File:  [local] / rpl / lapack / lapack / dlasd8.f
Revision 1.2: download - view: text, annotated - select for diffs - revision graph
Wed Apr 21 13:45:20 2010 UTC (14 years, 1 month ago) by bertrand
Branches: MAIN
CVS tags: rpl-4_0_17, rpl-4_0_16, rpl-4_0_15, HEAD
En route pour la 4.0.15 !

    1:       SUBROUTINE DLASD8( ICOMPQ, K, D, Z, VF, VL, DIFL, DIFR, LDDIFR,
    2:      $                   DSIGMA, WORK, INFO )
    3: *
    4: *  -- LAPACK auxiliary routine (version 3.2) --
    5: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
    6: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
    7: *     October 2006
    8: *
    9: *     .. Scalar Arguments ..
   10:       INTEGER            ICOMPQ, INFO, K, LDDIFR
   11: *     ..
   12: *     .. Array Arguments ..
   13:       DOUBLE PRECISION   D( * ), DIFL( * ), DIFR( LDDIFR, * ),
   14:      $                   DSIGMA( * ), VF( * ), VL( * ), WORK( * ),
   15:      $                   Z( * )
   16: *     ..
   17: *
   18: *  Purpose
   19: *  =======
   20: *
   21: *  DLASD8 finds the square roots of the roots of the secular equation,
   22: *  as defined by the values in DSIGMA and Z. It makes the appropriate
   23: *  calls to DLASD4, and stores, for each  element in D, the distance
   24: *  to its two nearest poles (elements in DSIGMA). It also updates
   25: *  the arrays VF and VL, the first and last components of all the
   26: *  right singular vectors of the original bidiagonal matrix.
   27: *
   28: *  DLASD8 is called from DLASD6.
   29: *
   30: *  Arguments
   31: *  =========
   32: *
   33: *  ICOMPQ  (input) INTEGER
   34: *          Specifies whether singular vectors are to be computed in
   35: *          factored form in the calling routine:
   36: *          = 0: Compute singular values only.
   37: *          = 1: Compute singular vectors in factored form as well.
   38: *
   39: *  K       (input) INTEGER
   40: *          The number of terms in the rational function to be solved
   41: *          by DLASD4.  K >= 1.
   42: *
   43: *  D       (output) DOUBLE PRECISION array, dimension ( K )
   44: *          On output, D contains the updated singular values.
   45: *
   46: *  Z       (input/output) DOUBLE PRECISION array, dimension ( K )
   47: *          On entry, the first K elements of this array contain the
   48: *          components of the deflation-adjusted updating row vector.
   49: *          On exit, Z is updated.
   50: *
   51: *  VF      (input/output) DOUBLE PRECISION array, dimension ( K )
   52: *          On entry, VF contains  information passed through DBEDE8.
   53: *          On exit, VF contains the first K components of the first
   54: *          components of all right singular vectors of the bidiagonal
   55: *          matrix.
   56: *
   57: *  VL      (input/output) DOUBLE PRECISION array, dimension ( K )
   58: *          On entry, VL contains  information passed through DBEDE8.
   59: *          On exit, VL contains the first K components of the last
   60: *          components of all right singular vectors of the bidiagonal
   61: *          matrix.
   62: *
   63: *  DIFL    (output) DOUBLE PRECISION array, dimension ( K )
   64: *          On exit, DIFL(I) = D(I) - DSIGMA(I).
   65: *
   66: *  DIFR    (output) DOUBLE PRECISION array,
   67: *                   dimension ( LDDIFR, 2 ) if ICOMPQ = 1 and
   68: *                   dimension ( K ) if ICOMPQ = 0.
   69: *          On exit, DIFR(I,1) = D(I) - DSIGMA(I+1), DIFR(K,1) is not
   70: *          defined and will not be referenced.
   71: *
   72: *          If ICOMPQ = 1, DIFR(1:K,2) is an array containing the
   73: *          normalizing factors for the right singular vector matrix.
   74: *
   75: *  LDDIFR  (input) INTEGER
   76: *          The leading dimension of DIFR, must be at least K.
   77: *
   78: *  DSIGMA  (input/output) DOUBLE PRECISION array, dimension ( K )
   79: *          On entry, the first K elements of this array contain the old
   80: *          roots of the deflated updating problem.  These are the poles
   81: *          of the secular equation.
