! \brief DGGSVD3 computes the singular value decomposition (SVD) for OTHER matrices ! ! =========== DOCUMENTATION =========== ! ! Online html documentation available at ! http://www.netlib.org/lapack/explore-html/ ! !> \htmlonly !> Download DGGSVD3 + dependencies !> !> [TGZ] !> !> [ZIP] !> !> [TXT] !> \endhtmlonly ! ! Definition: ! =========== ! ! SUBROUTINE DGGSVD3( JOBU, JOBV, JOBQ, M, N, P, K, L, A, LDA, B, ! LDB, ALPHA, BETA, U, LDU, V, LDV, Q, LDQ, WORK, ! LWORK, IWORK, INFO ) ! ! .. Scalar Arguments .. ! CHARACTER JOBQ, JOBU, JOBV ! INTEGER INFO, K, L, LDA, LDB, LDQ, LDU, LDV, M, N, P, LWORK ! .. ! .. Array Arguments .. ! INTEGER IWORK( * ) ! DOUBLE PRECISION A( LDA, * ), ALPHA( * ), B( LDB, * ), ! $ BETA( * ), Q( LDQ, * ), U( LDU, * ), ! $ V( LDV, * ), WORK( * ) ! .. ! ! !> \par Purpose: ! ============= !> !> \verbatim !> !> DGGSVD3 computes the generalized singular value decomposition (GSVD) !> of an M-by-N real matrix A and P-by-N real matrix B: !> !> U**T*A*Q = D1*( 0 R ), V**T*B*Q = D2*( 0 R ) !> !> where U, V and Q are orthogonal matrices. !> Let K+L = the effective numerical rank of the matrix (A**T,B**T)**T, !> then R is a K+L-by-K+L nonsingular upper triangular matrix, D1 and !> D2 are M-by-(K+L) and P-by-(K+L) "diagonal" matrices and of the !> following structures, respectively: !> !> If M-K-L >= 0, !> !> K L !> D1 = K ( I 0 ) !> L ( 0 C ) !> M-K-L ( 0 0 ) !> !> K L !> D2 = L ( 0 S ) !> P-L ( 0 0 ) !> !> N-K-L K L !> ( 0 R ) = K ( 0 R11 R12 ) !> L ( 0 0 R22 ) !> !> where !> !> C = diag( ALPHA(K+1), ... , ALPHA(K+L) ), !> S = diag( BETA(K+1), ... , BETA(K+L) ), !> C**2 + S**2 = I. !> !> R is stored in A(1:K+L,N-K-L+1:N) on exit. !> !> If M-K-L < 0, !> !> K M-K K+L-M !> D1 = K ( I 0 0 ) !> M-K ( 0 C 0 ) !> !> K M-K K+L-M !> D2 = M-K ( 0 S 0 ) !> K+L-M ( 0 0 I ) !> P-L ( 0 0 0 ) !> !> N-K-L K M-K K+L-M !> ( 0 R ) = K ( 0 R11 R12 R13 ) !> M-K ( 0 0 R22 R23 ) !> K+L-M ( 0 0 0 R33 ) !> !> where !> !> C = diag( ALPHA(K+1), ... , ALPHA(M) ), !> S = diag( BETA(K+1), ... , BETA(M) ), !> C**2 + S**2 = I. !> !> (R11 R12 R13 ) is stored in A(1:M, N-K-L+1:N), and R33 is stored !> ( 0 R22 R23 ) !> in B(M-K+1:L,N+M-K-L+1:N) on exit. !> !> The routine computes C, S, R, and optionally the orthogonal !> transformation matrices U, V and Q. !> !> In particular, if B is an N-by-N nonsingular matrix, then the GSVD of !> A and B implicitly gives the SVD of A*inv(B): !> A*inv(B) = U*(D1*inv(D2))*V**T. !> If ( A**T,B**T)**T has orthonormal columns, then the GSVD of A and B is !> also equal to the CS decomposition of A and B. Furthermore, the GSVD !> can be used to derive the solution of the eigenvalue problem: !> A**T*A x = lambda* B**T*B x. !> In some literature, the GSVD of A and B is presented in the form !> U**T*A*X = ( 0 D1 ), V**T*B*X = ( 0 D2 ) !> where U and V are orthogonal and X is nonsingular, D1 and D2 are !> ``diagonal''. The former GSVD form can be converted to the latter !> form by taking the nonsingular matrix X as !> !> X = Q*( I 0 ) !> ( 0 inv(R) ). !> \endverbatim ! ! Arguments: ! ========== ! !> \param[in] JOBU !> \verbatim !> JOBU is CHARACTER*1 !> = 'U': Orthogonal matrix U is computed; !> = 'N': U is not computed. !> \endverbatim !> !> \param[in] JOBV !