712 lines
25 KiB
Fortran
712 lines
25 KiB
Fortran
*> \brief \b SORCSD2BY1
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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 SORCSD2BY1 + dependencies
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sorcsd2by1.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/sorcsd2by1.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/sorcsd2by1.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 SORCSD2BY1( JOBU1, JOBU2, JOBV1T, M, P, Q, X11, LDX11,
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* X21, LDX21, THETA, U1, LDU1, U2, LDU2, V1T,
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* LDV1T, WORK, LWORK, IWORK, INFO )
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*
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* .. Scalar Arguments ..
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* CHARACTER JOBU1, JOBU2, JOBV1T
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* INTEGER INFO, LDU1, LDU2, LDV1T, LWORK, LDX11, LDX21,
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* $ M, P, Q
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* ..
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* .. Array Arguments ..
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* REAL THETA(*)
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* REAL U1(LDU1,*), U2(LDU2,*), V1T(LDV1T,*), WORK(*),
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* $ X11(LDX11,*), X21(LDX21,*)
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* INTEGER IWORK(*)
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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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*> SORCSD2BY1 computes the CS decomposition of an M-by-Q matrix X with
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*> orthonormal columns that has been partitioned into a 2-by-1 block
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*> structure:
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*>
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*> [ I 0 0 ]
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*> [ 0 C 0 ]
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*> [ X11 ] [ U1 | ] [ 0 0 0 ]
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*> X = [-----] = [---------] [----------] V1**T .
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*> [ X21 ] [ | U2 ] [ 0 0 0 ]
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*> [ 0 S 0 ]
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*> [ 0 0 I ]
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*>
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*> X11 is P-by-Q. The orthogonal matrices U1, U2, V1, and V2 are P-by-P,
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*> (M-P)-by-(M-P), Q-by-Q, and (M-Q)-by-(M-Q), respectively. C and S are
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*> R-by-R nonnegative diagonal matrices satisfying C^2 + S^2 = I, in
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*> which R = MIN(P,M-P,Q,M-Q).
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*>
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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] JOBU1
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*> \verbatim
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*> JOBU1 is CHARACTER
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*> = 'Y': U1 is computed;
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*> otherwise: U1 is not computed.
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*> \endverbatim
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*>
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*> \param[in] JOBU2
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*> \verbatim
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*> JOBU2 is CHARACTER
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*> = 'Y': U2 is computed;
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*> otherwise: U2 is not computed.
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*> \endverbatim
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*>
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*> \param[in] JOBV1T
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*> \verbatim
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*> JOBV1T is CHARACTER
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*> = 'Y': V1T is computed;
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*> otherwise: V1T is not computed.
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*> \endverbatim
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*>
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*> \param[in] M
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*> \verbatim
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*> M is INTEGER
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*> The number of rows and columns in X.
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*> \endverbatim
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*>
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*> \param[in] P
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*> \verbatim
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*> P is INTEGER
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*> The number of rows in X11 and X12. 0 <= P <= M.
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*> \endverbatim
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*>
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*> \param[in] Q
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*> \verbatim
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*> Q is INTEGER
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*> The number of columns in X11 and X21. 0 <= Q <= M.
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*> \endverbatim
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*>
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*> \param[in,out] X11
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*> \verbatim
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*> X11 is REAL array, dimension (LDX11,Q)
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*> On entry, part of the orthogonal matrix whose CSD is
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*> desired.
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*> \endverbatim
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*>
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*> \param[in] LDX11
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*> \verbatim
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*> LDX11 is INTEGER
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*> The leading dimension of X11. LDX11 >= MAX(1,P).
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*> \endverbatim
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*>
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*> \param[in,out] X21
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*> \verbatim
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*> X21 is REAL array, dimension (LDX21,Q)
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*> On entry, part of the orthogonal matrix whose CSD is
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*> desired.
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*> \endverbatim
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*>
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*> \param[in] LDX21
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*> \verbatim
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*> LDX21 is INTEGER
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*> The leading dimension of X21. LDX21 >= MAX(1,M-P).
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*> \endverbatim
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*>
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*> \param[out] THETA
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*> \verbatim
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*> THETA is REAL array, dimension (R), in which R =
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*> MIN(P,M-P,Q,M-Q).
