*> \brief \b CGESDD * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download CGESDD + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE CGESDD( JOBZ, M, N, A, LDA, S, U, LDU, VT, LDVT, * WORK, LWORK, RWORK, IWORK, INFO ) * * .. Scalar Arguments .. * CHARACTER JOBZ * INTEGER INFO, LDA, LDU, LDVT, LWORK, M, N * .. * .. Array Arguments .. * INTEGER IWORK( * ) * REAL RWORK( * ), S( * ) * COMPLEX A( LDA, * ), U( LDU, * ), VT( LDVT, * ), * $ WORK( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> CGESDD computes the singular value decomposition (SVD) of a complex *> M-by-N matrix A, optionally computing the left and/or right singular *> vectors, by using divide-and-conquer method. The SVD is written *> *> A = U * SIGMA * conjugate-transpose(V) *> *> where SIGMA is an M-by-N matrix which is zero except for its *> min(m,n) diagonal elements, U is an M-by-M unitary matrix, and *> V is an N-by-N unitary matrix. The diagonal elements of SIGMA *> are the singular values of A; they are real and non-negative, and *> are returned in descending order. The first min(m,n) columns of *> U and V are the left and right singular vectors of A. *> *> Note that the routine returns VT = V**H, not V. *> *> The divide and conquer algorithm makes very mild assumptions about *> floating point arithmetic. It will work on machines with a guard *> digit in add/subtract, or on those binary machines without guard *> digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or *> Cray-2. It could conceivably fail on hexadecimal or decimal machines *> without guard digits, but we know of none. *> \endverbatim * * Arguments: * ========== * *> \param[in] JOBZ *> \verbatim *> JOBZ is CHARACTER*1 *> Specifies options for computing all or part of the matrix U: *> = 'A': all M columns of U and all N rows of V**H are *> returned in the arrays U and VT; *> = 'S': the first min(M,N) columns of U and the first *> min(M,N) rows of V**H are returned in the arrays U *> and VT; *> = 'O': If M >= N, the first N columns of U are overwritten *> in the array A and all rows of V**H are returned in *> the array VT; *> otherwise, all columns of U are returned in the *> array U and the first M rows of V**H are overwritten *> in the array A; *> = 'N': no columns of U or rows of V**H are computed. *> \endverbatim *> *> \param[in] M *> \verbatim *> M is INTEGER *> The number of rows of the input matrix A. M >= 0. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The number of columns of the input matrix A. N >= 0. *> \endverbatim *> *> \param[in,out] A *> \verbatim *> A is COMPLEX array, dimension (LDA,N) *> On entry, the M-by-N matrix A. *> On exit, *> if JOBZ = 'O', A is overwritten with the first N columns *> of U (the left singular vectors, stored *> columnwise) if M >= N; *> A is overwritten with the first M rows *> of V**H (the right singular vectors, stored *> rowwise) otherwise. *> if JOBZ .ne. 'O', the contents of A are destroyed. *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,M). *> \endverbatim *> *> \param[out] S *> \verbatim *> S is REAL array, dimension (min(M,N)) *> The singular values of A, sorted so that S(i) >= S(i+1). *> \endverbatim *> *> \param[out] U *> \verbatim *> U is COMPLEX array, dimension (LDU,UCOL) *> UCOL = M if JOBZ = 'A' or JOBZ = 'O' and M < N; *> UCOL = min(M,N) if JOBZ = 'S'. *> If JOBZ = 'A' or JOBZ = 'O' and M < N, U contains the M-by-M *> unitary matrix U; *> if JOBZ = 'S', U contains the first min(M,N) columns of U *> (the left singular vectors, stored columnwise); *> if JOBZ = 'O' and M >= N, or JOBZ = 'N', U is not referenced. *> \endverbatim *> *> \param[in] LDU *> \verbatim *> LDU is INTEGER *> The leading dimension of the array U. LDU >= 1; *> if JOBZ = 'S' or 'A' or JOBZ = 'O' and M < N, LDU >= M. *> \endverbatim *> *> \param[out] VT *> \verbatim *> VT is COMPLEX array, dimension (LDVT,N) *> If JOBZ = 'A' or JOBZ = 'O' and M >= N, VT contains the *> N-by-N unitary matrix V**H; *> if JOBZ = 'S', VT contains the first min(M,N) rows of *> V**H (the right singular vectors, stored rowwise); *> if JOBZ = 'O' and M < N, or JOBZ = 'N', VT is not referenced. *> \endverbatim *> *> \param[in] LDVT *> \verbatim *> LDVT is INTEGER *> The leading dimension of the array VT. LDVT >= 1; *> if JOBZ = 'A' or JOBZ = 'O' and M >= N, LDVT >= N; *> if JOBZ = 'S', LDVT >= min(M,N). *> \endverbatim *> *> \param[out] WORK *> \verbatim *> WORK is COMPLEX array, dimension (MAX(1,LWORK)) *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK. *> \endverbatim *> *> \param[in] LWORK *> \verbatim *> LWORK is INTEGER *> The dimension of the array WORK. LWORK >= 1. *> If LWORK = -1, a workspace query is assumed. The optimal *> size for the WORK array is calculated and stored in WORK(1), *> and no other work except argument checking is performed. *> *> Let mx = max(M,N) and mn = min(M,N). *> If JOBZ = 'N', LWORK >= 2*mn + mx. *> If JOBZ = 'O', LWORK >= 2*mn*mn + 2*mn + mx. *> If JOBZ = 'S', LWORK >= mn*mn + 3*mn. *> If JOBZ = 'A', LWORK >= mn*mn + 2*mn + mx. *> These are not tight minimums in all cases; see comments inside code. *> For good performance, LWORK should generally be larger; *> a query is recommended. *> \endverbatim *> *> \param[out] RWORK *> \verbatim *> RWORK is REAL array, dimension (MAX(1,LRWORK)) *> Let mx = max(M,N) and mn = min(M,N). *> If JOBZ = 'N', LRWORK >= 5*mn (LAPACK <= 3.6 needs 7*mn); *> else if mx >> mn, LRWORK >= 5*mn*mn + 5*mn; *> else LRWORK >= max( 5*mn*mn + 5*mn, *> 2*mx*mn + 2*mn*mn + mn ). *> \endverbatim *> *> \param[out] IWORK *> \verbatim *> IWORK is INTEGER array, dimension (8*min(M,N)) *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit. *> < 0: if INFO = -i, the i-th argument had an illegal value. *> > 0: The updating process of SBDSDC did not converge. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \ingroup complexGEsing * *> \par Contributors: * ================== *> *> Ming Gu and Huan Ren, Computer Science Division, University of *> California at Berkeley, USA *> * ===================================================================== SUBROUTINE CGESDD( JOBZ, M, N, A, LDA, S, U, LDU, VT, LDVT, $ WORK, LWORK, RWORK, IWORK, INFO ) implicit none * * -- LAPACK driver routine -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * * .. Scalar Arguments .. CHARACTER JOBZ INTEGER INFO, LDA, LDU, LDVT, LWORK, M, N * .. * .. Array Arguments .. INTEGER IWORK( * ) REAL RWORK( * ), S( * ) COMPLEX A( LDA, * ), U( LDU, * ), VT( LDVT, * ), $ WORK( * ) * .. * * ===================================================================== * * .. Parameters .. COMPLEX CZERO, CONE PARAMETER ( CZERO = ( 0.0E+0, 0.0E+0 ), $ CONE = ( 1.0E+0, 0.0E+0 ) ) REAL ZERO, ONE PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 ) * .. * .. Local Scalars .. LOGICAL LQUERY, WNTQA, WNTQAS, WNTQN, WNTQO, WNTQS INTEGER BLK, CHUNK, I, IE, IERR, IL, IR, IRU, IRVT, $ ISCL, ITAU, ITAUP, ITAUQ, IU, IVT, LDWKVT, $ LDWRKL, LDWRKR, LDWRKU, MAXWRK, MINMN, MINWRK, $ MNTHR1, MNTHR2, NRWORK, NWORK, WRKBL INTEGER LWORK_CGEBRD_MN, LWORK_CGEBRD_MM, $ LWORK_CGEBRD_NN, LWORK_CGELQF_MN, $ LWORK_CGEQRF_MN, $ LWORK_CUNGBR_P_MN, LWORK_CUNGBR_P_NN, $ LWORK_CUNGBR_Q_MN, LWORK_CUNGBR_Q_MM, $ LWORK_CUNGLQ_MN, LWORK_CUNGLQ_NN, $ LWORK_CUNGQR_MM, LWORK_CUNGQR_MN, $ LWORK_CUNMBR_PRC_MM, LWORK_CUNMBR_QLN_MM, $ LWORK_CUNMBR_PRC_MN, LWORK_CUNMBR_QLN_MN, $ LWORK_CUNMBR_PRC_NN, LWORK_CUNMBR_QLN_NN REAL ANRM, BIGNUM, EPS, SMLNUM * .. * .. Local Arrays .. INTEGER IDUM( 1 ) REAL DUM( 1 ) COMPLEX CDUM( 1 ) * .. * .. External Subroutines .. EXTERNAL CGEBRD, CGELQF, CGEMM, CGEQRF, CLACP2, CLACPY, $ CLACRM, CLARCM, CLASCL, CLASET, CUNGBR, CUNGLQ, $ CUNGQR, CUNMBR, SBDSDC, SLASCL, XERBLA * .. * .. External Functions .. LOGICAL LSAME, SISNAN REAL SLAMCH, CLANGE EXTERNAL LSAME, SLAMCH, CLANGE, SISNAN * .. * .. Intrinsic Functions .. INTRINSIC INT, MAX, MIN, SQRT * .. * .. Executable Statements .. * * Test the input arguments * INFO = 0 MINMN = MIN( M, N ) MNTHR1 = INT( MINMN*17.0E0 / 9.0E0 ) MNTHR2 = INT( MINMN*5.0E0 / 3.0E0 ) WNTQA = LSAME( JOBZ, 'A' ) WNTQS = LSAME( JOBZ, 'S' ) WNTQAS = WNTQA .OR. WNTQS WNTQO = LSAME( JOBZ, 'O' ) WNTQN = LSAME( JOBZ, 'N' ) LQUERY = ( LWORK.EQ.