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opencv/3rdparty/lapack/slalsd.c

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#include "clapack.h"
/* Table of constant values */
static integer c__1 = 1;
static real c_b6 = 0.f;
static integer c__0 = 0;
static real c_b11 = 1.f;
/* Subroutine */ int slalsd_(char *uplo, integer *smlsiz, integer *n, integer
*nrhs, real *d__, real *e, real *b, integer *ldb, real *rcond,
integer *rank, real *work, integer *iwork, integer *info)
{
/* System generated locals */
integer b_dim1, b_offset, i__1, i__2;
real r__1;
/* Builtin functions */
double log(doublereal), r_sign(real *, real *);
/* Local variables */
integer c__, i__, j, k;
real r__;
integer s, u, z__;
real cs;
integer bx;
real sn;
integer st, vt, nm1, st1;
real eps;
integer iwk;
real tol;
integer difl, difr;
real rcnd;
integer perm, nsub, nlvl, sqre, bxst;
extern /* Subroutine */ int srot_(integer *, real *, integer *, real *,
integer *, real *, real *), sgemm_(char *, char *, integer *,
integer *, integer *, real *, real *, integer *, real *, integer *
, real *, real *, integer *);
integer poles, sizei, nsize;
extern /* Subroutine */ int scopy_(integer *, real *, integer *, real *,
integer *);
integer nwork, icmpq1, icmpq2;
extern doublereal slamch_(char *);
extern /* Subroutine */ int slasda_(integer *, integer *, integer *,
integer *, real *, real *, real *, integer *, real *, integer *,
real *, real *, real *, real *, integer *, integer *, integer *,
integer *, real *, real *, real *, real *, integer *, integer *),
xerbla_(char *, integer *), slalsa_(integer *, integer *,
integer *, integer *, real *, integer *, real *, integer *, real *
, integer *, real *, integer *, real *, real *, real *, real *,
integer *, integer *, integer *, integer *, real *, real *, real *
, real *, integer *, integer *), slascl_(char *, integer *,
integer *, real *, real *, integer *, integer *, real *, integer *
, integer *);
integer givcol;
extern integer isamax_(integer *, real *, integer *);
extern /* Subroutine */ int slasdq_(char *, integer *, integer *, integer
*, integer *, integer *, real *, real *, real *, integer *, real *
, integer *, real *, integer *, real *, integer *),
slacpy_(char *, integer *, integer *, real *, integer *, real *,
integer *), slartg_(real *, real *, real *, real *, real *
), slaset_(char *, integer *, integer *, real *, real *, real *,
integer *);
real orgnrm;
integer givnum;
extern doublereal slanst_(char *, integer *, real *, real *);
extern /* Subroutine */ int slasrt_(char *, integer *, real *, integer *);
integer givptr, smlszp;
/* -- LAPACK routine (version 3.1) -- */
/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/* November 2006 */
/* .. Scalar Arguments .. */
/* .. */
/* .. Array Arguments .. */
/* .. */
/* Purpose */
/* ======= */
/* SLALSD uses the singular value decomposition of A to solve the least */
/* squares problem of finding X to minimize the Euclidean norm of each */
/* column of A*X-B, where A is N-by-N upper bidiagonal, and X and B */
/* are N-by-NRHS. The solution X overwrites B. */
/* The singular values of A smaller than RCOND times the largest */
/* singular value are treated as zero in solving the least squares */
/* problem; in this case a minimum norm solution is returned. */
/* The actual singular values are returned in D in ascending order. */
/* This code 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 XMP, Cray YMP, Cray C 90, or Cray 2. */
