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authorjason <jason@8a072113-8704-0410-8d35-dd094bca7971>2008-10-28 01:38:50 +0000
committerjason <jason@8a072113-8704-0410-8d35-dd094bca7971>2008-10-28 01:38:50 +0000
commitbaba851215b44ac3b60b9248eb02bcce7eb76247 (patch)
tree8c0f5c006875532a30d4409f5e94b0f310ff00a7 /SRC/zlalsa.f
Move LAPACK trunk into position.
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+ SUBROUTINE ZLALSA( ICOMPQ, SMLSIZ, N, NRHS, B, LDB, BX, LDBX, U,
+ $ LDU, VT, K, DIFL, DIFR, Z, POLES, GIVPTR,
+ $ GIVCOL, LDGCOL, PERM, GIVNUM, C, S, RWORK,
+ $ IWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER ICOMPQ, INFO, LDB, LDBX, LDGCOL, LDU, N, NRHS,
+ $ SMLSIZ
+* ..
+* .. Array Arguments ..
+ INTEGER GIVCOL( LDGCOL, * ), GIVPTR( * ), IWORK( * ),
+ $ K( * ), PERM( LDGCOL, * )
+ DOUBLE PRECISION C( * ), DIFL( LDU, * ), DIFR( LDU, * ),
+ $ GIVNUM( LDU, * ), POLES( LDU, * ), RWORK( * ),
+ $ S( * ), U( LDU, * ), VT( LDU, * ), Z( LDU, * )
+ COMPLEX*16 B( LDB, * ), BX( LDBX, * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZLALSA is an itermediate step in solving the least squares problem
+* by computing the SVD of the coefficient matrix in compact form (The
+* singular vectors are computed as products of simple orthorgonal
+* matrices.).
+*
+* If ICOMPQ = 0, ZLALSA applies the inverse of the left singular vector
+* matrix of an upper bidiagonal matrix to the right hand side; and if
+* ICOMPQ = 1, ZLALSA applies the right singular vector matrix to the
+* right hand side. The singular vector matrices were generated in
+* compact form by ZLALSA.
+*
+* Arguments
+* =========
+*
+* ICOMPQ (input) INTEGER
+* Specifies whether the left or the right singular vector
+* matrix is involved.
+* = 0: Left singular vector matrix
+* = 1: Right singular vector matrix
+*
+* SMLSIZ (input) INTEGER
+* The maximum size of the subproblems at the bottom of the
+* computation tree.
+*
+* N (input) INTEGER
+* The row and column dimensions of the upper bidiagonal matrix.
+*
+* NRHS (input) INTEGER
+* The number of columns of B and BX. NRHS must be at least 1.
+*
+* B (input/output) COMPLEX*16 array, dimension ( LDB, NRHS )
+* On input, B contains the right hand sides of the least
+* squares problem in rows 1 through M.
+* On output, B contains the solution X in rows 1 through N.
+*
+* LDB (input) INTEGER
+* The leading dimension of B in the calling subprogram.
+* LDB must be at least max(1,MAX( M, N ) ).
+*
+* BX (output) COMPLEX*16 array, dimension ( LDBX, NRHS )
+* On exit, the result of applying the left or right singular
+* vector matrix to B.
+*
+* LDBX (input) INTEGER
+* The leading dimension of BX.
+*
+* U (input) DOUBLE PRECISION array, dimension ( LDU, SMLSIZ ).
+* On entry, U contains the left singular vector matrices of all
+* subproblems at the bottom level.
+*
+* LDU (input) INTEGER, LDU = > N.
+* The leading dimension of arrays U, VT, DIFL, DIFR,
+* POLES, GIVNUM, and Z.
+*
+* VT (input) DOUBLE PRECISION array, dimension ( LDU, SMLSIZ+1 ).
+* On entry, VT' contains the right singular vector matrices of
+* all subproblems at the bottom level.
+*
+* K (input) INTEGER array, dimension ( N ).
+*
+* DIFL (input) DOUBLE PRECISION array, dimension ( LDU, NLVL ).
+* where NLVL = INT(log_2 (N/(SMLSIZ+1))) + 1.
+*
+* DIFR (input) DOUBLE PRECISION array, dimension ( LDU, 2 * NLVL ).
+* On entry, DIFL(*, I) and DIFR(*, 2 * I -1) record
+* distances between singular values on the I-th level and
+* singular values on the (I -1)-th level, and DIFR(*, 2 * I)
+* record the normalizing factors of the right singular vectors
+* matrices of subproblems on I-th level.
