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512 lines
16 KiB
C
512 lines
16 KiB
C
/* sbdsdc.f -- translated by f2c (version 20061008).
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You must link the resulting object file with libf2c:
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on Microsoft Windows system, link with libf2c.lib;
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on Linux or Unix systems, link with .../path/to/libf2c.a -lm
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or, if you install libf2c.a in a standard place, with -lf2c -lm
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-- in that order, at the end of the command line, as in
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cc *.o -lf2c -lm
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Source for libf2c is in /netlib/f2c/libf2c.zip, e.g.,
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http://www.netlib.org/f2c/libf2c.zip
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*/
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#include "clapack.h"
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/* Table of constant values */
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static integer c__9 = 9;
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static integer c__0 = 0;
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static real c_b15 = 1.f;
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static integer c__1 = 1;
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static real c_b29 = 0.f;
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/* Subroutine */ int sbdsdc_(char *uplo, char *compq, integer *n, real *d__,
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real *e, real *u, integer *ldu, real *vt, integer *ldvt, real *q,
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integer *iq, real *work, integer *iwork, integer *info)
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{
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/* System generated locals */
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integer u_dim1, u_offset, vt_dim1, vt_offset, i__1, i__2;
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real r__1;
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/* Builtin functions */
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double r_sign(real *, real *), log(doublereal);
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/* Local variables */
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integer i__, j, k;
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real p, r__;
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integer z__, ic, ii, kk;
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real cs;
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integer is, iu;
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real sn;
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integer nm1;
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real eps;
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integer ivt, difl, difr, ierr, perm, mlvl, sqre;
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extern logical lsame_(char *, char *);
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integer poles;
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extern /* Subroutine */ int slasr_(char *, char *, char *, integer *,
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integer *, real *, real *, real *, integer *);
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integer iuplo, nsize, start;
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extern /* Subroutine */ int scopy_(integer *, real *, integer *, real *,
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integer *), sswap_(integer *, real *, integer *, real *, integer *
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), slasd0_(integer *, integer *, real *, real *, real *, integer *
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, real *, integer *, integer *, integer *, real *, integer *);
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extern doublereal slamch_(char *);
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extern /* Subroutine */ int slasda_(integer *, integer *, integer *,
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integer *, real *, real *, real *, integer *, real *, integer *,
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real *, real *, real *, real *, integer *, integer *, integer *,
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integer *, real *, real *, real *, real *, integer *, integer *),
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xerbla_(char *, integer *);
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extern integer ilaenv_(integer *, char *, char *, integer *, integer *,
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integer *, integer *);
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extern /* Subroutine */ int slascl_(char *, integer *, integer *, real *,
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real *, integer *, integer *, real *, integer *, integer *);
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integer givcol;
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extern /* Subroutine */ int slasdq_(char *, integer *, integer *, integer
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*, integer *, integer *, real *, real *, real *, integer *, real *
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, integer *, real *, integer *, real *, integer *);
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integer icompq;
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extern /* Subroutine */ int slaset_(char *, integer *, integer *, real *,
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real *, real *, integer *), slartg_(real *, real *, real *
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, real *, real *);
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real orgnrm;
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integer givnum;
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extern doublereal slanst_(char *, integer *, real *, real *);
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integer givptr, qstart, smlsiz, wstart, smlszp;
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/* -- LAPACK routine (version 3.2) -- */
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/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
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/* November 2006 */
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/* .. Scalar Arguments .. */
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/* .. */
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/* .. Array Arguments .. */
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/* .. */
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/* Purpose */
