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authorjulie <julielangou@users.noreply.github.com>2016-04-28 05:35:01 +0000
committerjulie <julielangou@users.noreply.github.com>2016-04-28 05:35:01 +0000
commitf46ce64a4f7e1187047f1a527ffbca919e97fe40 (patch)
tree8452aa844e76493c97baa1fc60e09683dc9c82ff /SRC/dgesdd.f
parent64ebc20f17d045fe04ed01f661fe56efeb82248f (diff)
From Mark Gates (UTK) - Fix Bug 157 - Various bugs in SVD routines (*gesdd, *gesvd, and *bdsdc).
Items are labelled (a) through (m), omitting (l). Several are not bugs, just suggestions. Most bugs are in *gesdd. There's one bug (g) in *bdsdc. This is the underlying cause of LAPACK bug #111. There's one bug (m) in [cz]gesvd. I also added an INT() cast in these assignments to silence compiler warnings. Changed: LWORK_ZGEQRF=CDUM(1) to: LWORK_ZGEQRF = INT( CDUM(1) ) Where possible, I ran a test showing the wrong behavior, then a test showing the corrected behavior. These use a modified version of the MAGMA SVD tester (calling LAPACK), because I could adjust the lwork as needed. The last 3 columns are the lwork type, the lwork size, and the lwork formula. The lwork types are: doc_old as documented in LAPACK 3.6. doc as in the attached, updated documentation. min_old minwrk, as computed in LAPACK 3.6. min minwrk, as computed in the attached, updated code. min-1 minimum - 1; this should cause gesdd to return an error. opt optimal size. max the maximum size LAPACK will take advantage of; some cases, the optimal is n*n + work, while the max is m*n + work. query what gesdd returns for an lwork query; should equal opt or max. After the lwork, occasionally there is a ! or ? error code indicating: Error codes: ! error: lwork < min. For (min-1), this ought to appear. ? compatability issue: lwork < min_old, will fail for lapack <= 3.6. I also tested the update routines on a wide variety of sizes and jobz, with various lwork. Besides fixing the bugs below, I made two significant changes. 1) Changed *gesdd from computing each routine's workspace using, e.g.: N*ilaenv(...) to querying each routine for its LWORK, e.g.: CALL ZGEBRD( M, N, CDUM(1), M, CDUM(1), DUM(1), CDUM(1), $ CDUM(1), CDUM(1), -1, IERR ) LWORK_ZGEBRD_MN = INT( CDUM(1) ) This matches how *gesvd was changed in LAPACK 3.4.0. 2) Changed the Workspace: comments, which were incredibly deceptive. For instance, in Path 2 before dbdsdc, it said Workspace: need N + N*N + BDSPAC since dbdsdc needs the [e] vector, [U] matrix, and bdspac. However, that ignores that the [tauq, taup] vectors and [R] matrix are also already allocated, though dbdsdc doesn't need them. So the workspace needed at that point in the code is actually Workspace: need N*N [R] + 3*N [e, tauq, taup] + N*N [U] + BDSPAC For clarity, I added in [brackets] what matrices or vectors were allocated, and the order reflects their order in memory. I may do a similar change for *gesvd eventually. The workspace comments in MAGMA's *gesvd have already been updated as above. ================================================================================ a) Throughout, to simplify equations, let: mn = min( M, N ) mx = max( M, N ) ================================================================================ b) [sdcz]gesdd Path 4 (m >> n, job="all") has wrong minwrk formula in code: minwrk = bdspac + mn*mn + 2*mn + mx = 4*mn*mn + 6*mn + mx This is an overestimate, needlessly rejecting the documented formula: doc = 4*mn*mn + 7*mn In complex, the correct min fails, but the doc matches the wrong minwrk. Solution: fix code to: minwrk = mn*mn + max( 3*mn + bdspac, mn + mx ) = mn*mn + max( 3*mn*mn + 7*mn, mn + mx ) Test cases: m=40, ..., 100; n=20; jobz='A' See bug (d) showing documentation is also wrong. Also, see bug (i), complex [cz]gesdd should return -12 instead of -13. ================================================================================ bt) transposed case [sd]gesdd Path 4t (n >> m, job="all") has a different wrong minwrk; see bug (c). [cz]gesdd Path 4t exhibits same bug as Path 4. Test cases: m=20; n=40, ..., 100; jobz='A' ================================================================================ c) [sd]gesdd Path 4t (n >> m, job="all") has wrong minwrk formula in code, different than bug (b): minwrk = bdspac + m*m + 3*m = 4*mn*mn + 7*mn This formula lacks any dependence on N, so the code will fail (without setting info; orglq calls xerbla) if N is too large, N > 3*M*M + 6*M. Bug does not occur in complex. Test cases: m=20; n = 1320; jobz='A' ok with documented lwork m=20; n > 1320; jobz='A' fails with documented lwork Solution: as in bug (b), fix code to: minwrk = mn*mn + max( 3*mn + bdspac, mn + mx ) = mn*mn + max( 3*mn*mn + 7*mn, mn + mx ) See bug (d) showing documentation is also wrong. ================================================================================ d) [sd]gesdd documentation lists the same minimum size for jobz='S' and 'A': If JOBZ = 'S' or 'A', LWORK >= min(M,N)*(7 + 4*min(M,N)) However, jobz='A' actually also depends on max(M,N): minwrk = mn*mn + max( 3*mn*mn + 7*mn, mn + mx ) This causes the formula to fail for mx > 3*mn*mn + 6*mn. Test cases: m > 1320; n = 20; jobz='A' fails with document lwork, even after fixing bugs (b) and (c). m = 20; n > 1320; jobz='A' fails also. Solution: in docs, split these two cases. This fix uses an overestimate, so that codes using it will be backwards compatible with LAPACK <= 3.6. If JOBZ = 'S', LWORK >= 4*mn*mn + 7*mn. If JOBZ = 'A', LWORK >= 4*mn*mn + 6*mn + mx. ================================================================================ e) [sd]gesdd, Path 5, jobz='A' has wrong maxwrk formula in the code: MAXWRK = MAX( MAXWRK, BDSPAC + 3*N ) Should be: MAXWRK = MAX( WRKBL, BDSPAC + 3*N ) This causes the lwork query to ignore WRKBL, and return the minimum workspace size, BDSPAC + 3*N, instead of the optimal workspace size. However, it only affects the result for small sizes where min(M,N) < NB. Path 5t has the correct maxwrk formula. Complex is correct for both Path 5 and 5t. Test case: Compare lwork query with M = 30, N = 20, jobz='A', lwork query is 1340 M = 20, N = 30, jobz='A', lwork query is 3260 These should be the same. Solution: fix code as above. ================================================================================ f) Not a bug, just a suggestion. The lwork minimum sizes are not actually minimums, and can be larger than the queried lwork size. Solution: add a comment: These are not tight minimums in all cases; see comments inside code. ================================================================================ g) [sd]bdsdc segfaults due to too small workspace size. Its documentation claims: If COMPQ = 'N' then LWORK >= (4 * N). Based on this, in zgesdd, the rwork size >= 5*min(M,N). However, LAPACK bug 111 found that rwork size >= 7*min(M,N) was required. In dbdsdc, if uplo='L', then it rotates lower bidiagonal to upper bidiagonal, and saves 2 vectors of Givens rotations in work. It shifts WSTART from 1 to 2*N-1. Then it calls dlasdq( ..., work( wstart ), info ). As dlasdq requires 4*N, dbdsdc would now require 6*N in this case. This caused zgesdd to require rwork size >= 7*min(M,N) when N > M and jobz='N'. My preferred solution is to change WSTART to 1 in the DLASDQ call inside dbdsdc: IF( ICOMPQ.EQ.0 ) THEN CALL DLASDQ( 'U', 0, N, 0, 0, 0, D, E, VT, LDVT, U, LDU, U, $ LDU, WORK( WSTART ), INFO ) GO TO 40 END IF to: IF( ICOMPQ.EQ.0 ) THEN * Ignores WSTART, which is needed only for ICOMPQ = 1 or 2; * using WSTART would change required workspace to 6*N for uplo='L'. CALL DLASDQ( 'U', 0, N, 0, 0, 0, D, E, VT, LDVT, U, LDU, U, $ LDU, WORK( 1 ), INFO ) GO TO 40 END IF The [cz]gesdd documentation, which was changed to 7*min(M,N) in LAPACK 3.6, may be reverted to 5*min(M,N), if desired. ================================================================================ h) [sd]gesdd for jobz='N' requires bdspac = 7*n for the dbdsdc workspace. However, dbdsdc requires only 4*n, or 6*n before fixing bug (g). For backwards compatability, I did not change the code, but added a comment for clarification. ================================================================================ i) [cz]gesdd returns info = -13 instead of info = -12 for lwork errors. ================================================================================ j) In zgesdd, for computing maxwrk, these paths: Path 6, jobz=A Path 6t, jobz=S Path 6t, jobz=A query ilaenv( 1, zungbr, ... ) when the code actually calls zunmbr (twice). I corrected it. ================================================================================ k) In zgesdd documentation, currently lrwork >= max( 5*mn*mn + 7*mn, 2*mx*mn + 2*mn*mn + mn ) It doesn't need that much, particularly for (mx >> mn) case. If (mx >> mn), lrwork >= 5*mn*mn + 5*mn; else, lrwork >= max( 5*mn*mn + 5*mn, 2*mx*mn + 2*mn*mn + mn ). I changed this in the documentation. Feel free to revert if you prefer. ================================================================================ m) [cz]gesvd, Path 10 and 10t, have minwrk inside the wrong conditional: IF( .NOT.WNTVN ) THEN MAXWRK = MAX( MAXWRK, 2*N+LWORK_ZUNGBR_P ) MINWRK = 2*N + M END IF So Path 10 with jobvt='N', and Path 10t with jobu='N', have minwrk = 1, so an invalid lwork is not correctly rejected. ================================================================================ mt) transposed case broken: with old routine, Path 10t with jobu='N' doesn't enforce minwrk
Diffstat (limited to 'SRC/dgesdd.f')
-rw-r--r--SRC/dgesdd.f721
1 files changed, 420 insertions, 301 deletions
diff --git a/SRC/dgesdd.f b/SRC/dgesdd.f
index 54e2652e..4bdc8a64 100644
--- a/SRC/dgesdd.f
+++ b/SRC/dgesdd.f
@@ -18,8 +18,8 @@
* Definition:
* ===========
*
-* SUBROUTINE DGESDD( JOBZ, M, N, A, LDA, S, U, LDU, VT, LDVT, WORK,
-* LWORK, IWORK, INFO )
+* SUBROUTINE DGESDD( JOBZ, M, N, A, LDA, S, U, LDU, VT, LDVT,
+* WORK, LWORK, IWORK, INFO )
*
* .. Scalar Arguments ..
