Annotation of rpl/lapack/lapack/zggsvp3.f, revision 1.7
1.1 bertrand 1: *> \brief \b ZGGSVP3
2: *
3: * =========== DOCUMENTATION ===========
4: *
1.4 bertrand 5: * Online html documentation available at
6: * http://www.netlib.org/lapack/explore-html/
1.1 bertrand 7: *
8: *> \htmlonly
1.4 bertrand 9: *> Download ZGGSVP3 + dependencies
10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zggsvp3.f">
11: *> [TGZ]</a>
12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zggsvp3.f">
13: *> [ZIP]</a>
14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zggsvp3.f">
1.1 bertrand 15: *> [TXT]</a>
1.4 bertrand 16: *> \endhtmlonly
1.1 bertrand 17: *
18: * Definition:
19: * ===========
20: *
21: * SUBROUTINE ZGGSVP3( JOBU, JOBV, JOBQ, M, P, N, A, LDA, B, LDB,
22: * TOLA, TOLB, K, L, U, LDU, V, LDV, Q, LDQ,
23: * IWORK, RWORK, TAU, WORK, LWORK, INFO )
1.4 bertrand 24: *
1.1 bertrand 25: * .. Scalar Arguments ..
26: * CHARACTER JOBQ, JOBU, JOBV
27: * INTEGER INFO, K, L, LDA, LDB, LDQ, LDU, LDV, M, N, P, LWORK
28: * DOUBLE PRECISION TOLA, TOLB
29: * ..
30: * .. Array Arguments ..
31: * INTEGER IWORK( * )
32: * DOUBLE PRECISION RWORK( * )
33: * COMPLEX*16 A( LDA, * ), B( LDB, * ), Q( LDQ, * ),
34: * $ TAU( * ), U( LDU, * ), V( LDV, * ), WORK( * )
35: * ..
1.4 bertrand 36: *
1.1 bertrand 37: *
38: *> \par Purpose:
39: * =============
40: *>
41: *> \verbatim
42: *>
43: *> ZGGSVP3 computes unitary matrices U, V and Q such that
44: *>
45: *> N-K-L K L
46: *> U**H*A*Q = K ( 0 A12 A13 ) if M-K-L >= 0;
47: *> L ( 0 0 A23 )
48: *> M-K-L ( 0 0 0 )
49: *>
50: *> N-K-L K L
51: *> = K ( 0 A12 A13 ) if M-K-L < 0;
52: *> M-K ( 0 0 A23 )
53: *>
54: *> N-K-L K L
55: *> V**H*B*Q = L ( 0 0 B13 )
56: *> P-L ( 0 0 0 )
57: *>
58: *> where the K-by-K matrix A12 and L-by-L matrix B13 are nonsingular
59: *> upper triangular; A23 is L-by-L upper triangular if M-K-L >= 0,
60: *> otherwise A23 is (M-K)-by-L upper trapezoidal. K+L = the effective
1.4 bertrand 61: *> numerical rank of the (M+P)-by-N matrix (A**H,B**H)**H.
1.1 bertrand 62: *>
63: *> This decomposition is the preprocessing step for computing the
64: *> Generalized Singular Value Decomposition (GSVD), see subroutine
65: *> ZGGSVD3.
66: *> \endverbatim
67: *
68: * Arguments:
69: * ==========
70: *
71: *> \param[in] JOBU
72: *> \verbatim
73: *> JOBU is CHARACTER*1
74: *> = 'U': Unitary matrix U is computed;
75: *> = 'N': U is not computed.
76: *> \endverbatim
77: *>
78: *> \param[in] JOBV
79: *> \verbatim
80: *> JOBV is CHARACTER*1
81: *> = 'V': Unitary matrix V is computed;
82: *> = 'N': V is not computed.
83: *> \endverbatim
84: *>
85: *> \param[in] JOBQ
86: *> \verbatim
87: *> JOBQ is CHARACTER*1
88: *> = 'Q': Unitary matrix Q is computed;
89: *> = 'N': Q is not computed.