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*> C = DIAG( COS(THETA(1)), ... , COS(THETA(R)) ) and
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*> S = DIAG( SIN(THETA(1)), ... , SIN(THETA(R)) ).
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*> \endverbatim
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*>
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*> \param[out] U1
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*> \verbatim
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*> U1 is REAL array, dimension (P)
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*> If JOBU1 = 'Y', U1 contains the P-by-P orthogonal matrix U1.
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*> \endverbatim
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*>
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*> \param[in] LDU1
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*> \verbatim
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*> LDU1 is INTEGER
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*> The leading dimension of U1. If JOBU1 = 'Y', LDU1 >=
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*> MAX(1,P).
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*> \endverbatim
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*>
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*> \param[out] U2
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*> \verbatim
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*> U2 is REAL array, dimension (M-P)
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*> If JOBU2 = 'Y', U2 contains the (M-P)-by-(M-P) orthogonal
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*> matrix U2.
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*> \endverbatim
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*>
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*> \param[in] LDU2
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*> \verbatim
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*> LDU2 is INTEGER
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*> The leading dimension of U2. If JOBU2 = 'Y', LDU2 >=
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*> MAX(1,M-P).
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*> \endverbatim
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*>
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*> \param[out] V1T
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*> \verbatim
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*> V1T is REAL array, dimension (Q)
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*> If JOBV1T = 'Y', V1T contains the Q-by-Q matrix orthogonal
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*> matrix V1**T.
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*> \endverbatim
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*>
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*> \param[in] LDV1T
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*> \verbatim
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*> LDV1T is INTEGER
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*> The leading dimension of V1T. If JOBV1T = 'Y', LDV1T >=
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*> MAX(1,Q).
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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 REAL array, dimension (MAX(1,LWORK))
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*> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
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*> If INFO > 0 on exit, WORK(2:R) contains the values PHI(1),
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*> ..., PHI(R-1) that, together with THETA(1), ..., THETA(R),
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*> define the matrix in intermediate bidiagonal-block form
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*> remaining after nonconvergence. INFO specifies the number
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*> of nonzero PHI's.
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*> \endverbatim
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*>
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*> \param[in] LWORK
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*> \verbatim
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*> LWORK is INTEGER
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*> The dimension of the array WORK.
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*> \endverbatim
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*>
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*> If LWORK = -1, then a workspace query is assumed; the routine
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*> only calculates the optimal size of the WORK array, returns
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*> this value as the first entry of the work array, and no error
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*> message related to LWORK is issued by XERBLA.
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*> \param[out] IWORK
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*> \verbatim
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*> IWORK is INTEGER array, dimension (M-MIN(P,M-P,Q,M-Q))
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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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*> > 0: SBBCSD did not converge. See the description of WORK
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*> above for details.
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*> \endverbatim
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*>
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*> \par Reference:
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* ===============
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*> [1] Brian D. Sutton. Computing the complete CS decomposition. Numer.
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*> Algorithms, 50(1):33-65, 2009.
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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 July 2012
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*
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*> \ingroup realOTHERcomputational
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*
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* =====================================================================
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SUBROUTINE SORCSD2BY1( JOBU1, JOBU2, JOBV1T, M, P, Q, X11, LDX11,
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$ X21, LDX21, THETA, U1, LDU1, U2, LDU2, V1T,
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$ LDV1T, WORK, LWORK, IWORK, INFO )
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*
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* -- LAPACK computational routine (version 3.5.0) --
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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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* July 2012
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*
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* .. Scalar Arguments ..
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CHARACTER JOBU1, JOBU2, JOBV1T
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INTEGER INFO, LDU1, LDU2, LDV1T, LWORK, LDX11, LDX21,
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$ M, P, Q
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* ..
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* .. Array Arguments ..
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REAL THETA(*)
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REAL U1(LDU1,*), U2(LDU2,*), V1T(LDV1T,*), WORK(*),
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$ X11(LDX11,*), X21(LDX21,*)
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INTEGER IWORK(*)
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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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REAL ONE, ZERO
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PARAMETER ( ONE = 1.0E0, ZERO = 0.0E0 )
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* ..
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* .. Local Scalars ..
