
- }
- }
- i__1 = *lwork - *n;
- _starpu_dormqr_("Left", "No Tr", m, &n1, n, &a[a_offset], lda, &work[
- 1], &u[u_offset], ldu, &work[*n + 1], &i__1, &ierr);
- temp1 = sqrt((doublereal) (*m)) * epsln;
- i__1 = n1;
- for (p = 1; p <= i__1; ++p) {
- xsc = 1. / _starpu_dnrm2_(m, &u[p * u_dim1 + 1], &c__1);
- if (xsc < 1. - temp1 || xsc > temp1 + 1.) {
- _starpu_dscal_(m, &xsc, &u[p * u_dim1 + 1], &c__1);
- }
- /* L6973: */
- }
- if (rowpiv) {
- i__1 = *m - 1;
- _starpu_dlaswp_(&n1, &u[u_offset], ldu, &c__1, &i__1, &iwork[(*n
- << 1) + 1], &c_n1);
- }
- }
- /* 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. Since that is not always the case, ... */
- i__1 = nr;
- for (p = 1; p <= i__1; ++p) {
- i__2 = *n - p + 1;
- _starpu_dcopy_(&i__2, &a[p + p * a_dim1], lda, &v[p + p * v_dim1], &
- c__1);
- /* L7968: */
- }
- if (l2pert) {
- xsc = sqrt(small / epsln);
- i__1 = nr;
- for (q = 1; q <= i__1; ++q) {
- temp1 = xsc * (d__1 = v[q + q * v_dim1], abs(d__1));
- i__2 = *n;
- for (p = 1; p <= i__2; ++p) {
- if (p > q && (d__1 = v[p + q * v_dim1], abs(d__1)) <=
- temp1 || p < q) {
- v[p + q * v_dim1] = d_sign(&temp1, &v[p + q *
- v_dim1]);
- }
- if (p < q) {
- v[p + q * v_dim1] = -v[p + q * v_dim1];
- }
- /* L5968: */
- }
- /* L5969: */
- }
- } else {
- i__1 = nr - 1;
- i__2 = nr - 1;
- _starpu_dlaset_("U", &i__1, &i__2, &c_b34, &c_b34, &v[(v_dim1 << 1) +
- 1], ldv);
- }
- i__1 = *lwork - (*n << 1);
- _starpu_dgeqrf_(n, &nr, &v[v_offset], ldv, &work[*n + 1], &work[(*n << 1)
- + 1], &i__1, &ierr);
- _starpu_dlacpy_("L", n, &nr, &v[v_offset], ldv, &work[(*n << 1) + 1], n);
- i__1 = nr;
- for (p = 1; p <= i__1; ++p) {
- i__2 = nr - p + 1;
- _starpu_dcopy_(&i__2, &v[p + p * v_dim1], ldv, &u[p + p * u_dim1], &
- c__1);
- /* L7969: */
- }
- if (l2pert) {
- xsc = sqrt(small / epsln);
- i__1 = nr;
- for (q = 2; q <= i__1; ++q) {
- i__2 = q - 1;
- for (p = 1; p <= i__2; ++p) {
- /* Computing MIN */
- d__3 = (d__1 = u[p + p * u_dim1], abs(d__1)), d__4 = (
- d__2 = u[q + q * u_dim1], abs(d__2));
- temp1 = xsc * min(d__3,d__4);
- u[p + q * u_dim1] = -d_sign(&temp1, &u[q + p * u_dim1]
- );
- /* L9971: */
- }
- /* L9970: */
- }
- } else {
- i__1 = nr - 1;
- i__2 = nr - 1;
- _starpu_dlaset_("U", &i__1, &i__2, &c_b34, &c_b34, &u[(u_dim1 << 1) +
- 1], ldu);
- }
- i__1 = *lwork - (*n << 1) - *n * nr;
- _starpu_dgesvj_("G", "U", "V", &nr, &nr, &u[u_offset], ldu, &sva[1], n, &
- v[v_offset], ldv, &work[(*n << 1) + *n * nr + 1], &i__1,
- info);
- scalem = work[(*n << 1) + *n * nr + 1];
- numrank = i_dnnt(&work[(*n << 1) + *n * nr + 2]);
- if (nr < *n) {
- i__1 = *n - nr;
- _starpu_dlaset_("A", &i__1, &nr, &c_b34, &c_b34, &v[nr + 1 + v_dim1],
- ldv);
- i__1 = *n - nr;