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/* ======= */
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/* SBDSDC computes the singular value decomposition (SVD) of a real */
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/* N-by-N (upper or lower) bidiagonal matrix B: B = U * S * VT, */
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/* using a divide and conquer method, where S is a diagonal matrix */
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/* with non-negative diagonal elements (the singular values of B), and */
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/* U and VT are orthogonal matrices of left and right singular vectors, */
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/* respectively. SBDSDC can be used to compute all singular values, */
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/* and optionally, singular vectors or singular vectors in compact form. */
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/* This code makes very mild assumptions about floating point */
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/* arithmetic. It will work on machines with a guard digit in */
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/* add/subtract, or on those binary machines without guard digits */
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/* which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or Cray-2. */
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/* It could conceivably fail on hexadecimal or decimal machines */
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/* without guard digits, but we know of none. See SLASD3 for details. */
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/* The code currently calls SLASDQ if singular values only are desired. */
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/* However, it can be slightly modified to compute singular values */
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/* using the divide and conquer method. */
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/* Arguments */
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/* ========= */
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/* UPLO (input) CHARACTER*1 */
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/* = 'U': B is upper bidiagonal. */
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/* = 'L': B is lower bidiagonal. */
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/* COMPQ (input) CHARACTER*1 */
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/* Specifies whether singular vectors are to be computed */
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/* as follows: */
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/* = 'N': Compute singular values only; */
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/* = 'P': Compute singular values and compute singular */
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/* vectors in compact form; */
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/* = 'I': Compute singular values and singular vectors. */
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/* N (input) INTEGER */
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/* The order of the matrix B. N >= 0. */
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/* D (input/output) REAL array, dimension (N) */
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/* On entry, the n diagonal elements of the bidiagonal matrix B. */
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/* On exit, if INFO=0, the singular values of B. */
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/* E (input/output) REAL array, dimension (N-1) */
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/* On entry, the elements of E contain the offdiagonal */
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/* elements of the bidiagonal matrix whose SVD is desired. */
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/* On exit, E has been destroyed. */
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/* U (output) REAL array, dimension (LDU,N) */
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/* If COMPQ = 'I', then: */
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/* On exit, if INFO = 0, U contains the left singular vectors */
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/* of the bidiagonal matrix. */
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/* For other values of COMPQ, U is not referenced. */
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/* LDU (input) INTEGER */
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/* The leading dimension of the array U. LDU >= 1. */
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/* If singular vectors are desired, then LDU >= max( 1, N ). */
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/* VT (output) REAL array, dimension (LDVT,N) */
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/* If COMPQ = 'I', then: */
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/* On exit, if INFO = 0, VT' contains the right singular */
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/* vectors of the bidiagonal matrix. */
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/* For other values of COMPQ, VT is not referenced. */
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/* LDVT (input) INTEGER */
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/* The leading dimension of the array VT. LDVT >= 1. */
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/* If singular vectors are desired, then LDVT >= max( 1, N ). */
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/* Q (output) REAL array, dimension (LDQ) */
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/* If COMPQ = 'P', then: */
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/* On exit, if INFO = 0, Q and IQ contain the left */
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/* and right singular vectors in a compact form, */
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/* requiring O(N log N) space instead of 2*N**2. */
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/* In particular, Q contains all the REAL data in */
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/* LDQ >= N*(11 + 2*SMLSIZ + 8*INT(LOG_2(N/(SMLSIZ+1)))) */
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/* words of memory, where SMLSIZ is returned by ILAENV and */
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/* is equal to the maximum size of the subproblems at the */
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/* bottom of the computation tree (usually about 25). */
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/* For other values of COMPQ, Q is not referenced. */
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/* IQ (output) INTEGER array, dimension (LDIQ) */
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/* If COMPQ = 'P', then: */
