Annotation of rpl/lapack/lapack/dorcsd.f, revision 1.3
1.1 bertrand 1: RECURSIVE SUBROUTINE DORCSD( JOBU1, JOBU2, JOBV1T, JOBV2T, TRANS,
2: $ SIGNS, M, P, Q, X11, LDX11, X12,
3: $ LDX12, X21, LDX21, X22, LDX22, THETA,
4: $ U1, LDU1, U2, LDU2, V1T, LDV1T, V2T,
5: $ LDV2T, WORK, LWORK, IWORK, INFO )
6: IMPLICIT NONE
7: *
1.3 ! bertrand 8: * -- LAPACK routine (version 3.3.1) --
1.1 bertrand 9: *
10: * -- Contributed by Brian Sutton of the Randolph-Macon College --
11: * -- November 2010
12: *
13: * -- LAPACK is a software package provided by Univ. of Tennessee, --
14: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
15: *
1.3 ! bertrand 16: * @precisions normal d -> s
! 17: *
1.1 bertrand 18: * .. Scalar Arguments ..
19: CHARACTER JOBU1, JOBU2, JOBV1T, JOBV2T, SIGNS, TRANS
20: INTEGER INFO, LDU1, LDU2, LDV1T, LDV2T, LDX11, LDX12,
21: $ LDX21, LDX22, LWORK, M, P, Q
22: * ..
23: * .. Array Arguments ..
24: INTEGER IWORK( * )
25: DOUBLE PRECISION THETA( * )
26: DOUBLE PRECISION U1( LDU1, * ), U2( LDU2, * ), V1T( LDV1T, * ),
27: $ V2T( LDV2T, * ), WORK( * ), X11( LDX11, * ),
28: $ X12( LDX12, * ), X21( LDX21, * ), X22( LDX22,
29: $ * )
30: * ..
31: *
32: * Purpose
33: * =======
34: *
35: * DORCSD computes the CS decomposition of an M-by-M partitioned
36: * orthogonal matrix X:
37: *
38: * [ I 0 0 | 0 0 0 ]
39: * [ 0 C 0 | 0 -S 0 ]
40: * [ X11 | X12 ] [ U1 | ] [ 0 0 0 | 0 0 -I ] [ V1 | ]**T
41: * X = [-----------] = [---------] [---------------------] [---------] .
42: * [ X21 | X22 ] [ | U2 ] [ 0 0 0 | I 0 0 ] [ | V2 ]
43: * [ 0 S 0 | 0 C 0 ]
44: * [ 0 0 I | 0 0 0 ]
45: *
46: * X11 is P-by-Q. The orthogonal matrices U1, U2, V1, and V2 are P-by-P,
47: * (M-P)-by-(M-P), Q-by-Q, and (M-Q)-by-(M-Q), respectively. C and S are
48: * R-by-R nonnegative diagonal matrices satisfying C^2 + S^2 = I, in
49: * which R = MIN(P,M-P,Q,M-Q).
50: *
51: * Arguments
52: * =========
53: *
54: * JOBU1 (input) CHARACTER
55: * = 'Y': U1 is computed;
56: * otherwise: U1 is not computed.
57: *
58: * JOBU2 (input) CHARACTER
59: * = 'Y': U2 is computed;
60: * otherwise: U2 is not computed.
61: *
62: * JOBV1T (input) CHARACTER
63: * = 'Y': V1T is computed;
64: * otherwise: V1T is not computed.
65: *
66: * JOBV2T (input) CHARACTER
67: * = 'Y': V2T is computed;
68: * otherwise: V2T is not computed.
69: *
70: * TRANS (input) CHARACTER
71: * = 'T': X, U1, U2, V1T, and V2T are stored in row-major
72: * order;
73: * otherwise: X, U1, U2, V1T, and V2T are stored in column-
74: * major order.
75: *
76: * SIGNS (input) CHARACTER
77: * = 'O': The lower-left block is made nonpositive (the
78: * "other" convention);
79: * otherwise: The upper-right block is made nonpositive (the
80: * "default" convention).
