File:  [local] / rpl / lapack / lapack / dtgsja.f
Revision 1.18: download - view: text, annotated - select for diffs - revision graph
Mon Aug 7 08:39:12 2023 UTC (9 months ago) by bertrand
Branches: MAIN
CVS tags: rpl-4_1_35, rpl-4_1_34, HEAD
Première mise à jour de lapack et blas.

    1: *> \brief \b DTGSJA
    2: *
    3: *  =========== DOCUMENTATION ===========
    4: *
    5: * Online html documentation available at
    6: *            http://www.netlib.org/lapack/explore-html/
    7: *
    8: *> \htmlonly
    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">
   15: *> [TXT]</a>
   16: *> \endhtmlonly
   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 )
   24: *
   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: *       ..
   36: *
   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: *
  348: *> \author Univ. of Tennessee
  349: *> \author Univ. of California Berkeley
  350: *> \author Univ. of Colorado Denver
  351: *> \author NAG Ltd.
  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: *  =====================================================================
  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: *
  379: *  -- LAPACK computational routine --
  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 )
  400:       DOUBLE PRECISION   ZERO, ONE, HUGENUM
  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 ..
  419:       INTRINSIC          ABS, MAX, MIN, HUGE
  420:       PARAMETER          ( HUGENUM = HUGE(ZERO) )
  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: *
  507: *              Update (K+I)-th and (K+J)-th rows of matrix A: U**T *A
  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: *
  513: *              Update I-th and J-th rows of matrix B: V**T *B
  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 )
  597:          GAMMA = B1 / A1
  598: *
  599:          IF( (GAMMA.LE.HUGENUM).AND.(GAMMA.GE.-HUGENUM) ) THEN
  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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