Annotation of rpl/lapack/lapack/zlals0.f, revision 1.19
1.11 bertrand 1: *> \brief \b ZLALS0 applies back multiplying factors in solving the least squares problem using divide and conquer SVD approach. Used by sgelsd.
1.8 bertrand 2: *
3: * =========== DOCUMENTATION ===========
4: *
1.16 bertrand 5: * Online html documentation available at
6: * http://www.netlib.org/lapack/explore-html/
1.8 bertrand 7: *
8: *> \htmlonly
1.16 bertrand 9: *> Download ZLALS0 + dependencies
10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zlals0.f">
11: *> [TGZ]</a>
12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zlals0.f">
13: *> [ZIP]</a>
14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zlals0.f">
1.8 bertrand 15: *> [TXT]</a>
1.16 bertrand 16: *> \endhtmlonly
1.8 bertrand 17: *
18: * Definition:
19: * ===========
20: *
21: * SUBROUTINE ZLALS0( ICOMPQ, NL, NR, SQRE, NRHS, B, LDB, BX, LDBX,
22: * PERM, GIVPTR, GIVCOL, LDGCOL, GIVNUM, LDGNUM,
23: * POLES, DIFL, DIFR, Z, K, C, S, RWORK, INFO )
1.16 bertrand 24: *
1.8 bertrand 25: * .. Scalar Arguments ..
26: * INTEGER GIVPTR, ICOMPQ, INFO, K, LDB, LDBX, LDGCOL,
27: * $ LDGNUM, NL, NR, NRHS, SQRE
28: * DOUBLE PRECISION C, S
29: * ..
30: * .. Array Arguments ..
31: * INTEGER GIVCOL( LDGCOL, * ), PERM( * )
32: * DOUBLE PRECISION DIFL( * ), DIFR( LDGNUM, * ),
33: * $ GIVNUM( LDGNUM, * ), POLES( LDGNUM, * ),
34: * $ RWORK( * ), Z( * )
35: * COMPLEX*16 B( LDB, * ), BX( LDBX, * )
36: * ..
1.16 bertrand 37: *
1.8 bertrand 38: *
39: *> \par Purpose:
40: * =============
41: *>
42: *> \verbatim
43: *>
44: *> ZLALS0 applies back the multiplying factors of either the left or the
45: *> right singular vector matrix of a diagonal matrix appended by a row
46: *> to the right hand side matrix B in solving the least squares problem
47: *> using the divide-and-conquer SVD approach.
48: *>
49: *> For the left singular vector matrix, three types of orthogonal
50: *> matrices are involved:
51: *>
52: *> (1L) Givens rotations: the number of such rotations is GIVPTR; the
53: *> pairs of columns/rows they were applied to are stored in GIVCOL;
54: *> and the C- and S-values of these rotations are stored in GIVNUM.
55: *>
56: *> (2L) Permutation. The (NL+1)-st row of B is to be moved to the first
57: *> row, and for J=2:N, PERM(J)-th row of B is to be moved to the
58: *> J-th row.
59: *>
60: *> (3L) The left singular vector matrix of the remaining matrix.
61: *>
62: *> For the right singular vector matrix, four types of orthogonal
63: *> matrices are involved:
64: *>
65: *> (1R) The right singular vector matrix of the remaining matrix.
66: *>
67: *> (2R) If SQRE = 1, one extra Givens rotation to generate the right
68: *> null space.
69: *>
70: *> (3R) The inverse transformation of (2L).
71: *>
72: *> (4R) The inverse transformation of (1L).
73: *> \endverbatim
74: *
75: * Arguments:
76: * ==========
77: *
78: *> \param[in] ICOMPQ
79: *> \verbatim
80: *> ICOMPQ is INTEGER
81: *> Specifies whether singular vectors are to be computed in
82: *> factored form:
83: *> = 0: Left singular vector matrix.
84: *> = 1: Right singular vector matrix.
85: *> \endverbatim
86: *>
87: *> \param[in] NL
88: *> \verbatim
89: *> NL is INTEGER
90: *> The row dimension of the upper block. NL >= 1.