81: *
82: * M (input) INTEGER
83: * The number of rows and columns in X.
84: *
85: * P (input) INTEGER
86: * The number of rows in X11 and X12. 0 <= P <= M.
87: *
88: * Q (input) INTEGER
89: * The number of columns in X11 and X21. 0 <= Q <= M.
90: *
91: * X (input/workspace) DOUBLE PRECISION array, dimension (LDX,M)
92: * On entry, the orthogonal matrix whose CSD is desired.
93: *
94: * LDX (input) INTEGER
95: * The leading dimension of X. LDX >= MAX(1,M).
96: *
97: * THETA (output) DOUBLE PRECISION array, dimension (R), in which R =
98: * MIN(P,M-P,Q,M-Q).
99: * C = DIAG( COS(THETA(1)), ... , COS(THETA(R)) ) and
100: * S = DIAG( SIN(THETA(1)), ... , SIN(THETA(R)) ).
101: *
102: * U1 (output) DOUBLE PRECISION array, dimension (P)
103: * If JOBU1 = 'Y', U1 contains the P-by-P orthogonal matrix U1.
104: *
105: * LDU1 (input) INTEGER
106: * The leading dimension of U1. If JOBU1 = 'Y', LDU1 >=
107: * MAX(1,P).
108: *
109: * U2 (output) DOUBLE PRECISION array, dimension (M-P)
110: * If JOBU2 = 'Y', U2 contains the (M-P)-by-(M-P) orthogonal
111: * matrix U2.
112: *
113: * LDU2 (input) INTEGER
114: * The leading dimension of U2. If JOBU2 = 'Y', LDU2 >=
115: * MAX(1,M-P).
116: *
117: * V1T (output) DOUBLE PRECISION array, dimension (Q)
118: * If JOBV1T = 'Y', V1T contains the Q-by-Q matrix orthogonal
119: * matrix V1**T.
120: *
121: * LDV1T (input) INTEGER
122: * The leading dimension of V1T. If JOBV1T = 'Y', LDV1T >=
123: * MAX(1,Q).
124: *
125: * V2T (output) DOUBLE PRECISION array, dimension (M-Q)
126: * If JOBV2T = 'Y', V2T contains the (M-Q)-by-(M-Q) orthogonal
127: * matrix V2**T.
128: *
129: * LDV2T (input) INTEGER
130: * The leading dimension of V2T. If JOBV2T = 'Y', LDV2T >=
131: * MAX(1,M-Q).
132: *
133: * WORK (workspace) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
134: * On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
135: * If INFO > 0 on exit, WORK(2:R) contains the values PHI(1),
136: * ..., PHI(R-1) that, together with THETA(1), ..., THETA(R),
137: * define the matrix in intermediate bidiagonal-block form
138: * remaining after nonconvergence. INFO specifies the number
139: * of nonzero PHI's.
140: *
141: * LWORK (input) INTEGER
142: * The dimension of the array WORK.
143: *
144: * If LWORK = -1, then a workspace query is assumed; the routine
145: * only calculates the optimal size of the WORK array, returns
146: * this value as the first entry of the work array, and no error
147: * message related to LWORK is issued by XERBLA.
148: *
1.3 ! bertrand 149: * IWORK (workspace) INTEGER array, dimension (M-MIN(P, M-P, Q, M-Q))
1.1 bertrand 150: *
151: * INFO (output) INTEGER
152: * = 0: successful exit.
153: * < 0: if INFO = -i, the i-th argument had an illegal value.
154: * > 0: DBBCSD did not converge. See the description of WORK
155: * above for details.
156: *
157: * Reference
158: * =========
159: *
160: * [1] Brian D. Sutton. Computing the complete CS decomposition. Numer.
161: * Algorithms, 50(1):33-65, 2009.
162: *
163: * ===================================================================
164: *
165: * .. Parameters ..