   82: *          On exit, the elements of DSIGMA may be very slightly altered
   83: *          in value.
   84: *
   85: *  WORK    (workspace) DOUBLE PRECISION array, dimension at least 3 * K
   86: *
   87: *  INFO    (output) INTEGER
   88: *          = 0:  successful exit.
   89: *          < 0:  if INFO = -i, the i-th argument had an illegal value.
   90: *          > 0:  if INFO = 1, an singular value did not converge
   91: *
   92: *  Further Details
   93: *  ===============
   94: *
   95: *  Based on contributions by
   96: *     Ming Gu and Huan Ren, Computer Science Division, University of
   97: *     California at Berkeley, USA
   98: *
   99: *  =====================================================================
  100: *
  101: *     .. Parameters ..
  102:       DOUBLE PRECISION   ONE
  103:       PARAMETER          ( ONE = 1.0D+0 )
  104: *     ..
  105: *     .. Local Scalars ..
  106:       INTEGER            I, IWK1, IWK2, IWK2I, IWK3, IWK3I, J
  107:       DOUBLE PRECISION   DIFLJ, DIFRJ, DJ, DSIGJ, DSIGJP, RHO, TEMP
  108: *     ..
  109: *     .. External Subroutines ..
  110:       EXTERNAL           DCOPY, DLASCL, DLASD4, DLASET, XERBLA
  111: *     ..
  112: *     .. External Functions ..
  113:       DOUBLE PRECISION   DDOT, DLAMC3, DNRM2
  114:       EXTERNAL           DDOT, DLAMC3, DNRM2
  115: *     ..
  116: *     .. Intrinsic Functions ..
  117:       INTRINSIC          ABS, SIGN, SQRT
  118: *     ..
  119: *     .. Executable Statements ..
  120: *
  121: *     Test the input parameters.
  122: *
  123:       INFO = 0
  124: *
  125:       IF( ( ICOMPQ.LT.0 ) .OR. ( ICOMPQ.GT.1 ) ) THEN
  126:          INFO = -1
  127:       ELSE IF( K.LT.1 ) THEN
  128:          INFO = -2
  129:       ELSE IF( LDDIFR.LT.K ) THEN
  130:          INFO = -9
  131:       END IF
  132:       IF( INFO.NE.0 ) THEN
  133:          CALL XERBLA( 'DLASD8', -INFO )
  134:          RETURN
  135:       END IF
  136: *
  137: *     Quick return if possible
  138: *
  139:       IF( K.EQ.1 ) THEN
  140:          D( 1 ) = ABS( Z( 1 ) )
  141:          DIFL( 1 ) = D( 1 )
  142:          IF( ICOMPQ.EQ.1 ) THEN
  143:             DIFL( 2 ) = ONE
  144:             DIFR( 1, 2 ) = ONE
  145:          END IF
  146:          RETURN
  147:       END IF
  148: *
  149: *     Modify values DSIGMA(i) to make sure all DSIGMA(i)-DSIGMA(j) can
  150: *     be computed with high relative accuracy (barring over/underflow).
  151: *     This is a problem on machines without a guard digit in
  152: *     add/subtract (Cray XMP, Cray YMP, Cray C 90 and Cray 2).
  153: *     The following code replaces DSIGMA(I) by 2*DSIGMA(I)-DSIGMA(I),
  154: *     which on any of these machines zeros out the bottommost
  155: *     bit of DSIGMA(I) if it is 1; this makes the subsequent
  156: *     subtractions DSIGMA(I)-DSIGMA(J) unproblematic when cancellation
  157: *     occurs. On binary machines with a guard digit (almost all
  158: *     machines) it does not change DSIGMA(I) at all. On hexadecimal
  159: *     and decimal machines with a guard digit, it slightly
  160: *     changes the bottommost bits of DSIGMA(I). It does not account
  161: *     for hexadecimal or decimal machines without guard digits
  162: *     (we know of none). We use a subroutine call to compute
  163: *     2*DLAMBDA(I) to prevent optimizing compilers from eliminating
  164: *     this code.
  165: *
  166:       DO 10 I = 1, K
  167:          DSIGMA( I ) = DLAMC3( DSIGMA( I ), DSIGMA( I ) ) - DSIGMA( I )
  168:    10 CONTINUE
  169: *
  170: *     Book keeping.
