ruby-lapack 1.3

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Files changed (3419) hide show
  1. data/COPYING +56 -0
  2. data/GPL +340 -0
  3. data/README.rdoc +61 -0
  4. data/Rakefile +115 -0
  5. data/dev/common.rb +9 -0
  6. data/dev/defs/cbbcsd +297 -0
  7. data/dev/defs/cbdsqr +196 -0
  8. data/dev/defs/cgbbrd +174 -0
  9. data/dev/defs/cgbcon +114 -0
  10. data/dev/defs/cgbequ +121 -0
  11. data/dev/defs/cgbequb +128 -0
  12. data/dev/defs/cgbrfs +182 -0
  13. data/dev/defs/cgbrfsx +418 -0
  14. data/dev/defs/cgbsv +134 -0
  15. data/dev/defs/cgbsvx +356 -0
  16. data/dev/defs/cgbsvxx +539 -0
  17. data/dev/defs/cgbtf2 +110 -0
  18. data/dev/defs/cgbtrf +109 -0
  19. data/dev/defs/cgbtrs +106 -0
  20. data/dev/defs/cgebak +95 -0
  21. data/dev/defs/cgebal +125 -0
  22. data/dev/defs/cgebd2 +162 -0
  23. data/dev/defs/cgebrd +178 -0
  24. data/dev/defs/cgecon +90 -0
  25. data/dev/defs/cgeequ +107 -0
  26. data/dev/defs/cgeequb +114 -0
  27. data/dev/defs/cgees +169 -0
  28. data/dev/defs/cgeesx +209 -0
  29. data/dev/defs/cgeev +154 -0
  30. data/dev/defs/cgeevx +263 -0
  31. data/dev/defs/cgegs +204 -0
  32. data/dev/defs/cgegv +261 -0
  33. data/dev/defs/cgehd2 +115 -0
  34. data/dev/defs/cgehrd +136 -0
  35. data/dev/defs/cgelq2 +89 -0
  36. data/dev/defs/cgelqf +113 -0
  37. data/dev/defs/cgels +157 -0
  38. data/dev/defs/cgelsd +211 -0
  39. data/dev/defs/cgelss +156 -0
  40. data/dev/defs/cgelsx +155 -0
  41. data/dev/defs/cgelsy +188 -0
  42. data/dev/defs/cgeql2 +91 -0
  43. data/dev/defs/cgeqlf +116 -0
  44. data/dev/defs/cgeqp3 +127 -0
  45. data/dev/defs/cgeqpf +118 -0
  46. data/dev/defs/cgeqr2 +89 -0
  47. data/dev/defs/cgeqr2p +89 -0
  48. data/dev/defs/cgeqrf +114 -0
  49. data/dev/defs/cgeqrfp +114 -0
  50. data/dev/defs/cgerfs +164 -0
  51. data/dev/defs/cgerfsx +394 -0
  52. data/dev/defs/cgerq2 +91 -0
  53. data/dev/defs/cgerqf +116 -0
  54. data/dev/defs/cgesc2 +87 -0
  55. data/dev/defs/cgesdd +203 -0
  56. data/dev/defs/cgesv +97 -0
  57. data/dev/defs/cgesvd +195 -0
  58. data/dev/defs/cgesvx +333 -0
  59. data/dev/defs/cgesvxx +519 -0
  60. data/dev/defs/cgetc2 +82 -0
  61. data/dev/defs/cgetf2 +76 -0
  62. data/dev/defs/cgetrf +76 -0
  63. data/dev/defs/cgetri +86 -0
  64. data/dev/defs/cgetrs +91 -0
  65. data/dev/defs/cggbak +119 -0
  66. data/dev/defs/cggbal +144 -0
  67. data/dev/defs/cgges +247 -0
  68. data/dev/defs/cggesx +311 -0
  69. data/dev/defs/cggev +197 -0
  70. data/dev/defs/cggevx +353 -0
  71. data/dev/defs/cggglm +160 -0
  72. data/dev/defs/cgghrd +171 -0
  73. data/dev/defs/cgglse +157 -0
  74. data/dev/defs/cggqrf +195 -0
  75. data/dev/defs/cggrqf +194 -0
  76. data/dev/defs/cggsvd +324 -0
  77. data/dev/defs/cggsvp +240 -0
  78. data/dev/defs/cgtcon +112 -0
  79. data/dev/defs/cgtrfs +193 -0
  80. data/dev/defs/cgtsv +97 -0
  81. data/dev/defs/cgtsvx +275 -0
  82. data/dev/defs/cgttrf +97 -0
  83. data/dev/defs/cgttrs +119 -0
  84. data/dev/defs/cgtts2 +108 -0
  85. data/dev/defs/chbev +124 -0
  86. data/dev/defs/chbevd +194 -0
  87. data/dev/defs/chbevx +234 -0
  88. data/dev/defs/chbgst +137 -0
  89. data/dev/defs/chbgv +163 -0
  90. data/dev/defs/chbgvd +231 -0
  91. data/dev/defs/chbgvx +265 -0
  92. data/dev/defs/chbtrd +132 -0
  93. data/dev/defs/checon +91 -0
  94. data/dev/defs/cheequb +87 -0
  95. data/dev/defs/cheev +111 -0
  96. data/dev/defs/cheevd +178 -0
  97. data/dev/defs/cheevr +325 -0
  98. data/dev/defs/cheevx +225 -0
  99. data/dev/defs/chegs2 +96 -0
  100. data/dev/defs/chegst +96 -0
  101. data/dev/defs/chegv +155 -0
  102. data/dev/defs/chegvd +222 -0
  103. data/dev/defs/chegvx +270 -0
  104. data/dev/defs/cherfs +170 -0
  105. data/dev/defs/cherfsx +380 -0
  106. data/dev/defs/chesv +147 -0
  107. data/dev/defs/chesvx +261 -0
  108. data/dev/defs/chesvxx +481 -0
  109. data/dev/defs/chetd2 +143 -0
  110. data/dev/defs/chetf2 +141 -0
  111. data/dev/defs/chetrd +162 -0
  112. data/dev/defs/chetrf +151 -0
  113. data/dev/defs/chetri +83 -0
  114. data/dev/defs/chetrs +90 -0
  115. data/dev/defs/chetrs2 +97 -0
  116. data/dev/defs/chfrk +138 -0
  117. data/dev/defs/chgeqz +258 -0
  118. data/dev/defs/chla_transtype +32 -0
  119. data/dev/defs/chpcon +85 -0
  120. data/dev/defs/chpev +110 -0
  121. data/dev/defs/chpevd +179 -0
  122. data/dev/defs/chpevx +204 -0
  123. data/dev/defs/chpgst +80 -0
  124. data/dev/defs/chpgv +145 -0
  125. data/dev/defs/chpgvd +221 -0
  126. data/dev/defs/chpgvx +247 -0
  127. data/dev/defs/chprfs +156 -0
  128. data/dev/defs/chpsv +134 -0
  129. data/dev/defs/chpsvx +248 -0
  130. data/dev/defs/chptrd +118 -0
  131. data/dev/defs/chptrf +120 -0
  132. data/dev/defs/chptri +77 -0
  133. data/dev/defs/chptrs +84 -0
  134. data/dev/defs/chsein +217 -0
  135. data/dev/defs/chseqr +263 -0
  136. data/dev/defs/cla_gbamv +154 -0
  137. data/dev/defs/cla_gbrcond_c +146 -0
  138. data/dev/defs/cla_gbrcond_x +140 -0
  139. data/dev/defs/cla_gbrfsx_extended +391 -0
  140. data/dev/defs/cla_gbrpvgrw +94 -0
  141. data/dev/defs/cla_geamv +142 -0
  142. data/dev/defs/cla_gercond_c +128 -0
  143. data/dev/defs/cla_gercond_x +122 -0
  144. data/dev/defs/cla_gerfsx_extended +376 -0
  145. data/dev/defs/cla_heamv +142 -0
  146. data/dev/defs/cla_hercond_c +125 -0
  147. data/dev/defs/cla_hercond_x +119 -0
  148. data/dev/defs/cla_herfsx_extended +375 -0
  149. data/dev/defs/cla_herpvgrw +105 -0
  150. data/dev/defs/cla_lin_berr +79 -0
  151. data/dev/defs/cla_porcond_c +116 -0
  152. data/dev/defs/cla_porcond_x +110 -0
  153. data/dev/defs/cla_porfsx_extended +366 -0
  154. data/dev/defs/cla_porpvgrw +85 -0
  155. data/dev/defs/cla_rpvgrw +76 -0
  156. data/dev/defs/cla_syamv +142 -0
  157. data/dev/defs/cla_syrcond_c +125 -0
  158. data/dev/defs/cla_syrcond_x +119 -0
  159. data/dev/defs/cla_syrfsx_extended +375 -0
  160. data/dev/defs/cla_syrpvgrw +105 -0
  161. data/dev/defs/cla_wwaddw +53 -0
  162. data/dev/defs/clabrd +187 -0
  163. data/dev/defs/clacgv +44 -0
  164. data/dev/defs/clacn2 +91 -0
  165. data/dev/defs/clacon +75 -0
  166. data/dev/defs/clacp2 +78 -0
  167. data/dev/defs/clacpy +78 -0
  168. data/dev/defs/clacrm +88 -0
  169. data/dev/defs/clacrt +73 -0
  170. data/dev/defs/cladiv +37 -0
  171. data/dev/defs/claed0 +121 -0
  172. data/dev/defs/claed7 +237 -0
  173. data/dev/defs/claed8 +211 -0
  174. data/dev/defs/claein +117 -0
  175. data/dev/defs/claesy +81 -0
  176. data/dev/defs/claev2 +83 -0
  177. data/dev/defs/clag2z +73 -0
  178. data/dev/defs/clags2 +116 -0
  179. data/dev/defs/clagtm +115 -0
  180. data/dev/defs/clahef +127 -0
  181. data/dev/defs/clahqr +159 -0
  182. data/dev/defs/clahr2 +153 -0
  183. data/dev/defs/clahrd +141 -0
  184. data/dev/defs/claic1 +101 -0
  185. data/dev/defs/clals0 +251 -0
  186. data/dev/defs/clalsa +267 -0
  187. data/dev/defs/clalsd +160 -0
  188. data/dev/defs/clangb +92 -0
  189. data/dev/defs/clange +84 -0
  190. data/dev/defs/clangt +77 -0
  191. data/dev/defs/clanhb +99 -0
  192. data/dev/defs/clanhe +93 -0
  193. data/dev/defs/clanhf +211 -0
  194. data/dev/defs/clanhp +85 -0
  195. data/dev/defs/clanhs +78 -0
  196. data/dev/defs/clanht +69 -0
  197. data/dev/defs/clansb +97 -0
  198. data/dev/defs/clansp +83 -0
  199. data/dev/defs/clansy +92 -0
  200. data/dev/defs/clantb +108 -0
  201. data/dev/defs/clantp +93 -0
  202. data/dev/defs/clantr +109 -0
  203. data/dev/defs/clapll +67 -0
  204. data/dev/defs/clapmr +73 -0
  205. data/dev/defs/clapmt +73 -0
  206. data/dev/defs/claqgb +124 -0
  207. data/dev/defs/claqge +107 -0
  208. data/dev/defs/claqhb +105 -0
  209. data/dev/defs/claqhe +98 -0
  210. data/dev/defs/claqhp +89 -0
  211. data/dev/defs/claqp2 +115 -0
  212. data/dev/defs/claqps +146 -0
  213. data/dev/defs/claqr0 +203 -0
  214. data/dev/defs/claqr1 +66 -0
  215. data/dev/defs/claqr2 +243 -0
  216. data/dev/defs/claqr3 +238 -0
  217. data/dev/defs/claqr4 +203 -0
  218. data/dev/defs/claqr5 +221 -0
  219. data/dev/defs/claqsb +105 -0
  220. data/dev/defs/claqsp +89 -0
  221. data/dev/defs/claqsy +98 -0
  222. data/dev/defs/clar1v +199 -0
  223. data/dev/defs/clar2v +88 -0
  224. data/dev/defs/clarcm +88 -0
  225. data/dev/defs/clarf +97 -0
  226. data/dev/defs/clarfb +139 -0
  227. data/dev/defs/clarfg +71 -0
  228. data/dev/defs/clarfgp +69 -0
  229. data/dev/defs/clarft +133 -0
  230. data/dev/defs/clarfx +88 -0
  231. data/dev/defs/clargv +88 -0
  232. data/dev/defs/clarnv +63 -0
  233. data/dev/defs/clarrv +259 -0
  234. data/dev/defs/clarscl2 +61 -0
  235. data/dev/defs/clartg +66 -0
  236. data/dev/defs/clartv +82 -0
  237. data/dev/defs/clarz +111 -0
  238. data/dev/defs/clarzb +150 -0
  239. data/dev/defs/clarzt +151 -0
  240. data/dev/defs/clascl +102 -0
  241. data/dev/defs/clascl2 +61 -0
  242. data/dev/defs/claset +77 -0
  243. data/dev/defs/clasr +169 -0
  244. data/dev/defs/classq +71 -0
  245. data/dev/defs/claswp +81 -0
  246. data/dev/defs/clasyf +127 -0
  247. data/dev/defs/clatbs +206 -0
  248. data/dev/defs/clatdf +133 -0
  249. data/dev/defs/clatps +193 -0
  250. data/dev/defs/clatrd +168 -0
  251. data/dev/defs/clatrs +202 -0
  252. data/dev/defs/clatrz +106 -0
  253. data/dev/defs/clatzm +124 -0
  254. data/dev/defs/clauu2 +68 -0
  255. data/dev/defs/clauum +68 -0
  256. data/dev/defs/cpbcon +99 -0
  257. data/dev/defs/cpbequ +96 -0
  258. data/dev/defs/cpbrfs +166 -0
  259. data/dev/defs/cpbstf +116 -0
  260. data/dev/defs/cpbsv +136 -0
  261. data/dev/defs/cpbsvx +314 -0
  262. data/dev/defs/cpbtf2 +105 -0
  263. data/dev/defs/cpbtrf +103 -0
  264. data/dev/defs/cpbtrs +98 -0
  265. data/dev/defs/cpftrf +183 -0
  266. data/dev/defs/cpftri +175 -0
  267. data/dev/defs/cpftrs +185 -0
  268. data/dev/defs/cpocon +87 -0
  269. data/dev/defs/cpoequ +80 -0
  270. data/dev/defs/cpoequb +80 -0
  271. data/dev/defs/cporfs +160 -0
  272. data/dev/defs/cporfsx +371 -0
  273. data/dev/defs/cposv +105 -0
  274. data/dev/defs/cposvx +281 -0
  275. data/dev/defs/cposvxx +471 -0
  276. data/dev/defs/cpotf2 +75 -0
  277. data/dev/defs/cpotrf +73 -0
  278. data/dev/defs/cpotri +67 -0
  279. data/dev/defs/cpotrs +79 -0
  280. data/dev/defs/cppcon +85 -0
  281. data/dev/defs/cppequ +82 -0
  282. data/dev/defs/cpprfs +146 -0
  283. data/dev/defs/cppsv +115 -0
  284. data/dev/defs/cppsvx +283 -0
  285. data/dev/defs/cpptrf +81 -0
  286. data/dev/defs/cpptri +58 -0
  287. data/dev/defs/cpptrs +84 -0
  288. data/dev/defs/cpstf2 +108 -0
  289. data/dev/defs/cpstrf +108 -0
  290. data/dev/defs/cptcon +84 -0
  291. data/dev/defs/cpteqr +116 -0
  292. data/dev/defs/cptrfs +161 -0
  293. data/dev/defs/cptsv +89 -0
  294. data/dev/defs/cptsvx +210 -0
  295. data/dev/defs/cpttrf +59 -0
  296. data/dev/defs/cpttrs +98 -0
  297. data/dev/defs/cptts2 +89 -0
  298. data/dev/defs/crot +72 -0
  299. data/dev/defs/cspcon +85 -0
  300. data/dev/defs/cspmv +121 -0
  301. data/dev/defs/cspr +98 -0
  302. data/dev/defs/csprfs +156 -0
  303. data/dev/defs/cspsv +134 -0
  304. data/dev/defs/cspsvx +248 -0
  305. data/dev/defs/csptrf +121 -0
  306. data/dev/defs/csptri +77 -0
  307. data/dev/defs/csptrs +84 -0
  308. data/dev/defs/csrscl +49 -0
  309. data/dev/defs/cstedc +191 -0
  310. data/dev/defs/cstegr +233 -0
  311. data/dev/defs/cstein +159 -0
  312. data/dev/defs/cstemr +302 -0
  313. data/dev/defs/csteqr +103 -0
  314. data/dev/defs/csycon +91 -0
  315. data/dev/defs/csyconv +90 -0
  316. data/dev/defs/csyequb +104 -0
  317. data/dev/defs/csymv +126 -0
  318. data/dev/defs/csyr +102 -0
  319. data/dev/defs/csyrfs +170 -0
  320. data/dev/defs/csyrfsx +380 -0
  321. data/dev/defs/csysv +149 -0
  322. data/dev/defs/csysvx +261 -0
  323. data/dev/defs/csysvxx +485 -0
  324. data/dev/defs/csyswapr +70 -0
  325. data/dev/defs/csytf2 +140 -0
  326. data/dev/defs/csytrf +156 -0
  327. data/dev/defs/csytri +83 -0
  328. data/dev/defs/csytri2 +110 -0
  329. data/dev/defs/csytri2x +90 -0
  330. data/dev/defs/csytrs +90 -0
  331. data/dev/defs/csytrs2 +97 -0
  332. data/dev/defs/ctbcon +109 -0
  333. data/dev/defs/ctbrfs +164 -0
  334. data/dev/defs/ctbtrs +113 -0
  335. data/dev/defs/ctfsm +259 -0
  336. data/dev/defs/ctftri +183 -0
  337. data/dev/defs/ctfttp +172 -0