* CHARACTER JOBZ
@@ -154,8 +154,8 @@
*> \param[in] LDVT
*> \verbatim
*> LDVT is INTEGER
-*> The leading dimension of the array VT. LDVT >= 1; if
-*> JOBZ = 'A' or JOBZ = 'O' and M >= N, LDVT >= N;
+*> The leading dimension of the array VT. LDVT >= 1;
+*> if JOBZ = 'A' or JOBZ = 'O' and M >= N, LDVT >= N;
*> if JOBZ = 'S', LDVT >= min(M,N).
*> \endverbatim
*>
@@ -169,16 +169,18 @@
*> \verbatim
*> LWORK is INTEGER
*> The dimension of the array WORK. LWORK >= 1.
-*> If JOBZ = 'N',
-*> LWORK >= 3*min(M,N) + max(max(M,N),7*min(M,N)).
-*> If JOBZ = 'O',
-*> LWORK >= 3*min(M,N) +
-*> max(max(M,N),5*min(M,N)*min(M,N)+4*min(M,N)).
-*> If JOBZ = 'S' or 'A'
-*> LWORK >= min(M,N)*(7+4*min(M,N))
-*> For good performance, LWORK should generally be larger.
-*> If LWORK = -1 but other input arguments are legal, WORK(1)
-*> returns the optimal LWORK.
+*> If LWORK = -1, a workspace query is assumed. The optimal
+*> size for the WORK array is calculated and stored in WORK(1),
+*> and no other work except argument checking is performed.
+*>
+*> Let mx = max(M,N) and mn = min(M,N).
+*> If JOBZ = 'N', LWORK >= 3*mn + max( mx, 7*mn ).
+*> If JOBZ = 'O', LWORK >= 3*mn + max( mx, 5*mn*mn + 4*mn ).
+*> If JOBZ = 'S', LWORK >= 4*mn*mn + 7*mn.
+*> If JOBZ = 'A', LWORK >= 4*mn*mn + 6*mn + mx.
+*> These are not tight minimums in all cases; see comments inside code.
+*> For good performance, LWORK should generally be larger;
+*> a query is recommended.
*> \endverbatim
*>
*> \param[out] IWORK
@@ -212,9 +214,11 @@
*> Ming Gu and Huan Ren, Computer Science Division, University of
*> California at Berkeley, USA
*>
+*> @precisions fortran d -> s
* =====================================================================
- SUBROUTINE DGESDD( JOBZ, M, N, A, LDA, S, U, LDU, VT, LDVT, WORK,
- $ LWORK, IWORK, INFO )
+ SUBROUTINE DGESDD( JOBZ, M, N, A, LDA, S, U, LDU, VT, LDVT,
+ $ WORK, LWORK, IWORK, INFO )
+ implicit none
*
* -- LAPACK driver routine (version 3.6.0) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
@@ -243,6 +247,15 @@
$ IR, ISCL, ITAU, ITAUP, ITAUQ, IU, IVT, LDWKVT,
$ LDWRKL, LDWRKR, LDWRKU, MAXWRK, MINMN, MINWRK,
$ MNTHR, NWORK, WRKBL
+ INTEGER LWORK_DGEBRD_MN, LWORK_DGEBRD_MM,
+ $ LWORK_DGEBRD_NN, LWORK_DGELQF_MN,
+ $ LWORK_DGEQRF_MN,
+ $ LWORK_DORGBR_P_MM, LWORK_DORGBR_Q_NN,
+ $ LWORK_DORGLQ_MN, LWORK_DORGLQ_NN,
+ $ LWORK_DORGQR_MM, LWORK_DORGQR_MN,
+ $ LWORK_DORMBR_PRT_MM, LWORK_DORMBR_QLN_MM,
+ $ LWORK_DORMBR_PRT_MN, LWORK_DORMBR_QLN_MN,
+ $ LWORK_DORMBR_PRT_NN, LWORK_DORMBR_QLN_NN
DOUBLE PRECISION ANRM, BIGNUM, EPS, SMLNUM
* ..
* .. Local Arrays ..
@@ -256,9 +269,8 @@
* ..
* .. External Functions ..
LOGICAL LSAME
- INTEGER ILAENV
DOUBLE PRECISION DLAMCH, DLANGE
- EXTERNAL DLAMCH, DLANGE, ILAENV, LSAME
+ EXTERNAL DLAMCH, DLANGE, LSAME
* ..
* .. Intrinsic Functions ..
INTRINSIC INT, MAX, MIN, SQRT
@@ -267,13 +279,13 @@
*
* Test the input arguments
*
- INFO = 0
- MINMN = MIN( M, N )
- WNTQA = LSAME( JOBZ, 'A' )
- WNTQS = LSAME( JOBZ, 'S' )
+ INFO = 0
+ MINMN = MIN( M, N )
+ WNTQA = LSAME( JOBZ, 'A' )
+ WNTQS = LSAME( JOBZ, 'S' )
WNTQAS = WNTQA .OR. WNTQS
- WNTQO = LSAME( JOBZ, 'O' )
- WNTQN = LSAME( JOBZ, 'N' )
+ WNTQO = LSAME( JOBZ, 'O' )
+ WNTQN = LSAME( JOBZ, 'N' )
LQUERY = ( LWORK.EQ.-1 )
*
IF( .NOT.( WNTQA .OR. WNTQS .OR. WNTQO .OR. WNTQN ) ) THEN
@@ -294,115 +306,140 @@
END IF
*
* Compute workspace
-* (Note: Comments in the code beginning "Workspace:" describe the
-* minimal amount of workspace needed at that point in the code,
+* Note: Comments in the code beginning "Workspace:" describe the
+* minimal amount of workspace allocated at that point in the code,
* as well as the preferred amount for good performance.
* NB refers to the optimal block size for the immediately
-* following subroutine, as returned by ILAENV.)
+* following subroutine, as returned by ILAENV.
*
IF( INFO.EQ.0 ) THEN
MINWRK = 1
MAXWRK = 1
+ BDSPAC = 0
+ MNTHR = INT( MINMN*11.0D0 / 6.0D0 )
IF( M.GE.N .AND. MINMN.GT.0 ) THEN
*
* Compute space needed for DBDSDC
*
- MNTHR = INT( MINMN*11.0D0 / 6.0D0 )
IF( WNTQN ) THEN
+* dbdsdc needs only 4*N (or 6*N for uplo=L for LAPACK <= 3.6)
+* keep 7*N for backwards compatability.
BDSPAC = 7*N
ELSE
BDSPAC = 3*N*N + 4*N
END IF
+*
+* Compute space preferred for each routine
+ CALL DGEBRD( M, N, DUM(1), M, DUM(1), DUM(1), DUM(1),
+ $ DUM(1), DUM(1), -1, IERR )
+ LWORK_DGEBRD_MN = INT( DUM(1) )
+*
+ CALL DGEBRD( N, N, DUM(1), N, DUM(1), DUM(1), DUM(1),
+ $ DUM(1), DUM(1), -1, IERR )
+ LWORK_DGEBRD_NN = INT( DUM(1) )
+*
+ CALL DGEQRF( M, N, DUM(1), M, DUM(1), DUM(1), -1, IERR )
+ LWORK_DGEQRF_MN = INT( DUM(1) )
+*
+ CALL DORGBR( 'Q', N, N, N, DUM(1), N, DUM(1), DUM(1), -1,
+ $ IERR )
+ LWORK_DORGBR_Q_NN = INT( DUM(1) )
+*
+ CALL DORGQR( M, M, N, DUM(1), M, DUM(1), DUM(1), -1, IERR )
+ LWORK_DORGQR_MM = INT( DUM(1) )
+*
+ CALL DORGQR( M, N, N, DUM(1), M, DUM(1), DUM(1), -1, IERR )
+ LWORK_DORGQR_MN = INT( DUM(1) )
+*
+ CALL DORMBR( 'P', 'R', 'T', N, N, N, DUM(1), N,
+ $ DUM(1), DUM(1), N, DUM(1), -1, IERR )
+ LWORK_DORMBR_PRT_NN = INT( DUM(1) )
+*
+ CALL DORMBR( 'Q', 'L', 'N', N, N, N, DUM(1), N,
+ $ DUM(1), DUM(1), N, DUM(1), -1, IERR )
+ LWORK_DORMBR_QLN_NN = INT( DUM(1) )
+*
+ CALL DORMBR( 'Q', 'L', 'N', M, N, N, DUM(1), M,
+ $ DUM(1), DUM(1), M, DUM(1), -1, IERR )
+ LWORK_DORMBR_QLN_MN = INT( DUM(1) )
+*
+ CALL DORMBR( 'Q', 'L', 'N', M, M, N, DUM(1), M,
+ $ DUM(1), DUM(1), M, DUM(1), -1, IERR )
+ LWORK_DORMBR_QLN_MM = INT( DUM(1) )
+*
IF( M.GE.MNTHR ) THEN
IF( WNTQN ) THEN
*
-* Path 1 (M much larger than N, JOBZ='N')
+* Path 1 (M >> N, JOBZ='N')
*
- WRKBL = N + N*ILAENV( 1, 'DGEQRF', ' ', M, N, -1,
- $ -1 )
- WRKBL = MAX( WRKBL, 3*N+2*N*
- $ ILAENV( 1, 'DGEBRD', ' ', N, N, -1, -1 ) )
- MAXWRK = MAX( WRKBL, BDSPAC+N )
+ WRKBL = N + LWORK_DGEQRF_MN
+ WRKBL = MAX( WRKBL, 3*N + LWORK_DGEBRD_NN )
+ MAXWRK = MAX( WRKBL, BDSPAC + N )
MINWRK = BDSPAC + N
ELSE IF( WNTQO ) THEN
*
-* Path 2 (M much larger than N, JOBZ='O')
-*
- WRKBL = N + N*ILAENV( 1, 'DGEQRF', ' ', M, N, -1, -1 )
- WRKBL = MAX( WRKBL, N+N*ILAENV( 1, 'DORGQR', ' ', M,
- $ N, N, -1 ) )
- WRKBL = MAX( WRKBL, 3*N+2*N*
- $ ILAENV( 1, 'DGEBRD', ' ', N, N, -1, -1 ) )
- WRKBL = MAX( WRKBL, 3*N+N*
- $ ILAENV( 1, 'DORMBR', 'QLN', N, N, N, -1 ) )
- WRKBL = MAX( WRKBL, 3*N+N*
- $ ILAENV( 1, 'DORMBR', 'PRT', N, N, N, -1 ) )
- WRKBL = MAX( WRKBL, BDSPAC+3*N )
+* Path 2 (M >> N, JOBZ='O')
+*
+ WRKBL = N + LWORK_DGEQRF_MN
+ WRKBL = MAX( WRKBL, N + LWORK_DORGQR_MN )
+ WRKBL = MAX( WRKBL, 3*N + LWORK_DGEBRD_NN )
+ WRKBL = MAX( WRKBL, 3*N + LWORK_DORMBR_QLN_NN )
+ WRKBL = MAX( WRKBL, 3*N + LWORK_DORMBR_PRT_NN )
+ WRKBL = MAX( WRKBL, 3*N + BDSPAC )
MAXWRK = WRKBL + 2*N*N
MINWRK = BDSPAC + 2*N*N + 3*N