  171: *
  172:       IWK1 = 1
  173:       IWK2 = IWK1 + K
  174:       IWK3 = IWK2 + K
  175:       IWK2I = IWK2 - 1
  176:       IWK3I = IWK3 - 1
  177: *
  178: *     Normalize Z.
  179: *
  180:       RHO = DNRM2( K, Z, 1 )
  181:       CALL DLASCL( 'G', 0, 0, RHO, ONE, K, 1, Z, K, INFO )
  182:       RHO = RHO*RHO
  183: *
  184: *     Initialize WORK(IWK3).
  185: *
  186:       CALL DLASET( 'A', K, 1, ONE, ONE, WORK( IWK3 ), K )
  187: *
  188: *     Compute the updated singular values, the arrays DIFL, DIFR,
  189: *     and the updated Z.
  190: *
  191:       DO 40 J = 1, K
  192:          CALL DLASD4( K, J, DSIGMA, Z, WORK( IWK1 ), RHO, D( J ),
  193:      $                WORK( IWK2 ), INFO )
  194: *
  195: *        If the root finder fails, the computation is terminated.
  196: *
  197:          IF( INFO.NE.0 ) THEN
  198:             RETURN
  199:          END IF
  200:          WORK( IWK3I+J ) = WORK( IWK3I+J )*WORK( J )*WORK( IWK2I+J )
  201:          DIFL( J ) = -WORK( J )
  202:          DIFR( J, 1 ) = -WORK( J+1 )
  203:          DO 20 I = 1, J - 1
  204:             WORK( IWK3I+I ) = WORK( IWK3I+I )*WORK( I )*
  205:      $                        WORK( IWK2I+I ) / ( DSIGMA( I )-
  206:      $                        DSIGMA( J ) ) / ( DSIGMA( I )+
  207:      $                        DSIGMA( J ) )
  208:    20    CONTINUE
  209:          DO 30 I = J + 1, K
  210:             WORK( IWK3I+I ) = WORK( IWK3I+I )*WORK( I )*
  211:      $                        WORK( IWK2I+I ) / ( DSIGMA( I )-
  212:      $                        DSIGMA( J ) ) / ( DSIGMA( I )+
  213:      $                        DSIGMA( J ) )
  214:    30    CONTINUE
  215:    40 CONTINUE
  216: *
  217: *     Compute updated Z.
  218: *
  219:       DO 50 I = 1, K
  220:          Z( I ) = SIGN( SQRT( ABS( WORK( IWK3I+I ) ) ), Z( I ) )
  221:    50 CONTINUE
  222: *
  223: *     Update VF and VL.
  224: *
  225:       DO 80 J = 1, K
  226:          DIFLJ = DIFL( J )
  227:          DJ = D( J )
  228:          DSIGJ = -DSIGMA( J )
  229:          IF( J.LT.K ) THEN
  230:             DIFRJ = -DIFR( J, 1 )
  231:             DSIGJP = -DSIGMA( J+1 )
  232:          END IF
  233:          WORK( J ) = -Z( J ) / DIFLJ / ( DSIGMA( J )+DJ )
  234:          DO 60 I = 1, J - 1
  235:             WORK( I ) = Z( I ) / ( DLAMC3( DSIGMA( I ), DSIGJ )-DIFLJ )
  236:      $                   / ( DSIGMA( I )+DJ )
  237:    60    CONTINUE
  238:          DO 70 I = J + 1, K
  239:             WORK( I ) = Z( I ) / ( DLAMC3( DSIGMA( I ), DSIGJP )+DIFRJ )
  240:      $                   / ( DSIGMA( I )+DJ )
  241:    70    CONTINUE
  242:          TEMP = DNRM2( K, WORK, 1 )
  243:          WORK( IWK2I+J ) = DDOT( K, WORK, 1, VF, 1 ) / TEMP
  244:          WORK( IWK3I+J ) = DDOT( K, WORK, 1, VL, 1 ) / TEMP
  245:          IF( ICOMPQ.EQ.1 ) THEN
  246:             DIFR( J, 2 ) = TEMP
  247:          END IF
  248:    80 CONTINUE
  249: *
  250:       CALL DCOPY( K, WORK( IWK2 ), 1, VF, 1 )
  251:       CALL DCOPY( K, WORK( IWK3 ), 1, VL, 1 )
  252: *
  253:       RETURN
  254: *
  255: *     End of DLASD8
  256: *
  257:       END
  258: 

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