+*
+* Z (input) DOUBLE PRECISION array, dimension ( LDU, NLVL ).
+* On entry, Z(1, I) contains the components of the deflation-
+* adjusted updating row vector for subproblems on the I-th
+* level.
+*
+* POLES (input) DOUBLE PRECISION array, dimension ( LDU, 2 * NLVL ).
+* On entry, POLES(*, 2 * I -1: 2 * I) contains the new and old
+* singular values involved in the secular equations on the I-th
+* level.
+*
+* GIVPTR (input) INTEGER array, dimension ( N ).
+* On entry, GIVPTR( I ) records the number of Givens
+* rotations performed on the I-th problem on the computation
+* tree.
+*
+* GIVCOL (input) INTEGER array, dimension ( LDGCOL, 2 * NLVL ).
+* On entry, for each I, GIVCOL(*, 2 * I - 1: 2 * I) records the
+* locations of Givens rotations performed on the I-th level on
+* the computation tree.
+*
+* LDGCOL (input) INTEGER, LDGCOL = > N.
+* The leading dimension of arrays GIVCOL and PERM.
+*
+* PERM (input) INTEGER array, dimension ( LDGCOL, NLVL ).
+* On entry, PERM(*, I) records permutations done on the I-th
+* level of the computation tree.
+*
+* GIVNUM (input) DOUBLE PRECISION array, dimension ( LDU, 2 * NLVL ).
+* On entry, GIVNUM(*, 2 *I -1 : 2 * I) records the C- and S-
+* values of Givens rotations performed on the I-th level on the
+* computation tree.
+*
+* C (input) DOUBLE PRECISION array, dimension ( N ).
+* On entry, if the I-th subproblem is not square,
+* C( I ) contains the C-value of a Givens rotation related to
+* the right null space of the I-th subproblem.
+*
+* S (input) DOUBLE PRECISION array, dimension ( N ).
+* On entry, if the I-th subproblem is not square,
+* S( I ) contains the S-value of a Givens rotation related to
+* the right null space of the I-th subproblem.
+*
+* RWORK (workspace) DOUBLE PRECISION array, dimension at least
+* max ( N, (SMLSZ+1)*NRHS*3 ).
+*
+* IWORK (workspace) INTEGER array.
+* The dimension must be at least 3 * N
+*
+* INFO (output) INTEGER
+* = 0: successful exit.
+* < 0: if INFO = -i, the i-th argument had an illegal value.
+*
+* 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
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I, I1, IC, IM1, INODE, J, JCOL, JIMAG, JREAL,
+ $ JROW, LF, LL, LVL, LVL2, ND, NDB1, NDIML,
+ $ NDIMR, NL, NLF, NLP1, NLVL, NR, NRF, NRP1, SQRE
+* ..
+* .. External Subroutines ..
+ EXTERNAL DGEMM, DLASDT, XERBLA, ZCOPY, ZLALS0
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC DBLE, DCMPLX, DIMAG
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters.
+*
+ INFO = 0
+*
+ IF( ( ICOMPQ.LT.0 ) .OR. ( ICOMPQ.GT.1 ) ) THEN
+ INFO = -1
+ ELSE IF( SMLSIZ.LT.3 ) THEN
+ INFO = -2
+ ELSE IF( N.LT.SMLSIZ ) THEN
+ INFO = -3
+ ELSE IF( NRHS.LT.1 ) THEN
+ INFO = -4
+ ELSE IF( LDB.LT.N ) THEN
+ INFO = -6
+ ELSE IF( LDBX.LT.N ) THEN
+ INFO = -8
+ ELSE IF( LDU.LT.N ) THEN
+ INFO = -10
+ ELSE IF( LDGCOL.LT.N ) THEN
+ INFO = -19
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZLALSA', -INFO )
+ RETURN
+ END IF
+*
+* Book-keeping and setting up the computation tree.
+*
+ INODE = 1
+ NDIML = INODE + N
+ NDIMR = NDIML + N
+*
+ CALL DLASDT( N, NLVL, ND, IWORK( INODE ), IWORK( NDIML ),
+ $ IWORK( NDIMR ), SMLSIZ )
+*
+* The following code applies back the left singular vector factors.
+* For applying back the right singular vector factors, go to 170.
