Annotation of rpl/lapack/lapack/zgsvj0.f, revision 1.2
1.2 ! bertrand 1: *> \brief \b ZGSVJ0 pre-processor for the routine zgesvj.
1.1 bertrand 2: *
3: * =========== DOCUMENTATION ===========
4: *
5: * Online html documentation available at
6: * http://www.netlib.org/lapack/explore-html/
7: *
8: *> \htmlonly
9: *> Download ZGSVJ0 + dependencies
10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zgsvj0.f">
11: *> [TGZ]</a>
12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zgsvj0.f">
13: *> [ZIP]</a>
14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zgsvj0.f">
15: *> [TXT]</a>
16: *> \endhtmlonly
17: *
18: * Definition:
19: * ===========
20: *
21: * SUBROUTINE ZGSVJ0( JOBV, M, N, A, LDA, D, SVA, MV, V, LDV, EPS,
22: * SFMIN, TOL, NSWEEP, WORK, LWORK, INFO )
23: *
24: * .. Scalar Arguments ..
25: * INTEGER INFO, LDA, LDV, LWORK, M, MV, N, NSWEEP
26: * DOUBLE PRECISION EPS, SFMIN, TOL
27: * CHARACTER*1 JOBV
28: * ..
29: * .. Array Arguments ..
30: * COMPLEX*16 A( LDA, * ), D( N ), V( LDV, * ), WORK( LWORK )
31: * DOUBLE PRECISION SVA( N )
32: * ..
33: *
34: *
35: *> \par Purpose:
36: * =============
37: *>
38: *> \verbatim
39: *>
40: *> ZGSVJ0 is called from ZGESVJ as a pre-processor and that is its main
41: *> purpose. It applies Jacobi rotations in the same way as ZGESVJ does, but
42: *> it does not check convergence (stopping criterion). Few tuning
43: *> parameters (marked by [TP]) are available for the implementer.
44: *> \endverbatim
45: *
46: * Arguments:
47: * ==========
48: *
49: *> \param[in] JOBV
50: *> \verbatim
51: *> JOBV is CHARACTER*1
52: *> Specifies whether the output from this procedure is used
53: *> to compute the matrix V:
54: *> = 'V': the product of the Jacobi rotations is accumulated
55: *> by postmulyiplying the N-by-N array V.
56: *> (See the description of V.)
57: *> = 'A': the product of the Jacobi rotations is accumulated
58: *> by postmulyiplying the MV-by-N array V.
59: *> (See the descriptions of MV and V.)
60: *> = 'N': the Jacobi rotations are not accumulated.
61: *> \endverbatim
62: *>
63: *> \param[in] M
64: *> \verbatim
65: *> M is INTEGER
66: *> The number of rows of the input matrix A. M >= 0.
67: *> \endverbatim
68: *>
69: *> \param[in] N
70: *> \verbatim
71: *> N is INTEGER
72: *> The number of columns of the input matrix A.
73: *> M >= N >= 0.
74: *> \endverbatim
75: *>
76: *> \param[in,out] A
77: *> \verbatim
78: *> A is COMPLEX*16 array, dimension (LDA,N)
79: *> On entry, M-by-N matrix A, such that A*diag(D) represents
80: *> the input matrix.
81: *> On exit,
82: *> A_onexit * diag(D_onexit) represents the input matrix A*diag(D)
83: *> post-multiplied by a sequence of Jacobi rotations, where the
84: *> rotation threshold and the total number of sweeps are given in
85: *> TOL and NSWEEP, respectively.
86: *> (See the descriptions of D, TOL and NSWEEP.)
87: *> \endverbatim
88: *>
89: *> \param[in] LDA
90: *> \verbatim
91: *> LDA is INTEGER
92: *> The leading dimension of the array A. LDA >= max(1,M).
93: *> \endverbatim
94: *>
95: *> \param[in,out] D
96: *> \verbatim
97: *> D is COMPLEX*16 array, dimension (N)
98: *> The array D accumulates the scaling factors from the complex scaled
99: *> Jacobi rotations.
100: *> On entry, A*diag(D) represents the input matrix.
101: *> On exit, A_onexit*diag(D_onexit) represents the input matrix
102: *> post-multiplied by a sequence of Jacobi rotations, where the
103: *> rotation threshold and the total number of sweeps are given in
104: *> TOL and NSWEEP, respectively.
105: *> (See the descriptions of A, TOL and NSWEEP.)
106: *> \endverbatim
107: *>
108: *> \param[in,out] SVA
109: *> \verbatim
110: *> SVA is DOUBLE PRECISION array, dimension (N)
111: *> On entry, SVA contains the Euclidean norms of the columns of
112: *> the matrix A*diag(D).
113: *> On exit, SVA contains the Euclidean norms of the columns of
114: *> the matrix A_onexit*diag(D_onexit).
115: *>
116: *> \param[in] MV
117: *> \verbatim
118: *> MV is INTEGER
119: *> If JOBV .EQ. 'A', then MV rows of V are post-multipled by a
120: *> sequence of Jacobi rotations.