ELSE IF( WNTQS ) THEN
*
-* Path 3 (M much larger than N, JOBZ='S')
-*
- WRKBL = N + N*ILAENV( 1, 'DGEQRF', ' ', M, N, -1, -1 )
- WRKBL = MAX( WRKBL, N+N*ILAENV( 1, 'DORGQR', ' ', M,
- $ N, N, -1 ) )
- WRKBL = MAX( WRKBL, 3*N+2*N*
- $ ILAENV( 1, 'DGEBRD', ' ', N, N, -1, -1 ) )
- WRKBL = MAX( WRKBL, 3*N+N*
- $ ILAENV( 1, 'DORMBR', 'QLN', N, N, N, -1 ) )
- WRKBL = MAX( WRKBL, 3*N+N*
- $ ILAENV( 1, 'DORMBR', 'PRT', N, N, N, -1 ) )
- WRKBL = MAX( WRKBL, BDSPAC+3*N )
+* Path 3 (M >> N, JOBZ='S')
+*
+ WRKBL = N + LWORK_DGEQRF_MN
+ WRKBL = MAX( WRKBL, N + LWORK_DORGQR_MN )
+ WRKBL = MAX( WRKBL, 3*N + LWORK_DGEBRD_NN )
+ WRKBL = MAX( WRKBL, 3*N + LWORK_DORMBR_QLN_NN )
+ WRKBL = MAX( WRKBL, 3*N + LWORK_DORMBR_PRT_NN )
+ WRKBL = MAX( WRKBL, 3*N + BDSPAC )
MAXWRK = WRKBL + N*N
MINWRK = BDSPAC + N*N + 3*N
ELSE IF( WNTQA ) THEN
*
-* Path 4 (M much larger than N, JOBZ='A')
-*
- WRKBL = N + N*ILAENV( 1, 'DGEQRF', ' ', M, N, -1, -1 )
- WRKBL = MAX( WRKBL, N+M*ILAENV( 1, 'DORGQR', ' ', M,
- $ M, N, -1 ) )
- WRKBL = MAX( WRKBL, 3*N+2*N*
- $ ILAENV( 1, 'DGEBRD', ' ', N, N, -1, -1 ) )
- WRKBL = MAX( WRKBL, 3*N+N*
- $ ILAENV( 1, 'DORMBR', 'QLN', N, N, N, -1 ) )
- WRKBL = MAX( WRKBL, 3*N+N*
- $ ILAENV( 1, 'DORMBR', 'PRT', N, N, N, -1 ) )
- WRKBL = MAX( WRKBL, BDSPAC+3*N )
+* Path 4 (M >> N, JOBZ='A')
+*
+ WRKBL = N + LWORK_DGEQRF_MN
+ WRKBL = MAX( WRKBL, N + LWORK_DORGQR_MM )
+ WRKBL = MAX( WRKBL, 3*N + LWORK_DGEBRD_NN )
+ WRKBL = MAX( WRKBL, 3*N + LWORK_DORMBR_QLN_NN )
+ WRKBL = MAX( WRKBL, 3*N + LWORK_DORMBR_PRT_NN )
+ WRKBL = MAX( WRKBL, 3*N + BDSPAC )
MAXWRK = WRKBL + N*N
- MINWRK = BDSPAC + N*N + 2*N + M
+ MINWRK = N*N + MAX( 3*N + BDSPAC, N + M )
END IF
ELSE
*
-* Path 5 (M at least N, but not much larger)
+* Path 5 (M >= N, but not much larger)
*
- WRKBL = 3*N + ( M+N )*ILAENV( 1, 'DGEBRD', ' ', M, N, -1,
- $ -1 )
+ WRKBL = 3*N + LWORK_DGEBRD_MN
IF( WNTQN ) THEN
- MAXWRK = MAX( WRKBL, BDSPAC+3*N )
+* Path 5n (M >= N, jobz='N')
+ MAXWRK = MAX( WRKBL, 3*N + BDSPAC )
MINWRK = 3*N + MAX( M, BDSPAC )
ELSE IF( WNTQO ) THEN
- WRKBL = MAX( WRKBL, 3*N+N*
- $ ILAENV( 1, 'DORMBR', 'QLN', M, N, N, -1 ) )
- WRKBL = MAX( WRKBL, 3*N+N*
- $ ILAENV( 1, 'DORMBR', 'PRT', N, N, N, -1 ) )
- WRKBL = MAX( WRKBL, BDSPAC+3*N )
+* Path 5o (M >= N, jobz='O')
+ WRKBL = MAX( WRKBL, 3*N + LWORK_DORMBR_PRT_NN )
+ WRKBL = MAX( WRKBL, 3*N + LWORK_DORMBR_QLN_MN )
+ WRKBL = MAX( WRKBL, 3*N + BDSPAC )
MAXWRK = WRKBL + M*N
- MINWRK = 3*N + MAX( M, N*N+BDSPAC )
+ MINWRK = 3*N + MAX( M, N*N + BDSPAC )
ELSE IF( WNTQS ) THEN
- WRKBL = MAX( WRKBL, 3*N+N*
- $ ILAENV( 1, 'DORMBR', 'QLN', M, N, N, -1 ) )
- WRKBL = MAX( WRKBL, 3*N+N*
- $ ILAENV( 1, 'DORMBR', 'PRT', N, N, N, -1 ) )
- MAXWRK = MAX( WRKBL, BDSPAC+3*N )
+* Path 5s (M >= N, jobz='S')
+ WRKBL = MAX( WRKBL, 3*N + LWORK_DORMBR_QLN_MN )
+ WRKBL = MAX( WRKBL, 3*N + LWORK_DORMBR_PRT_NN )
+ MAXWRK = MAX( WRKBL, 3*N + BDSPAC )
MINWRK = 3*N + MAX( M, BDSPAC )
ELSE IF( WNTQA ) THEN
- WRKBL = MAX( WRKBL, 3*N+M*
- $ ILAENV( 1, 'DORMBR', 'QLN', M, M, N, -1 ) )
- WRKBL = MAX( WRKBL, 3*N+N*
- $ ILAENV( 1, 'DORMBR', 'PRT', N, N, N, -1 ) )
- MAXWRK = MAX( MAXWRK, BDSPAC+3*N )
+* Path 5a (M >= N, jobz='A')
+ WRKBL = MAX( WRKBL, 3*N + LWORK_DORMBR_QLN_MM )
+ WRKBL = MAX( WRKBL, 3*N + LWORK_DORMBR_PRT_NN )
+ MAXWRK = MAX( WRKBL, 3*N + BDSPAC )
MINWRK = 3*N + MAX( M, BDSPAC )
END IF
END IF
@@ -410,106 +447,129 @@
*
* Compute space needed for DBDSDC
*
- MNTHR = INT( MINMN*11.0D0 / 6.0D0 )
IF( WNTQN ) THEN
+* dbdsdc needs only 4*N (or 6*N for uplo=L for LAPACK <= 3.6)
+* keep 7*N for backwards compatability.
BDSPAC = 7*M
ELSE
BDSPAC = 3*M*M + 4*M
END IF
+*
+* Compute space preferred for each routine
+ CALL DGEBRD( M, N, DUM(1), M, DUM(1), DUM(1), DUM(1),
+ $ DUM(1), DUM(1), -1, IERR )
+ LWORK_DGEBRD_MN = INT( DUM(1) )
+*
+ CALL DGEBRD( M, M, A, M, S, DUM(1), DUM(1),
+ $ DUM(1), DUM(1), -1, IERR )
+ LWORK_DGEBRD_MM = INT( DUM(1) )
+*
+ CALL DGELQF( M, N, A, M, DUM(1), DUM(1), -1, IERR )
+ LWORK_DGELQF_MN = INT( DUM(1) )
+*
+ CALL DORGLQ( N, N, M, DUM(1), N, DUM(1), DUM(1), -1, IERR )
+ LWORK_DORGLQ_NN = INT( DUM(1) )
+*
+ CALL DORGLQ( M, N, M, A, M, DUM(1), DUM(1), -1, IERR )
+ LWORK_DORGLQ_MN = INT( DUM(1) )
+*
+ CALL DORGBR( 'P', M, M, M, A, N, DUM(1), DUM(1), -1, IERR )
+ LWORK_DORGBR_P_MM = INT( DUM(1) )
+*
+ CALL DORMBR( 'P', 'R', 'T', M, M, M, DUM(1), M,
+ $ DUM(1), DUM(1), M, DUM(1), -1, IERR )
+ LWORK_DORMBR_PRT_MM = INT( DUM(1) )
+*
+ CALL DORMBR( 'P', 'R', 'T', M, N, M, DUM(1), M,
+ $ DUM(1), DUM(1), M, DUM(1), -1, IERR )
+ LWORK_DORMBR_PRT_MN = INT( DUM(1) )
+*
+ CALL DORMBR( 'P', 'R', 'T', N, N, M, DUM(1), N,
+ $ DUM(1), DUM(1), N, DUM(1), -1, IERR )
+ LWORK_DORMBR_PRT_NN = INT( DUM(1) )
+*
+ CALL DORMBR( 'Q', 'L', 'N', M, M, M, DUM(1), M,
+ $ DUM(1), DUM(1), M, DUM(1), -1, IERR )
+ LWORK_DORMBR_QLN_MM = INT( DUM(1) )
+*
IF( N.GE.MNTHR ) THEN
IF( WNTQN ) THEN
*
-* Path 1t (N much larger than M, JOBZ='N')
+* Path 1t (N >> M, JOBZ='N')
*
- WRKBL = M + M*ILAENV( 1, 'DGELQF', ' ', M, N, -1,
- $ -1 )
- WRKBL = MAX( WRKBL, 3*M+2*M*
- $ ILAENV( 1, 'DGEBRD', ' ', M, M, -1, -1 ) )
- MAXWRK = MAX( WRKBL, BDSPAC+M )
+ WRKBL = M + LWORK_DGELQF_MN
+ WRKBL = MAX( WRKBL, 3*M + LWORK_DGEBRD_MM )
+ MAXWRK = MAX( WRKBL, BDSPAC + M )
MINWRK = BDSPAC + M
ELSE IF( WNTQO ) THEN
*
-* Path 2t (N much larger than M, JOBZ='O')
-*
- WRKBL = M + M*ILAENV( 1, 'DGELQF', ' ', M, N, -1, -1 )
- WRKBL = MAX( WRKBL, M+M*ILAENV( 1, 'DORGLQ', ' ', M,
- $ N, M, -1 ) )
- WRKBL = MAX( WRKBL, 3*M+2*M*
- $ ILAENV( 1, 'DGEBRD', ' ', M, M, -1, -1 ) )
- WRKBL = MAX( WRKBL, 3*M+M*
- $ ILAENV( 1, 'DORMBR', 'QLN', M, M, M, -1 ) )
- WRKBL = MAX( WRKBL, 3*M+M*
- $ ILAENV( 1, 'DORMBR', 'PRT', M, M, M, -1 ) )
- WRKBL = MAX( WRKBL, BDSPAC+3*M )
+* Path 2t (N >> M, JOBZ='O')
+*
+ WRKBL = M + LWORK_DGELQF_MN
+ WRKBL = MAX( WRKBL, M + LWORK_DORGLQ_MN )
+ WRKBL = MAX( WRKBL, 3*M + LWORK_DGEBRD_MM )
+ WRKBL = MAX( WRKBL, 3*M + LWORK_DORMBR_QLN_MM )
+ WRKBL = MAX( WRKBL, 3*M + LWORK_DORMBR_PRT_MM )
+ WRKBL = MAX( WRKBL, 3*M + BDSPAC )
MAXWRK = WRKBL + 2*M*M
MINWRK = BDSPAC + 2*M*M + 3*M
ELSE IF( WNTQS ) THEN
*
-* Path 3t (N much larger than M, JOBZ='S')
-*
- WRKBL = M + M*ILAENV( 1, 'DGELQF', ' ', M, N, -1, -1 )
- WRKBL = MAX( WRKBL, M+M*ILAENV( 1, 'DORGLQ', ' ', M,
- $ N, M, -1 ) )
- WRKBL = MAX( WRKBL, 3*M+2*M*
- $ ILAENV( 1, 'DGEBRD', ' ', M, M, -1, -1 ) )
- WRKBL = MAX( WRKBL, 3*M+M*
- $ ILAENV( 1, 'DORMBR', 'QLN', M, M, M, -1 ) )
- WRKBL = MAX( WRKBL, 3*M+M*
- $ ILAENV( 1, 'DORMBR', 'PRT', M, M, M, -1 ) )
- WRKBL = MAX( WRKBL, BDSPAC+3*M )
+* Path 3t (N >> M, JOBZ='S')
+*
+ WRKBL = M + LWORK_DGELQF_MN
+ WRKBL = MAX( WRKBL, M + LWORK_DORGLQ_MN )
+ WRKBL = MAX( WRKBL, 3*M + LWORK_DGEBRD_MM )
