Annotation of rpl/lapack/lapack/dtgsja.f, revision 1.18
1.9 bertrand 1: *> \brief \b DTGSJA
2: *
3: * =========== DOCUMENTATION ===========
4: *
1.15 bertrand 5: * Online html documentation available at
6: * http://www.netlib.org/lapack/explore-html/
1.9 bertrand 7: *
8: *> \htmlonly
1.15 bertrand 9: *> Download DTGSJA + dependencies
10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dtgsja.f">
11: *> [TGZ]</a>
12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dtgsja.f">
13: *> [ZIP]</a>
14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dtgsja.f">
1.9 bertrand 15: *> [TXT]</a>
1.15 bertrand 16: *> \endhtmlonly
1.9 bertrand 17: *
18: * Definition:
19: * ===========
20: *
21: * SUBROUTINE DTGSJA( JOBU, JOBV, JOBQ, M, P, N, K, L, A, LDA, B,
22: * LDB, TOLA, TOLB, ALPHA, BETA, U, LDU, V, LDV,
23: * Q, LDQ, WORK, NCYCLE, INFO )
1.15 bertrand 24: *
1.9 bertrand 25: * .. Scalar Arguments ..
26: * CHARACTER JOBQ, JOBU, JOBV
27: * INTEGER INFO, K, L, LDA, LDB, LDQ, LDU, LDV, M, N,
28: * $ NCYCLE, P
29: * DOUBLE PRECISION TOLA, TOLB
30: * ..
31: * .. Array Arguments ..
32: * DOUBLE PRECISION A( LDA, * ), ALPHA( * ), B( LDB, * ),
33: * $ BETA( * ), Q( LDQ, * ), U( LDU, * ),
34: * $ V( LDV, * ), WORK( * )
35: * ..
1.15 bertrand 36: *
1.9 bertrand 37: *
38: *> \par Purpose:
39: * =============
40: *>
41: *> \verbatim
42: *>
43: *> DTGSJA computes the generalized singular value decomposition (GSVD)
44: *> of two real upper triangular (or trapezoidal) matrices A and B.
45: *>
46: *> On entry, it is assumed that matrices A and B have the following
47: *> forms, which may be obtained by the preprocessing subroutine DGGSVP
48: *> from a general M-by-N matrix A and P-by-N matrix B:
49: *>
50: *> N-K-L K L
51: *> A = K ( 0 A12 A13 ) if M-K-L >= 0;
52: *> L ( 0 0 A23 )
53: *> M-K-L ( 0 0 0 )
54: *>
55: *> N-K-L K L
56: *> A = K ( 0 A12 A13 ) if M-K-L < 0;
57: *> M-K ( 0 0 A23 )
58: *>
59: *> N-K-L K L
60: *> B = L ( 0 0 B13 )
61: *> P-L ( 0 0 0 )
62: *>
63: *> where the K-by-K matrix A12 and L-by-L matrix B13 are nonsingular
64: *> upper triangular; A23 is L-by-L upper triangular if M-K-L >= 0,
65: *> otherwise A23 is (M-K)-by-L upper trapezoidal.
66: *>
67: *> On exit,
68: *>
69: *> U**T *A*Q = D1*( 0 R ), V**T *B*Q = D2*( 0 R ),
70: *>
71: *> where U, V and Q are orthogonal matrices.
72: *> R is a nonsingular upper triangular matrix, and D1 and D2 are
73: *> ``diagonal'' matrices, which are of the following structures:
74: *>
75: *> If M-K-L >= 0,
76: *>
77: *> K L
78: *> D1 = K ( I 0 )
79: *> L ( 0 C )
80: *> M-K-L ( 0 0 )
81: *>
82: *> K L
83: *> D2 = L ( 0 S )
84: *> P-L ( 0 0 )
85: *>
86: *> N-K-L K L
87: *> ( 0 R ) = K ( 0 R11 R12 ) K
88: *> L ( 0 0 R22 ) L
89: *>
90: *> where
91: *>
92: *> C = diag( ALPHA(K+1), ... , ALPHA(K+L) ),
93: *> S = diag( BETA(K+1), ... , BETA(K+L) ),
94: *> C**2 + S**2 = I.