121: *> If JOBV = 'N', then MV is not referenced.
122: *> \endverbatim
123: *>
124: *> \param[in,out] V
125: *> \verbatim
126: *> V is COMPLEX*16 array, dimension (LDV,N)
127: *> If JOBV .EQ. 'V' then N rows of V are post-multipled by a
128: *> sequence of Jacobi rotations.
129: *> If JOBV .EQ. 'A' then MV rows of V are post-multipled by a
130: *> sequence of Jacobi rotations.
131: *> If JOBV = 'N', then V is not referenced.
132: *> \endverbatim
133: *>
134: *> \param[in] LDV
135: *> \verbatim
136: *> LDV is INTEGER
137: *> The leading dimension of the array V, LDV >= 1.
138: *> If JOBV = 'V', LDV .GE. N.
139: *> If JOBV = 'A', LDV .GE. MV.
140: *> \endverbatim
141: *>
142: *> \param[in] EPS
143: *> \verbatim
144: *> EPS is DOUBLE PRECISION
145: *> EPS = DLAMCH('Epsilon')
146: *> \endverbatim
147: *>
148: *> \param[in] SFMIN
149: *> \verbatim
150: *> SFMIN is DOUBLE PRECISION
151: *> SFMIN = DLAMCH('Safe Minimum')
152: *> \endverbatim
153: *>
154: *> \param[in] TOL
155: *> \verbatim
156: *> TOL is DOUBLE PRECISION
157: *> TOL is the threshold for Jacobi rotations. For a pair
158: *> A(:,p), A(:,q) of pivot columns, the Jacobi rotation is
159: *> applied only if ABS(COS(angle(A(:,p),A(:,q)))) .GT. TOL.
160: *> \endverbatim
161: *>
162: *> \param[in] NSWEEP
163: *> \verbatim
164: *> NSWEEP is INTEGER
165: *> NSWEEP is the number of sweeps of Jacobi rotations to be
166: *> performed.
167: *> \endverbatim
168: *>
169: *> \param[out] WORK
170: *> \verbatim
171: *> WORK is COMPLEX*16 array, dimension LWORK.
172: *> \endverbatim
173: *>
174: *> \param[in] LWORK
175: *> \verbatim
176: *> LWORK is INTEGER
177: *> LWORK is the dimension of WORK. LWORK .GE. M.
178: *> \endverbatim
179: *>
180: *> \param[out] INFO
181: *> \verbatim
182: *> INFO is INTEGER
183: *> = 0 : successful exit.
184: *> < 0 : if INFO = -i, then the i-th argument had an illegal value
185: *> \endverbatim
186: *
187: * Authors:
188: * ========
189: *
190: *> \author Univ. of Tennessee
191: *> \author Univ. of California Berkeley
192: *> \author Univ. of Colorado Denver
193: *> \author NAG Ltd.
194: *
1.2 ! bertrand 195: *> \date June 2016
1.1 bertrand 196: *
197: *> \ingroup complex16OTHERcomputational
198: *>
199: *> \par Further Details:
200: * =====================
201: *>
202: *> ZGSVJ0 is used just to enable ZGESVJ to call a simplified version of
203: *> itself to work on a submatrix of the original matrix.
204: *>
205: *> Contributors:
206: * =============
207: *>
208: *> Zlatko Drmac (Zagreb, Croatia) and Kresimir Veselic (Hagen, Germany)
209: *>
210: *> Bugs, Examples and Comments:
211: * ============================
212: *>
213: *> Please report all bugs and send interesting test examples and comments to
214: *> drmac@math.hr. Thank you.
215: *
216: * =====================================================================
217: SUBROUTINE ZGSVJ0( JOBV, M, N, A, LDA, D, SVA, MV, V, LDV, EPS,
218: $ SFMIN, TOL, NSWEEP, WORK, LWORK, INFO )
219: *
1.2 ! bertrand 220: * -- LAPACK computational routine (version 3.6.1) --
1.1 bertrand 221: * -- LAPACK is a software package provided by Univ. of Tennessee, --
222: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
1.2 ! bertrand 223: * June 2016
1.1 bertrand 224: *
225: IMPLICIT NONE
226: * .. Scalar Arguments ..
227: INTEGER INFO, LDA, LDV, LWORK, M, MV, N, NSWEEP
228: DOUBLE PRECISION EPS, SFMIN, TOL
229: CHARACTER*1 JOBV
230: * ..
231: * .. Array Arguments ..
232: COMPLEX*16 A( LDA, * ), D( N ), V( LDV, * ), WORK( LWORK )
233: DOUBLE PRECISION SVA( N )
234: * ..
235: *
236: * =====================================================================
237: *
238: * .. Local Parameters ..
239: DOUBLE PRECISION ZERO, HALF, ONE
240: PARAMETER ( ZERO = 0.0D0, HALF = 0.5D0, ONE = 1.0D0)
241: COMPLEX*16 CZERO, CONE
242: PARAMETER ( CZERO = (0.0D0, 0.0D0), CONE = (1.0D0, 0.0D0) )
243: * ..
