1 SUBROUTINE ZGESDD( JOBZ, M, N, A, LDA, S, U, LDU, VT, LDVT, WORK,
2 $ LWORK, RWORK, IWORK, INFO )
3 *
4 * -- LAPACK driver routine (version 3.2.2) --
5 * -- LAPACK is a software package provided by Univ. of Tennessee, --
6 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
7 * June 2010
8 * 8-15-00: Improve consistency of WS calculations (eca)
9 *
10 * .. Scalar Arguments ..
11 CHARACTER JOBZ
12 INTEGER INFO, LDA, LDU, LDVT, LWORK, M, N
13 * ..
14 * .. Array Arguments ..
15 INTEGER IWORK( * )
16 DOUBLE PRECISION RWORK( * ), S( * )
17 COMPLEX*16 A( LDA, * ), U( LDU, * ), VT( LDVT, * ),
18 $ WORK( * )
19 * ..
20 *
21 * Purpose
22 * =======
23 *
24 * ZGESDD computes the singular value decomposition (SVD) of a complex
25 * M-by-N matrix A, optionally computing the left and/or right singular
26 * vectors, by using divide-and-conquer method. The SVD is written
27 *
28 * A = U * SIGMA * conjugate-transpose(V)
29 *
30 * where SIGMA is an M-by-N matrix which is zero except for its
31 * min(m,n) diagonal elements, U is an M-by-M unitary matrix, and
32 * V is an N-by-N unitary matrix. The diagonal elements of SIGMA
33 * are the singular values of A; they are real and non-negative, and
34 * are returned in descending order. The first min(m,n) columns of
35 * U and V are the left and right singular vectors of A.
36 *
37 * Note that the routine returns VT = V**H, not V.
38 *
39 * The divide and conquer algorithm makes very mild assumptions about
40 * floating point arithmetic. It will work on machines with a guard
41 * digit in add/subtract, or on those binary machines without guard
42 * digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
43 * Cray-2. It could conceivably fail on hexadecimal or decimal machines
44 * without guard digits, but we know of none.
45 *
46 * Arguments
47 * =========
48 *
49 * JOBZ (input) CHARACTER*1
50 * Specifies options for computing all or part of the matrix U:
51 * = 'A': all M columns of U and all N rows of V**H are
52 * returned in the arrays U and VT;
53 * = 'S': the first min(M,N) columns of U and the first
54 * min(M,N) rows of V**H are returned in the arrays U
55 * and VT;
56 * = 'O': If M >= N, the first N columns of U are overwritten
57 * in the array A and all rows of V**H are returned in
58 * the array VT;
59 * otherwise, all columns of U are returned in the
60 * array U and the first M rows of V**H are overwritten
61 * in the array A;
62 * = 'N': no columns of U or rows of V**H are computed.
63 *
64 * M (input) INTEGER
65 * The number of rows of the input matrix A. M >= 0.
66 *
67 * N (input) INTEGER
68 * The number of columns of the input matrix A. N >= 0.
69 *
70 * A (input/output) COMPLEX*16 array, dimension (LDA,N)
71 * On entry, the M-by-N matrix A.
72 * On exit,
73 * if JOBZ = 'O', A is overwritten with the first N columns
74 * of U (the left singular vectors, stored
75 * columnwise) if M >= N;
76 * A is overwritten with the first M rows
77 * of V**H (the right singular vectors, stored
78 * rowwise) otherwise.
79 * if JOBZ .ne. 'O', the contents of A are destroyed.
80 *
81 * LDA (input) INTEGER
82 * The leading dimension of the array A. LDA >= max(1,M).
83 *
84 * S (output) DOUBLE PRECISION array, dimension (min(M,N))
85 * The singular values of A, sorted so that S(i) >= S(i+1).
86 *
87 * U (output) COMPLEX*16 array, dimension (LDU,UCOL)
88 * UCOL = M if JOBZ = 'A' or JOBZ = 'O' and M < N;
89 * UCOL = min(M,N) if JOBZ = 'S'.
90 * If JOBZ = 'A' or JOBZ = 'O' and M < N, U contains the M-by-M
91 * unitary matrix U;
92 * if JOBZ = 'S', U contains the first min(M,N) columns of U
93 * (the left singular vectors, stored columnwise);
94 * if JOBZ = 'O' and M >= N, or JOBZ = 'N', U is not referenced.
95 *
96 * LDU (input) INTEGER
97 * The leading dimension of the array U. LDU >= 1; if
98 * JOBZ = 'S' or 'A' or JOBZ = 'O' and M < N, LDU >= M.
99 *
100 * VT (output) COMPLEX*16 array, dimension (LDVT,N)
101 * If JOBZ = 'A' or JOBZ = 'O' and M >= N, VT contains the
102 * N-by-N unitary matrix V**H;
103 * if JOBZ = 'S', VT contains the first min(M,N) rows of
104 * V**H (the right singular vectors, stored rowwise);
105 * if JOBZ = 'O' and M < N, or JOBZ = 'N', VT is not referenced.
106 *
107 * LDVT (input) INTEGER
108 * The leading dimension of the array VT. LDVT >= 1; if
109 * JOBZ = 'A' or JOBZ = 'O' and M >= N, LDVT >= N;
110 * if JOBZ = 'S', LDVT >= min(M,N).
111 *
112 * WORK (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK))
113 * On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
114 *
115 * LWORK (input) INTEGER
116 * The dimension of the array WORK. LWORK >= 1.
117 * if JOBZ = 'N', LWORK >= 2*min(M,N)+max(M,N).
118 * if JOBZ = 'O',
119 * LWORK >= 2*min(M,N)*min(M,N)+2*min(M,N)+max(M,N).
120 * if JOBZ = 'S' or 'A',
121 * LWORK >= min(M,N)*min(M,N)+2*min(M,N)+max(M,N).
122 * For good performance, LWORK should generally be larger.
123 *
124 * If LWORK = -1, a workspace query is assumed. The optimal
125 * size for the WORK array is calculated and stored in WORK(1),
126 * and no other work except argument checking is performed.
127 *
128 * RWORK (workspace) DOUBLE PRECISION array, dimension (MAX(1,LRWORK))
129 * If JOBZ = 'N', LRWORK >= 5*min(M,N).
130 * Otherwise,
131 * LRWORK >= min(M,N)*max(5*min(M,N)+7,2*max(M,N)+2*min(M,N)+1)
132 *
133 * IWORK (workspace) INTEGER array, dimension (8*min(M,N))
134 *
135 * INFO (output) INTEGER
136 * = 0: successful exit.
137 * < 0: if INFO = -i, the i-th argument had an illegal value.
138 * > 0: The updating process of DBDSDC did not converge.
139 *
140 * Further Details
141 * ===============
142 *
143 * Based on contributions by
144 * Ming Gu and Huan Ren, Computer Science Division, University of
145 * California at Berkeley, USA
146 *
147 * =====================================================================
148 *
149 * .. Parameters ..
150 INTEGER LQUERV
151 PARAMETER ( LQUERV = -1 )
152 COMPLEX*16 CZERO, CONE
153 PARAMETER ( CZERO = ( 0.0D+0, 0.0D+0 ),
154 $ CONE = ( 1.0D+0, 0.0D+0 ) )
155 DOUBLE PRECISION ZERO, ONE
156 PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
157 * ..
158 * .. Local Scalars ..
159 LOGICAL WNTQA, WNTQAS, WNTQN, WNTQO, WNTQS
160 INTEGER BLK, CHUNK, I, IE, IERR, IL, IR, IRU, IRVT,
161 $ ISCL, ITAU, ITAUP, ITAUQ, IU, IVT, LDWKVT,
162 $ LDWRKL, LDWRKR, LDWRKU, MAXWRK, MINMN, MINWRK,
163 $ MNTHR1, MNTHR2, NRWORK, NWORK, WRKBL
164 DOUBLE PRECISION ANRM, BIGNUM, EPS, SMLNUM
165 * ..
166 * .. Local Arrays ..
167 INTEGER IDUM( 1 )
168 DOUBLE PRECISION DUM( 1 )
169 * ..
170 * .. External Subroutines ..
171 EXTERNAL DBDSDC, DLASCL, XERBLA, ZGEBRD, ZGELQF, ZGEMM,
172 $ ZGEQRF, ZLACP2, ZLACPY, ZLACRM, ZLARCM, ZLASCL,
173 $ ZLASET, ZUNGBR, ZUNGLQ, ZUNGQR, ZUNMBR
174 * ..
175 * .. External Functions ..
176 LOGICAL LSAME
177 INTEGER ILAENV
178 DOUBLE PRECISION DLAMCH, ZLANGE
179 EXTERNAL LSAME, ILAENV, DLAMCH, ZLANGE
180 * ..
181 * .. Intrinsic Functions ..
182 INTRINSIC INT, MAX, MIN, SQRT
183 * ..
184 * .. Executable Statements ..
185 *
186 * Test the input arguments
187 *
188 INFO = 0
189 MINMN = MIN( M, N )
190 MNTHR1 = INT( MINMN*17.0D0 / 9.0D0 )
191 MNTHR2 = INT( MINMN*5.0D0 / 3.0D0 )
192 WNTQA = LSAME( JOBZ, 'A' )
193 WNTQS = LSAME( JOBZ, 'S' )
194 WNTQAS = WNTQA .OR. WNTQS
195 WNTQO = LSAME( JOBZ, 'O' )
196 WNTQN = LSAME( JOBZ, 'N' )
197 MINWRK = 1
198 MAXWRK = 1
199 *
200 IF( .NOT.( WNTQA .OR. WNTQS .OR. WNTQO .OR. WNTQN ) ) THEN
201 INFO = -1
202 ELSE IF( M.LT.0 ) THEN
203 INFO = -2
204 ELSE IF( N.LT.0 ) THEN
205 INFO = -3
206 ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
207 INFO = -5
208 ELSE IF( LDU.LT.1 .OR. ( WNTQAS .AND. LDU.LT.M ) .OR.
209 $ ( WNTQO .AND. M.LT.N .AND. LDU.LT.M ) ) THEN
210 INFO = -8
211 ELSE IF( LDVT.LT.1 .OR. ( WNTQA .AND. LDVT.LT.N ) .OR.
212 $ ( WNTQS .AND. LDVT.LT.MINMN ) .OR.
213 $ ( WNTQO .AND. M.GE.N .AND. LDVT.LT.N ) ) THEN
214 INFO = -10
215 END IF
216 *
217 * Compute workspace
218 * (Note: Comments in the code beginning "Workspace:" describe the
219 * minimal amount of workspace needed at that point in the code,
220 * as well as the preferred amount for good performance.
221 * CWorkspace refers to complex workspace, and RWorkspace to
222 * real workspace. NB refers to the optimal block size for the
223 * immediately following subroutine, as returned by ILAENV.)
224 *
225 IF( INFO.EQ.0 .AND. M.GT.0 .AND. N.GT.0 ) THEN
226 IF( M.GE.N ) THEN
227 *
228 * There is no complex work space needed for bidiagonal SVD
229 * The real work space needed for bidiagonal SVD is BDSPAC
230 * for computing singular values and singular vectors; BDSPAN
231 * for computing singular values only.
232 * BDSPAC = 5*N*N + 7*N
233 * BDSPAN = MAX(7*N+4, 3*N+2+SMLSIZ*(SMLSIZ+8))
234 *
235 IF( M.GE.MNTHR1 ) THEN
236 IF( WNTQN ) THEN
237 *
238 * Path 1 (M much larger than N, JOBZ='N')
239 *
240 MAXWRK = N + N*ILAENV( 1, 'ZGEQRF', ' ', M, N, -1,
241 $ -1 )
242 MAXWRK = MAX( MAXWRK, 2*N+2*N*
243 $ ILAENV( 1, 'ZGEBRD', ' ', N, N, -1, -1 ) )
244 MINWRK = 3*N
245 ELSE IF( WNTQO ) THEN
246 *
247 * Path 2 (M much larger than N, JOBZ='O')
248 *
249 WRKBL = N + N*ILAENV( 1, 'ZGEQRF', ' ', M, N, -1, -1 )
250 WRKBL = MAX( WRKBL, N+N*ILAENV( 1, 'ZUNGQR', ' ', M,
251 $ N, N, -1 ) )
252 WRKBL = MAX( WRKBL, 2*N+2*N*
253 $ ILAENV( 1, 'ZGEBRD', ' ', N, N, -1, -1 ) )
254 WRKBL = MAX( WRKBL, 2*N+N*
255 $ ILAENV( 1, 'ZUNMBR', 'QLN', N, N, N, -1 ) )
256 WRKBL = MAX( WRKBL, 2*N+N*
257 $ ILAENV( 1, 'ZUNMBR', 'PRC', N, N, N, -1 ) )
258 MAXWRK = M*N + N*N + WRKBL
259 MINWRK = 2*N*N + 3*N
260 ELSE IF( WNTQS ) THEN
261 *
262 * Path 3 (M much larger than N, JOBZ='S')
263 *
264 WRKBL = N + N*ILAENV( 1, 'ZGEQRF', ' ', M, N, -1, -1 )
265 WRKBL = MAX( WRKBL, N+N*ILAENV( 1, 'ZUNGQR', ' ', M,
266 $ N, N, -1 ) )
267 WRKBL = MAX( WRKBL, 2*N+2*N*
268 $ ILAENV( 1, 'ZGEBRD', ' ', N, N, -1, -1 ) )
269 WRKBL = MAX( WRKBL, 2*N+N*
270 $ ILAENV( 1, 'ZUNMBR', 'QLN', N, N, N, -1 ) )
271 WRKBL = MAX( WRKBL, 2*N+N*
272 $ ILAENV( 1, 'ZUNMBR', 'PRC', N, N, N, -1 ) )
273 MAXWRK = N*N + WRKBL
274 MINWRK = N*N + 3*N
275 ELSE IF( WNTQA ) THEN
276 *
277 * Path 4 (M much larger than N, JOBZ='A')
278 *
279 WRKBL = N + N*ILAENV( 1, 'ZGEQRF', ' ', M, N, -1, -1 )
280 WRKBL = MAX( WRKBL, N+M*ILAENV( 1, 'ZUNGQR', ' ', M,
281 $ M, N, -1 ) )
282 WRKBL = MAX( WRKBL, 2*N+2*N*
283 $ ILAENV( 1, 'ZGEBRD', ' ', N, N, -1, -1 ) )
284 WRKBL = MAX( WRKBL, 2*N+N*
285 $ ILAENV( 1, 'ZUNMBR', 'QLN', N, N, N, -1 ) )
286 WRKBL = MAX( WRKBL, 2*N+N*
287 $ ILAENV( 1, 'ZUNMBR', 'PRC', N, N, N, -1 ) )
288 MAXWRK = N*N + WRKBL
289 MINWRK = N*N + 2*N + M
290 END IF
291 ELSE IF( M.GE.MNTHR2 ) THEN
292 *
293 * Path 5 (M much larger than N, but not as much as MNTHR1)
294 *
295 MAXWRK = 2*N + ( M+N )*ILAENV( 1, 'ZGEBRD', ' ', M, N,
296 $ -1, -1 )
297 MINWRK = 2*N + M
298 IF( WNTQO ) THEN
299 MAXWRK = MAX( MAXWRK, 2*N+N*
300 $ ILAENV( 1, 'ZUNGBR', 'P', N, N, N, -1 ) )
301 MAXWRK = MAX( MAXWRK, 2*N+N*
302 $ ILAENV( 1, 'ZUNGBR', 'Q', M, N, N, -1 ) )
303 MAXWRK = MAXWRK + M*N
304 MINWRK = MINWRK + N*N
305 ELSE IF( WNTQS ) THEN
306 MAXWRK = MAX( MAXWRK, 2*N+N*
307 $ ILAENV( 1, 'ZUNGBR', 'P', N, N, N, -1 ) )
308 MAXWRK = MAX( MAXWRK, 2*N+N*
309 $ ILAENV( 1, 'ZUNGBR', 'Q', M, N, N, -1 ) )
310 ELSE IF( WNTQA ) THEN
311 MAXWRK = MAX( MAXWRK, 2*N+N*
312 $ ILAENV( 1, 'ZUNGBR', 'P', N, N, N, -1 ) )
313 MAXWRK = MAX( MAXWRK, 2*N+M*
314 $ ILAENV( 1, 'ZUNGBR', 'Q', M, M, N, -1 ) )
315 END IF
316 ELSE
317 *
318 * Path 6 (M at least N, but not much larger)
319 *
320 MAXWRK = 2*N + ( M+N )*ILAENV( 1, 'ZGEBRD', ' ', M, N,
321 $ -1, -1 )
322 MINWRK = 2*N + M
323 IF( WNTQO ) THEN
324 MAXWRK = MAX( MAXWRK, 2*N+N*
325 $ ILAENV( 1, 'ZUNMBR', 'PRC', N, N, N, -1 ) )
326 MAXWRK = MAX( MAXWRK, 2*N+N*
327 $ ILAENV( 1, 'ZUNMBR', 'QLN', M, N, N, -1 ) )
328 MAXWRK = MAXWRK + M*N
329 MINWRK = MINWRK + N*N
330 ELSE IF( WNTQS ) THEN
331 MAXWRK = MAX( MAXWRK, 2*N+N*
332 $ ILAENV( 1, 'ZUNMBR', 'PRC', N, N, N, -1 ) )
333 MAXWRK = MAX( MAXWRK, 2*N+N*
334 $ ILAENV( 1, 'ZUNMBR', 'QLN', M, N, N, -1 ) )
335 ELSE IF( WNTQA ) THEN
336 MAXWRK = MAX( MAXWRK, 2*N+N*
337 $ ILAENV( 1, 'ZUNGBR', 'PRC', N, N, N, -1 ) )
338 MAXWRK = MAX( MAXWRK, 2*N+M*
339 $ ILAENV( 1, 'ZUNGBR', 'QLN', M, M, N, -1 ) )
340 END IF
341 END IF
342 ELSE
343 *
344 * There is no complex work space needed for bidiagonal SVD
345 * The real work space needed for bidiagonal SVD is BDSPAC
346 * for computing singular values and singular vectors; BDSPAN
347 * for computing singular values only.