91: *> \endverbatim
92: *>
93: *> \param[in] NR
94: *> \verbatim
95: *> NR is INTEGER
96: *> The row dimension of the lower block. NR >= 1.
97: *> \endverbatim
98: *>
99: *> \param[in] SQRE
100: *> \verbatim
101: *> SQRE is INTEGER
102: *> = 0: the lower block is an NR-by-NR square matrix.
103: *> = 1: the lower block is an NR-by-(NR+1) rectangular matrix.
104: *>
105: *> The bidiagonal matrix has row dimension N = NL + NR + 1,
106: *> and column dimension M = N + SQRE.
107: *> \endverbatim
108: *>
109: *> \param[in] NRHS
110: *> \verbatim
111: *> NRHS is INTEGER
112: *> The number of columns of B and BX. NRHS must be at least 1.
113: *> \endverbatim
114: *>
115: *> \param[in,out] B
116: *> \verbatim
117: *> B is COMPLEX*16 array, dimension ( LDB, NRHS )
118: *> On input, B contains the right hand sides of the least
119: *> squares problem in rows 1 through M. On output, B contains
120: *> the solution X in rows 1 through N.
121: *> \endverbatim
122: *>
123: *> \param[in] LDB
124: *> \verbatim
125: *> LDB is INTEGER
126: *> The leading dimension of B. LDB must be at least
127: *> max(1,MAX( M, N ) ).
128: *> \endverbatim
129: *>
130: *> \param[out] BX
131: *> \verbatim
132: *> BX is COMPLEX*16 array, dimension ( LDBX, NRHS )
133: *> \endverbatim
134: *>
135: *> \param[in] LDBX
136: *> \verbatim
137: *> LDBX is INTEGER
138: *> The leading dimension of BX.
139: *> \endverbatim
140: *>
141: *> \param[in] PERM
142: *> \verbatim
143: *> PERM is INTEGER array, dimension ( N )
144: *> The permutations (from deflation and sorting) applied
145: *> to the two blocks.
146: *> \endverbatim
147: *>
148: *> \param[in] GIVPTR
149: *> \verbatim
150: *> GIVPTR is INTEGER
151: *> The number of Givens rotations which took place in this
152: *> subproblem.
153: *> \endverbatim
154: *>
155: *> \param[in] GIVCOL
156: *> \verbatim
157: *> GIVCOL is INTEGER array, dimension ( LDGCOL, 2 )
158: *> Each pair of numbers indicates a pair of rows/columns
159: *> involved in a Givens rotation.
160: *> \endverbatim
161: *>
162: *> \param[in] LDGCOL
163: *> \verbatim
164: *> LDGCOL is INTEGER
165: *> The leading dimension of GIVCOL, must be at least N.
166: *> \endverbatim
167: *>
168: *> \param[in] GIVNUM
169: *> \verbatim
170: *> GIVNUM is DOUBLE PRECISION array, dimension ( LDGNUM, 2 )
171: *> Each number indicates the C or S value used in the
172: *> corresponding Givens rotation.
173: *> \endverbatim
174: *>
175: *> \param[in] LDGNUM
176: *> \verbatim
177: *> LDGNUM is INTEGER
178: *> The leading dimension of arrays DIFR, POLES and
179: *> GIVNUM, must be at least K.
180: *> \endverbatim
181: *>
182: *> \param[in] POLES
183: *> \verbatim
184: *> POLES is DOUBLE PRECISION array, dimension ( LDGNUM, 2 )
185: *> On entry, POLES(1:K, 1) contains the new singular
186: *> values obtained from solving the secular equation, and
187: *> POLES(1:K, 2) is an array containing the poles in the secular
188: *> equation.
189: *> \endverbatim
190: *>
191: *> \param[in] DIFL
192: *> \verbatim
193: *> DIFL is DOUBLE PRECISION array, dimension ( K ).
194: *> On entry, DIFL(I) is the distance between I-th updated
195: *> (undeflated) singular value and the I-th (undeflated) old
196: *> singular value.
197: *> \endverbatim
198: *>
199: *> \param[in] DIFR
200: *> \verbatim
201: *> DIFR is DOUBLE PRECISION array, dimension ( LDGNUM, 2 ).