95: *>
96: *> R is stored in A(1:K+L,N-K-L+1:N) on exit.
97: *>
98: *> If M-K-L < 0,
99: *>
100: *> K M-K K+L-M
101: *> D1 = K ( I 0 0 )
102: *> M-K ( 0 C 0 )
103: *>
104: *> K M-K K+L-M
105: *> D2 = M-K ( 0 S 0 )
106: *> K+L-M ( 0 0 I )
107: *> P-L ( 0 0 0 )
108: *>
109: *> N-K-L K M-K K+L-M
110: *> ( 0 R ) = K ( 0 R11 R12 R13 )
111: *> M-K ( 0 0 R22 R23 )
112: *> K+L-M ( 0 0 0 R33 )
113: *>
114: *> where
115: *> C = diag( ALPHA(K+1), ... , ALPHA(M) ),
116: *> S = diag( BETA(K+1), ... , BETA(M) ),
117: *> C**2 + S**2 = I.
118: *>
119: *> R = ( R11 R12 R13 ) is stored in A(1:M, N-K-L+1:N) and R33 is stored
120: *> ( 0 R22 R23 )
121: *> in B(M-K+1:L,N+M-K-L+1:N) on exit.
122: *>
123: *> The computation of the orthogonal transformation matrices U, V or Q
124: *> is optional. These matrices may either be formed explicitly, or they
125: *> may be postmultiplied into input matrices U1, V1, or Q1.
126: *> \endverbatim
127: *
128: * Arguments:
129: * ==========
130: *
131: *> \param[in] JOBU
132: *> \verbatim
133: *> JOBU is CHARACTER*1
134: *> = 'U': U must contain an orthogonal matrix U1 on entry, and
135: *> the product U1*U is returned;
136: *> = 'I': U is initialized to the unit matrix, and the
137: *> orthogonal matrix U is returned;
138: *> = 'N': U is not computed.
139: *> \endverbatim
140: *>
141: *> \param[in] JOBV
142: *> \verbatim
143: *> JOBV is CHARACTER*1
144: *> = 'V': V must contain an orthogonal matrix V1 on entry, and
145: *> the product V1*V is returned;
146: *> = 'I': V is initialized to the unit matrix, and the
147: *> orthogonal matrix V is returned;
148: *> = 'N': V is not computed.
149: *> \endverbatim
150: *>
151: *> \param[in] JOBQ
152: *> \verbatim
153: *> JOBQ is CHARACTER*1
154: *> = 'Q': Q must contain an orthogonal matrix Q1 on entry, and
155: *> the product Q1*Q is returned;
156: *> = 'I': Q is initialized to the unit matrix, and the
157: *> orthogonal matrix Q is returned;
158: *> = 'N': Q is not computed.
159: *> \endverbatim
160: *>
161: *> \param[in] M
162: *> \verbatim
163: *> M is INTEGER
164: *> The number of rows of the matrix A. M >= 0.
165: *> \endverbatim
166: *>
167: *> \param[in] P
168: *> \verbatim
169: *> P is INTEGER
170: *> The number of rows of the matrix B. P >= 0.
171: *> \endverbatim
172: *>
173: *> \param[in] N
174: *> \verbatim
175: *> N is INTEGER
176: *> The number of columns of the matrices A and B. N >= 0.
177: *> \endverbatim
178: *>
179: *> \param[in] K
180: *> \verbatim
181: *> K is INTEGER
182: *> \endverbatim
183: *>
184: *> \param[in] L
185: *> \verbatim
186: *> L is INTEGER
187: *>
188: *> K and L specify the subblocks in the input matrices A and B:
189: *> A23 = A(K+1:MIN(K+L,M),N-L+1:N) and B13 = B(1:L,N-L+1:N)
190: *> of A and B, whose GSVD is going to be computed by DTGSJA.