+*
+ IF( ICOMPQ.EQ.1 ) THEN
+ GO TO 170
+ END IF
+*
+* The nodes on the bottom level of the tree were solved
+* by DLASDQ. The corresponding left and right singular vector
+* matrices are in explicit form. First apply back the left
+* singular vector matrices.
+*
+ NDB1 = ( ND+1 ) / 2
+ DO 130 I = NDB1, ND
+*
+* IC : center row of each node
+* NL : number of rows of left subproblem
+* NR : number of rows of right subproblem
+* NLF: starting row of the left subproblem
+* NRF: starting row of the right subproblem
+*
+ I1 = I - 1
+ IC = IWORK( INODE+I1 )
+ NL = IWORK( NDIML+I1 )
+ NR = IWORK( NDIMR+I1 )
+ NLF = IC - NL
+ NRF = IC + 1
+*
+* Since B and BX are complex, the following call to DGEMM
+* is performed in two steps (real and imaginary parts).
+*
+* CALL DGEMM( 'T', 'N', NL, NRHS, NL, ONE, U( NLF, 1 ), LDU,
+* $ B( NLF, 1 ), LDB, ZERO, BX( NLF, 1 ), LDBX )
+*
+ J = NL*NRHS*2
+ DO 20 JCOL = 1, NRHS
+ DO 10 JROW = NLF, NLF + NL - 1
+ J = J + 1
+ RWORK( J ) = DBLE( B( JROW, JCOL ) )
+ 10 CONTINUE
+ 20 CONTINUE
+ CALL DGEMM( 'T', 'N', NL, NRHS, NL, ONE, U( NLF, 1 ), LDU,
+ $ RWORK( 1+NL*NRHS*2 ), NL, ZERO, RWORK( 1 ), NL )
+ J = NL*NRHS*2
+ DO 40 JCOL = 1, NRHS
+ DO 30 JROW = NLF, NLF + NL - 1
+ J = J + 1
+ RWORK( J ) = DIMAG( B( JROW, JCOL ) )
+ 30 CONTINUE
+ 40 CONTINUE
+ CALL DGEMM( 'T', 'N', NL, NRHS, NL, ONE, U( NLF, 1 ), LDU,
+ $ RWORK( 1+NL*NRHS*2 ), NL, ZERO, RWORK( 1+NL*NRHS ),
+ $ NL )
+ JREAL = 0
+ JIMAG = NL*NRHS
+ DO 60 JCOL = 1, NRHS
+ DO 50 JROW = NLF, NLF + NL - 1
+ JREAL = JREAL + 1
+ JIMAG = JIMAG + 1
+ BX( JROW, JCOL ) = DCMPLX( RWORK( JREAL ),
+ $ RWORK( JIMAG ) )
+ 50 CONTINUE
+ 60 CONTINUE
+*
+* Since B and BX are complex, the following call to DGEMM
+* is performed in two steps (real and imaginary parts).
+*
+* CALL DGEMM( 'T', 'N', NR, NRHS, NR, ONE, U( NRF, 1 ), LDU,
+* $ B( NRF, 1 ), LDB, ZERO, BX( NRF, 1 ), LDBX )
+*
+ J = NR*NRHS*2
+ DO 80 JCOL = 1, NRHS
+ DO 70 JROW = NRF, NRF + NR - 1
+ J = J + 1
+ RWORK( J ) = DBLE( B( JROW, JCOL ) )
+ 70 CONTINUE
+ 80 CONTINUE
+ CALL DGEMM( 'T', 'N', NR, NRHS, NR, ONE, U( NRF, 1 ), LDU,
+ $ RWORK( 1+NR*NRHS*2 ), NR, ZERO, RWORK( 1 ), NR )
+ J = NR*NRHS*2
+ DO 100 JCOL = 1, NRHS
+ DO 90 JROW = NRF, NRF + NR - 1
+ J = J + 1
+ RWORK( J ) = DIMAG( B( JROW, JCOL ) )
+ 90 CONTINUE
+ 100 CONTINUE
+ CALL DGEMM( 'T', 'N', NR, NRHS, NR, ONE, U( NRF, 1 ), LDU,
+ $ RWORK( 1+NR*NRHS*2 ), NR, ZERO, RWORK( 1+NR*NRHS ),
+ $ NR )
+ JREAL = 0
+ JIMAG = NR*NRHS
+ DO 120 JCOL = 1, NRHS
+ DO 110 JROW = NRF, NRF + NR - 1
+ JREAL = JREAL + 1
+ JIMAG = JIMAG + 1
+ BX( JROW, JCOL ) = DCMPLX( RWORK( JREAL ),
+ $ RWORK( JIMAG ) )
+ 110 CONTINUE
+ 120 CONTINUE
+*
+ 130 CONTINUE
+*
+* Next copy the rows of B that correspond to unchanged rows
+* in the bidiagonal matrix to BX.