348 * BDSPAC = 5*M*M + 7*M
349 * BDSPAN = MAX(7*M+4, 3*M+2+SMLSIZ*(SMLSIZ+8))
350 *
351 IF( N.GE.MNTHR1 ) THEN
352 IF( WNTQN ) THEN
353 *
354 * Path 1t (N much larger than M, JOBZ='N')
355 *
356 MAXWRK = M + M*ILAENV( 1, 'ZGELQF', ' ', M, N, -1,
357 $ -1 )
358 MAXWRK = MAX( MAXWRK, 2*M+2*M*
359 $ ILAENV( 1, 'ZGEBRD', ' ', M, M, -1, -1 ) )
360 MINWRK = 3*M
361 ELSE IF( WNTQO ) THEN
362 *
363 * Path 2t (N much larger than M, JOBZ='O')
364 *
365 WRKBL = M + M*ILAENV( 1, 'ZGELQF', ' ', M, N, -1, -1 )
366 WRKBL = MAX( WRKBL, M+M*ILAENV( 1, 'ZUNGLQ', ' ', M,
367 $ N, M, -1 ) )
368 WRKBL = MAX( WRKBL, 2*M+2*M*
369 $ ILAENV( 1, 'ZGEBRD', ' ', M, M, -1, -1 ) )
370 WRKBL = MAX( WRKBL, 2*M+M*
371 $ ILAENV( 1, 'ZUNMBR', 'PRC', M, M, M, -1 ) )
372 WRKBL = MAX( WRKBL, 2*M+M*
373 $ ILAENV( 1, 'ZUNMBR', 'QLN', M, M, M, -1 ) )
374 MAXWRK = M*N + M*M + WRKBL
375 MINWRK = 2*M*M + 3*M
376 ELSE IF( WNTQS ) THEN
377 *
378 * Path 3t (N much larger than M, JOBZ='S')
379 *
380 WRKBL = M + M*ILAENV( 1, 'ZGELQF', ' ', M, N, -1, -1 )
381 WRKBL = MAX( WRKBL, M+M*ILAENV( 1, 'ZUNGLQ', ' ', M,
382 $ N, M, -1 ) )
383 WRKBL = MAX( WRKBL, 2*M+2*M*
384 $ ILAENV( 1, 'ZGEBRD', ' ', M, M, -1, -1 ) )
385 WRKBL = MAX( WRKBL, 2*M+M*
386 $ ILAENV( 1, 'ZUNMBR', 'PRC', M, M, M, -1 ) )
387 WRKBL = MAX( WRKBL, 2*M+M*
388 $ ILAENV( 1, 'ZUNMBR', 'QLN', M, M, M, -1 ) )
389 MAXWRK = M*M + WRKBL
390 MINWRK = M*M + 3*M
391 ELSE IF( WNTQA ) THEN
392 *
393 * Path 4t (N much larger than M, JOBZ='A')
394 *
395 WRKBL = M + M*ILAENV( 1, 'ZGELQF', ' ', M, N, -1, -1 )
396 WRKBL = MAX( WRKBL, M+N*ILAENV( 1, 'ZUNGLQ', ' ', N,
397 $ N, M, -1 ) )
398 WRKBL = MAX( WRKBL, 2*M+2*M*
399 $ ILAENV( 1, 'ZGEBRD', ' ', M, M, -1, -1 ) )
400 WRKBL = MAX( WRKBL, 2*M+M*
401 $ ILAENV( 1, 'ZUNMBR', 'PRC', M, M, M, -1 ) )
402 WRKBL = MAX( WRKBL, 2*M+M*
403 $ ILAENV( 1, 'ZUNMBR', 'QLN', M, M, M, -1 ) )
404 MAXWRK = M*M + WRKBL
405 MINWRK = M*M + 2*M + N
406 END IF
407 ELSE IF( N.GE.MNTHR2 ) THEN
408 *
409 * Path 5t (N much larger than M, but not as much as MNTHR1)
410 *
411 MAXWRK = 2*M + ( M+N )*ILAENV( 1, 'ZGEBRD', ' ', M, N,
412 $ -1, -1 )
413 MINWRK = 2*M + N
414 IF( WNTQO ) THEN
415 MAXWRK = MAX( MAXWRK, 2*M+M*
416 $ ILAENV( 1, 'ZUNGBR', 'P', M, N, M, -1 ) )
417 MAXWRK = MAX( MAXWRK, 2*M+M*
418 $ ILAENV( 1, 'ZUNGBR', 'Q', M, M, N, -1 ) )
419 MAXWRK = MAXWRK + M*N
420 MINWRK = MINWRK + M*M
421 ELSE IF( WNTQS ) THEN
422 MAXWRK = MAX( MAXWRK, 2*M+M*
423 $ ILAENV( 1, 'ZUNGBR', 'P', M, N, M, -1 ) )
424 MAXWRK = MAX( MAXWRK, 2*M+M*
425 $ ILAENV( 1, 'ZUNGBR', 'Q', M, M, N, -1 ) )
426 ELSE IF( WNTQA ) THEN
427 MAXWRK = MAX( MAXWRK, 2*M+N*
428 $ ILAENV( 1, 'ZUNGBR', 'P', N, N, M, -1 ) )
429 MAXWRK = MAX( MAXWRK, 2*M+M*
430 $ ILAENV( 1, 'ZUNGBR', 'Q', M, M, N, -1 ) )
431 END IF
432 ELSE
433 *
434 * Path 6t (N greater than M, but not much larger)
435 *
436 MAXWRK = 2*M + ( M+N )*ILAENV( 1, 'ZGEBRD', ' ', M, N,
437 $ -1, -1 )
438 MINWRK = 2*M + N
439 IF( WNTQO ) THEN
440 MAXWRK = MAX( MAXWRK, 2*M+M*
441 $ ILAENV( 1, 'ZUNMBR', 'PRC', M, N, M, -1 ) )
442 MAXWRK = MAX( MAXWRK, 2*M+M*
443 $ ILAENV( 1, 'ZUNMBR', 'QLN', M, M, N, -1 ) )
444 MAXWRK = MAXWRK + M*N
445 MINWRK = MINWRK + M*M
446 ELSE IF( WNTQS ) THEN
447 MAXWRK = MAX( MAXWRK, 2*M+M*
448 $ ILAENV( 1, 'ZUNGBR', 'PRC', M, N, M, -1 ) )
449 MAXWRK = MAX( MAXWRK, 2*M+M*
450 $ ILAENV( 1, 'ZUNGBR', 'QLN', M, M, N, -1 ) )
451 ELSE IF( WNTQA ) THEN
452 MAXWRK = MAX( MAXWRK, 2*M+N*
453 $ ILAENV( 1, 'ZUNGBR', 'PRC', N, N, M, -1 ) )
454 MAXWRK = MAX( MAXWRK, 2*M+M*
455 $ ILAENV( 1, 'ZUNGBR', 'QLN', M, M, N, -1 ) )
456 END IF
457 END IF
458 END IF
459 MAXWRK = MAX( MAXWRK, MINWRK )
460 END IF
461 IF( INFO.EQ.0 ) THEN
462 WORK( 1 ) = MAXWRK
463 IF( LWORK.LT.MINWRK .AND. LWORK.NE.LQUERV )
464 $ INFO = -13
465 END IF
466 *
467 * Quick returns
468 *
469 IF( INFO.NE.0 ) THEN
470 CALL XERBLA( 'ZGESDD', -INFO )
471 RETURN
472 END IF
473 IF( LWORK.EQ.LQUERV )
474 $ RETURN
475 IF( M.EQ.0 .OR. N.EQ.0 ) THEN
476 RETURN
477 END IF
478 *
479 * Get machine constants
480 *
481 EPS = DLAMCH( 'P' )
482 SMLNUM = SQRT( DLAMCH( 'S' ) ) / EPS
483 BIGNUM = ONE / SMLNUM
484 *
485 * Scale A if max element outside range [SMLNUM,BIGNUM]
486 *
487 ANRM = ZLANGE( 'M', M, N, A, LDA, DUM )
488 ISCL = 0
489 IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
490 ISCL = 1
491 CALL ZLASCL( 'G', 0, 0, ANRM, SMLNUM, M, N, A, LDA, IERR )
492 ELSE IF( ANRM.GT.BIGNUM ) THEN
493 ISCL = 1
494 CALL ZLASCL( 'G', 0, 0, ANRM, BIGNUM, M, N, A, LDA, IERR )
495 END IF
496 *
497 IF( M.GE.N ) THEN
498 *
499 * A has at least as many rows as columns. If A has sufficiently
500 * more rows than columns, first reduce using the QR
501 * decomposition (if sufficient workspace available)
502 *
503 IF( M.GE.MNTHR1 ) THEN
504 *
505 IF( WNTQN ) THEN
506 *
507 * Path 1 (M much larger than N, JOBZ='N')
508 * No singular vectors to be computed
509 *
510 ITAU = 1
511 NWORK = ITAU + N
512 *
513 * Compute A=Q*R
514 * (CWorkspace: need 2*N, prefer N+N*NB)
515 * (RWorkspace: need 0)
516 *
517 CALL ZGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
518 $ LWORK-NWORK+1, IERR )
519 *
520 * Zero out below R
521 *
522 CALL ZLASET( 'L', N-1, N-1, CZERO, CZERO, A( 2, 1 ),
523 $ LDA )
524 IE = 1
525 ITAUQ = 1
526 ITAUP = ITAUQ + N
527 NWORK = ITAUP + N
528 *
529 * Bidiagonalize R in A
530 * (CWorkspace: need 3*N, prefer 2*N+2*N*NB)
531 * (RWorkspace: need N)
532 *
533 CALL ZGEBRD( N, N, A, LDA, S, RWORK( IE ), WORK( ITAUQ ),
534 $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
535 $ IERR )
536 NRWORK = IE + N
537 *
538 * Perform bidiagonal SVD, compute singular values only
539 * (CWorkspace: 0)
540 * (RWorkspace: need BDSPAN)
541 *
542 CALL DBDSDC( 'U', 'N', N, S, RWORK( IE ), DUM, 1, DUM, 1,
543 $ DUM, IDUM, RWORK( NRWORK ), IWORK, INFO )
544 *
545 ELSE IF( WNTQO ) THEN
546 *
547 * Path 2 (M much larger than N, JOBZ='O')
548 * N left singular vectors to be overwritten on A and
549 * N right singular vectors to be computed in VT
550 *
551 IU = 1
552 *
553 * WORK(IU) is N by N
554 *
555 LDWRKU = N
556 IR = IU + LDWRKU*N
557 IF( LWORK.GE.M*N+N*N+3*N ) THEN
558 *
559 * WORK(IR) is M by N
560 *
561 LDWRKR = M
562 ELSE
563 LDWRKR = ( LWORK-N*N-3*N ) / N
564 END IF
565 ITAU = IR + LDWRKR*N
566 NWORK = ITAU + N
567 *
568 * Compute A=Q*R
569 * (CWorkspace: need N*N+2*N, prefer M*N+N+N*NB)
570 * (RWorkspace: 0)
571 *
572 CALL ZGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
573 $ LWORK-NWORK+1, IERR )
574 *
575 * Copy R to WORK( IR ), zeroing out below it
576 *
577 CALL ZLACPY( 'U', N, N, A, LDA, WORK( IR ), LDWRKR )
578 CALL ZLASET( 'L', N-1, N-1, CZERO, CZERO, WORK( IR+1 ),
579 $ LDWRKR )
580 *
581 * Generate Q in A
582 * (CWorkspace: need 2*N, prefer N+N*NB)
583 * (RWorkspace: 0)
584 *
585 CALL ZUNGQR( M, N, N, A, LDA, WORK( ITAU ),
586 $ WORK( NWORK ), LWORK-NWORK+1, IERR )
587 IE = 1
588 ITAUQ = ITAU
589 ITAUP = ITAUQ + N
590 NWORK = ITAUP + N
591 *
592 * Bidiagonalize R in WORK(IR)
593 * (CWorkspace: need N*N+3*N, prefer M*N+2*N+2*N*NB)
594 * (RWorkspace: need N)
595 *
596 CALL ZGEBRD( N, N, WORK( IR ), LDWRKR, S, RWORK( IE ),
597 $ WORK( ITAUQ ), WORK( ITAUP ), WORK( NWORK ),
598 $ LWORK-NWORK+1, IERR )
599 *
600 * Perform bidiagonal SVD, computing left singular vectors
601 * of R in WORK(IRU) and computing right singular vectors
602 * of R in WORK(IRVT)
603 * (CWorkspace: need 0)
604 * (RWorkspace: need BDSPAC)
605 *
606 IRU = IE + N
607 IRVT = IRU + N*N
608 NRWORK = IRVT + N*N
609 CALL DBDSDC( 'U', 'I', N, S, RWORK( IE ), RWORK( IRU ),
610 $ N, RWORK( IRVT ), N, DUM, IDUM,
611 $ RWORK( NRWORK ), IWORK, INFO )
612 *
613 * Copy real matrix RWORK(IRU) to complex matrix WORK(IU)
614 * Overwrite WORK(IU) by the left singular vectors of R
615 * (CWorkspace: need 2*N*N+3*N, prefer M*N+N*N+2*N+N*NB)
616 * (RWorkspace: 0)
617 *
618 CALL ZLACP2( 'F', N, N, RWORK( IRU ), N, WORK( IU ),
619 $ LDWRKU )
620 CALL ZUNMBR( 'Q', 'L', 'N', N, N, N, WORK( IR ), LDWRKR,
621 $ WORK( ITAUQ ), WORK( IU ), LDWRKU,
622 $ WORK( NWORK ), LWORK-NWORK+1, IERR )
623 *
624 * Copy real matrix RWORK(IRVT) to complex matrix VT
625 * Overwrite VT by the right singular vectors of R
626 * (CWorkspace: need N*N+3*N, prefer M*N+2*N+N*NB)
627 * (RWorkspace: 0)
628 *
629 CALL ZLACP2( 'F', N, N, RWORK( IRVT ), N, VT, LDVT )
630 CALL ZUNMBR( 'P', 'R', 'C', N, N, N, WORK( IR ), LDWRKR,
631 $ WORK( ITAUP ), VT, LDVT, WORK( NWORK ),
632 $ LWORK-NWORK+1, IERR )
633 *
634 * Multiply Q in A by left singular vectors of R in
635 * WORK(IU), storing result in WORK(IR) and copying to A
636 * (CWorkspace: need 2*N*N, prefer N*N+M*N)
637 * (RWorkspace: 0)
638 *
639 DO 10 I = 1, M, LDWRKR
640 CHUNK = MIN( M-I+1, LDWRKR )
641 CALL ZGEMM( 'N', 'N', CHUNK, N, N, CONE, A( I, 1 ),
642 $ LDA, WORK( IU ), LDWRKU, CZERO,
643 $ WORK( IR ), LDWRKR )
644 CALL ZLACPY( 'F', CHUNK, N, WORK( IR ), LDWRKR,
645 $ A( I, 1 ), LDA )
646 10 CONTINUE
647 *
648 ELSE IF( WNTQS ) THEN
649 *
650 * Path 3 (M much larger than N, JOBZ='S')
651 * N left singular vectors to be computed in U and
652 * N right singular vectors to be computed in VT
653 *
654 IR = 1
655 *
656 * WORK(IR) is N by N
657 *
658 LDWRKR = N
659 ITAU = IR + LDWRKR*N
660 NWORK = ITAU + N
661 *
662 * Compute A=Q*R
663 * (CWorkspace: need N*N+2*N, prefer N*N+N+N*NB)
664 * (RWorkspace: 0)
665 *
666 CALL ZGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
667 $ LWORK-NWORK+1, IERR )
668 *
669 * Copy R to WORK(IR), zeroing out below it
670 *
671 CALL ZLACPY( 'U', N, N, A, LDA, WORK( IR ), LDWRKR )
672 CALL ZLASET( 'L', N-1, N-1, CZERO, CZERO, WORK( IR+1 ),
673 $ LDWRKR )
674 *
675 * Generate Q in A
676 * (CWorkspace: need 2*N, prefer N+N*NB)
677 * (RWorkspace: 0)
678 *
679 CALL ZUNGQR( M, N, N, A, LDA, WORK( ITAU ),
680 $ WORK( NWORK ), LWORK-NWORK+1, IERR )
681 IE = 1
682 ITAUQ = ITAU
683 ITAUP = ITAUQ + N
684 NWORK = ITAUP + N
685 *
686 * Bidiagonalize R in WORK(IR)
687 * (CWorkspace: need N*N+3*N, prefer N*N+2*N+2*N*NB)
688 * (RWorkspace: need N)
689 *
690 CALL ZGEBRD( N, N, WORK( IR ), LDWRKR, S, RWORK( IE ),
691 $ WORK( ITAUQ ), WORK( ITAUP ), WORK( NWORK ),
692 $ LWORK-NWORK+1, IERR )
693 *
694 * Perform bidiagonal SVD, computing left singular vectors
695 * of bidiagonal matrix in RWORK(IRU) and computing right
696 * singular vectors of bidiagonal matrix in RWORK(IRVT)
697 * (CWorkspace: need 0)
698 * (RWorkspace: need BDSPAC)
699 *
700 IRU = IE + N
701 IRVT = IRU + N*N
702 NRWORK = IRVT + N*N
703 CALL DBDSDC( 'U', 'I', N, S, RWORK( IE ), RWORK( IRU ),
704 $ N, RWORK( IRVT ), N, DUM, IDUM,
705 $ RWORK( NRWORK ), IWORK, INFO )
706 *
707 * Copy real matrix RWORK(IRU) to complex matrix U
708 * Overwrite U by left singular vectors of R
709 * (CWorkspace: need N*N+3*N, prefer N*N+2*N+N*NB)
710 * (RWorkspace: 0)
711 *
712 CALL ZLACP2( 'F', N, N, RWORK( IRU ), N, U, LDU )
713 CALL ZUNMBR( 'Q', 'L', 'N', N, N, N, WORK( IR ), LDWRKR,
714 $ WORK( ITAUQ ), U, LDU, WORK( NWORK ),
715 $ LWORK-NWORK+1, IERR )
716 *
717 * Copy real matrix RWORK(IRVT) to complex matrix VT
718 * Overwrite VT by right singular vectors of R
719 * (CWorkspace: need N*N+3*N, prefer N*N+2*N+N*NB)
720 * (RWorkspace: 0)
721 *
722 CALL ZLACP2( 'F', N, N, RWORK( IRVT ), N, VT, LDVT )
723 CALL ZUNMBR( 'P', 'R', 'C', N, N, N, WORK( IR ), LDWRKR,
724 $ WORK( ITAUP ), VT, LDVT, WORK( NWORK ),
725 $ LWORK-NWORK+1, IERR )
726 *
727 * Multiply Q in A by left singular vectors of R in
728 * WORK(IR), storing result in U
729 * (CWorkspace: need N*N)
730 * (RWorkspace: 0)
731 *
732 CALL ZLACPY( 'F', N, N, U, LDU, WORK( IR ), LDWRKR )
733 CALL ZGEMM( 'N', 'N', M, N, N, CONE, A, LDA, WORK( IR ),
734 $ LDWRKR, CZERO, U, LDU )
735 *
736 ELSE IF( WNTQA ) THEN
737 *
738 * Path 4 (M much larger than N, JOBZ='A')
739 * M left singular vectors to be computed in U and
740 * N right singular vectors to be computed in VT
741 *
742 IU = 1
743 *
744 * WORK(IU) is N by N
745 *
746 LDWRKU = N
747 ITAU = IU + LDWRKU*N
748 NWORK = ITAU + N
749 *
750 * Compute A=Q*R, copying result to U
751 * (CWorkspace: need 2*N, prefer N+N*NB)
752 * (RWorkspace: 0)
753 *
754 CALL ZGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
755 $ LWORK-NWORK+1, IERR )
756 CALL ZLACPY( 'L', M, N, A, LDA, U, LDU )
757 *
758 * Generate Q in U
759 * (CWorkspace: need N+M, prefer N+M*NB)
760 * (RWorkspace: 0)
761 *
762 CALL ZUNGQR( M, M, N, U, LDU, WORK( ITAU ),
763 $ WORK( NWORK ), LWORK-NWORK+1, IERR )
764 *
765 * Produce R in A, zeroing out below it
766 *
767 CALL ZLASET( 'L', N-1, N-1, CZERO, CZERO, A( 2, 1 ),
768 $ LDA )
769 IE = 1
770 ITAUQ = ITAU
771 ITAUP = ITAUQ + N
772 NWORK = ITAUP + N
773 *
774 * Bidiagonalize R in A
775 * (CWorkspace: need 3*N, prefer 2*N+2*N*NB)
776 * (RWorkspace: need N)
777 *
778 CALL ZGEBRD( N, N, A, LDA, S, RWORK( IE ), WORK( ITAUQ ),
779 $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
780 $ IERR )
781 IRU = IE + N
782 IRVT = IRU + N*N
783 NRWORK = IRVT + N*N
784 *
785 * Perform bidiagonal SVD, computing left singular vectors
786 * of bidiagonal matrix in RWORK(IRU) and computing right
787 * singular vectors of bidiagonal matrix in RWORK(IRVT)
788 * (CWorkspace: need 0)
789 * (RWorkspace: need BDSPAC)
790 *
791 CALL DBDSDC( 'U', 'I', N, S, RWORK( IE ), RWORK( IRU ),
792 $ N, RWORK( IRVT ), N, DUM, IDUM,
793 $ RWORK( NRWORK ), IWORK, INFO )
794 *
795 * Copy real matrix RWORK(IRU) to complex matrix WORK(IU)
796 * Overwrite WORK(IU) by left singular vectors of R
797 * (CWorkspace: need N*N+3*N, prefer N*N+2*N+N*NB)
798 * (RWorkspace: 0)
799 *
800 CALL ZLACP2( 'F', N, N, RWORK( IRU ), N, WORK( IU ),
801 $ LDWRKU )
802 CALL ZUNMBR( 'Q', 'L', 'N', N, N, N, A, LDA,
803 $ WORK( ITAUQ ), WORK( IU ), LDWRKU,
804 $ WORK( NWORK ), LWORK-NWORK+1, IERR )
805 *
806 * Copy real matrix RWORK(IRVT) to complex matrix VT
807 * Overwrite VT by right singular vectors of R
808 * (CWorkspace: need 3*N, prefer 2*N+N*NB)
809 * (RWorkspace: 0)
810 *
811 CALL ZLACP2( 'F', N, N, RWORK( IRVT ), N, VT, LDVT )
812 CALL ZUNMBR( 'P', 'R', 'C', N, N, N, A, LDA,
813 $ WORK( ITAUP ), VT, LDVT, WORK( NWORK ),
814 $ LWORK-NWORK+1, IERR )
815 *
816 * Multiply Q in U by left singular vectors of R in
817 * WORK(IU), storing result in A
818 * (CWorkspace: need N*N)
819 * (RWorkspace: 0)
820 *
821 CALL ZGEMM( 'N', 'N', M, N, N, CONE, U, LDU, WORK( IU ),
822 $ LDWRKU, CZERO, A, LDA )
823 *
824 * Copy left singular vectors of A from A to U
825 *
826 CALL ZLACPY( 'F', M, N, A, LDA, U, LDU )
827 *
828 END IF
829 *
830 ELSE IF( M.GE.MNTHR2 ) THEN
831 *
832 * MNTHR2 <= M < MNTHR1
833 *
834 * Path 5 (M much larger than N, but not as much as MNTHR1)
835 * Reduce to bidiagonal form without QR decomposition, use
836 * ZUNGBR and matrix multiplication to compute singular vectors
837 *
838 IE = 1
839 NRWORK = IE + N
840 ITAUQ = 1
841 ITAUP = ITAUQ + N
842 NWORK = ITAUP + N
843 *
844 * Bidiagonalize A
845 * (CWorkspace: need 2*N+M, prefer 2*N+(M+N)*NB)
846 * (RWorkspace: need N)
847 *
848 CALL ZGEBRD( M, N, A, LDA, S, RWORK( IE ), WORK( ITAUQ ),
849 $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
850 $ IERR )
851 IF( WNTQN ) THEN
852 *
853 * Compute singular values only
854 * (Cworkspace: 0)
855 * (Rworkspace: need BDSPAN)
856 *
857 CALL DBDSDC( 'U', 'N', N, S, RWORK( IE ), DUM, 1, DUM, 1,
858 $ DUM, IDUM, RWORK( NRWORK ), IWORK, INFO )
859 ELSE IF( WNTQO ) THEN
860 IU = NWORK
861 IRU = NRWORK
862 IRVT = IRU + N*N
863 NRWORK = IRVT + N*N
864 *
865 * Copy A to VT, generate P**H
866 * (Cworkspace: need 2*N, prefer N+N*NB)
867 * (Rworkspace: 0)
868 *
869 CALL ZLACPY( 'U', N, N, A, LDA, VT, LDVT )
870 CALL ZUNGBR( 'P', N, N, N, VT, LDVT, WORK( ITAUP ),
871 $ WORK( NWORK ), LWORK-NWORK+1, IERR )
872 *
873 * Generate Q in A
874 * (CWorkspace: need 2*N, prefer N+N*NB)
875 * (RWorkspace: 0)
876 *
877 CALL ZUNGBR( 'Q', M, N, N, A, LDA, WORK( ITAUQ ),
878 $ WORK( NWORK ), LWORK-NWORK+1, IERR )
879 *
880 IF( LWORK.GE.M*N+3*N ) THEN
881 *
882 * WORK( IU ) is M by N
883 *
884 LDWRKU = M
885 ELSE
886 *
887 * WORK(IU) is LDWRKU by N
888 *
889 LDWRKU = ( LWORK-3*N ) / N
890 END IF
891 NWORK = IU + LDWRKU*N
892 *
893 * Perform bidiagonal SVD, computing left singular vectors
894 * of bidiagonal matrix in RWORK(IRU) and computing right
895 * singular vectors of bidiagonal matrix in RWORK(IRVT)
896 * (CWorkspace: need 0)
897 * (RWorkspace: need BDSPAC)
898 *
899 CALL DBDSDC( 'U', 'I', N, S, RWORK( IE ), RWORK( IRU ),
900 $ N, RWORK( IRVT ), N, DUM, IDUM,
901 $ RWORK( NRWORK ), IWORK, INFO )
902 *
903 * Multiply real matrix RWORK(IRVT) by P**H in VT,
904 * storing the result in WORK(IU), copying to VT
905 * (Cworkspace: need 0)
906 * (Rworkspace: need 3*N*N)
907 *
908 CALL ZLARCM( N, N, RWORK( IRVT ), N, VT, LDVT,
909 $ WORK( IU ), LDWRKU, RWORK( NRWORK ) )
