#include "blaswrap.h"
#include "f2c.h"
/* Subroutine */ int dlalsd_(char *uplo, integer *smlsiz, integer *n, integer
*nrhs, doublereal *d__, doublereal *e, doublereal *b, integer *ldb,
doublereal *rcond, integer *rank, doublereal *work, integer *iwork,
integer *info)
{
/* -- LAPACK routine (version 3.1) --
Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
November 2006
Purpose
=======
DLALSD uses the singular value decomposition of A to solve the least
squares problem of finding X to minimize the Euclidean norm of each
column of A*X-B, where A is N-by-N upper bidiagonal, and X and B
are N-by-NRHS. The solution X overwrites B.
The singular values of A smaller than RCOND times the largest
singular value are treated as zero in solving the least squares
problem; in this case a minimum norm solution is returned.
The actual singular values are returned in D in ascending order.
This code makes very mild assumptions about floating point
arithmetic. It will work on machines with a guard digit in
add/subtract, or on those binary machines without guard digits
which subtract like the Cray XMP, Cray YMP, Cray C 90, or Cray 2.
It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
Arguments
=========
UPLO (input) CHARACTER*1
= 'U': D and E define an upper bidiagonal matrix.
= 'L': D and E define a lower bidiagonal matrix.
SMLSIZ (input) INTEGER
The maximum size of the subproblems at the bottom of the
computation tree.
N (input) INTEGER
The dimension of the bidiagonal matrix. N >= 0.
NRHS (input) INTEGER
The number of columns of B. NRHS must be at least 1.
D (input/output) DOUBLE PRECISION array, dimension (N)
On entry D contains the main diagonal of the bidiagonal
matrix. On exit, if INFO = 0, D contains its singular values.
E (input/output) DOUBLE PRECISION array, dimension (N-1)
Contains the super-diagonal entries of the bidiagonal matrix.
On exit, E has been destroyed.
B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS)
On input, B contains the right hand sides of the least
squares problem. On output, B contains the solution X.
LDB (input) INTEGER
The leading dimension of B in the calling subprogram.
LDB must be at least max(1,N).
RCOND (input) DOUBLE PRECISION
The singular values of A less than or equal to RCOND times
the largest singular value are treated as zero in solving
the least squares problem. If RCOND is negative,
machine precision is used instead.
For example, if diag(S)*X=B were the least squares problem,
where diag(S) is a diagonal matrix of singular values, the
solution would be X(i) = B(i) / S(i) if S(i) is greater than
RCOND*max(S), and X(i) = 0 if S(i) is less than or equal to
RCOND*max(S).
RANK (output) INTEGER
The number of singular values of A greater than RCOND times
the largest singular value.
WORK (workspace) DOUBLE PRECISION array, dimension at least
(9*N + 2*N*SMLSIZ + 8*N*NLVL + N*NRHS + (SMLSIZ+1)**2),
where NLVL = max(0, INT(log_2 (N/(SMLSIZ+1))) + 1).
IWORK (workspace) INTEGER array, dimension at least
(3*N*NLVL + 11*N)
INFO (output) INTEGER
= 0: successful exit.
< 0: if INFO = -i, the i-th argument had an illegal value.
> 0: The algorithm failed to compute an singular value while
working on the submatrix lying in rows and columns
INFO/(N+1) through MOD(INFO,N+1).
Further Details
===============
Based on contributions by
Ming Gu and Ren-Cang Li, Computer Science Division, University of
California at Berkeley, USA
Osni Marques, LBNL/NERSC, USA
=====================================================================
Test the input parameters.
