forked from lijiext/lammps
494 lines
15 KiB
Fortran
494 lines
15 KiB
Fortran
*> \brief \b DLALSA computes the SVD of the coefficient matrix in compact form. Used by sgelsd.
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*
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* =========== DOCUMENTATION ===========
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*
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* Online html documentation available at
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* http://www.netlib.org/lapack/explore-html/
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*
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*> \htmlonly
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*> Download DLALSA + dependencies
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlalsa.f">
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*> [TGZ]</a>
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlalsa.f">
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*> [ZIP]</a>
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlalsa.f">
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*> [TXT]</a>
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*> \endhtmlonly
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*
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* Definition:
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* ===========
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*
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* SUBROUTINE DLALSA( ICOMPQ, SMLSIZ, N, NRHS, B, LDB, BX, LDBX, U,
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* LDU, VT, K, DIFL, DIFR, Z, POLES, GIVPTR,
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* GIVCOL, LDGCOL, PERM, GIVNUM, C, S, WORK,
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* IWORK, INFO )
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*
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* .. Scalar Arguments ..
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* INTEGER ICOMPQ, INFO, LDB, LDBX, LDGCOL, LDU, N, NRHS,
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* $ SMLSIZ
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* ..
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* .. Array Arguments ..
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* INTEGER GIVCOL( LDGCOL, * ), GIVPTR( * ), IWORK( * ),
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* $ K( * ), PERM( LDGCOL, * )
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* DOUBLE PRECISION B( LDB, * ), BX( LDBX, * ), C( * ),
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* $ DIFL( LDU, * ), DIFR( LDU, * ),
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* $ GIVNUM( LDU, * ), POLES( LDU, * ), S( * ),
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* $ U( LDU, * ), VT( LDU, * ), WORK( * ),
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* $ Z( LDU, * )
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* ..
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*
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*
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*> \par Purpose:
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* =============
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*>
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*> \verbatim
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*>
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*> DLALSA is an intermediate step in solving the least squares problem
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*> by computing the SVD of the coefficient matrix in compact form (The
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*> singular vectors are computed as products of simple orthorgonal
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*> matrices.).
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*>
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*> If ICOMPQ = 0, DLALSA applies the inverse of the left singular vector
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*> matrix of an upper bidiagonal matrix to the right hand side; and if
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*> ICOMPQ = 1, DLALSA applies the right singular vector matrix to the
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*> right hand side. The singular vector matrices were generated in
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*> compact form by DLALSA.
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*> \endverbatim
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*
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* Arguments:
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* ==========
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*
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*> \param[in] ICOMPQ
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*> \verbatim
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*> ICOMPQ is INTEGER
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*> Specifies whether the left or the right singular vector
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*> matrix is involved.
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*> = 0: Left singular vector matrix
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*> = 1: Right singular vector matrix
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*> \endverbatim
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*>
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*> \param[in] SMLSIZ
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*> \verbatim
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*> SMLSIZ is INTEGER
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*> The maximum size of the subproblems at the bottom of the
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*> computation tree.
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*> \endverbatim
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*>
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*> \param[in] N
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*> \verbatim
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*> N is INTEGER
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*> The row and column dimensions of the upper bidiagonal matrix.
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*> \endverbatim
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*>
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*> \param[in] NRHS
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*> \verbatim
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*> NRHS is INTEGER
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*> The number of columns of B and BX. NRHS must be at least 1.
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*> \endverbatim
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*>
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*> \param[in,out] B
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*> \verbatim
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*> B is DOUBLE PRECISION array, dimension ( LDB, NRHS )
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*> On input, B contains the right hand sides of the least
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*> squares problem in rows 1 through M.
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*> On output, B contains the solution X in rows 1 through N.
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*> \endverbatim
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*>
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*> \param[in] LDB
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*> \verbatim
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*> LDB is INTEGER
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*> The leading dimension of B in the calling subprogram.
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*> LDB must be at least max(1,MAX( M, N ) ).
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*> \endverbatim
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*>
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*> \param[out] BX
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*> \verbatim
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*> BX is DOUBLE PRECISION array, dimension ( LDBX, NRHS )
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*> On exit, the result of applying the left or right singular
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*> vector matrix to B.
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*> \endverbatim
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*>
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*> \param[in] LDBX
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*> \verbatim
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*> LDBX is INTEGER
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*> The leading dimension of BX.
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*> \endverbatim
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*>
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*> \param[in] U
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*> \verbatim
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*> U is DOUBLE PRECISION array, dimension ( LDU, SMLSIZ ).
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*> On entry, U contains the left singular vector matrices of all
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*> subproblems at the bottom level.
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*> \endverbatim
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*>
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*> \param[in] LDU
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*> \verbatim
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*> LDU is INTEGER, LDU = > N.