90: *> \endverbatim
91: *>
92: *> \param[in] M
93: *> \verbatim
94: *> M is INTEGER
95: *> The number of rows of the matrix A. M >= 0.
96: *> \endverbatim
97: *>
98: *> \param[in] P
99: *> \verbatim
100: *> P is INTEGER
101: *> The number of rows of the matrix B. P >= 0.
102: *> \endverbatim
103: *>
104: *> \param[in] N
105: *> \verbatim
106: *> N is INTEGER
107: *> The number of columns of the matrices A and B. N >= 0.
108: *> \endverbatim
109: *>
110: *> \param[in,out] A
111: *> \verbatim
112: *> A is COMPLEX*16 array, dimension (LDA,N)
113: *> On entry, the M-by-N matrix A.
114: *> On exit, A contains the triangular (or trapezoidal) matrix
115: *> described in the Purpose section.
116: *> \endverbatim
117: *>
118: *> \param[in] LDA
119: *> \verbatim
120: *> LDA is INTEGER
121: *> The leading dimension of the array A. LDA >= max(1,M).
122: *> \endverbatim
123: *>
124: *> \param[in,out] B
125: *> \verbatim
126: *> B is COMPLEX*16 array, dimension (LDB,N)
127: *> On entry, the P-by-N matrix B.
128: *> On exit, B contains the triangular matrix described in
129: *> the Purpose section.
130: *> \endverbatim
131: *>
132: *> \param[in] LDB
133: *> \verbatim
134: *> LDB is INTEGER
135: *> The leading dimension of the array B. LDB >= max(1,P).
136: *> \endverbatim
137: *>
138: *> \param[in] TOLA
139: *> \verbatim
140: *> TOLA is DOUBLE PRECISION
141: *> \endverbatim
142: *>
143: *> \param[in] TOLB
144: *> \verbatim
145: *> TOLB is DOUBLE PRECISION
146: *>
147: *> TOLA and TOLB are the thresholds to determine the effective
148: *> numerical rank of matrix B and a subblock of A. Generally,
149: *> they are set to
150: *> TOLA = MAX(M,N)*norm(A)*MAZHEPS,
151: *> TOLB = MAX(P,N)*norm(B)*MAZHEPS.
152: *> The size of TOLA and TOLB may affect the size of backward
153: *> errors of the decomposition.
154: *> \endverbatim
155: *>
156: *> \param[out] K
157: *> \verbatim
158: *> K is INTEGER
159: *> \endverbatim
160: *>
161: *> \param[out] L
162: *> \verbatim
163: *> L is INTEGER
164: *>
165: *> On exit, K and L specify the dimension of the subblocks
166: *> described in Purpose section.
167: *> K + L = effective numerical rank of (A**H,B**H)**H.
168: *> \endverbatim
169: *>
170: *> \param[out] U
171: *> \verbatim
172: *> U is COMPLEX*16 array, dimension (LDU,M)
173: *> If JOBU = 'U', U contains the unitary matrix U.
174: *> If JOBU = 'N', U is not referenced.
175: *> \endverbatim
176: *>
177: *> \param[in] LDU
178: *> \verbatim
179: *> LDU is INTEGER
180: *> The leading dimension of the array U. LDU >= max(1,M) if
181: *> JOBU = 'U'; LDU >= 1 otherwise.
182: *> \endverbatim
183: *>
184: *> \param[out] V
185: *> \verbatim
186: *> V is COMPLEX*16 array, dimension (LDV,P)
187: *> If JOBV = 'V', V contains the unitary matrix V.
188: *> If JOBV = 'N', V is not referenced.
189: *> \endverbatim
190: *>
191: *> \param[in] LDV
192: *> \verbatim
193: *> LDV is INTEGER
194: *> The leading dimension of the array V. LDV >= max(1,P) if
195: *> JOBV = 'V'; LDV >= 1 otherwise.