244: * .. Local Scalars ..
245: COMPLEX*16 AAPQ, OMPQ
246: DOUBLE PRECISION AAPP, AAPP0, AAPQ1, AAQQ, APOAQ, AQOAP, BIG,
247: $ BIGTHETA, CS, MXAAPQ, MXSINJ, ROOTBIG, ROOTEPS,
248: $ ROOTSFMIN, ROOTTOL, SMALL, SN, T, TEMP1, THETA,
249: $ THSIGN
250: INTEGER BLSKIP, EMPTSW, i, ibr, IERR, igl, IJBLSK, ir1,
251: $ ISWROT, jbc, jgl, KBL, LKAHEAD, MVL, NBL,
252: $ NOTROT, p, PSKIPPED, q, ROWSKIP, SWBAND
253: LOGICAL APPLV, ROTOK, RSVEC
254: * ..
255: * ..
256: * .. Intrinsic Functions ..
1.2 ! bertrand 257: INTRINSIC ABS, DMAX1, DCONJG, DBLE, MIN0, DSIGN, DSQRT
1.1 bertrand 258: * ..
259: * .. External Functions ..
260: DOUBLE PRECISION DZNRM2
261: COMPLEX*16 ZDOTC
262: INTEGER IDAMAX
263: LOGICAL LSAME
264: EXTERNAL IDAMAX, LSAME, ZDOTC, DZNRM2
265: * ..
266: * ..
267: * .. External Subroutines ..
268: * ..
269: * from BLAS
270: EXTERNAL ZCOPY, ZROT, ZSWAP
271: * from LAPACK
272: EXTERNAL ZLASCL, ZLASSQ, XERBLA
273: * ..
274: * .. Executable Statements ..
275: *
276: * Test the input parameters.
277: *
278: APPLV = LSAME( JOBV, 'A' )
279: RSVEC = LSAME( JOBV, 'V' )
280: IF( .NOT.( RSVEC .OR. APPLV .OR. LSAME( JOBV, 'N' ) ) ) THEN
281: INFO = -1
282: ELSE IF( M.LT.0 ) THEN
283: INFO = -2
284: ELSE IF( ( N.LT.0 ) .OR. ( N.GT.M ) ) THEN
285: INFO = -3
286: ELSE IF( LDA.LT.M ) THEN
287: INFO = -5
288: ELSE IF( ( RSVEC.OR.APPLV ) .AND. ( MV.LT.0 ) ) THEN
289: INFO = -8
290: ELSE IF( ( RSVEC.AND.( LDV.LT.N ) ).OR.
291: $ ( APPLV.AND.( LDV.LT.MV ) ) ) THEN
292: INFO = -10
293: ELSE IF( TOL.LE.EPS ) THEN
294: INFO = -13
295: ELSE IF( NSWEEP.LT.0 ) THEN
296: INFO = -14
297: ELSE IF( LWORK.LT.M ) THEN
298: INFO = -16
299: ELSE
300: INFO = 0
301: END IF
302: *
303: * #:(
304: IF( INFO.NE.0 ) THEN
305: CALL XERBLA( 'ZGSVJ0', -INFO )
306: RETURN
307: END IF
308: *
309: IF( RSVEC ) THEN
310: MVL = N
311: ELSE IF( APPLV ) THEN
312: MVL = MV
313: END IF
314: RSVEC = RSVEC .OR. APPLV
315:
316: ROOTEPS = DSQRT( EPS )
317: ROOTSFMIN = DSQRT( SFMIN )
318: SMALL = SFMIN / EPS
319: BIG = ONE / SFMIN
320: ROOTBIG = ONE / ROOTSFMIN
321: BIGTHETA = ONE / ROOTEPS
322: ROOTTOL = DSQRT( TOL )
323: *
324: * .. Row-cyclic Jacobi SVD algorithm with column pivoting ..
325: *
326: EMPTSW = ( N*( N-1 ) ) / 2
327: NOTROT = 0
328: *
329: * .. Row-cyclic pivot strategy with de Rijk's pivoting ..
330: *
331:
332: SWBAND = 0
333: *[TP] SWBAND is a tuning parameter [TP]. It is meaningful and effective
334: * if ZGESVJ is used as a computational routine in the preconditioned
335: * Jacobi SVD algorithm ZGEJSV. For sweeps i=1:SWBAND the procedure
336: * works on pivots inside a band-like region around the diagonal.
337: * The boundaries are determined dynamically, based on the number of
338: * pivots above a threshold.
339: *
340: KBL = MIN0( 8, N )
341: *[TP] KBL is a tuning parameter that defines the tile size in the
342: * tiling of the p-q loops of pivot pairs. In general, an optimal
343: * value of KBL depends on the matrix dimensions and on the
344: * parameters of the computer's memory.
345: *
346: NBL = N / KBL
347: IF( ( NBL*KBL ).NE.N )NBL = NBL + 1
348: *
349: BLSKIP = KBL**2
350: *[TP] BLKSKIP is a tuning parameter that depends on SWBAND and KBL.