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INTEGER CHILDINFO, I, IB11D, IB11E, IB12D, IB12E,
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$ IB21D, IB21E, IB22D, IB22E, IBBCSD, IORBDB,
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$ IORGLQ, IORGQR, IPHI, ITAUP1, ITAUP2, ITAUQ1,
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$ J, LBBCSD, LORBDB, LORGLQ, LORGLQMIN,
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$ LORGLQOPT, LORGQR, LORGQRMIN, LORGQROPT,
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$ LWORKMIN, LWORKOPT, R
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LOGICAL LQUERY, WANTU1, WANTU2, WANTV1T
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* ..
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* .. External Subroutines ..
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EXTERNAL SBBCSD, SCOPY, SLACPY, SLAPMR, SLAPMT, SORBDB1,
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$ SORBDB2, SORBDB3, SORBDB4, SORGLQ, SORGQR,
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$ XERBLA
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* ..
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* .. External Functions ..
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LOGICAL LSAME
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EXTERNAL LSAME
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* ..
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* .. Intrinsic Function ..
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INTRINSIC INT, MAX, MIN
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* ..
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* .. Executable Statements ..
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*
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* Test input arguments
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*
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INFO = 0
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WANTU1 = LSAME( JOBU1, 'Y' )
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WANTU2 = LSAME( JOBU2, 'Y' )
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WANTV1T = LSAME( JOBV1T, 'Y' )
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LQUERY = LWORK .EQ. -1
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*
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IF( M .LT. 0 ) THEN
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INFO = -4
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ELSE IF( P .LT. 0 .OR. P .GT. M ) THEN
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INFO = -5
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ELSE IF( Q .LT. 0 .OR. Q .GT. M ) THEN
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INFO = -6
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ELSE IF( LDX11 .LT. MAX( 1, P ) ) THEN
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INFO = -8
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ELSE IF( LDX21 .LT. MAX( 1, M-P ) ) THEN
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INFO = -10
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ELSE IF( WANTU1 .AND. LDU1 .LT. P ) THEN
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INFO = -13
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ELSE IF( WANTU2 .AND. LDU2 .LT. M - P ) THEN
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INFO = -15
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ELSE IF( WANTV1T .AND. LDV1T .LT. Q ) THEN
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INFO = -17
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END IF
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*
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R = MIN( P, M-P, Q, M-Q )
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*
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* Compute workspace
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*
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* WORK layout:
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* |-------------------------------------------------------|
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* | LWORKOPT (1) |
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* |-------------------------------------------------------|
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* | PHI (MAX(1,R-1)) |
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* |-------------------------------------------------------|
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* | TAUP1 (MAX(1,P)) | B11D (R) |
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* | TAUP2 (MAX(1,M-P)) | B11E (R-1) |
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* | TAUQ1 (MAX(1,Q)) | B12D (R) |
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* |-----------------------------------------| B12E (R-1) |
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* | SORBDB WORK | SORGQR WORK | SORGLQ WORK | B21D (R) |
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* | | | | B21E (R-1) |
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* | | | | B22D (R) |
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* | | | | B22E (R-1) |
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* | | | | SBBCSD WORK |
