--- rpl/lapack/lapack/dgesvd.f 2011/07/22 07:38:05 1.8 +++ rpl/lapack/lapack/dgesvd.f 2011/11/21 20:42:51 1.9 @@ -1,10 +1,220 @@ - SUBROUTINE DGESVD( JOBU, JOBVT, M, N, A, LDA, S, U, LDU, VT, LDVT, - $ WORK, LWORK, INFO ) +*> \brief DGESVD computes the singular value decomposition (SVD) for GE matrices * -* -- LAPACK driver routine (version 3.3.1) -- +* =========== DOCUMENTATION =========== +* +* Online html documentation available at +* http://www.netlib.org/lapack/explore-html/ +* +*> \htmlonly +*> Download DGESVD + dependencies +*> +*> [TGZ] +*> +*> [ZIP] +*> +*> [TXT] +*> \endhtmlonly +* +* Definition: +* =========== +* +* SUBROUTINE DGESVD( JOBU, JOBVT, M, N, A, LDA, S, U, LDU, VT, LDVT, +* WORK, LWORK, INFO ) +* +* .. Scalar Arguments .. +* CHARACTER JOBU, JOBVT +* INTEGER INFO, LDA, LDU, LDVT, LWORK, M, N +* .. +* .. Array Arguments .. +* DOUBLE PRECISION A( LDA, * ), S( * ), U( LDU, * ), +* $ VT( LDVT, * ), WORK( * ) +* .. +* +* +*> \par Purpose: +* ============= +*> +*> \verbatim +*> +*> DGESVD computes the singular value decomposition (SVD) of a real +*> M-by-N matrix A, optionally computing the left and/or right singular +*> vectors. The SVD is written +*> +*> A = U * SIGMA * transpose(V) +*> +*> where SIGMA is an M-by-N matrix which is zero except for its +*> min(m,n) diagonal elements, U is an M-by-M orthogonal matrix, and +*> V is an N-by-N orthogonal matrix. The diagonal elements of SIGMA +*> are the singular values of A; they are real and non-negative, and +*> are returned in descending order. The first min(m,n) columns of +*> U and V are the left and right singular vectors of A. +*> +*> Note that the routine returns V**T, not V. +*> \endverbatim +* +* Arguments: +* ========== +* +*> \param[in] JOBU +*> \verbatim +*> JOBU is CHARACTER*1 +*> Specifies options for computing all or part of the matrix U: +*> = 'A': all M columns of U are returned in array U: +*> = 'S': the first min(m,n) columns of U (the left singular +*> vectors) are returned in the array U; +*> = 'O': the first min(m,n) columns of U (the left singular +*> vectors) are overwritten on the array A; +*> = 'N': no columns of U (no left singular vectors) are +*> computed. +*> \endverbatim +*> +*> \param[in] JOBVT +*> \verbatim +*> JOBVT is CHARACTER*1 +*> Specifies options for computing all or part of the matrix +*> V**T: +*> = 'A': all N rows of V**T are returned in the array VT; +*> = 'S': the first min(m,n) rows of V**T (the right singular +*> vectors) are returned in the array VT; +*> = 'O': the first min(m,n) rows of V**T (the right singular +*> vectors) are overwritten on the array A; +*> = 'N': no rows of V**T (no right singular vectors) are +*> computed. +*> +*> JOBVT and JOBU cannot both be 'O'. +*> \endverbatim +*> +*> \param[in] M +*> \verbatim +*> M is INTEGER +*> The number of rows of the input matrix A. M >= 0. +*> \endverbatim +*> +*> \param[in] N +*> \verbatim +*> N is INTEGER +*> The number of columns of the input matrix A. N >= 0. +*> \endverbatim +*> +*> \param[in,out] A +*> \verbatim +*> A is DOUBLE PRECISION array, dimension (LDA,N) +*> On entry, the M-by-N matrix A. +*> On exit, +*> if JOBU = 'O', A is overwritten with the first min(m,n) +*> columns of U (the left singular vectors, +*> stored columnwise); +*> if JOBVT = 'O', A is overwritten with the first min(m,n) +*> rows of V**T (the right singular vectors, +*> stored rowwise); +*> if JOBU .ne. 