351: *
352: ROWSKIP = MIN0( 5, KBL )
353: *[TP] ROWSKIP is a tuning parameter.
354: *
355: LKAHEAD = 1
356: *[TP] LKAHEAD is a tuning parameter.
357: *
358: * Quasi block transformations, using the lower (upper) triangular
359: * structure of the input matrix. The quasi-block-cycling usually
360: * invokes cubic convergence. Big part of this cycle is done inside
361: * canonical subspaces of dimensions less than M.
362: *
363: *
364: * .. Row-cyclic pivot strategy with de Rijk's pivoting ..
365: *
366: DO 1993 i = 1, NSWEEP
367: *
368: * .. go go go ...
369: *
370: MXAAPQ = ZERO
371: MXSINJ = ZERO
372: ISWROT = 0
373: *
374: NOTROT = 0
375: PSKIPPED = 0
376: *
377: * Each sweep is unrolled using KBL-by-KBL tiles over the pivot pairs
378: * 1 <= p < q <= N. This is the first step toward a blocked implementation
379: * of the rotations. New implementation, based on block transformations,
380: * is under development.
381: *
382: DO 2000 ibr = 1, NBL
383: *
384: igl = ( ibr-1 )*KBL + 1
385: *
386: DO 1002 ir1 = 0, MIN0( LKAHEAD, NBL-ibr )
387: *
388: igl = igl + ir1*KBL
389: *
390: DO 2001 p = igl, MIN0( igl+KBL-1, N-1 )
391: *
392: * .. de Rijk's pivoting
393: *
394: q = IDAMAX( N-p+1, SVA( p ), 1 ) + p - 1
395: IF( p.NE.q ) THEN
396: CALL ZSWAP( M, A( 1, p ), 1, A( 1, q ), 1 )
397: IF( RSVEC )CALL ZSWAP( MVL, V( 1, p ), 1,
398: $ V( 1, q ), 1 )
399: TEMP1 = SVA( p )
400: SVA( p ) = SVA( q )
401: SVA( q ) = TEMP1
402: AAPQ = D(p)
403: D(p) = D(q)
404: D(q) = AAPQ
405: END IF
406: *
407: IF( ir1.EQ.0 ) THEN
408: *
409: * Column norms are periodically updated by explicit
410: * norm computation.
411: * Caveat:
412: * Unfortunately, some BLAS implementations compute SNCRM2(M,A(1,p),1)
413: * as SQRT(S=ZDOTC(M,A(1,p),1,A(1,p),1)), which may cause the result to
414: * overflow for ||A(:,p)||_2 > SQRT(overflow_threshold), and to
415: * underflow for ||A(:,p)||_2 < SQRT(underflow_threshold).
416: * Hence, DZNRM2 cannot be trusted, not even in the case when
417: * the true norm is far from the under(over)flow boundaries.
418: * If properly implemented DZNRM2 is available, the IF-THEN-ELSE-END IF
419: * below should be replaced with "AAPP = DZNRM2( M, A(1,p), 1 )".
420: *
421: IF( ( SVA( p ).LT.ROOTBIG ) .AND.
422: $ ( SVA( p ).GT.ROOTSFMIN ) ) THEN
423: SVA( p ) = DZNRM2( M, A( 1, p ), 1 )
424: ELSE
425: TEMP1 = ZERO
426: AAPP = ONE
427: CALL ZLASSQ( M, A( 1, p ), 1, TEMP1, AAPP )
428: SVA( p ) = TEMP1*DSQRT( AAPP )
429: END IF
430: AAPP = SVA( p )
431: ELSE
432: AAPP = SVA( p )
433: END IF
434: *
435: IF( AAPP.GT.ZERO ) THEN
436: *
437: PSKIPPED = 0
438: *
439: DO 2002 q = p + 1, MIN0( igl+KBL-1, N )
440: *
441: AAQQ = SVA( q )
442: *
443: IF( AAQQ.GT.ZERO ) THEN
444: *
445: AAPP0 = AAPP
446: IF( AAQQ.GE.ONE ) THEN
447: ROTOK = ( SMALL*AAPP ).LE.AAQQ
448: IF( AAPP.LT.( BIG / AAQQ ) ) THEN
449: AAPQ = ( ZDOTC( M, A( 1, p ), 1,
450: $ A( 1, q ), 1 ) / AAQQ ) / AAPP
451: ELSE
452: CALL ZCOPY( M, A( 1, p ), 1,
453: $ WORK, 1 )
454: CALL ZLASCL( 'G', 0, 0, AAPP, ONE,
455: $ M, 1, WORK, LDA, IERR )
456: AAPQ = ZDOTC( M, WORK, 1,
457: $ A( 1, q ), 1 ) / AAQQ
458: END IF
459: ELSE
460: ROTOK = AAPP.LE.( AAQQ / SMALL )
461: IF( AAPP.GT.( SMALL / AAQQ ) ) THEN
462: AAPQ = ( ZDOTC( M, A( 1, p ), 1,
463: $ A( 1, q ), 1 ) / AAQQ ) / AAPP
464: ELSE
465: CALL ZCOPY( M, A( 1, q ), 1,
466: $ WORK, 1 )
467: CALL ZLASCL( 'G', 0, 0, AAQQ,
468: $ ONE, M, 1,
469: $ WORK, LDA, IERR )
470: AAPQ = ZDOTC( M, A( 1, p ), 1,
471: $ WORK, 1 ) / AAPP
472: END IF
473: END IF
474: *
475: OMPQ = AAPQ / ABS(AAPQ)
476: * AAPQ = AAPQ * DCONJG( CWORK(p) ) * CWORK(q)
477: AAPQ1 = -ABS(AAPQ)
478: MXAAPQ = DMAX1( MXAAPQ, -AAPQ1 )
479: *
480: * TO rotate or NOT to rotate, THAT is the question ...