  338. data/dev/defs/ctfttr +182 -0
  339. data/dev/defs/ctgevc +194 -0
  340. data/dev/defs/ctgex2 +158 -0
  341. data/dev/defs/ctgexc +176 -0
  342. data/dev/defs/ctgsen +406 -0
  343. data/dev/defs/ctgsja +344 -0
  344. data/dev/defs/ctgsna +282 -0
  345. data/dev/defs/ctgsy2 +235 -0
  346. data/dev/defs/ctgsyl +273 -0
  347. data/dev/defs/ctpcon +95 -0
  348. data/dev/defs/ctprfs +150 -0
  349. data/dev/defs/ctptri +79 -0
  350. data/dev/defs/ctptrs +98 -0
  351. data/dev/defs/ctpttf +172 -0
  352. data/dev/defs/ctpttr +73 -0
  353. data/dev/defs/ctrcon +103 -0
  354. data/dev/defs/ctrevc +188 -0
  355. data/dev/defs/ctrexc +99 -0
  356. data/dev/defs/ctrrfs +158 -0
  357. data/dev/defs/ctrsen +234 -0
  358. data/dev/defs/ctrsna +223 -0
  359. data/dev/defs/ctrsyl +126 -0
  360. data/dev/defs/ctrti2 +76 -0
  361. data/dev/defs/ctrtri +75 -0
  362. data/dev/defs/ctrtrs +107 -0
  363. data/dev/defs/ctrttf +181 -0
  364. data/dev/defs/ctrttp +72 -0
  365. data/dev/defs/ctzrqf +104 -0
  366. data/dev/defs/ctzrzf +128 -0
  367. data/dev/defs/cunbdb +270 -0
  368. data/dev/defs/cuncsd +283 -0
  369. data/dev/defs/cung2l +85 -0
  370. data/dev/defs/cung2r +85 -0
  371. data/dev/defs/cungbr +129 -0
  372. data/dev/defs/cunghr +97 -0
  373. data/dev/defs/cungl2 +84 -0
  374. data/dev/defs/cunglq +100 -0
  375. data/dev/defs/cungql +101 -0
  376. data/dev/defs/cungqr +101 -0
  377. data/dev/defs/cungr2 +85 -0
  378. data/dev/defs/cungrq +101 -0
  379. data/dev/defs/cungtr +95 -0
  380. data/dev/defs/cunm2l +130 -0
  381. data/dev/defs/cunm2r +130 -0
  382. data/dev/defs/cunmbr +179 -0
  383. data/dev/defs/cunmhr +157 -0
  384. data/dev/defs/cunml2 +130 -0
  385. data/dev/defs/cunmlq +143 -0
  386. data/dev/defs/cunmql +143 -0
  387. data/dev/defs/cunmqr +143 -0
  388. data/dev/defs/cunmr2 +130 -0
  389. data/dev/defs/cunmr3 +152 -0
  390. data/dev/defs/cunmrq +143 -0
  391. data/dev/defs/cunmrz +157 -0
  392. data/dev/defs/cunmtr +152 -0
  393. data/dev/defs/cupgtr +87 -0
  394. data/dev/defs/cupmtr +120 -0
  395. data/dev/defs/dbbcsd +297 -0
  396. data/dev/defs/dbdsdc +194 -0
  397. data/dev/defs/dbdsqr +203 -0
  398. data/dev/defs/ddisna +84 -0
  399. data/dev/defs/dgbbrd +167 -0
  400. data/dev/defs/dgbcon +114 -0
  401. data/dev/defs/dgbequ +121 -0
  402. data/dev/defs/dgbequb +128 -0
  403. data/dev/defs/dgbrfs +182 -0
  404. data/dev/defs/dgbrfsx +418 -0
  405. data/dev/defs/dgbsv +134 -0
  406. data/dev/defs/dgbsvx +353 -0
  407. data/dev/defs/dgbsvxx +536 -0
  408. data/dev/defs/dgbtf2 +110 -0
  409. data/dev/defs/dgbtrf +109 -0
  410. data/dev/defs/dgbtrs +106 -0
  411. data/dev/defs/dgebak +95 -0
  412. data/dev/defs/dgebal +125 -0
  413. data/dev/defs/dgebd2 +162 -0
  414. data/dev/defs/dgebrd +178 -0
  415. data/dev/defs/dgecon +90 -0
  416. data/dev/defs/dgeequ +107 -0
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  3305. data/ext/zrot.c +103 -0
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  3401. data/lib/numru/lapack.rb +51 -0
  3402. data/samples/dsyevr.rb +25 -0
  3403. data/tests/eig/ge/test_gesdd.rb +90 -0
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  3419. metadata +3513 -0
data/ext/dgejsv.c ADDED
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+ #include "rb_lapack.h"
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+
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+ extern VOID dgejsv_(char* joba, char* jobu, char* jobv, char* jobr, char* jobt, char* jobp, integer* m, integer* n, doublereal* a, integer* lda, doublereal* sva, doublereal* u, integer* ldu, doublereal* v, integer* ldv, doublereal* work, integer* lwork, integer* iwork, integer* info);
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+
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+
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+ static VALUE
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+ rblapack_dgejsv(int argc, VALUE *argv, VALUE self){
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+ VALUE rblapack_joba;
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+ char joba;
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+ VALUE rblapack_jobu;
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+ char jobu;
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+ VALUE rblapack_jobv;
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+ char jobv;
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+ VALUE rblapack_jobr;
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+ char jobr;
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+ VALUE rblapack_jobt;
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+ char jobt;
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+ VALUE rblapack_jobp;
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+ char jobp;
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+ VALUE rblapack_m;
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+ integer m;
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+ VALUE rblapack_a;
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+ doublereal *a;
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+ VALUE rblapack_work;
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+ doublereal *work;
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+ VALUE rblapack_lwork;
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+ integer lwork;
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+ VALUE rblapack_sva;
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+ doublereal *sva;
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+ VALUE rblapack_u;
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+ doublereal *u;
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+ VALUE rblapack_v;
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+ doublereal *v;
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+ VALUE rblapack_iwork;
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+ integer *iwork;
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+ VALUE rblapack_info;
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+ integer info;
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+ VALUE rblapack_work_out__;
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+ doublereal *work_out__;
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+
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+ integer lda;
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+ integer n;
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+ integer ldu;
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+ integer ldv;
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+
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+ VALUE rblapack_options;
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+ if (argc > 0 && TYPE(argv[argc-1]) == T_HASH) {
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+ argc--;
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+ rblapack_options = argv[argc];
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+ if (rb_hash_aref(rblapack_options, sHelp) == Qtrue) {
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+ printf("%s\n", "USAGE:\n sva, u, v, iwork, info, work = NumRu::Lapack.dgejsv( joba, jobu, jobv, jobr, jobt, jobp, m, a, work, [:lwork => lwork, :usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n SUBROUTINE DGEJSV( JOBA, JOBU, JOBV, JOBR, JOBT, JOBP, M, N, A, LDA, SVA, U, LDU, V, LDV, WORK, LWORK, IWORK, INFO )\n\n* Purpose\n* =======\n*\n* DGEJSV computes the singular value decomposition (SVD) of a real M-by-N\n* matrix [A], where M >= N. The SVD of [A] is written as\n*\n* [A] = [U] * [SIGMA] * [V]^t,\n*\n* where [SIGMA] is an N-by-N (M-by-N) matrix which is zero except for its N\n* diagonal elements, [U] is an M-by-N (or M-by-M) orthonormal matrix, and\n* [V] is an N-by-N orthogonal matrix. The diagonal elements of [SIGMA] are\n* the singular values of [A]. The columns of [U] and [V] are the left and\n* the right singular vectors of [A], respectively. The matrices [U] and [V]\n* are computed and stored in the arrays U and V, respectively. The diagonal\n* of [SIGMA] is computed and stored in the array SVA.\n*\n\n* Arguments\n* =========\n*\n* JOBA (input) CHARACTER*1\n* Specifies the level of accuracy:\n* = 'C': This option works well (high relative accuracy) if A = B * D,\n* with well-conditioned B and arbitrary diagonal matrix D.\n* The accuracy cannot be spoiled by COLUMN scaling. The\n* accuracy of the computed output depends on the condition of\n* B, and the procedure aims at the best theoretical accuracy.\n* The relative error max_{i=1:N}|d sigma_i| / sigma_i is\n* bounded by f(M,N)*epsilon* cond(B), independent of D.\n* The input matrix is preprocessed with the QRF with column\n* pivoting. This initial preprocessing and preconditioning by\n* a rank revealing QR factorization is common for all values of\n* JOBA. Additional actions are specified as follows:\n* = 'E': Computation as with 'C' with an additional estimate of the\n* condition number of B. It provides a realistic error bound.\n* = 'F': If A = D1 * C * D2 with ill-conditioned diagonal scalings\n* D1, D2, and well-conditioned matrix C, this option gives\n* higher accuracy than the 'C' option. If the structure of the\n* input matrix is not known, and relative accuracy is\n* desirable, then this option is advisable. The input matrix A\n* is preprocessed with QR factorization with FULL (row and\n* column) pivoting.\n* = 'G' Computation as with 'F' with an additional estimate of the\n* condition number of B, where A=D*B. If A has heavily weighted\n* rows, then using this condition number gives too pessimistic\n* error bound.\n* = 'A': Small singular values are the noise and the matrix is treated\n* as numerically rank defficient. The error in the computed\n* singular values is bounded by f(m,n)*epsilon*||A||.\n* The computed SVD A = U * S * V^t restores A up to\n* f(m,n)*epsilon*||A||.\n* This gives the procedure the licence to discard (set to zero)\n* all singular values below N*epsilon*||A||.\n* = 'R': Similar as in 'A'. Rank revealing property of the initial\n* QR factorization is used do reveal (using triangular factor)\n* a gap sigma_{r+1} < epsilon * sigma_r in which case the\n* numerical RANK is declared to be r. The SVD is computed with\n* absolute error bounds, but more accurately than with 'A'.\n*\n* JOBU (input) CHARACTER*1\n* Specifies whether to compute the columns of U:\n* = 'U': N columns of U are returned in the array U.\n* = 'F': full set of M left sing. vectors is returned in the array U.\n* = 'W': U may be used as workspace of length M*N. See the description\n* of U.\n* = 'N': U is not computed.\n*\n* JOBV (input) CHARACTER*1\n* Specifies whether to compute the matrix V:\n* = 'V': N columns of V are returned in the array V; Jacobi rotations\n* are not explicitly accumulated.\n* = 'J': N columns of V are returned in the array V, but they are\n* computed as the product of Jacobi rotations. This option is\n* allowed only if JOBU .NE. 'N', i.e. in computing the full SVD.\n* = 'W': V may be used as workspace of length N*N. See the description\n* of V.\n* = 'N': V is not computed.\n*\n* JOBR (input) CHARACTER*1\n* Specifies the RANGE for the singular values. Issues the licence to\n* set to zero small positive singular values if they are outside\n* specified range. If A .NE. 0 is scaled so that the largest singular\n* value of c*A is around DSQRT(BIG), BIG=SLAMCH('O'), then JOBR issues\n* the licence to kill columns of A whose norm in c*A is less than\n* DSQRT(SFMIN) (for JOBR.EQ.'R'), or less than SMALL=SFMIN/EPSLN,\n* where SFMIN=SLAMCH('S'), EPSLN=SLAMCH('E').\n* = 'N': Do not kill small columns of c*A. This option assumes that\n* BLAS and QR factorizations and triangular solvers are\n* implemented to work in that range. If the condition of A\n* is greater than BIG, use DGESVJ.\n* = 'R': RESTRICTED range for sigma(c*A) is [DSQRT(SFMIN), DSQRT(BIG)]\n* (roughly, as described above). This option is recommended.\n* ~~~~~~~~~~~~~~~~~~~~~~~~~~~\n* For computing the singular values in the FULL range [SFMIN,BIG]\n* use DGESVJ.