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* |-------------------------------------------------------|
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*
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IF( INFO .EQ. 0 ) THEN
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IPHI = 2
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IB11D = IPHI + MAX( 1, R-1 )
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IB11E = IB11D + MAX( 1, R )
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IB12D = IB11E + MAX( 1, R - 1 )
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IB12E = IB12D + MAX( 1, R )
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IB21D = IB12E + MAX( 1, R - 1 )
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IB21E = IB21D + MAX( 1, R )
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IB22D = IB21E + MAX( 1, R - 1 )
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IB22E = IB22D + MAX( 1, R )
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IBBCSD = IB22E + MAX( 1, R - 1 )
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ITAUP1 = IPHI + MAX( 1, R-1 )
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ITAUP2 = ITAUP1 + MAX( 1, P )
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ITAUQ1 = ITAUP2 + MAX( 1, M-P )
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IORBDB = ITAUQ1 + MAX( 1, Q )
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IORGQR = ITAUQ1 + MAX( 1, Q )
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IORGLQ = ITAUQ1 + MAX( 1, Q )
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IF( R .EQ. Q ) THEN
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CALL SORBDB1( M, P, Q, X11, LDX11, X21, LDX21, THETA, 0, 0,
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$ 0, 0, WORK, -1, CHILDINFO )
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LORBDB = INT( WORK(1) )
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IF( P .GE. M-P ) THEN
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CALL SORGQR( P, P, Q, U1, LDU1, 0, WORK(1), -1,
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$ CHILDINFO )
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LORGQRMIN = MAX( 1, P )
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LORGQROPT = INT( WORK(1) )
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ELSE
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CALL SORGQR( M-P, M-P, Q, U2, LDU2, 0, WORK(1), -1,
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$ CHILDINFO )
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LORGQRMIN = MAX( 1, M-P )
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LORGQROPT = INT( WORK(1) )
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END IF
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CALL SORGLQ( MAX(0,Q-1), MAX(0,Q-1), MAX(0,Q-1), V1T, LDV1T,
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$ 0, WORK(1), -1, CHILDINFO )
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LORGLQMIN = MAX( 1, Q-1 )
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LORGLQOPT = INT( WORK(1) )
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CALL SBBCSD( JOBU1, JOBU2, JOBV1T, 'N', 'N', M, P, Q, THETA,
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$ 0, U1, LDU1, U2, LDU2, V1T, LDV1T, 0, 1, 0, 0,
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$ 0, 0, 0, 0, 0, 0, WORK(1), -1, CHILDINFO )
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LBBCSD = INT( WORK(1) )
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ELSE IF( R .EQ. P ) THEN
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CALL SORBDB2( M, P, Q, X11, LDX11, X21, LDX21, THETA, 0, 0,
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$ 0, 0, WORK(1), -1, CHILDINFO )
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LORBDB = INT( WORK(1) )
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IF( P-1 .GE. M-P ) THEN
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CALL SORGQR( P-1, P-1, P-1, U1(2,2), LDU1, 0, WORK(1),
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$ -1, CHILDINFO )
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LORGQRMIN = MAX( 1, P-1 )
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LORGQROPT = INT( WORK(1) )
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ELSE
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CALL SORGQR( M-P, M-P, Q, U2, LDU2, 0, WORK(1), -1,
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$ CHILDINFO )
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LORGQRMIN = MAX( 1, M-P )
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LORGQROPT = INT( WORK(1) )
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END IF
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CALL SORGLQ( Q, Q, R, V1T, LDV1T, 0, WORK(1), -1,
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$ CHILDINFO )
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LORGLQMIN = MAX( 1, Q )
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LORGLQOPT = INT( WORK(1) )
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CALL SBBCSD( JOBV1T, 'N', JOBU1, JOBU2, 'T', M, Q, P, THETA,
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$ 0, V1T, LDV1T, 0, 1, U1, LDU1, U2, LDU2, 0, 0,
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$ 0, 0, 0, 0, 0, 0, WORK(1), -1, CHILDINFO )
