Annotation of rpl/lapack/lapack/dlasd6.f, revision 1.3
1.1 bertrand 1: SUBROUTINE DLASD6( ICOMPQ, NL, NR, SQRE, D, VF, VL, ALPHA, BETA,
2: $ IDXQ, PERM, GIVPTR, GIVCOL, LDGCOL, GIVNUM,
3: $ LDGNUM, POLES, DIFL, DIFR, Z, K, C, S, WORK,
4: $ IWORK, INFO )
5: *
6: * -- LAPACK auxiliary routine (version 3.2) --
7: * -- LAPACK is a software package provided by Univ. of Tennessee, --
8: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
9: * November 2006
10: *
11: * .. Scalar Arguments ..
12: INTEGER GIVPTR, ICOMPQ, INFO, K, LDGCOL, LDGNUM, NL,
13: $ NR, SQRE
14: DOUBLE PRECISION ALPHA, BETA, C, S
15: * ..
16: * .. Array Arguments ..
17: INTEGER GIVCOL( LDGCOL, * ), IDXQ( * ), IWORK( * ),
18: $ PERM( * )
19: DOUBLE PRECISION D( * ), DIFL( * ), DIFR( * ),
20: $ GIVNUM( LDGNUM, * ), POLES( LDGNUM, * ),
21: $ VF( * ), VL( * ), WORK( * ), Z( * )
22: * ..
23: *
24: * Purpose
25: * =======
26: *
27: * DLASD6 computes the SVD of an updated upper bidiagonal matrix B
28: * obtained by merging two smaller ones by appending a row. This
29: * routine is used only for the problem which requires all singular
30: * values and optionally singular vector matrices in factored form.
31: * B is an N-by-M matrix with N = NL + NR + 1 and M = N + SQRE.
32: * A related subroutine, DLASD1, handles the case in which all singular
33: * values and singular vectors of the bidiagonal matrix are desired.
34: *
35: * DLASD6 computes the SVD as follows:
36: *
37: * ( D1(in) 0 0 0 )
38: * B = U(in) * ( Z1' a Z2' b ) * VT(in)
39: * ( 0 0 D2(in) 0 )
40: *
41: * = U(out) * ( D(out) 0) * VT(out)
42: *
43: * where Z' = (Z1' a Z2' b) = u' VT', and u is a vector of dimension M
44: * with ALPHA and BETA in the NL+1 and NL+2 th entries and zeros
45: * elsewhere; and the entry b is empty if SQRE = 0.
46: *
47: * The singular values of B can be computed using D1, D2, the first
48: * components of all the right singular vectors of the lower block, and
49: * the last components of all the right singular vectors of the upper
50: * block. These components are stored and updated in VF and VL,
51: * respectively, in DLASD6. Hence U and VT are not explicitly
52: * referenced.
53: *
54: * The singular values are stored in D. The algorithm consists of two
55: * stages:
56: *
57: * The first stage consists of deflating the size of the problem
58: * when there are multiple singular values or if there is a zero
59: * in the Z vector. For each such occurence the dimension of the
60: * secular equation problem is reduced by one. This stage is
61: * performed by the routine DLASD7.
62: *
63: * The second stage consists of calculating the updated
64: * singular values. This is done by finding the roots of the
65: * secular equation via the routine DLASD4 (as called by DLASD8).
66: * This routine also updates VF and VL and computes the distances
67: * between the updated singular values and the old singular
68: * values.
69: *
70: * DLASD6 is called from DLASDA.
71: *
72: * Arguments
73: * =========
74: *
75: * ICOMPQ (input) INTEGER
76: * Specifies whether singular vectors are to be computed in
77: * factored form:
78: * = 0: Compute singular values only.
79: * = 1: Compute singular vectors in factored form as well.
80: *
81: * NL (input) INTEGER
82: * The row dimension of the upper block. NL >= 1.
83: *
84: * NR (input) INTEGER
85: * The row dimension of the lower block. NR >= 1.
86: *
87: * SQRE (input) INTEGER
88: * = 0: the lower block is an NR-by-NR square matrix.
89: * = 1: the lower block is an NR-by-(NR+1) rectangular matrix.
90: *
91: * The bidiagonal matrix has row dimension N = NL + NR + 1,
92: * and column dimension M = N + SQRE.
93: *
94: * D (input/output) DOUBLE PRECISION array, dimension ( NL+NR+1 ).
95: * On entry D(1:NL,1:NL) contains the singular values of the
96: * upper block, and D(NL+2:N) contains the singular values
97: * of the lower block. On exit D(1:N) contains the singular
98: * values of the modified matrix.