'O' and JOBVT .ne. 'O', the contents of A +*> are destroyed. +*> \endverbatim +*> +*> \param[in] LDA +*> \verbatim +*> LDA is INTEGER +*> The leading dimension of the array A. LDA >= max(1,M). +*> \endverbatim +*> +*> \param[out] S +*> \verbatim +*> S is DOUBLE PRECISION array, dimension (min(M,N)) +*> The singular values of A, sorted so that S(i) >= S(i+1). +*> \endverbatim +*> +*> \param[out] U +*> \verbatim +*> U is DOUBLE PRECISION array, dimension (LDU,UCOL) +*> (LDU,M) if JOBU = 'A' or (LDU,min(M,N)) if JOBU = 'S'. +*> If JOBU = 'A', U contains the M-by-M orthogonal matrix U; +*> if JOBU = 'S', U contains the first min(m,n) columns of U +*> (the left singular vectors, stored columnwise); +*> if JOBU = 'N' or 'O', U is not referenced. +*> \endverbatim +*> +*> \param[in] LDU +*> \verbatim +*> LDU is INTEGER +*> The leading dimension of the array U. LDU >= 1; if +*> JOBU = 'S' or 'A', LDU >= M. +*> \endverbatim +*> +*> \param[out] VT +*> \verbatim +*> VT is DOUBLE PRECISION array, dimension (LDVT,N) +*> If JOBVT = 'A', VT contains the N-by-N orthogonal matrix +*> V**T; +*> if JOBVT = 'S', VT contains the first min(m,n) rows of +*> V**T (the right singular vectors, stored rowwise); +*> if JOBVT = 'N' or 'O', VT is not referenced. +*> \endverbatim +*> +*> \param[in] LDVT +*> \verbatim +*> LDVT is INTEGER +*> The leading dimension of the array VT. LDVT >= 1; if +*> JOBVT = 'A', LDVT >= N; if JOBVT = 'S', LDVT >= min(M,N). +*> \endverbatim +*> +*> \param[out] WORK +*> \verbatim +*> WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK)) +*> On exit, if INFO = 0, WORK(1) returns the optimal LWORK; +*> if INFO > 0, WORK(2:MIN(M,N)) contains the unconverged +*> superdiagonal elements of an upper bidiagonal matrix B +*> whose diagonal is in S (not necessarily sorted). B +*> satisfies A = U * B * VT, so it has the same singular values +*> as A, and singular vectors related by U and VT. +*> \endverbatim +*> +*> \param[in] LWORK +*> \verbatim +*> LWORK is INTEGER +*> The dimension of the array WORK. +*> LWORK >= MAX(1,5*MIN(M,N)) for the paths (see comments inside code): +*> - PATH 1 (M much larger than N, JOBU='N') +*> - PATH 1t (N much larger than M, JOBVT='N') +*> LWORK >= MAX(1,3*MIN(M,N)+MAX(M,N),5*MIN(M,N)) for the other paths +*> For good performance, LWORK should generally be larger. +*> +*> If LWORK = -1, then a workspace query is assumed; the routine +*> only calculates the optimal size of the WORK array, returns +*> this value as the first entry of the WORK array, and no error +*> message related to LWORK is issued by XERBLA. +*> \endverbatim +*> +*> \param[out] INFO +*> \verbatim +*> INFO is INTEGER +*> = 0: successful exit. +*> < 0: if INFO = -i, the i-th argument had an illegal value. +*> > 0: if