Parameter adjustments */
/* Table of constant values */
static integer c__1 = 1;
static doublereal c_b6 = 0.;
static integer c__0 = 0;
static doublereal c_b11 = 1.;
/* System generated locals */
integer b_dim1, b_offset, i__1, i__2;
doublereal d__1;
/* Builtin functions */
double log(doublereal), d_sign(doublereal *, doublereal *);
/* Local variables */
static integer c__, i__, j, k;
static doublereal r__;
static integer s, u, z__;
static doublereal cs;
static integer bx;
static doublereal sn;
static integer st, vt, nm1, st1;
static doublereal eps;
static integer iwk;
static doublereal tol;
static integer difl, difr;
static doublereal rcnd;
static integer perm, nsub;
extern /* Subroutine */ int drot_(integer *, doublereal *, integer *,
doublereal *, integer *, doublereal *, doublereal *);
static integer nlvl, sqre, bxst;
extern /* Subroutine */ int dgemm_(char *, char *, integer *, integer *,
integer *, doublereal *, doublereal *, integer *, doublereal *,
integer *, doublereal *, doublereal *, integer *),
dcopy_(integer *, doublereal *, integer *, doublereal *, integer
*);
static integer poles, sizei, nsize, nwork, icmpq1, icmpq2;
extern doublereal dlamch_(char *);
extern /* Subroutine */ int dlasda_(integer *, integer *, integer *,
integer *, doublereal *, doublereal *, doublereal *, integer *,
doublereal *, integer *, doublereal *, doublereal *, doublereal *,
doublereal *, integer *, integer *, integer *, integer *,
doublereal *, doublereal *, doublereal *, doublereal *, integer *,
integer *), dlalsa_(integer *, integer *, integer *, integer *,
doublereal *, integer *, doublereal *, integer *, doublereal *,
integer *, doublereal *, integer *, doublereal *, doublereal *,
doublereal *, doublereal *, integer *, integer *, integer *,
integer *, doublereal *, doublereal *, doublereal *, doublereal *,
integer *, integer *), dlascl_(char *, integer *, integer *,
doublereal *, doublereal *, integer *, integer *, doublereal *,
integer *, integer *);
extern integer idamax_(integer *, doublereal *, integer *);
extern /* Subroutine */ int dlasdq_(char *, integer *, integer *, integer
*, integer *, integer *, doublereal *, doublereal *, doublereal *,
integer *, doublereal *, integer *, doublereal *, integer *,
doublereal *, integer *), dlacpy_(char *, integer *,
integer *, doublereal *, integer *, doublereal *, integer *), dlartg_(doublereal *, doublereal *, doublereal *,
doublereal *, doublereal *), dlaset_(char *, integer *, integer *,
doublereal *, doublereal *, doublereal *, integer *),
xerbla_(char *, integer *);
static integer givcol;
extern doublereal dlanst_(char *, integer *, doublereal *, doublereal *);
extern /* Subroutine */ int dlasrt_(char *, integer *, doublereal *,
integer *);
static doublereal orgnrm;
static integer givnum, givptr, smlszp;
--d__;
--e;
b_dim1 = *ldb;
b_offset = 1 + b_dim1;
b -= b_offset;
--work;
--iwork;
/* Function Body */
*info = 0;
if (*n < 0) {
*info = -3;
} else if (*nrhs < 1) {
*info = -4;
} else if (*ldb < 1 || *ldb < *n) {
*info = -8;
}
if (*info != 0) {
i__1 = -(*info);
xerbla_("DLALSD", &i__1);
return 0;
}
eps = dlamch_("Epsilon");
/* Set up the tolerance. */
if (*rcond <= 0. || *rcond >= 1.) {
rcnd = eps;
} else {
rcnd = *rcond;
}
*rank = 0;
/* Quick return if possible. */
if (*n == 0) {
return 0;
} else if (*n == 1) {
if (d__[1] == 0.) {
dlaset_("A", &c__1, nrhs, &c_b6, &c_b6, &b[b_offset], ldb);
} else {