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*> The leading dimension of arrays U, VT, DIFL, DIFR,
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*> POLES, GIVNUM, and Z.
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*> \endverbatim
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*>
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*> \param[in] VT
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*> \verbatim
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*> VT is DOUBLE PRECISION array, dimension ( LDU, SMLSIZ+1 ).
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*> On entry, VT**T contains the right singular vector matrices of
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*> all subproblems at the bottom level.
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*> \endverbatim
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*>
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*> \param[in] K
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*> \verbatim
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*> K is INTEGER array, dimension ( N ).
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*> \endverbatim
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*>
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*> \param[in] DIFL
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*> \verbatim
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*> DIFL is DOUBLE PRECISION array, dimension ( LDU, NLVL ).
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*> where NLVL = INT(log_2 (N/(SMLSIZ+1))) + 1.
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*> \endverbatim
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*>
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*> \param[in] DIFR
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*> \verbatim
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*> DIFR is DOUBLE PRECISION array, dimension ( LDU, 2 * NLVL ).
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*> On entry, DIFL(*, I) and DIFR(*, 2 * I -1) record
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*> distances between singular values on the I-th level and
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*> singular values on the (I -1)-th level, and DIFR(*, 2 * I)
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*> record the normalizing factors of the right singular vectors
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*> matrices of subproblems on I-th level.
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*> \endverbatim
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*>
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*> \param[in] Z
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*> \verbatim
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*> Z is DOUBLE PRECISION array, dimension ( LDU, NLVL ).
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*> On entry, Z(1, I) contains the components of the deflation-
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*> adjusted updating row vector for subproblems on the I-th
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*> level.
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*> \endverbatim
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*>
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*> \param[in] POLES
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*> \verbatim
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*> POLES is DOUBLE PRECISION array, dimension ( LDU, 2 * NLVL ).
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*> On entry, POLES(*, 2 * I -1: 2 * I) contains the new and old
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*> singular values involved in the secular equations on the I-th
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*> level.
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*> \endverbatim
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*>
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*> \param[in] GIVPTR
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*> \verbatim
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*> GIVPTR is INTEGER array, dimension ( N ).
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*> On entry, GIVPTR( I ) records the number of Givens
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*> rotations performed on the I-th problem on the computation
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*> tree.
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*> \endverbatim
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*>
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*> \param[in] GIVCOL
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*> \verbatim
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*> GIVCOL is INTEGER array, dimension ( LDGCOL, 2 * NLVL ).
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*> On entry, for each I, GIVCOL(*, 2 * I - 1: 2 * I) records the
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*> locations of Givens rotations performed on the I-th level on
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*> the computation tree.
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*> \endverbatim
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*>
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*> \param[in] LDGCOL
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*> \verbatim
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*> LDGCOL is INTEGER, LDGCOL = > N.
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*> The leading dimension of arrays GIVCOL and PERM.
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*> \endverbatim
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*>
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*> \param[in] PERM
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*> \verbatim
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*> PERM is INTEGER array, dimension ( LDGCOL, NLVL ).
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*> On entry, PERM(*, I) records permutations done on the I-th
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*> level of the computation tree.
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*> \endverbatim
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*>
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*> \param[in] GIVNUM
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*> \verbatim
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*> GIVNUM is DOUBLE PRECISION array, dimension ( LDU, 2 * NLVL ).
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*> On entry, GIVNUM(*, 2 *I -1 : 2 * I) records the C- and S-
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*> values of Givens rotations performed on the I-th level on the
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*> computation tree.
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*> \endverbatim
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*>
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*> \param[in] C
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*> \verbatim
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*> C is DOUBLE PRECISION array, dimension ( N ).
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*> On entry, if the I-th subproblem is not square,
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*> C( I ) contains the C-value of a Givens rotation related to
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*> the right null space of the I-th subproblem.
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*> \endverbatim
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*>
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*> \param[in] S
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*> \verbatim
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*> S is DOUBLE PRECISION array, dimension ( N ).
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*> On entry, if the I-th subproblem is not square,
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*> S( I ) contains the S-value of a Givens rotation related to
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*> the right null space of the I-th subproblem.
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*> \endverbatim
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*>
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*> \param[out] WORK
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*> \verbatim
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*> WORK is DOUBLE PRECISION array, dimension (N)
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*> \endverbatim
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*>
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*> \param[out] IWORK
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*> \verbatim
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*> IWORK is INTEGER array, dimension (3*N)
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*> \endverbatim
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*>
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*> \param[out] INFO
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*> \verbatim
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*> INFO is INTEGER
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*> = 0: successful exit.
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*> < 0: if INFO = -i, the i-th argument had an illegal value.
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*> \endverbatim
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*
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* Authors:
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* ========
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*
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*> \author Univ. of Tennessee
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*> \author Univ. of California Berkeley
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*> \author Univ. of Colorado Denver
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*> \author NAG Ltd.