\n*\n* JOBT (input) CHARACTER*1\n* If the matrix is square then the procedure may determine to use\n* transposed A if A^t seems to be better with respect to convergence.\n* If the matrix is not square, JOBT is ignored. This is subject to\n* changes in the future.\n* The decision is based on two values of entropy over the adjoint\n* orbit of A^t * A. See the descriptions of WORK(6) and WORK(7).\n* = 'T': transpose if entropy test indicates possibly faster\n* convergence of Jacobi process if A^t is taken as input. If A is\n* replaced with A^t, then the row pivoting is included automatically.\n* = 'N': do not speculate.\n* This option can be used to compute only the singular values, or the\n* full SVD (U, SIGMA and V). For only one set of singular vectors\n* (U or V), the caller should provide both U and V, as one of the\n* matrices is used as workspace if the matrix A is transposed.\n* The implementer can easily remove this constraint and make the\n* code more complicated. See the descriptions of U and V.\n*\n* JOBP (input) CHARACTER*1\n* Issues the licence to introduce structured perturbations to drown\n* denormalized numbers. This licence should be active if the\n* denormals are poorly implemented, causing slow computation,\n* especially in cases of fast convergence (!). For details see [1,2].\n* For the sake of simplicity, this perturbations are included only\n* when the full SVD or only the singular values are requested. The\n* implementer/user can easily add the perturbation for the cases of\n* computing one set of singular vectors.\n* = 'P': introduce perturbation\n* = 'N': do not perturb\n*\n* M (input) INTEGER\n* The number of rows of the input matrix A. M >= 0.\n*\n* N (input) INTEGER\n* The number of columns of the input matrix A. M >= N >= 0.\n*\n* A (input/workspace) DOUBLE PRECISION array, dimension (LDA,N)\n* On entry, the M-by-N matrix A.\n*\n* LDA (input) INTEGER\n* The leading dimension of the array A. LDA >= max(1,M).\n*\n* SVA (workspace/output) DOUBLE PRECISION array, dimension (N)\n* On exit,\n* - For WORK(1)/WORK(2) = ONE: The singular values of A. During the\n* computation SVA contains Euclidean column norms of the\n* iterated matrices in the array A.\n* - For WORK(1) .NE. WORK(2): The singular values of A are\n* (WORK(1)/WORK(2)) * SVA(1:N). This factored form is used if\n* sigma_max(A) overflows or if small singular values have been\n* saved from underflow by scaling the input matrix A.\n* - If JOBR='R' then some of the singular values may be returned\n* as exact zeros obtained by \"set to zero\" because they are\n* below the numerical rank threshold or are denormalized numbers.\n*\n* U (workspace/output) DOUBLE PRECISION array, dimension ( LDU, N )\n* If JOBU = 'U', then U contains on exit the M-by-N matrix of\n* the left singular vectors.\n* If JOBU = 'F', then U contains on exit the M-by-M matrix of\n* the left singular vectors, including an ONB\n* of the orthogonal complement of the Range(A).\n* If JOBU = 'W' .AND. (JOBV.EQ.'V' .AND. JOBT.EQ.'T' .AND. M.EQ.N),\n* then U is used as workspace if the procedure\n* replaces A with A^t. In that case, [V] is computed\n* in U as left singular vectors of A^t and then\n* copied back to the V array. This 'W' option is just\n* a reminder to the caller that in this case U is\n* reserved as workspace of length N*N.\n* If JOBU = 'N' U is not referenced.\n*\n* LDU (input) INTEGER\n* The leading dimension of the array U, LDU >= 1.\n* IF JOBU = 'U' or 'F' or 'W', then LDU >= M.\n*\n* V (workspace/output) DOUBLE PRECISION array, dimension ( LDV, N )\n* If JOBV = 'V', 'J' then V contains on exit the N-by-N matrix of\n* the right singular vectors;\n* If JOBV = 'W', AND (JOBU.EQ.'U' AND JOBT.EQ.'T' AND M.EQ.N),\n* then V is used as workspace if the pprocedure\n* replaces A with A^t. In that case, [U] is computed\n* in V as right singular vectors of A^t and then\n* copied back to the U array. This 'W' option is just\n* a reminder to the caller that in this case V is\n* reserved as workspace of length N*N.\n* If JOBV = 'N' V is not referenced.\n*\n* LDV (input) INTEGER\n* The leading dimension of the array V, LDV >= 1.\n* If JOBV = 'V' or 'J' or 'W', then LDV >= N.\n*\n* WORK (workspace/output) DOUBLE PRECISION array, dimension at least LWORK.\n* On exit,\n* WORK(1) = SCALE = WORK(2) / WORK(1) is the scaling factor such\n* that SCALE*SVA(1:N) are the computed singular values\n* of A. (See the description of SVA().)\n* WORK(2) = See the description of WORK(1).\n* WORK(3) = SCONDA is an estimate for the condition number of\n* column equilibrated A. (If JOBA .EQ. 'E' or 'G')\n* SCONDA is an estimate of DSQRT(||(R^t * R)^(-1)||_1).\n* It is computed using DPOCON. It holds\n* N^(-1/4) * SCONDA <= ||R^(-1)||_2 <= N^(1/4) * SCONDA\n* where R is the triangular factor from the QRF of A.\n* However, if R is truncated and the numerical rank is\n* determined to be strictly smaller than N, SCONDA is\n* returned as -1, thus indicating that the smallest\n* singular values might be lost.\n*\n* If full SVD is needed, the following two condition numbers are\n* useful for the analysis of the algorithm. They are provied for\n* a developer/implementer who is familiar with the details of\n* the method.\n*\n* WORK(4) = an estimate of the scaled condition number of the\n* triangular factor in the first QR factorization.\n* WORK(5) = an estimate of the scaled condition number of the\n* triangular factor in the second QR factorization.\n* The following two parameters are computed if JOBT .EQ. 'T'.\n* They are provided for a developer/implementer who is familiar\n* with the details of the method.\n*\n* WORK(6) = the entropy of A^t*A :: this is the Shannon entropy\n* of diag(A^t*A) / Trace(A^t*A) taken as point in the\n* probability simplex.\n* WORK(7) = the entropy of A*A^t.\n*\n* LWORK (input) INTEGER\n* Length of WORK to confirm proper allocation of work space.\n* LWORK depends on the job:\n*\n* If only SIGMA is needed ( JOBU.EQ.'N', JOBV.EQ.'N' ) and\n* -> .. no scaled condition estimate required ( JOBE.EQ.'N'):\n* LWORK >= max(2*M+N,4*N+1,7). This is the minimal requirement.\n* For optimal performance (blocked code) the optimal value\n* is LWORK >= max(2*M+N,3*N+(N+1)*NB,7). Here NB is the optimal\n* block size for xGEQP3/xGEQRF.\n* -> .. an estimate of the scaled condition number of A is\n* required (JOBA='E', 'G'). In this case, LWORK is the maximum\n* of the above and N*N+4*N, i.e. LWORK >= max(2*M+N,N*N+4N,7).\n*\n* If SIGMA and the right singular vectors are needed (JOBV.EQ.'V'),\n* -> the minimal requirement is LWORK >= max(2*N+M,7).\n* -> For optimal performance, LWORK >= max(2*N+M,2*N+N*NB,7),\n* where NB is the optimal block size.\n*\n* If SIGMA and the left singular vectors are needed\n* -> the minimal requirement is LWORK >= max(2*N+M,7).\n* -> For optimal performance, LWORK >= max(2*N+M,2*N+N*NB,7),\n* where NB is the optimal block size.\n*\n* If full SVD is needed ( JOBU.EQ.'U' or 'F', JOBV.EQ.'V' ) and\n* -> .. the singular vectors are computed without explicit\n* accumulation of the Jacobi rotations, LWORK >= 6*N+2*N*N\n* -> .. in the iterative part, the Jacobi rotations are\n* explicitly accumulated (option, see the description of JOBV),\n* then the minimal requirement is LWORK >= max(M+3*N+N*N,7).\n* For better performance, if NB is the optimal block size,\n* LWORK >= max(3*N+N*N+M,3*N+N*N+N*NB,7).\n*\n* IWORK (workspace/output) INTEGER array, dimension M+3*N.\n* On exit,\n* IWORK(1) = the numerical rank determined after the initial\n* QR factorization with pivoting. See the descriptions\n* of JOBA and JOBR.\n* IWORK(2) = the number of the computed nonzero singular values\n* IWORK(3) = if nonzero, a warning message:\n* If IWORK(3).EQ.1 then some of the column norms of A\n* were denormalized floats. The requested high accuracy\n* is not warranted by the data.\n*\n* INFO (output) INTEGER\n* < 0 : if INFO = -i, then the i-th argument had an illegal value.\n* = 0 : successfull exit;\n* > 0 : DGEJSV did not converge in the maximal allowed number\n* of sweeps. The computed values may be inaccurate.\n*\n\n* Further Details\n* ===============\n*\n* DGEJSV implements a preconditioned Jacobi SVD algorithm. It uses SGEQP3,\n* SGEQRF, and SGELQF as preprocessors and preconditioners. Optionally, an\n* additional row pivoting can be used as a preprocessor, which in some\n* cases results in much higher accuracy. An example is matrix A with the\n* structure A = D1 * C * D2, where D1, D2 are arbitrarily ill-conditioned\n* diagonal matrices and C is well-conditioned matrix. In that case, complete\n* pivoting in the first QR factorizations provides accuracy dependent on the\n* condition number of C, and independent of D1, D2. Such higher accuracy is\n* not completely understood theoretically, but it works well in practice.\n* Further, if A can be written as A = B*D, with well-conditioned B and some\n* diagonal D, then the high accuracy is guaranteed, both theoretically and\n* in software, independent of D. For more details see [1], [2].\n* The computational range for the singular values can be the full range\n* ( UNDERFLOW,OVERFLOW ), provided that the machine arithmetic and the BLAS\n* & LAPACK routines called by DGEJSV are implemented to work in that range.\n* If that is not the case, then the restriction for safe computation with\n* the singular values in the range of normalized IEEE numbers is that the\n* spectral condition number kappa(A)=sigma_max(A)/sigma_min(A) does not\n* overflow. This code (DGEJSV) is best used in this restricted range,\n* meaning that singular values of magnitude below ||A||_2 / SLAMCH('O') are\n* returned as zeros. See JOBR for details on this.\n* Further, this implementation is somewhat slower than the one described\n* in [1,2] due to replacement of some non-LAPACK components, and because\n* the choice of some tuning parameters in the iterative part (DGESVJ) is\n* left to the implementer on a particular machine.\n* The rank revealing QR factorization (in this code: SGEQP3) should be\n* implemented as in [3]. We have a new version of SGEQP3 under development\n* that is more robust than the current one in LAPACK, with a cleaner cut in\n* rank defficient cases. It will be available in the SIGMA library [4].\n* If M is much larger than N, it is obvious that the inital QRF with\n* column pivoting can be preprocessed by the QRF without pivoting. That\n* well known trick is not used in DGEJSV because in some cases heavy row\n* weighting can be treated with complete pivoting. The overhead in cases\n* M much larger than N is then only due to pivoting, but the benefits in\n* terms of accuracy have prevailed. The implementer/user can incorporate\n* this extra QRF step easily. The implementer can also improve data movement\n* (matrix transpose, matrix copy, matrix transposed copy) - this\n* implementation of DGEJSV uses only the simplest, naive data movement.\n*\n* Contributors\n*\n* Zlatko Drmac (Zagreb, Croatia) and Kresimir Veselic (Hagen, Germany)\n*\n* References\n*\n* [1] Z. Drmac and K. Veselic: New fast and accurate Jacobi SVD algorithm I.\n* SIAM J. Matrix Anal. Appl. Vol. 35, No. 2 (2008), pp. 1322-1342.\n* LAPACK Working note 169.\n* [2] Z. Drmac and K. Veselic: New fast and accurate Jacobi SVD algorithm II.\n* SIAM J. Matrix Anal. Appl. Vol. 35, No. 2 (2008), pp. 1343-1362.\n* LAPACK Working note 170.\n* [3] Z. Drmac and Z. Bujanovic: On the failure of rank-revealing QR\n* factorization software - a case study.\n* ACM Trans. Math. Softw. Vol. 35, No 2 (2008), pp. 1-28.\n* LAPACK Working note 176.\n* [4] Z. Drmac: SIGMA - mathematical software library for accurate SVD, PSV,\n* QSVD, (H,K)-SVD computations.\n* Department of Mathematics, University of Zagreb, 2008.\n*\n* Bugs, examples and comments\n* \n* Please report all bugs and send interesting examples and/or comments to\n* drmac@math.hr. Thank you.\n*\n* ==========================================================================\n*\n* .. Local Parameters ..\n DOUBLE PRECISION ZERO, ONE\n PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )\n* ..\n* .. Local Scalars ..