166: DOUBLE PRECISION REALONE
167: PARAMETER ( REALONE = 1.0D0 )
168: DOUBLE PRECISION NEGONE, ONE, PIOVER2, ZERO
169: PARAMETER ( NEGONE = -1.0D0, ONE = 1.0D0,
170: $ PIOVER2 = 1.57079632679489662D0,
171: $ ZERO = 0.0D0 )
172: * ..
173: * .. Local Scalars ..
174: CHARACTER TRANST, SIGNST
175: INTEGER CHILDINFO, I, IB11D, IB11E, IB12D, IB12E,
176: $ IB21D, IB21E, IB22D, IB22E, IBBCSD, IORBDB,
177: $ IORGLQ, IORGQR, IPHI, ITAUP1, ITAUP2, ITAUQ1,
178: $ ITAUQ2, J, LBBCSDWORK, LBBCSDWORKMIN,
179: $ LBBCSDWORKOPT, LORBDBWORK, LORBDBWORKMIN,
180: $ LORBDBWORKOPT, LORGLQWORK, LORGLQWORKMIN,
181: $ LORGLQWORKOPT, LORGQRWORK, LORGQRWORKMIN,
182: $ LORGQRWORKOPT, LWORKMIN, LWORKOPT
183: LOGICAL COLMAJOR, DEFAULTSIGNS, LQUERY, WANTU1, WANTU2,
184: $ WANTV1T, WANTV2T
185: * ..
186: * .. External Subroutines ..
187: EXTERNAL DBBCSD, DLACPY, DLAPMR, DLAPMT, DLASCL, DLASET,
188: $ DORBDB, DORGLQ, DORGQR, XERBLA
189: * ..
190: * .. External Functions ..
191: LOGICAL LSAME
192: EXTERNAL LSAME
193: * ..
194: * .. Intrinsic Functions
195: INTRINSIC COS, INT, MAX, MIN, SIN
196: * ..
197: * .. Executable Statements ..
198: *
199: * Test input arguments
200: *
201: INFO = 0
202: WANTU1 = LSAME( JOBU1, 'Y' )
203: WANTU2 = LSAME( JOBU2, 'Y' )
204: WANTV1T = LSAME( JOBV1T, 'Y' )
205: WANTV2T = LSAME( JOBV2T, 'Y' )
206: COLMAJOR = .NOT. LSAME( TRANS, 'T' )
207: DEFAULTSIGNS = .NOT. LSAME( SIGNS, 'O' )
208: LQUERY = LWORK .EQ. -1
209: IF( M .LT. 0 ) THEN
210: INFO = -7
211: ELSE IF( P .LT. 0 .OR. P .GT. M ) THEN
212: INFO = -8
213: ELSE IF( Q .LT. 0 .OR. Q .GT. M ) THEN
214: INFO = -9
215: ELSE IF( ( COLMAJOR .AND. LDX11 .LT. MAX(1,P) ) .OR.