DBDSQR did not converge, INFO specifies how many +*> superdiagonals of an intermediate bidiagonal form B +*> did not converge to zero. See the description of WORK +*> above for details. +*> \endverbatim +* +* Authors: +* ======== +* +*> \author Univ. of Tennessee +*> \author Univ. of California Berkeley +*> \author Univ. of Colorado Denver +*> \author NAG Ltd. +* +*> \date November 2011 +* +*> \ingroup doubleGEsing +* +* ===================================================================== + SUBROUTINE DGESVD( JOBU, JOBVT, M, N, A, LDA, S, U, LDU, + $ VT, LDVT, WORK, LWORK, INFO ) +* +* -- LAPACK driver routine (version 3.4.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- -* -- April 2011 -- +* November 2011 * * .. Scalar Arguments .. CHARACTER JOBU, JOBVT @@ -15,125 +225,6 @@ $ VT( LDVT, * ), WORK( * ) * .. * -* Purpose -* ======= -* -* DGESVD computes the singular value decomposition (SVD) of a real -* M-by-N matrix A, optionally computing the left and/or right singular -* vectors. The SVD is written -* -* A = U * SIGMA * transpose(V) -* -* where SIGMA is an M-by-N matrix which is zero except for its -* min(m,n) diagonal elements, U is an M-by-M orthogonal matrix, and -* V is an N-by-N orthogonal matrix. The diagonal elements of SIGMA -* are the singular values of A; they are real and non-negative, and -* are returned in descending order. The first min(m,n) columns of -* U and V are the left and right singular vectors of A. -* -* Note that the routine returns V**T, not V. -* -* Arguments -* ========= -* -* JOBU (input) CHARACTER*1 -* Specifies options for computing all or part of the matrix U: -* = 'A': all M columns of U are returned in array U: -* = 'S': the first min(m,n) columns of U (the left singular -* vectors) are returned in the array U; -* = 'O': the first min(m,n) columns of U (the left singular -* vectors) are overwritten on the array A; -* = 'N': no columns of U (no left singular vectors) are -* computed. -* -* JOBVT (input) CHARACTER*1 -* Specifies options for computing all or part of the matrix -* V**T: -* = 'A': all N rows of V**T are returned in the array VT; -* = 'S': the first min(m,n) rows of V**T (the right singular -* vectors) are returned in the array VT; -* = 'O': the first min(m,n) rows of V**T (the right singular -* vectors) are overwritten on the array A; -* = 'N': no rows of V**T (no right singular vectors) are -* computed. -* -* JOBVT and JOBU cannot both be 'O'. -* -* M (input) INTEGER -* The number of rows of the input matrix A. M >= 0. -* -* N (input) INTEGER -* The number of columns of the input matrix A. N >= 0. -* -* A (input/output) DOUBLE PRECISION array, dimension (LDA,N) -* On entry, the M-by-N matrix A. -* On exit, -* if JOBU = 'O', A is overwritten with the first min(m,n) -* columns of U (the left singular vectors, -* stored columnwise); -* if JOBVT = 'O', A is overwritten with the first min(m,n) -* rows of V**T (the right singular vectors, -* stored rowwise); -* if JOBU .ne. 'O' and JOBVT .ne. 