-1 ) MINWRK = 1 MAXWRK = 1 * IF( .NOT.( WNTQA .OR. WNTQS .OR. WNTQO .OR. WNTQN ) ) THEN INFO = -1 ELSE IF( M.LT.0 ) THEN INFO = -2 ELSE IF( N.LT.0 ) THEN INFO = -3 ELSE IF( LDA.LT.MAX( 1, M ) ) THEN INFO = -5 ELSE IF( LDU.LT.1 .OR. ( WNTQAS .AND. LDU.LT.M ) .OR. $ ( WNTQO .AND. M.LT.N .AND. LDU.LT.M ) ) THEN INFO = -8 ELSE IF( LDVT.LT.1 .OR. ( WNTQA .AND. LDVT.LT.N ) .OR. $ ( WNTQS .AND. LDVT.LT.MINMN ) .OR. $ ( WNTQO .AND. M.GE.N .AND. LDVT.LT.N ) ) THEN INFO = -10 END IF * * Compute workspace * Note: Comments in the code beginning "Workspace:" describe the * minimal amount of workspace allocated at that point in the code, * as well as the preferred amount for good performance. * CWorkspace refers to complex workspace, and RWorkspace to * real workspace. NB refers to the optimal block size for the * immediately following subroutine, as returned by ILAENV.) * IF( INFO.EQ.0 ) THEN MINWRK = 1 MAXWRK = 1 IF( M.GE.N .AND. MINMN.GT.0 ) THEN * * There is no complex work space needed for bidiagonal SVD * The real work space needed for bidiagonal SVD (sbdsdc) is * BDSPAC = 3*N*N + 4*N for singular values and vectors; * BDSPAC = 4*N for singular values only; * not including e, RU, and RVT matrices. * * Compute space preferred for each routine CALL CGEBRD( M, N, CDUM(1), M, DUM(1), DUM(1), CDUM(1), $ CDUM(1), CDUM(1), -1, IERR ) LWORK_CGEBRD_MN = INT( CDUM(1) ) * CALL CGEBRD( N, N, CDUM(1), N, DUM(1), DUM(1), CDUM(1), $ CDUM(1), CDUM(1), -1, IERR ) LWORK_CGEBRD_NN = INT( CDUM(1) ) * CALL CGEQRF( M, N, CDUM(1), M, CDUM(1), CDUM(1), -1, IERR ) LWORK_CGEQRF_MN = INT( CDUM(1) ) * CALL CUNGBR( 'P', N, N, N, CDUM(1), N, CDUM(1), CDUM(1), $ -1, IERR ) LWORK_CUNGBR_P_NN = INT( CDUM(1) ) * CALL CUNGBR( 'Q', M, M, N, CDUM(1), M, CDUM(1), CDUM(1), $ -1, IERR ) LWORK_CUNGBR_Q_MM = INT( CDUM(1) ) * CALL CUNGBR( 'Q', M, N, N, CDUM(1), M, CDUM(1), CDUM(1), $ -1, IERR ) LWORK_CUNGBR_Q_MN = INT( CDUM(1) ) * CALL CUNGQR( M, M, N, CDUM(1), M, CDUM(1), CDUM(1), $ -1, IERR ) LWORK_CUNGQR_MM = INT( CDUM(1) ) * CALL CUNGQR( M, N, N, CDUM(1), M, CDUM(1), CDUM(1), $ -1, IERR ) LWORK_CUNGQR_MN = INT( CDUM(1) ) * CALL CUNMBR( 'P', 'R', 'C', N, N, N, CDUM(1), N, CDUM(1), $ CDUM(1), N, CDUM(1), -1, IERR ) LWORK_CUNMBR_PRC_NN = INT( CDUM(1) ) * CALL CUNMBR( 'Q', 'L', 'N', M, M, N, CDUM(1), M, CDUM(1), $ CDUM(1), M, CDUM(1), -1, IERR ) LWORK_CUNMBR_QLN_MM = INT( CDUM(1) ) * CALL CUNMBR( 'Q', 'L', 'N', M, N, N, CDUM(1), M, CDUM(1), $ CDUM(1), M, CDUM(1), -1, IERR ) LWORK_CUNMBR_QLN_MN = INT( CDUM(1) ) * CALL CUNMBR( 'Q', 'L', 'N', N, N, N, CDUM(1), N, CDUM(1), $ CDUM(1), N, CDUM(1), -1, IERR ) LWORK_CUNMBR_QLN_NN = INT( CDUM(1) ) * IF( M.GE.MNTHR1 ) THEN IF( WNTQN ) THEN * * Path 1 (M >> N, JOBZ='N') * MAXWRK = N + LWORK_CGEQRF_MN MAXWRK = MAX( MAXWRK, 2*N + LWORK_CGEBRD_NN ) MINWRK = 3*N ELSE IF( WNTQO ) THEN * * Path 2 (M >> N, JOBZ='O') * WRKBL = N + LWORK_CGEQRF_MN WRKBL = MAX( WRKBL, N + LWORK_CUNGQR_MN ) WRKBL = MAX( WRKBL, 2*N + LWORK_CGEBRD_NN ) WRKBL = MAX( WRKBL, 2*N + LWORK_CUNMBR_QLN_NN ) WRKBL = MAX( WRKBL, 2*N + LWORK_CUNMBR_PRC_NN ) MAXWRK = M*N + N*N + WRKBL MINWRK = 2*N*N + 3*N ELSE IF( WNTQS ) THEN * * Path 3 (M >> N, JOBZ='S') * WRKBL = N + LWORK_CGEQRF_MN WRKBL = MAX( WRKBL, N + LWORK_CUNGQR_MN ) WRKBL = MAX( WRKBL, 2*N + LWORK_CGEBRD_NN ) WRKBL = MAX( WRKBL, 2*N + LWORK_CUNMBR_QLN_NN ) WRKBL = MAX( WRKBL, 2*N + LWORK_CUNMBR_PRC_NN ) MAXWRK = N*N + WRKBL MINWRK = N*N + 3*N ELSE IF( WNTQA ) THEN * * Path 4 (M >> N, JOBZ='A') * WRKBL = N + LWORK_CGEQRF_MN WRKBL = MAX( WRKBL, N + LWORK_CUNGQR_MM ) WRKBL = MAX( WRKBL, 2*N + LWORK_CGEBRD_NN ) WRKBL = MAX( WRKBL, 2*N + LWORK_CUNMBR_QLN_NN ) WRKBL = MAX( WRKBL, 2*N + LWORK_CUNMBR_PRC_NN ) MAXWRK = N*N + WRKBL MINWRK = N*N + MAX( 3*N, N + M ) END IF ELSE IF( M.GE.MNTHR2 ) THEN * * Path 5 (M >> N, but not as much as MNTHR1) * MAXWRK = 2*N + LWORK_CGEBRD_MN MINWRK = 2*N + M IF( WNTQO ) THEN * Path 5o (M >> N, JOBZ='O') MAXWRK = MAX( MAXWRK, 2*N + LWORK_CUNGBR_P_NN ) MAXWRK = MAX( MAXWRK, 2*N + LWORK_CUNGBR_Q_MN ) MAXWRK = MAXWRK + M*N MINWRK = MINWRK + N*N ELSE IF( WNTQS ) THEN * Path 5s (M >> N, JOBZ='S') MAXWRK = MAX( MAXWRK, 2*N + LWORK_CUNGBR_P_NN ) MAXWRK = MAX( MAXWRK, 2*N + LWORK_CUNGBR_Q_MN ) ELSE IF( WNTQA ) THEN * Path 5a (M >> N, JOBZ='A') MAXWRK = MAX( MAXWRK, 2*N + LWORK_CUNGBR_P_NN ) MAXWRK = MAX( MAXWRK, 2*N + LWORK_CUNGBR_Q_MM ) END IF ELSE * * Path 6 (M >= N, but not much larger) * MAXWRK = 2*N + LWORK_CGEBRD_MN MINWRK = 2*N + M IF( WNTQO ) THEN * Path 6o (M >= N, JOBZ='O') MAXWRK = MAX( MAXWRK, 2*N + LWORK_CUNMBR_PRC_NN ) MAXWRK = MAX( MAXWRK, 2*N + LWORK_CUNMBR_QLN_MN ) MAXWRK = MAXWRK + M*N MINWRK = MINWRK + N*N ELSE IF( WNTQS ) THEN * Path 6s (M >= N, JOBZ='S') MAXWRK = MAX( MAXWRK, 2*N + LWORK_CUNMBR_QLN_MN ) MAXWRK = MAX( MAXWRK, 2*N + LWORK_CUNMBR_PRC_NN ) ELSE IF( WNTQA ) THEN * Path 6a (M >= N, JOBZ='A') MAXWRK = MAX( MAXWRK, 2*N + LWORK_CUNMBR_QLN_MM ) MAXWRK = MAX( MAXWRK, 2*N + LWORK_CUNMBR_PRC_NN ) END IF END IF ELSE IF( MINMN.GT.0 ) THEN * * There is no complex work space needed for bidiagonal SVD * The real work space needed for bidiagonal SVD (sbdsdc) is * BDSPAC = 3*M*M + 4*M for singular values and vectors; * BDSPAC = 4*M for singular values only; * not including e, RU, and RVT matrices. * * Compute space preferred for each routine CALL CGEBRD( M, N, CDUM(1), M, DUM(1), DUM(1), CDUM(1), $ CDUM(1), CDUM(1), -1, IERR ) LWORK_CGEBRD_MN = INT( CDUM(1) ) * CALL CGEBRD( M, M, CDUM(1), M, DUM(1), DUM(1), CDUM(1), $ CDUM(1), CDUM(1), -1, IERR ) LWORK_CGEBRD_MM = INT( CDUM(1) ) * CALL CGELQF( M, N, CDUM(1), M, CDUM(1), CDUM(1), -1, IERR ) LWORK_CGELQF_MN = INT( CDUM(1) ) * CALL CUNGBR( 'P', M, N, M, CDUM(1), M, CDUM(1), CDUM(1), $ -1, IERR ) LWORK_CUNGBR_P_MN = INT( CDUM(1) ) * CALL CUNGBR( 'P', N, N, M, CDUM(1), N, CDUM(1), CDUM(1), $ -1, IERR ) LWORK_CUNGBR_P_NN = INT( CDUM(1) ) * CALL CUNGBR( 'Q', M, M, N, CDUM(1), M, CDUM(1), CDUM(1), $ -1, IERR ) LWORK_CUNGBR_Q_MM = INT( CDUM(1) ) * CALL CUNGLQ( M, N, M, CDUM(1), M, CDUM(1), CDUM(1), $ -1, IERR ) LWORK_CUNGLQ_MN = INT( CDUM(1) ) * CALL CUNGLQ( N, N, M, CDUM(1), N, CDUM(1), CDUM(1), $ -1, IERR ) LWORK_CUNGLQ_NN = INT( CDUM(1) ) * CALL CUNMBR( 'P', 'R', 'C', M, M, M, CDUM(1), M, CDUM(1), $ CDUM(1), M, CDUM(1), -1, IERR ) LWORK_CUNMBR_PRC_MM = INT( CDUM(1) ) * CALL CUNMBR( 'P', 'R', 'C', M, N, M, CDUM(1), M, CDUM(1), $ CDUM(1), M, CDUM(1), -1, IERR ) LWORK_CUNMBR_PRC_MN = INT( CDUM(1) ) * CALL CUNMBR( 'P', 'R', 'C', N, N, M, CDUM(1), N, CDUM(1), $ CDUM(1), N, CDUM(1), -1, IERR ) LWORK_CUNMBR_PRC_NN = INT( CDUM(1) ) * CALL CUNMBR( 'Q', 'L', 'N', M, M, M, CDUM(1), M, CDUM(1), $ CDUM(1), M, CDUM(1), -1, IERR ) LWORK_CUNMBR_QLN_MM = INT( CDUM(1) ) * IF( N.GE.MNTHR1 ) THEN IF( WNTQN ) THEN * * Path 1t (N >> M, JOBZ='N') * MAXWRK = M + LWORK_CGELQF_MN MAXWRK = MAX( MAXWRK, 2*M + LWORK_CGEBRD_MM ) MINWRK = 3*M ELSE IF( WNTQO ) THEN * * Path 2t (N >> M, JOBZ='O') * WRKBL = M + LWORK_CGELQF_MN WRKBL = MAX( WRKBL, M + LWORK_CUNGLQ_MN ) WRKBL = MAX( WRKBL, 2*M + LWORK_CGEBRD_MM ) WRKBL = MAX( WRKBL, 2*M + LWORK_CUNMBR_QLN_MM ) WRKBL = MAX( WRKBL, 2*M + LWORK_CUNMBR_PRC_MM ) MAXWRK = M*N + M*M + WRKBL MINWRK = 2*M*M + 3*M ELSE IF( WNTQS ) THEN * * Path 3t (N >> M, JOBZ='S') * WRKBL = M + LWORK_CGELQF_MN WRKBL = MAX( WRKBL, M + LWORK_CUNGLQ_MN ) WRKBL = MAX( WRKBL, 2*M + LWORK_CGEBRD_MM ) WRKBL = MAX( WRKBL, 2*M + LWORK_CUNMBR_QLN_MM ) WRKBL = MAX( WRKBL, 2*M + LWORK_CUNMBR_PRC_MM ) MAXWRK = M*M + WRKBL MINWRK = M*M + 3*M ELSE IF( WNTQA ) THEN * * Path 4t (N >> M, JOBZ='A') * WRKBL = M + LWORK_CGELQF_MN WRKBL = MAX( WRKBL, M + LWORK_CUNGLQ_NN ) WRKBL = MAX( WRKBL, 2*M + LWORK_CGEBRD_MM ) WRKBL = MAX( WRKBL, 2*M + LWORK_CUNMBR_QLN_MM ) WRKBL = MAX( WRKBL, 2*M + LWORK_CUNMBR_PRC_MM ) MAXWRK = M*M + WRKBL MINWRK = M*M + MAX( 3*M, M + N ) END IF ELSE IF( N.GE.MNTHR2 ) THEN * * Path 5t (N >> M, but not as much as MNTHR1) * MAXWRK = 2*M + LWORK_CGEBRD_MN MINWRK = 2*M + N IF( WNTQO ) THEN * Path 5to (N >> M, JOBZ='O') MAXWRK = MAX( MAXWRK, 2*M + LWORK_CUNGBR_Q_MM ) MAXWRK = MAX( MAXWRK, 2*M + LWORK_CUNGBR_P_MN ) MAXWRK = MAXWRK + M*N MINWRK = MINWRK + M*M ELSE IF( WNTQS ) THEN * Path 5ts (N >> M, JOBZ='S') MAXWRK = MAX( MAXWRK, 2*M + LWORK_CUNGBR_Q_MM ) MAXWRK = MAX( MAXWRK, 2*M + LWORK_CUNGBR_P_MN ) ELSE IF( WNTQA ) THEN * Path 5ta (N >> M, JOBZ='A') MAXWRK = MAX( MAXWRK, 2*M + LWORK_CUNGBR_Q_MM ) MAXWRK = MAX( MAXWRK, 2*M + LWORK_CUNGBR_P_NN ) END IF ELSE * * Path 6t (N > M, but not much larger) * MAXWRK = 2*M + LWORK_CGEBRD_MN MINWRK = 2*M + N IF( WNTQO ) THEN * Path 6to (N > M, JOBZ='O') MAXWRK = MAX( MAXWRK, 2*M + LWORK_CUNMBR_QLN_MM ) MAXWRK = MAX( MAXWRK, 2*M + LWORK_CUNMBR_PRC_MN ) MAXWRK = MAXWRK + M*N MINWRK = MINWRK + M*M ELSE IF( WNTQS ) THEN * Path 6ts (N > M, JOBZ='S') MAXWRK = MAX( MAXWRK, 2*M + LWORK_CUNMBR_QLN_MM ) MAXWRK = MAX( MAXWRK, 2*M + LWORK_CUNMBR_PRC_MN ) ELSE IF( WNTQA ) THEN * Path 6ta (N > M, JOBZ='A') MAXWRK = MAX( MAXWRK, 2*M + LWORK_CUNMBR_QLN_MM ) MAXWRK = MAX( MAXWRK, 2*M + LWORK_CUNMBR_PRC_NN ) END IF END IF END IF MAXWRK = MAX( MAXWRK, MINWRK ) END IF IF( INFO.EQ.0 ) THEN WORK( 1 ) = MAXWRK IF( LWORK.LT.MINWRK .AND. .NOT. LQUERY ) THEN INFO = -12 END IF END IF * IF( INFO.NE.0 ) THEN CALL XERBLA( 'CGESDD', -INFO ) RETURN ELSE IF( LQUERY ) THEN RETURN END IF * * Quick return if possible * IF( M.EQ.0 .OR. N.EQ.0 ) THEN RETURN END IF * * Get machine constants * EPS = SLAMCH( 'P' ) SMLNUM = SQRT( SLAMCH( 'S' ) ) / EPS BIGNUM = ONE / SMLNUM * * Scale A if max element outside range [SMLNUM,BIGNUM] * ANRM = CLANGE( 'M', M, N, A, LDA, DUM ) IF( SISNAN ( ANRM ) ) THEN INFO = -4 RETURN END IF ISCL = 0 IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN ISCL = 1 CALL CLASCL( 'G', 0, 0, ANRM, SMLNUM, M, N, A, LDA, IERR ) ELSE IF( ANRM.GT.BIGNUM ) THEN ISCL = 1 CALL CLASCL( 'G', 0, 0, ANRM, BIGNUM, M, N, A, LDA, IERR ) END IF * IF( M.GE.N ) THEN * * A has at least as many rows as columns. If A has sufficiently * more rows than columns, first reduce using the QR * decomposition (if sufficient workspace available) * IF( M.GE.MNTHR1 ) THEN * IF( WNTQN ) THEN * * Path 1 (M >> N, JOBZ='N') * No singular vectors to be computed * ITAU = 1 NWORK = ITAU + N * * Compute A=Q*R * CWorkspace: need N [tau] + N [work] * CWorkspace: prefer N [tau] + N*NB [work] * RWorkspace: need 0 * CALL CGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ), $ LWORK-NWORK+1, IERR ) * * Zero out below R * CALL CLASET( 'L', N-1, N-1, CZERO, CZERO, A( 2, 1 ), $ LDA ) IE = 1 ITAUQ = 1 ITAUP = ITAUQ + N NWORK = ITAUP + N * * Bidiagonalize R in A * CWorkspace: need 2*N [tauq, taup] + N [work] * CWorkspace: prefer 2*N [tauq, taup] + 2*N*NB [work] * RWorkspace: need N [e] * CALL CGEBRD( N, N, A, LDA, S, RWORK( IE ), WORK( ITAUQ ), $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1, $ IERR ) NRWORK = IE + N * * Perform bidiagonal SVD, compute singular values only * CWorkspace: need 0 * RWorkspace: need N [e] + BDSPAC * CALL SBDSDC( 'U', 'N', N, S, RWORK( IE ), DUM,1,DUM,1, $ DUM, IDUM, RWORK( NRWORK ), IWORK, INFO ) * ELSE IF( WNTQO ) THEN * * Path 2 (M >> N, JOBZ='O') * N left singular vectors to be overwritten on A and * N right singular vectors to be computed in VT * IU = 1 * * WORK(IU) is N by N * LDWRKU = N IR = IU + LDWRKU*N IF( LWORK .GE. M*N + N*N + 3*N ) THEN * * WORK(IR) is M by N * LDWRKR = M ELSE LDWRKR = ( LWORK - N*N - 3*N ) / N END IF ITAU = IR + LDWRKR*N NWORK = ITAU + N * * Compute A=Q*R * CWorkspace: need N*N [U] + N*N [R] + N [tau] + N [work] * CWorkspace: prefer N*N [U] + N*N [R] + N [tau] + N*NB [work] * RWorkspace: need 0 * CALL CGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ), $ LWORK-NWORK+1, IERR ) * * Copy R to WORK( IR ), zeroing out below it * CALL CLACPY( 'U', N, N, A, LDA, WORK( IR ), LDWRKR ) CALL CLASET( 'L', N-1, N-1, CZERO, CZERO, WORK( IR+1 ), $ LDWRKR ) * * Generate Q in A * CWorkspace: need N*N [U] + N*N [R] + N [tau] + N [work] * CWorkspace: prefer N*N [U] + N*N [R] + N [tau] + N*NB [work] * RWorkspace: need 0 * CALL CUNGQR( M, N, N, A, LDA, WORK( ITAU ), $ WORK( NWORK ), LWORK-NWORK+1, IERR ) IE = 1 ITAUQ = ITAU ITAUP = ITAUQ + N NWORK = ITAUP + N * * Bidiagonalize R in WORK(IR) * CWorkspace: need N*N [U] + N*N [R] + 2*N [tauq, taup] + N [work] * CWorkspace: prefer N*N [U] + N*N [R] + 2*N [tauq, taup] + 2*N*NB [work] * RWorkspace: need N [e] * CALL CGEBRD( N, N, WORK( IR ), LDWRKR, S, RWORK( IE ), $ WORK( ITAUQ ), WORK( ITAUP ), WORK( NWORK ), $ LWORK-NWORK+1, IERR ) * * Perform bidiagonal SVD, computing left singular vectors * of R in WORK(IRU) and computing right singular vectors * of R in WORK(IRVT) * CWorkspace: need 0 * RWorkspace: need N [e] + N*N [RU] + N*N [RVT] + BDSPAC * IRU = IE + N IRVT = IRU + N*N NRWORK = IRVT + N*N CALL SBDSDC( 'U', 'I', N, S, RWORK( IE ), RWORK( IRU ), $ N, RWORK( IRVT ), N, DUM, IDUM, $ RWORK( NRWORK ), IWORK, INFO ) * * Copy real matrix RWORK(IRU) to complex matrix WORK(IU) * Overwrite WORK(IU) by the left singular vectors of R * CWorkspace: need N*N [U] + N*N [R] + 2*N [tauq, taup] + N [work] * CWorkspace: prefer N*N [U] + N*N [R] + 2*N [tauq, taup] + N*NB [work] * RWorkspace: need 0 * CALL CLACP2( 'F', N, N, RWORK( IRU ), N, WORK( IU ), $ LDWRKU ) CALL CUNMBR( 'Q', 'L', 'N', N, N, N, WORK( IR ), LDWRKR, $ WORK( ITAUQ ), WORK( IU ), LDWRKU, $ WORK( NWORK ), LWORK-NWORK+1, IERR ) * * Copy real matrix RWORK(IRVT) to complex matrix VT * Overwrite VT by the right singular vectors of R * CWorkspace: need N*N [U] + N*N [R] + 2*N [tauq, taup] + N [work] * CWorkspace: prefer N*N [U] + N*N [R] + 2*N [tauq, taup] + N*NB [work] * RWorkspace: need 0 * CALL CLACP2( 'F', N, N, RWORK( IRVT ), N, VT, LDVT ) CALL CUNMBR( 'P', 'R', 'C', N, N, N, WORK( IR ), LDWRKR, $ WORK( ITAUP ), VT, LDVT, WORK( NWORK ), $ LWORK-NWORK+1, IERR ) * * Multiply Q in A by left singular vectors of R in * WORK(IU), storing result in WORK(IR) and copying to A * CWorkspace: need N*N [U] + N*N [R] * CWorkspace: prefer N*N [U] + M*N [R] * RWorkspace: need 0 * DO 10 I = 1, M, LDWRKR CHUNK = MIN( M-I+1, LDWRKR ) CALL CGEMM( 'N', 'N', CHUNK, N, N, CONE, A( I, 1 ), $ LDA, WORK( IU ), LDWRKU, CZERO, $ WORK( IR ), LDWRKR ) CALL CLACPY( 'F', CHUNK, N, WORK( IR ), LDWRKR, $ A( I, 1 ), LDA ) 10 CONTINUE * ELSE IF( WNTQS ) THEN * * Path 3 (M >> N, JOBZ='S') * N left singular vectors to be computed in U and * N right singular vectors to be computed in VT * IR = 1 * * WORK(IR) is N by N * LDWRKR = N ITAU = IR + LDWRKR*N NWORK = ITAU + N * * Compute A=Q*R * CWorkspace: need N*N [R] + N [tau] + N [work] * CWorkspace: prefer N*N [R] + N [tau] + N*NB [work] * RWorkspace: need 0 * CALL CGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ), $ LWORK-NWORK+1, IERR ) * * Copy R to WORK(IR), zeroing out below it * CALL CLACPY( 'U', N, N, A, LDA, WORK( IR ), LDWRKR ) CALL CLASET( 'L', N-1, N-1, CZERO, CZERO, WORK( IR+1 ), $ LDWRKR ) * * Generate Q in A * CWorkspace: need N*N [R] + N [tau] + N [work] * CWorkspace: prefer N*N [R] + N [tau] + N*NB [work] * RWorkspace: need 0 * CALL CUNGQR( M, N, N, A, LDA, WORK( ITAU ), $ WORK( NWORK ), LWORK-NWORK+1, IERR ) IE = 1 ITAUQ = ITAU ITAUP = ITAUQ + N NWORK = ITAUP + N * * Bidiagonalize R in WORK(IR) * CWorkspace: need N*N [R] + 2*N [tauq, taup] + N [work] * CWorkspace: prefer N*N [R] + 2*N [tauq, taup] + 2*N*NB [work] * RWorkspace: need N [e] * CALL CGEBRD( N, N, WORK( IR ), LDWRKR, S, RWORK( IE ), $ WORK( ITAUQ ), WORK( ITAUP ), WORK( NWORK ), $ LWORK-NWORK+1, IERR ) * * Perform bidiagonal SVD, computing left singular vectors * of bidiagonal matrix in RWORK(IRU) and