\n DOUBLE PRECISION AAPP, AAQQ, AATMAX, AATMIN, BIG, BIG1, COND_OK,\n & CONDR1, CONDR2, ENTRA, ENTRAT, EPSLN, MAXPRJ, SCALEM,\n & SCONDA, SFMIN, SMALL, TEMP1, USCAL1, USCAL2, XSC\n INTEGER IERR, N1, NR, NUMRANK, p, q, WARNING\n LOGICAL ALMORT, DEFR, ERREST, GOSCAL, JRACC, KILL, LSVEC,\n & L2ABER, L2KILL, L2PERT, L2RANK, L2TRAN,\n & NOSCAL, ROWPIV, RSVEC, TRANSP\n* ..\n* .. Intrinsic Functions ..\n INTRINSIC DABS, DLOG, DMAX1, DMIN1, DBLE,\n & MAX0, MIN0, IDNINT, DSIGN, DSQRT\n* ..\n* .. External Functions ..\n DOUBLE PRECISION DLAMCH, DNRM2\n INTEGER IDAMAX\n LOGICAL LSAME\n EXTERNAL IDAMAX, LSAME, DLAMCH, DNRM2\n* ..\n* .. External Subroutines ..\n EXTERNAL DCOPY, DGELQF, DGEQP3, DGEQRF, DLACPY, DLASCL,\n & DLASET, DLASSQ, DLASWP, DORGQR, DORMLQ,\n & DORMQR, DPOCON, DSCAL, DSWAP, DTRSM, XERBLA\n*\n EXTERNAL DGESVJ\n* ..\n*\n* Test the input arguments\n*\n LSVEC = LSAME( JOBU, 'U' ) .OR. LSAME( JOBU, 'F' )\n JRACC = LSAME( JOBV, 'J' )\n RSVEC = LSAME( JOBV, 'V' ) .OR. JRACC\n ROWPIV = LSAME( JOBA, 'F' ) .OR. LSAME( JOBA, 'G' )\n L2RANK = LSAME( JOBA, 'R' )\n L2ABER = LSAME( JOBA, 'A' )\n ERREST = LSAME( JOBA, 'E' ) .OR. LSAME( JOBA, 'G' )\n L2TRAN = LSAME( JOBT, 'T' )\n L2KILL = LSAME( JOBR, 'R' )\n DEFR = LSAME( JOBR, 'N' )\n L2PERT = LSAME( JOBP, 'P' )\n*\n IF ( .NOT.(ROWPIV .OR. L2RANK .OR. L2ABER .OR.\n & ERREST .OR. LSAME( JOBA, 'C' ) )) THEN\n INFO = - 1\n ELSE IF ( .NOT.( LSVEC .OR. LSAME( JOBU, 'N' ) .OR.\n & LSAME( JOBU, 'W' )) ) THEN\n INFO = - 2\n ELSE IF ( .NOT.( RSVEC .OR. LSAME( JOBV, 'N' ) .OR.\n & LSAME( JOBV, 'W' )) .OR. ( JRACC .AND. (.NOT.LSVEC) ) ) THEN\n INFO = - 3\n ELSE IF ( .NOT. ( L2KILL .OR. DEFR ) ) THEN\n INFO = - 4\n ELSE IF ( .NOT. ( L2TRAN .OR. LSAME( JOBT, 'N' ) ) ) THEN\n INFO = - 5\n ELSE IF ( .NOT. ( L2PERT .OR. LSAME( JOBP, 'N' ) ) ) THEN\n INFO = - 6\n ELSE IF ( M .LT. 0 ) THEN\n INFO = - 7\n ELSE IF ( ( N .LT. 0 ) .OR. ( N .GT. M ) ) THEN\n INFO = - 8\n ELSE IF ( LDA .LT. M ) THEN\n INFO = - 10\n ELSE IF ( LSVEC .AND. ( LDU .LT. M ) ) THEN\n INFO = - 13\n ELSE IF ( RSVEC .AND. ( LDV .LT. N ) ) THEN\n INFO = - 14\n ELSE IF ( (.NOT.(LSVEC .OR. RSVEC .OR. ERREST).AND.\n & (LWORK .LT. MAX0(7,4*N+1,2*M+N))) .OR.\n & (.NOT.(LSVEC .OR. LSVEC) .AND. ERREST .AND.\n & (LWORK .LT. MAX0(7,4*N+N*N,2*M+N))) .OR.\n & (LSVEC .AND. (.NOT.RSVEC) .AND. (LWORK .LT. MAX0(7,2*N+M))) .OR.\n & (RSVEC .AND. (.NOT.LSVEC) .AND. (LWORK .LT. MAX0(7,2*N+M))) .OR.\n & (LSVEC .AND. RSVEC .AND. .NOT.JRACC .AND. (LWORK.LT.6*N+2*N*N))\n & .OR. (LSVEC.AND.RSVEC.AND.JRACC.AND.LWORK.LT.MAX0(7,M+3*N+N*N)))\n & THEN\n INFO = - 17\n ELSE\n* #:)\n INFO = 0\n END IF\n*\n IF ( INFO .NE. 0 ) THEN\n* #:(\n CALL XERBLA( 'DGEJSV', - INFO )\n END IF\n*\n* Quick return for void matrix (Y3K safe)\n* #:)\n IF ( ( M .EQ. 0 ) .OR. ( N .EQ. 0 ) ) RETURN\n*\n* Determine whether the matrix U should be M x N or M x M\n*\n IF ( LSVEC ) THEN\n N1 = N\n IF ( LSAME( JOBU, 'F' ) ) N1 = M\n END IF\n*\n* Set numerical parameters\n*\n*! NOTE: Make sure DLAMCH() does not fail on the target architecture.\n*\n\n EPSLN = DLAMCH('Epsilon')\n SFMIN = DLAMCH('SafeMinimum')\n SMALL = SFMIN / EPSLN\n BIG = DLAMCH('O')\n* BIG = ONE / SFMIN\n*\n* Initialize SVA(1:N) = diag( ||A e_i||_2 )_1^N\n*\n*(!) If necessary, scale SVA() to protect the largest norm from\n* overflow. It is possible that this scaling pushes the smallest\n* column norm left from the underflow threshold (extreme case).\n*\n SCALEM = ONE / DSQRT(DBLE(M)*DBLE(N))\n NOSCAL = .TRUE.\n GOSCAL = .TRUE.\n DO 1874 p = 1, N\n AAPP = ZERO\n AAQQ = ONE\n CALL DLASSQ( M, A(1,p), 1, AAPP, AAQQ )\n IF ( AAPP .GT. BIG ) THEN\n INFO = - 9\n CALL XERBLA( 'DGEJSV', -INFO )\n RETURN\n END IF\n AAQQ = DSQRT(AAQQ)\n IF ( ( AAPP .LT. (BIG / AAQQ) ) .AND. NOSCAL ) THEN\n SVA(p) = AAPP * AAQQ\n ELSE\n NOSCAL = .FALSE.\n SVA(p) = AAPP * ( AAQQ * SCALEM )\n IF ( GOSCAL ) THEN\n GOSCAL = .FALSE.\n CALL DSCAL( p-1, SCALEM, SVA, 1 )\n END IF\n END IF\n 1874 CONTINUE\n*\n IF ( NOSCAL ) SCALEM = ONE\n*\n AAPP = ZERO\n AAQQ = BIG\n DO 4781 p = 1, N\n AAPP = DMAX1( AAPP, SVA(p) )\n IF ( SVA(p) .NE. ZERO ) AAQQ = DMIN1( AAQQ, SVA(p) )\n 4781 CONTINUE\n*\n* Quick return for zero M x N matrix\n* #:)\n IF ( AAPP .EQ. ZERO ) THEN\n IF ( LSVEC ) CALL DLASET( 'G', M, N1, ZERO, ONE, U, LDU )\n IF ( RSVEC ) CALL DLASET( 'G', N, N, ZERO, ONE, V, LDV )\n WORK(1) = ONE\n WORK(2) = ONE\n IF ( ERREST ) WORK(3) = ONE\n IF ( LSVEC .AND. RSVEC ) THEN\n WORK(4) = ONE\n WORK(5) = ONE\n END IF\n IF ( L2TRAN ) THEN\n WORK(6) = ZERO\n WORK(7) = ZERO\n END IF\n IWORK(1) = 0\n IWORK(2) = 0\n RETURN\n END IF\n*\n* Issue warning if denormalized column norms detected. Override the\n* high relative accuracy request. Issue licence to kill columns\n* (set them to zero) whose norm is less than sigma_max / BIG (roughly).\n* #:(\n WARNING = 0\n IF ( AAQQ .LE. SFMIN ) THEN\n L2RANK = .TRUE.\n L2KILL = .TRUE.\n WARNING = 1\n END IF\n*\n* Quick return for one-column matrix\n* #:)\n IF ( N .EQ. 1 ) THEN\n*\n IF ( LSVEC ) THEN\n CALL DLASCL( 'G',0,0,SVA(1),SCALEM, M,1,A(1,1),LDA,IERR )\n CALL DLACPY( 'A', M, 1, A, LDA, U, LDU )\n* computing all M left singular vectors of the M x 1 matrix\n IF ( N1 .NE. N ) THEN\n CALL DGEQRF( M, N, U,LDU, WORK, WORK(N+1),LWORK-N,IERR )\n CALL DORGQR( M,N1,1, U,LDU,WORK,WORK(N+1),LWORK-N,IERR )\n CALL DCOPY( M, A(1,1), 1, U(1,1), 1 )\n END IF\n END IF\n IF ( RSVEC ) THEN\n V(1,1) = ONE\n END IF\n IF ( SVA(1) .LT. (BIG*SCALEM) ) THEN\n SVA(1) = SVA(1) / SCALEM\n SCALEM = ONE\n END IF\n WORK(1) = ONE / SCALEM\n WORK(2) = ONE\n IF ( SVA(1) .NE. ZERO ) THEN\n IWORK(1) = 1\n IF ( ( SVA(1) / SCALEM) .GE. SFMIN ) THEN\n IWORK(2) = 1\n ELSE\n IWORK(2) = 0\n END IF\n ELSE\n IWORK(1) = 0\n IWORK(2) = 0\n END IF\n IF ( ERREST ) WORK(3) = ONE\n IF ( LSVEC .AND. RSVEC ) THEN\n WORK(4) = ONE\n WORK(5) = ONE\n END IF\n IF ( L2TRAN ) THEN\n WORK(6) = ZERO\n WORK(7) = ZERO\n END IF\n RETURN\n*\n END IF\n*\n TRANSP = .FALSE.\n L2TRAN = L2TRAN .AND. ( M .EQ. N )\n*\n AATMAX = -ONE\n AATMIN = BIG\n IF ( ROWPIV .OR. L2TRAN ) THEN\n*\n* Compute the row norms, needed to determine row pivoting sequence\n* (in the case of heavily row weighted A, row pivoting is strongly\n* advised) and to collect information needed to compare the\n* structures of A * A^t and A^t * A (in the case L2TRAN.EQ..TRUE.).\n*\n IF ( L2TRAN ) THEN\n DO 1950 p = 1, M\n XSC = ZERO\n TEMP1 = ONE\n CALL DLASSQ( N, A(p,1), LDA, XSC, TEMP1 )\n* DLASSQ gets both the ell_2 and the ell_infinity norm\n* in one pass through the vector\n WORK(M+N+p) = XSC * SCALEM\n WORK(N+p) = XSC * (SCALEM*DSQRT(TEMP1))\n AATMAX = DMAX1( AATMAX, WORK(N+p) )\n IF (WORK(N+p) .NE. ZERO) AATMIN = DMIN1(AATMIN,WORK(N+p))\n 1950 CONTINUE\n ELSE\n DO 1904 p = 1, M\n WORK(M+N+p) = SCALEM*DABS( A(p,IDAMAX(N,A(p,1),LDA)) )\n AATMAX = DMAX1( AATMAX, WORK(M+N+p) )\n AATMIN = DMIN1( AATMIN, WORK(M+N+p) )\n 1904 CONTINUE\n END IF\n*\n END IF\n*\n* For square matrix A try to determine whether A^t would be better\n* input for the preconditioned Jacobi SVD, with faster convergence.\n* The decision is based on an O(N) function of the vector of column\n* and row norms of A, based on the Shannon entropy. This should give\n* the right choice in most cases when the difference actually matters.\n* It may fail and pick the slower converging side.\n*\n ENTRA = ZERO\n ENTRAT = ZERO\n IF ( L2TRAN ) THEN\n*\n XSC = ZERO\n TEMP1 = ONE\n CALL DLASSQ( N, SVA, 1, XSC, TEMP1 )\n TEMP1 = ONE / TEMP1\n*\n ENTRA = ZERO\n DO 1113 p = 1, N\n BIG1 = ( ( SVA(p) / XSC )**2 ) * TEMP1\n IF ( BIG1 .NE. ZERO ) ENTRA = ENTRA + BIG1 * DLOG(BIG1)\n 1113 CONTINUE\n ENTRA = - ENTRA / DLOG(DBLE(N))\n*\n* Now, SVA().^2/Trace(A^t * A) is a point in the probability simplex.\n* It is derived from the diagonal of A^t * A. Do the same with the\n* diagonal of A * A^t, compute the entropy of the corresponding\n* probability distribution. Note that A * A^t and A^t * A have the\n* same trace.\n*\n ENTRAT = ZERO\n DO 1114 p = N+1, N+M\n BIG1 = ( ( WORK(p) / XSC )**2 ) * TEMP1\n IF ( BIG1 .NE. ZERO ) ENTRAT = ENTRAT + BIG1 * DLOG(BIG1)\n 1114 CONTINUE\n ENTRAT = - ENTRAT / DLOG(DBLE(M))\n*\n* Analyze the entropies and decide A or A^t. Smaller entropy\n* usually means better input for the algorithm.\n*\n TRANSP = ( ENTRAT .LT. ENTRA )\n*\n* If A^t is better than A, transpose A.\n*\n IF ( TRANSP ) THEN\n* In an optimal implementation, this trivial transpose\n* should be replaced with faster transpose.\n DO 1115 p = 1, N - 1\n DO 1116 q = p + 1, N\n TEMP1 = A(q,p)\n A(q,p) = A(p,q)\n A(p,q) = TEMP1\n 1116 CONTINUE\n 1115 CONTINUE\n DO 1117 p = 1, N\n WORK(M+N+p) = SVA(p)\n SVA(p) = WORK(N+p)\n 1117 CONTINUE\n TEMP1 = AAPP\n AAPP = AATMAX\n AATMAX = TEMP1\n TEMP1 = AAQQ\n AAQQ = AATMIN\n AATMIN = TEMP1\n KILL = LSVEC\n LSVEC = RSVEC\n RSVEC = KILL\n IF ( LSVEC ) N1 = N\n*\n ROWPIV = .TRUE.\n END IF\n*\n END IF\n* END IF L2TRAN\n*\n* Scale the matrix so that its maximal singular value remains less\n* than DSQRT(BIG) -- the matrix is scaled so that its maximal column\n* has Euclidean norm equal to DSQRT(BIG/N). The only reason to keep\n* DSQRT(BIG) instead of BIG is the fact that DGEJSV uses LAPACK and\n* BLAS routines that, in some implementations, are not capable of\n* working in the full interval [SFMIN,BIG] and that they may provoke\n* overflows in the intermediate results. If the singular values spread\n* from SFMIN to BIG, then DGESVJ will compute them. So, in that case,\n* one should use DGESVJ instead of DGEJSV.\n*\n BIG1 = DSQRT( BIG )\n TEMP1 = DSQRT( BIG / DBLE(N) )\n*\n CALL DLASCL( 'G', 0, 0, AAPP, TEMP1, N, 1, SVA, N, IERR )\n IF ( AAQQ .GT. (AAPP * SFMIN) ) THEN\n AAQQ = ( AAQQ / AAPP ) * TEMP1\n ELSE\n AAQQ = ( AAQQ * TEMP1 ) / AAPP\n END IF\n TEMP1 = TEMP1 * SCALEM\n CALL DLASCL( 'G', 0, 0, AAPP, TEMP1, M, N, A, LDA, IERR )\n*\n* To undo scaling at the end of this procedure, multiply the\n* computed singular values with USCAL2 / USCAL1.\n*\n USCAL1 = TEMP1\n USCAL2 = AAPP\n*\n IF ( L2KILL ) THEN\n* L2KILL enforces computation of nonzero singular values in\n* the restricted range of condition number of the initial A,\n* sigma_max(A) / sigma_min(A) approx. DSQRT(BIG)/DSQRT(SFMIN).\n XSC = DSQRT( SFMIN )\n ELSE\n XSC = SMALL\n*\n* Now, if the condition number of A is too big,\n* sigma_max(A) / sigma_min(A) .GT. DSQRT(BIG/N) * EPSLN / SFMIN,\n* as a precaution measure, the full SVD is computed using DGESVJ\n* with accumulated Jacobi rotations. This provides numerically\n* more robust computation, at the cost of slightly increased run\n* time. Depending on the concrete implementation of BLAS and LAPACK\n* (i.e. how they behave in presence of extreme ill-conditioning) the\n* implementor may decide to remove this switch.\n IF ( ( AAQQ.LT.DSQRT(SFMIN) ) .AND. LSVEC .AND. RSVEC ) THEN\n JRACC = .TRUE.\n END IF\n*\n END IF\n IF ( AAQQ .LT. XSC ) THEN\n DO 700 p = 1, N\n IF ( SVA(p) .LT. XSC ) THEN\n CALL DLASET( 'A', M, 1, ZERO, ZERO, A(1,p), LDA )\n SVA(p) = ZERO\n END IF\n 700 CONTINUE\n END IF\n*\n* Preconditioning using QR factorization with pivoting\n*\n IF ( ROWPIV ) THEN\n* Optional row permutation (Bjoerck row pivoting):\n* A result by Cox and Higham shows that the Bjoerck's\n* row pivoting combined with standard column pivoting\n* has similar effect as Powell-Reid complete pivoting.\n* The ell-infinity norms of A are made nonincreasing.\n DO 1952 p = 1, M - 1\n q = IDAMAX( M-p+1, WORK(M+N+p), 1 ) + p - 1\n IWORK(2*N+p) = q\n IF ( p .NE. q ) THEN\n TEMP1 = WORK(M+N+p)\n WORK(M+N+p) = WORK(M+N+q)\n WORK(M+N+q) = TEMP1\n END IF\n 1952 CONTINUE\n CALL DLASWP( N, A, LDA, 1, M-1, IWORK(2*N+1), 1 )\n END IF\n*\n* End of the preparation phase (scaling, optional sorting and\n* transposing, optional flushing of small columns).\n*\n* Preconditioning\n*\n* If the full SVD is needed, the right singular vectors are computed\n* from a matrix equation, and for that we need theoretical analysis\n* of the Businger-Golub pivoting. So we use DGEQP3 as the first RR QRF.\n* In all other cases the first RR QRF can be chosen by other criteria\n* (eg speed by replacing global with restricted window pivoting, such\n* as in SGEQPX from TOMS # 782). Good results will be obtained using\n* SGEQPX with properly (!) chosen numerical parameters.