'O', the contents of A -* are destroyed. -* -* LDA (input) INTEGER -* The leading dimension of the array A. LDA >= max(1,M). -* -* S (output) DOUBLE PRECISION array, dimension (min(M,N)) -* The singular values of A, sorted so that S(i) >= S(i+1). -* -* U (output) DOUBLE PRECISION array, dimension (LDU,UCOL) -* (LDU,M) if JOBU = 'A' or (LDU,min(M,N)) if JOBU = 'S'. -* If JOBU = 'A', U contains the M-by-M orthogonal matrix U; -* if JOBU = 'S', U contains the first min(m,n) columns of U -* (the left singular vectors, stored columnwise); -* if JOBU = 'N' or 'O', U is not referenced. -* -* LDU (input) INTEGER -* The leading dimension of the array U. LDU >= 1; if -* JOBU = 'S' or 'A', LDU >= M. -* -* VT (output) DOUBLE PRECISION array, dimension (LDVT,N) -* If JOBVT = 'A', VT contains the N-by-N orthogonal matrix -* V**T; -* if JOBVT = 'S', VT contains the first min(m,n) rows of -* V**T (the right singular vectors, stored rowwise); -* if JOBVT = 'N' or 'O', VT is not referenced. -* -* LDVT (input) INTEGER -* The leading dimension of the array VT. LDVT >= 1; if -* JOBVT = 'A', LDVT >= N; if JOBVT = 'S', LDVT >= min(M,N). -* -* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK)) -* On exit, if INFO = 0, WORK(1) returns the optimal LWORK; -* if INFO > 0, WORK(2:MIN(M,N)) contains the unconverged -* superdiagonal elements of an upper bidiagonal matrix B -* whose diagonal is in S (not necessarily sorted). B -* satisfies A = U * B * VT, so it has the same singular values -* as A, and singular vectors related by U and VT. -* -* LWORK (input) INTEGER -* The dimension of the array WORK. -* LWORK >= MAX(1,5*MIN(M,N)) for the paths (see comments inside code): -* - PATH 1 (M much larger than N, JOBU='N') -* - PATH 1t (N much larger than M, JOBVT='N') -* LWORK >= MAX(1,3*MIN(M,N)+MAX(M,N),5*MIN(M,N)) for the other paths -* For good performance, LWORK should generally be larger. -* -* If LWORK = -1, then a workspace query is assumed; the routine -* only calculates the optimal size of the WORK array, returns -* this value as the first entry of the WORK array, and no error -* message related to LWORK is issued by XERBLA. -* -* INFO (output) INTEGER -* = 0: successful exit. -* < 0: if INFO = -i, the i-th argument had an illegal value. -* > 0: if DBDSQR did not converge, INFO specifies how many -* superdiagonals of an intermediate bidiagonal form B -* did not converge to zero. See the description of WORK -* above for details. -* * ===================================================================== * * .. Parameters .. @@ -147,6 +238,9 @@ $ ITAU, ITAUP, ITAUQ, IU, IWORK, LDWRKR, LDWRKU, $ MAXWRK, MINMN, MINWRK, MNTHR, NCU, NCVT, NRU, $ NRVT, WRKBL + INTEGER LWORK_DGEQRF, LWORK_DORGQR_N, LWORK_DORGQR_M, + $ LWORK_DGEBRD, LWORK_DORGBR_P, LWORK_DORGBR_Q, + $ LWORK_DGELQF, LWORK_DORGLQ_N, LWORK_DORGLQ_M DOUBLE PRECISION ANRM, BIGNUM, EPS, SMLNUM * .. * .. Local Arrays .. @@ -218,31 +312,46 @@ * MNTHR = ILAENV( 6, 'DGESVD', JOBU // JOBVT, M, N, 0, 0 ) BDSPAC = 5*N +* Compute space needed for DGEQRF + CALL DGEQRF( M, N, A, LDA, DUM(1), DUM(1), -1, IERR ) + LWORK_DGEQRF=DUM(1) +* Compute space needed for DORGQR + CALL