99: *
100: * VF (input/output) DOUBLE PRECISION array, dimension ( M )
101: * On entry, VF(1:NL+1) contains the first components of all
102: * right singular vectors of the upper block; and VF(NL+2:M)
103: * contains the first components of all right singular vectors
104: * of the lower block. On exit, VF contains the first components
105: * of all right singular vectors of the bidiagonal matrix.
106: *
107: * VL (input/output) DOUBLE PRECISION array, dimension ( M )
108: * On entry, VL(1:NL+1) contains the last components of all
109: * right singular vectors of the upper block; and VL(NL+2:M)
110: * contains the last components of all right singular vectors of
111: * the lower block. On exit, VL contains the last components of
112: * all right singular vectors of the bidiagonal matrix.
113: *
114: * ALPHA (input/output) DOUBLE PRECISION
115: * Contains the diagonal element associated with the added row.
116: *
117: * BETA (input/output) DOUBLE PRECISION
118: * Contains the off-diagonal element associated with the added
119: * row.
120: *
121: * IDXQ (output) INTEGER array, dimension ( N )
122: * This contains the permutation which will reintegrate the
123: * subproblem just solved back into sorted order, i.e.
124: * D( IDXQ( I = 1, N ) ) will be in ascending order.
125: *
126: * PERM (output) INTEGER array, dimension ( N )
127: * The permutations (from deflation and sorting) to be applied
128: * to each block. Not referenced if ICOMPQ = 0.
129: *
130: * GIVPTR (output) INTEGER
131: * The number of Givens rotations which took place in this
132: * subproblem. Not referenced if ICOMPQ = 0.
133: *
134: * GIVCOL (output) INTEGER array, dimension ( LDGCOL, 2 )
135: * Each pair of numbers indicates a pair of columns to take place
136: * in a Givens rotation. Not referenced if ICOMPQ = 0.
137: *
138: * LDGCOL (input) INTEGER
139: * leading dimension of GIVCOL, must be at least N.
140: *
141: * GIVNUM (output) DOUBLE PRECISION array, dimension ( LDGNUM, 2 )
142: * Each number indicates the C or S value to be used in the
143: * corresponding Givens rotation. Not referenced if ICOMPQ = 0.
144: *
145: * LDGNUM (input) INTEGER
146: * The leading dimension of GIVNUM and POLES, must be at least N.
147: *
148: * POLES (output) DOUBLE PRECISION array, dimension ( LDGNUM, 2 )
149: * On exit, POLES(1,*) is an array containing the new singular
150: * values obtained from solving the secular equation, and
151: * POLES(2,*) is an array containing the poles in the secular
152: * equation. Not referenced if ICOMPQ = 0.
153: *
154: * DIFL (output) DOUBLE PRECISION array, dimension ( N )
155: * On exit, DIFL(I) is the distance between I-th updated
156: * (undeflated) singular value and the I-th (undeflated) old
157: * singular value.
158: *
159: * DIFR (output) DOUBLE PRECISION array,
160: * dimension ( LDGNUM, 2 ) if ICOMPQ = 1 and
161: * dimension ( N ) if ICOMPQ = 0.
162: * On exit, DIFR(I, 1) is the distance between I-th updated
163: * (undeflated) singular value and the I+1-th (undeflated) old
164: * singular value.
165: *
166: * If ICOMPQ = 1, DIFR(1:K,2) is an array containing the
167: * normalizing factors for the right singular vector matrix.
168: *
169: * See DLASD8 for details on DIFL and DIFR.
170: *
171: * Z (output) DOUBLE PRECISION array, dimension ( M )
172: * The first elements of this array contain the components
173: * of the deflation-adjusted updating row vector.
174: *
175: * K (output) INTEGER
176: * Contains the dimension of the non-deflated matrix,
177: * This is the order of the related secular equation. 1 <= K <=N.
178: *
179: * C (output) DOUBLE PRECISION
180: * C contains garbage if SQRE =0 and the C-value of a Givens
181: * rotation related to the right null space if SQRE = 1.
182: *
183: * S (output) DOUBLE PRECISION
184: * S contains garbage if SQRE =0 and the S-value of a Givens
185: * rotation related to the right null space if SQRE = 1.
186: *
187: * WORK (workspace) DOUBLE PRECISION array, dimension ( 4 * M )
188: *
189: * IWORK (workspace) INTEGER array, dimension ( 3 * N )
190: *
191: * INFO (output) INTEGER
192: * = 0: successful exit.
193: * < 0: if INFO = -i, the i-th argument had an illegal value.