\n* Any improvement of DGEQP3 improves overal performance of DGEJSV.\n*\n* A * P1 = Q1 * [ R1^t 0]^t:\n DO 1963 p = 1, N\n* .. all columns are free columns\n IWORK(p) = 0\n 1963 CONTINUE\n CALL DGEQP3( M,N,A,LDA, IWORK,WORK, WORK(N+1),LWORK-N, IERR )\n*\n* The upper triangular matrix R1 from the first QRF is inspected for\n* rank deficiency and possibilities for deflation, or possible\n* ill-conditioning. Depending on the user specified flag L2RANK,\n* the procedure explores possibilities to reduce the numerical\n* rank by inspecting the computed upper triangular factor. If\n* L2RANK or L2ABER are up, then DGEJSV will compute the SVD of\n* A + dA, where ||dA|| <= f(M,N)*EPSLN.\n*\n NR = 1\n IF ( L2ABER ) THEN\n* Standard absolute error bound suffices. All sigma_i with\n* sigma_i < N*EPSLN*||A|| are flushed to zero. This is an\n* agressive enforcement of lower numerical rank by introducing a\n* backward error of the order of N*EPSLN*||A||.\n TEMP1 = DSQRT(DBLE(N))*EPSLN\n DO 3001 p = 2, N\n IF ( DABS(A(p,p)) .GE. (TEMP1*DABS(A(1,1))) ) THEN\n NR = NR + 1\n ELSE\n GO TO 3002\n END IF\n 3001 CONTINUE\n 3002 CONTINUE\n ELSE IF ( L2RANK ) THEN\n* .. similarly as above, only slightly more gentle (less agressive).\n* Sudden drop on the diagonal of R1 is used as the criterion for\n* close-to-rank-defficient.\n TEMP1 = DSQRT(SFMIN)\n DO 3401 p = 2, N\n IF ( ( DABS(A(p,p)) .LT. (EPSLN*DABS(A(p-1,p-1))) ) .OR.\n & ( DABS(A(p,p)) .LT. SMALL ) .OR.\n & ( L2KILL .AND. (DABS(A(p,p)) .LT. TEMP1) ) ) GO TO 3402\n NR = NR + 1\n 3401 CONTINUE\n 3402 CONTINUE\n*\n ELSE\n* The goal is high relative accuracy. However, if the matrix\n* has high scaled condition number the relative accuracy is in\n* general not feasible. Later on, a condition number estimator\n* will be deployed to estimate the scaled condition number.\n* Here we just remove the underflowed part of the triangular\n* factor. This prevents the situation in which the code is\n* working hard to get the accuracy not warranted by the data.\n TEMP1 = DSQRT(SFMIN)\n DO 3301 p = 2, N\n IF ( ( DABS(A(p,p)) .LT. SMALL ) .OR.\n & ( L2KILL .AND. (DABS(A(p,p)) .LT. TEMP1) ) ) GO TO 3302\n NR = NR + 1\n 3301 CONTINUE\n 3302 CONTINUE\n*\n END IF\n*\n ALMORT = .FALSE.\n IF ( NR .EQ. N ) THEN\n MAXPRJ = ONE\n DO 3051 p = 2, N\n TEMP1 = DABS(A(p,p)) / SVA(IWORK(p))\n MAXPRJ = DMIN1( MAXPRJ, TEMP1 )\n 3051 CONTINUE\n IF ( MAXPRJ**2 .GE. ONE - DBLE(N)*EPSLN ) ALMORT = .TRUE.\n END IF\n*\n*\n SCONDA = - ONE\n CONDR1 = - ONE\n CONDR2 = - ONE\n*\n IF ( ERREST ) THEN\n IF ( N .EQ. NR ) THEN\n IF ( RSVEC ) THEN\n* .. V is available as workspace\n CALL DLACPY( 'U', N, N, A, LDA, V, LDV )\n DO 3053 p = 1, N\n TEMP1 = SVA(IWORK(p))\n CALL DSCAL( p, ONE/TEMP1, V(1,p), 1 )\n 3053 CONTINUE\n CALL DPOCON( 'U', N, V, LDV, ONE, TEMP1,\n & WORK(N+1), IWORK(2*N+M+1), IERR )\n ELSE IF ( LSVEC ) THEN\n* .. U is available as workspace\n CALL DLACPY( 'U', N, N, A, LDA, U, LDU )\n DO 3054 p = 1, N\n TEMP1 = SVA(IWORK(p))\n CALL DSCAL( p, ONE/TEMP1, U(1,p), 1 )\n 3054 CONTINUE\n CALL DPOCON( 'U', N, U, LDU, ONE, TEMP1,\n & WORK(N+1), IWORK(2*N+M+1), IERR )\n ELSE\n CALL DLACPY( 'U', N, N, A, LDA, WORK(N+1), N )\n DO 3052 p = 1, N\n TEMP1 = SVA(IWORK(p))\n CALL DSCAL( p, ONE/TEMP1, WORK(N+(p-1)*N+1), 1 )\n 3052 CONTINUE\n* .. the columns of R are scaled to have unit Euclidean lengths.\n CALL DPOCON( 'U', N, WORK(N+1), N, ONE, TEMP1,\n & WORK(N+N*N+1), IWORK(2*N+M+1), IERR )\n END IF\n SCONDA = ONE / DSQRT(TEMP1)\n* SCONDA is an estimate of DSQRT(||(R^t * R)^(-1)||_1).\n* N^(-1/4) * SCONDA <= ||R^(-1)||_2 <= N^(1/4) * SCONDA\n ELSE\n SCONDA = - ONE\n END IF\n END IF\n*\n L2PERT = L2PERT .AND. ( DABS( A(1,1)/A(NR,NR) ) .GT. DSQRT(BIG1) )\n* If there is no violent scaling, artificial perturbation is not needed.\n*\n* Phase 3:\n*\n\n IF ( .NOT. ( RSVEC .OR. LSVEC ) ) THEN\n*\n* Singular Values only\n*\n* .. transpose A(1:NR,1:N)\n DO 1946 p = 1, MIN0( N-1, NR )\n CALL DCOPY( N-p, A(p,p+1), LDA, A(p+1,p), 1 )\n 1946 CONTINUE\n*\n* The following two DO-loops introduce small relative perturbation\n* into the strict upper triangle of the lower triangular matrix.\n* Small entries below the main diagonal are also changed.\n* This modification is useful if the computing environment does not\n* provide/allow FLUSH TO ZERO underflow, for it prevents many\n* annoying denormalized numbers in case of strongly scaled matrices.\n* The perturbation is structured so that it does not introduce any\n* new perturbation of the singular values, and it does not destroy\n* the job done by the preconditioner.\n* The licence for this perturbation is in the variable L2PERT, which\n* should be .FALSE. if FLUSH TO ZERO underflow is active.\n*\n IF ( .NOT. ALMORT ) THEN\n*\n IF ( L2PERT ) THEN\n* XSC = DSQRT(SMALL)\n XSC = EPSLN / DBLE(N)\n DO 4947 q = 1, NR\n TEMP1 = XSC*DABS(A(q,q))\n DO 4949 p = 1, N\n IF ( ( (p.GT.q) .AND. (DABS(A(p,q)).LE.TEMP1) )\n & .OR. ( p .LT. q ) )\n & A(p,q) = DSIGN( TEMP1, A(p,q) )\n 4949 CONTINUE\n 4947 CONTINUE\n ELSE\n CALL DLASET( 'U', NR-1,NR-1, ZERO,ZERO, A(1,2),LDA )\n END IF\n*\n* .. second preconditioning using the QR factorization\n*\n CALL DGEQRF( N,NR, A,LDA, WORK, WORK(N+1),LWORK-N, IERR )\n*\n* .. and transpose upper to lower triangular\n DO 1948 p = 1, NR - 1\n CALL DCOPY( NR-p, A(p,p+1), LDA, A(p+1,p), 1 )\n 1948 CONTINUE\n*\n END IF\n*\n* Row-cyclic Jacobi SVD algorithm with column pivoting\n*\n* .. again some perturbation (a \"background noise\") is added\n* to drown denormals\n IF ( L2PERT ) THEN\n* XSC = DSQRT(SMALL)\n XSC = EPSLN / DBLE(N)\n DO 1947 q = 1, NR\n TEMP1 = XSC*DABS(A(q,q))\n DO 1949 p = 1, NR\n IF ( ( (p.GT.q) .AND. (DABS(A(p,q)).LE.TEMP1) )\n & .OR. ( p .LT. q ) )\n & A(p,q) = DSIGN( TEMP1, A(p,q) )\n 1949 CONTINUE\n 1947 CONTINUE\n ELSE\n CALL DLASET( 'U', NR-1, NR-1, ZERO, ZERO, A(1,2), LDA )\n END IF\n*\n* .. and one-sided Jacobi rotations are started on a lower\n* triangular matrix (plus perturbation which is ignored in\n* the part which destroys triangular form (confusing?!))\n*\n CALL DGESVJ( 'L', 'NoU', 'NoV', NR, NR, A, LDA, SVA,\n & N, V, LDV, WORK, LWORK, INFO )\n*\n SCALEM = WORK(1)\n NUMRANK = IDNINT(WORK(2))\n*\n*\n ELSE IF ( RSVEC .AND. ( .NOT. LSVEC ) ) THEN\n*\n* -> Singular Values and Right Singular Vectors <-\n*\n IF ( ALMORT ) THEN\n*\n* .. in this case NR equals N\n DO 1998 p = 1, NR\n CALL DCOPY( N-p+1, A(p,p), LDA, V(p,p), 1 )\n 1998 CONTINUE\n CALL DLASET( 'Upper', NR-1, NR-1, ZERO, ZERO, V(1,2), LDV )\n*\n CALL DGESVJ( 'L','U','N', N, NR, V,LDV, SVA, NR, A,LDA,\n & WORK, LWORK, INFO )\n SCALEM = WORK(1)\n NUMRANK = IDNINT(WORK(2))\n\n ELSE\n*\n* .. two more QR factorizations ( one QRF is not enough, two require\n* accumulated product of Jacobi rotations, three are perfect )\n*\n CALL DLASET( 'Lower', NR-1, NR-1, ZERO, ZERO, A(2,1), LDA )\n CALL DGELQF( NR, N, A, LDA, WORK, WORK(N+1), LWORK-N, IERR)\n CALL DLACPY( 'Lower', NR, NR, A, LDA, V, LDV )\n CALL DLASET( 'Upper', NR-1, NR-1, ZERO, ZERO, V(1,2), LDV )\n CALL DGEQRF( NR, NR, V, LDV, WORK(N+1), WORK(2*N+1),\n & LWORK-2*N, IERR )\n DO 8998 p = 1, NR\n CALL DCOPY( NR-p+1, V(p,p), LDV, V(p,p), 1 )\n 8998 CONTINUE\n CALL DLASET( 'Upper', NR-1, NR-1, ZERO, ZERO, V(1,2), LDV )\n*\n CALL DGESVJ( 'Lower', 'U','N', NR, NR, V,LDV, SVA, NR, U,\n & LDU, WORK(N+1), LWORK, INFO )\n SCALEM = WORK(N+1)\n NUMRANK = IDNINT(WORK(N+2))\n IF ( NR .LT. N ) THEN\n CALL DLASET( 'A',N-NR, NR, ZERO,ZERO, V(NR+1,1), LDV )\n CALL DLASET( 'A',NR, N-NR, ZERO,ZERO, V(1,NR+1), LDV )\n CALL DLASET( 'A',N-NR,N-NR,ZERO,ONE, V(NR+1,NR+1), LDV )\n END IF\n*\n CALL DORMLQ( 'Left', 'Transpose', N, N, NR, A, LDA, WORK,\n & V, LDV, WORK(N+1), LWORK-N, IERR )\n*\n END IF\n*\n DO 8991 p = 1, N\n CALL DCOPY( N, V(p,1), LDV, A(IWORK(p),1), LDA )\n 8991 CONTINUE\n CALL DLACPY( 'All', N, N, A, LDA, V, LDV )\n*\n IF ( TRANSP ) THEN\n CALL DLACPY( 'All', N, N, V, LDV, U, LDU )\n END IF\n*\n ELSE IF ( LSVEC .AND. ( .NOT. RSVEC ) ) THEN\n*\n* .. Singular Values and Left Singular Vectors ..\n*\n* .. second preconditioning step to avoid need to accumulate\n* Jacobi rotations in the Jacobi iterations.\n DO 1965 p = 1, NR\n CALL DCOPY( N-p+1, A(p,p), LDA, U(p,p), 1 )\n 1965 CONTINUE\n CALL DLASET( 'Upper', NR-1, NR-1, ZERO, ZERO, U(1,2), LDU )\n*\n CALL DGEQRF( N, NR, U, LDU, WORK(N+1), WORK(2*N+1),\n & LWORK-2*N, IERR )\n*\n DO 1967 p = 1, NR - 1\n CALL DCOPY( NR-p, U(p,p+1), LDU, U(p+1,p), 1 )\n 1967 CONTINUE\n CALL DLASET( 'Upper', NR-1, NR-1, ZERO, ZERO, U(1,2), LDU )\n*\n CALL DGESVJ( 'Lower', 'U', 'N', NR,NR, U, LDU, SVA, NR, A,\n & LDA, WORK(N+1), LWORK-N, INFO )\n SCALEM = WORK(N+1)\n NUMRANK = IDNINT(WORK(N+2))\n*\n IF ( NR .LT. M ) THEN\n CALL DLASET( 'A', M-NR, NR,ZERO, ZERO, U(NR+1,1), LDU )\n IF ( NR .LT. N1 ) THEN\n CALL DLASET( 'A',NR, N1-NR, ZERO, ZERO, U(1,NR+1), LDU )\n CALL DLASET( 'A',M-NR,N1-NR,ZERO,ONE,U(NR+1,NR+1), LDU )\n END IF\n END IF\n*\n CALL DORMQR( 'Left', 'No Tr', M, N1, N, A, LDA, WORK, U,\n & LDU, WORK(N+1), LWORK-N, IERR )\n*\n IF ( ROWPIV )\n & CALL DLASWP( N1, U, LDU, 1, M-1, IWORK(2*N+1), -1 )\n*\n DO 1974 p = 1, N1\n XSC = ONE / DNRM2( M, U(1,p), 1 )\n CALL DSCAL( M, XSC, U(1,p), 1 )\n 1974 CONTINUE\n*\n IF ( TRANSP ) THEN\n CALL DLACPY( 'All', N, N, U, LDU, V, LDV )\n END IF\n*\n ELSE\n*\n* .. Full SVD ..\n*\n IF ( .NOT. JRACC ) THEN\n*\n IF ( .NOT. ALMORT ) THEN\n*\n* Second Preconditioning Step (QRF [with pivoting])\n* Note that the composition of TRANSPOSE, QRF and TRANSPOSE is\n* equivalent to an LQF CALL. Since in many libraries the QRF\n* seems to be better optimized than the LQF, we do explicit\n* transpose and use the QRF. This is subject to changes in an\n* optimized implementation of DGEJSV.\n*\n DO 1968 p = 1, NR\n CALL DCOPY( N-p+1, A(p,p), LDA, V(p,p), 1 )\n 1968 CONTINUE\n*\n* .. the following two loops perturb small entries to avoid\n* denormals in the second QR factorization, where they are\n* as good as zeros. This is done to avoid painfully slow\n* computation with denormals. The relative size of the perturbation\n* is a parameter that can be changed by the implementer.\n* This perturbation device will be obsolete on machines with\n* properly implemented arithmetic.\n* To switch it off, set L2PERT=.FALSE. To remove it from the\n* code, remove the action under L2PERT=.TRUE., leave the ELSE part.\n* The following two loops should be blocked and fused with the\n* transposed copy above.\n*\n IF ( L2PERT ) THEN\n XSC = DSQRT(SMALL)\n DO 2969 q = 1, NR\n TEMP1 = XSC*DABS( V(q,q) )\n DO 2968 p = 1, N\n IF ( ( p .GT. q ) .AND. ( DABS(V(p,q)) .LE. TEMP1 )\n & .OR. ( p .LT. q ) )\n & V(p,q) = DSIGN( TEMP1, V(p,q) )\n IF ( p. LT. q ) V(p,q) = - V(p,q)\n 2968 CONTINUE\n 2969 CONTINUE\n ELSE\n CALL DLASET( 'U', NR-1, NR-1, ZERO, ZERO, V(1,2), LDV )\n END IF\n*\n* Estimate the row scaled condition number of R1\n* (If R1 is rectangular, N > NR, then the condition number\n* of the leading NR x NR submatrix is estimated.)\n*\n CALL DLACPY( 'L', NR, NR, V, LDV, WORK(2*N+1), NR )\n DO 3950 p = 1, NR\n TEMP1 = DNRM2(NR-p+1,WORK(2*N+(p-1)*NR+p),1)\n CALL DSCAL(NR-p+1,ONE/TEMP1,WORK(2*N+(p-1)*NR+p),1)\n 3950 CONTINUE\n CALL DPOCON('Lower',NR,WORK(2*N+1),NR,ONE,TEMP1,\n & WORK(2*N+NR*NR+1),IWORK(M+2*N+1),IERR)\n CONDR1 = ONE / DSQRT(TEMP1)\n* .. here need a second oppinion on the condition number\n* .. then assume worst case scenario\n* R1 is OK for inverse <=> CONDR1 .LT. DBLE(N)\n* more conservative <=> CONDR1 .LT. DSQRT(DBLE(N))\n*\n COND_OK = DSQRT(DBLE(NR))\n*[TP] COND_OK is a tuning parameter.\n\n IF ( CONDR1 .LT. COND_OK ) THEN\n* .. the second QRF without pivoting. Note: in an optimized\n* implementation, this QRF should be implemented as the QRF\n* of a lower triangular matrix.\n* R1^t = Q2 * R2\n CALL DGEQRF( N, NR, V, LDV, WORK(N+1), WORK(2*N+1),\n & LWORK-2*N, IERR )\n*\n IF ( L2PERT ) THEN\n XSC = DSQRT(SMALL)/EPSLN\n DO 3959 p = 2, NR\n DO 3958 q = 1, p - 1\n TEMP1 = XSC * DMIN1(DABS(V(p,p)),DABS(V(q,q)))\n IF ( DABS(V(q,p)) .LE. TEMP1 )\n & V(q,p) = DSIGN( TEMP1, V(q,p) )\n 3958 CONTINUE\n 3959 CONTINUE\n END IF\n*\n IF ( NR .NE. N )\n* .. save ...