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/* On exit, if INFO = 0, Q and IQ contain the left */
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/* and right singular vectors in a compact form, */
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/* requiring O(N log N) space instead of 2*N**2. */
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/* In particular, IQ contains all INTEGER data in */
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/* LDIQ >= N*(3 + 3*INT(LOG_2(N/(SMLSIZ+1)))) */
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/* words of memory, where SMLSIZ is returned by ILAENV and */
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/* is equal to the maximum size of the subproblems at the */
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/* bottom of the computation tree (usually about 25). */
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/* For other values of COMPQ, IQ is not referenced. */
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/* WORK (workspace) REAL array, dimension (MAX(1,LWORK)) */
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/* If COMPQ = 'N' then LWORK >= (4 * N). */
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/* If COMPQ = 'P' then LWORK >= (6 * N). */
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/* If COMPQ = 'I' then LWORK >= (3 * N**2 + 4 * N). */
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/* IWORK (workspace) INTEGER array, dimension (8*N) */
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/* INFO (output) INTEGER */
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/* = 0: successful exit. */
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/* < 0: if INFO = -i, the i-th argument had an illegal value. */
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/* > 0: The algorithm failed to compute an singular value. */
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/* The update process of divide and conquer failed. */
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/* Further Details */
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/* =============== */
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/* Based on contributions by */
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/* Ming Gu and Huan Ren, Computer Science Division, University of */
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/* California at Berkeley, USA */
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/* ===================================================================== */
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/* Changed dimension statement in comment describing E from (N) to */
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/* (N-1). Sven, 17 Feb 05. */
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/* ===================================================================== */
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/* .. Parameters .. */
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/* .. */
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/* .. Local Scalars .. */
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/* .. */
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/* .. External Functions .. */
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/* .. */
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/* .. External Subroutines .. */
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/* .. */
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/* .. Intrinsic Functions .. */
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/* .. */
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/* .. Executable Statements .. */
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/* Test the input parameters. */
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/* Parameter adjustments */
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--d__;
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--e;
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u_dim1 = *ldu;
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u_offset = 1 + u_dim1;
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u -= u_offset;
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vt_dim1 = *ldvt;
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vt_offset = 1 + vt_dim1;
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vt -= vt_offset;
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--q;
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--iq;
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--work;
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--iwork;
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/* Function Body */
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*info = 0;
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iuplo = 0;
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if (lsame_(uplo, "U")) {
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iuplo = 1;
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}
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if (lsame_(uplo, "L")) {
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iuplo = 2;
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}
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if (lsame_(compq, "N")) {
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icompq = 0;
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} else if (lsame_(compq, "P")) {
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icompq = 1;
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} else if (lsame_(compq, "I")) {
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icompq = 2;
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} else {
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icompq = -1;
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}
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if (iuplo == 0) {
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*info = -1;
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} else if (icompq < 0) {
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*info = -2;
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} else if (*n < 0) {
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*info = -3;
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} else if (*ldu < 1 || icompq == 2 && *ldu < *n) {
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*info = -7;
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} else if (*ldvt < 1 || icompq == 2 && *ldvt < *n) {
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*info = -9;
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}
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if (*info != 0) {
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i__1 = -(*info);
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xerbla_("SBDSDC", &i__1);
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return 0;