196: *> \endverbatim
197: *>
198: *> \param[out] Q
199: *> \verbatim
200: *> Q is COMPLEX*16 array, dimension (LDQ,N)
201: *> If JOBQ = 'Q', Q contains the unitary matrix Q.
202: *> If JOBQ = 'N', Q is not referenced.
203: *> \endverbatim
204: *>
205: *> \param[in] LDQ
206: *> \verbatim
207: *> LDQ is INTEGER
208: *> The leading dimension of the array Q. LDQ >= max(1,N) if
209: *> JOBQ = 'Q'; LDQ >= 1 otherwise.
210: *> \endverbatim
211: *>
212: *> \param[out] IWORK
213: *> \verbatim
214: *> IWORK is INTEGER array, dimension (N)
215: *> \endverbatim
216: *>
217: *> \param[out] RWORK
218: *> \verbatim
219: *> RWORK is DOUBLE PRECISION array, dimension (2*N)
220: *> \endverbatim
221: *>
222: *> \param[out] TAU
223: *> \verbatim
224: *> TAU is COMPLEX*16 array, dimension (N)
225: *> \endverbatim
226: *>
227: *> \param[out] WORK
228: *> \verbatim
229: *> WORK is COMPLEX*16 array, dimension (MAX(1,LWORK))
230: *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
231: *> \endverbatim
232: *>
233: *> \param[in] LWORK
234: *> \verbatim
235: *> LWORK is INTEGER
236: *> The dimension of the array WORK.
237: *>
238: *> If LWORK = -1, then a workspace query is assumed; the routine
239: *> only calculates the optimal size of the WORK array, returns
240: *> this value as the first entry of the WORK array, and no error
241: *> message related to LWORK is issued by XERBLA.
242: *> \endverbatim
243: *>
244: *> \param[out] INFO
245: *> \verbatim
246: *> INFO is INTEGER
247: *> = 0: successful exit
248: *> < 0: if INFO = -i, the i-th argument had an illegal value.
249: *> \endverbatim
250: *
251: * Authors:
252: * ========
253: *
1.4 bertrand 254: *> \author Univ. of Tennessee
255: *> \author Univ. of California Berkeley
256: *> \author Univ. of Colorado Denver
257: *> \author NAG Ltd.
1.1 bertrand 258: *
259: *> \ingroup complex16OTHERcomputational
260: *
261: *> \par Further Details:
262: * =====================
263: *
264: *> \verbatim
265: *>
266: *> The subroutine uses LAPACK subroutine ZGEQP3 for the QR factorization
267: *> with column pivoting to detect the effective numerical rank of the
268: *> a matrix. It may be replaced by a better rank determination strategy.
269: *>
270: *> ZGGSVP3 replaces the deprecated subroutine ZGGSVP.
271: *>
272: *> \endverbatim
273: *>
274: * =====================================================================
275: SUBROUTINE ZGGSVP3( JOBU, JOBV, JOBQ, M, P, N, A, LDA, B, LDB,
276: $ TOLA, TOLB, K, L, U, LDU, V, LDV, Q, LDQ,
277: $ IWORK, RWORK, TAU, WORK, LWORK, INFO )
278: *
1.7 ! bertrand 279: * -- LAPACK computational routine --
1.1 bertrand 280: * -- LAPACK is a software package provided by Univ. of Tennessee, --
281: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
282: *
283: IMPLICIT NONE
284: *
285: * .. Scalar Arguments ..
286: CHARACTER JOBQ, JOBU, JOBV
287: INTEGER INFO, K, L, LDA, LDB, LDQ, LDU, LDV, M, N, P,
288: $ LWORK
289: DOUBLE PRECISION TOLA, TOLB
290: * ..
291: * .. Array Arguments ..
292: INTEGER IWORK( * )
293: DOUBLE PRECISION RWORK( * )
294: COMPLEX*16 A( LDA, * ), B( LDB, * ), Q( LDQ, * ),
295: $ TAU( * ), U( LDU, * ), V( LDV, * ), WORK( * )
296: * ..
297: *
298: * =====================================================================
299: *
300: * .. Parameters ..