+ WRKBL = MAX( WRKBL, 3*M + LWORK_DORMBR_QLN_MM )
+ WRKBL = MAX( WRKBL, 3*M + LWORK_DORMBR_PRT_MM )
+ WRKBL = MAX( WRKBL, 3*M + BDSPAC )
MAXWRK = WRKBL + M*M
MINWRK = BDSPAC + M*M + 3*M
ELSE IF( WNTQA ) THEN
*
-* Path 4t (N much larger than M, JOBZ='A')
-*
- WRKBL = M + M*ILAENV( 1, 'DGELQF', ' ', M, N, -1, -1 )
- WRKBL = MAX( WRKBL, M+N*ILAENV( 1, 'DORGLQ', ' ', N,
- $ N, M, -1 ) )
- WRKBL = MAX( WRKBL, 3*M+2*M*
- $ ILAENV( 1, 'DGEBRD', ' ', M, M, -1, -1 ) )
- WRKBL = MAX( WRKBL, 3*M+M*
- $ ILAENV( 1, 'DORMBR', 'QLN', M, M, M, -1 ) )
- WRKBL = MAX( WRKBL, 3*M+M*
- $ ILAENV( 1, 'DORMBR', 'PRT', M, M, M, -1 ) )
- WRKBL = MAX( WRKBL, BDSPAC+3*M )
+* Path 4t (N >> M, JOBZ='A')
+*
+ WRKBL = M + LWORK_DGELQF_MN
+ WRKBL = MAX( WRKBL, M + LWORK_DORGLQ_NN )
+ WRKBL = MAX( WRKBL, 3*M + LWORK_DGEBRD_MM )
+ WRKBL = MAX( WRKBL, 3*M + LWORK_DORMBR_QLN_MM )
+ WRKBL = MAX( WRKBL, 3*M + LWORK_DORMBR_PRT_MM )
+ WRKBL = MAX( WRKBL, 3*M + BDSPAC )
MAXWRK = WRKBL + M*M
- MINWRK = BDSPAC + M*M + 3*M
+ MINWRK = M*M + MAX( 3*M + BDSPAC, M + N )
END IF
ELSE
*
-* Path 5t (N greater than M, but not much larger)
+* Path 5t (N > M, but not much larger)
*
- WRKBL = 3*M + ( M+N )*ILAENV( 1, 'DGEBRD', ' ', M, N, -1,
- $ -1 )
+ WRKBL = 3*M + LWORK_DGEBRD_MN
IF( WNTQN ) THEN
- MAXWRK = MAX( WRKBL, BDSPAC+3*M )
+* Path 5tn (N > M, jobz='N')
+ MAXWRK = MAX( WRKBL, 3*M + BDSPAC )
MINWRK = 3*M + MAX( N, BDSPAC )
ELSE IF( WNTQO ) THEN
- WRKBL = MAX( WRKBL, 3*M+M*
- $ ILAENV( 1, 'DORMBR', 'QLN', M, M, N, -1 ) )
- WRKBL = MAX( WRKBL, 3*M+M*
- $ ILAENV( 1, 'DORMBR', 'PRT', M, N, M, -1 ) )
- WRKBL = MAX( WRKBL, BDSPAC+3*M )
+* Path 5to (N > M, jobz='O')
+ WRKBL = MAX( WRKBL, 3*M + LWORK_DORMBR_QLN_MM )
+ WRKBL = MAX( WRKBL, 3*M + LWORK_DORMBR_PRT_MN )
+ WRKBL = MAX( WRKBL, 3*M + BDSPAC )
MAXWRK = WRKBL + M*N
- MINWRK = 3*M + MAX( N, M*M+BDSPAC )
+ MINWRK = 3*M + MAX( N, M*M + BDSPAC )
ELSE IF( WNTQS ) THEN
- WRKBL = MAX( WRKBL, 3*M+M*
- $ ILAENV( 1, 'DORMBR', 'QLN', M, M, N, -1 ) )
- WRKBL = MAX( WRKBL, 3*M+M*
- $ ILAENV( 1, 'DORMBR', 'PRT', M, N, M, -1 ) )
- MAXWRK = MAX( WRKBL, BDSPAC+3*M )
+* Path 5ts (N > M, jobz='S')
+ WRKBL = MAX( WRKBL, 3*M + LWORK_DORMBR_QLN_MM )
+ WRKBL = MAX( WRKBL, 3*M + LWORK_DORMBR_PRT_MN )
+ MAXWRK = MAX( WRKBL, 3*M + BDSPAC )
MINWRK = 3*M + MAX( N, BDSPAC )
ELSE IF( WNTQA ) THEN
- WRKBL = MAX( WRKBL, 3*M+M*
- $ ILAENV( 1, 'DORMBR', 'QLN', M, M, N, -1 ) )
- WRKBL = MAX( WRKBL, 3*M+M*
- $ ILAENV( 1, 'DORMBR', 'PRT', N, N, M, -1 ) )
- MAXWRK = MAX( WRKBL, BDSPAC+3*M )
+* Path 5ta (N > M, jobz='A')
+ WRKBL = MAX( WRKBL, 3*M + LWORK_DORMBR_QLN_MM )
+ WRKBL = MAX( WRKBL, 3*M + LWORK_DORMBR_PRT_NN )
+ MAXWRK = MAX( WRKBL, 3*M + BDSPAC )
MINWRK = 3*M + MAX( N, BDSPAC )
END IF
END IF
END IF
+
MAXWRK = MAX( MAXWRK, MINWRK )
WORK( 1 ) = MAXWRK
*
@@ -559,17 +619,18 @@
*
IF( WNTQN ) THEN
*
-* Path 1 (M much larger than N, JOBZ='N')
+* Path 1 (M >> N, JOBZ='N')
* No singular vectors to be computed
*
ITAU = 1
NWORK = ITAU + N
*
* Compute A=Q*R
-* (Workspace: need 2*N, prefer N+N*NB)
+* Workspace: need N [tau] + N [work]
+* Workspace: prefer N [tau] + N*NB [work]
*
CALL DGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
- $ LWORK-NWORK+1, IERR )
+ $ LWORK - NWORK + 1, IERR )
*
* Zero out below R
*
@@ -580,7 +641,8 @@
NWORK = ITAUP + N
*
* Bidiagonalize R in A
-* (Workspace: need 4*N, prefer 3*N+2*N*NB)
+* Workspace: need 3*N [e, tauq, taup] + N [work]
+* Workspace: prefer 3*N [e, tauq, taup] + 2*N*NB [work]
*
CALL DGEBRD( N, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ),
$ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
@@ -588,14 +650,14 @@
NWORK = IE + N
*
* Perform bidiagonal SVD, computing singular values only
-* (Workspace: need N+BDSPAC)
+* Workspace: need N [e] + BDSPAC
*
CALL DBDSDC( 'U', 'N', N, S, WORK( IE ), DUM, 1, DUM, 1,
$ DUM, IDUM, WORK( NWORK ), IWORK, INFO )
*
ELSE IF( WNTQO ) THEN
*
-* Path 2 (M much larger than N, JOBZ = 'O')
+* Path 2 (M >> N, JOBZ = 'O')
* N left singular vectors to be overwritten on A and
* N right singular vectors to be computed in VT
*
@@ -603,42 +665,45 @@
*
* WORK(IR) is LDWRKR by N
*
- IF( LWORK.GE.LDA*N+N*N+3*N+BDSPAC ) THEN
+ IF( LWORK .GE. LDA*N + N*N + 3*N + BDSPAC ) THEN
LDWRKR = LDA
ELSE
- LDWRKR = ( LWORK-N*N-3*N-BDSPAC ) / N
+ LDWRKR = ( LWORK - N*N - 3*N - BDSPAC ) / N
END IF
ITAU = IR + LDWRKR*N
NWORK = ITAU + N
*
* Compute A=Q*R
-* (Workspace: need N*N+2*N, prefer N*N+N+N*NB)
+* Workspace: need N*N [R] + N [tau] + N [work]
+* Workspace: prefer N*N [R] + N [tau] + N*NB [work]
*
CALL DGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
- $ LWORK-NWORK+1, IERR )
+ $ LWORK - NWORK + 1, IERR )
*
* Copy R to WORK(IR), zeroing out below it
*
CALL DLACPY( 'U', N, N, A, LDA, WORK( IR ), LDWRKR )
- CALL DLASET( 'L', N-1, N-1, ZERO, ZERO, WORK( IR+1 ),
+ CALL DLASET( 'L', N - 1, N - 1, ZERO, ZERO, WORK(IR+1),
$ LDWRKR )
*
* Generate Q in A
-* (Workspace: need N*N+2*N, prefer N*N+N+N*NB)
+* Workspace: need N*N [R] + N [tau] + N [work]
+* Workspace: prefer N*N [R] + N [tau] + N*NB [work]
*
CALL DORGQR( M, N, N, A, LDA, WORK( ITAU ),
- $ WORK( NWORK ), LWORK-NWORK+1, IERR )
+ $ WORK( NWORK ), LWORK - NWORK + 1, IERR )
IE = ITAU
ITAUQ = IE + N
ITAUP = ITAUQ + N
NWORK = ITAUP + N
*
-* Bidiagonalize R in VT, copying result to WORK(IR)
-* (Workspace: need N*N+4*N, prefer N*N+3*N+2*N*NB)
+* Bidiagonalize R in WORK(IR)
+* Workspace: need N*N [R] + 3*N [e, tauq, taup] + N [work]
+* Workspace: prefer N*N [R] + 3*N [e, tauq, taup] + 2*N*NB [work]
*
CALL DGEBRD( N, N, WORK( IR ), LDWRKR, S, WORK( IE ),
$ WORK( ITAUQ ), WORK( ITAUP ), WORK( NWORK ),
- $ LWORK-NWORK+1, IERR )
+ $ LWORK - NWORK + 1, IERR )
*
* WORK(IU) is N by N
*
@@ -648,7 +713,7 @@
* Perform bidiagonal SVD, computing left singular vectors
* of bidiagonal matrix in WORK(IU) and computing right
* singular vectors of bidiagonal matrix in VT
-* (Workspace: need N+N*N+BDSPAC)
+* Workspace: need N*N [R] + 3*N [e, tauq, taup] + N*N [U] + BDSPAC
*
CALL DBDSDC( 'U', 'I', N, S, WORK( IE ), WORK( IU ), N,
$ VT, LDVT, DUM, IDUM, WORK( NWORK ), IWORK,
@@ -656,21 +721,23 @@
*
* Overwrite WORK(IU) by left singular vectors of R
* and VT by right singular vectors of R
-* (Workspace: need 2*N*N+3*N, prefer 2*N*N+2*N+N*NB)
+* Workspace: need N*N [R] + 3*N [e, tauq, taup] + N*N [U] + N [work]
+* Workspace: prefer N*N [R] + 3*N [e, tauq, taup] + N*N [U] + N*NB [work]
*
CALL DORMBR( 'Q', 'L', 'N', N, N, N, WORK( IR ), LDWRKR,
$ WORK( ITAUQ ), WORK( IU ), N, WORK( NWORK ),
- $ LWORK-NWORK+1, IERR )
+ $ LWORK - NWORK + 1, IERR )
CALL DORMBR( 'P', 'R', 'T', N, N, N, WORK( IR ), LDWRKR,
$ WORK( ITAUP ), VT, LDVT, WORK( NWORK ),
- $ LWORK-NWORK+1, IERR )
+ $ LWORK - NWORK + 1, IERR )
*