216: $ ( .NOT.COLMAJOR .AND. LDX11 .LT. MAX(1,Q) ) ) THEN
217: INFO = -11
218: ELSE IF( WANTU1 .AND. LDU1 .LT. P ) THEN
219: INFO = -14
220: ELSE IF( WANTU2 .AND. LDU2 .LT. M-P ) THEN
221: INFO = -16
222: ELSE IF( WANTV1T .AND. LDV1T .LT. Q ) THEN
223: INFO = -18
224: ELSE IF( WANTV2T .AND. LDV2T .LT. M-Q ) THEN
225: INFO = -20
226: END IF
227: *
228: * Work with transpose if convenient
229: *
230: IF( INFO .EQ. 0 .AND. MIN( P, M-P ) .LT. MIN( Q, M-Q ) ) THEN
231: IF( COLMAJOR ) THEN
232: TRANST = 'T'
233: ELSE
234: TRANST = 'N'
235: END IF
236: IF( DEFAULTSIGNS ) THEN
237: SIGNST = 'O'
238: ELSE
239: SIGNST = 'D'
240: END IF
241: CALL DORCSD( JOBV1T, JOBV2T, JOBU1, JOBU2, TRANST, SIGNST, M,
242: $ Q, P, X11, LDX11, X21, LDX21, X12, LDX12, X22,
243: $ LDX22, THETA, V1T, LDV1T, V2T, LDV2T, U1, LDU1,
244: $ U2, LDU2, WORK, LWORK, IWORK, INFO )
245: RETURN
246: END IF
247: *
248: * Work with permutation [ 0 I; I 0 ] * X * [ 0 I; I 0 ] if
249: * convenient
250: *
251: IF( INFO .EQ. 0 .AND. M-Q .LT. Q ) THEN
252: IF( DEFAULTSIGNS ) THEN
253: SIGNST = 'O'
254: ELSE
255: SIGNST = 'D'
256: END IF
257: CALL DORCSD( JOBU2, JOBU1, JOBV2T, JOBV1T, TRANS, SIGNST, M,
258: $ M-P, M-Q, X22, LDX22, X21, LDX21, X12, LDX12, X11,
259: $ LDX11, THETA, U2, LDU2, U1, LDU1, V2T, LDV2T, V1T,
260: $ LDV1T, WORK, LWORK, IWORK, INFO )
261: RETURN
262: END IF
263: *
264: * Compute workspace
265: *
266: IF( INFO .EQ. 0 ) THEN
267: *
268: IPHI = 2
269: ITAUP1 = IPHI + MAX( 1, Q - 1 )
270: ITAUP2 = ITAUP1 + MAX( 1, P )
271: ITAUQ1 = ITAUP2 + MAX( 1, M - P )
272: ITAUQ2 = ITAUQ1 + MAX( 1, Q )
273: IORGQR = ITAUQ2 + MAX( 1, M - Q )
274: CALL DORGQR( M-Q, M-Q, M-Q, 0, MAX(1,M-Q), 0, WORK, -1,
275: $ CHILDINFO )
276: LORGQRWORKOPT = INT( WORK(1) )
277: LORGQRWORKMIN = MAX( 1, M - Q )
278: IORGLQ = ITAUQ2 + MAX( 1, M - Q )
279: CALL DORGLQ( M-Q, M-Q, M-Q, 0, MAX(1,M-Q), 0, WORK, -1,
280: $ CHILDINFO )
281: LORGLQWORKOPT = INT( WORK(1) )
282: LORGLQWORKMIN = MAX( 1, M - Q )
283: IORBDB = ITAUQ2 + MAX( 1, M - Q )
284: CALL DORBDB( TRANS, SIGNS, M, P, Q, X11, LDX11, X12, LDX12,
285: $ X21, LDX21, X22, LDX22, 0, 0, 0, 0, 0, 0, WORK,
286: $ -1, CHILDINFO )
287: LORBDBWORKOPT = INT( WORK(1) )
288: LORBDBWORKMIN = LORBDBWORKOPT
289: IB11D = ITAUQ2 + MAX( 1, M - Q )
290: IB11E = IB11D + MAX( 1, Q )
291: IB12D = IB11E + MAX( 1, Q - 1 )
292: IB12E = IB12D + MAX( 1, Q )
293: IB21D = IB12E + MAX( 1, Q - 1 )
294: IB21E = IB21D + MAX( 1, Q )