+*
+ DO 140 I = 1, ND
+ IC = IWORK( INODE+I-1 )
+ CALL ZCOPY( NRHS, B( IC, 1 ), LDB, BX( IC, 1 ), LDBX )
+ 140 CONTINUE
+*
+* Finally go through the left singular vector matrices of all
+* the other subproblems bottom-up on the tree.
+*
+ J = 2**NLVL
+ SQRE = 0
+*
+ DO 160 LVL = NLVL, 1, -1
+ LVL2 = 2*LVL - 1
+*
+* find the first node LF and last node LL on
+* the current level LVL
+*
+ IF( LVL.EQ.1 ) THEN
+ LF = 1
+ LL = 1
+ ELSE
+ LF = 2**( LVL-1 )
+ LL = 2*LF - 1
+ END IF
+ DO 150 I = LF, LL
+ IM1 = I - 1
+ IC = IWORK( INODE+IM1 )
+ NL = IWORK( NDIML+IM1 )
+ NR = IWORK( NDIMR+IM1 )
+ NLF = IC - NL
+ NRF = IC + 1
+ J = J - 1
+ CALL ZLALS0( ICOMPQ, NL, NR, SQRE, NRHS, BX( NLF, 1 ), LDBX,
+ $ B( NLF, 1 ), LDB, PERM( NLF, LVL ),
+ $ GIVPTR( J ), GIVCOL( NLF, LVL2 ), LDGCOL,
+ $ GIVNUM( NLF, LVL2 ), LDU, POLES( NLF, LVL2 ),
+ $ DIFL( NLF, LVL ), DIFR( NLF, LVL2 ),
+ $ Z( NLF, LVL ), K( J ), C( J ), S( J ), RWORK,
+ $ INFO )
+ 150 CONTINUE
+ 160 CONTINUE
+ GO TO 330
+*
+* ICOMPQ = 1: applying back the right singular vector factors.
+*
+ 170 CONTINUE
+*
+* First now go through the right singular vector matrices of all
+* the tree nodes top-down.
+*
+ J = 0
+ DO 190 LVL = 1, NLVL
+ LVL2 = 2*LVL - 1
+*
+* Find the first node LF and last node LL on
+* the current level LVL.
+*
+ IF( LVL.EQ.1 ) THEN
+ LF = 1
+ LL = 1
+ ELSE
+ LF = 2**( LVL-1 )
+ LL = 2*LF - 1
+ END IF
+ DO 180 I = LL, LF, -1
+ IM1 = I - 1
+ IC = IWORK( INODE+IM1 )
+ NL = IWORK( NDIML+IM1 )
+ NR = IWORK( NDIMR+IM1 )
+ NLF = IC - NL
+ NRF = IC + 1
+ IF( I.EQ.LL ) THEN
+ SQRE = 0
+ ELSE
+ SQRE = 1
+ END IF
+ J = J + 1
+ CALL ZLALS0( ICOMPQ, NL, NR, SQRE, NRHS, B( NLF, 1 ), LDB,
+ $ BX( NLF, 1 ), LDBX, PERM( NLF, LVL ),
+ $ GIVPTR( J ), GIVCOL( NLF, LVL2 ), LDGCOL,
+ $ GIVNUM( NLF, LVL2 ), LDU, POLES( NLF, LVL2 ),
+ $ DIFL( NLF, LVL ), DIFR( NLF, LVL2 ),
+ $ Z( NLF, LVL ), K( J ), C( J ), S( J ), RWORK,
+ $ INFO )
+ 180 CONTINUE
+ 190 CONTINUE
+*
+* The nodes on the bottom level of the tree were solved
+* by DLASDQ. The corresponding right singular vector
+* matrices are in explicit form. Apply them back.
+*
+ NDB1 = ( ND+1 ) / 2
+ DO 320 I = NDB1, ND
+ I1 = I - 1
+ IC = IWORK( INODE+I1 )
+ NL = IWORK( NDIML+I1 )
+ NR = IWORK( NDIMR+I1 )
+ NLP1 = NL + 1
+ IF( I.EQ.ND ) THEN
+ NRP1 = NR
+ ELSE
+ NRP1 = NR + 1
+ END IF
+ NLF = IC - NL
+ NRF = IC + 1
+*
+* Since B and BX are complex, the following call to DGEMM is
+* performed in two steps (real and imaginary parts).