481: *
482: IF( ABS( AAPQ1 ).GT.TOL ) THEN
483: *
484: * .. rotate
485: *[RTD] ROTATED = ROTATED + ONE
486: *
487: IF( ir1.EQ.0 ) THEN
488: NOTROT = 0
489: PSKIPPED = 0
490: ISWROT = ISWROT + 1
491: END IF
492: *
493: IF( ROTOK ) THEN
494: *
495: AQOAP = AAQQ / AAPP
496: APOAQ = AAPP / AAQQ
497: THETA = -HALF*ABS( AQOAP-APOAQ )/AAPQ1
498: *
499: IF( ABS( THETA ).GT.BIGTHETA ) THEN
500: *
501: T = HALF / THETA
502: CS = ONE
503:
504: CALL ZROT( M, A(1,p), 1, A(1,q), 1,
505: $ CS, DCONJG(OMPQ)*T )
506: IF ( RSVEC ) THEN
507: CALL ZROT( MVL, V(1,p), 1,
508: $ V(1,q), 1, CS, DCONJG(OMPQ)*T )
509: END IF
510:
511: SVA( q ) = AAQQ*DSQRT( DMAX1( ZERO,
512: $ ONE+T*APOAQ*AAPQ1 ) )
513: AAPP = AAPP*DSQRT( DMAX1( ZERO,
514: $ ONE-T*AQOAP*AAPQ1 ) )
515: MXSINJ = DMAX1( MXSINJ, ABS( T ) )
516: *
517: ELSE
518: *
519: * .. choose correct signum for THETA and rotate
520: *
521: THSIGN = -DSIGN( ONE, AAPQ1 )
522: T = ONE / ( THETA+THSIGN*
523: $ DSQRT( ONE+THETA*THETA ) )
524: CS = DSQRT( ONE / ( ONE+T*T ) )
525: SN = T*CS
526: *
527: MXSINJ = DMAX1( MXSINJ, ABS( SN ) )
528: SVA( q ) = AAQQ*DSQRT( DMAX1( ZERO,
529: $ ONE+T*APOAQ*AAPQ1 ) )
530: AAPP = AAPP*DSQRT( DMAX1( ZERO,
531: $ ONE-T*AQOAP*AAPQ1 ) )
532: *
533: CALL ZROT( M, A(1,p), 1, A(1,q), 1,
534: $ CS, DCONJG(OMPQ)*SN )
535: IF ( RSVEC ) THEN
536: CALL ZROT( MVL, V(1,p), 1,
537: $ V(1,q), 1, CS, DCONJG(OMPQ)*SN )
538: END IF
539: END IF
540: D(p) = -D(q) * OMPQ
541: *
542: ELSE
543: * .. have to use modified Gram-Schmidt like transformation
544: CALL ZCOPY( M, A( 1, p ), 1,
545: $ WORK, 1 )
546: CALL ZLASCL( 'G', 0, 0, AAPP, ONE, M,
547: $ 1, WORK, LDA,
548: $ IERR )
549: CALL ZLASCL( 'G', 0, 0, AAQQ, ONE, M,
550: $ 1, A( 1, q ), LDA, IERR )
551: CALL ZAXPY( M, -AAPQ, WORK, 1,
552: $ A( 1, q ), 1 )
553: CALL ZLASCL( 'G', 0, 0, ONE, AAQQ, M,
554: $ 1, A( 1, q ), LDA, IERR )
555: SVA( q ) = AAQQ*DSQRT( DMAX1( ZERO,
556: $ ONE-AAPQ1*AAPQ1 ) )
557: MXSINJ = DMAX1( MXSINJ, SFMIN )
558: END IF
559: * END IF ROTOK THEN ... ELSE
560: *
561: * In the case of cancellation in updating SVA(q), SVA(p)
562: * recompute SVA(q), SVA(p).
563: *
564: IF( ( SVA( q ) / AAQQ )**2.LE.ROOTEPS )
565: $ THEN
566: IF( ( AAQQ.LT.ROOTBIG ) .AND.