301: COMPLEX*16 CZERO, CONE
302: PARAMETER ( CZERO = ( 0.0D+0, 0.0D+0 ),
303: $ CONE = ( 1.0D+0, 0.0D+0 ) )
304: * ..
305: * .. Local Scalars ..
306: LOGICAL FORWRD, WANTQ, WANTU, WANTV, LQUERY
307: INTEGER I, J, LWKOPT
308: * ..
309: * .. External Functions ..
310: LOGICAL LSAME
311: EXTERNAL LSAME
312: * ..
313: * .. External Subroutines ..
314: EXTERNAL XERBLA, ZGEQP3, ZGEQR2, ZGERQ2, ZLACPY, ZLAPMT,
315: $ ZLASET, ZUNG2R, ZUNM2R, ZUNMR2
316: * ..
317: * .. Intrinsic Functions ..
318: INTRINSIC ABS, DBLE, DIMAG, MAX, MIN
319: * ..
320: * .. Executable Statements ..
321: *
322: * Test the input parameters
323: *
324: WANTU = LSAME( JOBU, 'U' )
325: WANTV = LSAME( JOBV, 'V' )
326: WANTQ = LSAME( JOBQ, 'Q' )
327: FORWRD = .TRUE.
328: LQUERY = ( LWORK.EQ.-1 )
329: LWKOPT = 1
330: *
331: * Test the input arguments
332: *
333: INFO = 0
334: IF( .NOT.( WANTU .OR. LSAME( JOBU, 'N' ) ) ) THEN
335: INFO = -1
336: ELSE IF( .NOT.( WANTV .OR. LSAME( JOBV, 'N' ) ) ) THEN
337: INFO = -2
338: ELSE IF( .NOT.( WANTQ .OR. LSAME( JOBQ, 'N' ) ) ) THEN
339: INFO = -3
340: ELSE IF( M.LT.0 ) THEN
341: INFO = -4
342: ELSE IF( P.LT.0 ) THEN
343: INFO = -5
344: ELSE IF( N.LT.0 ) THEN
345: INFO = -6
346: ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
347: INFO = -8
348: ELSE IF( LDB.LT.MAX( 1, P ) ) THEN
349: INFO = -10
350: ELSE IF( LDU.LT.1 .OR. ( WANTU .AND. LDU.LT.M ) ) THEN
351: INFO = -16
352: ELSE IF( LDV.LT.1 .OR. ( WANTV .AND. LDV.LT.P ) ) THEN
353: INFO = -18
354: ELSE IF( LDQ.LT.1 .OR. ( WANTQ .AND. LDQ.LT.N ) ) THEN
355: INFO = -20
356: ELSE IF( LWORK.LT.1 .AND. .NOT.LQUERY ) THEN
357: INFO = -24
358: END IF
359: *
360: * Compute workspace
361: *
362: IF( INFO.EQ.0 ) THEN
363: CALL ZGEQP3( P, N, B, LDB, IWORK, TAU, WORK, -1, RWORK, INFO )
364: LWKOPT = INT( WORK ( 1 ) )
365: IF( WANTV ) THEN
366: LWKOPT = MAX( LWKOPT, P )
367: END IF
368: LWKOPT = MAX( LWKOPT, MIN( N, P ) )
369: LWKOPT = MAX( LWKOPT, M )
370: IF( WANTQ ) THEN
371: LWKOPT = MAX( LWKOPT, N )
372: END IF
373: CALL ZGEQP3( M, N, A, LDA, IWORK, TAU, WORK, -1, RWORK, INFO )
374: LWKOPT = MAX( LWKOPT, INT( WORK ( 1 ) ) )
375: LWKOPT = MAX( 1, LWKOPT )
376: WORK( 1 ) = DCMPLX( LWKOPT )
377: END IF
378: *
379: IF( INFO.NE.0 ) THEN
380: CALL XERBLA( 'ZGGSVP3', -INFO )
381: RETURN
382: END IF
383: IF( LQUERY ) THEN
384: RETURN
385: ENDIF
386: *
387: * QR with column pivoting of B: B*P = V*( S11 S12 )
388: * ( 0 0 )
389: *
390: DO 10 I = 1, N
391: IWORK( I ) = 0
392: 10 CONTINUE
393: CALL ZGEQP3( P, N, B, LDB, IWORK, TAU, WORK, LWORK, RWORK, INFO )
394: *
395: * Update A := A*P
396: *
397: CALL ZLAPMT( FORWRD, M, N, A, LDA, IWORK )
398: *
399: * Determine the effective rank of matrix B.