\n & CALL DLACPY( 'A', N, NR, V, LDV, WORK(2*N+1), N )\n*\n* .. this transposed copy should be better than naive\n DO 1969 p = 1, NR - 1\n CALL DCOPY( NR-p, V(p,p+1), LDV, V(p+1,p), 1 )\n 1969 CONTINUE\n*\n CONDR2 = CONDR1\n*\n ELSE\n*\n* .. ill-conditioned case: second QRF with pivoting\n* Note that windowed pivoting would be equaly good\n* numerically, and more run-time efficient. So, in\n* an optimal implementation, the next call to DGEQP3\n* should be replaced with eg. CALL SGEQPX (ACM TOMS #782)\n* with properly (carefully) chosen parameters.\n*\n* R1^t * P2 = Q2 * R2\n DO 3003 p = 1, NR\n IWORK(N+p) = 0\n 3003 CONTINUE\n CALL DGEQP3( N, NR, V, LDV, IWORK(N+1), WORK(N+1),\n & WORK(2*N+1), LWORK-2*N, IERR )\n** CALL DGEQRF( N, NR, V, LDV, WORK(N+1), WORK(2*N+1),\n** & LWORK-2*N, IERR )\n IF ( L2PERT ) THEN\n XSC = DSQRT(SMALL)\n DO 3969 p = 2, NR\n DO 3968 q = 1, p - 1\n TEMP1 = XSC * DMIN1(DABS(V(p,p)),DABS(V(q,q)))\n IF ( DABS(V(q,p)) .LE. TEMP1 )\n & V(q,p) = DSIGN( TEMP1, V(q,p) )\n 3968 CONTINUE\n 3969 CONTINUE\n END IF\n*\n CALL DLACPY( 'A', N, NR, V, LDV, WORK(2*N+1), N )\n*\n IF ( L2PERT ) THEN\n XSC = DSQRT(SMALL)\n DO 8970 p = 2, NR\n DO 8971 q = 1, p - 1\n TEMP1 = XSC * DMIN1(DABS(V(p,p)),DABS(V(q,q)))\n V(p,q) = - DSIGN( TEMP1, V(q,p) )\n 8971 CONTINUE\n 8970 CONTINUE\n ELSE\n CALL DLASET( 'L',NR-1,NR-1,ZERO,ZERO,V(2,1),LDV )\n END IF\n* Now, compute R2 = L3 * Q3, the LQ factorization.\n CALL DGELQF( NR, NR, V, LDV, WORK(2*N+N*NR+1),\n & WORK(2*N+N*NR+NR+1), LWORK-2*N-N*NR-NR, IERR )\n* .. and estimate the condition number\n CALL DLACPY( 'L',NR,NR,V,LDV,WORK(2*N+N*NR+NR+1),NR )\n DO 4950 p = 1, NR\n TEMP1 = DNRM2( p, WORK(2*N+N*NR+NR+p), NR )\n CALL DSCAL( p, ONE/TEMP1, WORK(2*N+N*NR+NR+p), NR )\n 4950 CONTINUE\n CALL DPOCON( 'L',NR,WORK(2*N+N*NR+NR+1),NR,ONE,TEMP1,\n & WORK(2*N+N*NR+NR+NR*NR+1),IWORK(M+2*N+1),IERR )\n CONDR2 = ONE / DSQRT(TEMP1)\n*\n IF ( CONDR2 .GE. COND_OK ) THEN\n* .. save the Householder vectors used for Q3\n* (this overwrittes the copy of R2, as it will not be\n* needed in this branch, but it does not overwritte the\n* Huseholder vectors of Q2.).\n CALL DLACPY( 'U', NR, NR, V, LDV, WORK(2*N+1), N )\n* .. and the rest of the information on Q3 is in\n* WORK(2*N+N*NR+1:2*N+N*NR+N)\n END IF\n*\n END IF\n*\n IF ( L2PERT ) THEN\n XSC = DSQRT(SMALL)\n DO 4968 q = 2, NR\n TEMP1 = XSC * V(q,q)\n DO 4969 p = 1, q - 1\n* V(p,q) = - DSIGN( TEMP1, V(q,p) )\n V(p,q) = - DSIGN( TEMP1, V(p,q) )\n 4969 CONTINUE\n 4968 CONTINUE\n ELSE\n CALL DLASET( 'U', NR-1,NR-1, ZERO,ZERO, V(1,2), LDV )\n END IF\n*\n* Second preconditioning finished; continue with Jacobi SVD\n* The input matrix is lower trinagular.\n*\n* Recover the right singular vectors as solution of a well\n* conditioned triangular matrix equation.\n*\n IF ( CONDR1 .LT. COND_OK ) THEN\n*\n CALL DGESVJ( 'L','U','N',NR,NR,V,LDV,SVA,NR,U,\n & LDU,WORK(2*N+N*NR+NR+1),LWORK-2*N-N*NR-NR,INFO )\n SCALEM = WORK(2*N+N*NR+NR+1)\n NUMRANK = IDNINT(WORK(2*N+N*NR+NR+2))\n DO 3970 p = 1, NR\n CALL DCOPY( NR, V(1,p), 1, U(1,p), 1 )\n CALL DSCAL( NR, SVA(p), V(1,p), 1 )\n 3970 CONTINUE\n\n* .. pick the right matrix equation and solve it\n*\n IF ( NR. EQ. N ) THEN\n* :)) .. best case, R1 is inverted. The solution of this matrix\n* equation is Q2*V2 = the product of the Jacobi rotations\n* used in DGESVJ, premultiplied with the orthogonal matrix\n* from the second QR factorization.\n CALL DTRSM( 'L','U','N','N', NR,NR,ONE, A,LDA, V,LDV )\n ELSE\n* .. R1 is well conditioned, but non-square. Transpose(R2)\n* is inverted to get the product of the Jacobi rotations\n* used in DGESVJ. The Q-factor from the second QR\n* factorization is then built in explicitly.\n CALL DTRSM('L','U','T','N',NR,NR,ONE,WORK(2*N+1),\n & N,V,LDV)\n IF ( NR .LT. N ) THEN\n CALL DLASET('A',N-NR,NR,ZERO,ZERO,V(NR+1,1),LDV)\n CALL DLASET('A',NR,N-NR,ZERO,ZERO,V(1,NR+1),LDV)\n CALL DLASET('A',N-NR,N-NR,ZERO,ONE,V(NR+1,NR+1),LDV)\n END IF\n CALL DORMQR('L','N',N,N,NR,WORK(2*N+1),N,WORK(N+1),\n & V,LDV,WORK(2*N+N*NR+NR+1),LWORK-2*N-N*NR-NR,IERR)\n END IF\n*\n ELSE IF ( CONDR2 .LT. COND_OK ) THEN\n*\n* :) .. the input matrix A is very likely a relative of\n* the Kahan matrix :)\n* The matrix R2 is inverted. The solution of the matrix equation\n* is Q3^T*V3 = the product of the Jacobi rotations (appplied to\n* the lower triangular L3 from the LQ factorization of\n* R2=L3*Q3), pre-multiplied with the transposed Q3.\n CALL DGESVJ( 'L', 'U', 'N', NR, NR, V, LDV, SVA, NR, U,\n & LDU, WORK(2*N+N*NR+NR+1), LWORK-2*N-N*NR-NR, INFO )\n SCALEM = WORK(2*N+N*NR+NR+1)\n NUMRANK = IDNINT(WORK(2*N+N*NR+NR+2))\n DO 3870 p = 1, NR\n CALL DCOPY( NR, V(1,p), 1, U(1,p), 1 )\n CALL DSCAL( NR, SVA(p), U(1,p), 1 )\n 3870 CONTINUE\n CALL DTRSM('L','U','N','N',NR,NR,ONE,WORK(2*N+1),N,U,LDU)\n* .. apply the permutation from the second QR factorization\n DO 873 q = 1, NR\n DO 872 p = 1, NR\n WORK(2*N+N*NR+NR+IWORK(N+p)) = U(p,q)\n 872 CONTINUE\n DO 874 p = 1, NR\n U(p,q) = WORK(2*N+N*NR+NR+p)\n 874 CONTINUE\n 873 CONTINUE\n IF ( NR .LT. N ) THEN\n CALL DLASET( 'A',N-NR,NR,ZERO,ZERO,V(NR+1,1),LDV )\n CALL DLASET( 'A',NR,N-NR,ZERO,ZERO,V(1,NR+1),LDV )\n CALL DLASET( 'A',N-NR,N-NR,ZERO,ONE,V(NR+1,NR+1),LDV )\n END IF\n CALL DORMQR( 'L','N',N,N,NR,WORK(2*N+1),N,WORK(N+1),\n & V,LDV,WORK(2*N+N*NR+NR+1),LWORK-2*N-N*NR-NR,IERR )\n ELSE\n* Last line of defense.\n* #:( This is a rather pathological case: no scaled condition\n* improvement after two pivoted QR factorizations. Other\n* possibility is that the rank revealing QR factorization\n* or the condition estimator has failed, or the COND_OK\n* is set very close to ONE (which is unnecessary). Normally,\n* this branch should never be executed, but in rare cases of\n* failure of the RRQR or condition estimator, the last line of\n* defense ensures that DGEJSV completes the task.\n* Compute the full SVD of L3 using DGESVJ with explicit\n* accumulation of Jacobi rotations.\n CALL DGESVJ( 'L', 'U', 'V', NR, NR, V, LDV, SVA, NR, U,\n & LDU, WORK(2*N+N*NR+NR+1), LWORK-2*N-N*NR-NR, INFO )\n SCALEM = WORK(2*N+N*NR+NR+1)\n NUMRANK = IDNINT(WORK(2*N+N*NR+NR+2))\n IF ( NR .LT. N ) THEN\n CALL DLASET( 'A',N-NR,NR,ZERO,ZERO,V(NR+1,1),LDV )\n CALL DLASET( 'A',NR,N-NR,ZERO,ZERO,V(1,NR+1),LDV )\n CALL DLASET( 'A',N-NR,N-NR,ZERO,ONE,V(NR+1,NR+1),LDV )\n END IF\n CALL DORMQR( 'L','N',N,N,NR,WORK(2*N+1),N,WORK(N+1),\n & V,LDV,WORK(2*N+N*NR+NR+1),LWORK-2*N-N*NR-NR,IERR )\n*\n CALL DORMLQ( 'L', 'T', NR, NR, NR, WORK(2*N+1), N,\n & WORK(2*N+N*NR+1), U, LDU, WORK(2*N+N*NR+NR+1),\n & LWORK-2*N-N*NR-NR, IERR )\n DO 773 q = 1, NR\n DO 772 p = 1, NR\n WORK(2*N+N*NR+NR+IWORK(N+p)) = U(p,q)\n 772 CONTINUE\n DO 774 p = 1, NR\n U(p,q) = WORK(2*N+N*NR+NR+p)\n 774 CONTINUE\n 773 CONTINUE\n*\n END IF\n*\n* Permute the rows of V using the (column) permutation from the\n* first QRF. Also, scale the columns to make them unit in\n* Euclidean norm. This applies to all cases.\n*\n TEMP1 = DSQRT(DBLE(N)) * EPSLN\n DO 1972 q = 1, N\n DO 972 p = 1, N\n WORK(2*N+N*NR+NR+IWORK(p)) = V(p,q)\n 972 CONTINUE\n DO 973 p = 1, N\n V(p,q) = WORK(2*N+N*NR+NR+p)\n 973 CONTINUE\n XSC = ONE / DNRM2( N, V(1,q), 1 )\n IF ( (XSC .LT. (ONE-TEMP1)) .OR. (XSC .GT. (ONE+TEMP1)) )\n & CALL DSCAL( N, XSC, V(1,q), 1 )\n 1972 CONTINUE\n* At this moment, V contains the right singular vectors of A.\n* Next, assemble the left singular vector matrix U (M x N).\n IF ( NR .LT. M ) THEN\n CALL DLASET( 'A', M-NR, NR, ZERO, ZERO, U(NR+1,1), LDU )\n IF ( NR .LT. N1 ) THEN\n CALL DLASET('A',NR,N1-NR,ZERO,ZERO,U(1,NR+1),LDU)\n CALL DLASET('A',M-NR,N1-NR,ZERO,ONE,U(NR+1,NR+1),LDU)\n END IF\n END IF\n*\n* The Q matrix from the first QRF is built into the left singular\n* matrix U. This applies to all cases.\n*\n CALL DORMQR( 'Left', 'No_Tr', M, N1, N, A, LDA, WORK, U,\n & LDU, WORK(N+1), LWORK-N, IERR )\n\n* The columns of U are normalized. The cost is O(M*N) flops.\n TEMP1 = DSQRT(DBLE(M)) * EPSLN\n DO 1973 p = 1, NR\n XSC = ONE / DNRM2( M, U(1,p), 1 )\n IF ( (XSC .LT. (ONE-TEMP1)) .OR. (XSC .GT. (ONE+TEMP1)) )\n & CALL DSCAL( M, XSC, U(1,p), 1 )\n 1973 CONTINUE\n*\n* If the initial QRF is computed with row pivoting, the left\n* singular vectors must be adjusted.\n*\n IF ( ROWPIV )\n & CALL DLASWP( N1, U, LDU, 1, M-1, IWORK(2*N+1), -1 )\n*\n ELSE\n*\n* .. the initial matrix A has almost orthogonal columns and\n* the second QRF is not needed\n*\n CALL DLACPY( 'Upper', N, N, A, LDA, WORK(N+1), N )\n IF ( L2PERT ) THEN\n XSC = DSQRT(SMALL)\n DO 5970 p = 2, N\n TEMP1 = XSC * WORK( N + (p-1)*N + p )\n DO 5971 q = 1, p - 1\n WORK(N+(q-1)*N+p)=-DSIGN(TEMP1,WORK(N+(p-1)*N+q))\n 5971 CONTINUE\n 5970 CONTINUE\n ELSE\n CALL DLASET( 'Lower',N-1,N-1,ZERO,ZERO,WORK(N+2),N )\n END IF\n*\n CALL DGESVJ( 'Upper', 'U', 'N', N, N, WORK(N+1), N, SVA,\n & N, U, LDU, WORK(N+N*N+1), LWORK-N-N*N, INFO )\n*\n SCALEM = WORK(N+N*N+1)\n NUMRANK = IDNINT(WORK(N+N*N+2))\n DO 6970 p = 1, N\n CALL DCOPY( N, WORK(N+(p-1)*N+1), 1, U(1,p), 1 )\n CALL DSCAL( N, SVA(p), WORK(N+(p-1)*N+1), 1 )\n 6970 CONTINUE\n*\n CALL DTRSM( 'Left', 'Upper', 'NoTrans', 'No UD', N, N,\n & ONE, A, LDA, WORK(N+1), N )\n DO 6972 p = 1, N\n CALL DCOPY( N, WORK(N+p), N, V(IWORK(p),1), LDV )\n 6972 CONTINUE\n TEMP1 = DSQRT(DBLE(N))*EPSLN\n DO 6971 p = 1, N\n XSC = ONE / DNRM2( N, V(1,p), 1 )\n IF ( (XSC .LT. (ONE-TEMP1)) .OR. (XSC .GT. (ONE+TEMP1)) )\n & CALL DSCAL( N, XSC, V(1,p), 1 )\n 6971 CONTINUE\n*\n* Assemble the left singular vector matrix U (M x N).\n*\n IF ( N .LT. M ) THEN\n CALL DLASET( 'A', M-N, N, ZERO, ZERO, U(N+1,1), LDU )\n IF ( N .LT. N1 ) THEN\n CALL DLASET( 'A',N, N1-N, ZERO, ZERO, U(1,N+1),LDU )\n CALL DLASET( 'A',M-N,N1-N, ZERO, ONE,U(N+1,N+1),LDU )\n END IF\n END IF\n CALL DORMQR( 'Left', 'No Tr', M, N1, N, A, LDA, WORK, U,\n & LDU, WORK(N+1), LWORK-N, IERR )\n TEMP1 = DSQRT(DBLE(M))*EPSLN\n DO 6973 p = 1, N1\n XSC = ONE / DNRM2( M, U(1,p), 1 )\n IF ( (XSC .LT. (ONE-TEMP1)) .OR. (XSC .GT. (ONE+TEMP1)) )\n & CALL DSCAL( M, XSC, U(1,p), 1 )\n 6973 CONTINUE\n*\n IF ( ROWPIV )\n & CALL DLASWP( N1, U, LDU, 1, M-1, IWORK(2*N+1), -1 )\n*\n END IF\n*\n* end of the >> almost orthogonal case << in the full SVD\n*\n ELSE\n*\n* This branch deploys a preconditioned Jacobi SVD with explicitly\n* accumulated rotations. It is included as optional, mainly for\n* experimental purposes. It does perfom well, and can also be used.\n* In this implementation, this branch will be automatically activated\n* if the condition number sigma_max(A) / sigma_min(A) is predicted\n* to be greater than the overflow threshold. This is because the\n* a posteriori computation of the singular vectors assumes robust\n* implementation of BLAS and some LAPACK procedures, capable of working\n* in presence of extreme values. Since that is not always the case, ...\n*\n DO 7968 p = 1, NR\n CALL DCOPY( N-p+1, A(p,p), LDA, V(p,p), 1 )\n 7968 CONTINUE\n*\n IF ( L2PERT ) THEN\n XSC = DSQRT(SMALL/EPSLN)\n DO 5969 q = 1, NR\n TEMP1 = XSC*DABS( V(q,q) )\n DO 5968 p = 1, N\n IF ( ( p .GT. q ) .AND. ( DABS(V(p,q)) .LE. TEMP1 )\n & .OR. ( p .LT. q ) )\n & V(p,q) = DSIGN( TEMP1, V(p,q) )\n IF ( p. LT. q ) V(p,q) = - V(p,q)\n 5968 CONTINUE\n 5969 CONTINUE\n ELSE\n CALL DLASET( 'U', NR-1, NR-1, ZERO, ZERO, V(1,2), LDV )\n END IF\n\n CALL DGEQRF( N, NR, V, LDV, WORK(N+1), WORK(2*N+1),\n & LWORK-2*N, IERR )\n CALL DLACPY( 'L', N, NR, V, LDV, WORK(2*N+1), N )\n*\n DO 7969 p = 1, NR\n CALL DCOPY( NR-p+1, V(p,p), LDV, U(p,p), 1 )\n 7969 CONTINUE\n\n IF ( L2PERT ) THEN\n XSC = DSQRT(SMALL/EPSLN)\n DO 9970 q = 2, NR\n DO 9971 p = 1, q - 1\n TEMP1 = XSC * DMIN1(DABS(U(p,p)),DABS(U(q,q)))\n U(p,q) = - DSIGN( TEMP1, U(q,p) )\n 9971 CONTINUE\n 9970 CONTINUE\n ELSE\n CALL DLASET('U', NR-1, NR-1, ZERO, ZERO, U(1,2), LDU )\n END IF\n\n CALL DGESVJ( 'G', 'U', 'V', NR, NR, U, LDU, SVA,\n & N, V, LDV, WORK(2*N+N*NR+1), LWORK-2*N-N*NR, INFO )\n SCALEM = WORK(2*N+N*NR+1)\n NUMRANK = IDNINT(WORK(2*N+N*NR+2))\n\n IF ( NR .LT. N ) THEN\n CALL DLASET( 'A',N-NR,NR,ZERO,ZERO,V(NR+1,1),LDV )\n CALL DLASET( 'A',NR,N-NR,ZERO,ZERO,V(1,NR+1),LDV )\n CALL DLASET( 'A',N-NR,N-NR,ZERO,ONE,V(NR+1,NR+1),LDV )\n END IF\n\n CALL DORMQR( 'L','N',N,N,NR,WORK(2*N+1),N,WORK(N+1),\n & V,LDV,WORK(2*N+N*NR+NR+1),LWORK-2*N-N*NR-NR,IERR )\n*\n* Permute the rows of V using the (column) permutation from the\n* first QRF. Also, scale the columns to make them unit in\n* Euclidean norm. This applies to all cases.