* Multiply Q in A by left singular vectors of R in
* WORK(IU), storing result in WORK(IR) and copying to A
-* (Workspace: need 2*N*N, prefer N*N+M*N)
+* Workspace: need N*N [R] + 3*N [e, tauq, taup] + N*N [U]
+* Workspace: prefer M*N [R] + 3*N [e, tauq, taup] + N*N [U]
*
DO 10 I = 1, M, LDWRKR
- CHUNK = MIN( M-I+1, LDWRKR )
+ CHUNK = MIN( M - I + 1, LDWRKR )
CALL DGEMM( 'N', 'N', CHUNK, N, N, ONE, A( I, 1 ),
$ LDA, WORK( IU ), N, ZERO, WORK( IR ),
$ LDWRKR )
@@ -680,7 +747,7 @@
*
ELSE IF( WNTQS ) THEN
*
-* Path 3 (M much larger than N, JOBZ='S')
+* Path 3 (M >> N, JOBZ='S')
* N left singular vectors to be computed in U and
* N right singular vectors to be computed in VT
*
@@ -693,38 +760,41 @@
NWORK = ITAU + N
*
* Compute A=Q*R
-* (Workspace: need N*N+2*N, prefer N*N+N+N*NB)
+* Workspace: need N*N [R] + N [tau] + N [work]
+* Workspace: prefer N*N [R] + N [tau] + N*NB [work]
*
CALL DGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
- $ LWORK-NWORK+1, IERR )
+ $ LWORK - NWORK + 1, IERR )
*
* Copy R to WORK(IR), zeroing out below it
*
CALL DLACPY( 'U', N, N, A, LDA, WORK( IR ), LDWRKR )
- CALL DLASET( 'L', N-1, N-1, ZERO, ZERO, WORK( IR+1 ),
+ CALL DLASET( 'L', N - 1, N - 1, ZERO, ZERO, WORK(IR+1),
$ LDWRKR )
*
* Generate Q in A
-* (Workspace: need N*N+2*N, prefer N*N+N+N*NB)
+* Workspace: need N*N [R] + N [tau] + N [work]
+* Workspace: prefer N*N [R] + N [tau] + N*NB [work]
*
CALL DORGQR( M, N, N, A, LDA, WORK( ITAU ),
- $ WORK( NWORK ), LWORK-NWORK+1, IERR )
+ $ WORK( NWORK ), LWORK - NWORK + 1, IERR )
IE = ITAU
ITAUQ = IE + N
ITAUP = ITAUQ + N
NWORK = ITAUP + N
*
* Bidiagonalize R in WORK(IR)
-* (Workspace: need N*N+4*N, prefer N*N+3*N+2*N*NB)
+* Workspace: need N*N [R] + 3*N [e, tauq, taup] + N [work]
+* Workspace: prefer N*N [R] + 3*N [e, tauq, taup] + 2*N*NB [work]
*
CALL DGEBRD( N, N, WORK( IR ), LDWRKR, S, WORK( IE ),
$ WORK( ITAUQ ), WORK( ITAUP ), WORK( NWORK ),
- $ LWORK-NWORK+1, IERR )
+ $ LWORK - NWORK + 1, IERR )
*
* Perform bidiagonal SVD, computing left singular vectors
* of bidiagoal matrix in U and computing right singular
* vectors of bidiagonal matrix in VT
-* (Workspace: need N+BDSPAC)
+* Workspace: need N*N [R] + 3*N [e, tauq, taup] + BDSPAC
*
CALL DBDSDC( 'U', 'I', N, S, WORK( IE ), U, LDU, VT,
$ LDVT, DUM, IDUM, WORK( NWORK ), IWORK,
@@ -732,19 +802,20 @@
*
* Overwrite U by left singular vectors of R and VT
* by right singular vectors of R
-* (Workspace: need N*N+3*N, prefer N*N+2*N+N*NB)
+* Workspace: need N*N [R] + 3*N [e, tauq, taup] + N [work]
+* Workspace: prefer N*N [R] + 3*N [e, tauq, taup] + N*NB [work]
*
CALL DORMBR( 'Q', 'L', 'N', N, N, N, WORK( IR ), LDWRKR,
$ WORK( ITAUQ ), U, LDU, WORK( NWORK ),
- $ LWORK-NWORK+1, IERR )
+ $ LWORK - NWORK + 1, IERR )
*
CALL DORMBR( 'P', 'R', 'T', N, N, N, WORK( IR ), LDWRKR,
$ WORK( ITAUP ), VT, LDVT, WORK( NWORK ),
- $ LWORK-NWORK+1, IERR )
+ $ LWORK - NWORK + 1, IERR )
*
* Multiply Q in A by left singular vectors of R in
* WORK(IR), storing result in U
-* (Workspace: need N*N)
+* Workspace: need N*N [R]
*
CALL DLACPY( 'F', N, N, U, LDU, WORK( IR ), LDWRKR )
CALL DGEMM( 'N', 'N', M, N, N, ONE, A, LDA, WORK( IR ),
@@ -752,7 +823,7 @@
*
ELSE IF( WNTQA ) THEN
*
-* Path 4 (M much larger than N, JOBZ='A')
+* Path 4 (M >> N, JOBZ='A')
* M left singular vectors to be computed in U and
* N right singular vectors to be computed in VT
*
@@ -765,16 +836,18 @@
NWORK = ITAU + N
*
* Compute A=Q*R, copying result to U
-* (Workspace: need N*N+N+M, prefer N*N+N+M*NB)
+* Workspace: need N*N [U] + N [tau] + N [work]
+* Workspace: prefer N*N [U] + N [tau] + N*NB [work]
*
CALL DGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
- $ LWORK-NWORK+1, IERR )
+ $ LWORK - NWORK + 1, IERR )
CALL DLACPY( 'L', M, N, A, LDA, U, LDU )
*
* Generate Q in U
-* (Workspace: need N*N+N+M, prefer N*N+N+M*NB)
+* Workspace: need N*N [U] + N [tau] + M [work]
+* Workspace: prefer N*N [U] + N [tau] + M*NB [work]
CALL DORGQR( M, M, N, U, LDU, WORK( ITAU ),
- $ WORK( NWORK ), LWORK-NWORK+1, IERR )
+ $ WORK( NWORK ), LWORK - NWORK + 1, IERR )
*
* Produce R in A, zeroing out other entries
*
@@ -785,7 +858,8 @@
NWORK = ITAUP + N
*
* Bidiagonalize R in A
-* (Workspace: need N*N+4*N, prefer N*N+3*N+2*N*NB)
+* Workspace: need N*N [U] + 3*N [e, tauq, taup] + N [work]
+* Workspace: prefer N*N [U] + 3*N [e, tauq, taup] + 2*N*NB [work]
*
CALL DGEBRD( N, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ),
$ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
@@ -794,7 +868,7 @@
* Perform bidiagonal SVD, computing left singular vectors
* of bidiagonal matrix in WORK(IU) and computing right
* singular vectors of bidiagonal matrix in VT
-* (Workspace: need N+N*N+BDSPAC)
+* Workspace: need N*N [U] + 3*N [e, tauq, taup] + BDSPAC
*
CALL DBDSDC( 'U', 'I', N, S, WORK( IE ), WORK( IU ), N,
$ VT, LDVT, DUM, IDUM, WORK( NWORK ), IWORK,
@@ -802,18 +876,19 @@
*
* Overwrite WORK(IU) by left singular vectors of R and VT
* by right singular vectors of R
-* (Workspace: need N*N+3*N, prefer N*N+2*N+N*NB)
+* Workspace: need N*N [U] + 3*N [e, tauq, taup] + N [work]
+* Workspace: prefer N*N [U] + 3*N [e, tauq, taup] + N*NB [work]
*
CALL DORMBR( 'Q', 'L', 'N', N, N, N, A, LDA,
$ WORK( ITAUQ ), WORK( IU ), LDWRKU,
- $ WORK( NWORK ), LWORK-NWORK+1, IERR )
+ $ WORK( NWORK ), LWORK - NWORK + 1, IERR )
CALL DORMBR( 'P', 'R', 'T', N, N, N, A, LDA,
$ WORK( ITAUP ), VT, LDVT, WORK( NWORK ),
- $ LWORK-NWORK+1, IERR )
+ $ LWORK - NWORK + 1, IERR )
*
* Multiply Q in U by left singular vectors of R in
* WORK(IU), storing result in A
-* (Workspace: need N*N)
+* Workspace: need N*N [U]
*
CALL DGEMM( 'N', 'N', M, N, N, ONE, U, LDU, WORK( IU ),
$ LDWRKU, ZERO, A, LDA )
@@ -828,7 +903,7 @@
*
* M .LT. MNTHR
*
-* Path 5 (M at least N, but not much larger)
+* Path 5 (M >= N, but not much larger)
* Reduce to bidiagonal form without QR decomposition
*
IE = 1
@@ -837,21 +912,24 @@
NWORK = ITAUP + N
*
* Bidiagonalize A
-* (Workspace: need 3*N+M, prefer 3*N+(M+N)*NB)
+* Workspace: need 3*N [e, tauq, taup] + M [work]
+* Workspace: prefer 3*N [e, tauq, taup] + (M+N)*NB [work]
*
CALL DGEBRD( M, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ),
$ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
$ IERR )
IF( WNTQN ) THEN
*
+* Path 5n (M >= N, JOBZ='N')
* Perform bidiagonal SVD, only computing singular values
-* (Workspace: need N+BDSPAC)
+* Workspace: need 3*N [e, tauq, taup] + BDSPAC
*
CALL DBDSDC( 'U', 'N', N, S, WORK( IE ), DUM, 1, DUM, 1,
$ DUM, IDUM, WORK( NWORK ), IWORK, INFO )
ELSE IF( WNTQO ) THEN
+* Path 5o (M >= N, JOBZ='O')
IU = NWORK
- IF( LWORK.GE.M*N+3*N+BDSPAC ) THEN
+ IF( LWORK .GE. M*N + 3*N + BDSPAC ) THEN
*
* WORK( IU ) is M by N
*
@@ -859,6 +937,8 @@