202: *> On entry, DIFR(I, 1) contains the distances between I-th
203: *> updated (undeflated) singular value and the I+1-th
204: *> (undeflated) old singular value. And DIFR(I, 2) is the
205: *> normalizing factor for the I-th right singular vector.
206: *> \endverbatim
207: *>
208: *> \param[in] Z
209: *> \verbatim
210: *> Z is DOUBLE PRECISION array, dimension ( K )
211: *> Contain the components of the deflation-adjusted updating row
212: *> vector.
213: *> \endverbatim
214: *>
215: *> \param[in] K
216: *> \verbatim
217: *> K is INTEGER
218: *> Contains the dimension of the non-deflated matrix,
219: *> This is the order of the related secular equation. 1 <= K <=N.
220: *> \endverbatim
221: *>
222: *> \param[in] C
223: *> \verbatim
224: *> C is DOUBLE PRECISION
225: *> C contains garbage if SQRE =0 and the C-value of a Givens
226: *> rotation related to the right null space if SQRE = 1.
227: *> \endverbatim
228: *>
229: *> \param[in] S
230: *> \verbatim
231: *> S is DOUBLE PRECISION
232: *> S contains garbage if SQRE =0 and the S-value of a Givens
233: *> rotation related to the right null space if SQRE = 1.
234: *> \endverbatim
235: *>
236: *> \param[out] RWORK
237: *> \verbatim
238: *> RWORK is DOUBLE PRECISION array, dimension
239: *> ( K*(1+NRHS) + 2*NRHS )
240: *> \endverbatim
241: *>
242: *> \param[out] INFO
243: *> \verbatim
244: *> INFO is INTEGER
245: *> = 0: successful exit.
246: *> < 0: if INFO = -i, the i-th argument had an illegal value.
247: *> \endverbatim
248: *
249: * Authors:
250: * ========
251: *
1.16 bertrand 252: *> \author Univ. of Tennessee
253: *> \author Univ. of California Berkeley
254: *> \author Univ. of Colorado Denver
255: *> \author NAG Ltd.
1.8 bertrand 256: *
257: *> \ingroup complex16OTHERcomputational
258: *
259: *> \par Contributors:
260: * ==================
261: *>
262: *> Ming Gu and Ren-Cang Li, Computer Science Division, University of
263: *> California at Berkeley, USA \n
264: *> Osni Marques, LBNL/NERSC, USA \n
265: *
266: * =====================================================================
1.1 bertrand 267: SUBROUTINE ZLALS0( ICOMPQ, NL, NR, SQRE, NRHS, B, LDB, BX, LDBX,
268: $ PERM, GIVPTR, GIVCOL, LDGCOL, GIVNUM, LDGNUM,
269: $ POLES, DIFL, DIFR, Z, K, C, S, RWORK, INFO )
270: *
1.19 ! bertrand 271: * -- LAPACK computational routine --
1.1 bertrand 272: * -- LAPACK is a software package provided by Univ. of Tennessee, --
273: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
274: *
275: * .. Scalar Arguments ..
276: INTEGER GIVPTR, ICOMPQ, INFO, K, LDB, LDBX, LDGCOL,
277: $ LDGNUM, NL, NR, NRHS, SQRE
278: DOUBLE PRECISION C, S
279: * ..
280: * .. Array Arguments ..
281: INTEGER GIVCOL( LDGCOL, * ), PERM( * )
282: DOUBLE PRECISION DIFL( * ), DIFR( LDGNUM, * ),
283: $ GIVNUM( LDGNUM, * ), POLES( LDGNUM, * ),
284: $ RWORK( * ), Z( * )
285: COMPLEX*16 B( LDB, * ), BX( LDBX, * )
286: * ..
287: *
288: * =====================================================================
289: *
290: * .. Parameters ..
291: DOUBLE PRECISION ONE, ZERO, NEGONE
292: PARAMETER ( ONE = 1.0D0, ZERO = 0.0D0, NEGONE = -1.0D0 )
293: * ..
294: * .. Local Scalars ..
295: INTEGER I, J, JCOL, JROW, M, N, NLP1
296: DOUBLE PRECISION DIFLJ, DIFRJ, DJ, DSIGJ, DSIGJP, TEMP
297: * ..