\n*\n TEMP1 = DSQRT(DBLE(N)) * EPSLN\n DO 7972 q = 1, N\n DO 8972 p = 1, N\n WORK(2*N+N*NR+NR+IWORK(p)) = V(p,q)\n 8972 CONTINUE\n DO 8973 p = 1, N\n V(p,q) = WORK(2*N+N*NR+NR+p)\n 8973 CONTINUE\n XSC = ONE / DNRM2( N, V(1,q), 1 )\n IF ( (XSC .LT. (ONE-TEMP1)) .OR. (XSC .GT. (ONE+TEMP1)) )\n & CALL DSCAL( N, XSC, V(1,q), 1 )\n 7972 CONTINUE\n*\n* At this moment, V contains the right singular vectors of A.\n* Next, assemble the left singular vector matrix U (M x N).\n*\n IF ( NR .LT. M ) THEN\n CALL DLASET( 'A', M-NR, NR, ZERO, ZERO, U(NR+1,1), LDU )\n IF ( NR .LT. N1 ) THEN\n CALL DLASET( 'A',NR, N1-NR, ZERO, ZERO, U(1,NR+1),LDU )\n CALL DLASET( 'A',M-NR,N1-NR, ZERO, ONE,U(NR+1,NR+1),LDU )\n END IF\n END IF\n*\n CALL DORMQR( 'Left', 'No Tr', M, N1, N, A, LDA, WORK, U,\n & LDU, WORK(N+1), LWORK-N, IERR )\n*\n IF ( ROWPIV )\n & CALL DLASWP( N1, U, LDU, 1, M-1, IWORK(2*N+1), -1 )\n*\n*\n END IF\n IF ( TRANSP ) THEN\n* .. swap U and V because the procedure worked on A^t\n DO 6974 p = 1, N\n CALL DSWAP( N, U(1,p), 1, V(1,p), 1 )\n 6974 CONTINUE\n END IF\n*\n END IF\n* end of the full SVD\n*\n* Undo scaling, if necessary (and possible)\n*\n IF ( USCAL2 .LE. (BIG/SVA(1))*USCAL1 ) THEN\n CALL DLASCL( 'G', 0, 0, USCAL1, USCAL2, NR, 1, SVA, N, IERR )\n USCAL1 = ONE\n USCAL2 = ONE\n END IF\n*\n IF ( NR .LT. N ) THEN\n DO 3004 p = NR+1, N\n SVA(p) = ZERO\n 3004 CONTINUE\n END IF\n*\n WORK(1) = USCAL2 * SCALEM\n WORK(2) = USCAL1\n IF ( ERREST ) WORK(3) = SCONDA\n IF ( LSVEC .AND. RSVEC ) THEN\n WORK(4) = CONDR1\n WORK(5) = CONDR2\n END IF\n IF ( L2TRAN ) THEN\n WORK(6) = ENTRA\n WORK(7) = ENTRAT\n END IF\n*\n IWORK(1) = NR\n IWORK(2) = NUMRANK\n IWORK(3) = WARNING\n*\n RETURN\n* ..\n* .. END OF DGEJSV\n* ..\n END\n*\n\n");
52
+ return Qnil;
53
+ }
54
+ if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
55
+ printf("%s\n", "USAGE:\n sva, u, v, iwork, info, work = NumRu::Lapack.dgejsv( joba, jobu, jobv, jobr, jobt, jobp, m, a, work, [:lwork => lwork, :usage => usage, :help => help])\n");
56
+ return Qnil;
57
+ }
58
+ } else
59
+ rblapack_options = Qnil;
60
+ if (argc != 9 && argc != 10)
61
+ rb_raise(rb_eArgError,"wrong number of arguments (%d for 9)", argc);
62
+ rblapack_joba = argv[0];
63
+ rblapack_jobu = argv[1];
64
+ rblapack_jobv = argv[2];
65
+ rblapack_jobr = argv[3];
66
+ rblapack_jobt = argv[4];
67
+ rblapack_jobp = argv[5];
68
+ rblapack_m = argv[6];
69
+ rblapack_a = argv[7];
70
+ rblapack_work = argv[8];
71
+ if (argc == 10) {
72
+ rblapack_lwork = argv[9];
73
+ } else if (rblapack_options != Qnil) {
74
+ rblapack_lwork = rb_hash_aref(rblapack_options, ID2SYM(rb_intern("lwork")));
75
+ } else {
76
+ rblapack_lwork = Qnil;
77
+ }
78
+
79
+ if (!NA_IsNArray(rblapack_a))
80
+ rb_raise(rb_eArgError, "a (8th argument) must be NArray");
81
+ if (NA_RANK(rblapack_a) != 2)
82
+ rb_raise(rb_eArgError, "rank of a (8th argument) must be %d", 2);
83
+ lda = NA_SHAPE0(rblapack_a);
84
+ n = NA_SHAPE1(rblapack_a);
85
+ if (NA_TYPE(rblapack_a) != NA_DFLOAT)
86
+ rblapack_a = na_change_type(rblapack_a, NA_DFLOAT);
87
+ a = NA_PTR_TYPE(rblapack_a, doublereal*);
88
+ m = NUM2INT(rblapack_m);
89
+ jobu = StringValueCStr(rblapack_jobu)[0];
90
+ jobv = StringValueCStr(rblapack_jobv)[0];
91
+ ldu = (lsame_(&jobu,"U")||lsame_(&jobu,"F")||lsame_(&jobu,"W")) ? m : 1;
92
+ if (!NA_IsNArray(rblapack_work))
93
+ rb_raise(rb_eArgError, "work (9th argument) must be NArray");
94
+ if (NA_RANK(rblapack_work) != 1)
95
+ rb_raise(rb_eArgError, "rank of work (9th argument) must be %d", 1);
96
+ lwork = NA_SHAPE0(rblapack_work);
97
+ if (NA_TYPE(rblapack_work) != NA_DFLOAT)
98
+ rblapack_work = na_change_type(rblapack_work, NA_DFLOAT);
99
+ work = NA_PTR_TYPE(rblapack_work, doublereal*);
100
+ jobr = StringValueCStr(rblapack_jobr)[0];
101
+ if (rblapack_lwork == Qnil)
102
+ lwork = (lsame_(&jobu,"N")&&lsame_(&jobv,"N")) ? MAX(MAX(2*m+n,4*n+n*n),7) : lsame_(&jobv,"V") ? MAX(2*n+m,7) : ((lsame_(&jobu,"U")||lsame_(&jobu,"F"))&&lsame_(&jobv,"V")) ? MAX(MAX(6*n+2*n*n,m+3*n+n*n),7) : MAX(2*n+m,7);
103
+ else {
104
+ lwork = NUM2INT(rblapack_lwork);
105
+ }
106
+ ldv = (lsame_(&jobu,"U")||lsame_(&jobu,"F")||lsame_(&jobu,"W")) ? n : 1;
107
+ jobt = StringValueCStr(rblapack_jobt)[0];
108
+ jobp = StringValueCStr(rblapack_jobp)[0];
109
+ joba = StringValueCStr(rblapack_joba)[0];
110
+ {
111
+ int shape[1];
112
+ shape[0] = n;
113
+ rblapack_sva = na_make_object(NA_DFLOAT, 1, shape, cNArray);
114
+ }
115
+ sva = NA_PTR_TYPE(rblapack_sva, doublereal*);
116
+ {
117
+ int shape[2];
118
+ shape[0] = ldu;
119
+ shape[1] = n;
120
+ rblapack_u = na_make_object(NA_DFLOAT, 2, shape, cNArray);
121
+ }
122
+ u = NA_PTR_TYPE(rblapack_u, doublereal*);
123
+ {
124
+ int shape[2];
125
+ shape[0] = ldv;
126
+ shape[1] = n;
127
+ rblapack_v = na_make_object(NA_DFLOAT, 2, shape, cNArray);
128
+ }
129
+ v = NA_PTR_TYPE(rblapack_v, doublereal*);
130
+ {
131
+ int shape[1];
132
+ shape[0] = m+3*n;
133
+ rblapack_iwork = na_make_object(NA_LINT, 1, shape, cNArray);
134
+ }
135
+ iwork = NA_PTR_TYPE(rblapack_iwork, integer*);
136
+ {
137
+ int shape[1];
138
+ shape[0] = lwork;
139
+ rblapack_work_out__ = na_make_object(NA_DFLOAT, 1, shape, cNArray);
140
+ }
141
+ work_out__ = NA_PTR_TYPE(rblapack_work_out__, doublereal*);
142
+ MEMCPY(work_out__, work, doublereal, NA_TOTAL(rblapack_work));
143
+ rblapack_work = rblapack_work_out__;
144
+ work = work_out__;
145
+
146
+ dgejsv_(&joba, &jobu, &jobv, &jobr, &jobt, &jobp, &m, &n, a, &lda, sva, u, &ldu, v, &ldv, work, &lwork, iwork, &info);
147
+
148
+ rblapack_info = INT2NUM(info);
149
+ return rb_ary_new3(6, rblapack_sva, rblapack_u, rblapack_v, rblapack_iwork, rblapack_info, rblapack_work);
150
+ }
151
+
152
+ void
153
+ init_lapack_dgejsv(VALUE mLapack){
154
+ rb_define_module_function(mLapack, "dgejsv", rblapack_dgejsv, -1);
155
+ }
data/ext/dgelq2.c ADDED
@@ -0,0 +1,82 @@
1
+ #include "rb_lapack.h"
2
+
3
+ extern VOID dgelq2_(integer* m, integer* n, doublereal* a, integer* lda, doublereal* tau, doublereal* work, integer* info);
4
+
5
+
6
+ static VALUE
7
+ rblapack_dgelq2(int argc, VALUE *argv, VALUE self){
8
+ VALUE rblapack_a;
9
+ doublereal *a;
10
+ VALUE rblapack_tau;
11
+ doublereal *tau;
12
+ VALUE rblapack_info;
13
+ integer info;
14
+ VALUE rblapack_a_out__;
15
+ doublereal *a_out__;
16
+ doublereal *work;
17
+
18
+ integer lda;
19
+ integer n;
20
+ integer m;
21
+
22
+ VALUE rblapack_options;
23
+ if (argc > 0 && TYPE(argv[argc-1]) == T_HASH) {
24
+ argc--;
25
+ rblapack_options = argv[argc];
26
+ if (rb_hash_aref(rblapack_options, sHelp) == Qtrue) {
27
+ printf("%s\n", "USAGE:\n tau, info, a = NumRu::Lapack.dgelq2( a, [:usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n SUBROUTINE DGELQ2( M, N, A, LDA, TAU, WORK, INFO )\n\n* Purpose\n* =======\n*\n* DGELQ2 computes an LQ factorization of a real m by n matrix A:\n* A = L * Q.\n*\n\n* Arguments\n* =========\n*\n* M (input) INTEGER\n* The number of rows of the matrix A. M >= 0.\n*\n* N (input) INTEGER\n* The number of columns of the matrix A. N >= 0.\n*\n* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)\n* On entry, the m by n matrix A.\n* On exit, the elements on and below the diagonal of the array\n* contain the m by min(m,n) lower trapezoidal matrix L (L is\n* lower triangular if m <= n); the elements above the diagonal,\n* with the array TAU, represent the orthogonal matrix Q as a\n* product of elementary reflectors (see Further Details).\n*\n* LDA (input) INTEGER\n* The leading dimension of the array A. LDA >= max(1,M).\n*\n* TAU (output) DOUBLE PRECISION array, dimension (min(M,N))\n* The scalar factors of the elementary reflectors (see Further\n* Details).\n*\n* WORK (workspace) DOUBLE PRECISION array, dimension (M)\n*\n* INFO (output) INTEGER\n* = 0: successful exit\n* < 0: if INFO = -i, the i-th argument had an illegal value\n*\n\n* Further Details\n* ===============\n*\n* The matrix Q is represented as a product of elementary reflectors\n*\n* Q = H(k) . . . H(2) H(1), where k = min(m,n).\n*\n* Each H(i) has the form\n*\n* H(i) = I - tau * v * v'\n*\n* where tau is a real scalar, and v is a real vector with\n* v(1:i-1) = 0 and v(i) = 1; v(i+1:n) is stored on exit in A(i,i+1:n),\n* and tau in TAU(i).\n*\n* =====================================================================\n*\n\n");
28
+ return Qnil;
29
+ }
30
+ if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
31
+ printf("%s\n", "USAGE:\n tau, info, a = NumRu::Lapack.dgelq2( a, [:usage => usage, :help => help])\n");
32
+ return Qnil;
33
+ }
34
+ } else
35
+ rblapack_options = Qnil;
36
+ if (argc != 1 && argc != 1)
37
+ rb_raise(rb_eArgError,"wrong number of arguments (%d for 1)", argc);
38
+ rblapack_a = argv[0];
39
+ if (argc == 1) {
40
+ } else if (rblapack_options != Qnil) {
41
+ } else {
42
+ }
43
+
44
+ if (!NA_IsNArray(rblapack_a))
45
+ rb_raise(rb_eArgError, "a (1th argument) must be NArray");
46
+ if (NA_RANK(rblapack_a) != 2)
47
+ rb_raise(rb_eArgError, "rank of a (1th argument) must be %d", 2);
48
+ lda = NA_SHAPE0(rblapack_a);
49
+ n = NA_SHAPE1(rblapack_a);
50
+ if (NA_TYPE(rblapack_a) != NA_DFLOAT)
51
+ rblapack_a = na_change_type(rblapack_a, NA_DFLOAT);
52
+ a = NA_PTR_TYPE(rblapack_a, doublereal*);
53
+ m = lda;
54
+ {
55
+ int shape[1];
56
+ shape[0] = MIN(m,n);
57
+ rblapack_tau = na_make_object(NA_DFLOAT, 1, shape, cNArray);
58
+ }
59
+ tau = NA_PTR_TYPE(rblapack_tau, doublereal*);
60
+ {
61
+ int shape[2];
62
+ shape[0] = lda;
63
+ shape[1] = n;
64
+ rblapack_a_out__ = na_make_object(NA_DFLOAT, 2, shape, cNArray);
65
+ }
66
+ a_out__ = NA_PTR_TYPE(rblapack_a_out__, doublereal*);
67
+ MEMCPY(a_out__, a, doublereal, NA_TOTAL(rblapack_a));
68
+ rblapack_a = rblapack_a_out__;
69
+ a = a_out__;
70
+ work = ALLOC_N(doublereal, (m));
71
+
72
+ dgelq2_(&m, &n, a, &lda, tau, work, &info);
73
+
74
+ free(work);
75
+ rblapack_info = INT2NUM(info);
76
+ return rb_ary_new3(3, rblapack_tau, rblapack_info, rblapack_a);
77
+ }
78
+
79
+ void
80
+ init_lapack_dgelq2(VALUE mLapack){
81
+ rb_define_module_function(mLapack, "dgelq2", rblapack_dgelq2, -1);
82
+ }
data/ext/dgelqf.c ADDED
@@ -0,0 +1,99 @@
1
+ #include "rb_lapack.h"
2
+
3
+ extern VOID dgelqf_(integer* m, integer* n, doublereal* a, integer* lda, doublereal* tau, doublereal* work, integer* lwork, integer* info);
4
+
5
+
6
+ static VALUE
7
+ rblapack_dgelqf(int argc, VALUE *argv, VALUE self){
8
+ VALUE rblapack_m;
9
+ integer m;
10
+ VALUE rblapack_a;
11
+ doublereal *a;
12
+ VALUE rblapack_lwork;
13
+ integer lwork;
14
+ VALUE rblapack_tau;
15
+ doublereal *tau;
16
+ VALUE rblapack_work;
17
+ doublereal *work;
18
+ VALUE rblapack_info;
19
+ integer info;
20
+ VALUE rblapack_a_out__;
21
+ doublereal *a_out__;
22
+
23
+ integer lda;
24
+ integer n;
25
+
26
+ VALUE rblapack_options;
27
+ if (argc > 0 && TYPE(argv[argc-1]) == T_HASH) {
28
+ argc--;
29
+ rblapack_options = argv[argc];
30
+ if (rb_hash_aref(rblapack_options, sHelp) == Qtrue) {
31