DORGQR( M, N, N, A, LDA, DUM(1), DUM(1), -1, IERR ) + LWORK_DORGQR_N=DUM(1) + CALL DORGQR( M, M, N, A, LDA, DUM(1), DUM(1), -1, IERR ) + LWORK_DORGQR_M=DUM(1) +* Compute space needed for DGEBRD + CALL DGEBRD( N, N, A, LDA, S, DUM(1), DUM(1), + $ DUM(1), DUM(1), -1, IERR ) + LWORK_DGEBRD=DUM(1) +* Compute space needed for DORGBR P + CALL DORGBR( 'P', N, N, N, A, LDA, DUM(1), + $ DUM(1), -1, IERR ) + LWORK_DORGBR_P=DUM(1) +* Compute space needed for DORGBR Q + CALL DORGBR( 'Q', N, N, N, A, LDA, DUM(1), + $ DUM(1), -1, IERR ) + LWORK_DORGBR_Q=DUM(1) +* IF( M.GE.MNTHR ) THEN IF( WNTUN ) THEN * * Path 1 (M much larger than N, JOBU='N') * - MAXWRK = N + N*ILAENV( 1, 'DGEQRF', ' ', M, N, -1, - $ -1 ) - MAXWRK = MAX( MAXWRK, 3*N+2*N* - $ ILAENV( 1, 'DGEBRD', ' ', N, N, -1, -1 ) ) + MAXWRK = N + LWORK_DGEQRF + MAXWRK = MAX( MAXWRK, 3*N+LWORK_DGEBRD ) IF( WNTVO .OR. WNTVAS ) - $ MAXWRK = MAX( MAXWRK, 3*N+( N-1 )* - $ ILAENV( 1, 'DORGBR', 'P', N, N, N, -1 ) ) + $ MAXWRK = MAX( MAXWRK, 3*N+LWORK_DORGBR_P ) MAXWRK = MAX( MAXWRK, BDSPAC ) MINWRK = MAX( 4*N, BDSPAC ) ELSE IF( WNTUO .AND. WNTVN ) THEN * * Path 2 (M much larger than N, JOBU='O', JOBVT='N') * - 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, 'DORGBR', 'Q', N, N, N, -1 ) ) + WRKBL = N + LWORK_DGEQRF + WRKBL = MAX( WRKBL, N+LWORK_DORGQR_N ) + WRKBL = MAX( WRKBL, 3*N+LWORK_DGEBRD ) + WRKBL = MAX( WRKBL, 3*N+LWORK_DORGBR_Q ) WRKBL = MAX( WRKBL, BDSPAC ) MAXWRK = MAX( N*N+WRKBL, N*N+M*N+N ) MINWRK = MAX( 3*N+M, BDSPAC ) @@ -251,15 +360,11 @@ * Path 3 (M much larger than N, JOBU='O', JOBVT='S' or * 'A') * - 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, 'DORGBR', 'Q', N, N, N, -1 ) ) - WRKBL = MAX( WRKBL, 3*N+( N-1 )* - $ ILAENV( 1, 'DORGBR', 'P', N, N, N, -1 ) ) + WRKBL = N + LWORK_DGEQRF + WRKBL = MAX( WRKBL, N+LWORK_DORGQR_N ) + WRKBL = MAX( WRKBL, 3*N+LWORK_DGEBRD ) + WRKBL = MAX( WRKBL, 3*N+LWORK_DORGBR_Q ) + WRKBL = MAX( WRKBL, 3*N+LWORK_DORGBR_P ) WRKBL = MAX( WRKBL, BDSPAC ) MAXWRK = MAX( N*N+WRKBL, N*N+M*N+N ) MINWRK = MAX( 3*N+M, BDSPAC ) @@ -267,13 +372,10 @@ * * Path 4 (M much larger than N, JOBU='S', JOBVT='N') * - 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, 'DORGBR', 'Q', N, N, N, -1 ) ) + WRKBL = N + LWORK_DGEQRF + WRKBL = MAX( WRKBL, N+LWORK_DORGQR_N ) + WRKBL = MAX( WRKBL, 3*N+LWORK_DGEBRD ) + WRKBL = MAX( WRKBL, 3*N+LWORK_DORGBR_Q ) WRKBL = MAX( WRKBL, BDSPAC ) MAXWRK = N*N + WRKBL MINWRK = MAX( 3*N+M, BDSPAC ) @@ -281,15 +383,11 @@ * * Path 5 (M much larger than N, JOBU='S', JOBVT='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, 'DORGBR', 'Q', N, N, N, -1 ) ) - WRKBL = MAX( WRKBL, 3*N+( N-1 )* - $ ILAENV( 1, 'DORGBR', 'P', N, N, N, -1 ) ) + WRKBL = N + LWORK_DGEQRF + WRKBL = MAX( WRKBL, N+LWORK_DORGQR_N ) + WRKBL = MAX( WRKBL, 3*N+LWORK_DGEBRD ) + WRKBL = MAX( WRKBL, 3*N+LWORK_DORGBR_Q ) + WRKBL = MAX( WRKBL, 3*N+LWORK_DORGBR_P ) WRKBL = MAX( WRKBL, BDSPAC ) MAXWRK = 2*N*N + WRKBL MINWRK = MAX( 3*N+M, BDSPAC ) @@ -298,15 +396,11 @@ * Path 6 (M much larger than N, JOBU='S', JOBVT='S' or * 'A') * - 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, 