> \verbatim !> JOBV is CHARACTER*1 !> = 'V': Orthogonal matrix V is computed; !> = 'N': V is not computed. !> \endverbatim !> !> \param[in] JOBQ !> \verbatim !> JOBQ is CHARACTER*1 !> = 'Q': Orthogonal matrix Q is computed; !> = 'N': Q is not computed. !> \endverbatim !> !> \param[in] M !> \verbatim !> M is INTEGER !> The number of rows of the matrix A. M >= 0. !> \endverbatim !> !> \param[in] N !> \verbatim !> N is INTEGER !> The number of columns of the matrices A and B. N >= 0. !> \endverbatim !> !> \param[in] P !> \verbatim !> P is INTEGER !> The number of rows of the matrix B. P >= 0. !> \endverbatim !> !> \param[out] K !> \verbatim !> K is INTEGER !> \endverbatim !> !> \param[out] L !> \verbatim !> L is INTEGER !> !> On exit, K and L specify the dimension of the subblocks !> described in Purpose. !> K + L = effective numerical rank of (A**T,B**T)**T. !> \endverbatim !> !> \param[in,out] A !> \verbatim !> A is DOUBLE PRECISION array, dimension (LDA,N) !> On entry, the M-by-N matrix A. !> On exit, A contains the triangular matrix R, or part of R. !> See Purpose for details. !> \endverbatim !> !> \param[in] LDA !> \verbatim !> LDA is INTEGER !> The leading dimension of the array A. LDA >= max(1,M). !> \endverbatim !> !> \param[in,out] B !> \verbatim !> B is DOUBLE PRECISION array, dimension (LDB,N) !> On entry, the P-by-N matrix B. !> On exit, B contains the triangular matrix R if M-K-L < 0. !> See Purpose for details. !> \endverbatim !> !> \param[in] LDB !> \verbatim !> LDB is INTEGER !> The leading dimension of the array B. LDB >= max(1,P). !> \endverbatim !> !> \param[out] ALPHA !> \verbatim !> ALPHA is DOUBLE PRECISION array, dimension (N) !> \endverbatim !> !> \param[out] BETA !> \verbatim !> BETA is DOUBLE PRECISION array, dimension (N) !> !> On exit, ALPHA and BETA contain the generalized singular !> value pairs of A and B; !> ALPHA(1:K) = 1, !> BETA(1:K) = 0, !> and if M-K-L >= 0, !> ALPHA(K+1:K+L) = C, !> BETA(K+1:K+L) = S, !> or if M-K-L < 0, !> ALPHA(K+1:M)=C, ALPHA(M+1:K+L)=0 !> BETA(K+1:M) =S, BETA(M+1:K+L) =1 !> and !> ALPHA(K+L+1:N) = 0 !> BETA(K+L+1:N) = 0 !> \endverbatim !> !> \param[out] U !> \verbatim !> U is DOUBLE PRECISION array, dimension (LDU,M) !> If JOBU = 'U', U contains the M-by-M orthogonal matrix U. !> If JOBU = 'N', U is not referenced. !> \endverbatim !> !> \param[in] LDU !> \verbatim !> LDU is INTEGER !> The leading dimension of the array U. LDU >= max(1,M) if !> JOBU = 'U'; LDU >= 1 otherwise. !> \endverbatim !> !> \param[out] V !> \verbatim !> V is DOUBLE PRECISION array, dimension (LDV,P) !> If JOBV = 'V', V contains the P-by-P orthogonal matrix V. !> If JOBV = 'N', V is not referenced. !> \endverbatim !> !> \param[in] LDV !> \verbatim !> LDV is INTEGER !> The leading dimension of the array V. LDV >= max(1,P) if !> JOBV = 'V'; LDV >= 1 otherwise. !> \endverbatim !> !> \param[out] Q !> \verbatim !> Q is DOUBLE PRECISION array, dimension (LDQ,N) !> If JOBQ = 'Q', Q contains the N-by-N orthogonal matrix Q. !> If JOBQ = 'N', Q is not referenced. !> \endverbatim !> !> \param[in] LDQ !> \verbatim !> LDQ is INTEGER !> The leading dimension of the array Q. LDQ >= max(1,N) if !> JOBQ = 'Q'; LDQ >= 1 otherwise. !> \endverbatim !> !