191: *> See Further Details.
192: *> \endverbatim
193: *>
194: *> \param[in,out] A
195: *> \verbatim
196: *> A is DOUBLE PRECISION array, dimension (LDA,N)
197: *> On entry, the M-by-N matrix A.
198: *> On exit, A(N-K+1:N,1:MIN(K+L,M) ) contains the triangular
199: *> matrix R or part of R. See Purpose for details.
200: *> \endverbatim
201: *>
202: *> \param[in] LDA
203: *> \verbatim
204: *> LDA is INTEGER
205: *> The leading dimension of the array A. LDA >= max(1,M).
206: *> \endverbatim
207: *>
208: *> \param[in,out] B
209: *> \verbatim
210: *> B is DOUBLE PRECISION array, dimension (LDB,N)
211: *> On entry, the P-by-N matrix B.
212: *> On exit, if necessary, B(M-K+1:L,N+M-K-L+1:N) contains
213: *> a part of R. See Purpose for details.
214: *> \endverbatim
215: *>
216: *> \param[in] LDB
217: *> \verbatim
218: *> LDB is INTEGER
219: *> The leading dimension of the array B. LDB >= max(1,P).
220: *> \endverbatim
221: *>
222: *> \param[in] TOLA
223: *> \verbatim
224: *> TOLA is DOUBLE PRECISION
225: *> \endverbatim
226: *>
227: *> \param[in] TOLB
228: *> \verbatim
229: *> TOLB is DOUBLE PRECISION
230: *>
231: *> TOLA and TOLB are the convergence criteria for the Jacobi-
232: *> Kogbetliantz iteration procedure. Generally, they are the
233: *> same as used in the preprocessing step, say
234: *> TOLA = max(M,N)*norm(A)*MAZHEPS,
235: *> TOLB = max(P,N)*norm(B)*MAZHEPS.
236: *> \endverbatim
237: *>
238: *> \param[out] ALPHA
239: *> \verbatim
240: *> ALPHA is DOUBLE PRECISION array, dimension (N)
241: *> \endverbatim
242: *>
243: *> \param[out] BETA
244: *> \verbatim
245: *> BETA is DOUBLE PRECISION array, dimension (N)
246: *>
247: *> On exit, ALPHA and BETA contain the generalized singular
248: *> value pairs of A and B;
249: *> ALPHA(1:K) = 1,
250: *> BETA(1:K) = 0,
251: *> and if M-K-L >= 0,
252: *> ALPHA(K+1:K+L) = diag(C),
253: *> BETA(K+1:K+L) = diag(S),
254: *> or if M-K-L < 0,
255: *> ALPHA(K+1:M)= C, ALPHA(M+1:K+L)= 0
256: *> BETA(K+1:M) = S, BETA(M+1:K+L) = 1.
257: *> Furthermore, if K+L < N,
258: *> ALPHA(K+L+1:N) = 0 and
259: *> BETA(K+L+1:N) = 0.
260: *> \endverbatim
261: *>
262: *> \param[in,out] U
263: *> \verbatim
264: *> U is DOUBLE PRECISION array, dimension (LDU,M)
265: *> On entry, if JOBU = 'U', U must contain a matrix U1 (usually
266: *> the orthogonal matrix returned by DGGSVP).
267: *> On exit,
268: *> if JOBU = 'I', U contains the orthogonal matrix U;
269: *> if JOBU = 'U', U contains the product U1*U.
270: *> If JOBU = 'N', U is not referenced.
271: *> \endverbatim
272: *>
273: *> \param[in] LDU
274: *> \verbatim
275: *> LDU is INTEGER
276: *> The leading dimension of the array U. LDU >= max(1,M) if
277: *> JOBU = 'U'; LDU >= 1 otherwise.