- _starpu_dlaset_("A", &nr, &i__1, &c_b34, &c_b34, &v[(nr + 1) * v_dim1
- + 1], ldv);
- i__1 = *n - nr;
- i__2 = *n - nr;
- _starpu_dlaset_("A", &i__1, &i__2, &c_b34, &c_b35, &v[nr + 1 + (nr +
- 1) * v_dim1], ldv);
- }
- i__1 = *lwork - (*n << 1) - *n * nr - nr;
- _starpu_dormqr_("L", "N", n, n, &nr, &work[(*n << 1) + 1], n, &work[*n +
- 1], &v[v_offset], ldv, &work[(*n << 1) + *n * nr + nr + 1]
- , &i__1, &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((doublereal) (*n)) * epsln;
- i__1 = *n;
- for (q = 1; q <= i__1; ++q) {
- i__2 = *n;
- for (p = 1; p <= i__2; ++p) {
- work[(*n << 1) + *n * nr + nr + iwork[p]] = v[p + q *
- v_dim1];
- /* L8972: */
- }
- i__2 = *n;
- for (p = 1; p <= i__2; ++p) {
- v[p + q * v_dim1] = work[(*n << 1) + *n * nr + nr + p];
- /* L8973: */
- }
- xsc = 1. / _starpu_dnrm2_(n, &v[q * v_dim1 + 1], &c__1);
- if (xsc < 1. - temp1 || xsc > temp1 + 1.) {
- _starpu_dscal_(n, &xsc, &v[q * v_dim1 + 1], &c__1);
- }
- /* L7972: */
- }
- /* At this moment, V contains the right singular vectors of A. */
- /* Next, assemble the left singular vector matrix U (M x N). */
- if (*n < *m) {
- i__1 = *m - *n;
- _starpu_dlaset_("A", &i__1, n, &c_b34, &c_b34, &u[nr + 1 + u_dim1],
- ldu);
- if (*n < n1) {
- i__1 = n1 - *n;
- _starpu_dlaset_("A", n, &i__1, &c_b34, &c_b34, &u[(*n + 1) *
- u_dim1 + 1], ldu);
- i__1 = *m - *n;
- i__2 = n1 - *n;
- _starpu_dlaset_("A", &i__1, &i__2, &c_b34, &c_b35, &u[nr + 1 + (*
- n + 1) * u_dim1], ldu);
- }
- }
- i__1 = *lwork - *n;
- _starpu_dormqr_("Left", "No Tr", m, &n1, n, &a[a_offset], lda, &work[1], &
- u[u_offset], ldu, &work[*n + 1], &i__1, &ierr);
- if (rowpiv) {
- i__1 = *m - 1;
- _starpu_dlaswp_(&n1, &u[u_offset], ldu, &c__1, &i__1, &iwork[(*n << 1)
- + 1], &c_n1);
- }
- }
- if (transp) {
- /* .. swap U and V because the procedure worked on A^t */
- i__1 = *n;
- for (p = 1; p <= i__1; ++p) {
- _starpu_dswap_(n, &u[p * u_dim1 + 1], &c__1, &v[p * v_dim1 + 1], &
- c__1);
- /* L6974: */
- }
- }
- }
- /* end of the full SVD */
- /* Undo scaling, if necessary (and possible) */
- if (uscal2 <= big / sva[1] * uscal1) {
- _starpu_dlascl_("G", &c__0, &c__0, &uscal1, &uscal2, &nr, &c__1, &sva[1], n, &
- ierr);
- uscal1 = 1.;
- uscal2 = 1.;
- }
- if (nr < *n) {
- i__1 = *n;
- for (p = nr + 1; p <= i__1; ++p) {
- sva[p] = 0.;
- /* L3004: */
- }
- }
- work[1] = uscal2 * scalem;
- work[2] = uscal1;
- if (errest) {
- work[3] = sconda;
- }
- if (lsvec && rsvec) {
- work[4] = condr1;
- work[5] = condr2;
- }
- if (l2tran) {
- work[6] = entra;
- work[7] = entrat;
- }
- iwork[1] = nr;
- iwork[2] = numrank;
- iwork[3] = warning;
- return 0;
- /* .. */
- /* .. END OF DGEJSV */
- /* .. */
- } /* _starpu_dgejsv_ */
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