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/*
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This file contains routines for handling small-size dense problems.
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All routines are simply wrappers to LAPACK routines.
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- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
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SLEPc - Scalable Library for Eigenvalue Problem Computations
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eromero |
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Copyright (c) 2002-2010, Universidad Politecnica de Valencia, Spain
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This file is part of SLEPc.
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SLEPc is free software: you can redistribute it and/or modify it under the
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terms of version 3 of the GNU Lesser General Public License as published by
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the Free Software Foundation.
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SLEPc is distributed in the hope that it will be useful, but WITHOUT ANY
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WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License for
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more details.
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You should have received a copy of the GNU Lesser General Public License
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along with SLEPc. If not, see <http://www.gnu.org/licenses/>.
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- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
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*/
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#include "private/svdimpl.h" /*I "slepcsvd.h" I*/
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#include "slepcblaslapack.h"
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#undef __FUNCT__
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#define __FUNCT__ "SVDDense"
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/*@
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SVDDense - Solves a dense singular value problem.
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Not Collective
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Input Parameters:
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+ M - dimension of the problem (rows)
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. N - dimension of the problem (colums)
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- A - pointer to the array containing the matrix values
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Output Parameters:
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+ sigma - pointer to the array to store the computed singular values
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. U - pointer to the array to store left singular vectors
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- VT - pointer to the array to store right singular vectors
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jroman |
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Notes:
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Matrix A is overwritten.
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This routine uses LAPACK routines xGESDD with JOBZ='O'. Thus, if M>=N
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then U is not referenced and the left singular vectors are returned
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in A, and if M<N then VT is not referenced and the right singular
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vectors are returned in A.
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Level: developer
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@*/
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PetscErrorCode SVDDense(PetscInt M_,PetscInt N_,PetscScalar* A,PetscReal* sigma,PetscScalar* U,PetscScalar* VT)
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{
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#if defined(SLEPC_MISSING_LAPACK_GESDD)
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PetscFunctionBegin;
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SETERRQ(PETSC_ERR_SUP,"GESDD - Lapack routine is unavailable.");
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#else
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PetscErrorCode ierr;
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PetscScalar qwork,*work;
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PetscBLASInt n,info,lwork,*iwork,M,N;
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#if defined(PETSC_USE_COMPLEX)
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PetscReal *rwork;
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#endif
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PetscFunctionBegin;
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/* workspace query & allocation */
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ierr = PetscLogEventBegin(SVD_Dense,0,0,0,0);CHKERRQ(ierr);
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M = PetscBLASIntCast(M_);
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N = PetscBLASIntCast(N_);
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n = PetscMin(M,N);
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ierr = PetscMalloc(sizeof(PetscInt)*8*n,&iwork);CHKERRQ(ierr);
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lwork = -1;
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#if defined(PETSC_USE_COMPLEX)
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ierr = PetscMalloc(sizeof(PetscReal)*(5*n*n+7*n),&rwork);CHKERRQ(ierr);
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LAPACKgesdd_("O",&M,&N,A,&M,sigma,U,&M,VT,&N,&qwork,&lwork,rwork,iwork,&info);
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#else
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LAPACKgesdd_("O",&M,&N,A,&M,sigma,U,&M,VT,&N,&qwork,&lwork,iwork,&info);
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#endif
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if (info) SETERRQ1(PETSC_ERR_LIB,"Error in Lapack xGESDD %d",info);
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lwork = (PetscBLASInt)PetscRealPart(qwork);
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ierr = PetscMalloc(sizeof(PetscScalar)*lwork,&work);CHKERRQ(ierr);
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/* computation */
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#if defined(PETSC_USE_COMPLEX)
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LAPACKgesdd_("O",&M,&N,A,&M,sigma,U,&M,VT,&N,work,&lwork,rwork,iwork,&info);
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ierr = PetscFree(rwork);CHKERRQ(ierr);
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#else
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LAPACKgesdd_("O",&M,&N,A,&M,sigma,U,&M,VT,&N,work,&lwork,iwork,&info);
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#endif
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if (info) SETERRQ1(PETSC_ERR_LIB,"Error in Lapack xGESDD %d",info);
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ierr = PetscFree(iwork);CHKERRQ(ierr);
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ierr = PetscFree(work);CHKERRQ(ierr);
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ierr = PetscLogEventEnd(SVD_Dense,0,0,0,0);CHKERRQ(ierr);
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PetscFunctionReturn(0);
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#endif
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}
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