/* It could conceivably fail on hexadecimal or decimal machines */
/* without guard digits, but we know of none. */
/* Arguments */
/* ========= */
/* UPLO (input) CHARACTER*1 */
/* = 'U': D and E define an upper bidiagonal matrix. */
/* = 'L': D and E define a lower bidiagonal matrix. */
/* SMLSIZ (input) INTEGER */
/* The maximum size of the subproblems at the bottom of the */
/* computation tree. */
/* N (input) INTEGER */
/* The dimension of the bidiagonal matrix. N >= 0. */
/* NRHS (input) INTEGER */
/* The number of columns of B. NRHS must be at least 1. */
/* D (input/output) REAL array, dimension (N) */
/* On entry D contains the main diagonal of the bidiagonal */
/* matrix. On exit, if INFO = 0, D contains its singular values. */
/* E (input/output) REAL array, dimension (N-1) */
/* Contains the super-diagonal entries of the bidiagonal matrix. */
/* On exit, E has been destroyed. */
/* B (input/output) REAL array, dimension (LDB,NRHS) */
/* On input, B contains the right hand sides of the least */
/* squares problem. On output, B contains the solution X. */
/* LDB (input) INTEGER */
/* The leading dimension of B in the calling subprogram. */
/* LDB must be at least max(1,N). */
/* RCOND (input) REAL */
/* The singular values of A less than or equal to RCOND times */
/* the largest singular value are treated as zero in solving */
/* the least squares problem. If RCOND is negative, */
/* machine precision is used instead. */
/* For example, if diag(S)*X=B were the least squares problem, */
/* where diag(S) is a diagonal matrix of singular values, the */
/* solution would be X(i) = B(i) / S(i) if S(i) is greater than */
/* RCOND*max(S), and X(i) = 0 if S(i) is less than or equal to */
/* RCOND*max(S). */
/* RANK (output) INTEGER */
/* The number of singular values of A greater than RCOND times */
/* the largest singular value. */
/* WORK (workspace) REAL array, dimension at least */
/* (9*N + 2*N*SMLSIZ + 8*N*NLVL + N*NRHS + (SMLSIZ+1)**2), */
/* where NLVL = max(0, INT(log_2 (N/(SMLSIZ+1))) + 1). */
/* IWORK (workspace) INTEGER array, dimension at least */
/* (3*N*NLVL + 11*N) */
/* INFO (output) INTEGER */
/* = 0: successful exit. */
/* < 0: if INFO = -i, the i-th argument had an illegal value. */
/* > 0: The algorithm failed to compute an singular value while */
/* working on the submatrix lying in rows and columns */
/* INFO/(N+1) through MOD(INFO,N+1). */
/* Further Details */
/* =============== */
/* Based on contributions by */
/* Ming Gu and Ren-Cang Li, Computer Science Division, University of */
/* California at Berkeley, USA */
/* Osni Marques, LBNL/NERSC, USA */
/* ===================================================================== */
/* .. Parameters .. */
/* .. */
/* .. Local Scalars .. */
/* .. */
/* .. External Functions .. */
/* .. */
/* .. External Subroutines .. */
/* .. */
/* .. Intrinsic Functions .. */
/* .. */
/* .. Executable Statements .. */
/* Test the input parameters. */
/* Parameter adjustments */
--d__;
--e;
b_dim1 = *ldb;
b_offset = 1 + b_dim1;
b -= b_offset;
--work;
--iwork;
/* Function Body */
*info = 0;
if (*n < 0) {
*info = -3;
} else if (*nrhs < 1) {
*info = -4;
} else if (*ldb < 1 || *ldb < *n) {
*info = -8;
}
if (*info != 0) {
i__1 = -(*info);
xerbla_("SLALSD", &i__1);
return 0;
}
eps = slamch_("Epsilon");
/* Set up the tolerance. */
if (*rcond <= 0.f || *rcond >= 1.f) {
rcnd = eps;
} else {
rcnd = *rcond;
}
*rank = 0;
/* Quick return if possible. */
if (*n == 0) {
return 0;
} else if (*n == 1) {