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LBBCSD = INT( WORK(1) )
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ELSE IF( R .EQ. M-P ) THEN
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CALL SORBDB3( M, P, Q, X11, LDX11, X21, LDX21, THETA, 0, 0,
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$ 0, 0, WORK(1), -1, CHILDINFO )
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LORBDB = INT( WORK(1) )
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IF( P .GE. M-P-1 ) THEN
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CALL SORGQR( P, P, Q, U1, LDU1, 0, WORK(1), -1,
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$ CHILDINFO )
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LORGQRMIN = MAX( 1, P )
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LORGQROPT = INT( WORK(1) )
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ELSE
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CALL SORGQR( M-P-1, M-P-1, M-P-1, U2(2,2), LDU2, 0,
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$ WORK(1), -1, CHILDINFO )
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LORGQRMIN = MAX( 1, M-P-1 )
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LORGQROPT = INT( WORK(1) )
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END IF
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CALL SORGLQ( Q, Q, R, V1T, LDV1T, 0, WORK(1), -1,
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$ CHILDINFO )
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LORGLQMIN = MAX( 1, Q )
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LORGLQOPT = INT( WORK(1) )
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CALL SBBCSD( 'N', JOBV1T, JOBU2, JOBU1, 'T', M, M-Q, M-P,
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$ THETA, 0, 0, 1, V1T, LDV1T, U2, LDU2, U1, LDU1,
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$ 0, 0, 0, 0, 0, 0, 0, 0, WORK(1), -1,
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$ CHILDINFO )
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LBBCSD = INT( WORK(1) )
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ELSE
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CALL SORBDB4( M, P, Q, X11, LDX11, X21, LDX21, THETA, 0, 0,
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$ 0, 0, 0, WORK(1), -1, CHILDINFO )
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LORBDB = M + INT( WORK(1) )
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IF( P .GE. M-P ) THEN
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CALL SORGQR( P, P, M-Q, U1, LDU1, 0, WORK(1), -1,
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$ CHILDINFO )
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LORGQRMIN = MAX( 1, P )
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LORGQROPT = INT( WORK(1) )
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ELSE
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CALL SORGQR( M-P, M-P, M-Q, U2, LDU2, 0, WORK(1), -1,
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$ CHILDINFO )
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LORGQRMIN = MAX( 1, M-P )
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LORGQROPT = INT( WORK(1) )
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END IF
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CALL SORGLQ( Q, Q, Q, V1T, LDV1T, 0, WORK(1), -1,
|
|
$ CHILDINFO )
|
|
LORGLQMIN = MAX( 1, Q )
|
|
LORGLQOPT = INT( WORK(1) )
|
|
CALL SBBCSD( JOBU2, JOBU1, 'N', JOBV1T, 'N', M, M-P, M-Q,
|
|
$ THETA, 0, U2, LDU2, U1, LDU1, 0, 1, V1T, LDV1T,
|
|
$ 0, 0, 0, 0, 0, 0, 0, 0, WORK(1), -1,
|
|
$ CHILDINFO )
|
|
LBBCSD = INT( WORK(1) )
|
|
END IF
|
|
LWORKMIN = MAX( IORBDB+LORBDB-1,
|
|
$ IORGQR+LORGQRMIN-1,
|
|
$ IORGLQ+LORGLQMIN-1,
|
|
$ IBBCSD+LBBCSD-1 )
|
|
LWORKOPT = MAX( IORBDB+LORBDB-1,
|
|
$ IORGQR+LORGQROPT-1,
|
|
$ IORGLQ+LORGLQOPT-1,
|
|
$ IBBCSD+LBBCSD-1 )
|
|
WORK(1) = LWORKOPT
|
|
IF( LWORK .LT. LWORKMIN .AND. .NOT.LQUERY ) THEN
|
|
INFO = -19
|
|
END IF
|
|
END IF
|
|
IF( INFO .NE. 0 ) THEN
|
|
CALL XERBLA( 'SORCSD2BY1', -INFO )
|
|
RETURN
|
|
ELSE IF( LQUERY ) THEN
|
|
RETURN
|
|
END IF
|
|
LORGQR = LWORK-IORGQR+1
|
|
LORGLQ = LWORK-IORGLQ+1
|
|
*
|
|
* Handle four cases separately: R = Q, R = P, R = M-P, and R = M-Q,
|
|
* in which R = MIN(P,M-P,Q,M-Q)
|
|
*
|
|
IF( R .EQ. Q ) THEN
|
|
*
|
|
* Case 1: R = Q
|
|
*
|
|
* Simultaneously bidiagonalize X11 and X21
|
|
*
|
|
CALL SORBDB1( M, P, Q, X11, LDX11, X21, LDX21, THETA,
|
|
$ WORK(IPHI), WORK(ITAUP1), WORK(ITAUP2),
|
|
$ WORK(ITAUQ1), WORK(IORBDB), LORBDB, CHILDINFO )
|
|
*
|
|
* Accumulate Householder reflectors
|
|
*
|
|
IF( WANTU1 .AND. P .GT. 0 ) THEN
|
|
CALL SLACPY( 'L', P, Q, X11, LDX11, U1, LDU1 )
|
|
CALL SORGQR( P, P, Q, U1, LDU1, WORK(ITAUP1), WORK(IORGQR),
|
|
$ LORGQR, CHILDINFO )
|
|
END IF
|
|
IF( WANTU2 .AND. M-P .GT. 0 ) THEN
|
|
CALL SLACPY( 'L', M-P, Q, X21, LDX21, U2, LDU2 )
|
|
CALL SORGQR( M-P, M-P, Q, U2, LDU2, WORK(ITAUP2),
|
|
$ WORK(IORGQR), LORGQR, CHILDINFO )
|
|
END IF
|
|
IF( WANTV1T .AND. Q .GT. 0 ) THEN
|
|
V1T(1,1) = ONE
|
|
DO J = 2, Q
|
|
V1T(1,J) = ZERO
|
|
V1T(J,1) = ZERO
|
|
END DO
|
|
CALL SLACPY( 'U', Q-1, Q-1, X21(1,2), LDX21, V1T(2,2),
|
|
$ LDV1T )
|
|
CALL SORGLQ( Q-1, Q-1, Q-1, V1T(2,2), LDV1T, WORK(ITAUQ1),
|
|
$ WORK(IORGLQ), LORGLQ, CHILDINFO )
|
|
END IF
|
|
*
|
|
* Simultaneously diagonalize X11 and X21.