+*
+* CALL DGEMM( 'T', 'N', NLP1, NRHS, NLP1, ONE, VT( NLF, 1 ), LDU,
+* $ B( NLF, 1 ), LDB, ZERO, BX( NLF, 1 ), LDBX )
+*
+ J = NLP1*NRHS*2
+ DO 210 JCOL = 1, NRHS
+ DO 200 JROW = NLF, NLF + NLP1 - 1
+ J = J + 1
+ RWORK( J ) = DBLE( B( JROW, JCOL ) )
+ 200 CONTINUE
+ 210 CONTINUE
+ CALL DGEMM( 'T', 'N', NLP1, NRHS, NLP1, ONE, VT( NLF, 1 ), LDU,
+ $ RWORK( 1+NLP1*NRHS*2 ), NLP1, ZERO, RWORK( 1 ),
+ $ NLP1 )
+ J = NLP1*NRHS*2
+ DO 230 JCOL = 1, NRHS
+ DO 220 JROW = NLF, NLF + NLP1 - 1
+ J = J + 1
+ RWORK( J ) = DIMAG( B( JROW, JCOL ) )
+ 220 CONTINUE
+ 230 CONTINUE
+ CALL DGEMM( 'T', 'N', NLP1, NRHS, NLP1, ONE, VT( NLF, 1 ), LDU,
+ $ RWORK( 1+NLP1*NRHS*2 ), NLP1, ZERO,
+ $ RWORK( 1+NLP1*NRHS ), NLP1 )
+ JREAL = 0
+ JIMAG = NLP1*NRHS
+ DO 250 JCOL = 1, NRHS
+ DO 240 JROW = NLF, NLF + NLP1 - 1
+ JREAL = JREAL + 1
+ JIMAG = JIMAG + 1
+ BX( JROW, JCOL ) = DCMPLX( RWORK( JREAL ),
+ $ RWORK( JIMAG ) )
+ 240 CONTINUE
+ 250 CONTINUE
+*
+* Since B and BX are complex, the following call to DGEMM is
+* performed in two steps (real and imaginary parts).
+*
+* CALL DGEMM( 'T', 'N', NRP1, NRHS, NRP1, ONE, VT( NRF, 1 ), LDU,
+* $ B( NRF, 1 ), LDB, ZERO, BX( NRF, 1 ), LDBX )
+*
+ J = NRP1*NRHS*2
+ DO 270 JCOL = 1, NRHS
+ DO 260 JROW = NRF, NRF + NRP1 - 1
+ J = J + 1
+ RWORK( J ) = DBLE( B( JROW, JCOL ) )
+ 260 CONTINUE
+ 270 CONTINUE
+ CALL DGEMM( 'T', 'N', NRP1, NRHS, NRP1, ONE, VT( NRF, 1 ), LDU,
+ $ RWORK( 1+NRP1*NRHS*2 ), NRP1, ZERO, RWORK( 1 ),
+ $ NRP1 )
+ J = NRP1*NRHS*2
+ DO 290 JCOL = 1, NRHS
+ DO 280 JROW = NRF, NRF + NRP1 - 1
+ J = J + 1
+ RWORK( J ) = DIMAG( B( JROW, JCOL ) )
+ 280 CONTINUE
+ 290 CONTINUE
+ CALL DGEMM( 'T', 'N', NRP1, NRHS, NRP1, ONE, VT( NRF, 1 ), LDU,
+ $ RWORK( 1+NRP1*NRHS*2 ), NRP1, ZERO,
+ $ RWORK( 1+NRP1*NRHS ), NRP1 )
+ JREAL = 0
+ JIMAG = NRP1*NRHS
+ DO 310 JCOL = 1, NRHS
+ DO 300 JROW = NRF, NRF + NRP1 - 1
+ JREAL = JREAL + 1
+ JIMAG = JIMAG + 1
+ BX( JROW, JCOL ) = DCMPLX( RWORK( JREAL ),
+ $ RWORK( JIMAG ) )
+ 300 CONTINUE
+ 310 CONTINUE
+*
+ 320 CONTINUE
+*
+ 330 CONTINUE
+*
+ RETURN
+*
+* End of ZLALSA
+*
+ END