910 CALL ZLACPY( 'F', N, N, WORK( IU ), LDWRKU, VT, LDVT )
911 *
912 * Multiply Q in A by real matrix RWORK(IRU), storing the
913 * result in WORK(IU), copying to A
914 * (CWorkspace: need N*N, prefer M*N)
915 * (Rworkspace: need 3*N*N, prefer N*N+2*M*N)
916 *
917 NRWORK = IRVT
918 DO 20 I = 1, M, LDWRKU
919 CHUNK = MIN( M-I+1, LDWRKU )
920 CALL ZLACRM( CHUNK, N, A( I, 1 ), LDA, RWORK( IRU ),
921 $ N, WORK( IU ), LDWRKU, RWORK( NRWORK ) )
922 CALL ZLACPY( 'F', CHUNK, N, WORK( IU ), LDWRKU,
923 $ A( I, 1 ), LDA )
924 20 CONTINUE
925 *
926 ELSE IF( WNTQS ) THEN
927 *
928 * Copy A to VT, generate P**H
929 * (Cworkspace: need 2*N, prefer N+N*NB)
930 * (Rworkspace: 0)
931 *
932 CALL ZLACPY( 'U', N, N, A, LDA, VT, LDVT )
933 CALL ZUNGBR( 'P', N, N, N, VT, LDVT, WORK( ITAUP ),
934 $ WORK( NWORK ), LWORK-NWORK+1, IERR )
935 *
936 * Copy A to U, generate Q
937 * (Cworkspace: need 2*N, prefer N+N*NB)
938 * (Rworkspace: 0)
939 *
940 CALL ZLACPY( 'L', M, N, A, LDA, U, LDU )
941 CALL ZUNGBR( 'Q', M, N, N, U, LDU, WORK( ITAUQ ),
942 $ WORK( NWORK ), LWORK-NWORK+1, IERR )
943 *
944 * Perform bidiagonal SVD, computing left singular vectors
945 * of bidiagonal matrix in RWORK(IRU) and computing right
946 * singular vectors of bidiagonal matrix in RWORK(IRVT)
947 * (CWorkspace: need 0)
948 * (RWorkspace: need BDSPAC)
949 *
950 IRU = NRWORK
951 IRVT = IRU + N*N
952 NRWORK = IRVT + N*N
953 CALL DBDSDC( 'U', 'I', N, S, RWORK( IE ), RWORK( IRU ),
954 $ N, RWORK( IRVT ), N, DUM, IDUM,
955 $ RWORK( NRWORK ), IWORK, INFO )
956 *
957 * Multiply real matrix RWORK(IRVT) by P**H in VT,
958 * storing the result in A, copying to VT
959 * (Cworkspace: need 0)
960 * (Rworkspace: need 3*N*N)
961 *
962 CALL ZLARCM( N, N, RWORK( IRVT ), N, VT, LDVT, A, LDA,
963 $ RWORK( NRWORK ) )
964 CALL ZLACPY( 'F', N, N, A, LDA, VT, LDVT )
965 *
966 * Multiply Q in U by real matrix RWORK(IRU), storing the
967 * result in A, copying to U
968 * (CWorkspace: need 0)
969 * (Rworkspace: need N*N+2*M*N)
970 *
971 NRWORK = IRVT
972 CALL ZLACRM( M, N, U, LDU, RWORK( IRU ), N, A, LDA,
973 $ RWORK( NRWORK ) )
974 CALL ZLACPY( 'F', M, N, A, LDA, U, LDU )
975 ELSE
976 *
977 * Copy A to VT, generate P**H
978 * (Cworkspace: need 2*N, prefer N+N*NB)
979 * (Rworkspace: 0)
980 *
981 CALL ZLACPY( 'U', N, N, A, LDA, VT, LDVT )
982 CALL ZUNGBR( 'P', N, N, N, VT, LDVT, WORK( ITAUP ),
983 $ WORK( NWORK ), LWORK-NWORK+1, IERR )
984 *
985 * Copy A to U, generate Q
986 * (Cworkspace: need 2*N, prefer N+N*NB)
987 * (Rworkspace: 0)
988 *
989 CALL ZLACPY( 'L', M, N, A, LDA, U, LDU )
990 CALL ZUNGBR( 'Q', M, M, N, U, LDU, WORK( ITAUQ ),
991 $ WORK( NWORK ), LWORK-NWORK+1, IERR )
992 *
993 * Perform bidiagonal SVD, computing left singular vectors
994 * of bidiagonal matrix in RWORK(IRU) and computing right
995 * singular vectors of bidiagonal matrix in RWORK(IRVT)
996 * (CWorkspace: need 0)
997 * (RWorkspace: need BDSPAC)
998 *
999 IRU = NRWORK
1000 IRVT = IRU + N*N
1001 NRWORK = IRVT + N*N
1002 CALL DBDSDC( 'U', 'I', N, S, RWORK( IE ), RWORK( IRU ),
1003 $ N, RWORK( IRVT ), N, DUM, IDUM,
1004 $ RWORK( NRWORK ), IWORK, INFO )
1005 *
1006 * Multiply real matrix RWORK(IRVT) by P**H in VT,
1007 * storing the result in A, copying to VT
1008 * (Cworkspace: need 0)
1009 * (Rworkspace: need 3*N*N)
1010 *
1011 CALL ZLARCM( N, N, RWORK( IRVT ), N, VT, LDVT, A, LDA,
1012 $ RWORK( NRWORK ) )
1013 CALL ZLACPY( 'F', N, N, A, LDA, VT, LDVT )
1014 *
1015 * Multiply Q in U by real matrix RWORK(IRU), storing the
1016 * result in A, copying to U
1017 * (CWorkspace: 0)
1018 * (Rworkspace: need 3*N*N)
1019 *
1020 NRWORK = IRVT
1021 CALL ZLACRM( M, N, U, LDU, RWORK( IRU ), N, A, LDA,
1022 $ RWORK( NRWORK ) )
1023 CALL ZLACPY( 'F', M, N, A, LDA, U, LDU )
1024 END IF
1025 *
1026 ELSE
1027 *
1028 * M .LT. MNTHR2
1029 *
1030 * Path 6 (M at least N, but not much larger)
1031 * Reduce to bidiagonal form without QR decomposition
1032 * Use ZUNMBR to compute singular vectors
1033 *
1034 IE = 1
1035 NRWORK = IE + N
1036 ITAUQ = 1
1037 ITAUP = ITAUQ + N
1038 NWORK = ITAUP + N
1039 *
1040 * Bidiagonalize A
1041 * (CWorkspace: need 2*N+M, prefer 2*N+(M+N)*NB)
1042 * (RWorkspace: need N)
1043 *
1044 CALL ZGEBRD( M, N, A, LDA, S, RWORK( IE ), WORK( ITAUQ ),
1045 $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
1046 $ IERR )
1047 IF( WNTQN ) THEN
1048 *
1049 * Compute singular values only
1050 * (Cworkspace: 0)
1051 * (Rworkspace: need BDSPAN)
1052 *
1053 CALL DBDSDC( 'U', 'N', N, S, RWORK( IE ), DUM, 1, DUM, 1,
1054 $ DUM, IDUM, RWORK( NRWORK ), IWORK, INFO )
1055 ELSE IF( WNTQO ) THEN
1056 IU = NWORK
1057 IRU = NRWORK
1058 IRVT = IRU + N*N
1059 NRWORK = IRVT + N*N
1060 IF( LWORK.GE.M*N+3*N ) THEN
1061 *
1062 * WORK( IU ) is M by N
1063 *
1064 LDWRKU = M
1065 ELSE
1066 *
1067 * WORK( IU ) is LDWRKU by N
1068 *
1069 LDWRKU = ( LWORK-3*N ) / N
1070 END IF
1071 NWORK = IU + LDWRKU*N
1072 *
1073 * Perform bidiagonal SVD, computing left singular vectors
1074 * of bidiagonal matrix in RWORK(IRU) and computing right
1075 * singular vectors of bidiagonal matrix in RWORK(IRVT)
1076 * (CWorkspace: need 0)
1077 * (RWorkspace: need BDSPAC)
1078 *
1079 CALL DBDSDC( 'U', 'I', N, S, RWORK( IE ), RWORK( IRU ),
1080 $ N, RWORK( IRVT ), N, DUM, IDUM,
1081 $ RWORK( NRWORK ), IWORK, INFO )
1082 *
1083 * Copy real matrix RWORK(IRVT) to complex matrix VT
1084 * Overwrite VT by right singular vectors of A
1085 * (Cworkspace: need 2*N, prefer N+N*NB)
1086 * (Rworkspace: need 0)
1087 *
1088 CALL ZLACP2( 'F', N, N, RWORK( IRVT ), N, VT, LDVT )
1089 CALL ZUNMBR( 'P', 'R', 'C', N, N, N, A, LDA,
1090 $ WORK( ITAUP ), VT, LDVT, WORK( NWORK ),
1091 $ LWORK-NWORK+1, IERR )
1092 *
1093 IF( LWORK.GE.M*N+3*N ) THEN
1094 *
1095 * Copy real matrix RWORK(IRU) to complex matrix WORK(IU)
1096 * Overwrite WORK(IU) by left singular vectors of A, copying
1097 * to A
1098 * (Cworkspace: need M*N+2*N, prefer M*N+N+N*NB)
1099 * (Rworkspace: need 0)
1100 *
1101 CALL ZLASET( 'F', M, N, CZERO, CZERO, WORK( IU ),
1102 $ LDWRKU )
1103 CALL ZLACP2( 'F', N, N, RWORK( IRU ), N, WORK( IU ),
1104 $ LDWRKU )
1105 CALL ZUNMBR( 'Q', 'L', 'N', M, N, N, A, LDA,
1106 $ WORK( ITAUQ ), WORK( IU ), LDWRKU,
1107 $ WORK( NWORK ), LWORK-NWORK+1, IERR )
1108 CALL ZLACPY( 'F', M, N, WORK( IU ), LDWRKU, A, LDA )
1109 ELSE
1110 *
1111 * Generate Q in A
1112 * (Cworkspace: need 2*N, prefer N+N*NB)
1113 * (Rworkspace: need 0)
1114 *
1115 CALL ZUNGBR( 'Q', M, N, N, A, LDA, WORK( ITAUQ ),
1116 $ WORK( NWORK ), LWORK-NWORK+1, IERR )
1117 *
1118 * Multiply Q in A by real matrix RWORK(IRU), storing the
1119 * result in WORK(IU), copying to A
1120 * (CWorkspace: need N*N, prefer M*N)
1121 * (Rworkspace: need 3*N*N, prefer N*N+2*M*N)
1122 *
1123 NRWORK = IRVT
1124 DO 30 I = 1, M, LDWRKU
1125 CHUNK = MIN( M-I+1, LDWRKU )
1126 CALL ZLACRM( CHUNK, N, A( I, 1 ), LDA,
1127 $ RWORK( IRU ), N, WORK( IU ), LDWRKU,
1128 $ RWORK( NRWORK ) )
1129 CALL ZLACPY( 'F', CHUNK, N, WORK( IU ), LDWRKU,
1130 $ A( I, 1 ), LDA )
1131 30 CONTINUE
1132 END IF
1133 *
1134 ELSE IF( WNTQS ) THEN
1135 *
1136 * Perform bidiagonal SVD, computing left singular vectors
1137 * of bidiagonal matrix in RWORK(IRU) and computing right
1138 * singular vectors of bidiagonal matrix in RWORK(IRVT)
1139 * (CWorkspace: need 0)
1140 * (RWorkspace: need BDSPAC)
1141 *
1142 IRU = NRWORK
1143 IRVT = IRU + N*N
1144 NRWORK = IRVT + N*N
1145 CALL DBDSDC( 'U', 'I', N, S, RWORK( IE ), RWORK( IRU ),
1146 $ N, RWORK( IRVT ), N, DUM, IDUM,
1147 $ RWORK( NRWORK ), IWORK, INFO )
1148 *
1149 * Copy real matrix RWORK(IRU) to complex matrix U
1150 * Overwrite U by left singular vectors of A
1151 * (CWorkspace: need 3*N, prefer 2*N+N*NB)
1152 * (RWorkspace: 0)
1153 *
1154 CALL ZLASET( 'F', M, N, CZERO, CZERO, U, LDU )
1155 CALL ZLACP2( 'F', N, N, RWORK( IRU ), N, U, LDU )
1156 CALL ZUNMBR( 'Q', 'L', 'N', M, N, N, A, LDA,
1157 $ WORK( ITAUQ ), U, LDU, WORK( NWORK ),
1158 $ LWORK-NWORK+1, IERR )
1159 *
1160 * Copy real matrix RWORK(IRVT) to complex matrix VT
1161 * Overwrite VT by right singular vectors of A
1162 * (CWorkspace: need 3*N, prefer 2*N+N*NB)
1163 * (RWorkspace: 0)
1164 *
1165 CALL ZLACP2( 'F', N, N, RWORK( IRVT ), N, VT, LDVT )
1166 CALL ZUNMBR( 'P', 'R', 'C', N, N, N, A, LDA,
1167 $ WORK( ITAUP ), VT, LDVT, WORK( NWORK ),
1168 $ LWORK-NWORK+1, IERR )
1169 ELSE
1170 *
1171 * Perform bidiagonal SVD, computing left singular vectors
1172 * of bidiagonal matrix in RWORK(IRU) and computing right
1173 * singular vectors of bidiagonal matrix in RWORK(IRVT)
1174 * (CWorkspace: need 0)
1175 * (RWorkspace: need BDSPAC)
1176 *
1177 IRU = NRWORK
1178 IRVT = IRU + N*N
1179 NRWORK = IRVT + N*N
1180 CALL DBDSDC( 'U', 'I', N, S, RWORK( IE ), RWORK( IRU ),
1181 $ N, RWORK( IRVT ), N, DUM, IDUM,
1182 $ RWORK( NRWORK ), IWORK, INFO )
1183 *
1184 * Set the right corner of U to identity matrix
1185 *
1186 CALL ZLASET( 'F', M, M, CZERO, CZERO, U, LDU )
1187 IF( M.GT.N ) THEN
1188 CALL ZLASET( 'F', M-N, M-N, CZERO, CONE,
1189 $ U( N+1, N+1 ), LDU )
1190 END IF
1191 *
1192 * Copy real matrix RWORK(IRU) to complex matrix U
1193 * Overwrite U by left singular vectors of A
1194 * (CWorkspace: need 2*N+M, prefer 2*N+M*NB)
1195 * (RWorkspace: 0)
1196 *
1197 CALL ZLACP2( 'F', N, N, RWORK( IRU ), N, U, LDU )
1198 CALL ZUNMBR( 'Q', 'L', 'N', M, M, N, A, LDA,
1199 $ WORK( ITAUQ ), U, LDU, WORK( NWORK ),
1200 $ LWORK-NWORK+1, IERR )
1201 *
1202 * Copy real matrix RWORK(IRVT) to complex matrix VT
1203 * Overwrite VT by right singular vectors of A
1204 * (CWorkspace: need 3*N, prefer 2*N+N*NB)
1205 * (RWorkspace: 0)
1206 *
1207 CALL ZLACP2( 'F', N, N, RWORK( IRVT ), N, VT, LDVT )
1208 CALL ZUNMBR( 'P', 'R', 'C', N, N, N, A, LDA,
1209 $ WORK( ITAUP ), VT, LDVT, WORK( NWORK ),
1210 $ LWORK-NWORK+1, IERR )
1211 END IF
1212 *
1213 END IF
1214 *
1215 ELSE
1216 *
1217 * A has more columns than rows. If A has sufficiently more
1218 * columns than rows, first reduce using the LQ decomposition (if
1219 * sufficient workspace available)
1220 *
1221 IF( N.GE.MNTHR1 ) THEN
1222 *
1223 IF( WNTQN ) THEN
1224 *
1225 * Path 1t (N much larger than M, JOBZ='N')
1226 * No singular vectors to be computed
1227 *
1228 ITAU = 1
1229 NWORK = ITAU + M
1230 *
1231 * Compute A=L*Q
1232 * (CWorkspace: need 2*M, prefer M+M*NB)
1233 * (RWorkspace: 0)
1234 *
1235 CALL ZGELQF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
1236 $ LWORK-NWORK+1, IERR )
1237 *
1238 * Zero out above L
1239 *
1240 CALL ZLASET( 'U', M-1, M-1, CZERO, CZERO, A( 1, 2 ),
1241 $ LDA )
1242 IE = 1
1243 ITAUQ = 1
1244 ITAUP = ITAUQ + M
1245 NWORK = ITAUP + M
1246 *
1247 * Bidiagonalize L in A
1248 * (CWorkspace: need 3*M, prefer 2*M+2*M*NB)
1249 * (RWorkspace: need M)
1250 *
1251 CALL ZGEBRD( M, M, A, LDA, S, RWORK( IE ), WORK( ITAUQ ),
1252 $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
1253 $ IERR )
1254 NRWORK = IE + M
1255 *
1256 * Perform bidiagonal SVD, compute singular values only
1257 * (CWorkspace: 0)
1258 * (RWorkspace: need BDSPAN)
1259 *
1260 CALL DBDSDC( 'U', 'N', M, S, RWORK( IE ), DUM, 1, DUM, 1,
1261 $ DUM, IDUM, RWORK( NRWORK ), IWORK, INFO )
1262 *
1263 ELSE IF( WNTQO ) THEN
1264 *
1265 * Path 2t (N much larger than M, JOBZ='O')
1266 * M right singular vectors to be overwritten on A and
1267 * M left singular vectors to be computed in U
1268 *
1269 IVT = 1
1270 LDWKVT = M
1271 *
1272 * WORK(IVT) is M by M
1273 *
1274 IL = IVT + LDWKVT*M
1275 IF( LWORK.GE.M*N+M*M+3*M ) THEN
1276 *
1277 * WORK(IL) M by N
1278 *
1279 LDWRKL = M
1280 CHUNK = N
1281 ELSE
1282 *
1283 * WORK(IL) is M by CHUNK
1284 *
1285 LDWRKL = M
1286 CHUNK = ( LWORK-M*M-3*M ) / M
1287 END IF
1288 ITAU = IL + LDWRKL*CHUNK
1289 NWORK = ITAU + M
1290 *
1291 * Compute A=L*Q
1292 * (CWorkspace: need 2*M, prefer M+M*NB)
1293 * (RWorkspace: 0)
1294 *
1295 CALL ZGELQF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
1296 $ LWORK-NWORK+1, IERR )
1297 *
1298 * Copy L to WORK(IL), zeroing about above it
1299 *
1300 CALL ZLACPY( 'L', M, M, A, LDA, WORK( IL ), LDWRKL )
1301 CALL ZLASET( 'U', M-1, M-1, CZERO, CZERO,
1302 $ WORK( IL+LDWRKL ), LDWRKL )
1303 *
1304 * Generate Q in A
1305 * (CWorkspace: need M*M+2*M, prefer M*M+M+M*NB)
1306 * (RWorkspace: 0)
1307 *
1308 CALL ZUNGLQ( M, N, M, A, LDA, WORK( ITAU ),
1309 $ WORK( NWORK ), LWORK-NWORK+1, IERR )
1310 IE = 1
1311 ITAUQ = ITAU
1312 ITAUP = ITAUQ + M
1313 NWORK = ITAUP + M
1314 *
1315 * Bidiagonalize L in WORK(IL)
1316 * (CWorkspace: need M*M+3*M, prefer M*M+2*M+2*M*NB)
1317 * (RWorkspace: need M)
1318 *
1319 CALL ZGEBRD( M, M, WORK( IL ), LDWRKL, S, RWORK( IE ),
1320 $ WORK( ITAUQ ), WORK( ITAUP ), WORK( NWORK ),
1321 $ LWORK-NWORK+1, IERR )
1322 *
1323 * Perform bidiagonal SVD, computing left singular vectors
1324 * of bidiagonal matrix in RWORK(IRU) and computing right
1325 * singular vectors of bidiagonal matrix in RWORK(IRVT)
1326 * (CWorkspace: need 0)
1327 * (RWorkspace: need BDSPAC)
1328 *
1329 IRU = IE + M
1330 IRVT = IRU + M*M
1331 NRWORK = IRVT + M*M
1332 CALL DBDSDC( 'U', 'I', M, S, RWORK( IE ), RWORK( IRU ),
1333 $ M, RWORK( IRVT ), M, DUM, IDUM,
1334 $ RWORK( NRWORK ), IWORK, INFO )
1335 *
1336 * Copy real matrix RWORK(IRU) to complex matrix WORK(IU)
1337 * Overwrite WORK(IU) by the left singular vectors of L
1338 * (CWorkspace: need N*N+3*N, prefer M*N+2*N+N*NB)
1339 * (RWorkspace: 0)
1340 *
1341 CALL ZLACP2( 'F', M, M, RWORK( IRU ), M, U, LDU )
1342 CALL ZUNMBR( 'Q', 'L', 'N', M, M, M, WORK( IL ), LDWRKL,
1343 $ WORK( ITAUQ ), U, LDU, WORK( NWORK ),
1344 $ LWORK-NWORK+1, IERR )
1345 *
1346 * Copy real matrix RWORK(IRVT) to complex matrix WORK(IVT)
1347 * Overwrite WORK(IVT) by the right singular vectors of L
1348 * (CWorkspace: need N*N+3*N, prefer M*N+2*N+N*NB)
1349 * (RWorkspace: 0)
1350 *
1351 CALL ZLACP2( 'F', M, M, RWORK( IRVT ), M, WORK( IVT ),
1352 $ LDWKVT )
1353 CALL ZUNMBR( 'P', 'R', 'C', M, M, M, WORK( IL ), LDWRKL,
1354 $ WORK( ITAUP ), WORK( IVT ), LDWKVT,
1355 $ WORK( NWORK ), LWORK-NWORK+1, IERR )
1356 *
1357 * Multiply right singular vectors of L in WORK(IL) by Q
1358 * in A, storing result in WORK(IL) and copying to A
1359 * (CWorkspace: need 2*M*M, prefer M*M+M*N))
1360 * (RWorkspace: 0)
1361 *
1362 DO 40 I = 1, N, CHUNK
1363 BLK = MIN( N-I+1, CHUNK )
1364 CALL ZGEMM( 'N', 'N', M, BLK, M, CONE, WORK( IVT ), M,
1365 $ A( 1, I ), LDA, CZERO, WORK( IL ),
1366 $ LDWRKL )
1367 CALL ZLACPY( 'F', M, BLK, WORK( IL ), LDWRKL,
1368 $ A( 1, I ), LDA )
1369 40 CONTINUE
1370 *
1371 ELSE IF( WNTQS ) THEN
1372 *
1373 * Path 3t (N much larger than M, JOBZ='S')
1374 * M right singular vectors to be computed in VT and
1375 * M left singular vectors to be computed in U
1376 *
1377 IL = 1
1378 *
1379 * WORK(IL) is M by M
1380 *
1381 LDWRKL = M
1382 ITAU = IL + LDWRKL*M
1383 NWORK = ITAU + M
1384 *
1385 * Compute A=L*Q
1386 * (CWorkspace: need 2*M, prefer M+M*NB)
1387 * (RWorkspace: 0)
1388 *
1389 CALL ZGELQF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
1390 $ LWORK-NWORK+1, IERR )
1391 *
1392 * Copy L to WORK(IL), zeroing out above it
1393 *
1394 CALL ZLACPY( 'L', M, M, A, LDA, WORK( IL ), LDWRKL )
1395 CALL ZLASET( 'U', M-1, M-1, CZERO, CZERO,
1396 $ WORK( IL+LDWRKL ), LDWRKL )
1397 *
1398 * Generate Q in A
1399 * (CWorkspace: need M*M+2*M, prefer M*M+M+M*NB)
1400 * (RWorkspace: 0)
1401 *
1402 CALL ZUNGLQ( M, N, M, A, LDA, WORK( ITAU ),
1403 $ WORK( NWORK ), LWORK-NWORK+1, IERR )
1404 IE = 1
1405 ITAUQ = ITAU
1406 ITAUP = ITAUQ + M
1407 NWORK = ITAUP + M
1408 *
1409 * Bidiagonalize L in WORK(IL)
1410 * (CWorkspace: need M*M+3*M, prefer M*M+2*M+2*M*NB)
1411 * (RWorkspace: need M)
1412 *
1413 CALL ZGEBRD( M, M, WORK( IL ), LDWRKL, S, RWORK( IE ),
1414 $ WORK( ITAUQ ), WORK( ITAUP ), WORK( NWORK ),
1415 $ LWORK-NWORK+1, IERR )
1416 *
1417 * Perform bidiagonal SVD, computing left singular vectors
1418 * of bidiagonal matrix in RWORK(IRU) and computing right
1419 * singular vectors of bidiagonal matrix in RWORK(IRVT)
1420 * (CWorkspace: need 0)
1421 * (RWorkspace: need BDSPAC)
1422 *
1423 IRU = IE + M
1424 IRVT = IRU + M*M
1425 NRWORK = IRVT + M*M
1426 CALL DBDSDC( 'U', 'I', M, S, RWORK( IE ), RWORK( IRU ),
1427 $ M, RWORK( IRVT ), M, DUM, IDUM,
1428 $ RWORK( NRWORK ), IWORK, INFO )
1429 *
1430 * Copy real matrix RWORK(IRU) to complex matrix U
1431 * Overwrite U by left singular vectors of L
1432 * (CWorkspace: need M*M+3*M, prefer M*M+2*M+M*NB)
1433 * (RWorkspace: 0)
1434 *
1435 CALL ZLACP2( 'F', M, M, RWORK( IRU ), M, U, LDU )
1436 CALL ZUNMBR( 'Q', 'L', 'N', M, M, M, WORK( IL ), LDWRKL,
1437 $ WORK( ITAUQ ), U, LDU, WORK( NWORK ),
1438 $ LWORK-NWORK+1, IERR )
1439 *
1440 * Copy real matrix RWORK(IRVT) to complex matrix VT
1441 * Overwrite VT by left singular vectors of L
1442 * (CWorkspace: need M*M+3*M, prefer M*M+2*M+M*NB)