298: * .. External Subroutines ..
299: EXTERNAL DGEMV, XERBLA, ZCOPY, ZDROT, ZDSCAL, ZLACPY,
300: $ ZLASCL
301: * ..
302: * .. External Functions ..
303: DOUBLE PRECISION DLAMC3, DNRM2
304: EXTERNAL DLAMC3, DNRM2
305: * ..
306: * .. Intrinsic Functions ..
307: INTRINSIC DBLE, DCMPLX, DIMAG, MAX
308: * ..
309: * .. Executable Statements ..
310: *
311: * Test the input parameters.
312: *
313: INFO = 0
1.14 bertrand 314: N = NL + NR + 1
1.1 bertrand 315: *
316: IF( ( ICOMPQ.LT.0 ) .OR. ( ICOMPQ.GT.1 ) ) THEN
317: INFO = -1
318: ELSE IF( NL.LT.1 ) THEN
319: INFO = -2
320: ELSE IF( NR.LT.1 ) THEN
321: INFO = -3
322: ELSE IF( ( SQRE.LT.0 ) .OR. ( SQRE.GT.1 ) ) THEN
323: INFO = -4
1.14 bertrand 324: ELSE IF( NRHS.LT.1 ) THEN
1.1 bertrand 325: INFO = -5
326: ELSE IF( LDB.LT.N ) THEN
327: INFO = -7
328: ELSE IF( LDBX.LT.N ) THEN
329: INFO = -9
330: ELSE IF( GIVPTR.LT.0 ) THEN
331: INFO = -11
332: ELSE IF( LDGCOL.LT.N ) THEN
333: INFO = -13
334: ELSE IF( LDGNUM.LT.N ) THEN
335: INFO = -15
336: ELSE IF( K.LT.1 ) THEN
337: INFO = -20
338: END IF
339: IF( INFO.NE.0 ) THEN
340: CALL XERBLA( 'ZLALS0', -INFO )
341: RETURN
342: END IF
343: *
344: M = N + SQRE
345: NLP1 = NL + 1
346: *
347: IF( ICOMPQ.EQ.0 ) THEN
348: *
349: * Apply back orthogonal transformations from the left.
350: *
351: * Step (1L): apply back the Givens rotations performed.
352: *
353: DO 10 I = 1, GIVPTR
354: CALL ZDROT( NRHS, B( GIVCOL( I, 2 ), 1 ), LDB,
355: $ B( GIVCOL( I, 1 ), 1 ), LDB, GIVNUM( I, 2 ),
356: $ GIVNUM( I, 1 ) )
357: 10 CONTINUE
358: *
359: * Step (2L): permute rows of B.
360: *
361: CALL ZCOPY( NRHS, B( NLP1, 1 ), LDB, BX( 1, 1 ), LDBX )
362: DO 20 I = 2, N
363: CALL ZCOPY( NRHS, B( PERM( I ), 1 ), LDB, BX( I, 1 ), LDBX )
364: 20 CONTINUE
365: *
366: * Step (3L): apply the inverse of the left singular vector
367: * matrix to BX.
368: *
369: IF( K.EQ.1 ) THEN
370: CALL ZCOPY( NRHS, BX, LDBX, B, LDB )
371: IF( Z( 1 ).LT.ZERO ) THEN
372: CALL ZDSCAL( NRHS, NEGONE, B, LDB )
373: END IF
374: ELSE
375: DO 100 J = 1, K
376: DIFLJ = DIFL( J )
377: DJ = POLES( J, 1 )
378: DSIGJ = -POLES( J, 2 )
379: IF( J.LT.K ) THEN
380: DIFRJ = -DIFR( J, 1 )
381: DSIGJP = -POLES( J+1, 2 )
382: END IF
383: IF( ( Z( J ).EQ.ZERO ) .OR. ( POLES( J, 2 ).EQ.ZERO ) )
384: $ THEN
385: RWORK( J ) = ZERO
386: ELSE
387: RWORK( J ) = -POLES( J, 2 )*Z( J ) / DIFLJ /
388: $ ( POLES( J, 2 )+DJ )
389: END IF
390: DO 30 I = 1, J - 1
391: IF( ( Z( I ).EQ.ZERO ) .OR.
