#include "blaswrap.h"
#include "f2c.h"
/* 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)
{
/* -- LAPACK routine (version 3.1) --
Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
November 2006
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,M)
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.
=====================================================================
Test the input parameters
Parameter adjustments */
/* Table of constant values */
static doublereal c_b12 = 0.;
static doublereal c_b22 = 1.;
/* 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 */
static integer i__, j;
extern logical lsame_(char *, char *);
static 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 *);
static logical forwrd;
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_ */