567: $ ( AAQQ.GT.ROOTSFMIN ) ) THEN
568: SVA( q ) = DZNRM2( M, A( 1, q ), 1 )
569: ELSE
570: T = ZERO
571: AAQQ = ONE
572: CALL ZLASSQ( M, A( 1, q ), 1, T,
573: $ AAQQ )
574: SVA( q ) = T*DSQRT( AAQQ )
575: END IF
576: END IF
577: IF( ( AAPP / AAPP0 ).LE.ROOTEPS ) THEN
578: IF( ( AAPP.LT.ROOTBIG ) .AND.
579: $ ( AAPP.GT.ROOTSFMIN ) ) THEN
580: AAPP = DZNRM2( M, A( 1, p ), 1 )
581: ELSE
582: T = ZERO
583: AAPP = ONE
584: CALL ZLASSQ( M, A( 1, p ), 1, T,
585: $ AAPP )
586: AAPP = T*DSQRT( AAPP )
587: END IF
588: SVA( p ) = AAPP
589: END IF
590: *
591: ELSE
592: * A(:,p) and A(:,q) already numerically orthogonal
593: IF( ir1.EQ.0 )NOTROT = NOTROT + 1
594: *[RTD] SKIPPED = SKIPPED + 1
595: PSKIPPED = PSKIPPED + 1
596: END IF
597: ELSE
598: * A(:,q) is zero column
599: IF( ir1.EQ.0 )NOTROT = NOTROT + 1
600: PSKIPPED = PSKIPPED + 1
601: END IF
602: *
603: IF( ( i.LE.SWBAND ) .AND.
604: $ ( PSKIPPED.GT.ROWSKIP ) ) THEN
605: IF( ir1.EQ.0 )AAPP = -AAPP
606: NOTROT = 0
607: GO TO 2103
608: END IF
609: *
610: 2002 CONTINUE
611: * END q-LOOP
612: *
613: 2103 CONTINUE
614: * bailed out of q-loop
615: *
616: SVA( p ) = AAPP
617: *
618: ELSE
619: SVA( p ) = AAPP
620: IF( ( ir1.EQ.0 ) .AND. ( AAPP.EQ.ZERO ) )
621: $ NOTROT = NOTROT + MIN0( igl+KBL-1, N ) - p
622: END IF
623: *
624: 2001 CONTINUE
625: * end of the p-loop
626: * end of doing the block ( ibr, ibr )
627: 1002 CONTINUE
628: * end of ir1-loop
629: *
630: * ... go to the off diagonal blocks
631: *
632: igl = ( ibr-1 )*KBL + 1
633: *
634: DO 2010 jbc = ibr + 1, NBL
635: *
636: jgl = ( jbc-1 )*KBL + 1
637: *
638: * doing the block at ( ibr, jbc )
639: *
640: IJBLSK = 0
641: DO 2100 p = igl, MIN0( igl+KBL-1, N )
642: *
643: AAPP = SVA( p )
644: IF( AAPP.GT.ZERO ) THEN
645: *
646: PSKIPPED = 0
647: *
648: DO 2200 q = jgl, MIN0( jgl+KBL-1, N )
649: *
650: AAQQ = SVA( q )
651: IF( AAQQ.GT.ZERO ) THEN
652: AAPP0 = AAPP
653: *
654: * .. M x 2 Jacobi SVD ..
655: *
656: * Safe Gram matrix computation
657: *
658: IF( AAQQ.GE.ONE ) THEN
659: IF( AAPP.GE.AAQQ ) THEN
660: ROTOK = ( SMALL*AAPP ).LE.AAQQ
661: ELSE
662: ROTOK = ( SMALL*AAQQ ).LE.AAPP
663: END IF
664: IF( AAPP.LT.( BIG / AAQQ ) ) THEN
665: AAPQ = ( ZDOTC( M, A( 1, p ), 1,
666: $ A( 1, q ), 1 ) / AAQQ ) / AAPP
667: ELSE
668: CALL ZCOPY( M, A( 1, p ), 1,
669: $ WORK, 1 )
670: CALL ZLASCL( 'G', 0, 0, AAPP,
671: $ ONE, M, 1,
672: $ WORK, LDA, IERR )
673: AAPQ = ZDOTC( M, WORK, 1,
674: $ A( 1, q ), 1 ) / AAQQ
675: END IF
676: ELSE
677: IF( AAPP.GE.AAQQ ) THEN
678: ROTOK = AAPP.LE.( AAQQ / SMALL )
679: ELSE
680: ROTOK = AAQQ.LE.( AAPP / SMALL )
681: END IF
682: IF( AAPP.GT.( SMALL / AAQQ ) ) THEN
683: AAPQ = ( ZDOTC( M, A( 1, p ), 1,
684: $ A( 1, q ), 1 ) / AAQQ ) / AAPP
685: ELSE
686: CALL ZCOPY( M, A( 1, q ), 1,
687: $ WORK, 1 )
688: CALL ZLASCL( 'G', 0, 0, AAQQ,
689: $ ONE, M, 1,
690: $ WORK, LDA, IERR )
691: AAPQ = ZDOTC( M, A( 1, p ), 1,
692: $ WORK, 1 ) / AAPP
693: END IF
694: END IF
695: *
696: OMPQ = AAPQ / ABS(AAPQ)
697: * AAPQ = AAPQ * DCONJG(CWORK(p))*CWORK(q)
698: AAPQ1 = -ABS(AAPQ)
699: MXAAPQ = DMAX1( MXAAPQ, -AAPQ1 )
700: *
701: * TO rotate or NOT to rotate, THAT is the question ...