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}
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/* Quick return if possible */
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if (*n == 0) {
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return 0;
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}
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smlsiz = ilaenv_(&c__9, "SBDSDC", " ", &c__0, &c__0, &c__0, &c__0);
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if (*n == 1) {
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if (icompq == 1) {
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q[1] = r_sign(&c_b15, &d__[1]);
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q[smlsiz * *n + 1] = 1.f;
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} else if (icompq == 2) {
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u[u_dim1 + 1] = r_sign(&c_b15, &d__[1]);
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vt[vt_dim1 + 1] = 1.f;
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}
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d__[1] = dabs(d__[1]);
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return 0;
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}
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nm1 = *n - 1;
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/* If matrix lower bidiagonal, rotate to be upper bidiagonal */
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/* by applying Givens rotations on the left */
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wstart = 1;
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qstart = 3;
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if (icompq == 1) {
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scopy_(n, &d__[1], &c__1, &q[1], &c__1);
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i__1 = *n - 1;
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scopy_(&i__1, &e[1], &c__1, &q[*n + 1], &c__1);
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}
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if (iuplo == 2) {
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qstart = 5;
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wstart = (*n << 1) - 1;
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i__1 = *n - 1;
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for (i__ = 1; i__ <= i__1; ++i__) {
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slartg_(&d__[i__], &e[i__], &cs, &sn, &r__);
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d__[i__] = r__;
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e[i__] = sn * d__[i__ + 1];
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d__[i__ + 1] = cs * d__[i__ + 1];
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if (icompq == 1) {
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q[i__ + (*n << 1)] = cs;
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q[i__ + *n * 3] = sn;
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} else if (icompq == 2) {
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work[i__] = cs;
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work[nm1 + i__] = -sn;
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}
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/* L10: */
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}
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}
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/* If ICOMPQ = 0, use SLASDQ to compute the singular values. */
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if (icompq == 0) {
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slasdq_("U", &c__0, n, &c__0, &c__0, &c__0, &d__[1], &e[1], &vt[
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vt_offset], ldvt, &u[u_offset], ldu, &u[u_offset], ldu, &work[
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wstart], info);
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goto L40;
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}
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/* If N is smaller than the minimum divide size SMLSIZ, then solve */
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/* the problem with another solver. */
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if (*n <= smlsiz) {
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if (icompq == 2) {
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slaset_("A", n, n, &c_b29, &c_b15, &u[u_offset], ldu);
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slaset_("A", n, n, &c_b29, &c_b15, &vt[vt_offset], ldvt);
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slasdq_("U", &c__0, n, n, n, &c__0, &d__[1], &e[1], &vt[vt_offset]
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, ldvt, &u[u_offset], ldu, &u[u_offset], ldu, &work[
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wstart], info);
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} else if (icompq == 1) {
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iu = 1;
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ivt = iu + *n;
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slaset_("A", n, n, &c_b29, &c_b15, &q[iu + (qstart - 1) * *n], n);
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slaset_("A", n, n, &c_b29, &c_b15, &q[ivt + (qstart - 1) * *n], n);
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slasdq_("U", &c__0, n, n, n, &c__0, &d__[1], &e[1], &q[ivt + (
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qstart - 1) * *n], n, &q[iu + (qstart - 1) * *n], n, &q[
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iu + (qstart - 1) * *n], n, &work[wstart], info);
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}
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goto L40;
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}
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if (icompq == 2) {
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slaset_("A", n, n, &c_b29, &c_b15, &u[u_offset], ldu);
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slaset_("A", n, n, &c_b29, &c_b15, &vt[vt_offset], ldvt);
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}
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/* Scale. */
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orgnrm = slanst_("M", n, &d__[1], &e[1]);
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if (orgnrm == 0.f) {
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return 0;
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}
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slascl_("G", &c__0, &c__0, &orgnrm, &c_b15, n, &c__1, &d__[1], n, &ierr);
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slascl_("G", &c__0, &c__0, &orgnrm, &c_b15, &nm1, &c__1, &e[1], &nm1, &
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ierr);
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eps = slamch_("Epsilon");