if (d__[1] == 0.f) {
slaset_("A", &c__1, nrhs, &c_b6, &c_b6, &b[b_offset], ldb);
} else {
*rank = 1;
slascl_("G", &c__0, &c__0, &d__[1], &c_b11, &c__1, nrhs, &b[
b_offset], ldb, info);
d__[1] = dabs(d__[1]);
}
return 0;
}
/* Rotate the matrix if it is lower bidiagonal. */
if (*(unsigned char *)uplo == 'L') {
i__1 = *n - 1;
for (i__ = 1; i__ <= i__1; ++i__) {
slartg_(&d__[i__], &e[i__], &cs, &sn, &r__);
d__[i__] = r__;
e[i__] = sn * d__[i__ + 1];
d__[i__ + 1] = cs * d__[i__ + 1];
if (*nrhs == 1) {
srot_(&c__1, &b[i__ + b_dim1], &c__1, &b[i__ + 1 + b_dim1], &
c__1, &cs, &sn);
} else {
work[(i__ << 1) - 1] = cs;
work[i__ * 2] = sn;
}
/* L10: */
}
if (*nrhs > 1) {
i__1 = *nrhs;
for (i__ = 1; i__ <= i__1; ++i__) {
i__2 = *n - 1;
for (j = 1; j <= i__2; ++j) {
cs = work[(j << 1) - 1];
sn = work[j * 2];
srot_(&c__1, &b[j + i__ * b_dim1], &c__1, &b[j + 1 + i__ *
b_dim1], &c__1, &cs, &sn);
/* L20: */
}
/* L30: */
}
}
}
/* Scale. */
nm1 = *n - 1;
orgnrm = slanst_("M", n, &d__[1], &e[1]);
if (orgnrm == 0.f) {
slaset_("A", n, nrhs, &c_b6, &c_b6, &b[b_offset], ldb);
return 0;
}
slascl_("G", &c__0, &c__0, &orgnrm, &c_b11, n, &c__1, &d__[1], n, info);
slascl_("G", &c__0, &c__0, &orgnrm, &c_b11, &nm1, &c__1, &e[1], &nm1,
info);
/* If N is smaller than the minimum divide size SMLSIZ, then solve */
/* the problem with another solver. */
if (*n <= *smlsiz) {
nwork = *n * *n + 1;
slaset_("A", n, n, &c_b6, &c_b11, &work[1], n);
slasdq_("U", &c__0, n, n, &c__0, nrhs, &d__[1], &e[1], &work[1], n, &
work[1], n, &b[b_offset], ldb, &work[nwork], info);
if (*info != 0) {
return 0;
}
tol = rcnd * (r__1 = d__[isamax_(n, &d__[1], &c__1)], dabs(r__1));
i__1 = *n;
for (i__ = 1; i__ <= i__1; ++i__) {
if (d__[i__] <= tol) {
slaset_("A", &c__1, nrhs, &c_b6, &c_b6, &b[i__ + b_dim1], ldb);
} else {
slascl_("G", &c__0, &c__0, &d__[i__], &c_b11, &c__1, nrhs, &b[
i__ + b_dim1], ldb, info);
++(*rank);
}
/* L40: */
}
sgemm_("T", "N", n, nrhs, n, &c_b11, &work[1], n, &b[b_offset], ldb, &
c_b6, &work[nwork], n);
slacpy_("A", n, nrhs, &work[nwork], n, &b[b_offset], ldb);
/* Unscale. */
slascl_("G", &c__0, &c__0, &c_b11, &orgnrm, n, &c__1, &d__[1], n,
info);
slasrt_("D", n, &d__[1], info);
slascl_("G", &c__0, &c__0, &orgnrm, &c_b11, n, nrhs, &b[b_offset],
ldb, info);
return 0;
}
/* Book-keeping and setting up some constants. */
nlvl = (integer) (log((real) (*n) / (real) (*smlsiz + 1)) / log(2.f)) + 1;
smlszp = *smlsiz + 1;
u = 1;
vt = *smlsiz * *n + 1;
difl = vt + smlszp * *n;
difr = difl + nlvl * *n;
z__ = difr + (nlvl * *n << 1);
c__ = z__ + nlvl * *n;
s = c__ + *n;
poles = s + *n;
givnum = poles + (nlvl << 1) * *n;
bx = givnum + (nlvl << 1) * *n;
nwork = bx + *n * *nrhs;
sizei = *n + 1;
k = sizei + *n;
givptr = k + *n;
perm = givptr + *n;
givcol = perm + nlvl * *n;
iwk = givcol + (nlvl * *n << 1);
st = 1;
sqre = 0;
icmpq1 = 1;
icmpq2 = 0;
nsub = 0;
i__1 = *n;
for (i__ = 1; i__ <= i__1; ++i__) {
if ((r__1 = d__[i__], dabs(r__1)) < eps) {
d__[i__] = r_sign(&eps, &d__[i__]);
}
/* L50: */
}
i__1 = nm1;
for (i__ = 1; i__ <= i__1; ++i__) {
if ((r__1 = e[i__], dabs(r__1)) < eps || i__ == nm1) {
++nsub;
iwork[nsub] = st;
/* Subproblem found. First determine its size and then */
/* apply divide and conquer on it. */
if (i__ < nm1) {
/* A subproblem with E(I) small for I < NM1. */
nsize = i__ - st + 1;
iwork[sizei + nsub - 1] = nsize;
} else if ((r__1 = e[i__], dabs(r__1)) >= eps) {
/* A subproblem with E(NM1) not too small but I = NM1. */
nsize = *n - st + 1;