400: *
401: L = 0
402: DO 20 I = 1, MIN( P, N )
403: IF( ABS( B( I, I ) ).GT.TOLB )
404: $ L = L + 1
405: 20 CONTINUE
406: *
407: IF( WANTV ) THEN
408: *
409: * Copy the details of V, and form V.
410: *
411: CALL ZLASET( 'Full', P, P, CZERO, CZERO, V, LDV )
412: IF( P.GT.1 )
413: $ CALL ZLACPY( 'Lower', P-1, N, B( 2, 1 ), LDB, V( 2, 1 ),
414: $ LDV )
415: CALL ZUNG2R( P, P, MIN( P, N ), V, LDV, TAU, WORK, INFO )
416: END IF
417: *
418: * Clean up B
419: *
420: DO 40 J = 1, L - 1
421: DO 30 I = J + 1, L
422: B( I, J ) = CZERO
423: 30 CONTINUE
424: 40 CONTINUE
425: IF( P.GT.L )
426: $ CALL ZLASET( 'Full', P-L, N, CZERO, CZERO, B( L+1, 1 ), LDB )
427: *
428: IF( WANTQ ) THEN
429: *
430: * Set Q = I and Update Q := Q*P
431: *
432: CALL ZLASET( 'Full', N, N, CZERO, CONE, Q, LDQ )
433: CALL ZLAPMT( FORWRD, N, N, Q, LDQ, IWORK )
434: END IF
435: *
436: IF( P.GE.L .AND. N.NE.L ) THEN
437: *
438: * RQ factorization of ( S11 S12 ) = ( 0 S12 )*Z
439: *
440: CALL ZGERQ2( L, N, B, LDB, TAU, WORK, INFO )
441: *
442: * Update A := A*Z**H
443: *
444: CALL ZUNMR2( 'Right', 'Conjugate transpose', M, N, L, B, LDB,
445: $ TAU, A, LDA, WORK, INFO )
446: IF( WANTQ ) THEN
447: *
448: * Update Q := Q*Z**H
449: *
450: CALL ZUNMR2( 'Right', 'Conjugate transpose', N, N, L, B,
451: $ LDB, TAU, Q, LDQ, WORK, INFO )
452: END IF
453: *
454: * Clean up B
455: *
456: CALL ZLASET( 'Full', L, N-L, CZERO, CZERO, B, LDB )
457: DO 60 J = N - L + 1, N
458: DO 50 I = J - N + L + 1, L
459: B( I, J ) = CZERO
460: 50 CONTINUE
461: 60 CONTINUE
462: *
463: END IF
464: *
465: * Let N-L L
466: * A = ( A11 A12 ) M,
467: *
468: * then the following does the complete QR decomposition of A11:
469: *
470: * A11 = U*( 0 T12 )*P1**H
471: * ( 0 0 )
472: *
473: DO 70 I = 1, N - L
474: IWORK( I ) = 0
475: 70 CONTINUE
476: CALL ZGEQP3( M, N-L, A, LDA, IWORK, TAU, WORK, LWORK, RWORK,
477: $ INFO )
478: *
479: * Determine the effective rank of A11
480: *
481: K = 0
482: DO 80 I = 1, MIN( M, N-L )
483: IF( ABS( A( I, I ) ).GT.TOLA )
484: $ K = K + 1
485: 80 CONTINUE
486: *
487: * Update A12 := U**H*A12, where A12 = A( 1:M, N-L+1:N )
488: *
489: CALL ZUNM2R( 'Left', 'Conjugate transpose', M, L, MIN( M, N-L ),
490: $ A, LDA, TAU, A( 1, N-L+1 ), LDA, WORK, INFO )
491: *
492: IF( WANTU ) THEN
493: *
494: * Copy the details of U, and form U
495: *
496: CALL ZLASET( 'Full', M, M, CZERO, CZERO, U, LDU )
497: IF( M.GT.1 )
498: $ CALL ZLACPY( 'Lower', M-1, N-L, A( 2, 1 ), LDA, U( 2, 1 ),
499: $ LDU )
500: CALL ZUNG2R( M, M, MIN( M, N-L ), U, LDU, TAU, WORK, INFO )
501: END IF
502: *
503: IF( WANTQ ) THEN
504: *
505: * Update Q( 1:N, 1:N-L ) = Q( 1:N, 1:N-L )*P1
506: *
507: CALL ZLAPMT( FORWRD, N, N-L, Q, LDQ, IWORK )
508: END IF
509: *
510: * Clean up A: set the strictly lower triangular part of
511: * A(1:K, 1:K) = 0, and A( K+1:M, 1:N-L ) = 0.