1443 * (RWorkspace: 0)
1444 *
1445 CALL ZLACP2( 'F', M, M, RWORK( IRVT ), M, VT, LDVT )
1446 CALL ZUNMBR( 'P', 'R', 'C', M, M, M, WORK( IL ), LDWRKL,
1447 $ WORK( ITAUP ), VT, LDVT, WORK( NWORK ),
1448 $ LWORK-NWORK+1, IERR )
1449 *
1450 * Copy VT to WORK(IL), multiply right singular vectors of L
1451 * in WORK(IL) by Q in A, storing result in VT
1452 * (CWorkspace: need M*M)
1453 * (RWorkspace: 0)
1454 *
1455 CALL ZLACPY( 'F', M, M, VT, LDVT, WORK( IL ), LDWRKL )
1456 CALL ZGEMM( 'N', 'N', M, N, M, CONE, WORK( IL ), LDWRKL,
1457 $ A, LDA, CZERO, VT, LDVT )
1458 *
1459 ELSE IF( WNTQA ) THEN
1460 *
1461 * Path 9t (N much larger than M, JOBZ='A')
1462 * N right singular vectors to be computed in VT and
1463 * M left singular vectors to be computed in U
1464 *
1465 IVT = 1
1466 *
1467 * WORK(IVT) is M by M
1468 *
1469 LDWKVT = M
1470 ITAU = IVT + LDWKVT*M
1471 NWORK = ITAU + M
1472 *
1473 * Compute A=L*Q, copying result to VT
1474 * (CWorkspace: need 2*M, prefer M+M*NB)
1475 * (RWorkspace: 0)
1476 *
1477 CALL ZGELQF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
1478 $ LWORK-NWORK+1, IERR )
1479 CALL ZLACPY( 'U', M, N, A, LDA, VT, LDVT )
1480 *
1481 * Generate Q in VT
1482 * (CWorkspace: need M+N, prefer M+N*NB)
1483 * (RWorkspace: 0)
1484 *
1485 CALL ZUNGLQ( N, N, M, VT, LDVT, WORK( ITAU ),
1486 $ WORK( NWORK ), LWORK-NWORK+1, IERR )
1487 *
1488 * Produce L in A, zeroing out above it
1489 *
1490 CALL ZLASET( 'U', M-1, M-1, CZERO, CZERO, A( 1, 2 ),
1491 $ LDA )
1492 IE = 1
1493 ITAUQ = ITAU
1494 ITAUP = ITAUQ + M
1495 NWORK = ITAUP + M
1496 *
1497 * Bidiagonalize L in A
1498 * (CWorkspace: need M*M+3*M, prefer M*M+2*M+2*M*NB)
1499 * (RWorkspace: need M)
1500 *
1501 CALL ZGEBRD( M, M, A, LDA, S, RWORK( IE ), WORK( ITAUQ ),
1502 $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
1503 $ IERR )
1504 *
1505 * Perform bidiagonal SVD, computing left singular vectors
1506 * of bidiagonal matrix in RWORK(IRU) and computing right
1507 * singular vectors of bidiagonal matrix in RWORK(IRVT)
1508 * (CWorkspace: need 0)
1509 * (RWorkspace: need BDSPAC)
1510 *
1511 IRU = IE + M
1512 IRVT = IRU + M*M
1513 NRWORK = IRVT + M*M
1514 CALL DBDSDC( 'U', 'I', M, S, RWORK( IE ), RWORK( IRU ),
1515 $ M, RWORK( IRVT ), M, DUM, IDUM,
1516 $ RWORK( NRWORK ), IWORK, INFO )
1517 *
1518 * Copy real matrix RWORK(IRU) to complex matrix U
1519 * Overwrite U by left singular vectors of L
1520 * (CWorkspace: need 3*M, prefer 2*M+M*NB)
1521 * (RWorkspace: 0)
1522 *
1523 CALL ZLACP2( 'F', M, M, RWORK( IRU ), M, U, LDU )
1524 CALL ZUNMBR( 'Q', 'L', 'N', M, M, M, A, LDA,
1525 $ WORK( ITAUQ ), U, LDU, WORK( NWORK ),
1526 $ LWORK-NWORK+1, IERR )
1527 *
1528 * Copy real matrix RWORK(IRVT) to complex matrix WORK(IVT)
1529 * Overwrite WORK(IVT) by right singular vectors of L
1530 * (CWorkspace: need M*M+3*M, prefer M*M+2*M+M*NB)
1531 * (RWorkspace: 0)
1532 *
1533 CALL ZLACP2( 'F', M, M, RWORK( IRVT ), M, WORK( IVT ),
1534 $ LDWKVT )
1535 CALL ZUNMBR( 'P', 'R', 'C', M, M, M, A, LDA,
1536 $ WORK( ITAUP ), WORK( IVT ), LDWKVT,
1537 $ WORK( NWORK ), LWORK-NWORK+1, IERR )
1538 *
1539 * Multiply right singular vectors of L in WORK(IVT) by
1540 * Q in VT, storing result in A
1541 * (CWorkspace: need M*M)
1542 * (RWorkspace: 0)
1543 *
1544 CALL ZGEMM( 'N', 'N', M, N, M, CONE, WORK( IVT ), LDWKVT,
1545 $ VT, LDVT, CZERO, A, LDA )
1546 *
1547 * Copy right singular vectors of A from A to VT
1548 *
1549 CALL ZLACPY( 'F', M, N, A, LDA, VT, LDVT )
1550 *
1551 END IF
1552 *
1553 ELSE IF( N.GE.MNTHR2 ) THEN
1554 *
1555 * MNTHR2 <= N < MNTHR1
1556 *
1557 * Path 5t (N much larger than M, but not as much as MNTHR1)
1558 * Reduce to bidiagonal form without QR decomposition, use
1559 * ZUNGBR and matrix multiplication to compute singular vectors
1560 *
1561 *
1562 IE = 1
1563 NRWORK = IE + M
1564 ITAUQ = 1
1565 ITAUP = ITAUQ + M
1566 NWORK = ITAUP + M
1567 *
1568 * Bidiagonalize A
1569 * (CWorkspace: need 2*M+N, prefer 2*M+(M+N)*NB)
1570 * (RWorkspace: M)
1571 *
1572 CALL ZGEBRD( M, N, A, LDA, S, RWORK( IE ), WORK( ITAUQ ),
1573 $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
1574 $ IERR )
1575 *
1576 IF( WNTQN ) THEN
1577 *
1578 * Compute singular values only
1579 * (Cworkspace: 0)
1580 * (Rworkspace: need BDSPAN)
1581 *
1582 CALL DBDSDC( 'L', 'N', M, S, RWORK( IE ), DUM, 1, DUM, 1,
1583 $ DUM, IDUM, RWORK( NRWORK ), IWORK, INFO )
1584 ELSE IF( WNTQO ) THEN
1585 IRVT = NRWORK
1586 IRU = IRVT + M*M
1587 NRWORK = IRU + M*M
1588 IVT = NWORK
1589 *
1590 * Copy A to U, generate Q
1591 * (Cworkspace: need 2*M, prefer M+M*NB)
1592 * (Rworkspace: 0)
1593 *
1594 CALL ZLACPY( 'L', M, M, A, LDA, U, LDU )
1595 CALL ZUNGBR( 'Q', M, M, N, U, LDU, WORK( ITAUQ ),
1596 $ WORK( NWORK ), LWORK-NWORK+1, IERR )
1597 *
1598 * Generate P**H in A
1599 * (Cworkspace: need 2*M, prefer M+M*NB)
1600 * (Rworkspace: 0)
1601 *
1602 CALL ZUNGBR( 'P', M, N, M, A, LDA, WORK( ITAUP ),
1603 $ WORK( NWORK ), LWORK-NWORK+1, IERR )
1604 *
1605 LDWKVT = M
1606 IF( LWORK.GE.M*N+3*M ) THEN
1607 *
1608 * WORK( IVT ) is M by N
1609 *
1610 NWORK = IVT + LDWKVT*N
1611 CHUNK = N
1612 ELSE
1613 *
1614 * WORK( IVT ) is M by CHUNK
1615 *
1616 CHUNK = ( LWORK-3*M ) / M
1617 NWORK = IVT + LDWKVT*CHUNK
1618 END IF
1619 *
1620 * Perform bidiagonal SVD, computing left singular vectors
1621 * of bidiagonal matrix in RWORK(IRU) and computing right
1622 * singular vectors of bidiagonal matrix in RWORK(IRVT)
1623 * (CWorkspace: need 0)
1624 * (RWorkspace: need BDSPAC)
1625 *
1626 CALL DBDSDC( 'L', 'I', M, S, RWORK( IE ), RWORK( IRU ),
1627 $ M, RWORK( IRVT ), M, DUM, IDUM,
1628 $ RWORK( NRWORK ), IWORK, INFO )
1629 *
1630 * Multiply Q in U by real matrix RWORK(IRVT)
1631 * storing the result in WORK(IVT), copying to U
1632 * (Cworkspace: need 0)
1633 * (Rworkspace: need 2*M*M)
1634 *
1635 CALL ZLACRM( M, M, U, LDU, RWORK( IRU ), M, WORK( IVT ),
1636 $ LDWKVT, RWORK( NRWORK ) )
1637 CALL ZLACPY( 'F', M, M, WORK( IVT ), LDWKVT, U, LDU )
1638 *
1639 * Multiply RWORK(IRVT) by P**H in A, storing the
1640 * result in WORK(IVT), copying to A
1641 * (CWorkspace: need M*M, prefer M*N)
1642 * (Rworkspace: need 2*M*M, prefer 2*M*N)
1643 *
1644 NRWORK = IRU
1645 DO 50 I = 1, N, CHUNK
1646 BLK = MIN( N-I+1, CHUNK )
1647 CALL ZLARCM( M, BLK, RWORK( IRVT ), M, A( 1, I ), LDA,
1648 $ WORK( IVT ), LDWKVT, RWORK( NRWORK ) )
1649 CALL ZLACPY( 'F', M, BLK, WORK( IVT ), LDWKVT,
1650 $ A( 1, I ), LDA )
1651 50 CONTINUE
1652 ELSE IF( WNTQS ) THEN
1653 *
1654 * Copy A to U, generate Q
1655 * (Cworkspace: need 2*M, prefer M+M*NB)
1656 * (Rworkspace: 0)
1657 *
1658 CALL ZLACPY( 'L', M, M, A, LDA, U, LDU )
1659 CALL ZUNGBR( 'Q', M, M, N, U, LDU, WORK( ITAUQ ),
1660 $ WORK( NWORK ), LWORK-NWORK+1, IERR )
1661 *
1662 * Copy A to VT, generate P**H
1663 * (Cworkspace: need 2*M, prefer M+M*NB)
1664 * (Rworkspace: 0)
1665 *
1666 CALL ZLACPY( 'U', M, N, A, LDA, VT, LDVT )
1667 CALL ZUNGBR( 'P', M, N, M, VT, LDVT, WORK( ITAUP ),
1668 $ WORK( NWORK ), LWORK-NWORK+1, IERR )
1669 *
1670 * Perform bidiagonal SVD, computing left singular vectors
1671 * of bidiagonal matrix in RWORK(IRU) and computing right
1672 * singular vectors of bidiagonal matrix in RWORK(IRVT)
1673 * (CWorkspace: need 0)
1674 * (RWorkspace: need BDSPAC)
1675 *
1676 IRVT = NRWORK
1677 IRU = IRVT + M*M
1678 NRWORK = IRU + M*M
1679 CALL DBDSDC( 'L', 'I', M, S, RWORK( IE ), RWORK( IRU ),
1680 $ M, RWORK( IRVT ), M, DUM, IDUM,
1681 $ RWORK( NRWORK ), IWORK, INFO )
1682 *
1683 * Multiply Q in U by real matrix RWORK(IRU), storing the
1684 * result in A, copying to U
1685 * (CWorkspace: need 0)
1686 * (Rworkspace: need 3*M*M)
1687 *
1688 CALL ZLACRM( M, M, U, LDU, RWORK( IRU ), M, A, LDA,
1689 $ RWORK( NRWORK ) )
1690 CALL ZLACPY( 'F', M, M, A, LDA, U, LDU )
1691 *
1692 * Multiply real matrix RWORK(IRVT) by P**H in VT,
1693 * storing the result in A, copying to VT
1694 * (Cworkspace: need 0)
1695 * (Rworkspace: need M*M+2*M*N)
1696 *
1697 NRWORK = IRU
1698 CALL ZLARCM( M, N, RWORK( IRVT ), M, VT, LDVT, A, LDA,
1699 $ RWORK( NRWORK ) )
1700 CALL ZLACPY( 'F', M, N, A, LDA, VT, LDVT )
1701 ELSE
1702 *
1703 * Copy A to U, generate Q
1704 * (Cworkspace: need 2*M, prefer M+M*NB)
1705 * (Rworkspace: 0)
1706 *
1707 CALL ZLACPY( 'L', M, M, A, LDA, U, LDU )
1708 CALL ZUNGBR( 'Q', M, M, N, U, LDU, WORK( ITAUQ ),
1709 $ WORK( NWORK ), LWORK-NWORK+1, IERR )
1710 *
1711 * Copy A to VT, generate P**H
1712 * (Cworkspace: need 2*M, prefer M+M*NB)
1713 * (Rworkspace: 0)
1714 *
1715 CALL ZLACPY( 'U', M, N, A, LDA, VT, LDVT )
1716 CALL ZUNGBR( 'P', N, N, M, VT, LDVT, WORK( ITAUP ),
1717 $ WORK( NWORK ), LWORK-NWORK+1, IERR )
1718 *
1719 * Perform bidiagonal SVD, computing left singular vectors
1720 * of bidiagonal matrix in RWORK(IRU) and computing right
1721 * singular vectors of bidiagonal matrix in RWORK(IRVT)
1722 * (CWorkspace: need 0)
1723 * (RWorkspace: need BDSPAC)
1724 *
1725 IRVT = NRWORK
1726 IRU = IRVT + M*M
1727 NRWORK = IRU + M*M
1728 CALL DBDSDC( 'L', 'I', M, S, RWORK( IE ), RWORK( IRU ),
1729 $ M, RWORK( IRVT ), M, DUM, IDUM,
1730 $ RWORK( NRWORK ), IWORK, INFO )
1731 *
1732 * Multiply Q in U by real matrix RWORK(IRU), storing the
1733 * result in A, copying to U
1734 * (CWorkspace: need 0)
1735 * (Rworkspace: need 3*M*M)
1736 *
1737 CALL ZLACRM( M, M, U, LDU, RWORK( IRU ), M, A, LDA,
1738 $ RWORK( NRWORK ) )
1739 CALL ZLACPY( 'F', M, M, A, LDA, U, LDU )
1740 *
1741 * Multiply real matrix RWORK(IRVT) by P**H in VT,
1742 * storing the result in A, copying to VT
1743 * (Cworkspace: need 0)
1744 * (Rworkspace: need M*M+2*M*N)
1745 *
1746 CALL ZLARCM( M, N, RWORK( IRVT ), M, VT, LDVT, A, LDA,
1747 $ RWORK( NRWORK ) )
1748 CALL ZLACPY( 'F', M, N, A, LDA, VT, LDVT )
1749 END IF
1750 *
1751 ELSE
1752 *
1753 * N .LT. MNTHR2
1754 *
1755 * Path 6t (N greater than M, but not much larger)
1756 * Reduce to bidiagonal form without LQ decomposition
1757 * Use ZUNMBR to compute singular vectors
1758 *
1759 IE = 1
1760 NRWORK = IE + M
1761 ITAUQ = 1
1762 ITAUP = ITAUQ + M
1763 NWORK = ITAUP + M
1764 *
1765 * Bidiagonalize A
1766 * (CWorkspace: need 2*M+N, prefer 2*M+(M+N)*NB)
1767 * (RWorkspace: M)
1768 *
1769 CALL ZGEBRD( M, N, A, LDA, S, RWORK( IE ), WORK( ITAUQ ),
1770 $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
1771 $ IERR )
1772 IF( WNTQN ) THEN
1773 *
1774 * Compute singular values only
1775 * (Cworkspace: 0)
1776 * (Rworkspace: need BDSPAN)
1777 *
1778 CALL DBDSDC( 'L', 'N', M, S, RWORK( IE ), DUM, 1, DUM, 1,
1779 $ DUM, IDUM, RWORK( NRWORK ), IWORK, INFO )
1780 ELSE IF( WNTQO ) THEN
1781 LDWKVT = M
1782 IVT = NWORK
1783 IF( LWORK.GE.M*N+3*M ) THEN
1784 *
1785 * WORK( IVT ) is M by N
1786 *
1787 CALL ZLASET( 'F', M, N, CZERO, CZERO, WORK( IVT ),
1788 $ LDWKVT )
1789 NWORK = IVT + LDWKVT*N
1790 ELSE
1791 *
1792 * WORK( IVT ) is M by CHUNK
1793 *
1794 CHUNK = ( LWORK-3*M ) / M
1795 NWORK = IVT + LDWKVT*CHUNK
1796 END IF
1797 *
1798 * Perform bidiagonal SVD, computing left singular vectors
1799 * of bidiagonal matrix in RWORK(IRU) and computing right
1800 * singular vectors of bidiagonal matrix in RWORK(IRVT)
1801 * (CWorkspace: need 0)
1802 * (RWorkspace: need BDSPAC)
1803 *
1804 IRVT = NRWORK
1805 IRU = IRVT + M*M
1806 NRWORK = IRU + M*M
1807 CALL DBDSDC( 'L', 'I', M, S, RWORK( IE ), RWORK( IRU ),
1808 $ M, RWORK( IRVT ), M, DUM, IDUM,
1809 $ RWORK( NRWORK ), IWORK, INFO )
1810 *
1811 * Copy real matrix RWORK(IRU) to complex matrix U
1812 * Overwrite U by left singular vectors of A
1813 * (Cworkspace: need 2*M, prefer M+M*NB)
1814 * (Rworkspace: need 0)
1815 *
1816 CALL ZLACP2( 'F', M, M, RWORK( IRU ), M, U, LDU )
1817 CALL ZUNMBR( 'Q', 'L', 'N', M, M, N, A, LDA,
1818 $ WORK( ITAUQ ), U, LDU, WORK( NWORK ),
1819 $ LWORK-NWORK+1, IERR )
1820 *
1821 IF( LWORK.GE.M*N+3*M ) THEN
1822 *
1823 * Copy real matrix RWORK(IRVT) to complex matrix WORK(IVT)
1824 * Overwrite WORK(IVT) by right singular vectors of A,
1825 * copying to A
1826 * (Cworkspace: need M*N+2*M, prefer M*N+M+M*NB)
1827 * (Rworkspace: need 0)
1828 *
1829 CALL ZLACP2( 'F', M, M, RWORK( IRVT ), M, WORK( IVT ),
1830 $ LDWKVT )
1831 CALL ZUNMBR( 'P', 'R', 'C', M, N, M, A, LDA,
1832 $ WORK( ITAUP ), WORK( IVT ), LDWKVT,
1833 $ WORK( NWORK ), LWORK-NWORK+1, IERR )
1834 CALL ZLACPY( 'F', M, N, WORK( IVT ), LDWKVT, A, LDA )
1835 ELSE
1836 *
1837 * Generate P**H in A
1838 * (Cworkspace: need 2*M, prefer M+M*NB)
1839 * (Rworkspace: need 0)
1840 *
1841 CALL ZUNGBR( 'P', M, N, M, A, LDA, WORK( ITAUP ),
1842 $ WORK( NWORK ), LWORK-NWORK+1, IERR )
1843 *
1844 * Multiply Q in A by real matrix RWORK(IRU), storing the
1845 * result in WORK(IU), copying to A
1846 * (CWorkspace: need M*M, prefer M*N)
1847 * (Rworkspace: need 3*M*M, prefer M*M+2*M*N)
1848 *
1849 NRWORK = IRU
1850 DO 60 I = 1, N, CHUNK
1851 BLK = MIN( N-I+1, CHUNK )
1852 CALL ZLARCM( M, BLK, RWORK( IRVT ), M, A( 1, I ),
1853 $ LDA, WORK( IVT ), LDWKVT,
1854 $ RWORK( NRWORK ) )
1855 CALL ZLACPY( 'F', M, BLK, WORK( IVT ), LDWKVT,
1856 $ A( 1, I ), LDA )
1857 60 CONTINUE
1858 END IF
1859 ELSE IF( WNTQS ) THEN
1860 *
1861 * Perform bidiagonal SVD, computing left singular vectors
1862 * of bidiagonal matrix in RWORK(IRU) and computing right
1863 * singular vectors of bidiagonal matrix in RWORK(IRVT)
1864 * (CWorkspace: need 0)
1865 * (RWorkspace: need BDSPAC)
1866 *
1867 IRVT = NRWORK
1868 IRU = IRVT + M*M
1869 NRWORK = IRU + M*M
1870 CALL DBDSDC( 'L', 'I', M, S, RWORK( IE ), RWORK( IRU ),
1871 $ M, RWORK( IRVT ), M, DUM, IDUM,
1872 $ RWORK( NRWORK ), IWORK, INFO )
1873 *
1874 * Copy real matrix RWORK(IRU) to complex matrix U
1875 * Overwrite U by left singular vectors of A
1876 * (CWorkspace: need 3*M, prefer 2*M+M*NB)
1877 * (RWorkspace: M*M)
1878 *
1879 CALL ZLACP2( 'F', M, M, RWORK( IRU ), M, U, LDU )
1880 CALL ZUNMBR( 'Q', 'L', 'N', M, M, N, A, LDA,
1881 $ WORK( ITAUQ ), U, LDU, WORK( NWORK ),
1882 $ LWORK-NWORK+1, IERR )
1883 *
1884 * Copy real matrix RWORK(IRVT) to complex matrix VT
1885 * Overwrite VT by right singular vectors of A
1886 * (CWorkspace: need 3*M, prefer 2*M+M*NB)
1887 * (RWorkspace: M*M)
1888 *
1889 CALL ZLASET( 'F', M, N, CZERO, CZERO, VT, LDVT )
1890 CALL ZLACP2( 'F', M, M, RWORK( IRVT ), M, VT, LDVT )
1891 CALL ZUNMBR( 'P', 'R', 'C', M, N, M, A, LDA,
1892 $ WORK( ITAUP ), VT, LDVT, WORK( NWORK ),
1893 $ LWORK-NWORK+1, IERR )
1894 ELSE
1895 *
1896 * Perform bidiagonal SVD, computing left singular vectors
1897 * of bidiagonal matrix in RWORK(IRU) and computing right
1898 * singular vectors of bidiagonal matrix in RWORK(IRVT)
1899 * (CWorkspace: need 0)
1900 * (RWorkspace: need BDSPAC)
1901 *
1902 IRVT = NRWORK
1903 IRU = IRVT + M*M
1904 NRWORK = IRU + M*M
1905 *
1906 CALL DBDSDC( 'L', 'I', M, S, RWORK( IE ), RWORK( IRU ),
1907 $ M, RWORK( IRVT ), M, DUM, IDUM,
1908 $ RWORK( NRWORK ), IWORK, INFO )
1909 *
1910 * Copy real matrix RWORK(IRU) to complex matrix U
1911 * Overwrite U by left singular vectors of A
1912 * (CWorkspace: need 3*M, prefer 2*M+M*NB)
1913 * (RWorkspace: M*M)
1914 *
1915 CALL ZLACP2( 'F', M, M, RWORK( IRU ), M, U, LDU )
1916 CALL ZUNMBR( 'Q', 'L', 'N', M, M, N, A, LDA,
1917 $ WORK( ITAUQ ), U, LDU, WORK( NWORK ),
1918 $ LWORK-NWORK+1, IERR )
1919 *
1920 * Set all of VT to identity matrix
1921 *
1922 CALL ZLASET( 'F', N, N, CZERO, CONE, VT, LDVT )
1923 *
1924 * Copy real matrix RWORK(IRVT) to complex matrix VT
1925 * Overwrite VT by right singular vectors of A
1926 * (CWorkspace: need 2*M+N, prefer 2*M+N*NB)
1927 * (RWorkspace: M*M)
1928 *
1929 CALL ZLACP2( 'F', M, M, RWORK( IRVT ), M, VT, LDVT )
1930 CALL ZUNMBR( 'P', 'R', 'C', N, N, M, A, LDA,
1931 $ WORK( ITAUP ), VT, LDVT, WORK( NWORK ),
1932 $ LWORK-NWORK+1, IERR )
1933 END IF
1934 *
1935 END IF
1936 *
1937 END IF
1938 *
1939 * Undo scaling if necessary
1940 *
1941 IF( ISCL.EQ.1 ) THEN
1942 IF( ANRM.GT.BIGNUM )
1943 $ CALL DLASCL( 'G', 0, 0, BIGNUM, ANRM, MINMN, 1, S, MINMN,
1944 $ IERR )
1945 IF( INFO.NE.0 .AND. ANRM.GT.BIGNUM )
1946 $ CALL DLASCL( 'G', 0, 0, BIGNUM, ANRM, MINMN-1, 1,
1947 $ RWORK( IE ), MINMN, IERR )
1948 IF( ANRM.LT.SMLNUM )
1949 $ CALL DLASCL( 'G', 0, 0, SMLNUM, ANRM, MINMN, 1, S, MINMN,
1950 $ IERR )
1951 IF( INFO.NE.0 .AND. ANRM.LT.SMLNUM )
1952 $ CALL DLASCL( 'G', 0, 0, SMLNUM, ANRM, MINMN-1, 1,
1953 $ RWORK( IE ), MINMN, IERR )
1954 END IF
1955 *
1956 * Return optimal workspace in WORK(1)
1957 *
1958 WORK( 1 ) = MAXWRK
1959 *
1960 RETURN
1961 *
1962 * End of ZGESDD
1963 *
1964 END
2 $ LWORK, RWORK, IWORK, INFO )
3 *
4 * -- LAPACK driver routine (version 3.2.2) --
5 * -- LAPACK is a software package provided by Univ. of Tennessee, --
6 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
7 * June 2010
8 * 8-15-00: Improve consistency of WS calculations (eca)
9 *
10 * .. Scalar Arguments ..
