#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 3.0) -- Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., Courant Institute, Argonne National Lab, and Rice University September 30, 1994 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; #define a_ref(a_1,a_2) a[(a_2)*a_dim1 + a_1] #define b_ref(a_1,a_2) b[(a_2)*b_dim1 + a_1] #define u_ref(a_1,a_2) u[(a_2)*u_dim1 + a_1] #define v_ref(a_1,a_2) v[(a_2)*v_dim1 + a_1] a_dim1 = *lda; a_offset = 1 + a_dim1 * 1; a -= a_offset; b_dim1 = *ldb; b_offset = 1 + b_dim1 * 1; b -= b_offset; u_dim1 = *ldu; u_offset = 1 + u_dim1 * 1; u -= u_offset; v_dim1 = *ldv; v_offset = 1 + v_dim1 * 1; v -= v_offset; q_dim1 = *ldq; q_offset = 1 + q_dim1 * 1; 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_ref(i__, i__), 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_ref(2, 1), ldb, &v_ref(2, 1), 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_ref(i__, j) = 0.; /* L30: */ } /* L40: */ } if (*p > *l) { i__1 = *p - *l; dlaset_("Full", &i__1, n, &c_b12, &c_b12, &b_ref(*l + 1, 1), 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_ref(i__, j) = 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_ref(i__, i__), 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_ref(1, *n - *l + 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_ref(2, 1), lda, &u_ref(2, 1), 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_ref(i__, j) = 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_ref(*k + 1, 1), 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_ref(i__, j) = 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_ref(*k + 1, *n - *l + 1), 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_ref(*k + 1, * n - *l + 1), lda, &tau[1], &u_ref(1, *k + 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_ref(i__, j) = 0.; /* L130: */ } /* L140: */ } } return 0; /* End of DGGSVP */ } /* dggsvp_ */ #undef v_ref #undef u_ref #undef b_ref #undef a_ref