*rank = 1;
dlascl_("G", &c__0, &c__0, &d__[1], &c_b11, &c__1, nrhs, &b[
b_offset], ldb, info);
d__[1] = abs(d__[1]);
}
return 0;
}
/* Rotate the matrix if it is lower bidiagonal. */
if (*(unsigned char *)uplo == 'L') {
i__1 = *n - 1;
for (i__ = 1; i__ <= i__1; ++i__) {
dlartg_(&d__[i__], &e[i__], &cs, &sn, &r__);
d__[i__] = r__;
e[i__] = sn * d__[i__ + 1];
d__[i__ + 1] = cs * d__[i__ + 1];
if (*nrhs == 1) {
drot_(&c__1, &b[i__ + b_dim1], &c__1, &b[i__ + 1 + b_dim1], &
c__1, &cs, &sn);
} else {
work[(i__ << 1) - 1] = cs;
work[i__ * 2] = sn;
}
/* L10: */
}
if (*nrhs > 1) {
i__1 = *nrhs;
for (i__ = 1; i__ <= i__1; ++i__) {
i__2 = *n - 1;
for (j = 1; j <= i__2; ++j) {
cs = work[(j << 1) - 1];
sn = work[j * 2];
drot_(&c__1, &b[j + i__ * b_dim1], &c__1, &b[j + 1 + i__ *
b_dim1], &c__1, &cs, &sn);
/* L20: */
}
/* L30: */
}
}
}
/* Scale. */
nm1 = *n - 1;
orgnrm = dlanst_("M", n, &d__[1], &e[1]);
if (orgnrm == 0.) {
dlaset_("A", n, nrhs, &c_b6, &c_b6, &b[b_offset], ldb);
return 0;
}
dlascl_("G", &c__0, &c__0, &orgnrm, &c_b11, n, &c__1, &d__[1], n, info);
dlascl_("G", &c__0, &c__0, &orgnrm, &c_b11, &nm1, &c__1, &e[1], &nm1,
info);
/* If N is smaller than the minimum divide size SMLSIZ, then solve
the problem with another solver. */
if (*n <= *smlsiz) {
nwork = *n * *n + 1;
dlaset_("A", n, n, &c_b6, &c_b11, &work[1], n);
dlasdq_("U", &c__0, n, n, &c__0, nrhs, &d__[1], &e[1], &work[1], n, &
work[1], n, &b[b_offset], ldb, &work[nwork], info);
if (*info != 0) {
return 0;
}
tol = rcnd * (d__1 = d__[idamax_(n, &d__[1], &c__1)], abs(d__1));
i__1 = *n;
for (i__ = 1; i__ <= i__1; ++i__) {
if (d__[i__] <= tol) {
dlaset_("A", &c__1, nrhs, &c_b6, &c_b6, &b[i__ + b_dim1], ldb);
} else {
dlascl_("G", &c__0, &c__0, &d__[i__], &c_b11, &c__1, nrhs, &b[
i__ + b_dim1], ldb, info);
++(*rank);
}
/* L40: */
}
dgemm_("T", "N", n, nrhs, n, &c_b11, &work[1], n, &b[b_offset], ldb, &
c_b6, &work[nwork], n);
dlacpy_("A", n, nrhs, &work[nwork], n, &b[b_offset], ldb);
/* Unscale. */
dlascl_("G", &c__0, &c__0, &c_b11, &orgnrm, n, &c__1, &d__[1], n,
info);
dlasrt_("D", n, &d__[1], info);
dlascl_("G", &c__0, &c__0, &orgnrm, &c_b11, n, nrhs, &b[b_offset],
ldb, info);
return 0;
}
/* Book-keeping and setting up some constants. */
nlvl = (integer) (log((doublereal) (*n) / (doublereal) (*smlsiz + 1)) /
log(2.)) + 1;
smlszp = *smlsiz + 1;
u = 1;
vt = *smlsiz * *n + 1;
difl = vt + smlszp * *n;
difr = difl + nlvl * *n;
z__ = difr + (nlvl * *n << 1);
c__ = z__ + nlvl * *n;
s = c__ + *n;
poles = s + *n;
givnum = poles + (nlvl << 1) * *n;
bx = givnum + (nlvl << 1) * *n;
nwork = bx + *n * *nrhs;
sizei = *n + 1;
k = sizei + *n;
givptr = k + *n;
perm = givptr + *n;
givcol = perm + nlvl * *n;
iwk = givcol + (nlvl * *n << 1);
st = 1;
sqre = 0;
icmpq1 = 1;
icmpq2 = 0;
nsub = 0;
i__1 = *n;
for (i__ = 1; i__ <= i__1; ++i__) {
if ((d__1 = d__[i__], abs(d__1)) < eps) {
d__[i__] = d_sign(&eps, &d__[i__]);
}
/* L50: */
}
i__1 = nm1;
for (i__ = 1; i__ <= i__1; ++i__) {
if ((d__1 = e[i__], abs(d__1)) < eps || i__ == nm1) {
++nsub;
iwork[nsub] = st;
/* Subproblem found. First determine its size and then
apply divide and conquer on it. */
if (i__ < nm1) {
/* A subproblem with E(I) small for I < NM1. */
nsize = i__ - st + 1;
iwork[sizei + nsub - 1] = nsize;
} else if ((d__1 = e[i__], abs(d__1)) >= eps) {
/* A subproblem with E(NM1) not too small but I = NM1. */
nsize = *n - st + 1;
iwork[sizei + nsub - 1] = nsize;
