/*
This file contains routines for handling small-size dense problems.
All routines are simply wrappers to LAPACK routines.
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SLEPc - Scalable Library for Eigenvalue Problem Computations
Copyright (c) 2002-2007, Universidad Politecnica de Valencia, Spain
This file is part of SLEPc. See the README file for conditions of use
and additional information.
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*/
#include "src/svd/svdimpl.h" /*I "slepcsvd.h" I*/
#include "slepcblaslapack.h"
#undef __FUNCT__
#define __FUNCT__ "SVDDense"
/*@
SVDDense - Solves a dense singular value problem.
Not Collective
Input Parameters:
+ M - dimension of the problem (rows)
. N - dimension of the problem (colums)
- A - pointer to the array containing the matrix values
Output Parameters:
+ sigma - pointer to the array to store the computed singular values
. U - pointer to the array to store left singular vectors
- VT - pointer to the array to store right singular vectors
Matrix A is overwritten.
This routine uses LAPACK routines xGESDD.
Level: developer
@*/
PetscErrorCode SVDDense(int M,int N,PetscScalar* A,PetscReal* sigma,PetscScalar* U,PetscScalar* VT)
{
#if defined(SLEPC_MISSING_LAPACK_GESDD)
PetscFunctionBegin;
SETERRQ(PETSC_ERR_SUP,"GESDD - Lapack routine is unavailable.");
#else
PetscErrorCode ierr;
PetscScalar qwork,*work;
int n,info,lwork,*iwork;
#if defined(PETSC_USE_COMPLEX)
PetscReal *rwork;
#endif
PetscFunctionBegin;
/* workspace query & allocation */
ierr = PetscLogEventBegin(SVD_Dense,0,0,0,0);CHKERRQ(ierr);
n = PetscMin(M,N);
ierr = PetscMalloc(sizeof(int)*8*n,&iwork);CHKERRQ(ierr);
lwork = -1;
#if defined(PETSC_USE_COMPLEX)
ierr = PetscMalloc(sizeof(PetscReal)*(5*n*n+7*n),&rwork);CHKERRQ(ierr);
LAPACKgesdd_("O",&M,&N,A,&M,sigma,U,&M,VT,&N,&qwork,&lwork,rwork,iwork,&info,1);
#else
LAPACKgesdd_("O",&M,&N,A,&M,sigma,U,&M,VT,&N,&qwork,&lwork,iwork,&info,1);
#endif
if (info) SETERRQ1(PETSC_ERR_LIB,"Error in Lapack xGESDD %d",info);
lwork = (int)PetscRealPart(qwork);
ierr = PetscMalloc(sizeof(PetscScalar)*lwork,&work);CHKERRQ(ierr);
/* computation */
#if defined(PETSC_USE_COMPLEX)
LAPACKgesdd_("O",&M,&N,A,&M,sigma,U,&M,VT,&N,work,&lwork,rwork,iwork,&info,1);
ierr = PetscFree(rwork);CHKERRQ(ierr);
#else
LAPACKgesdd_("O",&M,&N,A,&M,sigma,U,&M,VT,&N,work,&lwork,iwork,&info,1);
#endif
if (info) SETERRQ1(PETSC_ERR_LIB,"Error in Lapack xGESDD %d",info);
ierr = PetscFree(iwork);CHKERRQ(ierr);
ierr = PetscFree(work);CHKERRQ(ierr);
ierr = PetscLogEventEnd(SVD_Dense,0,0,0,0);CHKERRQ(ierr);
PetscFunctionReturn(0);
#endif
}