|
|
*
|
|
CALL SBBCSD( JOBU1, JOBU2, JOBV1T, 'N', 'N', M, P, Q, THETA,
|
|
$ WORK(IPHI), U1, LDU1, U2, LDU2, V1T, LDV1T, 0, 1,
|
|
$ WORK(IB11D), WORK(IB11E), WORK(IB12D),
|
|
$ WORK(IB12E), WORK(IB21D), WORK(IB21E),
|
|
$ WORK(IB22D), WORK(IB22E), WORK(IBBCSD), LBBCSD,
|
|
$ CHILDINFO )
|
|
*
|
|
* Permute rows and columns to place zero submatrices in
|
|
* preferred positions
|
|
*
|
|
IF( Q .GT. 0 .AND. WANTU2 ) THEN
|
|
DO I = 1, Q
|
|
IWORK(I) = M - P - Q + I
|
|
END DO
|
|
DO I = Q + 1, M - P
|
|
IWORK(I) = I - Q
|
|
END DO
|
|
CALL SLAPMT( .FALSE., M-P, M-P, U2, LDU2, IWORK )
|
|
END IF
|
|
ELSE IF( R .EQ. P ) THEN
|
|
*
|
|
* Case 2: R = P
|
|
*
|
|
* Simultaneously bidiagonalize X11 and X21
|
|
*
|
|
CALL SORBDB2( M, P, Q, X11, LDX11, X21, LDX21, THETA,
|
|
$ WORK(IPHI), WORK(ITAUP1), WORK(ITAUP2),
|
|
$ WORK(ITAUQ1), WORK(IORBDB), LORBDB, CHILDINFO )
|
|
*
|
|
* Accumulate Householder reflectors
|
|
*
|
|
IF( WANTU1 .AND. P .GT. 0 ) THEN
|
|
U1(1,1) = ONE
|
|
DO J = 2, P
|
|
U1(1,J) = ZERO
|
|
U1(J,1) = ZERO
|
|
END DO
|
|
CALL SLACPY( 'L', P-1, P-1, X11(2,1), LDX11, U1(2,2), LDU1 )
|
|
CALL SORGQR( P-1, P-1, P-1, U1(2,2), LDU1, WORK(ITAUP1),
|
|
$ WORK(IORGQR), LORGQR, CHILDINFO )
|
|
END IF
|
|
IF( WANTU2 .AND. M-P .GT. 0 ) THEN
|
|
CALL SLACPY( 'L', M-P, Q, X21, LDX21, U2, LDU2 )
|
|
CALL SORGQR( M-P, M-P, Q, U2, LDU2, WORK(ITAUP2),
|
|
$ WORK(IORGQR), LORGQR, CHILDINFO )
|
|
END IF
|
|
IF( WANTV1T .AND. Q .GT. 0 ) THEN
|
|
CALL SLACPY( 'U', P, Q, X11, LDX11, V1T, LDV1T )
|
|
CALL SORGLQ( Q, Q, R, V1T, LDV1T, WORK(ITAUQ1),
|
|
$ WORK(IORGLQ), LORGLQ, CHILDINFO )
|
|
END IF
|
|
*
|
|
* Simultaneously diagonalize X11 and X21.