11 CHARACTER JOBZ
12 INTEGER INFO, LDA, LDU, LDVT, LWORK, M, N
13 * ..
14 * .. Array Arguments ..
15 INTEGER IWORK( * )
16 DOUBLE PRECISION RWORK( * ), S( * )
17 COMPLEX*16 A( LDA, * ), U( LDU, * ), VT( LDVT, * ),
18 $ WORK( * )
19 * ..
20 *
21 * Purpose
22 * =======
23 *
24 * ZGESDD computes the singular value decomposition (SVD) of a complex
25 * M-by-N matrix A, optionally computing the left and/or right singular
26 * vectors, by using divide-and-conquer method. The SVD is written
27 *
28 * A = U * SIGMA * conjugate-transpose(V)
29 *
30 * where SIGMA is an M-by-N matrix which is zero except for its
31 * min(m,n) diagonal elements, U is an M-by-M unitary matrix, and
32 * V is an N-by-N unitary matrix. The diagonal elements of SIGMA
33 * are the singular values of A; they are real and non-negative, and
34 * are returned in descending order. The first min(m,n) columns of
35 * U and V are the left and right singular vectors of A.
36 *
37 * Note that the routine returns VT = V**H, not V.
38 *
39 * The divide and conquer algorithm makes very mild assumptions about
40 * floating point arithmetic. It will work on machines with a guard
41 * digit in add/subtract, or on those binary machines without guard
42 * digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
43 * Cray-2. It could conceivably fail on hexadecimal or decimal machines
44 * without guard digits, but we know of none.
45 *
46 * Arguments
47 * =========
48 *
49 * JOBZ (input) CHARACTER*1
50 * Specifies options for computing all or part of the matrix U:
51 * = 'A': all M columns of U and all N rows of V**H are
52 * returned in the arrays U and VT;
53 * = 'S': the first min(M,N) columns of U and the first
54 * min(M,N) rows of V**H are returned in the arrays U
55 * and VT;
56 * = 'O': If M >= N, the first N columns of U are overwritten
57 * in the array A and all rows of V**H are returned in
58 * the array VT;
59 * otherwise, all columns of U are returned in the
60 * array U and the first M rows of V**H are overwritten
61 * in the array A;
62 * = 'N': no columns of U or rows of V**H are computed.
63 *
64 * M (input) INTEGER
65 * The number of rows of the input matrix A. M >= 0.
66 *
67 * N (input) INTEGER
68 * The number of columns of the input matrix A. N >= 0.
69 *
70 * A (input/output) COMPLEX*16 array, dimension (LDA,N)
71 * On entry, the M-by-N matrix A.
72 * On exit,
73 * if JOBZ = 'O', A is overwritten with the first N columns
74 * of U (the left singular vectors, stored
75 * columnwise) if M >= N;
76 * A is overwritten with the first M rows
77 * of V**H (the right singular vectors, stored
78 * rowwise) otherwise.
79 * if JOBZ .ne. 'O', the contents of A are destroyed.
80 *
81 * LDA (input) INTEGER
82 * The leading dimension of the array A. LDA >= max(1,M).
83 *
84 * S (output) DOUBLE PRECISION array, dimension (min(M,N))
85 * The singular values of A, sorted so that S(i) >= S(i+1).
86 *
87 * U (output) COMPLEX*16 array, dimension (LDU,UCOL)
88 * UCOL = M if JOBZ = 'A' or JOBZ = 'O' and M < N;
89 * UCOL = min(M,N) if JOBZ = 'S'.
90 * If JOBZ = 'A' or JOBZ = 'O' and M < N, U contains the M-by-M
91 * unitary matrix U;
92 * if JOBZ = 'S', U contains the first min(M,N) columns of U
93 * (the left singular vectors, stored columnwise);
94 * if JOBZ = 'O' and M >= N, or JOBZ = 'N', U is not referenced.
95 *
96 * LDU (input) INTEGER
97 * The leading dimension of the array U. LDU >= 1; if
98 * JOBZ = 'S' or 'A' or JOBZ = 'O' and M < N, LDU >= M.
99 *
100 * VT (output) COMPLEX*16 array, dimension (LDVT,N)
101 * If JOBZ = 'A' or JOBZ = 'O' and M >= N, VT contains the
102 * N-by-N unitary matrix V**H;
103 * if JOBZ = 'S', VT contains the first min(M,N) rows of
104 * V**H (the right singular vectors, stored rowwise);
105 * if JOBZ = 'O' and M < N, or JOBZ = 'N', VT is not referenced.
106 *
107 * LDVT (input) INTEGER
108 * The leading dimension of the array VT. LDVT >= 1; if
109 * JOBZ = 'A' or JOBZ = 'O' and M >= N, LDVT >= N;
110 * if JOBZ = 'S', LDVT >= min(M,N).
111 *
112 * WORK (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK))
113 * On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
114 *
115 * LWORK (input) INTEGER
116 * The dimension of the array WORK. LWORK >= 1.
117 * if JOBZ = 'N', LWORK >= 2*min(M,N)+max(M,N).
118 * if JOBZ = 'O',
119 * LWORK >= 2*min(M,N)*min(M,N)+2*min(M,N)+max(M,N).
120 * if JOBZ = 'S' or 'A',
121 * LWORK >= min(M,N)*min(M,N)+2*min(M,N)+max(M,N).
122 * For good performance, LWORK should generally be larger.
123 *
124 * If LWORK = -1, a workspace query is assumed. The optimal
125 * size for the WORK array is calculated and stored in WORK(1),
126 * and no other work except argument checking is performed.
127 *
128 * RWORK (workspace) DOUBLE PRECISION array, dimension (MAX(1,LRWORK))
129 * If JOBZ = 'N', LRWORK >= 5*min(M,N).
130 * Otherwise,
131 * LRWORK >= min(M,N)*max(5*min(M,N)+7,2*max(M,N)+2*min(M,N)+1)
132 *
133 * IWORK (workspace) INTEGER array, dimension (8*min(M,N))
134 *
135 * INFO (output) INTEGER
136 * = 0: successful exit.
137 * < 0: if INFO = -i, the i-th argument had an illegal value.
138 * > 0: The updating process of DBDSDC did not converge.
139 *
140 * Further Details
141 * ===============
142 *
143 * Based on contributions by
144 * Ming Gu and Huan Ren, Computer Science Division, University of
145 * California at Berkeley, USA
146 *
147 * =====================================================================
148 *
149 * .. Parameters ..
150 INTEGER LQUERV
151 PARAMETER ( LQUERV = -1 )
152 COMPLEX*16 CZERO, CONE
153 PARAMETER ( CZERO = ( 0.0D+0, 0.0D+0 ),
154 $ CONE = ( 1.0D+0, 0.0D+0 ) )
155 DOUBLE PRECISION ZERO, ONE
156 PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
157 * ..
158 * .. Local Scalars ..
159 LOGICAL WNTQA, WNTQAS, WNTQN, WNTQO, WNTQS
160 INTEGER BLK, CHUNK, I, IE, IERR, IL, IR, IRU, IRVT,
161 $ ISCL, ITAU, ITAUP, ITAUQ, IU, IVT, LDWKVT,
162 $ LDWRKL, LDWRKR, LDWRKU, MAXWRK, MINMN, MINWRK,
163 $ MNTHR1, MNTHR2, NRWORK, NWORK, WRKBL
164 DOUBLE PRECISION ANRM, BIGNUM, EPS, SMLNUM
165 * ..
166 * .. Local Arrays ..
167 INTEGER IDUM( 1 )
168 DOUBLE PRECISION DUM( 1 )
169 * ..
170 * .. External Subroutines ..
171 EXTERNAL DBDSDC, DLASCL, XERBLA, ZGEBRD, ZGELQF, ZGEMM,
172 $ ZGEQRF, ZLACP2, ZLACPY, ZLACRM, ZLARCM, ZLASCL,
173 $ ZLASET, ZUNGBR, ZUNGLQ, ZUNGQR, ZUNMBR
174 * ..
175 * .. External Functions ..
176 LOGICAL LSAME
177 INTEGER ILAENV
178 DOUBLE PRECISION DLAMCH, ZLANGE
179 EXTERNAL LSAME, ILAENV, DLAMCH, ZLANGE
180 * ..
181 * .. Intrinsic Functions ..
182 INTRINSIC INT, MAX, MIN, SQRT
183 * ..
184 * .. Executable Statements ..
185 *
186 * Test the input arguments
187 *
188 INFO = 0
189 MINMN = MIN( M, N )
190 MNTHR1 = INT( MINMN*17.0D0 / 9.0D0 )
191 MNTHR2 = INT( MINMN*5.0D0 / 3.0D0 )
192 WNTQA = LSAME( JOBZ, 'A' )
193 WNTQS = LSAME( JOBZ, 'S' )
194 WNTQAS = WNTQA .OR. WNTQS
195 WNTQO = LSAME( JOBZ, 'O' )
196 WNTQN = LSAME( JOBZ, 'N' )
197 MINWRK = 1
198 MAXWRK = 1
199 *
200 IF( .NOT.( WNTQA .OR. WNTQS .OR. WNTQO .OR. WNTQN ) ) THEN
201 INFO = -1
202 ELSE IF( M.LT.0 ) THEN
203 INFO = -2
204 ELSE IF( N.LT.0 ) THEN
205 INFO = -3
206 ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
207 INFO = -5
208 ELSE IF( LDU.LT.1 .OR. ( WNTQAS .AND. LDU.LT.M ) .OR.
209 $ ( WNTQO .AND. M.LT.N .AND. LDU.LT.M ) ) THEN
210 INFO = -8
211 ELSE IF( LDVT.LT.1 .OR. ( WNTQA .AND. LDVT.LT.N ) .OR.
212 $ ( WNTQS .AND. LDVT.LT.MINMN ) .OR.
213 $ ( WNTQO .AND. M.GE.N .AND. LDVT.LT.N ) ) THEN
214 INFO = -10
215 END IF
216 *
217 * Compute workspace
218 * (Note: Comments in the code beginning "Workspace:" describe the
219 * minimal amount of workspace needed at that point in the code,
220 * as well as the preferred amount for good performance.
221 * CWorkspace refers to complex workspace, and RWorkspace to
222 * real workspace. NB refers to the optimal block size for the
223 * immediately following subroutine, as returned by ILAENV.)
224 *
225 IF( INFO.EQ.0 .AND. M.GT.0 .AND. N.GT.0 ) THEN
226 IF( M.GE.N ) THEN
227 *
228 * There is no complex work space needed for bidiagonal SVD
229 * The real work space needed for bidiagonal SVD is BDSPAC
230 * for computing singular values and singular vectors; BDSPAN
231 * for computing singular values only.
232 * BDSPAC = 5*N*N + 7*N
233 * BDSPAN = MAX(7*N+4, 3*N+2+SMLSIZ*(SMLSIZ+8))
234 *
235 IF( M.GE.MNTHR1 ) THEN
236 IF( WNTQN ) THEN
237 *
238 * Path 1 (M much larger than N, JOBZ='N')
239 *
240 MAXWRK = N + N*ILAENV( 1, 'ZGEQRF', ' ', M, N, -1,
241 $ -1 )
242 MAXWRK = MAX( MAXWRK, 2*N+2*N*
243 $ ILAENV( 1, 'ZGEBRD', ' ', N, N, -1, -1 ) )
244 MINWRK = 3*N
245 ELSE IF( WNTQO ) THEN
246 *
247 * Path 2 (M much larger than N, JOBZ='O')
248 *
249 WRKBL = N + N*ILAENV( 1, 'ZGEQRF', ' ', M, N, -1, -1 )
250 WRKBL = MAX( WRKBL, N+N*ILAENV( 1, 'ZUNGQR', ' ', M,
251 $ N, N, -1 ) )
252 WRKBL = MAX( WRKBL, 2*N+2*N*
253 $ ILAENV( 1, 'ZGEBRD', ' ', N, N, -1, -1 ) )
254 WRKBL = MAX( WRKBL, 2*N+N*
255 $ ILAENV( 1, 'ZUNMBR', 'QLN', N, N, N, -1 ) )
256 WRKBL = MAX( WRKBL, 2*N+N*
257 $ ILAENV( 1, 'ZUNMBR', 'PRC', N, N, N, -1 ) )
258 MAXWRK = M*N + N*N + WRKBL
259 MINWRK = 2*N*N + 3*N
260 ELSE IF( WNTQS ) THEN
261 *
262 * Path 3 (M much larger than N, JOBZ='S')
263 *
264 WRKBL = N + N*ILAENV( 1, 'ZGEQRF', ' ', M, N, -1, -1 )
265 WRKBL = MAX( WRKBL, N+N*ILAENV( 1, 'ZUNGQR', ' ', M,
266 $ N, N, -1 ) )
267 WRKBL = MAX( WRKBL, 2*N+2*N*
268 $ ILAENV( 1, 'ZGEBRD', ' ', N, N, -1, -1 ) )
269 WRKBL = MAX( WRKBL, 2*N+N*
270 $ ILAENV( 1, 'ZUNMBR', 'QLN', N, N, N, -1 ) )
271 WRKBL = MAX( WRKBL, 2*N+N*
272 $ ILAENV( 1, 'ZUNMBR', 'PRC', N, N, N, -1 ) )
273 MAXWRK = N*N + WRKBL
274 MINWRK = N*N + 3*N
275 ELSE IF( WNTQA ) THEN
276 *
277 * Path 4 (M much larger than N, JOBZ='A')
278 *
279 WRKBL = N + N*ILAENV( 1, 'ZGEQRF', ' ', M, N, -1, -1 )
280 WRKBL = MAX( WRKBL, N+M*ILAENV( 1, 'ZUNGQR', ' ', M,
281 $ M, N, -1 ) )
282 WRKBL = MAX( WRKBL, 2*N+2*N*
283 $ ILAENV( 1, 'ZGEBRD', ' ', N, N, -1, -1 ) )
284 WRKBL = MAX( WRKBL, 2*N+N*
285 $ ILAENV( 1, 'ZUNMBR', 'QLN', N, N, N, -1 ) )
286 WRKBL = MAX( WRKBL, 2*N+N*
287 $ ILAENV( 1, 'ZUNMBR', 'PRC', N, N, N, -1 ) )
288 MAXWRK = N*N + WRKBL
289 MINWRK = N*N + 2*N + M
290 END IF
291 ELSE IF( M.GE.MNTHR2 ) THEN
292 *
293 * Path 5 (M much larger than N, but not as much as MNTHR1)
294 *
295 MAXWRK = 2*N + ( M+N )*ILAENV( 1, 'ZGEBRD', ' ', M, N,
296 $ -1, -1 )
297 MINWRK = 2*N + M
298 IF( WNTQO ) THEN
299 MAXWRK = MAX( MAXWRK, 2*N+N*
300 $ ILAENV( 1, 'ZUNGBR', 'P', N, N, N, -1 ) )
301 MAXWRK = MAX( MAXWRK, 2*N+N*
302 $ ILAENV( 1, 'ZUNGBR', 'Q', M, N, N, -1 ) )
303 MAXWRK = MAXWRK + M*N
304 MINWRK = MINWRK + N*N
305 ELSE IF( WNTQS ) THEN
306 MAXWRK = MAX( MAXWRK, 2*N+N*
307 $ ILAENV( 1, 'ZUNGBR', 'P', N, N, N, -1 ) )
308 MAXWRK = MAX( MAXWRK, 2*N+N*
309 $ ILAENV( 1, 'ZUNGBR', 'Q', M, N, N, -1 ) )
310 ELSE IF( WNTQA ) THEN
311 MAXWRK = MAX( MAXWRK, 2*N+N*
312 $ ILAENV( 1, 'ZUNGBR', 'P', N, N, N, -1 ) )
313 MAXWRK = MAX( MAXWRK, 2*N+M*
314 $ ILAENV( 1, 'ZUNGBR', 'Q', M, M, N, -1 ) )
315 END IF
316 ELSE
317 *
318 * Path 6 (M at least N, but not much larger)
319 *
320 MAXWRK = 2*N + ( M+N )*ILAENV( 1, 'ZGEBRD', ' ', M, N,
321 $ -1, -1 )
322 MINWRK = 2*N + M
323 IF( WNTQO ) THEN
324 MAXWRK = MAX( MAXWRK, 2*N+N*
325 $ ILAENV( 1, 'ZUNMBR', 'PRC', N, N, N, -1 ) )
326 MAXWRK = MAX( MAXWRK, 2*N+N*
327 $ ILAENV( 1, 'ZUNMBR', 'QLN', M, N, N, -1 ) )
328 MAXWRK = MAXWRK + M*N
329 MINWRK = MINWRK + N*N
330 ELSE IF( WNTQS ) THEN
331 MAXWRK = MAX( MAXWRK, 2*N+N*
332 $ ILAENV( 1, 'ZUNMBR', 'PRC', N, N, N, -1 ) )
333 MAXWRK = MAX( MAXWRK, 2*N+N*
334 $ ILAENV( 1, 'ZUNMBR', 'QLN', M, N, N, -1 ) )
335 ELSE IF( WNTQA ) THEN
336 MAXWRK = MAX( MAXWRK, 2*N+N*
337 $ ILAENV( 1, 'ZUNGBR', 'PRC', N, N, N, -1 ) )
338 MAXWRK = MAX( MAXWRK, 2*N+M*
339 $ ILAENV( 1, 'ZUNGBR', 'QLN', M, M, N, -1 ) )
340 END IF
341 END IF
342 ELSE
343 *
344 * There is no complex work space needed for bidiagonal SVD
345 * The real work space needed for bidiagonal SVD is BDSPAC
346 * for computing singular values and singular vectors; BDSPAN
347 * for computing singular values only.