'DORGBR', 'Q', N, N, N, -1 ) ) - WRKBL = MAX( WRKBL, 3*N+( N-1 )* - $ ILAENV( 1, 'DORGBR', 'P', N, N, N, -1 ) ) + WRKBL = N + LWORK_DGEQRF + WRKBL = MAX( WRKBL, N+LWORK_DORGQR_N ) + WRKBL = MAX( WRKBL, 3*N+LWORK_DGEBRD ) + WRKBL = MAX( WRKBL, 3*N+LWORK_DORGBR_Q ) + WRKBL = MAX( WRKBL, 3*N+LWORK_DORGBR_P ) WRKBL = MAX( WRKBL, BDSPAC ) MAXWRK = N*N + WRKBL MINWRK = MAX( 3*N+M, BDSPAC ) @@ -314,13 +408,10 @@ * * Path 7 (M much larger than N, JOBU='A', JOBVT='N') * - 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, 'DORGBR', 'Q', N, N, N, -1 ) ) + WRKBL = N + LWORK_DGEQRF + WRKBL = MAX( WRKBL, N+LWORK_DORGQR_M ) + WRKBL = MAX( WRKBL, 3*N+LWORK_DGEBRD ) + WRKBL = MAX( WRKBL, 3*N+LWORK_DORGBR_Q ) WRKBL = MAX( WRKBL, BDSPAC ) MAXWRK = N*N + WRKBL MINWRK = MAX( 3*N+M, BDSPAC ) @@ -328,15 +419,11 @@ * * Path 8 (M much larger than N, JOBU='A', JOBVT='O') * - 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, 'DORGBR', 'Q', N, N, N, -1 ) ) - WRKBL = MAX( WRKBL, 3*N+( N-1 )* - $ ILAENV( 1, 'DORGBR', 'P', N, N, N, -1 ) ) + WRKBL = N + LWORK_DGEQRF + WRKBL = MAX( WRKBL, N+LWORK_DORGQR_M ) + WRKBL = MAX( WRKBL, 3*N+LWORK_DGEBRD ) + WRKBL = MAX( WRKBL, 3*N+LWORK_DORGBR_Q ) + WRKBL = MAX( WRKBL, 3*N+LWORK_DORGBR_P ) WRKBL = MAX( WRKBL, BDSPAC ) MAXWRK = 2*N*N + WRKBL MINWRK = MAX( 3*N+M, BDSPAC ) @@ -345,15 +432,11 @@ * Path 9 (M much larger than N, JOBU='A', JOBVT='S' or * '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, 'DORGBR', 'Q', N, N, N, -1 ) ) - WRKBL = MAX( WRKBL, 3*N+( N-1 )* - $ ILAENV( 1, 'DORGBR', 'P', N, N, N, -1 ) ) + WRKBL = N + LWORK_DGEQRF + WRKBL = MAX( WRKBL, N+LWORK_DORGQR_M ) + WRKBL = MAX( WRKBL, 3*N+LWORK_DGEBRD ) + WRKBL = MAX( WRKBL, 3*N+LWORK_DORGBR_Q ) + WRKBL = MAX( WRKBL, 3*N+LWORK_DORGBR_P ) WRKBL = MAX( WRKBL, BDSPAC ) MAXWRK = N*N + WRKBL MINWRK = MAX( 3*N+M, BDSPAC ) @@ -362,17 +445,25 @@ * * Path 10 (M at least N, but not much larger) * - MAXWRK = 3*N + ( M+N )*ILAENV( 1, 'DGEBRD', ' ', M, N, - $ -1, -1 ) - IF( WNTUS .OR. WNTUO ) - $ MAXWRK = MAX( MAXWRK, 3*N+N* - $ ILAENV( 1, 'DORGBR', 'Q', M, N, N, -1 ) ) - IF( WNTUA ) - $ MAXWRK = MAX( MAXWRK, 3*N+M* - $ ILAENV( 1, 'DORGBR', 'Q', M, M, N, -1 ) ) - IF( .NOT.WNTVN ) - $ MAXWRK = MAX( MAXWRK, 3*N+( N-1 )* - $ ILAENV( 1, 'DORGBR', 'P', N, N, N, -1 ) ) + CALL DGEBRD( M, N, A, LDA, S, DUM(1), DUM(1), + $ DUM(1), DUM(1), -1, IERR ) + LWORK_DGEBRD=DUM(1) + MAXWRK = 3*N + LWORK_DGEBRD + IF( WNTUS .OR. WNTUO ) THEN + CALL DORGBR( 'Q', M, N, N, A, LDA, DUM(1), + $ DUM(1), -1, IERR ) + LWORK_DORGBR_Q=DUM(1) + MAXWRK = MAX( MAXWRK, 3*N+LWORK_DORGBR_Q ) + END IF + IF( WNTUA ) THEN + CALL DORGBR( 'Q', M, M, N, A, LDA, DUM(1), + $ DUM(1), -1, IERR ) + LWORK_DORGBR_Q=DUM(1) + MAXWRK = MAX( MAXWRK, 3*N+LWORK_DORGBR_Q ) + END IF + IF( .NOT.WNTVN ) THEN + MAXWRK = MAX( MAXWRK, 3*N+LWORK_DORGBR_P ) + END IF MAXWRK = MAX( MAXWRK, BDSPAC ) MINWRK = MAX( 3*N+M, BDSPAC ) END IF @@ -382,31 +473,45 @@ * MNTHR = ILAENV( 6, 'DGESVD', JOBU // JOBVT, M, N, 0, 0 ) BDSPAC = 5*M +* Compute space needed for DGELQF + CALL DGELQF( M, N, A, LDA, DUM(1), DUM(1), -1, IERR ) + LWORK_DGELQF=DUM(1) +* Compute space needed for DORGLQ + CALL DORGLQ( N, N, M, VT, LDVT, DUM(1), DUM(1), -1, IERR ) + LWORK_DORGLQ_N=DUM(1) + CALL DORGLQ( M, N, M, A, LDA, DUM(1), DUM(1), -1, IERR ) + LWORK_DORGLQ_M=DUM(1) +* Compute space needed for DGEBRD + CALL DGEBRD( M, M, A, LDA, S, DUM(1), DUM(1), + $ DUM(1), DUM(1), -1, IERR ) + LWORK_DGEBRD=DUM(1) +* Compute space needed for DORGBR P + CALL DORGBR( 'P', M, M, M, A, N, DUM(1), + $ DUM(1), -1, IERR ) + LWORK_DORGBR_P=DUM(1) +* Compute space needed for DORGBR Q + CALL DORGBR( 'Q', M, M, M, A, N, DUM(1), + $ DUM(1), -1, IERR ) + LWORK_DORGBR_Q=DUM(1) IF( N.GE.MNTHR ) THEN IF( WNTVN ) THEN * * Path 1t(N much larger than M, JOBVT='N') * - MAXWRK = M + M*ILAENV( 1, 'DGELQF', ' ', M, N, -1, - $ -1 ) - MAXWRK = MAX( MAXWRK, 3*M+2*M* - $ ILAENV( 1, 'DGEBRD', ' ', M, M, -1, -1 ) ) + MAXWRK = M + LWORK_DGELQF + MAXWRK = MAX( MAXWRK, 3*M+LWORK_DGEBRD ) IF( WNTUO .OR. WNTUAS ) - $ MAXWRK = MAX( MAXWRK, 3*M+M* - $ ILAENV( 1, 'DORGBR', 'Q', M, M, M, -1 ) ) + $ MAXWRK = MAX( MAXWRK, 3*M+LWORK_DORGBR_Q ) MAXWRK = MAX( MAXWRK, BDSPAC ) MINWRK = MAX( 4*M, BDSPAC ) ELSE IF( WNTVO .AND. WNTUN ) THEN * * Path 2t(N much larger than M, JOBU='N', JOBVT='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-1 )* - $ ILAENV( 1, 'DORGBR', 'P', M, M, M, -1 ) ) + WRKBL = M + LWORK_DGELQF + WRKBL = MAX( WRKBL, M+LWORK_DORGLQ_M ) + WRKBL = MAX( WRKBL, 3*M+LWORK_DGEBRD ) + WRKBL = MAX( WRKBL, 3*M+LWORK_DORGBR_P ) WRKBL = MAX( WRKBL, BDSPAC ) MAXWRK = MAX( M*M+WRKBL, M*M+M*N+M ) MINWRK = MAX( 3*M+N, BDSPAC ) @@ -415,15 +520,11 @@ * Path 3t(N much larger than M, JOBU='S' or 'A', * JOBVT='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-1 )* - $ ILAENV( 1, 'DORGBR', 'P', M, M, M, -1 ) ) - WRKBL = MAX( WRKBL, 3*M+M* - $ ILAENV( 1, 'DORGBR', 'Q', M, M, M, -1 ) ) + WRKBL = M + LWORK_DGELQF + WRKBL = MAX( WRKBL, M+LWORK_DORGLQ_M ) + WRKBL = MAX( WRKBL, 3*M+LWORK_DGEBRD ) + WRKBL = MAX( WRKBL, 3*M+LWORK_DORGBR_P ) + WRKBL = MAX( WRKBL, 3*M+LWORK_DORGBR_Q ) WRKBL = MAX( WRKBL, BDSPAC ) MAXWRK = MAX( M*M+WRKBL, M*M+M*N+M ) MINWRK = MAX( 3*M+N, BDSPAC ) @@ -431,13 +532,10 @@ * * Path 4t(N much larger than M, JOBU='N', JOBVT='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-1 )* - $ ILAENV( 1, 'DORGBR', 'P', M, M, M, -1 ) ) + WRKBL = M + LWORK_DGELQF + WRKBL = MAX( WRKBL, M+LWORK_DORGLQ_M ) + WRKBL = MAX( WRKBL, 3*M+LWORK_DGEBRD ) + WRKBL = MAX( WRKBL, 3*M+LWORK_DORGBR_P ) WRKBL = MAX( WRKBL, BDSPAC ) MAXWRK = M*M + WRKBL MINWRK = MAX( 3*M+N, BDSPAC ) @@ -445,15 +543,11 @@ * * Path 5t(N much larger than M, JOBU='O', JOBVT='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-1 )* - $ ILAENV( 1, 'DORGBR', 'P', M, M, M, -1 ) ) - WRKBL = MAX( WRKBL, 3*M+M* - $ ILAENV( 1, 'DORGBR', 'Q', M, M, M, -1 ) ) + WRKBL = M + LWORK_DGELQF + WRKBL = MAX( WRKBL, M+LWORK_DORGLQ_M ) + WRKBL = MAX( WRKBL, 3*M+LWORK_DGEBRD ) + WRKBL = MAX( WRKBL, 3*M+LWORK_DORGBR_P ) + WRKBL = MAX( WRKBL, 3*M+LWORK_DORGBR_Q ) WRKBL = MAX( WRKBL, BDSPAC ) MAXWRK = 2*M*M + WRKBL MINWRK = MAX( 3*M+N, BDSPAC ) @@ -462,15 +556,11 @@ * Path 