|
|
*
|
|
CALL SBBCSD( JOBV1T, 'N', JOBU1, JOBU2, 'T', M, Q, P, THETA,
|
|
$ WORK(IPHI), V1T, LDV1T, 0, 1, U1, LDU1, U2, LDU2,
|
|
$ WORK(IB11D), WORK(IB11E), WORK(IB12D),
|
|
$ WORK(IB12E), WORK(IB21D), WORK(IB21E),
|
|
$ WORK(IB22D), WORK(IB22E), WORK(IBBCSD), LBBCSD,
|
|
$ CHILDINFO )
|
|
*
|
|
* Permute rows and columns to place identity submatrices in
|
|
* preferred positions
|
|
*
|
|
IF( Q .GT. 0 .AND. WANTU2 ) THEN
|
|
DO I = 1, Q
|
|
IWORK(I) = M - P - Q + I
|
|
END DO
|
|
DO I = Q + 1, M - P
|
|
IWORK(I) = I - Q
|
|
END DO
|
|
CALL SLAPMT( .FALSE., M-P, M-P, U2, LDU2, IWORK )
|
|
END IF
|
|
ELSE IF( R .EQ. M-P ) THEN
|
|
*
|
|
* Case 3: R = M-P
|
|
*
|
|
* Simultaneously bidiagonalize X11 and X21
|
|
*
|
|
CALL SORBDB3( M, P, Q, X11, LDX11, X21, LDX21, THETA,
|
|
$ WORK(IPHI), WORK(ITAUP1), WORK(ITAUP2),
|
|
$ WORK(ITAUQ1), WORK(IORBDB), LORBDB, CHILDINFO )
|
|
*
|
|
* Accumulate Householder reflectors
|
|
*
|
|
IF( WANTU1 .AND. P .GT. 0 ) THEN
|
|
CALL SLACPY( 'L', P, Q, X11, LDX11, U1, LDU1 )
|
|
CALL SORGQR( P, P, Q, U1, LDU1, WORK(ITAUP1), WORK(IORGQR),
|
|
$ LORGQR, CHILDINFO )
|
|
END IF
|
|
IF( WANTU2 .AND. M-P .GT. 0 ) THEN
|
|
U2(1,1) = ONE
|
|
DO J = 2, M-P
|
|
U2(1,J) = ZERO
|
|
U2(J,1) = ZERO
|
|
END DO
|
|
CALL SLACPY( 'L', M-P-1, M-P-1, X21(2,1), LDX21, U2(2,2),
|
|
$ LDU2 )
|
|
CALL SORGQR( M-P-1, M-P-1, M-P-1, U2(2,2), LDU2,
|
|
$ WORK(ITAUP2), WORK(IORGQR), LORGQR, CHILDINFO )
|
|
END IF
|
|
IF( WANTV1T .AND. Q .GT. 0 ) THEN
|
|
CALL SLACPY( 'U', M-P, Q, X21, LDX21, V1T, LDV1T )
|
|
CALL SORGLQ( Q, Q, R, V1T, LDV1T, WORK(ITAUQ1),
|
|
$ WORK(IORGLQ), LORGLQ, CHILDINFO )
|
|
END IF
|
|
*
|
|
* Simultaneously diagonalize X11 and X21.
|
|
*
|
|
CALL SBBCSD( 'N', JOBV1T, JOBU2, JOBU1, 'T', M, M-Q, M-P,
|
|
$ THETA, WORK(IPHI), 0, 1, V1T, LDV1T, U2, LDU2, U1,
|
|
$ LDU1, WORK(IB11D), WORK(IB11E), WORK(IB12D),
|
|
$ WORK(IB12E), WORK(IB21D), WORK(IB21E),
|
|
$ WORK(IB22D), WORK(IB22E), WORK(IBBCSD), LBBCSD,
|
|
$ CHILDINFO )
|
|
*
|
|
* Permute rows and columns to place identity submatrices in
|
|
* preferred positions
|
|
*
|
|
IF( Q .GT. R ) THEN
|
|
DO I = 1, R
|
|
IWORK(I) = Q - R + I
|
|
END DO
|
|
DO I = R + 1, Q
|
|
IWORK(I) = I - R
|
|
END DO
|
|
IF( WANTU1 ) THEN
|
|
CALL SLAPMT( .FALSE., P, Q, U1, LDU1, IWORK )