702: *
703: IF( ABS( AAPQ1 ).GT.TOL ) THEN
704: NOTROT = 0
705: *[RTD] ROTATED = ROTATED + 1
706: PSKIPPED = 0
707: ISWROT = ISWROT + 1
708: *
709: IF( ROTOK ) THEN
710: *
711: AQOAP = AAQQ / AAPP
712: APOAQ = AAPP / AAQQ
713: THETA = -HALF*ABS( AQOAP-APOAQ )/ AAPQ1
714: IF( AAQQ.GT.AAPP0 )THETA = -THETA
715: *
716: IF( ABS( THETA ).GT.BIGTHETA ) THEN
717: T = HALF / THETA
718: CS = ONE
719: CALL ZROT( M, A(1,p), 1, A(1,q), 1,
720: $ CS, DCONJG(OMPQ)*T )
721: IF( RSVEC ) THEN
722: CALL ZROT( MVL, V(1,p), 1,
723: $ V(1,q), 1, CS, DCONJG(OMPQ)*T )
724: END IF
725: SVA( q ) = AAQQ*DSQRT( DMAX1( ZERO,
726: $ ONE+T*APOAQ*AAPQ1 ) )
727: AAPP = AAPP*DSQRT( DMAX1( ZERO,
728: $ ONE-T*AQOAP*AAPQ1 ) )
729: MXSINJ = DMAX1( MXSINJ, ABS( T ) )
730: ELSE
731: *
732: * .. choose correct signum for THETA and rotate
733: *
734: THSIGN = -DSIGN( ONE, AAPQ1 )
735: IF( AAQQ.GT.AAPP0 )THSIGN = -THSIGN
736: T = ONE / ( THETA+THSIGN*
737: $ DSQRT( ONE+THETA*THETA ) )
738: CS = DSQRT( ONE / ( ONE+T*T ) )
739: SN = T*CS
740: MXSINJ = DMAX1( MXSINJ, ABS( SN ) )
741: SVA( q ) = AAQQ*DSQRT( DMAX1( ZERO,
742: $ ONE+T*APOAQ*AAPQ1 ) )
743: AAPP = AAPP*DSQRT( DMAX1( ZERO,
744: $ ONE-T*AQOAP*AAPQ1 ) )
745: *
746: CALL ZROT( M, A(1,p), 1, A(1,q), 1,
747: $ CS, DCONJG(OMPQ)*SN )
748: IF( RSVEC ) THEN
749: CALL ZROT( MVL, V(1,p), 1,
750: $ V(1,q), 1, CS, DCONJG(OMPQ)*SN )
751: END IF
752: END IF
753: D(p) = -D(q) * OMPQ
754: *
755: ELSE
756: * .. have to use modified Gram-Schmidt like transformation
757: IF( AAPP.GT.AAQQ ) THEN
758: CALL ZCOPY( M, A( 1, p ), 1,
759: $ WORK, 1 )
760: CALL ZLASCL( 'G', 0, 0, AAPP, ONE,
761: $ M, 1, WORK,LDA,
762: $ IERR )
763: CALL ZLASCL( 'G', 0, 0, AAQQ, ONE,
764: $ M, 1, A( 1, q ), LDA,
765: $ IERR )
766: CALL ZAXPY( M, -AAPQ, WORK,
767: $ 1, A( 1, q ), 1 )
768: CALL ZLASCL( 'G', 0, 0, ONE, AAQQ,
769: $ M, 1, A( 1, q ), LDA,
770: $ IERR )
771: SVA( q ) = AAQQ*DSQRT( DMAX1( ZERO,
772: $ ONE-AAPQ1*AAPQ1 ) )
773: MXSINJ = DMAX1( MXSINJ, SFMIN )
774: ELSE
775: CALL ZCOPY( M, A( 1, q ), 1,
776: $ WORK, 1 )
777: CALL ZLASCL( 'G', 0, 0, AAQQ, ONE,
778: $ M, 1, WORK,LDA,
779: $ IERR )
780: CALL ZLASCL( 'G', 0, 0, AAPP, ONE,
781: $ M, 1, A( 1, p ), LDA,
782: $ IERR )
783: CALL ZAXPY( M, -DCONJG(AAPQ),
784: $ WORK, 1, A( 1, p ), 1 )
785: CALL ZLASCL( 'G', 0, 0, ONE, AAPP,
786: $ M, 1, A( 1, p ), LDA,
787: $ IERR )
788: SVA( p ) = AAPP*DSQRT( DMAX1( ZERO,
789: $ ONE-AAPQ1*AAPQ1 ) )
790: MXSINJ = DMAX1( MXSINJ, SFMIN )
791: END IF
792: END IF
793: * END IF ROTOK THEN ... ELSE
794: *
795: * In the case of cancellation in updating SVA(q), SVA(p)
796: * .. recompute SVA(q), SVA(p)
797: IF( ( SVA( q ) / AAQQ )**2.LE.ROOTEPS )
798: $ THEN
799: IF( ( AAQQ.LT.ROOTBIG ) .AND.