295: IB22D = IB21E + MAX( 1, Q - 1 )
296: IB22E = IB22D + MAX( 1, Q )
297: IBBCSD = IB22E + MAX( 1, Q - 1 )
298: CALL DBBCSD( JOBU1, JOBU2, JOBV1T, JOBV2T, TRANS, M, P, Q, 0,
299: $ 0, U1, LDU1, U2, LDU2, V1T, LDV1T, V2T, LDV2T, 0,
300: $ 0, 0, 0, 0, 0, 0, 0, WORK, -1, CHILDINFO )
301: LBBCSDWORKOPT = INT( WORK(1) )
302: LBBCSDWORKMIN = LBBCSDWORKOPT
303: LWORKOPT = MAX( IORGQR + LORGQRWORKOPT, IORGLQ + LORGLQWORKOPT,
304: $ IORBDB + LORBDBWORKOPT, IBBCSD + LBBCSDWORKOPT ) - 1
305: LWORKMIN = MAX( IORGQR + LORGQRWORKMIN, IORGLQ + LORGLQWORKMIN,
306: $ IORBDB + LORBDBWORKOPT, IBBCSD + LBBCSDWORKMIN ) - 1
1.3 ! bertrand 307: WORK(1) = MAX(LWORKOPT,LWORKMIN)
1.1 bertrand 308: *
309: IF( LWORK .LT. LWORKMIN .AND. .NOT. LQUERY ) THEN
310: INFO = -22
311: ELSE
312: LORGQRWORK = LWORK - IORGQR + 1
313: LORGLQWORK = LWORK - IORGLQ + 1
314: LORBDBWORK = LWORK - IORBDB + 1
315: LBBCSDWORK = LWORK - IBBCSD + 1
316: END IF
317: END IF
318: *
319: * Abort if any illegal arguments
320: *
321: IF( INFO .NE. 0 ) THEN
322: CALL XERBLA( 'DORCSD', -INFO )
323: RETURN
324: ELSE IF( LQUERY ) THEN
325: RETURN
326: END IF
327: *
328: * Transform to bidiagonal block form
329: *
330: CALL DORBDB( TRANS, SIGNS, M, P, Q, X11, LDX11, X12, LDX12, X21,
331: $ LDX21, X22, LDX22, THETA, WORK(IPHI), WORK(ITAUP1),
332: $ WORK(ITAUP2), WORK(ITAUQ1), WORK(ITAUQ2),
333: $ WORK(IORBDB), LORBDBWORK, CHILDINFO )
334: *
335: * Accumulate Householder reflectors
336: *
337: IF( COLMAJOR ) THEN
338: IF( WANTU1 .AND. P .GT. 0 ) THEN
339: CALL DLACPY( 'L', P, Q, X11, LDX11, U1, LDU1 )
340: CALL DORGQR( P, P, Q, U1, LDU1, WORK(ITAUP1), WORK(IORGQR),
341: $ LORGQRWORK, INFO)
342: END IF
343: IF( WANTU2 .AND. M-P .GT. 0 ) THEN
344: CALL DLACPY( 'L', M-P, Q, X21, LDX21, U2, LDU2 )
345: CALL DORGQR( M-P, M-P, Q, U2, LDU2, WORK(ITAUP2),
346: $ WORK(IORGQR), LORGQRWORK, INFO )
347: END IF
348: IF( WANTV1T .AND. Q .GT. 0 ) THEN
349: CALL DLACPY( 'U', Q-1, Q-1, X11(1,2), LDX11, V1T(2,2),
350: $ LDV1T )
351: V1T(1, 1) = ONE
352: DO J = 2, Q
353: V1T(1,J) = ZERO
354: V1T(J,1) = ZERO
355: END DO
356: CALL DORGLQ( Q-1, Q-1, Q-1, V1T(2,2), LDV1T, WORK(ITAUQ1),
357: $ WORK(IORGLQ), LORGLQWORK, INFO )
358: END IF
359: IF( WANTV2T .AND. M-Q .GT. 0 ) THEN
360: CALL DLACPY( 'U', P, M-Q, X12, LDX12, V2T, LDV2T )
361: CALL DLACPY( 'U', M-P-Q, M-P-Q, X22(Q+1,P+1), LDX22,
362: $ V2T(P+1,P+1), LDV2T )
363: CALL DORGLQ( M-Q, M-Q, M-Q, V2T, LDV2T, WORK(ITAUQ2),
364: $ WORK(IORGLQ), LORGLQWORK, INFO )