computing right * singular vectors of bidiagonal matrix in RWORK(IRVT) * CWorkspace: need 0 * RWorkspace: need N [e] + N*N [RU] + N*N [RVT] + BDSPAC * IRU = IE + N IRVT = IRU + N*N NRWORK = IRVT + N*N CALL SBDSDC( 'U', 'I', N, S, RWORK( IE ), RWORK( IRU ), $ N, RWORK( IRVT ), N, DUM, IDUM, $ RWORK( NRWORK ), IWORK, INFO ) * * Copy real matrix RWORK(IRU) to complex matrix U * Overwrite U by left singular vectors of R * CWorkspace: need N*N [R] + 2*N [tauq, taup] + N [work] * CWorkspace: prefer N*N [R] + 2*N [tauq, taup] + N*NB [work] * RWorkspace: need 0 * CALL CLACP2( 'F', N, N, RWORK( IRU ), N, U, LDU ) CALL CUNMBR( 'Q', 'L', 'N', N, N, N, WORK( IR ), LDWRKR, $ WORK( ITAUQ ), U, LDU, WORK( NWORK ), $ LWORK-NWORK+1, IERR ) * * Copy real matrix RWORK(IRVT) to complex matrix VT * Overwrite VT by right singular vectors of R * CWorkspace: need N*N [R] + 2*N [tauq, taup] + N [work] * CWorkspace: prefer N*N [R] + 2*N [tauq, taup] + N*NB [work] * RWorkspace: need 0 * CALL CLACP2( 'F', N, N, RWORK( IRVT ), N, VT, LDVT ) CALL CUNMBR( 'P', 'R', 'C', N, N, N, WORK( IR ), LDWRKR, $ WORK( ITAUP ), VT, LDVT, WORK( NWORK ), $ LWORK-NWORK+1, IERR ) * * Multiply Q in A by left singular vectors of R in * WORK(IR), storing result in U * CWorkspace: need N*N [R] * RWorkspace: need 0 * CALL CLACPY( 'F', N, N, U, LDU, WORK( IR ), LDWRKR ) CALL CGEMM( 'N', 'N', M, N, N, CONE, A, LDA, WORK( IR ), $ LDWRKR, CZERO, U, LDU ) * ELSE IF( WNTQA ) THEN * * Path 4 (M >> N, JOBZ='A') * M left singular vectors to be computed in U and * N right singular vectors to be computed in VT * IU = 1 * * WORK(IU) is N by N * LDWRKU = N ITAU = IU + LDWRKU*N NWORK = ITAU + N * * Compute A=Q*R, copying result to U * CWorkspace: need N*N [U] + N [tau] + N [work] * CWorkspace: prefer N*N [U] + N [tau] + N*NB [work] * RWorkspace: need 0 * CALL CGEQRF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ), $ LWORK-NWORK+1, IERR ) CALL CLACPY( 'L', M, N, A, LDA, U, LDU ) * * Generate Q in U * CWorkspace: need N*N [U] + N [tau] + M [work] * CWorkspace: prefer N*N [U] + N [tau] + M*NB [work] * RWorkspace: need 0 * CALL CUNGQR( M, M, N, U, LDU, WORK( ITAU ), $ WORK( NWORK ), LWORK-NWORK+1, IERR ) * * Produce R in A, zeroing out below it * CALL CLASET( 'L', N-1, N-1, CZERO, CZERO, A( 2, 1 ), $ LDA ) IE = 1 ITAUQ = ITAU ITAUP = ITAUQ + N NWORK = ITAUP + N * * Bidiagonalize R in A * CWorkspace: need N*N [U] + 2*N [tauq, taup] + N [work] * CWorkspace: prefer N*N [U] + 2*N [tauq, taup] + 2*N*NB [work] * RWorkspace: need N [e] * CALL CGEBRD( N, N, A, LDA, S, RWORK( IE ), WORK( ITAUQ ), $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1, $ IERR ) IRU = IE + N IRVT = IRU + N*N NRWORK = IRVT + N*N * * Perform bidiagonal SVD, computing left singular vectors * of bidiagonal matrix in RWORK(IRU) and computing right * singular vectors of bidiagonal matrix in RWORK(IRVT) * CWorkspace: need 0 * RWorkspace: need N [e] + N*N [RU] + N*N [RVT] + BDSPAC * CALL SBDSDC( 'U', 'I', N, S, RWORK( IE ), RWORK( IRU ), $ N, RWORK( IRVT ), N, DUM, IDUM, $ RWORK( NRWORK ), IWORK, INFO ) * * Copy real matrix RWORK(IRU) to complex matrix WORK(IU) * Overwrite WORK(IU) by left singular vectors of R * CWorkspace: need N*N [U] + 2*N [tauq, taup] + N [work] * CWorkspace: prefer N*N [U] + 2*N [tauq, taup] + N*NB [work] * RWorkspace: need 0 * CALL CLACP2( 'F', N, N, RWORK( IRU ), N, WORK( IU ), $ LDWRKU ) CALL CUNMBR( 'Q', 'L', 'N', N, N, N, A, LDA, $ WORK( ITAUQ ), WORK( IU ), LDWRKU, $ WORK( NWORK ), LWORK-NWORK+1, IERR ) * * Copy real matrix RWORK(IRVT) to complex matrix VT * Overwrite VT by right singular vectors of R * CWorkspace: need N*N [U] + 2*N [tauq, taup] + N [work] * CWorkspace: prefer N*N [U] + 2*N [tauq, taup] + N*NB [work] * RWorkspace: need 0 * CALL CLACP2( 'F', N, N, RWORK( IRVT ), N, VT, LDVT ) CALL CUNMBR( 'P', 'R', 'C', N, N, N, A, LDA, $ WORK( ITAUP ), VT, LDVT, WORK( NWORK ), $ LWORK-NWORK+1, IERR ) * * Multiply Q in U by left singular vectors of R in * WORK(IU), storing result in A * CWorkspace: need N*N [U] * RWorkspace: need 0 * CALL CGEMM( 'N', 'N', M, N, N, CONE, U, LDU, WORK( IU ), $ LDWRKU, CZERO, A, LDA ) * * Copy left singular vectors of A from A to U * CALL CLACPY( 'F', M, N, A, LDA, U, LDU ) * END IF * ELSE IF( M.GE.MNTHR2 ) THEN * * MNTHR2 <= M < MNTHR1 * * Path 5 (M >> N, but not as much as MNTHR1) * Reduce to bidiagonal form without QR decomposition, use * CUNGBR and matrix multiplication to compute singular vectors * IE = 1 NRWORK = IE + N ITAUQ = 1 ITAUP = ITAUQ + N NWORK = ITAUP + N * * Bidiagonalize A * CWorkspace: need 2*N [tauq, taup] + M [work] * CWorkspace: prefer 2*N [tauq, taup] + (M+N)*NB [work] * RWorkspace: need N [e] * CALL CGEBRD( M, N, A, LDA, S, RWORK( IE ), WORK( ITAUQ ), $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1, $ IERR ) IF( WNTQN ) THEN * * Path 5n (M >> N, JOBZ='N') * Compute singular values only * CWorkspace: need 0 * RWorkspace: need N [e] + BDSPAC * CALL SBDSDC( 'U', 'N', N, S, RWORK( IE ), DUM, 1,DUM,1, $ DUM, IDUM, RWORK( NRWORK ), IWORK, INFO ) ELSE IF( WNTQO ) THEN IU = NWORK IRU = NRWORK IRVT = IRU + N*N NRWORK = IRVT + N*N * * Path 5o (M >> N, JOBZ='O') * Copy A to VT, generate P**H * CWorkspace: need 2*N [tauq, taup] + N [work] * CWorkspace: prefer 2*N [tauq, taup] + N*NB [work] * RWorkspace: need 0 * CALL CLACPY( 'U', N, N, A, LDA, VT, LDVT ) CALL CUNGBR( 'P', N, N, N, VT, LDVT, WORK( ITAUP ), $ WORK( NWORK ), LWORK-NWORK+1, IERR ) * * Generate Q in A * CWorkspace: need 2*N [tauq, taup] + N [work] * CWorkspace: prefer 2*N [tauq, taup] + N*NB [work] * RWorkspace: need 0 * CALL CUNGBR( 'Q', M, N, N, A, LDA, WORK( ITAUQ ), $ WORK( NWORK ), LWORK-NWORK+1, IERR ) * IF( LWORK .GE. M*N + 3*N ) THEN * * WORK( IU ) is M by N * LDWRKU = M ELSE * * WORK(IU) is LDWRKU by N * LDWRKU = ( LWORK - 3*N ) / N END IF NWORK = IU + LDWRKU*N * * Perform bidiagonal SVD, computing left singular vectors * of bidiagonal matrix in RWORK(IRU) and computing right * singular vectors of bidiagonal matrix in RWORK(IRVT) * CWorkspace: need 0 * RWorkspace: need N [e] + N*N [RU] + N*N [RVT] + BDSPAC * CALL SBDSDC( 'U', 'I', N, S, RWORK( IE ), RWORK( IRU ), $ N, RWORK( IRVT ), N, DUM, IDUM, $ RWORK( NRWORK ), IWORK, INFO ) * * Multiply real matrix RWORK(IRVT) by P**H in VT, * storing the result in WORK(IU), copying to VT * CWorkspace: need 2*N [tauq, taup] + N*N [U] * RWorkspace: need N [e] + N*N [RU] + N*N [RVT] + 2*N*N [rwork] * CALL CLARCM( N, N, RWORK( IRVT ), N, VT, LDVT, $ WORK( IU ), LDWRKU, RWORK( NRWORK ) ) CALL CLACPY( 'F', N, N, WORK( IU ), LDWRKU, VT, LDVT ) * * Multiply Q in A by real matrix RWORK(IRU), storing the * result in WORK(IU), copying to A * CWorkspace: need 2*N [tauq, taup] + N*N [U] * CWorkspace: prefer 2*N [tauq, taup] + M*N [U] * RWorkspace: need N [e] + N*N [RU] + 2*N*N [rwork] * RWorkspace: prefer N [e] + N*N [RU] + 2*M*N [rwork] < N + 5*N*N since M < 2*N here * NRWORK = IRVT DO 20 I = 1, M, LDWRKU CHUNK = MIN( M-I+1, LDWRKU ) CALL CLACRM( CHUNK, N, A( I, 1 ), LDA, RWORK( IRU ), $ N, WORK( IU ), LDWRKU, RWORK( NRWORK ) ) CALL CLACPY( 'F', CHUNK, N, WORK( IU ), LDWRKU, $ A( I, 1 ), LDA ) 20 CONTINUE * ELSE IF( WNTQS ) THEN * * Path 5s (M >> N, JOBZ='S') * Copy A to VT, generate P**H * CWorkspace: need 2*N [tauq, taup] + N [work] * CWorkspace: prefer 2*N [tauq, taup] + N*NB [work] * RWorkspace: need 0 * CALL CLACPY( 'U', N, N, A, LDA, VT, LDVT ) CALL CUNGBR( 'P', N, N, N, VT, LDVT, WORK( ITAUP ), $ WORK( NWORK ), LWORK-NWORK+1, IERR ) * * Copy A to U, generate Q * CWorkspace: need 2*N [tauq, taup] + N [work] * CWorkspace: prefer 2*N [tauq, taup] + N*NB [work] * RWorkspace: need 0 * CALL CLACPY( 'L', M, N, A, LDA, U, LDU ) CALL CUNGBR( 'Q', M, N, N, U, LDU, WORK( ITAUQ ), $ WORK( NWORK ), LWORK-NWORK+1, IERR ) * * Perform bidiagonal SVD, computing left singular vectors * of bidiagonal matrix in RWORK(IRU) and computing right * singular vectors of bidiagonal