348 * BDSPAC = 5*M*M + 7*M
349 * BDSPAN = MAX(7*M+4, 3*M+2+SMLSIZ*(SMLSIZ+8))
350 *
351 IF( N.GE.MNTHR1 ) THEN
352 IF( WNTQN ) THEN
353 *
354 * Path 1t (N much larger than M, JOBZ='N')
355 *
356 MAXWRK = M + M*ILAENV( 1, 'ZGELQF', ' ', M, N, -1,
357 $ -1 )
358 MAXWRK = MAX( MAXWRK, 2*M+2*M*
359 $ ILAENV( 1, 'ZGEBRD', ' ', M, M, -1, -1 ) )
360 MINWRK = 3*M
361 ELSE IF( WNTQO ) THEN
362 *
363 * Path 2t (N much larger than M, JOBZ='O')
364 *
365 WRKBL = M + M*ILAENV( 1, 'ZGELQF', ' ', M, N, -1, -1 )
366 WRKBL = MAX( WRKBL, M+M*ILAENV( 1, 'ZUNGLQ', ' ', M,
367 $ N, M, -1 ) )
368 WRKBL = MAX( WRKBL, 2*M+2*M*
369 $ ILAENV( 1, 'ZGEBRD', ' ', M, M, -1, -1 ) )
370 WRKBL = MAX( WRKBL, 2*M+M*
371 $ ILAENV( 1, 'ZUNMBR', 'PRC', M, M, M, -1 ) )
372 WRKBL = MAX( WRKBL, 2*M+M*
373 $ ILAENV( 1, 'ZUNMBR', 'QLN', M, M, M, -1 ) )
374 MAXWRK = M*N + M*M + WRKBL
375 MINWRK = 2*M*M + 3*M
376 ELSE IF( WNTQS ) THEN
377 *
378 * Path 3t (N much larger than M, JOBZ='S')
379 *
380 WRKBL = M + M*ILAENV( 1, 'ZGELQF', ' ', M, N, -1, -1 )
381 WRKBL = MAX( WRKBL, M+M*ILAENV( 1, 'ZUNGLQ', ' ', M,
382 $ N, M, -1 ) )
383 WRKBL = MAX( WRKBL, 2*M+2*M*
384 $ ILAENV( 1, 'ZGEBRD', ' ', M, M, -1, -1 ) )
385 WRKBL = MAX( WRKBL, 2*M+M*
386 $ ILAENV( 1, 'ZUNMBR', 'PRC', M, M, M, -1 ) )
387 WRKBL = MAX( WRKBL, 2*M+M*
388 $ ILAENV( 1, 'ZUNMBR', 'QLN', M, M, M, -1 ) )
389 MAXWRK = M*M + WRKBL
390 MINWRK = M*M + 3*M
391 ELSE IF( WNTQA ) THEN
392 *
393 * Path 4t (N much larger than M, JOBZ='A')
394 *
395 WRKBL = M + M*ILAENV( 1, 'ZGELQF', ' ', M, N, -1, -1 )
396 WRKBL = MAX( WRKBL, M+N*ILAENV( 1, 'ZUNGLQ', ' ', N,
397 $ N, M, -1 ) )
398 WRKBL = MAX( WRKBL, 2*M+2*M*
399 $ ILAENV( 1, 'ZGEBRD', ' ', M, M, -1, -1 ) )
400 WRKBL = MAX( WRKBL, 2*M+M*
401 $ ILAENV( 1, 'ZUNMBR', 'PRC', M, M, M, -1 ) )
402 WRKBL = MAX( WRKBL, 2*M+M*
403 $ ILAENV( 1, 'ZUNMBR', 'QLN', M, M, M, -1 ) )
404 MAXWRK = M*M + WRKBL
405 MINWRK = M*M + 2*M + N
406 END IF
407 ELSE IF( N.GE.MNTHR2 ) THEN
408 *
409 * Path 5t (N much larger than M, but not as much as MNTHR1)
410 *
411 MAXWRK = 2*M + ( M+N )*ILAENV( 1, 'ZGEBRD', ' ', M, N,
412 $ -1, -1 )
413 MINWRK = 2*M + N
414 IF( WNTQO ) THEN
415 MAXWRK = MAX( MAXWRK, 2*M+M*
416 $ ILAENV( 1, 'ZUNGBR', 'P', M, N, M, -1 ) )
417 MAXWRK = MAX( MAXWRK, 2*M+M*
418 $ ILAENV( 1, 'ZUNGBR', 'Q', M, M, N, -1 ) )
419 MAXWRK = MAXWRK + M*N
420 MINWRK = MINWRK + M*M
421 ELSE IF( WNTQS ) THEN
422 MAXWRK = MAX( MAXWRK, 2*M+M*
423 $ ILAENV( 1, 'ZUNGBR', 'P', M, N, M, -1 ) )
424 MAXWRK = MAX( MAXWRK, 2*M+M*
425 $ ILAENV( 1, 'ZUNGBR', 'Q', M, M, N, -1 ) )
426 ELSE IF( WNTQA ) THEN
427 MAXWRK = MAX( MAXWRK, 2*M+N*
428 $ ILAENV( 1, 'ZUNGBR', 'P', N, N, M, -1 ) )
429 MAXWRK = MAX( MAXWRK, 2*M+M*
430 $ ILAENV( 1, 'ZUNGBR', 'Q', M, M, N, -1 ) )
431 END IF
432 ELSE
433 *
434 * Path 6t (N greater than M, but not much larger)
435 *
436 MAXWRK = 2*M + ( M+N )*ILAENV( 1, 'ZGEBRD', ' ', M, N,
437 $ -1, -1 )
438 MINWRK = 2*M + N
439 IF( WNTQO ) THEN
440 MAXWRK = MAX( MAXWRK, 2*M+M*
441 $ ILAENV( 1, 'ZUNMBR', 'PRC', M, N, M, -1 ) )
442 MAXWRK = MAX( MAXWRK, 2*M+M*
443 $ ILAENV( 1, 'ZUNMBR', 'QLN', M, M, N, -1 ) )
444 MAXWRK = MAXWRK + M*N
445 MINWRK = MINWRK + M*M
446 ELSE IF( WNTQS ) THEN
447 MAXWRK = MAX( MAXWRK, 2*M+M*
448 $ ILAENV( 1, 'ZUNGBR', 'PRC', M, N, M, -1 ) )
449 MAXWRK = MAX( MAXWRK, 2*M+M*
450 $ ILAENV( 1, 'ZUNGBR', 'QLN', M, M, N, -1 ) )
451 ELSE IF( WNTQA ) THEN
452 MAXWRK = MAX( MAXWRK, 2*M+N*
453 $ ILAENV( 1, 'ZUNGBR', 'PRC', N, N, M, -1 ) )
454 MAXWRK = MAX( MAXWRK, 2*M+M*
455 $ ILAENV( 1, 'ZUNGBR', 'QLN', M, M, N, -1 ) )
456 END IF
457 END IF
458 END IF
459 MAXWRK = MAX( MAXWRK, MINWRK )
460 END IF
461 IF( INFO.EQ.0 ) THEN
462 WORK( 1 ) = MAXWRK
463 IF( LWORK.LT.MINWRK .AND. LWORK.NE.LQUERV )
464 $ INFO = -13
465 END IF
466 *
467 * Quick returns
468 *
469 IF( INFO.NE.0 ) THEN
470 CALL XERBLA( 'ZGESDD', -INFO )
471 RETURN
472 END IF
473 IF( LWORK.EQ.LQUERV )
474 $ RETURN
475 IF( M.EQ.0 .OR. N.EQ.0 ) THEN
476 RETURN
477 END IF
478 *
479 * Get machine constants
480 *
481 EPS = DLAMCH( 'P' )
482 SMLNUM = SQRT( DLAMCH( 'S' ) ) / EPS
483 BIGNUM = ONE / SMLNUM
484 *
485 * Scale A if max element outside range [SMLNUM,BIGNUM]
486 *
487 ANRM = ZLANGE( 'M', M, N, A, LDA, DUM )
488 ISCL = 0
489 IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
490 ISCL = 1
491 CALL ZLASCL( 'G', 0, 0, ANRM, SMLNUM, M, N, A, LDA, IERR )
492 ELSE IF( ANRM.GT.BIGNUM ) THEN
493 ISCL = 1
494 CALL ZLASCL( 'G', 0, 0, ANRM, BIGNUM, M, N, A, LDA, IERR )
495 END IF
496 *
497 IF( M.GE.N ) THEN
498 *
499 * A has at least as many rows as columns. If A has sufficiently
500 * more rows than columns, first reduce using the QR
501 * decomposition (if sufficient workspace available)
502 *
503 IF( M.GE.MNTHR1 ) THEN
504 *
505 IF( WNTQN ) THEN
506 *
507 * Path 1 (M much larger than N, JOBZ='N')
508 * No singular vectors to be computed
509 *
510 ITAU = 1
511 NWORK = ITAU + N
512 *
513 * Compute A=Q*R
514 * (CWorkspace: need 2*N, prefer N+N*NB)
515 * (RWorkspace: need 0)
516 *
517 CALL ZGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
518 $ LWORK-NWORK+1, IERR )
519 *
520 * Zero out below R
521 *
522 CALL ZLASET( 'L', N-1, N-1, CZERO, CZERO, A( 2, 1 ),
523 $ LDA )
524 IE = 1
525 ITAUQ = 1
526 ITAUP = ITAUQ + N
527 NWORK = ITAUP + N
528 *
529 * Bidiagonalize R in A
530 * (CWorkspace: need 3*N, prefer 2*N+2*N*NB)
531 * (RWorkspace: need N)
532 *
533 CALL ZGEBRD( N, N, A, LDA, S, RWORK( IE ), WORK( ITAUQ ),
534 $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
535 $ IERR )
536 NRWORK = IE + N
537 *
538 * Perform bidiagonal SVD, compute singular values only
539 * (CWorkspace: 0)
540 * (RWorkspace: need BDSPAN)
541 *
542 CALL DBDSDC( 'U', 'N', N, S, RWORK( IE ), DUM, 1, DUM, 1,
543 $ DUM, IDUM, RWORK( NRWORK ), IWORK, INFO )
544 *
545 ELSE IF( WNTQO ) THEN
546 *
547 * Path 2 (M much larger than N, JOBZ='O')
548 * N left singular vectors to be overwritten on A and
549 * N right singular vectors to be computed in VT
550 *
551 IU = 1
552 *
553 * WORK(IU) is N by N
554 *
555 LDWRKU = N
556 IR = IU + LDWRKU*N
557 IF( LWORK.GE.M*N+N*N+3*N ) THEN
558 *
559 * WORK(IR) is M by N
560 *
561 LDWRKR = M
562 ELSE
563 LDWRKR = ( LWORK-N*N-3*N ) / N
564 END IF
565 ITAU = IR + LDWRKR*N
566 NWORK = ITAU + N
567 *
568 * Compute A=Q*R
569 * (CWorkspace: need N*N+2*N, prefer M*N+N+N*NB)
570 * (RWorkspace: 0)
571 *
572 CALL ZGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
573 $ LWORK-NWORK+1, IERR )
574 *
575 * Copy R to WORK( IR ), zeroing out below it
576 *
577 CALL ZLACPY( 'U', N, N, A, LDA, WORK( IR ), LDWRKR )
578 CALL ZLASET( 'L', N-1, N-1, CZERO, CZERO, WORK( IR+1 ),
579 $ LDWRKR )
580 *
581 * Generate Q in A
582 * (CWorkspace: need 2*N, prefer N+N*NB)
583 * (RWorkspace: 0)
584 *
585 CALL ZUNGQR( M, N, N, A, LDA, WORK( ITAU ),
586 $ WORK( NWORK ), LWORK-NWORK+1, IERR )
587 IE = 1
588 ITAUQ = ITAU
589 ITAUP = ITAUQ + N
590 NWORK = ITAUP + N
591 *
592 * Bidiagonalize R in WORK(IR)
593 * (CWorkspace: need N*N+3*N, prefer M*N+2*N+2*N*NB)
594 * (RWorkspace: need N)
595 *
596 CALL ZGEBRD( N, N, WORK( IR ), LDWRKR, S, RWORK( IE ),
597 $ WORK( ITAUQ ), WORK( ITAUP ), WORK( NWORK ),
598 $ LWORK-NWORK+1, IERR )
599 *
600 * Perform bidiagonal SVD, computing left singular vectors
601 * of R in WORK(IRU) and computing right singular vectors
602 * of R in WORK(IRVT)
603 * (CWorkspace: need 0)
604 * (RWorkspace: need BDSPAC)
605 *
606 IRU = IE + N
607 IRVT = IRU + N*N
608 NRWORK = IRVT + N*N
609 CALL DBDSDC( 'U', 'I', N, S, RWORK( IE ), RWORK( IRU ),
610 $ N, RWORK( IRVT ), N, DUM, IDUM,
611 $ RWORK( NRWORK ), IWORK, INFO )
612 *
613 * Copy real matrix RWORK(IRU) to complex matrix WORK(IU)
614 * Overwrite WORK(IU) by the left singular vectors of R
615 * (CWorkspace: need 2*N*N+3*N, prefer M*N+N*N+2*N+N*NB)
616 * (RWorkspace: 0)
617 *
618 CALL ZLACP2( 'F', N, N, RWORK( IRU ), N, WORK( IU ),
619 $ LDWRKU )
620 CALL ZUNMBR( 'Q', 'L', 'N', N, N, N, WORK( IR ), LDWRKR,
621 $ WORK( ITAUQ ), WORK( IU ), LDWRKU,
622 $ WORK( NWORK ), LWORK-NWORK+1, IERR )
623 *
624 * Copy real matrix RWORK(IRVT) to complex matrix VT
625 * Overwrite VT by the right singular vectors of R
626 * (CWorkspace: need N*N+3*N, prefer M*N+2*N+N*NB)
627 * (RWorkspace: 0)
628 *
629 CALL ZLACP2( 'F', N, N, RWORK( IRVT ), N, VT, LDVT )
630 CALL ZUNMBR( 'P', 'R', 'C', N, N, N, WORK( IR ), LDWRKR,
631 $ WORK( ITAUP ), VT, LDVT, WORK( NWORK ),
632 $ LWORK-NWORK+1, IERR )
633 *
634 * Multiply Q in A by left singular vectors of R in
635 * WORK(IU), storing result in WORK(IR) and copying to A
636 * (CWorkspace: need 2*N*N, prefer N*N+M*N)
637 * (RWorkspace: 0)
638 *
639 DO 10 I = 1, M, LDWRKR
640 CHUNK = MIN( M-I+1, LDWRKR )
641 CALL ZGEMM( 'N', 'N', CHUNK, N, N, CONE, A( I, 1 ),
642 $ LDA, WORK( IU ), LDWRKU, CZERO,
643 $ WORK( IR ), LDWRKR )
644 CALL ZLACPY( 'F', CHUNK, N, WORK( IR ), LDWRKR,
645 $ A( I, 1 ), LDA )
646 10 CONTINUE
647 *
648 ELSE IF( WNTQS ) THEN
649 *
650 * Path 3 (M much larger than N, JOBZ='S')
651 * N left singular vectors to be computed in U and
652 * N right singular vectors to be computed in VT
653 *
654 IR = 1
655 *
656 * WORK(IR) is N by N
657 *
658 LDWRKR = N
659 ITAU = IR + LDWRKR*N
660 NWORK = ITAU + N
661 *
662 * Compute A=Q*R
663 * (CWorkspace: need N*N+2*N, prefer N*N+N+N*NB)
664 * (RWorkspace: 0)
665 *
666 CALL ZGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
667 $ LWORK-NWORK+1, IERR )
668 *
669 * Copy R to WORK(IR), zeroing out below it
670 *
671 CALL ZLACPY( 'U', N, N, A, LDA, WORK( IR ), LDWRKR )
672 CALL ZLASET( 'L', N-1, N-1, CZERO, CZERO, WORK( IR+1 ),
673 $ LDWRKR )
674 *
675 * Generate Q in A
676 * (CWorkspace: need 2*N, prefer N+N*NB)
677 * (RWorkspace: 0)
678 *
679 CALL ZUNGQR( M, N, N, A, LDA, WORK( ITAU ),
680 $ WORK( NWORK ), LWORK-NWORK+1, IERR )
681 IE = 1
682 ITAUQ = ITAU
683 ITAUP = ITAUQ + N
684 NWORK = ITAUP + N
685 *
686 * Bidiagonalize R in WORK(IR)
687 * (CWorkspace: need N*N+3*N, prefer N*N+2*N+2*N*NB)
688 * (RWorkspace: need N)
689 *
690 CALL ZGEBRD( N, N, WORK( IR ), LDWRKR, S, RWORK( IE ),
691 $ WORK( ITAUQ ), WORK( ITAUP ), WORK( NWORK ),
692 $ LWORK-NWORK+1, IERR )
693 *
694 * Perform bidiagonal SVD, computing left singular vectors
695 * of bidiagonal matrix in RWORK(IRU) and computing right
696 * singular vectors of bidiagonal matrix in RWORK(IRVT)
697 * (CWorkspace: need 0)
698 * (RWorkspace: need BDSPAC)
699 *
700 IRU = IE + N
701 IRVT = IRU + N*N
702 NRWORK = IRVT + N*N
703 CALL DBDSDC( 'U', 'I', N, S, RWORK( IE ), RWORK( IRU ),
704 $ N, RWORK( IRVT ), N, DUM, IDUM,
705 $ RWORK( NRWORK ), IWORK, INFO )
706 *
707 * Copy real matrix RWORK(IRU) to complex matrix U
708 * Overwrite U by left singular vectors of R
709 * (CWorkspace: need N*N+3*N, prefer N*N+2*N+N*NB)
710 * (RWorkspace: 0)
711 *
712 CALL ZLACP2( 'F', N, N, RWORK( IRU ), N, U, LDU )
713 CALL ZUNMBR( 'Q', 'L', 'N', N, N, N, WORK( IR ), LDWRKR,
714 $ WORK( ITAUQ ), U, LDU, WORK( NWORK ),
715 $ LWORK-NWORK+1, IERR )
716 *
717 * Copy real matrix RWORK(IRVT) to complex matrix VT
718 * Overwrite VT by right singular vectors of R
719 * (CWorkspace: need N*N+3*N, prefer N*N+2*N+N*NB)
720 * (RWorkspace: 0)
721 *
722 CALL ZLACP2( 'F', N, N, RWORK( IRVT ), N, VT, LDVT )
723 CALL ZUNMBR( 'P', 'R', 'C', N, N, N, WORK( IR ), LDWRKR,
724 $ WORK( ITAUP ), VT, LDVT, WORK( NWORK ),
725 $ LWORK-NWORK+1, IERR )
726 *
727 * Multiply Q in A by left singular vectors of R in
728 * WORK(IR), storing result in U
729 * (CWorkspace: need N*N)
730 * (RWorkspace: 0)
731 *
732 CALL ZLACPY( 'F', N, N, U, LDU, WORK( IR ), LDWRKR )
733 CALL ZGEMM( 'N', 'N', M, N, N, CONE, A, LDA, WORK( IR ),
734 $ LDWRKR, CZERO, U, LDU )
735 *
736 ELSE IF( WNTQA ) THEN
737 *
738 * Path 4 (M much larger than N, JOBZ='A')
739 * M left singular vectors to be computed in U and
740 * N right singular vectors to be computed in VT
741 *
742 IU = 1
743 *
744 * WORK(IU) is N by N
745 *
746 LDWRKU = N
747 ITAU = IU + LDWRKU*N
748 NWORK = ITAU + N
749 *
750 * Compute A=Q*R, copying result to U
751 * (CWorkspace: need 2*N, prefer N+N*NB)
752 * (RWorkspace: 0)
753 *
754 CALL ZGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
755 $ LWORK-NWORK+1, IERR )
756 CALL ZLACPY( 'L', M, N, A, LDA, U, LDU )
757 *
758 * Generate Q in U
759 * (CWorkspace: need N+M, prefer N+M*NB)
760 * (RWorkspace: 0)
761 *
762 CALL ZUNGQR( M, M, N, U, LDU, WORK( ITAU ),
763 $ WORK( NWORK ), LWORK-NWORK+1, IERR )
764 *
765 * Produce R in A, zeroing out below it
766 *
767 CALL ZLASET( 'L', N-1, N-1, CZERO, CZERO, A( 2, 1 ),
768 $ LDA )
769 IE = 1
770 ITAUQ = ITAU
771 ITAUP = ITAUQ + N
772 NWORK = ITAUP + N
773 *
774 * Bidiagonalize R in A
775 * (CWorkspace: need 3*N, prefer 2*N+2*N*NB)
776 * (RWorkspace: need N)
777 *
778 CALL ZGEBRD( N, N, A, LDA, S, RWORK( IE ), WORK( ITAUQ ),
779 $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
780 $ IERR )
781 IRU = IE + N
782 IRVT = IRU + N*N
783 NRWORK = IRVT + N*N
784 *
785 * Perform bidiagonal SVD, computing left singular vectors
786 * of bidiagonal matrix in RWORK(IRU) and computing right
787 * singular vectors of bidiagonal matrix in RWORK(IRVT)
788 * (CWorkspace: need 0)
789 * (RWorkspace: need BDSPAC)
790 *
791 CALL DBDSDC( 'U', 'I', N, S, RWORK( IE ), RWORK( IRU ),
792 $ N, RWORK( IRVT ), N, DUM, IDUM,
793 $ RWORK( NRWORK ), IWORK, INFO )
794 *
795 * Copy real matrix RWORK(IRU) to complex matrix WORK(IU)
796 * Overwrite WORK(IU) by left singular vectors of R
797 * (CWorkspace: need N*N+3*N, prefer N*N+2*N+N*NB)
798 * (RWorkspace: 0)
799 *
800 CALL ZLACP2( 'F', N, N, RWORK( IRU ), N, WORK( IU ),
801 $ LDWRKU )
802 CALL ZUNMBR( 'Q', 'L', 'N', N, N, N, A, LDA,
803 $ WORK( ITAUQ ), WORK( IU ), LDWRKU,
804 $ WORK( NWORK ), LWORK-NWORK+1, IERR )
805 *
806 * Copy real matrix RWORK(IRVT) to complex matrix VT
807 * Overwrite VT by right singular vectors of R
808 * (CWorkspace: need 3*N, prefer 2*N+N*NB)
809 * (RWorkspace: 0)
810 *
811 CALL ZLACP2( 'F', N, N, RWORK( IRVT ), N, VT, LDVT )
812 CALL ZUNMBR( 'P', 'R', 'C', N, N, N, A, LDA,
813 $ WORK( ITAUP ), VT, LDVT, WORK( NWORK ),
814 $ LWORK-NWORK+1, IERR )
815 *
816 * Multiply Q in U by left singular vectors of R in
817 * WORK(IU), storing result in A
818 * (CWorkspace: need N*N)
819 * (RWorkspace: 0)
820 *
821 CALL ZGEMM( 'N', 'N', M, N, N, CONE, U, LDU, WORK( IU ),
822 $ LDWRKU, CZERO, A, LDA )
823 *
824 * Copy left singular vectors of A from A to U
825 *
826 CALL ZLACPY( 'F', M, N, A, LDA, U, LDU )
827 *
828 END IF
829 *
830 ELSE IF( M.GE.MNTHR2 ) THEN
831 *
832 * MNTHR2 <= M < MNTHR1
833 *
834 * Path 5 (M much larger than N, but not as much as MNTHR1)
835 * Reduce to bidiagonal form without QR decomposition, use
836 * ZUNGBR and matrix multiplication to compute singular vectors
837 *
838 IE = 1
839 NRWORK = IE + N
840 ITAUQ = 1
841 ITAUP = ITAUQ + N
842 NWORK = ITAUP + N
843 *
844 * Bidiagonalize A
845 * (CWorkspace: need 2*N+M, prefer 2*N+(M+N)*NB)
846 * (RWorkspace: need N)
847 *
848 CALL ZGEBRD( M, N, A, LDA, S, RWORK( IE ), WORK( ITAUQ ),
849 $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
850 $ IERR )
851 IF( WNTQN ) THEN
852 *
853 * Compute singular values only
854 * (Cworkspace: 0)
855 * (Rworkspace: need BDSPAN)
856 *
857 CALL DBDSDC( 'U', 'N', N, S, RWORK( IE ), DUM, 1, DUM, 1,
858 $ DUM, IDUM, RWORK( NRWORK ), IWORK, INFO )
859 ELSE IF( WNTQO ) THEN
860 IU = NWORK
861 IRU = NRWORK
862 IRVT = IRU + N*N
863 NRWORK = IRVT + N*N
864 *
865 * Copy A to VT, generate P**H
866 * (Cworkspace: need 2*N, prefer N+N*NB)
867 * (Rworkspace: 0)
868 *
869 CALL ZLACPY( 'U', N, N, A, LDA, VT, LDVT )
870 CALL ZUNGBR( 'P', N, N, N, VT, LDVT, WORK( ITAUP ),
871 $ WORK( NWORK ), LWORK-NWORK+1, IERR )
872 *
873 * Generate Q in A
874 * (CWorkspace: need 2*N, prefer N+N*NB)
875 * (RWorkspace: 0)
876 *
877 CALL ZUNGBR( 'Q', M, N, N, A, LDA, WORK( ITAUQ ),
878 $ WORK( NWORK ), LWORK-NWORK+1, IERR )
879 *
880 IF( LWORK.GE.M*N+3*N ) THEN
881 *
882 * WORK( IU ) is M by N
883 *
884 LDWRKU = M
885 ELSE
886 *
887 * WORK(IU) is LDWRKU by N
888 *
889 LDWRKU = ( LWORK-3*N ) / N
890 END IF
891 NWORK = IU + LDWRKU*N
892 *
893 * Perform bidiagonal SVD, computing left singular vectors
894 * of bidiagonal matrix in RWORK(IRU) and computing right
895 * singular vectors of bidiagonal matrix in RWORK(IRVT)
896 * (CWorkspace: need 0)
897 * (RWorkspace: need BDSPAC)
898 *
899 CALL DBDSDC( 'U', 'I', N, S, RWORK( IE ), RWORK( IRU ),
900 $ N, RWORK( IRVT ), N, DUM, IDUM,
901 $ RWORK( NRWORK ), IWORK, INFO )
902 *
903 * Multiply real matrix RWORK(IRVT) by P**H in VT,
904 * storing the result in WORK(IU), copying to VT
905 * (Cworkspace: need 0)
906 * (Rworkspace: need 3*N*N)
907 *