+ printf("%s\n", "USAGE:\n tau, work, info, a = NumRu::Lapack.dgelqf( m, a, [:lwork => lwork, :usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n SUBROUTINE DGELQF( M, N, A, LDA, TAU, WORK, LWORK, INFO )\n\n* Purpose\n* =======\n*\n* DGELQF computes an LQ factorization of a real M-by-N matrix A:\n* A = L * Q.\n*\n\n* Arguments\n* =========\n*\n* M (input) INTEGER\n* The number of rows of the matrix A. M >= 0.\n*\n* N (input) INTEGER\n* The number of columns of the matrix A. N >= 0.\n*\n* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)\n* On entry, the M-by-N matrix A.\n* On exit, the elements on and below the diagonal of the array\n* contain the m-by-min(m,n) lower trapezoidal matrix L (L is\n* lower triangular if m <= n); the elements above the diagonal,\n* with the array TAU, represent the orthogonal matrix Q as a\n* product of elementary reflectors (see Further Details).\n*\n* LDA (input) INTEGER\n* The leading dimension of the array A. LDA >= max(1,M).\n*\n* TAU (output) DOUBLE PRECISION array, dimension (min(M,N))\n* The scalar factors of the elementary reflectors (see Further\n* Details).\n*\n* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))\n* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.\n*\n* LWORK (input) INTEGER\n* The dimension of the array WORK. LWORK >= max(1,M).\n* For optimum performance LWORK >= M*NB, where NB is the\n* optimal blocksize.\n*\n* If LWORK = -1, then a workspace query is assumed; the routine\n* only calculates the optimal size of the WORK array, returns\n* this value as the first entry of the WORK array, and no error\n* message related to LWORK is issued by XERBLA.\n*\n* INFO (output) INTEGER\n* = 0: successful exit\n* < 0: if INFO = -i, the i-th argument had an illegal value\n*\n\n* Further Details\n* ===============\n*\n* The matrix Q is represented as a product of elementary reflectors\n*\n* Q = H(k) . . . H(2) H(1), where k = min(m,n).\n*\n* Each H(i) has the form\n*\n* H(i) = I - tau * v * v'\n*\n* where tau is a real scalar, and v is a real vector with\n* v(1:i-1) = 0 and v(i) = 1; v(i+1:n) is stored on exit in A(i,i+1:n),\n* and tau in TAU(i).\n*\n* =====================================================================\n*\n* .. Local Scalars ..\n LOGICAL LQUERY\n INTEGER I, IB, IINFO, IWS, K, LDWORK, LWKOPT, NB,\n $ NBMIN, NX\n* ..\n* .. External Subroutines ..\n EXTERNAL DGELQ2, DLARFB, DLARFT, XERBLA\n* ..\n* .. Intrinsic Functions ..\n INTRINSIC MAX, MIN\n* ..\n* .. External Functions ..\n INTEGER ILAENV\n EXTERNAL ILAENV\n* ..\n\n");
32
+ return Qnil;
33
+ }
34
+ if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
35
+ printf("%s\n", "USAGE:\n tau, work, info, a = NumRu::Lapack.dgelqf( m, a, [:lwork => lwork, :usage => usage, :help => help])\n");
36
+ return Qnil;
37
+ }
38
+ } else
39
+ rblapack_options = Qnil;
40
+ if (argc != 2 && argc != 3)
41
+ rb_raise(rb_eArgError,"wrong number of arguments (%d for 2)", argc);
42
+ rblapack_m = argv[0];
43
+ rblapack_a = argv[1];
44
+ if (argc == 3) {
45
+ rblapack_lwork = argv[2];
46
+ } else if (rblapack_options != Qnil) {
47
+ rblapack_lwork = rb_hash_aref(rblapack_options, ID2SYM(rb_intern("lwork")));
48
+ } else {
49
+ rblapack_lwork = Qnil;
50
+ }
51
+
52
+ if (!NA_IsNArray(rblapack_a))
53
+ rb_raise(rb_eArgError, "a (2th argument) must be NArray");
54
+ if (NA_RANK(rblapack_a) != 2)
55
+ rb_raise(rb_eArgError, "rank of a (2th argument) must be %d", 2);
56
+ lda = NA_SHAPE0(rblapack_a);
57
+ n = NA_SHAPE1(rblapack_a);
58
+ if (NA_TYPE(rblapack_a) != NA_DFLOAT)
59
+ rblapack_a = na_change_type(rblapack_a, NA_DFLOAT);
60
+ a = NA_PTR_TYPE(rblapack_a, doublereal*);
61
+ m = NUM2INT(rblapack_m);
62
+ if (rblapack_lwork == Qnil)
63
+ lwork = m;
64
+ else {
65
+ lwork = NUM2INT(rblapack_lwork);
66
+ }
67
+ {
68
+ int shape[1];
69
+ shape[0] = MIN(m,n);
70
+ rblapack_tau = na_make_object(NA_DFLOAT, 1, shape, cNArray);
71
+ }
72
+ tau = NA_PTR_TYPE(rblapack_tau, doublereal*);
73
+ {
74
+ int shape[1];
75
+ shape[0] = MAX(1,lwork);
76
+ rblapack_work = na_make_object(NA_DFLOAT, 1, shape, cNArray);
77
+ }
78
+ work = NA_PTR_TYPE(rblapack_work, doublereal*);
79
+ {
80
+ int shape[2];
81
+ shape[0] = lda;
82
+ shape[1] = n;
83
+ rblapack_a_out__ = na_make_object(NA_DFLOAT, 2, shape, cNArray);
84
+ }
85
+ a_out__ = NA_PTR_TYPE(rblapack_a_out__, doublereal*);
86
+ MEMCPY(a_out__, a, doublereal, NA_TOTAL(rblapack_a));
87
+ rblapack_a = rblapack_a_out__;
88
+ a = a_out__;
89
+
90
+ dgelqf_(&m, &n, a, &lda, tau, work, &lwork, &info);
91
+
92
+ rblapack_info = INT2NUM(info);
93
+ return rb_ary_new3(4, rblapack_tau, rblapack_work, rblapack_info, rblapack_a);
94
+ }
95
+
96
+ void
97
+ init_lapack_dgelqf(VALUE mLapack){
98
+ rb_define_module_function(mLapack, "dgelqf", rblapack_dgelqf, -1);
99
+ }
data/ext/dgels.c ADDED
@@ -0,0 +1,133 @@
1
+ #include "rb_lapack.h"
2
+
3
+ extern VOID dgels_(char* trans, integer* m, integer* n, integer* nrhs, doublereal* a, integer* lda, doublereal* b, integer* ldb, doublereal* work, integer* lwork, integer* info);
4
+
5
+
6
+ static VALUE
7
+ rblapack_dgels(int argc, VALUE *argv, VALUE self){
8
+ VALUE rblapack_trans;
9
+ char trans;
10
+ VALUE rblapack_a;
11
+ doublereal *a;
12
+ VALUE rblapack_b;
13
+ doublereal *b;
14
+ VALUE rblapack_lwork;
15
+ integer lwork;
16
+ VALUE rblapack_work;
17
+ doublereal *work;
18
+ VALUE rblapack_info;
19
+ integer info;
20
+ VALUE rblapack_a_out__;
21
+ doublereal *a_out__;
22
+ VALUE rblapack_b_out__;
23
+ doublereal *b_out__;
24
+
25
+ integer lda;
26
+ integer n;
27
+ integer m;
28
+ integer nrhs;
29
+ integer ldb;
30
+
31
+ VALUE rblapack_options;
32
+ if (argc > 0 && TYPE(argv[argc-1]) == T_HASH) {
33
+ argc--;
34
+ rblapack_options = argv[argc];
35
+ if (rb_hash_aref(rblapack_options, sHelp) == Qtrue) {
36
+ printf("%s\n", "USAGE:\n work, info, a, b = NumRu::Lapack.dgels( trans, a, b, [:lwork => lwork, :usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n SUBROUTINE DGELS( TRANS, M, N, NRHS, A, LDA, B, LDB, WORK, LWORK, INFO )\n\n* Purpose\n* =======\n*\n* DGELS solves overdetermined or underdetermined real linear systems\n* involving an M-by-N matrix A, or its transpose, using a QR or LQ\n* factorization of A. It is assumed that A has full rank.\n*\n* The following options are provided:\n*\n* 1. If TRANS = 'N' and m >= n: find the least squares solution of\n* an overdetermined system, i.e., solve the least squares problem\n* minimize || B - A*X ||.\n*\n* 2. If TRANS = 'N' and m < n: find the minimum norm solution of\n* an underdetermined system A * X = B.\n*\n* 3. If TRANS = 'T' and m >= n: find the minimum norm solution of\n* an undetermined system A**T * X = B.\n*\n* 4. If TRANS = 'T' and m < n: find the least squares solution of\n* an overdetermined system, i.e., solve the least squares problem\n* minimize || B - A**T * X ||.\n*\n* Several right hand side vectors b and solution vectors x can be\n* handled in a single call; they are stored as the columns of the\n* M-by-NRHS right hand side matrix B and the N-by-NRHS solution\n* matrix X.\n*\n\n* Arguments\n* =========\n*\n* TRANS (input) CHARACTER*1\n* = 'N': the linear system involves A;\n* = 'T': the linear system involves A**T.\n*\n* M (input) INTEGER\n* The number of rows of the matrix A. M >= 0.\n*\n* N (input) INTEGER\n* The number of columns of the matrix A. N >= 0.\n*\n* NRHS (input) INTEGER\n* The number of right hand sides, i.e., the number of\n* columns of the matrices B and X. NRHS >=0.\n*\n* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)\n* On entry, the M-by-N matrix A.\n* On exit,\n* if M >= N, A is overwritten by details of its QR\n* factorization as returned by DGEQRF;\n* if M < N, A is overwritten by details of its LQ\n* factorization as returned by DGELQF.\n*\n* LDA (input) INTEGER\n* The leading dimension of the array A. LDA >= max(1,M).\n*\n* B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS)\n* On entry, the matrix B of right hand side vectors, stored\n* columnwise; B is M-by-NRHS if TRANS = 'N', or N-by-NRHS\n* if TRANS = 'T'.\n* On exit, if INFO = 0, B is overwritten by the solution\n* vectors, stored columnwise:\n* if TRANS = 'N' and m >= n, rows 1 to n of B contain the least\n* squares solution vectors; the residual sum of squares for the\n* solution in each column is given by the sum of squares of\n* elements N+1 to M in that column;\n* if TRANS = 'N' and m < n, rows 1 to N of B contain the\n* minimum norm solution vectors;\n* if TRANS = 'T' and m >= n, rows 1 to M of B contain the\n* minimum norm solution vectors;\n* if TRANS = 'T' and m < n, rows 1 to M of B contain the\n* least squares solution vectors; the residual sum of squares\n* for the solution in each column is given by the sum of\n* squares of elements M+1 to N in that column.\n*\n* LDB (input) INTEGER\n* The leading dimension of the array B. LDB >= MAX(1,M,N).\n*\n* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))\n* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.\n*\n* LWORK (input) INTEGER\n* The dimension of the array WORK.\n* LWORK >= max( 1, MN + max( MN, NRHS ) ).\n* For optimal performance,\n* LWORK >= max( 1, MN + max( MN, NRHS )*NB ).\n* where MN = min(M,N) and NB is the optimum block size.\n*\n* If LWORK = -1, then a workspace query is assumed; the routine\n* only calculates the optimal size of the WORK array, returns\n* this value as the first entry of the WORK array, and no error\n* message related to LWORK is issued by XERBLA.\n*\n* INFO (output) INTEGER\n* = 0: successful exit\n* < 0: if INFO = -i, the i-th argument had an illegal value\n* > 0: if INFO = i, the i-th diagonal element of the\n* triangular factor of A is zero, so that A does not have\n* full rank; the least squares solution could not be\n* computed.\n*\n\n* =====================================================================\n*\n\n");
37
+ return Qnil;
38
+ }
39
+ if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
40
+ printf("%s\n", "USAGE:\n work, info, a, b = NumRu::Lapack.dgels( trans, a, b, [:lwork => lwork, :usage => usage, :help => help])\n");
41
+ return Qnil;
42
+ }
43
+ } else
44
+ rblapack_options = Qnil;
45
+ if (argc != 3 && argc != 4)
46
+ rb_raise(rb_eArgError,"wrong number of arguments (%d for 3)", argc);
47
+ rblapack_trans = argv[0];
48
+ rblapack_a = argv[1];
49
+ rblapack_b = argv[2];
50
+ if (argc == 4) {
51
+ rblapack_lwork = argv[3];
52
+ } else if (rblapack_options != Qnil) {
53
+ rblapack_lwork = rb_hash_aref(rblapack_options, ID2SYM(rb_intern("lwork")));
54
+ } else {
55
+ rblapack_lwork = Qnil;
56
+ }
57
+
58
+ if (!NA_IsNArray(rblapack_a))
59
+ rb_raise(rb_eArgError, "a (2th argument) must be NArray");
60
+ if (NA_RANK(rblapack_a) != 2)
61
+ rb_raise(rb_eArgError, "rank of a (2th argument) must be %d", 2);
62
+ lda = NA_SHAPE0(rblapack_a);
63
+ n = NA_SHAPE1(rblapack_a);
64
+ if (NA_TYPE(rblapack_a) != NA_DFLOAT)
65
+ rblapack_a = na_change_type(rblapack_a, NA_DFLOAT);
66
+ a = NA_PTR_TYPE(rblapack_a, doublereal*);
67
+ trans = StringValueCStr(rblapack_trans)[0];
68
+ m = lda;
69
+ ldb = MAX(m,n);
70
+ if (!NA_IsNArray(rblapack_b))
71
+ rb_raise(rb_eArgError, "b (3th argument) must be NArray");
72
+ if (NA_RANK(rblapack_b) != 2)
73
+ rb_raise(rb_eArgError, "rank of b (3th argument) must be %d", 2);
74
+ if (NA_SHAPE0(rblapack_b) != m)
75
+ rb_raise(rb_eRuntimeError, "shape 0 of b must be lda");
76
+ nrhs = NA_SHAPE1(rblapack_b);
77
+ if (NA_TYPE(rblapack_b) != NA_DFLOAT)
78
+ rblapack_b = na_change_type(rblapack_b, NA_DFLOAT);
79
+ b = NA_PTR_TYPE(rblapack_b, doublereal*);
80
+ if (rblapack_lwork == Qnil)
81
+ lwork = MIN(m,n) + MAX(MIN(m,n),nrhs);
82
+ else {
83
+ lwork = NUM2INT(rblapack_lwork);
84
+ }
85
+ {
86
+ int shape[1];
87
+ shape[0] = MAX(1,lwork);
88
+ rblapack_work = na_make_object(NA_DFLOAT, 1, shape, cNArray);
89
+ }
90
+ work = NA_PTR_TYPE(rblapack_work, doublereal*);
91
+ {
92
+ int shape[2];
93
+ shape[0] = lda;
94
+ shape[1] = n;
95
+ rblapack_a_out__ = na_make_object(NA_DFLOAT, 2, shape, cNArray);
96
+ }
97
+ a_out__ = NA_PTR_TYPE(rblapack_a_out__, doublereal*);
98
+ MEMCPY(a_out__, a, doublereal, NA_TOTAL(rblapack_a));
99
+ rblapack_a = rblapack_a_out__;
100
+ a = a_out__;
101
+ {
102
+ int shape[2];
103
+ shape[0] = MAX(m, n);
104
+ shape[1] = nrhs;
105
+ rblapack_b_out__ = na_make_object(NA_DFLOAT, 2, shape, cNArray);
106
+ }
107
+ b_out__ = NA_PTR_TYPE(rblapack_b_out__, doublereal*);
108
+ {
109
+ VALUE __shape__[3];
110
+ __shape__[0] = m < n ? rb_range_new(rblapack_ZERO, INT2NUM(m), Qtrue) : Qtrue;
111
+ __shape__[1] = Qtrue;
112
+ __shape__[2] = rblapack_b;
113
+ na_aset(3, __shape__, rblapack_b_out__);
114
+ }
115
+ rblapack_b = rblapack_b_out__;
116
+ b = b_out__;
117
+
118
+ dgels_(&trans, &m, &n, &nrhs, a, &lda, b, &ldb, work, &lwork, &info);
119
+
120
+ rblapack_info = INT2NUM(info);
121
+ {
122
+ VALUE __shape__[2];
123
+ __shape__[0] = m < n ? Qtrue : rb_range_new(rblapack_ZERO, INT2NUM(n), Qtrue);
124
+ __shape__[1] = Qtrue;
125
+ rblapack_b = na_aref(2, __shape__, rblapack_b);
126
+ }
127
+ return rb_ary_new3(4, rblapack_work, rblapack_info, rblapack_a, rblapack_b);
128
+ }
129
+
130
+ void
131
+ init_lapack_dgels(VALUE mLapack){
132
+ rb_define_module_function(mLapack, "dgels", rblapack_dgels, -1);
133
+ }