matrix in RWORK(IRVT) * CWorkspace: need 0 * RWorkspace: need N [e] + N*N [RU] + N*N [RVT] + BDSPAC * IRU = NRWORK IRVT = IRU + N*N NRWORK = IRVT + N*N CALL SBDSDC( 'U', 'I', N, S, RWORK( IE ), RWORK( IRU ), $ N, RWORK( IRVT ), N, DUM, IDUM, $ RWORK( NRWORK ), IWORK, INFO ) * * Multiply real matrix RWORK(IRVT) by P**H in VT, * storing the result in A, copying to VT * CWorkspace: need 0 * RWorkspace: need N [e] + N*N [RU] + N*N [RVT] + 2*N*N [rwork] * CALL CLARCM( N, N, RWORK( IRVT ), N, VT, LDVT, A, LDA, $ RWORK( NRWORK ) ) CALL CLACPY( 'F', N, N, A, LDA, VT, LDVT ) * * Multiply Q in U by real matrix RWORK(IRU), storing the * result in A, copying to U * CWorkspace: need 0 * RWorkspace: need N [e] + N*N [RU] + 2*M*N [rwork] < N + 5*N*N since M < 2*N here * NRWORK = IRVT CALL CLACRM( M, N, U, LDU, RWORK( IRU ), N, A, LDA, $ RWORK( NRWORK ) ) CALL CLACPY( 'F', M, N, A, LDA, U, LDU ) ELSE * * Path 5a (M >> N, JOBZ='A') * Copy A to VT, generate P**H * CWorkspace: need 2*N [tauq, taup] + N [work] * CWorkspace: prefer 2*N [tauq, taup] + N*NB [work] * RWorkspace: need 0 * CALL CLACPY( 'U', N, N, A, LDA, VT, LDVT ) CALL CUNGBR( 'P', N, N, N, VT, LDVT, WORK( ITAUP ), $ WORK( NWORK ), LWORK-NWORK+1, IERR ) * * Copy A to U, generate Q * CWorkspace: need 2*N [tauq, taup] + M [work] * CWorkspace: prefer 2*N [tauq, taup] + M*NB [work] * RWorkspace: need 0 * CALL CLACPY( 'L', M, N, A, LDA, U, LDU ) CALL CUNGBR( 'Q', M, M, N, U, LDU, WORK( ITAUQ ), $ WORK( NWORK ), LWORK-NWORK+1, IERR ) * * Perform bidiagonal SVD, computing left singular vectors * of bidiagonal matrix in RWORK(IRU) and computing right * singular vectors of bidiagonal matrix in RWORK(IRVT) * CWorkspace: need 0 * RWorkspace: need N [e] + N*N [RU] + N*N [RVT] + BDSPAC * IRU = NRWORK IRVT = IRU + N*N NRWORK = IRVT + N*N CALL SBDSDC( 'U', 'I', N, S, RWORK( IE ), RWORK( IRU ), $ N, RWORK( IRVT ), N, DUM, IDUM, $ RWORK( NRWORK ), IWORK, INFO ) * * Multiply real matrix RWORK(IRVT) by P**H in VT, * storing the result in A, copying to VT * CWorkspace: need 0 * RWorkspace: need N [e] + N*N [RU] + N*N [RVT] + 2*N*N [rwork] * CALL CLARCM( N, N, RWORK( IRVT ), N, VT, LDVT, A, LDA, $ RWORK( NRWORK ) ) CALL CLACPY( 'F', N, N, A, LDA, VT, LDVT ) * * Multiply Q in U by real matrix RWORK(IRU), storing the * result in A, copying to U * CWorkspace: need 0 * RWorkspace: need N [e] + N*N [RU] + 2*M*N [rwork] < N + 5*N*N since M < 2*N here * NRWORK = IRVT CALL CLACRM( M, N, U, LDU, RWORK( IRU ), N, A, LDA, $ RWORK( NRWORK ) ) CALL CLACPY( 'F', M, N, A, LDA, U, LDU ) END IF * ELSE * * M .LT. MNTHR2 * * Path 6 (M >= N, but not much larger) * Reduce to bidiagonal form without QR decomposition * Use CUNMBR to compute singular vectors * IE = 1 NRWORK = IE + N ITAUQ = 1 ITAUP = ITAUQ + N NWORK = ITAUP + N * * Bidiagonalize A * CWorkspace: need 2*N [tauq, taup] + M [work] * CWorkspace: prefer 2*N [tauq, taup] + (M+N)*NB [work] * RWorkspace: need N [e] * CALL CGEBRD( M, N, A, LDA, S, RWORK( IE ), WORK( ITAUQ ), $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1, $ IERR ) IF( WNTQN ) THEN * * Path 6n (M >= N, JOBZ='N') * Compute singular values only * CWorkspace: need 0 * RWorkspace: need N [e] + BDSPAC * CALL SBDSDC( 'U', 'N', N, S, RWORK( IE ), DUM,1,DUM,1, $ DUM, IDUM, RWORK( NRWORK ), IWORK, INFO ) ELSE IF( WNTQO ) THEN IU = NWORK IRU = NRWORK IRVT = IRU + N*N NRWORK = IRVT + N*N IF( LWORK .GE. M*N + 3*N ) THEN * * WORK( IU ) is M by N * LDWRKU = M ELSE * * WORK( IU ) is LDWRKU by N * LDWRKU = ( LWORK - 3*N ) / N END IF NWORK = IU + LDWRKU*N * * Path 6o (M >= N, JOBZ='O') * Perform bidiagonal SVD, computing left singular vectors * of bidiagonal matrix in RWORK(IRU) and computing right * singular vectors of bidiagonal matrix in RWORK(IRVT) * CWorkspace: need 0 * RWorkspace: need N [e] + N*N [RU] + N*N [RVT] + BDSPAC * CALL SBDSDC( 'U', 'I', N, S, RWORK( IE ), RWORK( IRU ), $ N, RWORK( IRVT ), N, DUM, IDUM, $ RWORK( NRWORK ), IWORK, INFO ) * * Copy real matrix RWORK(IRVT) to complex matrix VT * Overwrite VT by right singular vectors of A * CWorkspace: need 2*N [tauq, taup] + N*N [U] + N [work] * CWorkspace: prefer 2*N [tauq, taup] + N*N [U] + N*NB [work] * RWorkspace: need N [e] + N*N [RU] + N*N [RVT] * CALL CLACP2( 'F', N, N, RWORK( IRVT ), N, VT, LDVT ) CALL CUNMBR( 'P', 'R', 'C', N, N, N, A, LDA, $ WORK( ITAUP ), VT, LDVT, WORK( NWORK ), $ LWORK-NWORK+1, IERR ) * IF( LWORK .GE. M*N + 3*N ) THEN * * Path 6o-fast * Copy real matrix RWORK(IRU) to complex matrix WORK(IU) * Overwrite WORK(IU) by left singular vectors of A, copying * to A * CWorkspace: need 2*N [tauq, taup] + M*N [U] + N [work] * CWorkspace: prefer 2*N [tauq, taup] + M*N [U] + N*NB [work] * RWorkspace: need N [e] + N*N [RU] * CALL CLASET( 'F', M, N, CZERO, CZERO, WORK( IU ), $ LDWRKU ) CALL CLACP2( 'F', N, N, RWORK( IRU ), N, WORK( IU ), $ LDWRKU ) CALL CUNMBR( 'Q', 'L', 'N', M, N, N, A, LDA, $ WORK( ITAUQ ), WORK( IU ), LDWRKU, $ WORK( NWORK ), LWORK-NWORK+1, IERR ) CALL CLACPY( 'F', M, N, WORK( IU ), LDWRKU, A, LDA ) ELSE * * Path 6o-slow * Generate Q in A * CWorkspace: need 2*N [tauq, taup] + N*N [U] + N [work] * CWorkspace: prefer 2*N [tauq, taup] + N*N [U] + N*NB [work] * RWorkspace: need 0 * CALL CUNGBR( 'Q', M, N, N, A, LDA, WORK( ITAUQ ), $ WORK( NWORK ), LWORK-NWORK+1, IERR ) * * Multiply Q in A by real matrix RWORK(IRU), storing the * result in WORK(IU), copying to A * CWorkspace: need 2*N [tauq, taup] + N*N [U] * CWorkspace: prefer 2*N [tauq, taup] + M*N [U] * RWorkspace: need N [e] + N*N [RU] + 2*N*N [rwork] * RWorkspace: prefer N [e] + N*N [RU] + 2*M*N [rwork] < N + 5*N*N since M < 2*N here * NRWORK = IRVT DO 30 I = 1, M, LDWRKU CHUNK = MIN( M-I+1, LDWRKU ) CALL CLACRM( CHUNK, N, A( I, 1 ), LDA, $ RWORK( IRU ), N, WORK( IU ), LDWRKU, $ RWORK( NRWORK ) ) CALL CLACPY( 'F', CHUNK, N, WORK( IU ), LDWRKU, $ A( I, 1 ), LDA ) 30 CONTINUE END IF * ELSE IF( WNTQS ) THEN * * Path 6s (M >= N, JOBZ='S') * Perform bidiagonal SVD, computing left singular vectors * of bidiagonal matrix in RWORK(IRU) and computing right * singular vectors of bidiagonal matrix in RWORK(IRVT) * CWorkspace: need 0 * RWorkspace: need N [e] + N*N [RU] + N*N [RVT] + BDSPAC * IRU = NRWORK IRVT = IRU + N*N NRWORK = IRVT + N*N CALL SBDSDC( 'U', 'I', N, S, RWORK( IE ), RWORK( IRU ), $ N, RWORK( IRVT ), N, DUM, IDUM, $ RWORK( NRWORK ), IWORK, INFO ) * * Copy real matrix RWORK(IRU) to complex matrix U * Overwrite U by left singular vectors of A * CWorkspace: need 2*N [tauq, taup] + N [work] * CWorkspace: prefer 2*N [tauq, taup] + N*NB [work] * RWorkspace: need N [e] + N*N [RU] + N*N [RVT] * CALL CLASET( 'F', M, N, CZERO, CZERO, U, LDU ) CALL CLACP2( 'F', N, N, RWORK( IRU ), N, U, LDU ) CALL CUNMBR( 'Q', 'L', 'N', M, N, N, A, LDA, $ WORK( ITAUQ ), U, LDU, WORK( NWORK ), $ LWORK-NWORK+1, IERR ) * * Copy real matrix RWORK(IRVT) to complex matrix VT * Overwrite VT by right singular vectors of A * CWorkspace: need 2*N [tauq, taup] + N [work] * CWorkspace: prefer 2*N [tauq, taup] + N*NB [work] * RWorkspace: need N [e] + N*N [RU] + N*N [RVT] * CALL CLACP2( 'F', N, N, RWORK( IRVT ), N, VT, LDVT ) CALL CUNMBR( 'P', 'R', 'C', N, N, N, A, LDA, $ WORK( ITAUP ), VT, LDVT, WORK( NWORK ), $ LWORK-NWORK+1, IERR ) ELSE * * Path 6a (M >= N, JOBZ='A') * Perform bidiagonal SVD, computing left singular vectors * of bidiagonal matrix in RWORK(IRU) and computing right * singular vectors of bidiagonal matrix in RWORK(IRVT) * CWorkspace: need 0 * RWorkspace: need N [e] + N*N [RU] + N*N [RVT] + BDSPAC * IRU = NRWORK IRVT = IRU + N*N NRWORK = IRVT + N*N CALL SBDSDC( 'U', 'I', N, S, RWORK( IE ), RWORK( IRU ), $ N, RWORK( IRVT ), N, DUM, IDUM, $ RWORK( NRWORK ), IWORK, INFO ) * * Set the right corner of U to identity matrix * CALL CLASET( 'F', M, M, CZERO, CZERO, U, LDU ) IF( M.GT.N ) THEN CALL CLASET( 'F', M-N, M-N, CZERO, CONE, $ U( N+1, N+1 ), LDU ) END IF * * Copy real matrix RWORK(IRU) to complex matrix U * Overwrite U by left singular vectors of A * CWorkspace: need 2*N [tauq, taup] + M [work] * CWorkspace: prefer 2*N [tauq, taup] + M*NB [work] * RWorkspace: need N [e] + N*N [RU] + N*N [RVT] * CALL CLACP2( 'F', N, N, RWORK( IRU ), N, U, LDU ) CALL CUNMBR( 'Q', 'L', 'N', M, M, N, A, LDA, $ WORK( ITAUQ ), U, LDU, WORK( NWORK ), $ LWORK-NWORK+1, IERR ) * * Copy real matrix RWORK(IRVT) to complex matrix VT * Overwrite VT by right singular vectors of A * CWorkspace: need 2*N [tauq, taup] + N [work] * CWorkspace: prefer 2*N [tauq, taup] + N*NB [work] * RWorkspace: need N [e] + N*N [RU] + N*N [RVT] * CALL CLACP2( 'F', N, N, RWORK( IRVT ), N, VT, LDVT ) CALL CUNMBR( 'P', 'R', 'C', N, N, N, A, LDA, $ WORK( ITAUP ), VT, LDVT, WORK( NWORK ), $ LWORK-NWORK+1, IERR ) END IF * END IF * ELSE * * A has more columns than rows. If A has sufficiently more * columns than rows, first reduce using the LQ decomposition (if * sufficient workspace available) * IF( N.GE.MNTHR1 ) THEN * IF( WNTQN ) THEN * * Path 1t (N >> M, JOBZ='N') * No singular vectors to be computed * ITAU = 1 NWORK = ITAU + M * * Compute A=L*Q * CWorkspace: need M [tau] + M [work] * CWorkspace: prefer M [tau] + M*NB [work] * RWorkspace: need 0 * CALL CGELQF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ), $ LWORK-NWORK+1, IERR ) * * Zero out above L * CALL CLASET( 'U', M-1, M-1, CZERO, CZERO, A( 1, 2 ), $ LDA ) IE = 1 ITAUQ = 1 ITAUP = ITAUQ + M NWORK = ITAUP + M * * Bidiagonalize L in A * CWorkspace: need 2*M [tauq, taup] + M [work] * CWorkspace: prefer 2*M [tauq, taup] + 2*M*NB [work] * RWorkspace: need M [e] * CALL CGEBRD( M, M, A, LDA, S, RWORK( IE ), WORK( ITAUQ ), $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1, $ IERR ) NRWORK = IE + M * * Perform bidiagonal SVD, compute singular values only * CWorkspace: need 0 * RWorkspace: need M [e] + BDSPAC * CALL SBDSDC( 'U', 'N', M, S, RWORK( IE ), DUM,1,DUM,1, $ DUM, IDUM, RWORK( NRWORK ), IWORK, INFO ) * ELSE IF( WNTQO ) THEN * * Path 2t (N >> M, JOBZ='O') * M right singular vectors to be overwritten on A and * M left singular vectors to be computed in U * IVT = 1 LDWKVT = M * * WORK(IVT) is M by M * IL = IVT + LDWKVT*M IF( LWORK .GE. M*N + M*M + 3*M ) THEN * * WORK(IL) M by N * LDWRKL = M CHUNK = N ELSE * * WORK(IL) is M by CHUNK * LDWRKL = M CHUNK = ( LWORK - M*M - 3*M ) / M END IF ITAU = IL + LDWRKL*CHUNK NWORK = ITAU + M * * Compute A=L*Q * CWorkspace: need M*M [VT] + M*M [L] + M [tau] + M [work] * CWorkspace: prefer M*M [VT] + M*M [L] + M [tau] + M*NB [work] * RWorkspace: need 0 * CALL CGELQF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ), $ LWORK-NWORK+1, IERR ) * * Copy L to WORK(IL), zeroing about above it * CALL CLACPY( 'L', M, M, A, LDA, WORK( IL ), LDWRKL ) CALL CLASET( 'U', M-1, M-1, CZERO, CZERO, $ WORK( IL+LDWRKL ), LDWRKL ) * * Generate Q in A * CWorkspace: need M*M [VT] + M*M [L] + M [tau] + M [work] * CWorkspace: prefer M*M [VT] + M*M [L] + M [tau] + M*NB [work] * RWorkspace: need 0 * CALL CUNGLQ( M, N, M, A, LDA, WORK( ITAU ), $ WORK( NWORK ), LWORK-NWORK+1, IERR ) IE = 1 ITAUQ = ITAU ITAUP = ITAUQ + M NWORK = ITAUP + M * * Bidiagonalize L in WORK(IL) * CWorkspace: need M*M [VT] + M*M [L] + 2*M [tauq, taup] + M [work] * CWorkspace: prefer M*M [VT] + M*M [L] + 2*M [tauq, taup] + 2*M*NB [work] * RWorkspace: need M [e] * CALL CGEBRD( M, M, WORK( IL ), LDWRKL, S, RWORK( IE ), $ WORK( ITAUQ ), WORK( ITAUP ), WORK( NWORK ), $ LWORK-NWORK+1, IERR ) * * Perform bidiagonal SVD, computing left singular vectors * of bidiagonal matrix in RWORK(IRU) and computing right * singular vectors of bidiagonal matrix in RWORK(IRVT) * CWorkspace: need 0 * RWorkspace: need M [e] + M*M [RU] + M*M [RVT] + BDSPAC * IRU = IE + M IRVT = IRU + M*M NRWORK = IRVT + M*M CALL SBDSDC( 'U', 'I', M, S, RWORK( IE ), RWORK( IRU ), $ M, RWORK( IRVT ), M, DUM, IDUM, $ RWORK( NRWORK ), IWORK, INFO ) * * Copy real matrix RWORK(IRU) to complex matrix WORK(IU) * Overwrite WORK(IU) by the left singular vectors of L * CWorkspace: need M*M [VT] + M*M [L] + 2*M [tauq, taup] + M [work] * CWorkspace: prefer M*M [VT] + M*M [L] + 2*M [tauq, taup] + M*NB [work] * RWorkspace: need 0 * CALL CLACP2( 'F', M, M, RWORK( IRU ), M, U, LDU ) CALL CUNMBR( 'Q', 'L', 'N', M, M, M, WORK( IL ), LDWRKL, $ WORK( ITAUQ ), U, LDU, WORK( NWORK ), $ LWORK-NWORK+1, IERR ) * * Copy real matrix RWORK(IRVT) to complex matrix WORK(IVT) * Overwrite WORK(IVT) by the right singular vectors of L * CWorkspace: need M*M [VT] + M*M [L] + 2*M [tauq, taup] + M [work] * CWorkspace: prefer M*M [VT] + M*M [L] + 2*M [tauq, taup] + M*NB [work] * RWorkspace: need 0 * CALL CLACP2( 'F', M, M, RWORK( IRVT ), M, WORK( IVT ), $ LDWKVT ) CALL CUNMBR( 'P', 'R', 'C', M, M, M, WORK( IL ), LDWRKL, $ WORK( ITAUP ), WORK( IVT ), LDWKVT, $ WORK( NWORK ), LWORK-NWORK+1, IERR ) * * Multiply right singular vectors of L in WORK(IL) by Q * in A, storing result in WORK(IL) and copying to A * CWorkspace: need M*M [VT] + M*M [L] * CWorkspace: prefer M*M [VT] + M*N [L] * RWorkspace: need 0 * DO 40 I = 1, N, CHUNK BLK = MIN( N-I+1, CHUNK ) CALL CGEMM( 'N', 'N', M, BLK, M, CONE, WORK( IVT ), M, $ A( 1, I ), LDA, CZERO, WORK( IL ), $ LDWRKL ) CALL CLACPY( 'F', M, BLK, WORK( IL ), LDWRKL, $ A( 1, I ), LDA ) 40 CONTINUE * ELSE IF( WNTQS ) THEN * * Path 3t (N >> M, JOBZ='S') * M right singular vectors to be computed in VT and * M left singular vectors to be computed in U * IL = 1 * * WORK(IL) is M by M * LDWRKL = M ITAU = IL + LDWRKL*M NWORK = ITAU + M * * Compute A=L*Q * CWorkspace: need M*M [L] + M [tau] + M [work] * CWorkspace: prefer M*M [L] + M [tau] + M*NB [work] * RWorkspace: need 0 * CALL CGELQF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ), $ LWORK-NWORK+1, IERR ) * * Copy L to WORK(IL), zeroing out above it * CALL CLACPY( 'L', M, M, A, LDA, WORK( IL ), LDWRKL ) CALL CLASET( 'U', M-1, M-1, CZERO, CZERO, $ WORK( IL+LDWRKL ), LDWRKL ) * * Generate Q in A * CWorkspace: need M*M [L] + M [tau] + M [work] * CWorkspace: prefer M*M [L] + M [tau] + M*NB [work] * RWorkspace: need 0 * CALL CUNGLQ( M, N, M, A, LDA, WORK( ITAU ), $ WORK( NWORK ), LWORK-NWORK+1, IERR ) IE = 1 ITAUQ = ITAU ITAUP = ITAUQ + M NWORK = ITAUP + M * * Bidiagonalize L in WORK(IL) * CWorkspace: need M*M [L] + 2*M [tauq, taup] + M [work] * CWorkspace: prefer M*M [L] + 2*M [tauq, taup] + 2*M*NB [work] * RWorkspace: need M [e] * CALL CGEBRD( M, M, WORK( IL ), LDWRKL, S, RWORK( IE ), $ WORK( ITAUQ ), WORK( ITAUP ), WORK( NWORK ), $ LWORK-NWORK+1, IERR ) * * Perform bidiagonal SVD, computing left singular vectors * of bidiagonal matrix in RWORK(IRU) and computing right * singular vectors of bidiagonal matrix in RWORK(IRVT) * CWorkspace: need 0 * RWorkspace: need M [e] + M*M [RU] + M*M [RVT] + BDSPAC * IRU = IE + M IRVT = IRU + M*M NRWORK = IRVT + M*M CALL SBDSDC( 'U', 'I', M, S, RWORK( IE ), RWORK( IRU ), $ M, RWORK( IRVT ), M, DUM, IDUM, $ RWORK( NRWORK ), IWORK, INFO ) * * Copy real matrix RWORK(IRU) to complex matrix U * Overwrite U by left singular vectors of L * CWorkspace: need M*M [L] + 2*M [tauq, taup] + M [work] * CWorkspace: prefer M*M [L] + 2*M [tauq, taup] + M*NB [work] * RWorkspace: need 0 * CALL CLACP2( 'F', M, M, RWORK( IRU ), M, U, LDU ) CALL CUNMBR( 'Q', 'L', 'N', M, M, M, WORK( IL ), LDWRKL, $ WORK( ITAUQ ), U, LDU, WORK( NWORK ), $ LWORK-NWORK+1, IERR ) * * Copy real matrix RWORK(IRVT) to complex matrix VT * Overwrite VT by left singular vectors of L * CWorkspace: need M*M [L] + 2*M [tauq, taup] + M [work] * CWorkspace: prefer M*M [L] + 2*M [tauq, taup] + M*NB [work] * RWorkspace: need 0 * CALL CLACP2( 'F', M, M, RWORK( IRVT ), M, VT, LDVT ) CALL CUNMBR( 'P', 'R', 'C', M, M, M, WORK( IL ), LDWRKL, $ WORK( ITAUP ), VT, LDVT, WORK( NWORK ), $ LWORK-NWORK+1, IERR ) * * Copy VT to WORK(IL), multiply right singular vectors of L * in WORK(IL) by Q in A, storing result in VT * CWorkspace: need M*M [L] * RWorkspace: need 0 * CALL CLACPY( 