908 CALL ZLARCM( N, N, RWORK( IRVT ), N, VT, LDVT,
909 $ WORK( IU ), LDWRKU, RWORK( NRWORK ) )
910 CALL ZLACPY( 'F', N, N, WORK( IU ), LDWRKU, VT, LDVT )
911 *
912 * Multiply Q in A by real matrix RWORK(IRU), storing the
913 * result in WORK(IU), copying to A
914 * (CWorkspace: need N*N, prefer M*N)
915 * (Rworkspace: need 3*N*N, prefer N*N+2*M*N)
916 *
917 NRWORK = IRVT
918 DO 20 I = 1, M, LDWRKU
919 CHUNK = MIN( M-I+1, LDWRKU )
920 CALL ZLACRM( CHUNK, N, A( I, 1 ), LDA, RWORK( IRU ),
921 $ N, WORK( IU ), LDWRKU, RWORK( NRWORK ) )
922 CALL ZLACPY( 'F', CHUNK, N, WORK( IU ), LDWRKU,
923 $ A( I, 1 ), LDA )
924 20 CONTINUE
925 *
926 ELSE IF( WNTQS ) THEN
927 *
928 * Copy A to VT, generate P**H
929 * (Cworkspace: need 2*N, prefer N+N*NB)
930 * (Rworkspace: 0)
931 *
932 CALL ZLACPY( 'U', N, N, A, LDA, VT, LDVT )
933 CALL ZUNGBR( 'P', N, N, N, VT, LDVT, WORK( ITAUP ),
934 $ WORK( NWORK ), LWORK-NWORK+1, IERR )
935 *
936 * Copy A to U, generate Q
937 * (Cworkspace: need 2*N, prefer N+N*NB)
938 * (Rworkspace: 0)
939 *
940 CALL ZLACPY( 'L', M, N, A, LDA, U, LDU )
941 CALL ZUNGBR( 'Q', M, N, N, U, LDU, WORK( ITAUQ ),
942 $ WORK( NWORK ), LWORK-NWORK+1, IERR )
943 *
944 * Perform bidiagonal SVD, computing left singular vectors
945 * of bidiagonal matrix in RWORK(IRU) and computing right
946 * singular vectors of bidiagonal matrix in RWORK(IRVT)
947 * (CWorkspace: need 0)
948 * (RWorkspace: need BDSPAC)
949 *
950 IRU = NRWORK
951 IRVT = IRU + N*N
952 NRWORK = IRVT + N*N
953 CALL DBDSDC( 'U', 'I', N, S, RWORK( IE ), RWORK( IRU ),
954 $ N, RWORK( IRVT ), N, DUM, IDUM,
955 $ RWORK( NRWORK ), IWORK, INFO )
956 *
957 * Multiply real matrix RWORK(IRVT) by P**H in VT,
958 * storing the result in A, copying to VT
959 * (Cworkspace: need 0)
960 * (Rworkspace: need 3*N*N)
961 *
962 CALL ZLARCM( N, N, RWORK( IRVT ), N, VT, LDVT, A, LDA,
963 $ RWORK( NRWORK ) )
964 CALL ZLACPY( 'F', N, N, A, LDA, VT, LDVT )
965 *
966 * Multiply Q in U by real matrix RWORK(IRU), storing the
967 * result in A, copying to U
968 * (CWorkspace: need 0)
969 * (Rworkspace: need N*N+2*M*N)
970 *
971 NRWORK = IRVT
972 CALL ZLACRM( M, N, U, LDU, RWORK( IRU ), N, A, LDA,
973 $ RWORK( NRWORK ) )
974 CALL ZLACPY( 'F', M, N, A, LDA, U, LDU )
975 ELSE
976 *
977 * Copy A to VT, generate P**H
978 * (Cworkspace: need 2*N, prefer N+N*NB)
979 * (Rworkspace: 0)
980 *
981 CALL ZLACPY( 'U', N, N, A, LDA, VT, LDVT )
982 CALL ZUNGBR( 'P', N, N, N, VT, LDVT, WORK( ITAUP ),
983 $ WORK( NWORK ), LWORK-NWORK+1, IERR )
984 *
985 * Copy A to U, generate Q
986 * (Cworkspace: need 2*N, prefer N+N*NB)
987 * (Rworkspace: 0)
988 *
989 CALL ZLACPY( 'L', M, N, A, LDA, U, LDU )
990 CALL ZUNGBR( 'Q', M, M, N, U, LDU, WORK( ITAUQ ),
991 $ WORK( NWORK ), LWORK-NWORK+1, IERR )
992 *
993 * Perform bidiagonal SVD, computing left singular vectors
994 * of bidiagonal matrix in RWORK(IRU) and computing right
995 * singular vectors of bidiagonal matrix in RWORK(IRVT)
996 * (CWorkspace: need 0)
997 * (RWorkspace: need BDSPAC)
998 *
999 IRU = NRWORK
1000 IRVT = IRU + N*N
1001 NRWORK = IRVT + N*N
1002 CALL DBDSDC( 'U', 'I', N, S, RWORK( IE ), RWORK( IRU ),
1003 $ N, RWORK( IRVT ), N, DUM, IDUM,
1004 $ RWORK( NRWORK ), IWORK, INFO )
1005 *
1006 * Multiply real matrix RWORK(IRVT) by P**H in VT,
1007 * storing the result in A, copying to VT
1008 * (Cworkspace: need 0)
1009 * (Rworkspace: need 3*N*N)
1010 *
1011 CALL ZLARCM( N, N, RWORK( IRVT ), N, VT, LDVT, A, LDA,
1012 $ RWORK( NRWORK ) )
1013 CALL ZLACPY( 'F', N, N, A, LDA, VT, LDVT )
1014 *
1015 * Multiply Q in U by real matrix RWORK(IRU), storing the
1016 * result in A, copying to U
1017 * (CWorkspace: 0)
1018 * (Rworkspace: need 3*N*N)
1019 *
1020 NRWORK = IRVT
1021 CALL ZLACRM( M, N, U, LDU, RWORK( IRU ), N, A, LDA,
1022 $ RWORK( NRWORK ) )
1023 CALL ZLACPY( 'F', M, N, A, LDA, U, LDU )
1024 END IF
1025 *
1026 ELSE
1027 *
1028 * M .LT. MNTHR2
1029 *
1030 * Path 6 (M at least N, but not much larger)
1031 * Reduce to bidiagonal form without QR decomposition
1032 * Use ZUNMBR to compute singular vectors
1033 *
1034 IE = 1
1035 NRWORK = IE + N
1036 ITAUQ = 1
1037 ITAUP = ITAUQ + N
1038 NWORK = ITAUP + N
1039 *
1040 * Bidiagonalize A
1041 * (CWorkspace: need 2*N+M, prefer 2*N+(M+N)*NB)
1042 * (RWorkspace: need N)
1043 *
1044 CALL ZGEBRD( M, N, A, LDA, S, RWORK( IE ), WORK( ITAUQ ),
1045 $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
1046 $ IERR )
1047 IF( WNTQN ) THEN
1048 *
1049 * Compute singular values only
1050 * (Cworkspace: 0)
1051 * (Rworkspace: need BDSPAN)
1052 *
1053 CALL DBDSDC( 'U', 'N', N, S, RWORK( IE ), DUM, 1, DUM, 1,
1054 $ DUM, IDUM, RWORK( NRWORK ), IWORK, INFO )
1055 ELSE IF( WNTQO ) THEN
1056 IU = NWORK
1057 IRU = NRWORK
1058 IRVT = IRU + N*N
1059 NRWORK = IRVT + N*N
1060 IF( LWORK.GE.M*N+3*N ) THEN
1061 *
1062 * WORK( IU ) is M by N
1063 *
1064 LDWRKU = M
1065 ELSE
1066 *
1067 * WORK( IU ) is LDWRKU by N
1068 *
1069 LDWRKU = ( LWORK-3*N ) / N
1070 END IF
1071 NWORK = IU + LDWRKU*N
1072 *
1073 * Perform bidiagonal SVD, computing left singular vectors
1074 * of bidiagonal matrix in RWORK(IRU) and computing right
1075 * singular vectors of bidiagonal matrix in RWORK(IRVT)
1076 * (CWorkspace: need 0)
1077 * (RWorkspace: need BDSPAC)
1078 *
1079 CALL DBDSDC( 'U', 'I', N, S, RWORK( IE ), RWORK( IRU ),
1080 $ N, RWORK( IRVT ), N, DUM, IDUM,
1081 $ RWORK( NRWORK ), IWORK, INFO )
1082 *
1083 * Copy real matrix RWORK(IRVT) to complex matrix VT
1084 * Overwrite VT by right singular vectors of A
1085 * (Cworkspace: need 2*N, prefer N+N*NB)
1086 * (Rworkspace: need 0)
1087 *
1088 CALL ZLACP2( 'F', N, N, RWORK( IRVT ), N, VT, LDVT )
1089 CALL ZUNMBR( 'P', 'R', 'C', N, N, N, A, LDA,
1090 $ WORK( ITAUP ), VT, LDVT, WORK( NWORK ),
1091 $ LWORK-NWORK+1, IERR )
1092 *
1093 IF( LWORK.GE.M*N+3*N ) THEN
1094 *
1095 * Copy real matrix RWORK(IRU) to complex matrix WORK(IU)
1096 * Overwrite WORK(IU) by left singular vectors of A, copying
1097 * to A
1098 * (Cworkspace: need M*N+2*N, prefer M*N+N+N*NB)
1099 * (Rworkspace: need 0)
1100 *
1101 CALL ZLASET( 'F', M, N, CZERO, CZERO, WORK( IU ),
1102 $ LDWRKU )
1103 CALL ZLACP2( 'F', N, N, RWORK( IRU ), N, WORK( IU ),
1104 $ LDWRKU )
1105 CALL ZUNMBR( 'Q', 'L', 'N', M, N, N, A, LDA,
1106 $ WORK( ITAUQ ), WORK( IU ), LDWRKU,
1107 $ WORK( NWORK ), LWORK-NWORK+1, IERR )
1108 CALL ZLACPY( 'F', M, N, WORK( IU ), LDWRKU, A, LDA )
1109 ELSE
1110 *
1111 * Generate Q in A
1112 * (Cworkspace: need 2*N, prefer N+N*NB)
1113 * (Rworkspace: need 0)
1114 *
1115 CALL ZUNGBR( 'Q', M, N, N, A, LDA, WORK( ITAUQ ),
1116 $ WORK( NWORK ), LWORK-NWORK+1, IERR )
1117 *
1118 * Multiply Q in A by real matrix RWORK(IRU), storing the
1119 * result in WORK(IU), copying to A
1120 * (CWorkspace: need N*N, prefer M*N)
1121 * (Rworkspace: need 3*N*N, prefer N*N+2*M*N)
1122 *
1123 NRWORK = IRVT
1124 DO 30 I = 1, M, LDWRKU
1125 CHUNK = MIN( M-I+1, LDWRKU )
1126 CALL ZLACRM( CHUNK, N, A( I, 1 ), LDA,
1127 $ RWORK( IRU ), N, WORK( IU ), LDWRKU,
1128 $ RWORK( NRWORK ) )
1129 CALL ZLACPY( 'F', CHUNK, N, WORK( IU ), LDWRKU,
1130 $ A( I, 1 ), LDA )
1131 30 CONTINUE
1132 END IF
1133 *
1134 ELSE IF( WNTQS ) THEN
1135 *
1136 * Perform bidiagonal SVD, computing left singular vectors
1137 * of bidiagonal matrix in RWORK(IRU) and computing right
1138 * singular vectors of bidiagonal matrix in RWORK(IRVT)
1139 * (CWorkspace: need 0)
1140 * (RWorkspace: need BDSPAC)
1141 *
1142 IRU = NRWORK
1143 IRVT = IRU + N*N
1144 NRWORK = IRVT + N*N
1145 CALL DBDSDC( 'U', 'I', N, S, RWORK( IE ), RWORK( IRU ),
1146 $ N, RWORK( IRVT ), N, DUM, IDUM,
1147 $ RWORK( NRWORK ), IWORK, INFO )
1148 *
1149 * Copy real matrix RWORK(IRU) to complex matrix U
1150 * Overwrite U by left singular vectors of A
1151 * (CWorkspace: need 3*N, prefer 2*N+N*NB)
1152 * (RWorkspace: 0)
1153 *
1154 CALL ZLASET( 'F', M, N, CZERO, CZERO, U, LDU )
1155 CALL ZLACP2( 'F', N, N, RWORK( IRU ), N, U, LDU )
1156 CALL ZUNMBR( 'Q', 'L', 'N', M, N, N, A, LDA,
1157 $ WORK( ITAUQ ), U, LDU, WORK( NWORK ),
1158 $ LWORK-NWORK+1, IERR )
1159 *
1160 * Copy real matrix RWORK(IRVT) to complex matrix VT
1161 * Overwrite VT by right singular vectors of A
1162 * (CWorkspace: need 3*N, prefer 2*N+N*NB)
1163 * (RWorkspace: 0)
1164 *
1165 CALL ZLACP2( 'F', N, N, RWORK( IRVT ), N, VT, LDVT )
1166 CALL ZUNMBR( 'P', 'R', 'C', N, N, N, A, LDA,
1167 $ WORK( ITAUP ), VT, LDVT, WORK( NWORK ),
1168 $ LWORK-NWORK+1, IERR )
1169 ELSE
1170 *
1171 * Perform bidiagonal SVD, computing left singular vectors
1172 * of bidiagonal matrix in RWORK(IRU) and computing right
1173 * singular vectors of bidiagonal matrix in RWORK(IRVT)
1174 * (CWorkspace: need 0)
1175 * (RWorkspace: need BDSPAC)
1176 *
1177 IRU = NRWORK
1178 IRVT = IRU + N*N
1179 NRWORK = IRVT + N*N
1180 CALL DBDSDC( 'U', 'I', N, S, RWORK( IE ), RWORK( IRU ),
1181 $ N, RWORK( IRVT ), N, DUM, IDUM,
1182 $ RWORK( NRWORK ), IWORK, INFO )
1183 *
1184 * Set the right corner of U to identity matrix
1185 *
1186 CALL ZLASET( 'F', M, M, CZERO, CZERO, U, LDU )
1187 IF( M.GT.N ) THEN
1188 CALL ZLASET( 'F', M-N, M-N, CZERO, CONE,
1189 $ U( N+1, N+1 ), LDU )
1190 END IF
1191 *
1192 * Copy real matrix RWORK(IRU) to complex matrix U
1193 * Overwrite U by left singular vectors of A
1194 * (CWorkspace: need 2*N+M, prefer 2*N+M*NB)
1195 * (RWorkspace: 0)
1196 *
1197 CALL ZLACP2( 'F', N, N, RWORK( IRU ), N, U, LDU )
1198 CALL ZUNMBR( 'Q', 'L', 'N', M, M, N, A, LDA,
1199 $ WORK( ITAUQ ), U, LDU, WORK( NWORK ),
1200 $ LWORK-NWORK+1, IERR )
1201 *
1202 * Copy real matrix RWORK(IRVT) to complex matrix VT
1203 * Overwrite VT by right singular vectors of A
1204 * (CWorkspace: need 3*N, prefer 2*N+N*NB)
1205 * (RWorkspace: 0)
1206 *
1207 CALL ZLACP2( 'F', N, N, RWORK( IRVT ), N, VT, LDVT )
1208 CALL ZUNMBR( 'P', 'R', 'C', N, N, N, A, LDA,
1209 $ WORK( ITAUP ), VT, LDVT, WORK( NWORK ),
1210 $ LWORK-NWORK+1, IERR )
1211 END IF
1212 *
1213 END IF
1214 *
1215 ELSE
1216 *
1217 * A has more columns than rows. If A has sufficiently more
1218 * columns than rows, first reduce using the LQ decomposition (if
1219 * sufficient workspace available)
1220 *
1221 IF( N.GE.MNTHR1 ) THEN
1222 *
1223 IF( WNTQN ) THEN
1224 *
1225 * Path 1t (N much larger than M, JOBZ='N')
1226 * No singular vectors to be computed
1227 *
1228 ITAU = 1
1229 NWORK = ITAU + M
1230 *
1231 * Compute A=L*Q
1232 * (CWorkspace: need 2*M, prefer M+M*NB)
1233 * (RWorkspace: 0)
1234 *
1235 CALL ZGELQF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
1236 $ LWORK-NWORK+1, IERR )
1237 *
1238 * Zero out above L
1239 *
1240 CALL ZLASET( 'U', M-1, M-1, CZERO, CZERO, A( 1, 2 ),
1241 $ LDA )
1242 IE = 1
1243 ITAUQ = 1
1244 ITAUP = ITAUQ + M
1245 NWORK = ITAUP + M
1246 *
1247 * Bidiagonalize L in A
1248 * (CWorkspace: need 3*M, prefer 2*M+2*M*NB)
1249 * (RWorkspace: need M)
1250 *
1251 CALL ZGEBRD( M, M, A, LDA, S, RWORK( IE ), WORK( ITAUQ ),
1252 $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
1253 $ IERR )
1254 NRWORK = IE + M
1255 *
1256 * Perform bidiagonal SVD, compute singular values only
1257 * (CWorkspace: 0)
1258 * (RWorkspace: need BDSPAN)
1259 *
1260 CALL DBDSDC( 'U', 'N', M, S, RWORK( IE ), DUM, 1, DUM, 1,
1261 $ DUM, IDUM, RWORK( NRWORK ), IWORK, INFO )
1262 *
1263 ELSE IF( WNTQO ) THEN
1264 *
1265 * Path 2t (N much larger than M, JOBZ='O')
1266 * M right singular vectors to be overwritten on A and
1267 * M left singular vectors to be computed in U
1268 *
1269 IVT = 1
1270 LDWKVT = M
1271 *
1272 * WORK(IVT) is M by M
1273 *
1274 IL = IVT + LDWKVT*M
1275 IF( LWORK.GE.M*N+M*M+3*M ) THEN
1276 *
1277 * WORK(IL) M by N
1278 *
1279 LDWRKL = M
1280 CHUNK = N
1281 ELSE
1282 *
1283 * WORK(IL) is M by CHUNK
1284 *
1285 LDWRKL = M
1286 CHUNK = ( LWORK-M*M-3*M ) / M
1287 END IF
1288 ITAU = IL + LDWRKL*CHUNK
1289 NWORK = ITAU + M
1290 *
1291 * Compute A=L*Q
1292 * (CWorkspace: need 2*M, prefer M+M*NB)
1293 * (RWorkspace: 0)
1294 *
1295 CALL ZGELQF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
1296 $ LWORK-NWORK+1, IERR )
1297 *
1298 * Copy L to WORK(IL), zeroing about above it
1299 *
1300 CALL ZLACPY( 'L', M, M, A, LDA, WORK( IL ), LDWRKL )
1301 CALL ZLASET( 'U', M-1, M-1, CZERO, CZERO,
1302 $ WORK( IL+LDWRKL ), LDWRKL )
1303 *
1304 * Generate Q in A
1305 * (CWorkspace: need M*M+2*M, prefer M*M+M+M*NB)
1306 * (RWorkspace: 0)
1307 *
1308 CALL ZUNGLQ( M, N, M, A, LDA, WORK( ITAU ),
1309 $ WORK( NWORK ), LWORK-NWORK+1, IERR )
1310 IE = 1
1311 ITAUQ = ITAU
1312 ITAUP = ITAUQ + M
1313 NWORK = ITAUP + M
1314 *
1315 * Bidiagonalize L in WORK(IL)
1316 * (CWorkspace: need M*M+3*M, prefer M*M+2*M+2*M*NB)
1317 * (RWorkspace: need M)
1318 *
1319 CALL ZGEBRD( M, M, WORK( IL ), LDWRKL, S, RWORK( IE ),
1320 $ WORK( ITAUQ ), WORK( ITAUP ), WORK( NWORK ),
1321 $ LWORK-NWORK+1, IERR )
1322 *
1323 * Perform bidiagonal SVD, computing left singular vectors
1324 * of bidiagonal matrix in RWORK(IRU) and computing right
1325 * singular vectors of bidiagonal matrix in RWORK(IRVT)
1326 * (CWorkspace: need 0)
1327 * (RWorkspace: need BDSPAC)
1328 *
1329 IRU = IE + M
1330 IRVT = IRU + M*M
1331 NRWORK = IRVT + M*M
1332 CALL DBDSDC( 'U', 'I', M, S, RWORK( IE ), RWORK( IRU ),
1333 $ M, RWORK( IRVT ), M, DUM, IDUM,
1334 $ RWORK( NRWORK ), IWORK, INFO )
1335 *
1336 * Copy real matrix RWORK(IRU) to complex matrix WORK(IU)
1337 * Overwrite WORK(IU) by the left singular vectors of L
1338 * (CWorkspace: need N*N+3*N, prefer M*N+2*N+N*NB)
1339 * (RWorkspace: 0)
1340 *
1341 CALL ZLACP2( 'F', M, M, RWORK( IRU ), M, U, LDU )
1342 CALL ZUNMBR( 'Q', 'L', 'N', M, M, M, WORK( IL ), LDWRKL,
1343 $ WORK( ITAUQ ), U, LDU, WORK( NWORK ),
1344 $ LWORK-NWORK+1, IERR )
1345 *
1346 * Copy real matrix RWORK(IRVT) to complex matrix WORK(IVT)
1347 * Overwrite WORK(IVT) by the right singular vectors of L
1348 * (CWorkspace: need N*N+3*N, prefer M*N+2*N+N*NB)
1349 * (RWorkspace: 0)
1350 *
1351 CALL ZLACP2( 'F', M, M, RWORK( IRVT ), M, WORK( IVT ),
1352 $ LDWKVT )
1353 CALL ZUNMBR( 'P', 'R', 'C', M, M, M, WORK( IL ), LDWRKL,
1354 $ WORK( ITAUP ), WORK( IVT ), LDWKVT,
1355 $ WORK( NWORK ), LWORK-NWORK+1, IERR )
1356 *
1357 * Multiply right singular vectors of L in WORK(IL) by Q
1358 * in A, storing result in WORK(IL) and copying to A
1359 * (CWorkspace: need 2*M*M, prefer M*M+M*N))
1360 * (RWorkspace: 0)
1361 *
1362 DO 40 I = 1, N, CHUNK
1363 BLK = MIN( N-I+1, CHUNK )
1364 CALL ZGEMM( 'N', 'N', M, BLK, M, CONE, WORK( IVT ), M,
1365 $ A( 1, I ), LDA, CZERO, WORK( IL ),
1366 $ LDWRKL )
1367 CALL ZLACPY( 'F', M, BLK, WORK( IL ), LDWRKL,
1368 $ A( 1, I ), LDA )
1369 40 CONTINUE
1370 *
1371 ELSE IF( WNTQS ) THEN
1372 *
1373 * Path 3t (N much larger than M, JOBZ='S')
1374 * M right singular vectors to be computed in VT and
1375 * M left singular vectors to be computed in U
1376 *
1377 IL = 1
1378 *
1379 * WORK(IL) is M by M
1380 *
1381 LDWRKL = M
1382 ITAU = IL + LDWRKL*M
1383 NWORK = ITAU + M
1384 *
1385 * Compute A=L*Q
1386 * (CWorkspace: need 2*M, prefer M+M*NB)
1387 * (RWorkspace: 0)
1388 *
1389 CALL ZGELQF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
1390 $ LWORK-NWORK+1, IERR )
1391 *
1392 * Copy L to WORK(IL), zeroing out above it
1393 *
1394 CALL ZLACPY( 'L', M, M, A, LDA, WORK( IL ), LDWRKL )
1395 CALL ZLASET( 'U', M-1, M-1, CZERO, CZERO,
1396 $ WORK( IL+LDWRKL ), LDWRKL )
1397 *
1398 * Generate Q in A
1399 * (CWorkspace: need M*M+2*M, prefer M*M+M+M*NB)
1400 * (RWorkspace: 0)
1401 *
1402 CALL ZUNGLQ( M, N, M, A, LDA, WORK( ITAU ),
1403 $ WORK( NWORK ), LWORK-NWORK+1, IERR )
1404 IE = 1
1405 ITAUQ = ITAU
1406 ITAUP = ITAUQ + M
1407 NWORK = ITAUP + M
1408 *
1409 * Bidiagonalize L in WORK(IL)
1410 * (CWorkspace: need M*M+3*M, prefer M*M+2*M+2*M*NB)
1411 * (RWorkspace: need M)
1412 *
1413 CALL ZGEBRD( M, M, WORK( IL ), LDWRKL, S, RWORK( IE ),
1414 $ WORK( ITAUQ ), WORK( ITAUP ), WORK( NWORK ),
1415 $ LWORK-NWORK+1, IERR )
1416 *
1417 * Perform bidiagonal SVD, computing left singular vectors
1418 * of bidiagonal matrix in RWORK(IRU) and computing right
1419 * singular vectors of bidiagonal matrix in RWORK(IRVT)
1420 * (CWorkspace: need 0)
1421 * (RWorkspace: need BDSPAC)
1422 *
1423 IRU = IE + M
1424 IRVT = IRU + M*M
1425 NRWORK = IRVT + M*M
1426 CALL DBDSDC( 'U', 'I', M, S, RWORK( IE ), RWORK( IRU ),
1427 $ M, RWORK( IRVT ), M, DUM, IDUM,
1428 $ RWORK( NRWORK ), IWORK, INFO )
1429 *
1430 * Copy real matrix RWORK(IRU) to complex matrix U
1431 * Overwrite U by left singular vectors of L
1432 * (CWorkspace: need M*M+3*M, prefer M*M+2*M+M*NB)
1433 * (RWorkspace: 0)
1434 *
1435 CALL ZLACP2( 'F', M, M, RWORK( IRU ), M, U, LDU )
1436 CALL ZUNMBR( 'Q', 'L', 'N', M, M, M, WORK( IL ), LDWRKL,
1437 $ WORK( ITAUQ ), U, LDU, WORK( NWORK ),
