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- /* 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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