NWORK = IU + LDWRKU*N
CALL DLASET( 'F', M, N, ZERO, ZERO, WORK( IU ),
$ LDWRKU )
+* IR is unused; silence compile warnings
+ IR = -1
ELSE
*
* WORK( IU ) is N by N
@@ -869,53 +949,59 @@
* WORK(IR) is LDWRKR by N
*
IR = NWORK
- LDWRKR = ( LWORK-N*N-3*N ) / N
+ LDWRKR = ( LWORK - N*N - 3*N ) / N
END IF
NWORK = IU + LDWRKU*N
*
* Perform bidiagonal SVD, computing left singular vectors
* of bidiagonal matrix in WORK(IU) and computing right
* singular vectors of bidiagonal matrix in VT
-* (Workspace: need N+N*N+BDSPAC)
+* Workspace: need 3*N [e, tauq, taup] + N*N [U] + BDSPAC
*
CALL DBDSDC( 'U', 'I', N, S, WORK( IE ), WORK( IU ),
$ LDWRKU, VT, LDVT, DUM, IDUM, WORK( NWORK ),
$ IWORK, INFO )
*
* Overwrite VT by right singular vectors of A
-* (Workspace: need N*N+2*N, prefer N*N+N+N*NB)
+* Workspace: need 3*N [e, tauq, taup] + N*N [U] + N [work]
+* Workspace: prefer 3*N [e, tauq, taup] + N*N [U] + N*NB [work]
*
CALL DORMBR( 'P', 'R', 'T', N, N, N, A, LDA,
$ WORK( ITAUP ), VT, LDVT, WORK( NWORK ),
- $ LWORK-NWORK+1, IERR )
+ $ LWORK - NWORK + 1, IERR )
*
- IF( LWORK.GE.M*N+3*N+BDSPAC ) THEN
+ IF( LWORK .GE. M*N + 3*N + BDSPAC ) THEN
*
+* Path 5o-fast
* Overwrite WORK(IU) by left singular vectors of A
-* (Workspace: need N*N+2*N, prefer N*N+N+N*NB)
+* Workspace: need 3*N [e, tauq, taup] + M*N [U] + N [work]
+* Workspace: prefer 3*N [e, tauq, taup] + M*N [U] + N*NB [work]
*
CALL DORMBR( 'Q', 'L', 'N', M, N, N, A, LDA,
$ WORK( ITAUQ ), WORK( IU ), LDWRKU,
- $ WORK( NWORK ), LWORK-NWORK+1, IERR )
+ $ WORK( NWORK ), LWORK - NWORK + 1, IERR )
*
* Copy left singular vectors of A from WORK(IU) to A
*
CALL DLACPY( 'F', M, N, WORK( IU ), LDWRKU, A, LDA )
ELSE
*
+* Path 5o-slow
* Generate Q in A
-* (Workspace: need N*N+2*N, prefer N*N+N+N*NB)
+* Workspace: need 3*N [e, tauq, taup] + N*N [U] + N [work]
+* Workspace: prefer 3*N [e, tauq, taup] + N*N [U] + N*NB [work]
*
CALL DORGBR( 'Q', M, N, N, A, LDA, WORK( ITAUQ ),
- $ WORK( NWORK ), LWORK-NWORK+1, IERR )
+ $ WORK( NWORK ), LWORK - NWORK + 1, IERR )
*
* Multiply Q in A by left singular vectors of
* bidiagonal matrix in WORK(IU), storing result in
* WORK(IR) and copying to A
-* (Workspace: need 2*N*N, prefer N*N+M*N)
+* Workspace: need 3*N [e, tauq, taup] + N*N [U] + NB*N [R]
+* Workspace: prefer 3*N [e, tauq, taup] + N*N [U] + M*N [R]
*
DO 20 I = 1, M, LDWRKR
- CHUNK = MIN( M-I+1, LDWRKR )
+ CHUNK = MIN( M - I + 1, LDWRKR )
CALL DGEMM( 'N', 'N', CHUNK, N, N, ONE, A( I, 1 ),
$ LDA, WORK( IU ), LDWRKU, ZERO,
$ WORK( IR ), LDWRKR )
@@ -926,10 +1012,11 @@
*
ELSE IF( WNTQS ) THEN
*
+* Path 5s (M >= N, JOBZ='S')
* Perform bidiagonal SVD, computing left singular vectors
* of bidiagonal matrix in U and computing right singular
* vectors of bidiagonal matrix in VT
-* (Workspace: need N+BDSPAC)
+* Workspace: need 3*N [e, tauq, taup] + BDSPAC
*
CALL DLASET( 'F', M, N, ZERO, ZERO, U, LDU )
CALL DBDSDC( 'U', 'I', N, S, WORK( IE ), U, LDU, VT,
@@ -938,20 +1025,22 @@
*
* Overwrite U by left singular vectors of A and VT
* by right singular vectors of A
-* (Workspace: need 3*N, prefer 2*N+N*NB)
+* Workspace: need 3*N [e, tauq, taup] + N [work]
+* Workspace: prefer 3*N [e, tauq, taup] + N*NB [work]
*
CALL DORMBR( 'Q', 'L', 'N', M, N, N, A, LDA,
$ WORK( ITAUQ ), U, LDU, WORK( NWORK ),
- $ LWORK-NWORK+1, IERR )
+ $ LWORK - NWORK + 1, IERR )
CALL DORMBR( 'P', 'R', 'T', N, N, N, A, LDA,
$ WORK( ITAUP ), VT, LDVT, WORK( NWORK ),
- $ LWORK-NWORK+1, IERR )
+ $ LWORK - NWORK + 1, IERR )
ELSE IF( WNTQA ) THEN
*
+* Path 5a (M >= N, JOBZ='A')
* Perform bidiagonal SVD, computing left singular vectors
* of bidiagonal matrix in U and computing right singular
* vectors of bidiagonal matrix in VT
-* (Workspace: need N+BDSPAC)
+* Workspace: need 3*N [e, tauq, taup] + BDSPAC
*
CALL DLASET( 'F', M, M, ZERO, ZERO, U, LDU )
CALL DBDSDC( 'U', 'I', N, S, WORK( IE ), U, LDU, VT,
@@ -961,20 +1050,21 @@
* Set the right corner of U to identity matrix
*
IF( M.GT.N ) THEN
- CALL DLASET( 'F', M-N, M-N, ZERO, ONE, U( N+1, N+1 ),
+ CALL DLASET( 'F', M - N, M - N, ZERO, ONE, U(N+1,N+1),
$ LDU )
END IF
*
* Overwrite U by left singular vectors of A and VT
* by right singular vectors of A
-* (Workspace: need N*N+2*N+M, prefer N*N+2*N+M*NB)
+* Workspace: need 3*N [e, tauq, taup] + M [work]
+* Workspace: prefer 3*N [e, tauq, taup] + M*NB [work]
*
CALL DORMBR( 'Q', 'L', 'N', M, M, N, A, LDA,
$ WORK( ITAUQ ), U, LDU, WORK( NWORK ),
- $ LWORK-NWORK+1, IERR )
+ $ LWORK - NWORK + 1, IERR )
CALL DORMBR( 'P', 'R', 'T', N, N, M, A, LDA,
$ WORK( ITAUP ), VT, LDVT, WORK( NWORK ),
- $ LWORK-NWORK+1, IERR )
+ $ LWORK - NWORK + 1, IERR )
END IF
*
END IF
@@ -989,17 +1079,18 @@
*
IF( WNTQN ) THEN
*
-* Path 1t (N much larger than M, JOBZ='N')
+* Path 1t (N >> M, JOBZ='N')
* No singular vectors to be computed
*
ITAU = 1
NWORK = ITAU + M
*
* Compute A=L*Q
-* (Workspace: need 2*M, prefer M+M*NB)
+* Workspace: need M [tau] + M [work]
+* Workspace: prefer M [tau] + M*NB [work]
*
CALL DGELQF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
- $ LWORK-NWORK+1, IERR )
+ $ LWORK - NWORK + 1, IERR )
*
* Zero out above L
*
@@ -1010,7 +1101,8 @@
NWORK = ITAUP + M
*
* Bidiagonalize L in A
-* (Workspace: need 4*M, prefer 3*M+2*M*NB)
+* Workspace: need 3*M [e, tauq, taup] + M [work]
+* Workspace: prefer 3*M [e, tauq, taup] + 2*M*NB [work]
*
CALL DGEBRD( M, M, A, LDA, S, WORK( IE ), WORK( ITAUQ ),
$ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
@@ -1018,68 +1110,69 @@
NWORK = IE + M
*
* Perform bidiagonal SVD, computing singular values only
-* (Workspace: need M+BDSPAC)
+* Workspace: need M [e] + BDSPAC
*
CALL DBDSDC( 'U', 'N', M, S, WORK( IE ), DUM, 1, DUM, 1,
$ DUM, IDUM, WORK( NWORK ), IWORK, INFO )
*
ELSE IF( WNTQO ) THEN
*
-* Path 2t (N much larger than M, JOBZ='O')
+* Path 2t (N >> M, JOBZ='O')
* M right singular vectors to be overwritten on A and
* M left singular vectors to be computed in U
*
IVT = 1
*
-* IVT is M by M
+* WORK(IVT) is M by M
+* WORK(IL) is M by M; it is later resized to M by chunk for gemm
*
IL = IVT + M*M
- IF( LWORK.GE.M*N+M*M+3*M+BDSPAC ) THEN
-*
-* WORK(IL) is M by N
-*
+ IF( LWORK .GE. M*N + M*M + 3*M + BDSPAC ) THEN
LDWRKL = M
CHUNK = N
ELSE
LDWRKL = M
- CHUNK = ( LWORK-M*M ) / M
+ CHUNK = ( LWORK - M*M ) / M
END IF
ITAU = IL + LDWRKL*M
NWORK = ITAU + M
*
* Compute A=L*Q
-* (Workspace: need M*M+2*M, prefer M*M+M+M*NB)
+* Workspace: need M*M [VT] + M*M [L] + M [tau] + M [work]
+* Workspace: prefer M*M [VT] + M*M [L] + M [tau] + M*NB [work]
*
CALL DGELQF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
- $ LWORK-NWORK+1, IERR )
+ $ LWORK - NWORK + 1, IERR )
*
* Copy L to WORK(IL), zeroing about above it
*
CALL DLACPY( 'L', M, M, A, LDA, WORK( IL ), LDWRKL )