278: *> \endverbatim
279: *>
280: *> \param[in,out] V
281: *> \verbatim
282: *> V is DOUBLE PRECISION array, dimension (LDV,P)
283: *> On entry, if JOBV = 'V', V must contain a matrix V1 (usually
284: *> the orthogonal matrix returned by DGGSVP).
285: *> On exit,
286: *> if JOBV = 'I', V contains the orthogonal matrix V;
287: *> if JOBV = 'V', V contains the product V1*V.
288: *> If JOBV = 'N', V is not referenced.
289: *> \endverbatim
290: *>
291: *> \param[in] LDV
292: *> \verbatim
293: *> LDV is INTEGER
294: *> The leading dimension of the array V. LDV >= max(1,P) if
295: *> JOBV = 'V'; LDV >= 1 otherwise.
296: *> \endverbatim
297: *>
298: *> \param[in,out] Q
299: *> \verbatim
300: *> Q is DOUBLE PRECISION array, dimension (LDQ,N)
301: *> On entry, if JOBQ = 'Q', Q must contain a matrix Q1 (usually
302: *> the orthogonal matrix returned by DGGSVP).
303: *> On exit,
304: *> if JOBQ = 'I', Q contains the orthogonal matrix Q;
305: *> if JOBQ = 'Q', Q contains the product Q1*Q.
306: *> If JOBQ = 'N', Q is not referenced.
307: *> \endverbatim
308: *>
309: *> \param[in] LDQ
310: *> \verbatim
311: *> LDQ is INTEGER
312: *> The leading dimension of the array Q. LDQ >= max(1,N) if
313: *> JOBQ = 'Q'; LDQ >= 1 otherwise.
314: *> \endverbatim
315: *>
316: *> \param[out] WORK
317: *> \verbatim
318: *> WORK is DOUBLE PRECISION array, dimension (2*N)
319: *> \endverbatim
320: *>
321: *> \param[out] NCYCLE
322: *> \verbatim
323: *> NCYCLE is INTEGER
324: *> The number of cycles required for convergence.
325: *> \endverbatim
326: *>
327: *> \param[out] INFO
328: *> \verbatim
329: *> INFO is INTEGER
330: *> = 0: successful exit
331: *> < 0: if INFO = -i, the i-th argument had an illegal value.
332: *> = 1: the procedure does not converge after MAXIT cycles.
333: *> \endverbatim
334: *>
335: *> \verbatim
336: *> Internal Parameters
337: *> ===================
338: *>
339: *> MAXIT INTEGER
340: *> MAXIT specifies the total loops that the iterative procedure
341: *> may take. If after MAXIT cycles, the routine fails to
342: *> converge, we return INFO = 1.
343: *> \endverbatim
344: *
345: * Authors:
346: * ========
347: *
1.15 bertrand 348: *> \author Univ. of Tennessee
349: *> \author Univ. of California Berkeley
350: *> \author Univ. of Colorado Denver
351: *> \author NAG Ltd.
1.9 bertrand 352: *
353: *> \ingroup doubleOTHERcomputational
354: *
355: *> \par Further Details:
356: * =====================
357: *>
358: *> \verbatim
359: *>
360: *> DTGSJA essentially uses a variant of Kogbetliantz algorithm to reduce
361: *> min(L,M-K)-by-L triangular (or trapezoidal) matrix A23 and L-by-L
362: *> matrix B13 to the form:
363: *>
364: *> U1**T *A13*Q1 = C1*R1; V1**T *B13*Q1 = S1*R1,
365: *>
366: *> where U1, V1 and Q1 are orthogonal matrix, and Z**T is the transpose
367: *> of Z. C1 and S1 are diagonal matrices satisfying
368: *>
369: *> C1**2 + S1**2 = I,
370: *>
371: *> and R1 is an L-by-L nonsingular upper triangular matrix.