6t(N much larger than M, JOBU='S' or 'A', * JOBVT='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-1 )* - $ ILAENV( 1, 'DORGBR', 'P', M, M, M, -1 ) ) - WRKBL = MAX( WRKBL, 3*M+M* - $ ILAENV( 1, 'DORGBR', 'Q', M, M, M, -1 ) ) + WRKBL = M + LWORK_DGELQF + WRKBL = MAX( WRKBL, M+LWORK_DORGLQ_M ) + WRKBL = MAX( WRKBL, 3*M+LWORK_DGEBRD ) + WRKBL = MAX( WRKBL, 3*M+LWORK_DORGBR_P ) + WRKBL = MAX( WRKBL, 3*M+LWORK_DORGBR_Q ) WRKBL = MAX( WRKBL, BDSPAC ) MAXWRK = M*M + WRKBL MINWRK = MAX( 3*M+N, BDSPAC ) @@ -478,13 +568,10 @@ * * Path 7t(N much larger than M, JOBU='N', JOBVT='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-1 )* - $ ILAENV( 1, 'DORGBR', 'P', M, M, M, -1 ) ) + WRKBL = M + LWORK_DGELQF + WRKBL = MAX( WRKBL, M+LWORK_DORGLQ_N ) + WRKBL = MAX( WRKBL, 3*M+LWORK_DGEBRD ) + WRKBL = MAX( WRKBL, 3*M+LWORK_DORGBR_P ) WRKBL = MAX( WRKBL, BDSPAC ) MAXWRK = M*M + WRKBL MINWRK = MAX( 3*M+N, BDSPAC ) @@ -492,15 +579,11 @@ * * Path 8t(N much larger than M, JOBU='O', JOBVT='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-1 )* - $ ILAENV( 1, 'DORGBR', 'P', M, M, M, -1 ) ) - WRKBL = MAX( WRKBL, 3*M+M* - $ ILAENV( 1, 'DORGBR', 'Q', M, M, M, -1 ) ) + WRKBL = M + LWORK_DGELQF + WRKBL = MAX( WRKBL, M+LWORK_DORGLQ_N ) + WRKBL = MAX( WRKBL, 3*M+LWORK_DGEBRD ) + WRKBL = MAX( WRKBL, 3*M+LWORK_DORGBR_P ) + WRKBL = MAX( WRKBL, 3*M+LWORK_DORGBR_Q ) WRKBL = MAX( WRKBL, BDSPAC ) MAXWRK = 2*M*M + WRKBL MINWRK = MAX( 3*M+N, BDSPAC ) @@ -509,15 +592,11 @@ * Path 9t(N much larger than M, JOBU='S' or 'A', * JOBVT='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-1 )* - $ ILAENV( 1, 'DORGBR', 'P', M, M, M, -1 ) ) - WRKBL = MAX( WRKBL, 3*M+M* - $ ILAENV( 1, 'DORGBR', 'Q', M, M, M, -1 ) ) + WRKBL = M + LWORK_DGELQF + WRKBL = MAX( WRKBL, M+LWORK_DORGLQ_N ) + WRKBL = MAX( WRKBL, 3*M+LWORK_DGEBRD ) + WRKBL = MAX( WRKBL, 3*M+LWORK_DORGBR_P ) + WRKBL = MAX( WRKBL, 3*M+LWORK_DORGBR_Q ) WRKBL = MAX( WRKBL, BDSPAC ) MAXWRK = M*M + WRKBL MINWRK = MAX( 3*M+N, BDSPAC ) @@ -526,17 +605,26 @@ * * Path 10t(N greater than M, but not much larger) * - MAXWRK = 3*M + ( M+N )*ILAENV( 1, 'DGEBRD', ' ', M, N, - $ -1, -1 ) - IF( WNTVS .OR. WNTVO ) - $ MAXWRK = MAX( MAXWRK, 3*M+M* - $ ILAENV( 1, 'DORGBR', 'P', M, N, M, -1 ) ) - IF( WNTVA ) - $ MAXWRK = MAX( MAXWRK, 3*M+N* - $ ILAENV( 1, 'DORGBR', 'P', N, N, M, -1 ) ) - IF( .NOT.WNTUN ) - $ MAXWRK = MAX( MAXWRK, 3*M+( M-1 )* - $ ILAENV( 1, 'DORGBR', 'Q', M, M, M, -1 ) ) + CALL DGEBRD( M, N, A, LDA, S, DUM(1), DUM(1), + $ DUM(1), DUM(1), -1, IERR ) + LWORK_DGEBRD=DUM(1) + MAXWRK = 3*M + LWORK_DGEBRD + IF( WNTVS .OR. WNTVO ) THEN +* Compute space needed for DORGBR P + CALL DORGBR( 'P', M, N, M, A, N, DUM(1), + $ DUM(1), -1, IERR ) + LWORK_DORGBR_P=DUM(1) + MAXWRK = MAX( MAXWRK, 3*M+LWORK_DORGBR_P ) + END IF + IF( WNTVA ) THEN + CALL DORGBR( 'P', N, N, M, A, N, DUM(1), + $ DUM(1), -1, IERR ) + LWORK_DORGBR_P=DUM(1) + MAXWRK = MAX( MAXWRK, 3*M+LWORK_DORGBR_P ) + END IF + IF( .NOT.WNTUN ) THEN + MAXWRK = MAX( MAXWRK, 3*M+LWORK_DORGBR_Q ) + END IF MAXWRK = MAX( MAXWRK, BDSPAC ) MINWRK = MAX( 3*M+N, BDSPAC ) END IF