- CALL DLASET( 'U', M-1, M-1, ZERO, ZERO,
- $ WORK( IL+LDWRKL ), LDWRKL )
+ CALL DLASET( 'U', M - 1, M - 1, ZERO, ZERO,
+ $ WORK( IL + LDWRKL ), LDWRKL )
*
* Generate Q in A
-* (Workspace: need M*M+2*M, prefer M*M+M+M*NB)
+* Workspace: need M*M [VT] + M*M [L] + M [tau] + M [work]
+* Workspace: prefer M*M [VT] + M*M [L] + M [tau] + M*NB [work]
*
CALL DORGLQ( M, N, M, A, LDA, WORK( ITAU ),
- $ WORK( NWORK ), LWORK-NWORK+1, IERR )
+ $ WORK( NWORK ), LWORK - NWORK + 1, IERR )
IE = ITAU
ITAUQ = IE + M
ITAUP = ITAUQ + M
NWORK = ITAUP + M
*
* Bidiagonalize L in WORK(IL)
-* (Workspace: need M*M+4*M, prefer M*M+3*M+2*M*NB)
+* Workspace: need M*M [VT] + M*M [L] + 3*M [e, tauq, taup] + M [work]
+* Workspace: prefer M*M [VT] + M*M [L] + 3*M [e, tauq, taup] + 2*M*NB [work]
*
CALL DGEBRD( M, M, WORK( IL ), LDWRKL, S, WORK( IE ),
$ WORK( ITAUQ ), WORK( ITAUP ), WORK( NWORK ),
- $ LWORK-NWORK+1, IERR )
+ $ LWORK - NWORK + 1, IERR )
*
* Perform bidiagonal SVD, computing left singular vectors
* of bidiagonal matrix in U, and computing right singular
* vectors of bidiagonal matrix in WORK(IVT)
-* (Workspace: need M+M*M+BDSPAC)
+* Workspace: need M*M [VT] + M*M [L] + 3*M [e, tauq, taup] + BDSPAC
*
CALL DBDSDC( 'U', 'I', M, S, WORK( IE ), U, LDU,
$ WORK( IVT ), M, DUM, IDUM, WORK( NWORK ),
@@ -1087,21 +1180,24 @@
*
* Overwrite U by left singular vectors of L and WORK(IVT)
* by right singular vectors of L
-* (Workspace: need 2*M*M+3*M, prefer 2*M*M+2*M+M*NB)
+* Workspace: need M*M [VT] + M*M [L] + 3*M [e, tauq, taup] + M [work]
+* Workspace: prefer M*M [VT] + M*M [L] + 3*M [e, tauq, taup] + M*NB [work]
*
CALL DORMBR( 'Q', 'L', 'N', M, M, M, WORK( IL ), LDWRKL,
$ WORK( ITAUQ ), U, LDU, WORK( NWORK ),
- $ LWORK-NWORK+1, IERR )
+ $ LWORK - NWORK + 1, IERR )
CALL DORMBR( 'P', 'R', 'T', M, M, M, WORK( IL ), LDWRKL,
$ WORK( ITAUP ), WORK( IVT ), M,
- $ WORK( NWORK ), LWORK-NWORK+1, IERR )
+ $ WORK( NWORK ), LWORK - NWORK + 1, IERR )
*
* Multiply right singular vectors of L in WORK(IVT) by Q
* in A, storing result in WORK(IL) and copying to A
-* (Workspace: need 2*M*M, prefer M*M+M*N)
+* Workspace: need M*M [VT] + M*M [L]
+* Workspace: prefer M*M [VT] + M*N [L]
+* At this point, L is resized as M by chunk.
*
DO 30 I = 1, N, CHUNK
- BLK = MIN( N-I+1, CHUNK )
+ BLK = MIN( N - I + 1, CHUNK )
CALL DGEMM( 'N', 'N', M, BLK, M, ONE, WORK( IVT ), M,
$ A( 1, I ), LDA, ZERO, WORK( IL ), LDWRKL )
CALL DLACPY( 'F', M, BLK, WORK( IL ), LDWRKL,
@@ -1110,7 +1206,7 @@
*
ELSE IF( WNTQS ) THEN
*
-* Path 3t (N much larger than M, JOBZ='S')
+* Path 3t (N >> M, JOBZ='S')
* M right singular vectors to be computed in VT and
* M left singular vectors to be computed in U
*
@@ -1123,38 +1219,41 @@
NWORK = ITAU + M
*
* Compute A=L*Q
-* (Workspace: need M*M+2*M, prefer M*M+M+M*NB)
+* Workspace: need M*M [L] + M [tau] + M [work]
+* Workspace: prefer M*M [L] + M [tau] + M*NB [work]
*
CALL DGELQF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
- $ LWORK-NWORK+1, IERR )
+ $ LWORK - NWORK + 1, IERR )
*
* Copy L to WORK(IL), zeroing out above it
*
CALL DLACPY( 'L', M, M, A, LDA, WORK( IL ), LDWRKL )
- CALL DLASET( 'U', M-1, M-1, ZERO, ZERO,
- $ WORK( IL+LDWRKL ), LDWRKL )
+ CALL DLASET( 'U', M - 1, M - 1, ZERO, ZERO,
+ $ WORK( IL + LDWRKL ), LDWRKL )
*
* Generate Q in A
-* (Workspace: need M*M+2*M, prefer M*M+M+M*NB)
+* Workspace: need M*M [L] + M [tau] + M [work]
+* Workspace: prefer M*M [L] + M [tau] + M*NB [work]
*
CALL DORGLQ( M, N, M, A, LDA, WORK( ITAU ),
- $ WORK( NWORK ), LWORK-NWORK+1, IERR )
+ $ WORK( NWORK ), LWORK - NWORK + 1, IERR )
IE = ITAU
ITAUQ = IE + M
ITAUP = ITAUQ + M
NWORK = ITAUP + M
*
-* Bidiagonalize L in WORK(IU), copying result to U
-* (Workspace: need M*M+4*M, prefer M*M+3*M+2*M*NB)
+* Bidiagonalize L in WORK(IU).
+* Workspace: need M*M [L] + 3*M [e, tauq, taup] + M [work]
+* Workspace: prefer M*M [L] + 3*M [e, tauq, taup] + 2*M*NB [work]
*
CALL DGEBRD( M, M, WORK( IL ), LDWRKL, S, WORK( IE ),
$ WORK( ITAUQ ), WORK( ITAUP ), WORK( NWORK ),
- $ LWORK-NWORK+1, IERR )
+ $ LWORK - NWORK + 1, IERR )
*
* Perform bidiagonal SVD, computing left singular vectors
* of bidiagonal matrix in U and computing right singular
* vectors of bidiagonal matrix in VT
-* (Workspace: need M+BDSPAC)
+* Workspace: need M*M [L] + 3*M [e, tauq, taup] + BDSPAC
*
CALL DBDSDC( 'U', 'I', M, S, WORK( IE ), U, LDU, VT,
$ LDVT, DUM, IDUM, WORK( NWORK ), IWORK,
@@ -1162,18 +1261,19 @@
*
* Overwrite U by left singular vectors of L and VT
* by right singular vectors of L
-* (Workspace: need M*M+3*M, prefer M*M+2*M+M*NB)
+* Workspace: need M*M [L] + 3*M [e, tauq, taup] + M [work]
+* Workspace: prefer M*M [L] + 3*M [e, tauq, taup] + M*NB [work]
*
CALL DORMBR( 'Q', 'L', 'N', M, M, M, WORK( IL ), LDWRKL,
$ WORK( ITAUQ ), U, LDU, WORK( NWORK ),
- $ LWORK-NWORK+1, IERR )
+ $ LWORK - NWORK + 1, IERR )
CALL DORMBR( 'P', 'R', 'T', M, M, M, WORK( IL ), LDWRKL,
$ WORK( ITAUP ), VT, LDVT, WORK( NWORK ),
- $ LWORK-NWORK+1, IERR )
+ $ LWORK - NWORK + 1, IERR )
*
* Multiply right singular vectors of L in WORK(IL) by
* Q in A, storing result in VT
-* (Workspace: need M*M)
+* Workspace: need M*M [L]
*
CALL DLACPY( 'F', M, M, VT, LDVT, WORK( IL ), LDWRKL )
CALL DGEMM( 'N', 'N', M, N, M, ONE, WORK( IL ), LDWRKL,
@@ -1181,7 +1281,7 @@
*
ELSE IF( WNTQA ) THEN
*
-* Path 4t (N much larger than M, JOBZ='A')
+* Path 4t (N >> M, JOBZ='A')
* N right singular vectors to be computed in VT and
* M left singular vectors to be computed in U
*
@@ -1194,17 +1294,19 @@
NWORK = ITAU + M
*
* Compute A=L*Q, copying result to VT
-* (Workspace: need M*M+2*M, prefer M*M+M+M*NB)
+* Workspace: need M*M [VT] + M [tau] + M [work]
+* Workspace: prefer M*M [VT] + M [tau] + M*NB [work]
*
CALL DGELQF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
- $ LWORK-NWORK+1, IERR )
+ $ LWORK - NWORK + 1, IERR )
CALL DLACPY( 'U', M, N, A, LDA, VT, LDVT )
*
* Generate Q in VT
-* (Workspace: need M*M+2*M, prefer M*M+M+M*NB)
+* Workspace: need M*M [VT] + M [tau] + N [work]
+* Workspace: prefer M*M [VT] + M [tau] + N*NB [work]
*
CALL DORGLQ( N, N, M, VT, LDVT, WORK( ITAU ),
- $ WORK( NWORK ), LWORK-NWORK+1, IERR )
+ $ WORK( NWORK ), LWORK - NWORK + 1, IERR )
*
* Produce L in A, zeroing out other entries
*
@@ -1215,7 +1317,8 @@
NWORK = ITAUP + M
*
* Bidiagonalize L in A
-* (Workspace: need M*M+4*M, prefer M*M+3*M+2*M*NB)
+* Workspace: need M*M [VT] + 3*M [e, tauq, taup] + M [work]
+* Workspace: prefer M*M [VT] + 3*M [e, tauq, taup] + 2*M*NB [work]
*
CALL DGEBRD( M, M, A, LDA, S, WORK( IE ), WORK( ITAUQ ),
$ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
@@ -1224,7 +1327,7 @@
* Perform bidiagonal SVD, computing left singular vectors