|
|
END IF
|
|
IF( WANTV1T ) THEN
|
|
CALL SLAPMR( .FALSE., Q, Q, V1T, LDV1T, IWORK )
|
|
END IF
|
|
END IF
|
|
ELSE
|
|
*
|
|
* Case 4: R = M-Q
|
|
*
|
|
* Simultaneously bidiagonalize X11 and X21
|
|
*
|
|
CALL SORBDB4( M, P, Q, X11, LDX11, X21, LDX21, THETA,
|
|
$ WORK(IPHI), WORK(ITAUP1), WORK(ITAUP2),
|
|
$ WORK(ITAUQ1), WORK(IORBDB), WORK(IORBDB+M),
|
|
$ LORBDB-M, CHILDINFO )
|
|
*
|
|
* Accumulate Householder reflectors
|
|
*
|
|
IF( WANTU1 .AND. P .GT. 0 ) THEN
|
|
CALL SCOPY( P, WORK(IORBDB), 1, U1, 1 )
|
|
DO J = 2, P
|
|
U1(1,J) = ZERO
|
|
END DO
|
|
CALL SLACPY( 'L', P-1, M-Q-1, X11(2,1), LDX11, U1(2,2),
|
|
$ LDU1 )
|
|
CALL SORGQR( P, P, M-Q, U1, LDU1, WORK(ITAUP1),
|
|
$ WORK(IORGQR), LORGQR, CHILDINFO )
|
|
END IF
|
|
IF( WANTU2 .AND. M-P .GT. 0 ) THEN
|
|
CALL SCOPY( M-P, WORK(IORBDB+P), 1, U2, 1 )
|
|
DO J = 2, M-P
|
|
U2(1,J) = ZERO
|
|
END DO
|
|
CALL SLACPY( 'L', M-P-1, M-Q-1, X21(2,1), LDX21, U2(2,2),
|
|
$ LDU2 )
|
|
CALL SORGQR( M-P, M-P, M-Q, U2, LDU2, WORK(ITAUP2),
|
|
$ WORK(IORGQR), LORGQR, CHILDINFO )
|
|
END IF
|
|
IF( WANTV1T .AND. Q .GT. 0 ) THEN
|
|
CALL SLACPY( 'U', M-Q, Q, X21, LDX21, V1T, LDV1T )
|
|
CALL SLACPY( 'U', P-(M-Q), Q-(M-Q), X11(M-Q+1,M-Q+1), LDX11,
|
|
$ V1T(M-Q+1,M-Q+1), LDV1T )
|
|
CALL SLACPY( 'U', -P+Q, Q-P, X21(M-Q+1,P+1), LDX21,
|
|
$ V1T(P+1,P+1), LDV1T )
|
|
CALL SORGLQ( Q, Q, Q, V1T, LDV1T, WORK(ITAUQ1),
|
|
$ WORK(IORGLQ), LORGLQ, CHILDINFO )
|
|
END IF
|
|
*
|
|
* Simultaneously diagonalize X11 and X21.
|
|
*
|
|
CALL SBBCSD( JOBU2, JOBU1, 'N', JOBV1T, 'N', M, M-P, M-Q,
|
|
$ THETA, WORK(IPHI), U2, LDU2, U1, LDU1, 0, 1, V1T,
|
|
$ LDV1T, WORK(IB11D), WORK(IB11E), WORK(IB12D),
|
|
$ WORK(IB12E), WORK(IB21D), WORK(IB21E),
|
|
$ WORK(IB22D), WORK(IB22E), WORK(IBBCSD), LBBCSD,
|
|
$ CHILDINFO )
|
|
*
|
|
* Permute rows and columns to place identity submatrices in
|
|
* preferred positions
|
|
*
|
|
IF( P .GT. R ) THEN
|
|
DO I = 1, R
|
|
IWORK(I) = P - R + I
|
|
END DO
|
|
DO I = R + 1, P
|
|
IWORK(I) = I - R
|
|
END DO
|
|
IF( WANTU1 ) THEN
|
|
CALL SLAPMT( .FALSE., P, P, U1, LDU1, IWORK )
|
|
END IF
|
|
IF( WANTV1T ) THEN
|
|
CALL SLAPMR( .FALSE., P, Q, V1T, LDV1T, IWORK )
|
|
END IF
|
|
END IF
|
|
END IF
|
|
*
|
|
RETURN
|
|
*
|
|
* End of SORCSD2BY1
|
|
*
|
|
END
|
|
|