iwork[sizei + nsub - 1] = nsize;
} else {
/* A subproblem with E(NM1) small. This implies an */
/* 1-by-1 subproblem at D(N), which is not solved */
/* explicitly. */
nsize = i__ - st + 1;
iwork[sizei + nsub - 1] = nsize;
++nsub;
iwork[nsub] = *n;
iwork[sizei + nsub - 1] = 1;
scopy_(nrhs, &b[*n + b_dim1], ldb, &work[bx + nm1], n);
}
st1 = st - 1;
if (nsize == 1) {
/* This is a 1-by-1 subproblem and is not solved */
/* explicitly. */
scopy_(nrhs, &b[st + b_dim1], ldb, &work[bx + st1], n);
} else if (nsize <= *smlsiz) {
/* This is a small subproblem and is solved by SLASDQ. */
slaset_("A", &nsize, &nsize, &c_b6, &c_b11, &work[vt + st1],
n);
slasdq_("U", &c__0, &nsize, &nsize, &c__0, nrhs, &d__[st], &e[
st], &work[vt + st1], n, &work[nwork], n, &b[st +
b_dim1], ldb, &work[nwork], info);
if (*info != 0) {
return 0;
}
slacpy_("A", &nsize, nrhs, &b[st + b_dim1], ldb, &work[bx +
st1], n);
} else {
/* A large problem. Solve it using divide and conquer. */
slasda_(&icmpq1, smlsiz, &nsize, &sqre, &d__[st], &e[st], &
work[u + st1], n, &work[vt + st1], &iwork[k + st1], &
work[difl + st1], &work[difr + st1], &work[z__ + st1],
&work[poles + st1], &iwork[givptr + st1], &iwork[
givcol + st1], n, &iwork[perm + st1], &work[givnum +
st1], &work[c__ + st1], &work[s + st1], &work[nwork],
&iwork[iwk], info);
if (*info != 0) {
return 0;
}
bxst = bx + st1;
slalsa_(&icmpq2, smlsiz, &nsize, nrhs, &b[st + b_dim1], ldb, &
work[bxst], n, &work[u + st1], n, &work[vt + st1], &
iwork[k + st1], &work[difl + st1], &work[difr + st1],
&work[z__ + st1], &work[poles + st1], &iwork[givptr +
st1], &iwork[givcol + st1], n, &iwork[perm + st1], &
work[givnum + st1], &work[c__ + st1], &work[s + st1],
&work[nwork], &iwork[iwk], info);
if (*info != 0) {
return 0;
}
}
st = i__ + 1;
}
/* L60: */
}
/* Apply the singular values and treat the tiny ones as zero. */
tol = rcnd * (r__1 = d__[isamax_(n, &d__[1], &c__1)], dabs(r__1));
i__1 = *n;
for (i__ = 1; i__ <= i__1; ++i__) {
/* Some of the elements in D can be negative because 1-by-1 */
/* subproblems were not solved explicitly. */
if ((r__1 = d__[i__], dabs(r__1)) <= tol) {
slaset_("A", &c__1, nrhs, &c_b6, &c_b6, &work[bx + i__ - 1], n);
} else {
++(*rank);
slascl_("G", &c__0, &c__0, &d__[i__], &c_b11, &c__1, nrhs, &work[
bx + i__ - 1], n, info);
}
d__[i__] = (r__1 = d__[i__], dabs(r__1));
/* L70: */
}
/* Now apply back the right singular vectors. */
icmpq2 = 1;
i__1 = nsub;
for (i__ = 1; i__ <= i__1; ++i__) {
st = iwork[i__];
st1 = st - 1;
nsize = iwork[sizei + i__ - 1];
bxst = bx + st1;
if (nsize == 1) {
scopy_(nrhs, &work[bxst], n, &b[st + b_dim1], ldb);
} else if (nsize <= *smlsiz) {
sgemm_("T", "N", &nsize, nrhs, &nsize, &c_b11, &work[vt + st1], n,
&work[bxst], n, &c_b6, &b[st + b_dim1], ldb);
} else {
slalsa_(&icmpq2, smlsiz, &nsize, nrhs, &work[bxst], n, &b[st +
b_dim1], ldb, &work[u + st1], n, &work[vt + st1], &iwork[
k + st1], &work[difl + st1], &work[difr + st1], &work[z__
+ st1], &work[poles + st1], &iwork[givptr + st1], &iwork[
givcol + st1], n, &iwork[perm + st1], &work[givnum + st1],
&work[c__ + st1], &work[s + st1], &work[nwork], &iwork[
iwk], info);
if (*info != 0) {
return 0;
}
}
/* L80: */
}
/* Unscale and sort the singular values. */
slascl_("G", &c__0, &c__0, &c_b11, &orgnrm, n, &c__1, &d__[1], n, info);
slasrt_("D", n, &d__[1], info);
slascl_("G", &c__0, &c__0, &orgnrm, &c_b11, n, nrhs, &b[b_offset], ldb,
info);
return 0;
/* End of SLALSD */
} /* slalsd_ */
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