/* sggsvp.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 real c_b12 = 0.f; static real c_b22 = 1.f; /* Subroutine */ int sggsvp_(char *jobu, char *jobv, char *jobq, integer *m, integer *p, integer *n, real *a, integer *lda, real *b, integer *ldb, real *tola, real *tolb, integer *k, integer *l, real *u, integer *ldu, real *v, integer *ldv, real *q, integer *ldq, integer *iwork, real * tau, real *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; real r__1; /* Local variables */ integer i__, j; extern logical lsame_(char *, char *); logical wantq, wantu, wantv; extern /* Subroutine */ int sgeqr2_(integer *, integer *, real *, integer *, real *, real *, integer *), sgerq2_(integer *, integer *, real *, integer *, real *, real *, integer *), sorg2r_(integer *, integer *, integer *, real *, integer *, real *, real *, integer * ), sorm2r_(char *, char *, integer *, integer *, integer *, real * , integer *, real *, real *, integer *, real *, integer *), sormr2_(char *, char *, integer *, integer *, integer *, real *, integer *, real *, real *, integer *, real *, integer *), xerbla_(char *, integer *), sgeqpf_( integer *, integer *, real *, integer *, integer *, real *, real * , integer *), slacpy_(char *, integer *, integer *, real *, integer *, real *, integer *), slaset_(char *, integer *, integer *, real *, real *, real *, integer *), slapmt_( logical *, integer *, integer *, real *, 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 */ /* ======= */ /* SGGSVP 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 */ /* SGGSVD. */ /* 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) REAL 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) REAL 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) REAL */ /* TOLB (input) REAL */ /* 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)*MACHEPS, */ /* TOLB = MAX(P,N)*norm(B)*MACHEPS. */ /* 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) REAL 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) REAL 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) REAL 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) REAL array, dimension (N) */ /* WORK (workspace) REAL 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 SGEQPF 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_("SGGSVP", &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: */ } sgeqpf_(p, n, &b[b_offset], ldb, &iwork[1], &tau[1], &work[1], info); /* Update A := A*P */ slapmt_(&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 ((r__1 = b[i__ + i__ * b_dim1], dabs(r__1)) > *tolb) { ++(*l); } /* L20: */ } if (wantv) { /* Copy the details of V, and form V. */ slaset_("Full", p, p, &c_b12, &c_b12, &v[v_offset], ldv); if (*p > 1) { i__1 = *p - 1; slacpy_("Lower", &i__1, n, &b[b_dim1 + 2], ldb, &v[v_dim1 + 2], ldv); } i__1 = min(*p,*n); sorg2r_(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.f; /* L30: */ } /* L40: */ } if (*p > *l) { i__1 = *p - *l; slaset_("Full", &i__1, n, &c_b12, &c_b12, &b[*l + 1 + b_dim1], ldb); } if (wantq) { /* Set Q = I and Update Q := Q*P */ slaset_("Full", n, n, &c_b12, &c_b22, &q[q_offset], ldq); slapmt_(&forwrd, n, n, &q[q_offset], ldq, &iwork[1]); } if (*p >= *l && *n != *l) { /* RQ factorization of (S11 S12): ( S11 S12 ) = ( 0 S12 )*Z */ sgerq2_(l, n, &b[b_offset], ldb, &tau[1], &work[1], info); /* Update A := A*Z' */ sormr2_("Right", "Transpose", m, n, l, &b[b_offset], ldb, &tau[1], &a[ a_offset], lda, &work[1], info); if (wantq) { /* Update Q := Q*Z' */ sormr2_("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; slaset_("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.f; /* 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; sgeqpf_(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 ((r__1 = a[i__ + i__ * a_dim1], dabs(r__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); sorm2r_("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 */ slaset_("Full", m, m, &c_b12, &c_b12, &u[u_offset], ldu); if (*m > 1) { i__1 = *m - 1; i__2 = *n - *l; slacpy_("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); sorg2r_(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; slapmt_(&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.f; /* L90: */ } /* L100: */ } if (*m > *k) { i__1 = *m - *k; i__2 = *n - *l; slaset_("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; sgerq2_(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; sormr2_("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; slaset_("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.f; /* L110: */ } /* L120: */ } } if (*m > *k) { /* QR factorization of A( K+1:M,N-L+1:N ) */ i__1 = *m - *k; sgeqr2_(&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); sorm2r_("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.f; /* L130: */ } /* L140: */ } } return 0; /* End of SGGSVP */ } /* sggsvp_ */