'F', M, M, VT, LDVT, WORK( IL ), LDWRKL ) CALL CGEMM( 'N', 'N', M, N, M, CONE, WORK( IL ), LDWRKL, $ A, LDA, CZERO, VT, LDVT ) * ELSE IF( WNTQA ) THEN * * Path 4t (N >> M, JOBZ='A') * N right singular vectors to be computed in VT and * M left singular vectors to be computed in U * IVT = 1 * * WORK(IVT) is M by M * LDWKVT = M ITAU = IVT + LDWKVT*M NWORK = ITAU + M * * Compute A=L*Q, copying result to VT * CWorkspace: need M*M [VT] + M [tau] + M [work] * CWorkspace: prefer M*M [VT] + M [tau] + M*NB [work] * RWorkspace: need 0 * CALL CGELQF( M, N, A, LDA, WORK( ITAU ), WORK( NWORK ), $ LWORK-NWORK+1, IERR ) CALL CLACPY( 'U', M, N, A, LDA, VT, LDVT ) * * Generate Q in VT * CWorkspace: need M*M [VT] + M [tau] + N [work] * CWorkspace: prefer M*M [VT] + M [tau] + N*NB [work] * RWorkspace: need 0 * CALL CUNGLQ( N, N, M, VT, LDVT, WORK( ITAU ), $ WORK( NWORK ), LWORK-NWORK+1, IERR ) * * Produce L in A, zeroing out above it * CALL CLASET( 'U', M-1, M-1, CZERO, CZERO, A( 1, 2 ), $ LDA ) IE = 1 ITAUQ = ITAU ITAUP = ITAUQ + M NWORK = ITAUP + M * * Bidiagonalize L in A * CWorkspace: need M*M [VT] + 2*M [tauq, taup] + M [work] * CWorkspace: prefer M*M [VT] + 2*M [tauq, taup] + 2*M*NB [work] * RWorkspace: need M [e] * CALL CGEBRD( M, M, A, LDA, S, RWORK( IE ), WORK( ITAUQ ), $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1, $ IERR ) * * Perform bidiagonal SVD, computing left singular vectors * of bidiagonal matrix in RWORK(IRU) and computing right * singular vectors of bidiagonal matrix in RWORK(IRVT) * CWorkspace: need 0 * RWorkspace: need M [e] + M*M [RU] + M*M [RVT] + BDSPAC * IRU = IE + M IRVT = IRU + M*M NRWORK = IRVT + M*M CALL SBDSDC( 'U', 'I', M, S, RWORK( IE ), RWORK( IRU ), $ M, RWORK( IRVT ), M, DUM, IDUM, $ RWORK( NRWORK ), IWORK, INFO ) * * Copy real matrix RWORK(IRU) to complex matrix U * Overwrite U by left singular vectors of L * CWorkspace: need M*M [VT] + 2*M [tauq, taup] + M [work] * CWorkspace: prefer M*M [VT] + 2*M [tauq, taup] + M*NB [work] * RWorkspace: need 0 * CALL CLACP2( 'F', M, M, RWORK( IRU ), M, U, LDU ) CALL CUNMBR( 'Q', 'L', 'N', M, M, M, A, LDA, $ WORK( ITAUQ ), U, LDU, WORK( NWORK ), $ LWORK-NWORK+1, IERR ) * * Copy real matrix RWORK(IRVT) to complex matrix WORK(IVT) * Overwrite WORK(IVT) by right singular vectors of L * CWorkspace: need M*M [VT] + 2*M [tauq, taup] + M [work] * CWorkspace: prefer M*M [VT] + 2*M [tauq, taup] + M*NB [work] * RWorkspace: need 0 * CALL CLACP2( 'F', M, M, RWORK( IRVT ), M, WORK( IVT ), $ LDWKVT ) CALL CUNMBR( 'P', 'R', 'C', M, M, M, A, LDA, $ WORK( ITAUP ), WORK( IVT ), LDWKVT, $ WORK( NWORK ), LWORK-NWORK+1, IERR ) * * Multiply right singular vectors of L in WORK(IVT) by * Q in VT, storing result in A * CWorkspace: need M*M [VT] * RWorkspace: need 0 * CALL CGEMM( 'N', 'N', M, N, M, CONE, WORK( IVT ), LDWKVT, $ VT, LDVT, CZERO, A, LDA ) * * Copy right singular vectors of A from A to VT * CALL CLACPY( 'F', M, N, A, LDA, VT, LDVT ) * END IF * ELSE IF( N.GE.MNTHR2 ) THEN * * MNTHR2 <= N < MNTHR1 * * Path 5t (N >> M, but not as much as MNTHR1) * Reduce to bidiagonal form without QR decomposition, use * CUNGBR and matrix multiplication to compute singular vectors * IE = 1 NRWORK = IE + M ITAUQ = 1 ITAUP = ITAUQ + M NWORK = ITAUP + M * * Bidiagonalize A * CWorkspace: need 2*M [tauq, taup] + N [work] * CWorkspace: prefer 2*M [tauq, taup] + (M+N)*NB [work] * RWorkspace: need M [e] * CALL CGEBRD( M, N, A, LDA, S, RWORK( IE ), WORK( ITAUQ ), $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1, $ IERR ) * IF( WNTQN ) THEN * * Path 5tn (N >> M, JOBZ='N') * Compute singular values only * CWorkspace: need 0 * RWorkspace: need M [e] + BDSPAC * CALL SBDSDC( 'L', 'N', M, S, RWORK( IE ), DUM,1,DUM,1, $ DUM, IDUM, RWORK( NRWORK ), IWORK, INFO ) ELSE IF( WNTQO ) THEN IRVT = NRWORK IRU = IRVT + M*M NRWORK = IRU + M*M IVT = NWORK * * Path 5to (N >> M, JOBZ='O') * Copy A to U, generate Q * CWorkspace: need 2*M [tauq, taup] + M [work] * CWorkspace: prefer 2*M [tauq, taup] + M*NB [work] * RWorkspace: need 0 * CALL CLACPY( 'L', M, M, A, LDA, U, LDU ) CALL CUNGBR( 'Q', M, M, N, U, LDU, WORK( ITAUQ ), $ WORK( NWORK ), LWORK-NWORK+1, IERR ) * * Generate P**H in A * CWorkspace: need 2*M [tauq, taup] + M [work] * CWorkspace: prefer 2*M [tauq, taup] + M*NB [work] * RWorkspace: need 0 * CALL CUNGBR( 'P', M, N, M, A, LDA, WORK( ITAUP ), $ WORK( NWORK ), LWORK-NWORK+1, IERR ) * LDWKVT = M IF( LWORK .GE. M*N + 3*M ) THEN * * WORK( IVT ) is M by N * NWORK = IVT + LDWKVT*N CHUNK = N ELSE * * WORK( IVT ) is M by CHUNK * CHUNK = ( LWORK - 3*M ) / M NWORK = IVT + LDWKVT*CHUNK END IF * * Perform bidiagonal SVD, computing left singular vectors * of bidiagonal matrix in RWORK(IRU) and computing right * singular vectors of bidiagonal matrix in RWORK(IRVT) * CWorkspace: need 0 * RWorkspace: need M [e] + M*M [RVT] + M*M [RU] + BDSPAC * CALL SBDSDC( 'L', 'I', M, S, RWORK( IE ), RWORK( IRU ), $ M, RWORK( IRVT ), M, DUM, IDUM, $ RWORK( NRWORK ), IWORK, INFO ) * * Multiply Q in U by real matrix RWORK(IRVT) * storing the result in WORK(IVT), copying to U * CWorkspace: need 2*M [tauq, taup] + M*M [VT] * RWorkspace: need M [e] + M*M [RVT] + M*M [RU] + 2*M*M [rwork] * CALL CLACRM( M, M, U, LDU, RWORK( IRU ), M, WORK( IVT ), $ LDWKVT, RWORK( NRWORK ) ) CALL CLACPY( 'F', M, M, WORK( IVT ), LDWKVT, U, LDU ) * * Multiply RWORK(IRVT) by P**H in A, storing the * result in WORK(IVT), copying to A * CWorkspace: need 2*M [tauq, taup] + M*M [VT] * CWorkspace: prefer 2*M [tauq, taup] + M*N [VT] * RWorkspace: need M [e] + M*M [RVT] + 2*M*M [rwork] * RWorkspace: prefer M [e] + M*M [RVT] + 2*M*N [rwork] < M + 5*M*M since N < 2*M here * NRWORK = IRU DO 50 I = 1, N, CHUNK BLK = MIN( N-I+1, CHUNK ) CALL CLARCM( M, BLK, RWORK( IRVT ), M, A( 1, I ), LDA, $ WORK( IVT ), LDWKVT, RWORK( NRWORK ) ) CALL CLACPY( 'F', M, BLK, WORK( IVT ), LDWKVT, $ A( 1, I ), LDA ) 50 CONTINUE ELSE IF( WNTQS ) THEN * * Path 5ts (N >> M, JOBZ='S') * Copy A to U, generate Q * CWorkspace: need 2*M [tauq, taup] + M [work] * CWorkspace: prefer 2*M [tauq, taup] + M*NB [work] * RWorkspace: need 0 * CALL CLACPY( 'L', M, M, A, LDA, U, LDU ) CALL CUNGBR( 'Q', M, M, N, U, LDU, WORK( ITAUQ ), $ WORK( NWORK ), LWORK-NWORK+1, IERR ) * * Copy A to VT, generate P**H * CWorkspace: need 2*M [tauq, taup] + M [work] * CWorkspace: prefer 2*M [tauq, taup] + M*NB [work] * RWorkspace: need 0 * CALL CLACPY( 'U', M, N, A, LDA, VT, LDVT ) CALL CUNGBR( 'P', M, N, M, VT, LDVT, WORK( ITAUP ), $ WORK( NWORK ), LWORK-NWORK+1, IERR ) * * Perform bidiagonal SVD, computing left singular vectors * of bidiagonal matrix in RWORK(IRU) and computing right * singular vectors of bidiagonal matrix in RWORK(IRVT) * CWorkspace: need 0 * RWorkspace: need M [e] + M*M [RVT] + M*M [RU] + BDSPAC * IRVT = NRWORK IRU = IRVT + M*M NRWORK = IRU + M*M CALL SBDSDC( 'L', 'I', M, S, RWORK( IE ), RWORK( IRU ), $ M, RWORK( IRVT ), M, DUM, IDUM, $ RWORK( NRWORK ), IWORK, INFO ) * * Multiply Q in U by real matrix RWORK(IRU), storing the * result in A, copying to U * CWorkspace: need 0 * RWorkspace: need M [e] + M*M [RVT] + M*M [RU] + 2*M*M [rwork] * CALL CLACRM( M, M, U, LDU, RWORK( IRU ), M, A, LDA, $ RWORK( NRWORK ) ) CALL CLACPY( 'F', M, M, A, LDA, U, LDU ) * * Multiply real matrix RWORK(IRVT) by P**H in VT, * storing the result in A, copying to VT * CWorkspace: need 0 * RWorkspace: need M [e] + M*M [RVT] + 2*M*N [rwork] < M + 5*M*M since N < 2*M here * NRWORK = IRU CALL CLARCM( M, N, RWORK( IRVT ), M, VT, LDVT, A, LDA, $ RWORK( NRWORK ) ) CALL CLACPY( 'F', M, N, A, LDA, VT, LDVT ) ELSE * * Path 5ta (N >> M, JOBZ='A') * Copy A to U, generate Q * CWorkspace: need 2*M [tauq, taup] + M [work] * CWorkspace: prefer 2*M [tauq, taup] + M*NB [work] * RWorkspace: need 0 * CALL CLACPY( 'L', M, M, A, LDA, U, LDU ) CALL CUNGBR( 'Q', M, M, N, U, LDU, WORK( ITAUQ ), $ WORK( NWORK ), LWORK-NWORK+1, IERR ) * * Copy A to VT, generate P**H * CWorkspace: need 2*M [tauq, taup] + N [work] * CWorkspace: prefer 2*M [tauq, taup] + N*NB [work] * RWorkspace: need 0 * CALL CLACPY( 'U', M, N, A, LDA, VT, LDVT ) CALL CUNGBR( 'P', N, N, M, VT, LDVT, WORK( ITAUP ), $ WORK( NWORK ), LWORK-NWORK+1, IERR ) * * Perform bidiagonal SVD, computing left singular vectors * of bidiagonal matrix in RWORK(IRU) and computing right * singular vectors of bidiagonal matrix in RWORK(IRVT) * CWorkspace: need 0 * RWorkspace: need M [e] + M*M [RVT] + M*M [RU] + BDSPAC * IRVT = NRWORK IRU = IRVT + M*M NRWORK = IRU + M*M CALL SBDSDC( 'L', 'I', M, S, RWORK( IE ), RWORK( IRU ), $ M, RWORK( IRVT ), M, DUM, IDUM, $ RWORK( NRWORK ), IWORK, INFO ) * * Multiply Q in U by real matrix RWORK(IRU), storing the * result in A, copying to U * CWorkspace: need 0 * RWorkspace: need M [e] + M*M [RVT] + M*M [RU] + 2*M*M [rwork] * CALL CLACRM( M, M, U, LDU, RWORK( IRU ), M, A, LDA, $ RWORK( NRWORK ) ) CALL CLACPY( 'F', M, M, A, LDA, U, LDU ) * * Multiply real matrix RWORK(IRVT) by P**H in VT, * storing the result in A, copying to VT * CWorkspace: need 0 * RWorkspace: need M [e] + M*M [RVT] + 2*M*N [rwork] < M + 5*M*M since N < 2*M here * NRWORK = IRU CALL CLARCM( M, N, RWORK( IRVT ), M, VT, LDVT, A, LDA, $ RWORK( NRWORK ) ) CALL CLACPY( 'F', M, N, A, LDA, VT, LDVT ) END IF * ELSE * * N .LT. MNTHR2 * * Path 6t (N > M, but not much larger) * Reduce to bidiagonal form without LQ decomposition * Use CUNMBR to compute singular vectors * IE = 1 NRWORK = IE + M ITAUQ = 1 ITAUP = ITAUQ + M NWORK = ITAUP + M * * Bidiagonalize A * CWorkspace: need 2*M [tauq, taup] + N [work] * CWorkspace: prefer 2*M [tauq, taup] + (M+N)*NB [work] * RWorkspace: need M [e] * CALL CGEBRD( M, N, A, LDA, S, RWORK( IE ), WORK( ITAUQ ), $ WORK( ITAUP ), WORK( NWORK ), LWORK-NWORK+1, $ IERR ) IF( WNTQN ) THEN * * Path 6tn (N > M, JOBZ='N') * Compute singular values only * CWorkspace: need 0 * RWorkspace: need M [e] + BDSPAC * CALL SBDSDC( 'L', 'N', M, S, RWORK( IE ), DUM,1,DUM,1, $ DUM, IDUM, RWORK( NRWORK ), IWORK, INFO ) ELSE IF( WNTQO ) THEN * Path 6to (N > M, JOBZ='O') LDWKVT = M IVT = NWORK IF( LWORK .GE. M*N + 3*M ) THEN * * WORK( IVT ) is M by N * CALL CLASET( 'F', M, N, CZERO, CZERO, WORK( IVT ), $ LDWKVT ) NWORK = IVT + LDWKVT*N ELSE * * WORK( IVT ) is M by CHUNK * CHUNK = ( LWORK - 3*M ) / M NWORK = IVT + LDWKVT*CHUNK END IF * * Perform bidiagonal SVD, computing left singular vectors * of bidiagonal matrix in RWORK(IRU) and computing right * singular vectors of bidiagonal matrix in RWORK(IRVT) * CWorkspace: need 0 * RWorkspace: need M [e] + M*M [RVT] + M*M [RU] + BDSPAC * IRVT = NRWORK IRU = IRVT + M*M NRWORK = IRU + M*M CALL SBDSDC( 'L', 'I', M, S, RWORK( IE ), RWORK( IRU ), $ M, RWORK( IRVT ), M, DUM, IDUM, $ RWORK( NRWORK ), IWORK, INFO ) * * Copy real matrix RWORK(IRU) to complex matrix U * Overwrite U by left singular vectors of A * CWorkspace: need 2*M [tauq, taup] + M*M [VT] + M [work] * CWorkspace: prefer 2*M [tauq, taup] + M*M [VT] + M*NB [work] * RWorkspace: need M [e] + M*M [RVT] + M*M [RU] * CALL CLACP2( 'F', M, M, RWORK( IRU ), M, U, LDU ) CALL CUNMBR( 'Q', 'L', 'N', M, M, N, A, LDA, $ WORK( ITAUQ ), U, LDU, WORK( NWORK ), $ LWORK-NWORK+1, IERR ) * IF( LWORK .GE. M*N + 3*M ) THEN * * Path 6to-fast * Copy real matrix RWORK(IRVT) to complex matrix WORK(IVT) * Overwrite WORK(IVT) by right singular vectors of A, * copying to A * CWorkspace: need 2*M [tauq, taup] + M*N [VT] + M [work] * CWorkspace: prefer 2*M [tauq, taup] + M*N [VT] + M*NB [work] * RWorkspace: need M [e] + M*M [RVT] * CALL CLACP2( 'F', M, M, RWORK( IRVT ), M, WORK( IVT ), $ LDWKVT ) CALL CUNMBR( 'P', 'R', 'C', M, N, M, A, LDA, $ WORK( ITAUP ), WORK( IVT ), LDWKVT, $ WORK( NWORK ), LWORK-NWORK+1, IERR ) CALL CLACPY( 'F', M, N, WORK( IVT ), LDWKVT, A, LDA ) ELSE * * Path 6to-slow * Generate P**H in A * CWorkspace: need 2*M [tauq, taup] + M*M [VT] + M [work] * CWorkspace: prefer 2*M [tauq, taup] + M*M [VT] + M*NB [work] * RWorkspace: need 0 * CALL CUNGBR( 'P', M, N, M, A, LDA, WORK( ITAUP ), $ WORK( NWORK ), LWORK-NWORK+1, IERR ) * * Multiply Q in A by real matrix RWORK(IRU), storing the * result in WORK(IU), copying to A * CWorkspace: need 2*M [tauq, taup] + M*M [VT] * CWorkspace: prefer 2*M [tauq, taup] + M*N [VT] * RWorkspace: need M [e] + M*M [RVT] + 2*M*M [rwork] * RWorkspace: prefer M [e] + M*M [RVT] + 2*M*N [rwork] < M + 5*M*M since N < 2*M here * NRWORK = IRU DO 60 I = 1, N, CHUNK BLK = MIN( N-I+1, CHUNK ) CALL CLARCM( M, BLK, RWORK( IRVT ), M, A( 1, I ), $ LDA, WORK( IVT ), LDWKVT, $ RWORK( NRWORK ) ) CALL CLACPY( 'F', M, BLK, WORK( IVT ), LDWKVT, $ A( 1, I ), LDA ) 60 CONTINUE END IF ELSE IF( WNTQS ) THEN * * Path 6ts (N > M, JOBZ='S') * Perform bidiagonal SVD, computing left singular vectors * of bidiagonal matrix in RWORK(IRU) and computing right * singular vectors of bidiagonal matrix in RWORK(IRVT) * CWorkspace: need 0 * RWorkspace: need M [e] + M*M [RVT] + M*M [RU] + BDSPAC * IRVT = NRWORK IRU = IRVT + M*M NRWORK = IRU + M*M CALL SBDSDC( 'L', 'I', M, S, RWORK( IE ), RWORK( IRU ), $ M, RWORK( IRVT ), M, DUM, IDUM, $ RWORK( NRWORK ), IWORK, INFO ) * * Copy real matrix RWORK(IRU) to complex matrix U * Overwrite U by left singular vectors of A * CWorkspace: need 2*M [tauq, taup] + M [work] * CWorkspace: prefer 2*M [tauq, taup] + M*NB [work] * RWorkspace: need M [e] + M*M [RVT] + M*M [RU] * CALL CLACP2( 'F', M, M, RWORK( IRU ), M, U, LDU ) CALL CUNMBR( 'Q', 'L', 'N', M, M, N, A, LDA, $ WORK( ITAUQ ), U, LDU, WORK( NWORK ), $ LWORK-NWORK+1, IERR ) * * Copy real matrix RWORK(IRVT) to complex matrix VT * Overwrite VT by right singular vectors of A * CWorkspace: need 2*M [tauq, taup] + M [work] * CWorkspace: prefer 2*M [tauq, taup] + M*NB [work] * RWorkspace: need M [e] + M*M [RVT] * CALL CLASET( 'F', M, N, CZERO, CZERO, VT, LDVT ) CALL CLACP2( 'F', M, M, RWORK( IRVT ), M, VT, LDVT ) CALL CUNMBR( 'P', 'R', 'C', M, N, M, A, LDA, $ WORK( ITAUP ), VT, LDVT, WORK( NWORK ), $ LWORK-NWORK+1, IERR ) ELSE * * Path 6ta (N > M, JOBZ='A') * Perform bidiagonal SVD, computing left singular vectors * of bidiagonal matrix in RWORK(IRU) and computing right * singular vectors of bidiagonal matrix in RWORK(IRVT) * CWorkspace: need 0 * RWorkspace: need M [e] + M*M [RVT] + M*M [RU] + BDSPAC * IRVT = NRWORK IRU = IRVT + M*M NRWORK = IRU + M*M * CALL SBDSDC( 'L', 'I', M, S, RWORK( IE ), RWORK( IRU ), $ M, RWORK( IRVT ), M, DUM, IDUM, $ RWORK( NRWORK ), IWORK, INFO ) * * Copy real matrix RWORK(IRU) to complex matrix U * Overwrite U by left singular vectors of A * CWorkspace: need 2*M [tauq, taup] + M [work] * CWorkspace: prefer 2*M [tauq, taup] + M*NB [work] * RWorkspace: need M [e] + M*M [RVT] + M*M [RU] * CALL CLACP2( 'F', M, M, RWORK( IRU ), M, U, LDU ) CALL CUNMBR( 'Q', 'L', 'N', M, M, N, A, LDA, $ WORK( ITAUQ ), U, LDU, WORK( NWORK ), $ LWORK-NWORK+1, IERR ) * * Set all of VT to identity matrix * CALL CLASET( 'F', N, N, CZERO, CONE, VT, LDVT ) * * Copy real matrix RWORK(IRVT) to complex matrix VT * Overwrite VT by right singular vectors of A * CWorkspace: need 2*M [tauq, taup] + N [work] * CWorkspace: prefer 2*M [tauq, taup] + N*NB [work] * RWorkspace: need M [e] + M*M [RVT] * CALL CLACP2( 'F', M, M, RWORK( IRVT ), M, VT, LDVT ) CALL CUNMBR( 'P', 'R', 'C', N, N, M, A, LDA, $ WORK( ITAUP ), VT, LDVT, WORK( NWORK ), $ LWORK-NWORK+1, IERR ) END IF * END IF * END IF * * Undo scaling if necessary * IF( ISCL.EQ.1 ) THEN IF( ANRM.GT.BIGNUM ) $ CALL SLASCL( 'G', 0, 0, BIGNUM, ANRM, MINMN, 1, S, MINMN, $ IERR ) IF( INFO.NE.0 .AND. ANRM.GT.BIGNUM ) $ CALL SLASCL( 'G', 0, 0, BIGNUM, ANRM, MINMN-1, 1, $ RWORK( IE ), MINMN, IERR ) IF( ANRM.LT.SMLNUM ) $ CALL SLASCL( 'G', 0, 0, SMLNUM, ANRM, MINMN, 1, S, MINMN, $ IERR ) IF( INFO.NE.0 .AND. ANRM.LT.SMLNUM ) $ CALL SLASCL( 'G', 0, 0, SMLNUM, ANRM, MINMN-1, 1, $ RWORK( IE ), MINMN, IERR ) END IF * * Return optimal workspace in WORK(1) * WORK( 1 ) = MAXWRK * RETURN * * End of CGESDD * END