365: END IF
366: ELSE
367: IF( WANTU1 .AND. P .GT. 0 ) THEN
368: CALL DLACPY( 'U', Q, P, X11, LDX11, U1, LDU1 )
369: CALL DORGLQ( P, P, Q, U1, LDU1, WORK(ITAUP1), WORK(IORGLQ),
370: $ LORGLQWORK, INFO)
371: END IF
372: IF( WANTU2 .AND. M-P .GT. 0 ) THEN
373: CALL DLACPY( 'U', Q, M-P, X21, LDX21, U2, LDU2 )
374: CALL DORGLQ( M-P, M-P, Q, U2, LDU2, WORK(ITAUP2),
375: $ WORK(IORGLQ), LORGLQWORK, INFO )
376: END IF
377: IF( WANTV1T .AND. Q .GT. 0 ) THEN
378: CALL DLACPY( 'L', Q-1, Q-1, X11(2,1), LDX11, V1T(2,2),
379: $ LDV1T )
380: V1T(1, 1) = ONE
381: DO J = 2, Q
382: V1T(1,J) = ZERO
383: V1T(J,1) = ZERO
384: END DO
385: CALL DORGQR( Q-1, Q-1, Q-1, V1T(2,2), LDV1T, WORK(ITAUQ1),
386: $ WORK(IORGQR), LORGQRWORK, INFO )
387: END IF
388: IF( WANTV2T .AND. M-Q .GT. 0 ) THEN
389: CALL DLACPY( 'L', M-Q, P, X12, LDX12, V2T, LDV2T )
390: CALL DLACPY( 'L', M-P-Q, M-P-Q, X22(P+1,Q+1), LDX22,
391: $ V2T(P+1,P+1), LDV2T )
392: CALL DORGQR( M-Q, M-Q, M-Q, V2T, LDV2T, WORK(ITAUQ2),
393: $ WORK(IORGQR), LORGQRWORK, INFO )
394: END IF
395: END IF
396: *
397: * Compute the CSD of the matrix in bidiagonal-block form
398: *
399: CALL DBBCSD( JOBU1, JOBU2, JOBV1T, JOBV2T, TRANS, M, P, Q, THETA,
400: $ WORK(IPHI), U1, LDU1, U2, LDU2, V1T, LDV1T, V2T,
401: $ LDV2T, WORK(IB11D), WORK(IB11E), WORK(IB12D),
402: $ WORK(IB12E), WORK(IB21D), WORK(IB21E), WORK(IB22D),
403: $ WORK(IB22E), WORK(IBBCSD), LBBCSDWORK, INFO )
404: *
405: * Permute rows and columns to place identity submatrices in top-
406: * left corner of (1,1)-block and/or bottom-right corner of (1,2)-
407: * block and/or bottom-right corner of (2,1)-block and/or top-left
408: * corner of (2,2)-block
409: *
410: IF( Q .GT. 0 .AND. WANTU2 ) THEN
411: DO I = 1, Q
412: IWORK(I) = M - P - Q + I
413: END DO
414: DO I = Q + 1, M - P
415: IWORK(I) = I - Q
416: END DO
417: IF( COLMAJOR ) THEN
418: CALL DLAPMT( .FALSE., M-P, M-P, U2, LDU2, IWORK )
419: ELSE
420: CALL DLAPMR( .FALSE., M-P, M-P, U2, LDU2, IWORK )
421: END IF
422: END IF
423: IF( M .GT. 0 .AND. WANTV2T ) THEN
424: DO I = 1, P
425: IWORK(I) = M - P - Q + I
426: END DO
427: DO I = P + 1, M - Q
428: IWORK(I) = I - P
429: END DO
430: IF( .NOT. COLMAJOR ) THEN
431: CALL DLAPMT( .FALSE., M-Q, M-Q, V2T, LDV2T, IWORK )
432: ELSE
433: CALL DLAPMR( .FALSE., M-Q, M-Q, V2T, LDV2T, IWORK )
434: END IF
435: END IF
436: *
437: RETURN
438: *
439: * End DORCSD
440: *
441: END
442:
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