> \param[out] WORK !> \verbatim !> WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK)) !> On exit, if INFO = 0, WORK(1) returns the optimal LWORK. !> \endverbatim !> !> \param[in] LWORK !> \verbatim !> LWORK is INTEGER !> The dimension of the array WORK. !> !> If LWORK = -1, then a workspace query is assumed; the routine !> only calculates the optimal size of the WORK array, returns !> this value as the first entry of the WORK array, and no error !> message related to LWORK is issued by XERBLA. !> \endverbatim !> !> \param[out] IWORK !> \verbatim !> IWORK is INTEGER array, dimension (N) !> On exit, IWORK stores the sorting information. More !> precisely, the following loop will sort ALPHA !> for I = K+1, min(M,K+L) !> swap ALPHA(I) and ALPHA(IWORK(I)) !> endfor !> such that ALPHA(1) >= ALPHA(2) >= ... >= ALPHA(N). !> \endverbatim !> !> \param[out] INFO !> \verbatim !> INFO is INTEGER !> = 0: successful exit. !> < 0: if INFO = -i, the i-th argument had an illegal value. !> > 0: if INFO = 1, the Jacobi-type procedure failed to !> converge. For further details, see subroutine DTGSJA. !> \endverbatim ! !> \par Internal Parameters: ! ========================= !> !> \verbatim !> TOLA DOUBLE PRECISION !> TOLB DOUBLE PRECISION !> TOLA and TOLB are the thresholds to determine the effective !> rank of (A**T,B**T)**T. Generally, they are set to !> TOLA = MAX(M,N)*norm(A)*MACHEPS, !> TOLB = MAX(P,N)*norm(B)*MACHEPS. !> The size of TOLA and TOLB may affect the size of backward !> errors of the decomposition. !> \endverbatim ! ! Authors: ! ======== ! !> \author Univ. of Tennessee !> \author Univ. of California Berkeley !> \author Univ. of Colorado Denver !> \author NAG Ltd. ! !> \date August 2015 ! !> \ingroup doubleGEsing ! !> \par Contributors: ! ================== !> !> Ming Gu and Huan Ren, Computer Science Division, University of !> California at Berkeley, USA !> ! !> \par Further Details: ! ===================== !> !> DGGSVD3 replaces the deprecated subroutine DGGSVD. !> ! ===================================================================== ! SUBROUTINE dggsvd3( JOBU, JOBV, JOBQ, M, N, P, K, L, A, LDA, B, ! $ LDB, ALPHA, BETA, U, LDU, V, LDV, Q, LDQ, ! $ WORK, LWORK, IWORK, INFO ) ! ! -- LAPACK driver routine (version 3.7.0) -- ! -- LAPACK is a software package provided by Univ. of Tennessee, -- ! -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- ! August 2015 program main implicit none integer, parameter :: dp = kind(0.d0) INTEGER, PARAMETER :: M = 6, N = 4, P = 3, NN = 20, MM= 8 INTEGER, PARAMETER :: N1 = 6, N2 = 4, N3 = 3, N4 = 2 INTEGER, PARAMETER :: N5 = 2, M5 = 3, N6 = 3, M6 = 4 CHARACTER :: JOBQ = 'N', JOBU= 'N', JOBV= 'N' ! CHARACTER :: JOBQ = 'N', JOBU= 'A', JOBV= 'A' ! CHARACTER :: JOBQ = 'Q', JOBU = 'U', JOBV = 'V' INTEGER :: INFO, K, L, KK, I, J INTEGER :: LWORK = 40 * M !LDA = M, LDB = P, LDU = M, LDV = P , LDQ = N, INTEGER, ALLOCATABLE, DIMENSION ( : ) :: IWORK REAL ( dp ), ALLOCATABLE, DIMENSION ( : ) :: ALPHA, BETA, WORK Real (dp), ALLOCATABLE, DIMENSION ( : , : ) :: A, B Real (dp), ALLOCATABLE, DIMENSION ( : , : ) :: U, V, Q ! Real (dp), DIMENSION ( M, N ) :: A ! Real (dp), DIMENSION ( P, N ) :: B Real (dp), DIMENSION ( NN ) :: AA Real (dp), DIMENSION ( MM ) :: BB Real (dp), DIMENSION ( N1 ) :: A1 Real (dp), DIMENSION ( N2 ) :: A2 Real (dp), DIMENSION ( N3 ) :: A3 Real (dp), DIMENSION ( N4 ) :: A4 Real (dp), DIMENSION ( N5, M5 ) :: A5 Real (dp), DIMENSION ( N6, M6 ) :: A6 ALLOCATE ( IWORK ( N ) ) ALLOCATE ( ALPHA( N ), BETA( N ), WORK( LWORK ) ) ! ALLOCATE ( Q( LDQ, N ), U( LDU, M ), V( LDV, P ) ) ! ALLOCATE ( A( LDA, N ), B( LDB, N ) ) ALLOCATE ( Q( N , N ) ) ALLOCATE ( U( M , M ), V( P , P ) ) ALLOCATE ( A( M , N ) ) ALLOCATE ( B( P , N ) ) ! INFO = 0 ! IWORK = 0 ! ALPHA = 0.0D00 ! BETA = 0.0D00 ! WORK = 0.0D00 ! Q = 0.0D00 ! U = 0.0D00 ! V = 0.0D00 ! A = 0.0D00 ! B = 0.0D00 A = RESHAPE( (/ 1.0D00, 2.0D00 , 3.0D00, 4.0D00, 2.5D00, 3.6D00, 4.18D00,& 5.45D00 , 6.78D00 , 8.12D00 , 9.34D00 , 10.12D00 , 11.0D00, 12.0D00 , 34.0D00, -24.0D00, 42.5D00, 13.6D00, -41.18D00,& 46.45D00 , 16.12D00 , -14.2D00 , -.034D00 , 0.12D00 /) , (/ M , N /)) ! A = RESHAPE( (/ 11.0D00, 2.0D00 , 3.0D00, 4.0D00, 2.5D00, 3.6D00, 4.18D00,& ! 5.45D00 , 6.78D00 , 8.12D00 , 9.34D00 , 10.12D00 , 11.0D00, 12.0D00 , 34.0D00, -24.0D00 /) , (/ LDA , N /)) B = RESHAPE( (/ 11.0D00, -3.0D00 , 0.0D00, 0.0D00, 0.0D00, -71.6D00, 4.98D00,& 0.00D00 , 0.0D00 , 0.0D00 , -9.34D00 , 10.12D00 /) , (/ P , N /)) write (*,*) "Hello world !! " write (*,*) 1.0_dp/3 write (*,*) 1.0D00/3 write (*,*) 1.0D00/3.0D00 write (*,*) "INFO = ", INFO write (*,*) " check 000 " write (*,*) " dp = ", dp write (*,*) " double = ", 1._8 ! call dggsvd( JOBU, JOBV, JOBQ, M, N, P, K, L, A, LDA, B, LDB, ALPHA, BETA, U, LDU, V, LDV, Q, LDQ, WORK, LWORK, IWORK, INFO ) ! call dggsvd( JOBU, JOBV, JOBQ, M, N, P, K, L, LDA, LDB, ALPHA, BETA, LDU, LDV, LDQ, WORK, LWORK, IWORK, INFO ) ! call DGESVD( JOBU, JOBV, M, N, A, LDA, ALPHA, U, LDU, V, LDV, WORK, LWORK, INFO ) ! call dggsvd3 ( JOBU, JOBV, JOBQ, M, N, P, K, L, A, LDA, B, LDB, ALPHA, BETA, U, LDU, V, LDV, Q, LDQ, WORK, LWORK, IWORK, INFO ) call gen_svd( JOBU, JOBV, JOBQ, M, N, P, K, L, A, B, ALPHA, BETA, U, V, Q, WORK, LWORK, IWORK, INFO ) write (*,*) "K , L = ", K, L write (*,*) "------ E N D ----------" A3 = 0.0_dp A4 = 0.0_dp A5 = 1.0_dp ! call test_3 (A1, A2, A3, A4, N1, N2, N3, N4, N5 ) ! write (*,*) " N5 = ", N5 ! call test_4 (A1, A2, A3, A4, A5, A6, N1, N2, N3, N4, KK, N5, M5, N6, M6) ! write (*,*) " KK = ", KK ! BB = 0.0_dp ! call test_2 (AA, BB, NN, MM) write (*,*) "INFO = ", INFO write (*,*) "K , L = ", K, L WRITE (*,*) "---------------------------------------------------------------------" DO I = 1 , N write (*,*) " I, ALPHA (I), BETA(I) = ", I, ALPHA (I), BETA(I) END DO WRITE (*,*) "---------------------------------------------------------------------" DO J = 1 , M DO I = 1 , M write (*,*) " J, I, U(J,I) = ", J, I, U(J,I) END DO END DO WRITE (*,*) "---------------------------------------------------------------------" DO J = 1 , P DO I = 1 , P write (*,*) " J, I, V(J,I) = ", J, I, V(J,I) END DO END DO WRITE (*,*) "---------------------------------------------------------------------" DO J = 1 , N DO I = 1 , N write (*,*) " J, I, Q(J,I) = ", J, I, Q(J,I) END DO END DO write (*,*) "--------------- E N D ------------------------" ! DEALLOCATE ( A, B, U, V, Q ) ! DEALLOCATE ( ALPHA, BETA, WORK, IWORK ) end program main