1438 $ LWORK-NWORK+1, IERR )
1439 *
1440 * Copy real matrix RWORK(IRVT) to complex matrix VT
1441 * Overwrite VT by left singular vectors of L
1442 * (CWorkspace: need M*M+3*M, prefer M*M+2*M+M*NB)
1443 * (RWorkspace: 0)
1444 *
1445 CALL ZLACP2( 'F', M, M, RWORK( IRVT ), M, VT, LDVT )
1446 CALL ZUNMBR( 'P', 'R', 'C', M, M, M, WORK( IL ), LDWRKL,
1447 $ WORK( ITAUP ), VT, LDVT, WORK( NWORK ),
1448 $ LWORK-NWORK+1, IERR )
1449 *
1450 * Copy VT to WORK(IL), multiply right singular vectors of L
1451 * in WORK(IL) by Q in A, storing result in VT
1452 * (CWorkspace: need M*M)
1453 * (RWorkspace: 0)
1454 *
1455 CALL ZLACPY( 'F', M, M, VT, LDVT, WORK( IL ), LDWRKL )
1456 CALL ZGEMM( 'N', 'N', M, N, M, CONE, WORK( IL ), LDWRKL,
1457 $ A, LDA, CZERO, VT, LDVT )
1458 *
1459 ELSE IF( WNTQA ) THEN
1460 *
1461 * Path 9t (N much larger than M, JOBZ='A')
1462 * N right singular vectors to be computed in VT and
1463 * M left singular vectors to be computed in U
1464 *
1465 IVT = 1
1466 *
1467 * WORK(IVT) is M by M
1468 *
1469 LDWKVT = M
1470 ITAU = IVT + LDWKVT*M
1471 NWORK = ITAU + M
1472 *
1473 * Compute A=L*Q, copying result to VT
1474 * (CWorkspace: need 2*M, prefer M+M*NB)
1475 * (RWorkspace: 0)
1476 *
1477 CALL ZGELQF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ),
1478 $ LWORK-NWORK+1, IERR )
1479 CALL ZLACPY( 'U', M, N, A, LDA, VT, LDVT )
1480 *
1481 * Generate Q in VT
1482 * (CWorkspace: need M+N, prefer M+N*NB)
1483 * (RWorkspace: 0)
1484 *
1485 CALL ZUNGLQ( N, N, M, VT, LDVT, WORK( ITAU ),
1486 $ WORK( NWORK ), LWORK-NWORK+1, IERR )
1487 *
1488 * Produce L in A, zeroing out above it
1489 *
1490 CALL ZLASET( 'U', M-1, M-1, CZERO, CZERO, A( 1, 2 ),
1491 $ LDA )
1492 IE = 1
1493 ITAUQ = ITAU
1494 ITAUP = ITAUQ + M
1495 NWORK = ITAUP + M
1496 *
1497 * Bidiagonalize L in A
1498 * (CWorkspace: need M*M+3*M, prefer M*M+2*M+2*M*NB)
1499 * (RWorkspace: need M)
1500 *
1501 CALL ZGEBRD( M, M, A, LDA, S, RWORK( IE ), WORK( ITAUQ ),
1502 $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
1503 $ IERR )
1504 *
1505 * Perform bidiagonal SVD, computing left singular vectors
1506 * of bidiagonal matrix in RWORK(IRU) and computing right
1507 * singular vectors of bidiagonal matrix in RWORK(IRVT)
1508 * (CWorkspace: need 0)
1509 * (RWorkspace: need BDSPAC)
1510 *
1511 IRU = IE + M
1512 IRVT = IRU + M*M
1513 NRWORK = IRVT + M*M
1514 CALL DBDSDC( 'U', 'I', M, S, RWORK( IE ), RWORK( IRU ),
1515 $ M, RWORK( IRVT ), M, DUM, IDUM,
1516 $ RWORK( NRWORK ), IWORK, INFO )
1517 *
1518 * Copy real matrix RWORK(IRU) to complex matrix U
1519 * Overwrite U by left singular vectors of L
1520 * (CWorkspace: need 3*M, prefer 2*M+M*NB)
1521 * (RWorkspace: 0)
1522 *
1523 CALL ZLACP2( 'F', M, M, RWORK( IRU ), M, U, LDU )
1524 CALL ZUNMBR( 'Q', 'L', 'N', M, M, M, A, LDA,
1525 $ WORK( ITAUQ ), U, LDU, WORK( NWORK ),
1526 $ LWORK-NWORK+1, IERR )
1527 *
1528 * Copy real matrix RWORK(IRVT) to complex matrix WORK(IVT)
1529 * Overwrite WORK(IVT) by right singular vectors of L
1530 * (CWorkspace: need M*M+3*M, prefer M*M+2*M+M*NB)
1531 * (RWorkspace: 0)
1532 *
1533 CALL ZLACP2( 'F', M, M, RWORK( IRVT ), M, WORK( IVT ),
1534 $ LDWKVT )
1535 CALL ZUNMBR( 'P', 'R', 'C', M, M, M, A, LDA,
1536 $ WORK( ITAUP ), WORK( IVT ), LDWKVT,
1537 $ WORK( NWORK ), LWORK-NWORK+1, IERR )
1538 *
1539 * Multiply right singular vectors of L in WORK(IVT) by
1540 * Q in VT, storing result in A
1541 * (CWorkspace: need M*M)
1542 * (RWorkspace: 0)
1543 *
1544 CALL ZGEMM( 'N', 'N', M, N, M, CONE, WORK( IVT ), LDWKVT,
1545 $ VT, LDVT, CZERO, A, LDA )
1546 *
1547 * Copy right singular vectors of A from A to VT
1548 *
1549 CALL ZLACPY( 'F', M, N, A, LDA, VT, LDVT )
1550 *
1551 END IF
1552 *
1553 ELSE IF( N.GE.MNTHR2 ) THEN
1554 *
1555 * MNTHR2 <= N < MNTHR1
1556 *
1557 * Path 5t (N much larger than M, but not as much as MNTHR1)
1558 * Reduce to bidiagonal form without QR decomposition, use
1559 * ZUNGBR and matrix multiplication to compute singular vectors
1560 *
1561 *
1562 IE = 1
1563 NRWORK = IE + M
1564 ITAUQ = 1
1565 ITAUP = ITAUQ + M
1566 NWORK = ITAUP + M
1567 *
1568 * Bidiagonalize A
1569 * (CWorkspace: need 2*M+N, prefer 2*M+(M+N)*NB)
1570 * (RWorkspace: M)
1571 *
1572 CALL ZGEBRD( M, N, A, LDA, S, RWORK( IE ), WORK( ITAUQ ),
1573 $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
1574 $ IERR )
1575 *
1576 IF( WNTQN ) THEN
1577 *
1578 * Compute singular values only
1579 * (Cworkspace: 0)
1580 * (Rworkspace: need BDSPAN)
1581 *
1582 CALL DBDSDC( 'L', 'N', M, S, RWORK( IE ), DUM, 1, DUM, 1,
1583 $ DUM, IDUM, RWORK( NRWORK ), IWORK, INFO )
1584 ELSE IF( WNTQO ) THEN
1585 IRVT = NRWORK
1586 IRU = IRVT + M*M
1587 NRWORK = IRU + M*M
1588 IVT = NWORK
1589 *
1590 * Copy A to U, generate Q
1591 * (Cworkspace: need 2*M, prefer M+M*NB)
1592 * (Rworkspace: 0)
1593 *
1594 CALL ZLACPY( 'L', M, M, A, LDA, U, LDU )
1595 CALL ZUNGBR( 'Q', M, M, N, U, LDU, WORK( ITAUQ ),
1596 $ WORK( NWORK ), LWORK-NWORK+1, IERR )
1597 *
1598 * Generate P**H in A
1599 * (Cworkspace: need 2*M, prefer M+M*NB)
1600 * (Rworkspace: 0)
1601 *
1602 CALL ZUNGBR( 'P', M, N, M, A, LDA, WORK( ITAUP ),
1603 $ WORK( NWORK ), LWORK-NWORK+1, IERR )
1604 *
1605 LDWKVT = M
1606 IF( LWORK.GE.M*N+3*M ) THEN
1607 *
1608 * WORK( IVT ) is M by N
1609 *
1610 NWORK = IVT + LDWKVT*N
1611 CHUNK = N
1612 ELSE
1613 *
1614 * WORK( IVT ) is M by CHUNK
1615 *
1616 CHUNK = ( LWORK-3*M ) / M
1617 NWORK = IVT + LDWKVT*CHUNK
1618 END IF
1619 *
1620 * Perform bidiagonal SVD, computing left singular vectors
1621 * of bidiagonal matrix in RWORK(IRU) and computing right
1622 * singular vectors of bidiagonal matrix in RWORK(IRVT)
1623 * (CWorkspace: need 0)
1624 * (RWorkspace: need BDSPAC)
1625 *
1626 CALL DBDSDC( 'L', 'I', M, S, RWORK( IE ), RWORK( IRU ),
1627 $ M, RWORK( IRVT ), M, DUM, IDUM,
1628 $ RWORK( NRWORK ), IWORK, INFO )
1629 *
1630 * Multiply Q in U by real matrix RWORK(IRVT)
1631 * storing the result in WORK(IVT), copying to U
1632 * (Cworkspace: need 0)
1633 * (Rworkspace: need 2*M*M)
1634 *
1635 CALL ZLACRM( M, M, U, LDU, RWORK( IRU ), M, WORK( IVT ),
1636 $ LDWKVT, RWORK( NRWORK ) )
1637 CALL ZLACPY( 'F', M, M, WORK( IVT ), LDWKVT, U, LDU )
1638 *
1639 * Multiply RWORK(IRVT) by P**H in A, storing the
1640 * result in WORK(IVT), copying to A
1641 * (CWorkspace: need M*M, prefer M*N)
1642 * (Rworkspace: need 2*M*M, prefer 2*M*N)
1643 *
1644 NRWORK = IRU
1645 DO 50 I = 1, N, CHUNK
1646 BLK = MIN( N-I+1, CHUNK )
1647 CALL ZLARCM( M, BLK, RWORK( IRVT ), M, A( 1, I ), LDA,
1648 $ WORK( IVT ), LDWKVT, RWORK( NRWORK ) )
1649 CALL ZLACPY( 'F', M, BLK, WORK( IVT ), LDWKVT,
1650 $ A( 1, I ), LDA )
1651 50 CONTINUE
1652 ELSE IF( WNTQS ) THEN
1653 *
1654 * Copy A to U, generate Q
1655 * (Cworkspace: need 2*M, prefer M+M*NB)
1656 * (Rworkspace: 0)
1657 *
1658 CALL ZLACPY( 'L', M, M, A, LDA, U, LDU )
1659 CALL ZUNGBR( 'Q', M, M, N, U, LDU, WORK( ITAUQ ),
1660 $ WORK( NWORK ), LWORK-NWORK+1, IERR )
1661 *
1662 * Copy A to VT, generate P**H
1663 * (Cworkspace: need 2*M, prefer M+M*NB)
1664 * (Rworkspace: 0)
1665 *
1666 CALL ZLACPY( 'U', M, N, A, LDA, VT, LDVT )
1667 CALL ZUNGBR( 'P', M, N, M, VT, LDVT, WORK( ITAUP ),
1668 $ WORK( NWORK ), LWORK-NWORK+1, IERR )
1669 *
1670 * Perform bidiagonal SVD, computing left singular vectors
1671 * of bidiagonal matrix in RWORK(IRU) and computing right
1672 * singular vectors of bidiagonal matrix in RWORK(IRVT)
1673 * (CWorkspace: need 0)
1674 * (RWorkspace: need BDSPAC)
1675 *
1676 IRVT = NRWORK
1677 IRU = IRVT + M*M
1678 NRWORK = IRU + M*M
1679 CALL DBDSDC( 'L', 'I', M, S, RWORK( IE ), RWORK( IRU ),
1680 $ M, RWORK( IRVT ), M, DUM, IDUM,
1681 $ RWORK( NRWORK ), IWORK, INFO )
1682 *
1683 * Multiply Q in U by real matrix RWORK(IRU), storing the
1684 * result in A, copying to U
1685 * (CWorkspace: need 0)
1686 * (Rworkspace: need 3*M*M)
1687 *
1688 CALL ZLACRM( M, M, U, LDU, RWORK( IRU ), M, A, LDA,
1689 $ RWORK( NRWORK ) )
1690 CALL ZLACPY( 'F', M, M, A, LDA, U, LDU )
1691 *
1692 * Multiply real matrix RWORK(IRVT) by P**H in VT,
1693 * storing the result in A, copying to VT
1694 * (Cworkspace: need 0)
1695 * (Rworkspace: need M*M+2*M*N)
1696 *
1697 NRWORK = IRU
1698 CALL ZLARCM( M, N, RWORK( IRVT ), M, VT, LDVT, A, LDA,
1699 $ RWORK( NRWORK ) )
1700 CALL ZLACPY( 'F', M, N, A, LDA, VT, LDVT )
1701 ELSE
1702 *
1703 * Copy A to U, generate Q
1704 * (Cworkspace: need 2*M, prefer M+M*NB)
1705 * (Rworkspace: 0)
1706 *
1707 CALL ZLACPY( 'L', M, M, A, LDA, U, LDU )
1708 CALL ZUNGBR( 'Q', M, M, N, U, LDU, WORK( ITAUQ ),
1709 $ WORK( NWORK ), LWORK-NWORK+1, IERR )
1710 *
1711 * Copy A to VT, generate P**H
1712 * (Cworkspace: need 2*M, prefer M+M*NB)
1713 * (Rworkspace: 0)
1714 *
1715 CALL ZLACPY( 'U', M, N, A, LDA, VT, LDVT )
1716 CALL ZUNGBR( 'P', N, N, M, VT, LDVT, WORK( ITAUP ),
1717 $ WORK( NWORK ), LWORK-NWORK+1, IERR )
1718 *
1719 * Perform bidiagonal SVD, computing left singular vectors
1720 * of bidiagonal matrix in RWORK(IRU) and computing right
1721 * singular vectors of bidiagonal matrix in RWORK(IRVT)
1722 * (CWorkspace: need 0)
1723 * (RWorkspace: need BDSPAC)
1724 *
1725 IRVT = NRWORK
1726 IRU = IRVT + M*M
1727 NRWORK = IRU + M*M
1728 CALL DBDSDC( 'L', 'I', M, S, RWORK( IE ), RWORK( IRU ),
1729 $ M, RWORK( IRVT ), M, DUM, IDUM,
1730 $ RWORK( NRWORK ), IWORK, INFO )
1731 *
1732 * Multiply Q in U by real matrix RWORK(IRU), storing the
1733 * result in A, copying to U
1734 * (CWorkspace: need 0)
1735 * (Rworkspace: need 3*M*M)
1736 *
1737 CALL ZLACRM( M, M, U, LDU, RWORK( IRU ), M, A, LDA,
1738 $ RWORK( NRWORK ) )
1739 CALL ZLACPY( 'F', M, M, A, LDA, U, LDU )
1740 *
1741 * Multiply real matrix RWORK(IRVT) by P**H in VT,
1742 * storing the result in A, copying to VT
1743 * (Cworkspace: need 0)
1744 * (Rworkspace: need M*M+2*M*N)
1745 *
1746 CALL ZLARCM( M, N, RWORK( IRVT ), M, VT, LDVT, A, LDA,
1747 $ RWORK( NRWORK ) )
1748 CALL ZLACPY( 'F', M, N, A, LDA, VT, LDVT )
1749 END IF
1750 *
1751 ELSE
1752 *
1753 * N .LT. MNTHR2
1754 *
1755 * Path 6t (N greater than M, but not much larger)
1756 * Reduce to bidiagonal form without LQ decomposition
1757 * Use ZUNMBR to compute singular vectors
1758 *
1759 IE = 1
1760 NRWORK = IE + M
1761 ITAUQ = 1
1762 ITAUP = ITAUQ + M
1763 NWORK = ITAUP + M
1764 *
1765 * Bidiagonalize A
1766 * (CWorkspace: need 2*M+N, prefer 2*M+(M+N)*NB)
1767 * (RWorkspace: M)
1768 *
1769 CALL ZGEBRD( M, N, A, LDA, S, RWORK( IE ), WORK( ITAUQ ),
1770 $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1,
1771 $ IERR )
1772 IF( WNTQN ) THEN
1773 *
1774 * Compute singular values only
1775 * (Cworkspace: 0)
1776 * (Rworkspace: need BDSPAN)
1777 *
1778 CALL DBDSDC( 'L', 'N', M, S, RWORK( IE ), DUM, 1, DUM, 1,
1779 $ DUM, IDUM, RWORK( NRWORK ), IWORK, INFO )
1780 ELSE IF( WNTQO ) THEN
1781 LDWKVT = M
1782 IVT = NWORK
1783 IF( LWORK.GE.M*N+3*M ) THEN
1784 *
1785 * WORK( IVT ) is M by N
1786 *
1787 CALL ZLASET( 'F', M, N, CZERO, CZERO, WORK( IVT ),
1788 $ LDWKVT )
1789 NWORK = IVT + LDWKVT*N
1790 ELSE
1791 *
1792 * WORK( IVT ) is M by CHUNK
1793 *
1794 CHUNK = ( LWORK-3*M ) / M
1795 NWORK = IVT + LDWKVT*CHUNK
1796 END IF
1797 *
1798 * Perform bidiagonal SVD, computing left singular vectors
1799 * of bidiagonal matrix in RWORK(IRU) and computing right
1800 * singular vectors of bidiagonal matrix in RWORK(IRVT)
1801 * (CWorkspace: need 0)
1802 * (RWorkspace: need BDSPAC)
1803 *
1804 IRVT = NRWORK
1805 IRU = IRVT + M*M
1806 NRWORK = IRU + M*M
1807 CALL DBDSDC( 'L', 'I', M, S, RWORK( IE ), RWORK( IRU ),
1808 $ M, RWORK( IRVT ), M, DUM, IDUM,
1809 $ RWORK( NRWORK ), IWORK, INFO )
1810 *
1811 * Copy real matrix RWORK(IRU) to complex matrix U
1812 * Overwrite U by left singular vectors of A
1813 * (Cworkspace: need 2*M, prefer M+M*NB)
1814 * (Rworkspace: need 0)
1815 *
1816 CALL ZLACP2( 'F', M, M, RWORK( IRU ), M, U, LDU )
1817 CALL ZUNMBR( 'Q', 'L', 'N', M, M, N, A, LDA,
1818 $ WORK( ITAUQ ), U, LDU, WORK( NWORK ),
1819 $ LWORK-NWORK+1, IERR )
1820 *
1821 IF( LWORK.GE.M*N+3*M ) THEN
1822 *
1823 * Copy real matrix RWORK(IRVT) to complex matrix WORK(IVT)
1824 * Overwrite WORK(IVT) by right singular vectors of A,
1825 * copying to A
1826 * (Cworkspace: need M*N+2*M, prefer M*N+M+M*NB)
1827 * (Rworkspace: need 0)
1828 *
1829 CALL ZLACP2( 'F', M, M, RWORK( IRVT ), M, WORK( IVT ),
1830 $ LDWKVT )
1831 CALL ZUNMBR( 'P', 'R', 'C', M, N, M, A, LDA,
1832 $ WORK( ITAUP ), WORK( IVT ), LDWKVT,
1833 $ WORK( NWORK ), LWORK-NWORK+1, IERR )
1834 CALL ZLACPY( 'F', M, N, WORK( IVT ), LDWKVT, A, LDA )
1835 ELSE
1836 *
1837 * Generate P**H in A
1838 * (Cworkspace: need 2*M, prefer M+M*NB)
1839 * (Rworkspace: need 0)
1840 *
1841 CALL ZUNGBR( 'P', M, N, M, A, LDA, WORK( ITAUP ),
1842 $ WORK( NWORK ), LWORK-NWORK+1, IERR )
1843 *
1844 * Multiply Q in A by real matrix RWORK(IRU), storing the
1845 * result in WORK(IU), copying to A
1846 * (CWorkspace: need M*M, prefer M*N)
1847 * (Rworkspace: need 3*M*M, prefer M*M+2*M*N)
1848 *
1849 NRWORK = IRU
1850 DO 60 I = 1, N, CHUNK
1851 BLK = MIN( N-I+1, CHUNK )
1852 CALL ZLARCM( M, BLK, RWORK( IRVT ), M, A( 1, I ),
1853 $ LDA, WORK( IVT ), LDWKVT,
1854 $ RWORK( NRWORK ) )
1855 CALL ZLACPY( 'F', M, BLK, WORK( IVT ), LDWKVT,
1856 $ A( 1, I ), LDA )
1857 60 CONTINUE
1858 END IF
1859 ELSE IF( WNTQS ) THEN
1860 *
1861 * Perform bidiagonal SVD, computing left singular vectors
1862 * of bidiagonal matrix in RWORK(IRU) and computing right
1863 * singular vectors of bidiagonal matrix in RWORK(IRVT)
1864 * (CWorkspace: need 0)
1865 * (RWorkspace: need BDSPAC)
1866 *
1867 IRVT = NRWORK
1868 IRU = IRVT + M*M
1869 NRWORK = IRU + M*M
1870 CALL DBDSDC( 'L', 'I', M, S, RWORK( IE ), RWORK( IRU ),
1871 $ M, RWORK( IRVT ), M, DUM, IDUM,
1872 $ RWORK( NRWORK ), IWORK, INFO )
1873 *
1874 * Copy real matrix RWORK(IRU) to complex matrix U
1875 * Overwrite U by left singular vectors of A
1876 * (CWorkspace: need 3*M, prefer 2*M+M*NB)
1877 * (RWorkspace: M*M)
1878 *
1879 CALL ZLACP2( 'F', M, M, RWORK( IRU ), M, U, LDU )
1880 CALL ZUNMBR( 'Q', 'L', 'N', M, M, N, A, LDA,
1881 $ WORK( ITAUQ ), U, LDU, WORK( NWORK ),
1882 $ LWORK-NWORK+1, IERR )
1883 *
1884 * Copy real matrix RWORK(IRVT) to complex matrix VT
1885 * Overwrite VT by right singular vectors of A
1886 * (CWorkspace: need 3*M, prefer 2*M+M*NB)
1887 * (RWorkspace: M*M)
1888 *
1889 CALL ZLASET( 'F', M, N, CZERO, CZERO, VT, LDVT )
1890 CALL ZLACP2( 'F', M, M, RWORK( IRVT ), M, VT, LDVT )
1891 CALL ZUNMBR( 'P', 'R', 'C', M, N, M, A, LDA,
1892 $ WORK( ITAUP ), VT, LDVT, WORK( NWORK ),
1893 $ LWORK-NWORK+1, IERR )
1894 ELSE
1895 *
1896 * Perform bidiagonal SVD, computing left singular vectors
1897 * of bidiagonal matrix in RWORK(IRU) and computing right
1898 * singular vectors of bidiagonal matrix in RWORK(IRVT)
1899 * (CWorkspace: need 0)
1900 * (RWorkspace: need BDSPAC)
1901 *
1902 IRVT = NRWORK
1903 IRU = IRVT + M*M
1904 NRWORK = IRU + M*M
1905 *
1906 CALL DBDSDC( 'L', 'I', M, S, RWORK( IE ), RWORK( IRU ),
1907 $ M, RWORK( IRVT ), M, DUM, IDUM,
1908 $ RWORK( NRWORK ), IWORK, INFO )
1909 *
1910 * Copy real matrix RWORK(IRU) to complex matrix U
1911 * Overwrite U by left singular vectors of A
1912 * (CWorkspace: need 3*M, prefer 2*M+M*NB)
1913 * (RWorkspace: M*M)
1914 *
1915 CALL ZLACP2( 'F', M, M, RWORK( IRU ), M, U, LDU )
1916 CALL ZUNMBR( 'Q', 'L', 'N', M, M, N, A, LDA,
1917 $ WORK( ITAUQ ), U, LDU, WORK( NWORK ),
1918 $ LWORK-NWORK+1, IERR )
1919 *
1920 * Set all of VT to identity matrix
1921 *
1922 CALL ZLASET( 'F', N, N, CZERO, CONE, VT, LDVT )
1923 *
1924 * Copy real matrix RWORK(IRVT) to complex matrix VT
1925 * Overwrite VT by right singular vectors of A
1926 * (CWorkspace: need 2*M+N, prefer 2*M+N*NB)
1927 * (RWorkspace: M*M)
1928 *
1929 CALL ZLACP2( 'F', M, M, RWORK( IRVT ), M, VT, LDVT )
1930 CALL ZUNMBR( 'P', 'R', 'C', N, N, M, A, LDA,
1931 $ WORK( ITAUP ), VT, LDVT, WORK( NWORK ),
1932 $ LWORK-NWORK+1, IERR )
1933 END IF
1934 *
1935 END IF
1936 *
1937 END IF
1938 *
1939 * Undo scaling if necessary
1940 *
1941 IF( ISCL.EQ.1 ) THEN
1942 IF( ANRM.GT.BIGNUM )
1943 $ CALL DLASCL( 'G', 0, 0, BIGNUM, ANRM, MINMN, 1, S, MINMN,
1944 $ IERR )
1945 IF( INFO.NE.0 .AND. ANRM.GT.BIGNUM )
1946 $ CALL DLASCL( 'G', 0, 0, BIGNUM, ANRM, MINMN-1, 1,
1947 $ RWORK( IE ), MINMN, IERR )
1948 IF( ANRM.LT.SMLNUM )
1949 $ CALL DLASCL( 'G', 0, 0, SMLNUM, ANRM, MINMN, 1, S, MINMN,
1950 $ IERR )
1951 IF( INFO.NE.0 .AND. ANRM.LT.SMLNUM )
1952 $ CALL DLASCL( 'G', 0, 0, SMLNUM, ANRM, MINMN-1, 1,
1953 $ RWORK( IE ), MINMN, IERR )
1954 END IF
1955 *
1956 * Return optimal workspace in WORK(1)
1957 *
1958 WORK( 1 ) = MAXWRK
1959 *
1960 RETURN
1961 *
1962 * End of ZGESDD
1963 *
1964 END