372: *> \endverbatim
373: *>
374: * =====================================================================
1.1 bertrand 375: SUBROUTINE DTGSJA( JOBU, JOBV, JOBQ, M, P, N, K, L, A, LDA, B,
376: $ LDB, TOLA, TOLB, ALPHA, BETA, U, LDU, V, LDV,
377: $ Q, LDQ, WORK, NCYCLE, INFO )
378: *
1.18 ! bertrand 379: * -- LAPACK computational routine --
1.1 bertrand 380: * -- LAPACK is a software package provided by Univ. of Tennessee, --
381: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
382: *
383: * .. Scalar Arguments ..
384: CHARACTER JOBQ, JOBU, JOBV
385: INTEGER INFO, K, L, LDA, LDB, LDQ, LDU, LDV, M, N,
386: $ NCYCLE, P
387: DOUBLE PRECISION TOLA, TOLB
388: * ..
389: * .. Array Arguments ..
390: DOUBLE PRECISION A( LDA, * ), ALPHA( * ), B( LDB, * ),
391: $ BETA( * ), Q( LDQ, * ), U( LDU, * ),
392: $ V( LDV, * ), WORK( * )
393: * ..
394: *
395: * =====================================================================
396: *
397: * .. Parameters ..
398: INTEGER MAXIT
399: PARAMETER ( MAXIT = 40 )
1.18 ! bertrand 400: DOUBLE PRECISION ZERO, ONE, HUGENUM
1.1 bertrand 401: PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
402: * ..
403: * .. Local Scalars ..
404: *
405: LOGICAL INITQ, INITU, INITV, UPPER, WANTQ, WANTU, WANTV
406: INTEGER I, J, KCYCLE
407: DOUBLE PRECISION A1, A2, A3, B1, B2, B3, CSQ, CSU, CSV, ERROR,
408: $ GAMMA, RWK, SNQ, SNU, SNV, SSMIN
409: * ..
410: * .. External Functions ..
411: LOGICAL LSAME
412: EXTERNAL LSAME
413: * ..
414: * .. External Subroutines ..
415: EXTERNAL DCOPY, DLAGS2, DLAPLL, DLARTG, DLASET, DROT,
416: $ DSCAL, XERBLA
417: * ..
418: * .. Intrinsic Functions ..
1.18 ! bertrand 419: INTRINSIC ABS, MAX, MIN, HUGE
! 420: PARAMETER ( HUGENUM = HUGE(ZERO) )
1.1 bertrand 421: * ..
422: * .. Executable Statements ..
423: *
424: * Decode and test the input parameters
425: *
426: INITU = LSAME( JOBU, 'I' )
427: WANTU = INITU .OR. LSAME( JOBU, 'U' )
428: *
429: INITV = LSAME( JOBV, 'I' )
430: WANTV = INITV .OR. LSAME( JOBV, 'V' )
431: *
432: INITQ = LSAME( JOBQ, 'I' )
433: WANTQ = INITQ .OR. LSAME( JOBQ, 'Q' )
434: *
435: INFO = 0
436: IF( .NOT.( INITU .OR. WANTU .OR. LSAME( JOBU, 'N' ) ) ) THEN
437: INFO = -1
438: ELSE IF( .NOT.( INITV .OR. WANTV .OR. LSAME( JOBV, 'N' ) ) ) THEN
439: INFO = -2
440: ELSE IF( .NOT.( INITQ .OR. WANTQ .OR. LSAME( JOBQ, 'N' ) ) ) THEN
441: INFO = -3
442: ELSE IF( M.LT.0 ) THEN
443: INFO = -4
444: ELSE IF( P.LT.0 ) THEN
445: INFO = -5
446: ELSE IF( N.LT.0 ) THEN
447: INFO = -6
448: ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
449: INFO = -10
450: ELSE IF( LDB.LT.MAX( 1, P ) ) THEN
451: INFO = -12
452: ELSE IF( LDU.LT.1 .OR. ( WANTU .AND. LDU.LT.M ) ) THEN
453: INFO = -18
454: ELSE IF( LDV.LT.1 .OR. ( WANTV .AND. LDV.LT.P ) ) THEN
455: INFO = -20
456: ELSE IF( LDQ.LT.1 .OR. ( WANTQ .AND. LDQ.LT.N ) ) THEN
457: INFO = -22
458: END IF
459: IF( INFO.NE.0 ) THEN
460: CALL XERBLA( 'DTGSJA', -INFO )
461: RETURN
462: END IF
463: *
464: * Initialize U, V and Q, if necessary
465: *
466: IF( INITU )
467: $ CALL DLASET( 'Full', M, M, ZERO, ONE, U, LDU )
468: IF( INITV )
469: $ CALL DLASET( 'Full', P, P, ZERO, ONE, V, LDV )
470: IF( INITQ )
471: $ CALL DLASET( 'Full', N, N, ZERO, ONE, Q, LDQ )
472: *
473: * Loop until convergence
474: *
475: UPPER = .FALSE.