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*
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*> \date June 2017
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*
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*> \ingroup doubleOTHERcomputational
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*
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*> \par Contributors:
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* ==================
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*>
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*> Ming Gu and Ren-Cang Li, Computer Science Division, University of
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*> California at Berkeley, USA \n
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*> Osni Marques, LBNL/NERSC, USA \n
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*
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* =====================================================================
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SUBROUTINE DLALSA( ICOMPQ, SMLSIZ, N, NRHS, B, LDB, BX, LDBX, U,
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$ LDU, VT, K, DIFL, DIFR, Z, POLES, GIVPTR,
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$ GIVCOL, LDGCOL, PERM, GIVNUM, C, S, WORK,
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$ IWORK, INFO )
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*
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* -- LAPACK computational routine (version 3.7.1) --
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* -- LAPACK is a software package provided by Univ. of Tennessee, --
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* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
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* June 2017
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*
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* .. Scalar Arguments ..
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INTEGER ICOMPQ, INFO, LDB, LDBX, LDGCOL, LDU, N, NRHS,
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$ SMLSIZ
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* ..
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* .. Array Arguments ..
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INTEGER GIVCOL( LDGCOL, * ), GIVPTR( * ), IWORK( * ),
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$ K( * ), PERM( LDGCOL, * )
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DOUBLE PRECISION B( LDB, * ), BX( LDBX, * ), C( * ),
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$ DIFL( LDU, * ), DIFR( LDU, * ),
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$ GIVNUM( LDU, * ), POLES( LDU, * ), S( * ),
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$ U( LDU, * ), VT( LDU, * ), WORK( * ),
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$ Z( LDU, * )
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* ..
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*
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* =====================================================================
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*
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* .. Parameters ..
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DOUBLE PRECISION ZERO, ONE
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PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
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* ..
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* .. Local Scalars ..
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INTEGER I, I1, IC, IM1, INODE, J, LF, LL, LVL, LVL2,
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$ ND, NDB1, NDIML, NDIMR, NL, NLF, NLP1, NLVL,
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$ NR, NRF, NRP1, SQRE
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* ..
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* .. External Subroutines ..
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EXTERNAL DCOPY, DGEMM, DLALS0, DLASDT, XERBLA
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* ..
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* .. Executable Statements ..
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*
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* Test the input parameters.
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*
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INFO = 0
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*
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IF( ( ICOMPQ.LT.0 ) .OR. ( ICOMPQ.GT.1 ) ) THEN
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INFO = -1
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ELSE IF( SMLSIZ.LT.3 ) THEN
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INFO = -2
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ELSE IF( N.LT.SMLSIZ ) THEN
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INFO = -3
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ELSE IF( NRHS.LT.1 ) THEN
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INFO = -4
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ELSE IF( LDB.LT.N ) THEN
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INFO = -6
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ELSE IF( LDBX.LT.N ) THEN
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INFO = -8
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ELSE IF( LDU.LT.N ) THEN
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INFO = -10
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ELSE IF( LDGCOL.LT.N ) THEN
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INFO = -19
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END IF
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IF( INFO.NE.0 ) THEN
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CALL XERBLA( 'DLALSA', -INFO )
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RETURN
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END IF
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*
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* Book-keeping and setting up the computation tree.
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*
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INODE = 1
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NDIML = INODE + N
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NDIMR = NDIML + N
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*
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CALL DLASDT( N, NLVL, ND, IWORK( INODE ), IWORK( NDIML ),
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$ IWORK( NDIMR ), SMLSIZ )
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*
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* The following code applies back the left singular vector factors.
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* For applying back the right singular vector factors, go to 50.
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*
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IF( ICOMPQ.EQ.1 ) THEN
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GO TO 50
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END IF
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*
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* The nodes on the bottom level of the tree were solved
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* by DLASDQ. The corresponding left and right singular vector
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* matrices are in explicit form. First apply back the left
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* singular vector matrices.
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*
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NDB1 = ( ND+1 ) / 2
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DO 10 I = NDB1, ND
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*
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* IC : center row of each node
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* NL : number of rows of left subproblem
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* NR : number of rows of right subproblem
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* NLF: starting row of the left subproblem
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* NRF: starting row of the right subproblem
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*
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I1 = I - 1
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IC = IWORK( INODE+I1 )
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NL = IWORK( NDIML+I1 )
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NR = IWORK( NDIMR+I1 )
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NLF = IC - NL
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NRF = IC + 1
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CALL DGEMM( 'T', 'N', NL, NRHS, NL, ONE, U( NLF, 1 ), LDU,
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$ B( NLF, 1 ), LDB, ZERO, BX( NLF, 1 ), LDBX )
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CALL DGEMM( 'T', 'N', NR, NRHS, NR, ONE, U( NRF, 1 ), LDU,
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$ B( NRF, 1 ), LDB, ZERO, BX( NRF, 1 ), LDBX )
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10 CONTINUE
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*
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* Next copy the rows of B that correspond to unchanged rows
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* in the bidiagonal matrix to BX.