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mlvl = (integer) (log((real) (*n) / (real) (smlsiz + 1)) / log(2.f)) + 1;
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smlszp = smlsiz + 1;
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if (icompq == 1) {
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iu = 1;
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ivt = smlsiz + 1;
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difl = ivt + smlszp;
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difr = difl + mlvl;
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z__ = difr + (mlvl << 1);
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ic = z__ + mlvl;
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is = ic + 1;
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poles = is + 1;
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givnum = poles + (mlvl << 1);
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k = 1;
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givptr = 2;
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perm = 3;
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givcol = perm + mlvl;
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}
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i__1 = *n;
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for (i__ = 1; i__ <= i__1; ++i__) {
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if ((r__1 = d__[i__], dabs(r__1)) < eps) {
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d__[i__] = r_sign(&eps, &d__[i__]);
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}
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/* L20: */
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}
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start = 1;
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sqre = 0;
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i__1 = nm1;
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for (i__ = 1; i__ <= i__1; ++i__) {
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if ((r__1 = e[i__], dabs(r__1)) < eps || i__ == nm1) {
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/* Subproblem found. First determine its size and then */
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/* apply divide and conquer on it. */
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if (i__ < nm1) {
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/* A subproblem with E(I) small for I < NM1. */
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nsize = i__ - start + 1;
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} else if ((r__1 = e[i__], dabs(r__1)) >= eps) {
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/* A subproblem with E(NM1) not too small but I = NM1. */
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nsize = *n - start + 1;
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} else {
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/* A subproblem with E(NM1) small. This implies an */
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/* 1-by-1 subproblem at D(N). Solve this 1-by-1 problem */
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/* first. */
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nsize = i__ - start + 1;
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if (icompq == 2) {
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u[*n + *n * u_dim1] = r_sign(&c_b15, &d__[*n]);
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vt[*n + *n * vt_dim1] = 1.f;
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} else if (icompq == 1) {
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q[*n + (qstart - 1) * *n] = r_sign(&c_b15, &d__[*n]);
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q[*n + (smlsiz + qstart - 1) * *n] = 1.f;
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}
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d__[*n] = (r__1 = d__[*n], dabs(r__1));
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}
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if (icompq == 2) {
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slasd0_(&nsize, &sqre, &d__[start], &e[start], &u[start +
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start * u_dim1], ldu, &vt[start + start * vt_dim1],
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ldvt, &smlsiz, &iwork[1], &work[wstart], info);
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} else {
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slasda_(&icompq, &smlsiz, &nsize, &sqre, &d__[start], &e[
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start], &q[start + (iu + qstart - 2) * *n], n, &q[
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start + (ivt + qstart - 2) * *n], &iq[start + k * *n],
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&q[start + (difl + qstart - 2) * *n], &q[start + (
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difr + qstart - 2) * *n], &q[start + (z__ + qstart -
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2) * *n], &q[start + (poles + qstart - 2) * *n], &iq[
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start + givptr * *n], &iq[start + givcol * *n], n, &
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iq[start + perm * *n], &q[start + (givnum + qstart -
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2) * *n], &q[start + (ic + qstart - 2) * *n], &q[
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start + (is + qstart - 2) * *n], &work[wstart], &
|
|
iwork[1], info);
|
|
if (*info != 0) {
|
|
return 0;
|
|
}
|
|
}
|
|
start = i__ + 1;
|
|
}
|
|
/* L30: */
|
|
}
|
|
|
|
/* Unscale */
|
|
|
|
slascl_("G", &c__0, &c__0, &c_b15, &orgnrm, n, &c__1, &d__[1], n, &ierr);
|
|
L40:
|
|
|
|
/* Use Selection Sort to minimize swaps of singular vectors */
|
|
|
|
i__1 = *n;
|
|
for (ii = 2; ii <= i__1; ++ii) {
|
|
i__ = ii - 1;
|
|
kk = i__;
|
|
p = d__[i__];
|
|
i__2 = *n;
|
|
for (j = ii; j <= i__2; ++j) {
|
|
if (d__[j] > p) {
|
|
kk = j;
|
|
p = d__[j];
|
|
}
|
|
/* L50: */
|
|
}
|
|
if (kk != i__) {
|
|
d__[kk] = d__[i__];
|
|
d__[i__] = p;
|
|
if (icompq == 1) {
|
|
iq[i__] = kk;
|
|
} else if (icompq == 2) {
|
|
sswap_(n, &u[i__ * u_dim1 + 1], &c__1, &u[kk * u_dim1 + 1], &
|
|
c__1);
|
|
sswap_(n, &vt[i__ + vt_dim1], ldvt, &vt[kk + vt_dim1], ldvt);
|
|
}
|
|
} else if (icompq == 1) {
|
|
iq[i__] = i__;
|
|
}
|
|
/* L60: */
|
|
}
|
|
|
|
/* If ICOMPQ = 1, use IQ(N,1) as the indicator for UPLO */
|
|
|
|
if (icompq == 1) {
|
|
if (iuplo == 1) {
|
|
iq[*n] = 1;
|
|
} else {
|
|
iq[*n] = 0;
|
|
}
|
|
}
|
|
|
|
/* If B is lower bidiagonal, update U by those Givens rotations */
|
|
/* which rotated B to be upper bidiagonal */
|
|
|
|
if (iuplo == 2 && icompq == 2) {
|
|
slasr_("L", "V", "B", n, n, &work[1], &work[*n], &u[u_offset], ldu);
|
|
}
|
|
|
|
return 0;
|
|
|
|
/* End of SBDSDC */
|
|
|
|
} /* sbdsdc_ */
|