476: DO 40 KCYCLE = 1, MAXIT
477: *
478: UPPER = .NOT.UPPER
479: *
480: DO 20 I = 1, L - 1
481: DO 10 J = I + 1, L
482: *
483: A1 = ZERO
484: A2 = ZERO
485: A3 = ZERO
486: IF( K+I.LE.M )
487: $ A1 = A( K+I, N-L+I )
488: IF( K+J.LE.M )
489: $ A3 = A( K+J, N-L+J )
490: *
491: B1 = B( I, N-L+I )
492: B3 = B( J, N-L+J )
493: *
494: IF( UPPER ) THEN
495: IF( K+I.LE.M )
496: $ A2 = A( K+I, N-L+J )
497: B2 = B( I, N-L+J )
498: ELSE
499: IF( K+J.LE.M )
500: $ A2 = A( K+J, N-L+I )
501: B2 = B( J, N-L+I )
502: END IF
503: *
504: CALL DLAGS2( UPPER, A1, A2, A3, B1, B2, B3, CSU, SNU,
505: $ CSV, SNV, CSQ, SNQ )
506: *
1.8 bertrand 507: * Update (K+I)-th and (K+J)-th rows of matrix A: U**T *A
1.1 bertrand 508: *
509: IF( K+J.LE.M )
510: $ CALL DROT( L, A( K+J, N-L+1 ), LDA, A( K+I, N-L+1 ),
511: $ LDA, CSU, SNU )
512: *
1.8 bertrand 513: * Update I-th and J-th rows of matrix B: V**T *B
1.1 bertrand 514: *
515: CALL DROT( L, B( J, N-L+1 ), LDB, B( I, N-L+1 ), LDB,
516: $ CSV, SNV )
517: *
518: * Update (N-L+I)-th and (N-L+J)-th columns of matrices
519: * A and B: A*Q and B*Q
520: *
521: CALL DROT( MIN( K+L, M ), A( 1, N-L+J ), 1,
522: $ A( 1, N-L+I ), 1, CSQ, SNQ )
523: *
524: CALL DROT( L, B( 1, N-L+J ), 1, B( 1, N-L+I ), 1, CSQ,
525: $ SNQ )
526: *
527: IF( UPPER ) THEN
528: IF( K+I.LE.M )
529: $ A( K+I, N-L+J ) = ZERO
530: B( I, N-L+J ) = ZERO
531: ELSE
532: IF( K+J.LE.M )
533: $ A( K+J, N-L+I ) = ZERO
534: B( J, N-L+I ) = ZERO
535: END IF
536: *
537: * Update orthogonal matrices U, V, Q, if desired.
538: *
539: IF( WANTU .AND. K+J.LE.M )
540: $ CALL DROT( M, U( 1, K+J ), 1, U( 1, K+I ), 1, CSU,
541: $ SNU )
542: *
543: IF( WANTV )
544: $ CALL DROT( P, V( 1, J ), 1, V( 1, I ), 1, CSV, SNV )
545: *
546: IF( WANTQ )
547: $ CALL DROT( N, Q( 1, N-L+J ), 1, Q( 1, N-L+I ), 1, CSQ,
548: $ SNQ )
549: *
550: 10 CONTINUE
551: 20 CONTINUE
552: *
553: IF( .NOT.UPPER ) THEN
554: *
555: * The matrices A13 and B13 were lower triangular at the start
556: * of the cycle, and are now upper triangular.