} else {
/* A subproblem with E(NM1) small. This implies an
1-by-1 subproblem at D(N), which is not solved
explicitly. */
nsize = i__ - st + 1;
iwork[sizei + nsub - 1] = nsize;
++nsub;
iwork[nsub] = *n;
iwork[sizei + nsub - 1] = 1;
dcopy_(nrhs, &b[*n + b_dim1], ldb, &work[bx + nm1], n);
}
st1 = st - 1;
if (nsize == 1) {
/* This is a 1-by-1 subproblem and is not solved
explicitly. */
dcopy_(nrhs, &b[st + b_dim1], ldb, &work[bx + st1], n);
} else if (nsize <= *smlsiz) {
/* This is a small subproblem and is solved by DLASDQ. */
dlaset_("A", &nsize, &nsize, &c_b6, &c_b11, &work[vt + st1],
n);
dlasdq_("U", &c__0, &nsize, &nsize, &c__0, nrhs, &d__[st], &e[
st], &work[vt + st1], n, &work[nwork], n, &b[st +
b_dim1], ldb, &work[nwork], info);
if (*info != 0) {
return 0;
}
dlacpy_("A", &nsize, nrhs, &b[st + b_dim1], ldb, &work[bx +
st1], n);
} else {
/* A large problem. Solve it using divide and conquer. */
dlasda_(&icmpq1, smlsiz, &nsize, &sqre, &d__[st], &e[st], &
work[u + st1], n, &work[vt + st1], &iwork[k + st1], &
work[difl + st1], &work[difr + st1], &work[z__ + st1],
&work[poles + st1], &iwork[givptr + st1], &iwork[
givcol + st1], n, &iwork[perm + st1], &work[givnum +
st1], &work[c__ + st1], &work[s + st1], &work[nwork],
&iwork[iwk], info);
if (*info != 0) {
return 0;
}
bxst = bx + st1;
dlalsa_(&icmpq2, smlsiz, &nsize, nrhs, &b[st + b_dim1], ldb, &
work[bxst], n, &work[u + st1], n, &work[vt + st1], &
iwork[k + st1], &work[difl + st1], &work[difr + st1],
&work[z__ + st1], &work[poles + st1], &iwork[givptr +
st1], &iwork[givcol + st1], n, &iwork[perm + st1], &
work[givnum + st1], &work[c__ + st1], &work[s + st1],
&work[nwork], &iwork[iwk], info);
if (*info != 0) {
return 0;
}
}
st = i__ + 1;
}
/* L60: */
}
/* Apply the singular values and treat the tiny ones as zero. */
tol = rcnd * (d__1 = d__[idamax_(n, &d__[1], &c__1)], abs(d__1));
i__1 = *n;
for (i__ = 1; i__ <= i__1; ++i__) {
/* Some of the elements in D can be negative because 1-by-1
subproblems were not solved explicitly. */
if ((d__1 = d__[i__], abs(d__1)) <= tol) {
dlaset_("A", &c__1, nrhs, &c_b6, &c_b6, &work[bx + i__ - 1], n);
} else {
++(*rank);
dlascl_("G", &c__0, &c__0, &d__[i__], &c_b11, &c__1, nrhs, &work[
bx + i__ - 1], n, info);
}
d__[i__] = (d__1 = d__[i__], abs(d__1));
/* L70: */
}
/* Now apply back the right singular vectors. */
icmpq2 = 1;
i__1 = nsub;
for (i__ = 1; i__ <= i__1; ++i__) {
st = iwork[i__];
st1 = st - 1;
nsize = iwork[sizei + i__ - 1];
bxst = bx + st1;
if (nsize == 1) {
dcopy_(nrhs, &work[bxst], n, &b[st + b_dim1], ldb);
} else if (nsize <= *smlsiz) {
dgemm_("T", "N", &nsize, nrhs, &nsize, &c_b11, &work[vt + st1], n,
&work[bxst], n, &c_b6, &b[st + b_dim1], ldb);
} else {
dlalsa_(&icmpq2, smlsiz, &nsize, nrhs, &work[bxst], n, &b[st +
b_dim1], ldb, &work[u + st1], n, &work[vt + st1], &iwork[
k + st1], &work[difl + st1], &work[difr + st1], &work[z__
+ st1], &work[poles + st1], &iwork[givptr + st1], &iwork[
givcol + st1], n, &iwork[perm + st1], &work[givnum + st1],
&work[c__ + st1], &work[s + st1], &work[nwork], &iwork[
iwk], info);
if (*info != 0) {
return 0;
}
}
/* L80: */
}
/* Unscale and sort the singular values. */
dlascl_("G", &c__0, &c__0, &c_b11, &orgnrm, n, &c__1, &d__[1], n, info);
dlasrt_("D", n, &d__[1], info);
dlascl_("G", &c__0, &c__0, &orgnrm, &c_b11, n, nrhs, &b[b_offset], ldb,
info);
return 0;
/* End of DLALSD */
} /* dlalsd_ */