194: * > 0: if INFO = 1, an singular value did not converge
195: *
196: * Further Details
197: * ===============
198: *
199: * Based on contributions by
200: * Ming Gu and Huan Ren, Computer Science Division, University of
201: * California at Berkeley, USA
202: *
203: * =====================================================================
204: *
205: * .. Parameters ..
206: DOUBLE PRECISION ONE, ZERO
207: PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
208: * ..
209: * .. Local Scalars ..
210: INTEGER I, IDX, IDXC, IDXP, ISIGMA, IVFW, IVLW, IW, M,
211: $ N, N1, N2
212: DOUBLE PRECISION ORGNRM
213: * ..
214: * .. External Subroutines ..
215: EXTERNAL DCOPY, DLAMRG, DLASCL, DLASD7, DLASD8, XERBLA
216: * ..
217: * .. Intrinsic Functions ..
218: INTRINSIC ABS, MAX
219: * ..
220: * .. Executable Statements ..
221: *
222: * Test the input parameters.
223: *
224: INFO = 0
225: N = NL + NR + 1
226: M = N + SQRE
227: *
228: IF( ( ICOMPQ.LT.0 ) .OR. ( ICOMPQ.GT.1 ) ) THEN
229: INFO = -1
230: ELSE IF( NL.LT.1 ) THEN
231: INFO = -2
232: ELSE IF( NR.LT.1 ) THEN
233: INFO = -3
234: ELSE IF( ( SQRE.LT.0 ) .OR. ( SQRE.GT.1 ) ) THEN
235: INFO = -4
236: ELSE IF( LDGCOL.LT.N ) THEN
237: INFO = -14
238: ELSE IF( LDGNUM.LT.N ) THEN
239: INFO = -16
240: END IF
241: IF( INFO.NE.0 ) THEN
242: CALL XERBLA( 'DLASD6', -INFO )
243: RETURN
244: END IF
245: *
246: * The following values are for bookkeeping purposes only. They are
247: * integer pointers which indicate the portion of the workspace
248: * used by a particular array in DLASD7 and DLASD8.
249: *
250: ISIGMA = 1
251: IW = ISIGMA + N
252: IVFW = IW + M
253: IVLW = IVFW + M
254: *
255: IDX = 1
256: IDXC = IDX + N
257: IDXP = IDXC + N
258: *
259: * Scale.
260: *
261: ORGNRM = MAX( ABS( ALPHA ), ABS( BETA ) )
262: D( NL+1 ) = ZERO
263: DO 10 I = 1, N
264: IF( ABS( D( I ) ).GT.ORGNRM ) THEN
265: ORGNRM = ABS( D( I ) )
266: END IF
267: 10 CONTINUE
268: CALL DLASCL( 'G', 0, 0, ORGNRM, ONE, N, 1, D, N, INFO )
269: ALPHA = ALPHA / ORGNRM
270: BETA = BETA / ORGNRM
271: *
272: * Sort and Deflate singular values.
273: *
274: CALL DLASD7( ICOMPQ, NL, NR, SQRE, K, D, Z, WORK( IW ), VF,
275: $ WORK( IVFW ), VL, WORK( IVLW ), ALPHA, BETA,
276: $ WORK( ISIGMA ), IWORK( IDX ), IWORK( IDXP ), IDXQ,
277: $ PERM, GIVPTR, GIVCOL, LDGCOL, GIVNUM, LDGNUM, C, S,
278: $ INFO )
279: *
280: * Solve Secular Equation, compute DIFL, DIFR, and update VF, VL.
281: *
282: CALL DLASD8( ICOMPQ, K, D, Z, VF, VL, DIFL, DIFR, LDGNUM,
283: $ WORK( ISIGMA ), WORK( IW ), INFO )
284: *
285: * Save the poles if ICOMPQ = 1.
286: *
287: IF( ICOMPQ.EQ.1 ) THEN
288: CALL DCOPY( K, D, 1, POLES( 1, 1 ), 1 )
289: CALL DCOPY( K, WORK( ISIGMA ), 1, POLES( 1, 2 ), 1 )
290: END IF
291: *
292: * Unscale.
293: *
294: CALL DLASCL( 'G', 0, 0, ONE, ORGNRM, N, 1, D, N, INFO )
295: *
296: * Prepare the IDXQ sorting permutation.
297: *
298: N1 = K
299: N2 = N - K
300: CALL DLAMRG( N1, N2, D, 1, -1, IDXQ )
301: *
302: RETURN
303: *
304: * End of DLASD6
305: *
306: END
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