392: $ ( POLES( I, 2 ).EQ.ZERO ) ) THEN
393: RWORK( I ) = ZERO
394: ELSE
395: RWORK( I ) = POLES( I, 2 )*Z( I ) /
396: $ ( DLAMC3( POLES( I, 2 ), DSIGJ )-
397: $ DIFLJ ) / ( POLES( I, 2 )+DJ )
398: END IF
399: 30 CONTINUE
400: DO 40 I = J + 1, K
401: IF( ( Z( I ).EQ.ZERO ) .OR.
402: $ ( POLES( I, 2 ).EQ.ZERO ) ) THEN
403: RWORK( I ) = ZERO
404: ELSE
405: RWORK( I ) = POLES( I, 2 )*Z( I ) /
406: $ ( DLAMC3( POLES( I, 2 ), DSIGJP )+
407: $ DIFRJ ) / ( POLES( I, 2 )+DJ )
408: END IF
409: 40 CONTINUE
410: RWORK( 1 ) = NEGONE
411: TEMP = DNRM2( K, RWORK, 1 )
412: *
413: * Since B and BX are complex, the following call to DGEMV
414: * is performed in two steps (real and imaginary parts).
415: *
416: * CALL DGEMV( 'T', K, NRHS, ONE, BX, LDBX, WORK, 1, ZERO,
417: * $ B( J, 1 ), LDB )
418: *
419: I = K + NRHS*2
420: DO 60 JCOL = 1, NRHS
421: DO 50 JROW = 1, K
422: I = I + 1
423: RWORK( I ) = DBLE( BX( JROW, JCOL ) )
424: 50 CONTINUE
425: 60 CONTINUE
426: CALL DGEMV( 'T', K, NRHS, ONE, RWORK( 1+K+NRHS*2 ), K,
427: $ RWORK( 1 ), 1, ZERO, RWORK( 1+K ), 1 )
428: I = K + NRHS*2
429: DO 80 JCOL = 1, NRHS
430: DO 70 JROW = 1, K
431: I = I + 1
432: RWORK( I ) = DIMAG( BX( JROW, JCOL ) )
433: 70 CONTINUE
434: 80 CONTINUE
435: CALL DGEMV( 'T', K, NRHS, ONE, RWORK( 1+K+NRHS*2 ), K,
436: $ RWORK( 1 ), 1, ZERO, RWORK( 1+K+NRHS ), 1 )
437: DO 90 JCOL = 1, NRHS
438: B( J, JCOL ) = DCMPLX( RWORK( JCOL+K ),
439: $ RWORK( JCOL+K+NRHS ) )
440: 90 CONTINUE
441: CALL ZLASCL( 'G', 0, 0, TEMP, ONE, 1, NRHS, B( J, 1 ),
442: $ LDB, INFO )
443: 100 CONTINUE
444: END IF
445: *
446: * Move the deflated rows of BX to B also.
447: *
448: IF( K.LT.MAX( M, N ) )
449: $ CALL ZLACPY( 'A', N-K, NRHS, BX( K+1, 1 ), LDBX,
450: $ B( K+1, 1 ), LDB )
451: ELSE
452: *
453: * Apply back the right orthogonal transformations.
454: *
455: * Step (1R): apply back the new right singular vector matrix
456: * to B.