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*
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DO 20 I = 1, ND
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IC = IWORK( INODE+I-1 )
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CALL DCOPY( NRHS, B( IC, 1 ), LDB, BX( IC, 1 ), LDBX )
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20 CONTINUE
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*
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* Finally go through the left singular vector matrices of all
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* the other subproblems bottom-up on the tree.
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*
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J = 2**NLVL
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SQRE = 0
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*
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DO 40 LVL = NLVL, 1, -1
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LVL2 = 2*LVL - 1
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*
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* find the first node LF and last node LL on
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* the current level LVL
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*
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IF( LVL.EQ.1 ) THEN
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LF = 1
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LL = 1
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ELSE
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LF = 2**( LVL-1 )
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LL = 2*LF - 1
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END IF
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DO 30 I = LF, LL
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IM1 = I - 1
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IC = IWORK( INODE+IM1 )
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NL = IWORK( NDIML+IM1 )
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NR = IWORK( NDIMR+IM1 )
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NLF = IC - NL
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NRF = IC + 1
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J = J - 1
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CALL DLALS0( ICOMPQ, NL, NR, SQRE, NRHS, BX( NLF, 1 ), LDBX,
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$ B( NLF, 1 ), LDB, PERM( NLF, LVL ),
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$ GIVPTR( J ), GIVCOL( NLF, LVL2 ), LDGCOL,
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$ GIVNUM( NLF, LVL2 ), LDU, POLES( NLF, LVL2 ),
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$ DIFL( NLF, LVL ), DIFR( NLF, LVL2 ),
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$ Z( NLF, LVL ), K( J ), C( J ), S( J ), WORK,
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$ INFO )
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30 CONTINUE
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40 CONTINUE
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GO TO 90
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*
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* ICOMPQ = 1: applying back the right singular vector factors.
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*
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50 CONTINUE
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*
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* First now go through the right singular vector matrices of all
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* the tree nodes top-down.
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*
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J = 0
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DO 70 LVL = 1, NLVL
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LVL2 = 2*LVL - 1
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*
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* Find the first node LF and last node LL on
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* the current level LVL.
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*
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IF( LVL.EQ.1 ) THEN
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LF = 1
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LL = 1
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ELSE
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LF = 2**( LVL-1 )
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LL = 2*LF - 1
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END IF
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DO 60 I = LL, LF, -1
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IM1 = I - 1
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IC = IWORK( INODE+IM1 )
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NL = IWORK( NDIML+IM1 )
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NR = IWORK( NDIMR+IM1 )
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NLF = IC - NL
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NRF = IC + 1
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IF( I.EQ.LL ) THEN
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SQRE = 0
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ELSE
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SQRE = 1
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END IF
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J = J + 1
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CALL DLALS0( ICOMPQ, NL, NR, SQRE, NRHS, B( NLF, 1 ), LDB,
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$ BX( NLF, 1 ), LDBX, PERM( NLF, LVL ),
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$ GIVPTR( J ), GIVCOL( NLF, LVL2 ), LDGCOL,
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$ GIVNUM( NLF, LVL2 ), LDU, POLES( NLF, LVL2 ),
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$ DIFL( NLF, LVL ), DIFR( NLF, LVL2 ),
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$ Z( NLF, LVL ), K( J ), C( J ), S( J ), WORK,
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$ INFO )
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60 CONTINUE
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70 CONTINUE
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*
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* The nodes on the bottom level of the tree were solved
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* by DLASDQ. The corresponding right singular vector
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* matrices are in explicit form. Apply them back.
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*
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NDB1 = ( ND+1 ) / 2
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DO 80 I = NDB1, ND
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I1 = I - 1
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IC = IWORK( INODE+I1 )
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NL = IWORK( NDIML+I1 )
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NR = IWORK( NDIMR+I1 )
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NLP1 = NL + 1
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IF( I.EQ.ND ) THEN
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NRP1 = NR
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ELSE
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NRP1 = NR + 1
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END IF
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NLF = IC - NL
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NRF = IC + 1
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CALL DGEMM( 'T', 'N', NLP1, NRHS, NLP1, ONE, VT( NLF, 1 ), LDU,
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$ B( NLF, 1 ), LDB, ZERO, BX( NLF, 1 ), LDBX )
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CALL DGEMM( 'T', 'N', NRP1, NRHS, NRP1, ONE, VT( NRF, 1 ), LDU,
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$ B( NRF, 1 ), LDB, ZERO, BX( NRF, 1 ), LDBX )
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80 CONTINUE
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*
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90 CONTINUE
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*
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RETURN
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*
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* End of DLALSA
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*
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END
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