512: *
513: DO 100 J = 1, K - 1
514: DO 90 I = J + 1, K
515: A( I, J ) = CZERO
516: 90 CONTINUE
517: 100 CONTINUE
518: IF( M.GT.K )
519: $ CALL ZLASET( 'Full', M-K, N-L, CZERO, CZERO, A( K+1, 1 ), LDA )
520: *
521: IF( N-L.GT.K ) THEN
522: *
523: * RQ factorization of ( T11 T12 ) = ( 0 T12 )*Z1
524: *
525: CALL ZGERQ2( K, N-L, A, LDA, TAU, WORK, INFO )
526: *
527: IF( WANTQ ) THEN
528: *
529: * Update Q( 1:N,1:N-L ) = Q( 1:N,1:N-L )*Z1**H
530: *
531: CALL ZUNMR2( 'Right', 'Conjugate transpose', N, N-L, K, A,
532: $ LDA, TAU, Q, LDQ, WORK, INFO )
533: END IF
534: *
535: * Clean up A
536: *
537: CALL ZLASET( 'Full', K, N-L-K, CZERO, CZERO, A, LDA )
538: DO 120 J = N - L - K + 1, N - L
539: DO 110 I = J - N + L + K + 1, K
540: A( I, J ) = CZERO
541: 110 CONTINUE
542: 120 CONTINUE
543: *
544: END IF
545: *
546: IF( M.GT.K ) THEN
547: *
548: * QR factorization of A( K+1:M,N-L+1:N )
549: *
550: CALL ZGEQR2( M-K, L, A( K+1, N-L+1 ), LDA, TAU, WORK, INFO )
551: *
552: IF( WANTU ) THEN
553: *
554: * Update U(:,K+1:M) := U(:,K+1:M)*U1
555: *
556: CALL ZUNM2R( 'Right', 'No transpose', M, M-K, MIN( M-K, L ),
557: $ A( K+1, N-L+1 ), LDA, TAU, U( 1, K+1 ), LDU,
558: $ WORK, INFO )
559: END IF
560: *
561: * Clean up
562: *
563: DO 140 J = N - L + 1, N
564: DO 130 I = J - N + K + L + 1, M
565: A( I, J ) = CZERO
566: 130 CONTINUE
567: 140 CONTINUE
568: *
569: END IF
570: *
571: WORK( 1 ) = DCMPLX( LWKOPT )
572: RETURN
573: *
574: * End of ZGGSVP3
575: *
576: END
CVSweb interface <joel.bertrand@systella.fr>
![[BACK]](/cvsweb/icons/back.gif){kind=icon}
Return to zggsvp3.f CVS log ![[TXT]](/cvsweb/icons/text.gif){kind=icon}
![[DIR]](/cvsweb/icons/dir.gif){kind=icon}
Up to [local] / rpl / lapack / lapack