557: *
558: * Convergence test: test the parallelism of the corresponding
559: * rows of A and B.
560: *
561: ERROR = ZERO
562: DO 30 I = 1, MIN( L, M-K )
563: CALL DCOPY( L-I+1, A( K+I, N-L+I ), LDA, WORK, 1 )
564: CALL DCOPY( L-I+1, B( I, N-L+I ), LDB, WORK( L+1 ), 1 )
565: CALL DLAPLL( L-I+1, WORK, 1, WORK( L+1 ), 1, SSMIN )
566: ERROR = MAX( ERROR, SSMIN )
567: 30 CONTINUE
568: *
569: IF( ABS( ERROR ).LE.MIN( TOLA, TOLB ) )
570: $ GO TO 50
571: END IF
572: *
573: * End of cycle loop
574: *
575: 40 CONTINUE
576: *
577: * The algorithm has not converged after MAXIT cycles.
578: *
579: INFO = 1
580: GO TO 100
581: *
582: 50 CONTINUE
583: *
584: * If ERROR <= MIN(TOLA,TOLB), then the algorithm has converged.
585: * Compute the generalized singular value pairs (ALPHA, BETA), and
586: * set the triangular matrix R to array A.
587: *
588: DO 60 I = 1, K
589: ALPHA( I ) = ONE
590: BETA( I ) = ZERO
591: 60 CONTINUE
592: *
593: DO 70 I = 1, MIN( L, M-K )
594: *
595: A1 = A( K+I, N-L+I )
596: B1 = B( I, N-L+I )
1.18 ! bertrand 597: GAMMA = B1 / A1
1.1 bertrand 598: *
1.18 ! bertrand 599: IF( (GAMMA.LE.HUGENUM).AND.(GAMMA.GE.-HUGENUM) ) THEN
1.1 bertrand 600: *
601: * change sign if necessary
602: *
603: IF( GAMMA.LT.ZERO ) THEN
604: CALL DSCAL( L-I+1, -ONE, B( I, N-L+I ), LDB )
605: IF( WANTV )
606: $ CALL DSCAL( P, -ONE, V( 1, I ), 1 )
607: END IF
608: *
609: CALL DLARTG( ABS( GAMMA ), ONE, BETA( K+I ), ALPHA( K+I ),
610: $ RWK )
611: *
612: IF( ALPHA( K+I ).GE.BETA( K+I ) ) THEN
613: CALL DSCAL( L-I+1, ONE / ALPHA( K+I ), A( K+I, N-L+I ),
614: $ LDA )
615: ELSE
616: CALL DSCAL( L-I+1, ONE / BETA( K+I ), B( I, N-L+I ),
617: $ LDB )
618: CALL DCOPY( L-I+1, B( I, N-L+I ), LDB, A( K+I, N-L+I ),
619: $ LDA )
620: END IF
621: *
622: ELSE
623: *
624: ALPHA( K+I ) = ZERO
625: BETA( K+I ) = ONE
626: CALL DCOPY( L-I+1, B( I, N-L+I ), LDB, A( K+I, N-L+I ),
627: $ LDA )
628: *
629: END IF
630: *
631: 70 CONTINUE
632: *
633: * Post-assignment
634: *
635: DO 80 I = M + 1, K + L
636: ALPHA( I ) = ZERO
637: BETA( I ) = ONE
638: 80 CONTINUE
639: *
640: IF( K+L.LT.N ) THEN
641: DO 90 I = K + L + 1, N
642: ALPHA( I ) = ZERO
643: BETA( I ) = ZERO
644: 90 CONTINUE
645: END IF
646: *
647: 100 CONTINUE
648: NCYCLE = KCYCLE
649: RETURN
650: *
651: * End of DTGSJA
652: *
653: END
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