457: *
458: IF( K.EQ.1 ) THEN
459: CALL ZCOPY( NRHS, B, LDB, BX, LDBX )
460: ELSE
461: DO 180 J = 1, K
462: DSIGJ = POLES( J, 2 )
463: IF( Z( J ).EQ.ZERO ) THEN
464: RWORK( J ) = ZERO
465: ELSE
466: RWORK( J ) = -Z( J ) / DIFL( J ) /
467: $ ( DSIGJ+POLES( J, 1 ) ) / DIFR( J, 2 )
468: END IF
469: DO 110 I = 1, J - 1
470: IF( Z( J ).EQ.ZERO ) THEN
471: RWORK( I ) = ZERO
472: ELSE
473: RWORK( I ) = Z( J ) / ( DLAMC3( DSIGJ, -POLES( I+1,
474: $ 2 ) )-DIFR( I, 1 ) ) /
475: $ ( DSIGJ+POLES( I, 1 ) ) / DIFR( I, 2 )
476: END IF
477: 110 CONTINUE
478: DO 120 I = J + 1, K
479: IF( Z( J ).EQ.ZERO ) THEN
480: RWORK( I ) = ZERO
481: ELSE
482: RWORK( I ) = Z( J ) / ( DLAMC3( DSIGJ, -POLES( I,
483: $ 2 ) )-DIFL( I ) ) /
484: $ ( DSIGJ+POLES( I, 1 ) ) / DIFR( I, 2 )
485: END IF
486: 120 CONTINUE
487: *
488: * Since B and BX are complex, the following call to DGEMV
489: * is performed in two steps (real and imaginary parts).
490: *
491: * CALL DGEMV( 'T', K, NRHS, ONE, B, LDB, WORK, 1, ZERO,
492: * $ BX( J, 1 ), LDBX )
493: *
494: I = K + NRHS*2
495: DO 140 JCOL = 1, NRHS
496: DO 130 JROW = 1, K
497: I = I + 1
498: RWORK( I ) = DBLE( B( JROW, JCOL ) )
499: 130 CONTINUE
500: 140 CONTINUE
501: CALL DGEMV( 'T', K, NRHS, ONE, RWORK( 1+K+NRHS*2 ), K,
502: $ RWORK( 1 ), 1, ZERO, RWORK( 1+K ), 1 )
503: I = K + NRHS*2
504: DO 160 JCOL = 1, NRHS
505: DO 150 JROW = 1, K
506: I = I + 1
507: RWORK( I ) = DIMAG( B( JROW, JCOL ) )
508: 150 CONTINUE
509: 160 CONTINUE
510: CALL DGEMV( 'T', K, NRHS, ONE, RWORK( 1+K+NRHS*2 ), K,
511: $ RWORK( 1 ), 1, ZERO, RWORK( 1+K+NRHS ), 1 )
512: DO 170 JCOL = 1, NRHS
513: BX( J, JCOL ) = DCMPLX( RWORK( JCOL+K ),
514: $ RWORK( JCOL+K+NRHS ) )
515: 170 CONTINUE
516: 180 CONTINUE
517: END IF
518: *
519: * Step (2R): if SQRE = 1, apply back the rotation that is
520: * related to the right null space of the subproblem.
521: *
522: IF( SQRE.EQ.1 ) THEN
523: CALL ZCOPY( NRHS, B( M, 1 ), LDB, BX( M, 1 ), LDBX )
524: CALL ZDROT( NRHS, BX( 1, 1 ), LDBX, BX( M, 1 ), LDBX, C, S )
525: END IF
526: IF( K.LT.MAX( M, N ) )
527: $ CALL ZLACPY( 'A', N-K, NRHS, B( K+1, 1 ), LDB, BX( K+1, 1 ),
528: $ LDBX )
529: *
530: * Step (3R): permute rows of B.
531: *
532: CALL ZCOPY( NRHS, BX( 1, 1 ), LDBX, B( NLP1, 1 ), LDB )
533: IF( SQRE.EQ.1 ) THEN
534: CALL ZCOPY( NRHS, BX( M, 1 ), LDBX, B( M, 1 ), LDB )
535: END IF
536: DO 190 I = 2, N
537: CALL ZCOPY( NRHS, BX( I, 1 ), LDBX, B( PERM( I ), 1 ), LDB )
538: 190 CONTINUE
539: *
540: * Step (4R): apply back the Givens rotations performed.
541: *
542: DO 200 I = GIVPTR, 1, -1
543: CALL ZDROT( NRHS, B( GIVCOL( I, 2 ), 1 ), LDB,
544: $ B( GIVCOL( I, 1 ), 1 ), LDB, GIVNUM( I, 2 ),
545: $ -GIVNUM( I, 1 ) )
546: 200 CONTINUE
547: END IF
548: *
549: RETURN
550: *
551: * End of ZLALS0
552: *
553: END
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