* of bidiagonal matrix in U and computing right singular
* vectors of bidiagonal matrix in WORK(IVT)
-* (Workspace: need M+M*M+BDSPAC)
+* Workspace: need M*M [VT] + 3*M [e, tauq, taup] + BDSPAC
*
CALL DBDSDC( 'U', 'I', M, S, WORK( IE ), U, LDU,
$ WORK( IVT ), LDWKVT, DUM, IDUM,
@@ -1232,18 +1335,19 @@
*
* Overwrite U by left singular vectors of L and WORK(IVT)
* by right singular vectors of L
-* (Workspace: need M*M+3*M, prefer M*M+2*M+M*NB)
+* Workspace: need M*M [VT] + 3*M [e, tauq, taup]+ M [work]
+* Workspace: prefer M*M [VT] + 3*M [e, tauq, taup]+ M*NB [work]
*
CALL DORMBR( 'Q', 'L', 'N', M, M, M, A, LDA,
$ WORK( ITAUQ ), U, LDU, WORK( NWORK ),
- $ LWORK-NWORK+1, IERR )
+ $ LWORK - NWORK + 1, IERR )
CALL DORMBR( 'P', 'R', 'T', M, M, M, A, LDA,
$ WORK( ITAUP ), WORK( IVT ), LDWKVT,
- $ WORK( NWORK ), LWORK-NWORK+1, IERR )
+ $ WORK( NWORK ), LWORK - NWORK + 1, IERR )
*
* Multiply right singular vectors of L in WORK(IVT) by
* Q in VT, storing result in A
-* (Workspace: need M*M)
+* Workspace: need M*M [VT]
*
CALL DGEMM( 'N', 'N', M, N, M, ONE, WORK( IVT ), LDWKVT,
$ VT, LDVT, ZERO, A, LDA )
@@ -1258,7 +1362,7 @@
*
* N .LT. MNTHR
*
-* Path 5t (N greater than M, but not much larger)
+* Path 5t (N > M, but not much larger)
* Reduce to bidiagonal form without LQ decomposition
*
IE = 1
@@ -1267,28 +1371,33 @@
NWORK = ITAUP + M
*
* Bidiagonalize A
-* (Workspace: need 3*M+N, prefer 3*M+(M+N)*NB)
+* Workspace: need 3*M [e, tauq, taup] + N [work]
+* Workspace: prefer 3*M [e, tauq, taup] + (M+N)*NB [work]
*
CALL DGEBRD( M, N, A, LDA, S, WORK( IE ), WORK( ITAUQ ),
$ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
$ IERR )
IF( WNTQN ) THEN
*
+* Path 5tn (N > M, JOBZ='N')
* Perform bidiagonal SVD, only computing singular values
-* (Workspace: need M+BDSPAC)
+* Workspace: need 3*M [e, tauq, taup] + BDSPAC
*
CALL DBDSDC( 'L', 'N', M, S, WORK( IE ), DUM, 1, DUM, 1,
$ DUM, IDUM, WORK( NWORK ), IWORK, INFO )
ELSE IF( WNTQO ) THEN
+* Path 5to (N > M, JOBZ='O')
LDWKVT = M
IVT = NWORK
- IF( LWORK.GE.M*N+3*M+BDSPAC ) THEN
+ IF( LWORK .GE. M*N + 3*M + BDSPAC ) THEN
*
* WORK( IVT ) is M by N
*
CALL DLASET( 'F', M, N, ZERO, ZERO, WORK( IVT ),
$ LDWKVT )
NWORK = IVT + LDWKVT*N
+* IL is unused; silence compile warnings
+ IL = -1
ELSE
*
* WORK( IVT ) is M by M
@@ -1298,52 +1407,58 @@
*
* WORK(IL) is M by CHUNK
*
- CHUNK = ( LWORK-M*M-3*M ) / M
+ CHUNK = ( LWORK - M*M - 3*M ) / M
END IF
*
* Perform bidiagonal SVD, computing left singular vectors
* of bidiagonal matrix in U and computing right singular
* vectors of bidiagonal matrix in WORK(IVT)
-* (Workspace: need M*M+BDSPAC)
+* Workspace: need 3*M [e, tauq, taup] + M*M [VT] + BDSPAC
*
CALL DBDSDC( 'L', 'I', M, S, WORK( IE ), U, LDU,
$ WORK( IVT ), LDWKVT, DUM, IDUM,
$ WORK( NWORK ), IWORK, INFO )
*
* Overwrite U by left singular vectors of A
-* (Workspace: need M*M+2*M, prefer M*M+M+M*NB)
+* Workspace: need 3*M [e, tauq, taup] + M*M [VT] + M [work]
+* Workspace: prefer 3*M [e, tauq, taup] + M*M [VT] + M*NB [work]
*
CALL DORMBR( 'Q', 'L', 'N', M, M, N, A, LDA,
$ WORK( ITAUQ ), U, LDU, WORK( NWORK ),
- $ LWORK-NWORK+1, IERR )
+ $ LWORK - NWORK + 1, IERR )
*
- IF( LWORK.GE.M*N+3*M+BDSPAC ) THEN
+ IF( LWORK .GE. M*N + 3*M + BDSPAC ) THEN
*
+* Path 5to-fast
* Overwrite WORK(IVT) by left singular vectors of A
-* (Workspace: need M*M+2*M, prefer M*M+M+M*NB)
+* Workspace: need 3*M [e, tauq, taup] + M*N [VT] + M [work]
+* Workspace: prefer 3*M [e, tauq, taup] + M*N [VT] + M*NB [work]
*
CALL DORMBR( 'P', 'R', 'T', M, N, M, A, LDA,
$ WORK( ITAUP ), WORK( IVT ), LDWKVT,
- $ WORK( NWORK ), LWORK-NWORK+1, IERR )
+ $ WORK( NWORK ), LWORK - NWORK + 1, IERR )
*
* Copy right singular vectors of A from WORK(IVT) to A
*
CALL DLACPY( 'F', M, N, WORK( IVT ), LDWKVT, A, LDA )
ELSE
*
+* Path 5to-slow
* Generate P**T in A
-* (Workspace: need M*M+2*M, prefer M*M+M+M*NB)
+* Workspace: need 3*M [e, tauq, taup] + M*M [VT] + M [work]
+* Workspace: prefer 3*M [e, tauq, taup] + M*M [VT] + M*NB [work]
*
CALL DORGBR( 'P', M, N, M, A, LDA, WORK( ITAUP ),
- $ WORK( NWORK ), LWORK-NWORK+1, IERR )
+ $ WORK( NWORK ), LWORK - NWORK + 1, IERR )
*
* Multiply Q in A by right singular vectors of
* bidiagonal matrix in WORK(IVT), storing result in
* WORK(IL) and copying to A
-* (Workspace: need 2*M*M, prefer M*M+M*N)
+* Workspace: need 3*M [e, tauq, taup] + M*M [VT] + M*NB [L]
+* Workspace: prefer 3*M [e, tauq, taup] + M*M [VT] + M*N [L]
*
DO 40 I = 1, N, CHUNK
- BLK = MIN( N-I+1, CHUNK )
+ BLK = MIN( N - I + 1, CHUNK )
CALL DGEMM( 'N', 'N', M, BLK, M, ONE, WORK( IVT ),
$ LDWKVT, A( 1, I ), LDA, ZERO,
$ WORK( IL ), M )
@@ -1353,10 +1468,11 @@
END IF
ELSE IF( WNTQS ) THEN
*
+* Path 5ts (N > M, JOBZ='S')
* Perform bidiagonal SVD, computing left singular vectors
* of bidiagonal matrix in U and computing right singular
* vectors of bidiagonal matrix in VT
-* (Workspace: need M+BDSPAC)
+* Workspace: need 3*M [e, tauq, taup] + BDSPAC
*
CALL DLASET( 'F', M, N, ZERO, ZERO, VT, LDVT )
CALL DBDSDC( 'L', 'I', M, S, WORK( IE ), U, LDU, VT,
@@ -1365,20 +1481,22 @@
*
* Overwrite U by left singular vectors of A and VT
* by right singular vectors of A
-* (Workspace: need 3*M, prefer 2*M+M*NB)
+* Workspace: need 3*M [e, tauq, taup] + M [work]
+* Workspace: prefer 3*M [e, tauq, taup] + M*NB [work]
*
CALL DORMBR( 'Q', 'L', 'N', M, M, N, A, LDA,
$ WORK( ITAUQ ), U, LDU, WORK( NWORK ),
- $ LWORK-NWORK+1, IERR )
+ $ LWORK - NWORK + 1, IERR )
CALL DORMBR( 'P', 'R', 'T', M, N, M, A, LDA,
$ WORK( ITAUP ), VT, LDVT, WORK( NWORK ),
- $ LWORK-NWORK+1, IERR )
+ $ LWORK - NWORK + 1, IERR )
ELSE IF( WNTQA ) THEN
*
+* Path 5ta (N > M, JOBZ='A')
* Perform bidiagonal SVD, computing left singular vectors
* of bidiagonal matrix in U and computing right singular
* vectors of bidiagonal matrix in VT
-* (Workspace: need M+BDSPAC)
+* Workspace: need 3*M [e, tauq, taup] + BDSPAC
*
CALL DLASET( 'F', N, N, ZERO, ZERO, VT, LDVT )
CALL DBDSDC( 'L', 'I', M, S, WORK( IE ), U, LDU, VT,
@@ -1388,20 +1506,21 @@
* Set the right corner of VT to identity matrix
*
IF( N.GT.M ) THEN
- CALL DLASET( 'F', N-M, N-M, ZERO, ONE, VT( M+1, M+1 ),
+ CALL DLASET( 'F', N-M, N-M, ZERO, ONE, VT(M+1,M+1),
$ LDVT )
END IF
*
* Overwrite U by left singular vectors of A and VT
* by right singular vectors of A
-* (Workspace: need 2*M+N, prefer 2*M+N*NB)
+* Workspace: need 3*M [e, tauq, taup] + N [work]
+* Workspace: prefer 3*M [e, tauq, taup] + N*NB [work]
*
CALL DORMBR( 'Q', 'L', 'N', M, M, N, A, LDA,
$ WORK( ITAUQ ), U, LDU, WORK( NWORK ),
- $ LWORK-NWORK+1, IERR )
+ $ LWORK - NWORK + 1, IERR )
CALL DORMBR( 'P', 'R', 'T', N, N, M, A, LDA,
$ WORK( ITAUP ), VT, LDVT, WORK( NWORK ),
- $ LWORK-NWORK+1, IERR )
+ $ LWORK - NWORK + 1, IERR )
END IF
*
END IF