800: $ ( AAQQ.GT.ROOTSFMIN ) ) THEN
801: SVA( q ) = DZNRM2( M, A( 1, q ), 1)
802: ELSE
803: T = ZERO
804: AAQQ = ONE
805: CALL ZLASSQ( M, A( 1, q ), 1, T,
806: $ AAQQ )
807: SVA( q ) = T*DSQRT( AAQQ )
808: END IF
809: END IF
810: IF( ( AAPP / AAPP0 )**2.LE.ROOTEPS ) THEN
811: IF( ( AAPP.LT.ROOTBIG ) .AND.
812: $ ( AAPP.GT.ROOTSFMIN ) ) THEN
813: AAPP = DZNRM2( M, A( 1, p ), 1 )
814: ELSE
815: T = ZERO
816: AAPP = ONE
817: CALL ZLASSQ( M, A( 1, p ), 1, T,
818: $ AAPP )
819: AAPP = T*DSQRT( AAPP )
820: END IF
821: SVA( p ) = AAPP
822: END IF
823: * end of OK rotation
824: ELSE
825: NOTROT = NOTROT + 1
826: *[RTD] SKIPPED = SKIPPED + 1
827: PSKIPPED = PSKIPPED + 1
828: IJBLSK = IJBLSK + 1
829: END IF
830: ELSE
831: NOTROT = NOTROT + 1
832: PSKIPPED = PSKIPPED + 1
833: IJBLSK = IJBLSK + 1
834: END IF
835: *
836: IF( ( i.LE.SWBAND ) .AND. ( IJBLSK.GE.BLSKIP ) )
837: $ THEN
838: SVA( p ) = AAPP
839: NOTROT = 0
840: GO TO 2011
841: END IF
842: IF( ( i.LE.SWBAND ) .AND.
843: $ ( PSKIPPED.GT.ROWSKIP ) ) THEN
844: AAPP = -AAPP
845: NOTROT = 0
846: GO TO 2203
847: END IF
848: *
849: 2200 CONTINUE
850: * end of the q-loop
851: 2203 CONTINUE
852: *
853: SVA( p ) = AAPP
854: *
855: ELSE
856: *
857: IF( AAPP.EQ.ZERO )NOTROT = NOTROT +
858: $ MIN0( jgl+KBL-1, N ) - jgl + 1
859: IF( AAPP.LT.ZERO )NOTROT = 0
860: *
861: END IF
862: *
863: 2100 CONTINUE
864: * end of the p-loop
865: 2010 CONTINUE
866: * end of the jbc-loop
867: 2011 CONTINUE
868: *2011 bailed out of the jbc-loop
869: DO 2012 p = igl, MIN0( igl+KBL-1, N )
870: SVA( p ) = ABS( SVA( p ) )
871: 2012 CONTINUE
872: ***
873: 2000 CONTINUE
874: *2000 :: end of the ibr-loop
875: *
876: * .. update SVA(N)
877: IF( ( SVA( N ).LT.ROOTBIG ) .AND. ( SVA( N ).GT.ROOTSFMIN ) )
878: $ THEN
879: SVA( N ) = DZNRM2( M, A( 1, N ), 1 )
880: ELSE
881: T = ZERO
882: AAPP = ONE
883: CALL ZLASSQ( M, A( 1, N ), 1, T, AAPP )
884: SVA( N ) = T*DSQRT( AAPP )
885: END IF
886: *
887: * Additional steering devices
888: *
889: IF( ( i.LT.SWBAND ) .AND. ( ( MXAAPQ.LE.ROOTTOL ) .OR.
890: $ ( ISWROT.LE.N ) ) )SWBAND = i
891: *
1.2 ! bertrand 892: IF( ( i.GT.SWBAND+1 ) .AND. ( MXAAPQ.LT.DSQRT( DBLE( N ) )*
! 893: $ TOL ) .AND. ( DBLE( N )*MXAAPQ*MXSINJ.LT.TOL ) ) THEN
1.1 bertrand 894: GO TO 1994
895: END IF
896: *
897: IF( NOTROT.GE.EMPTSW )GO TO 1994
898: *
899: 1993 CONTINUE
900: * end i=1:NSWEEP loop
901: *
902: * #:( Reaching this point means that the procedure has not converged.
903: INFO = NSWEEP - 1
904: GO TO 1995
905: *
906: 1994 CONTINUE
907: * #:) Reaching this point means numerical convergence after the i-th
908: * sweep.
909: *
910: INFO = 0
911: * #:) INFO = 0 confirms successful iterations.
912: 1995 CONTINUE
913: *
914: * Sort the vector SVA() of column norms.
915: DO 5991 p = 1, N - 1
916: q = IDAMAX( N-p+1, SVA( p ), 1 ) + p - 1
917: IF( p.NE.q ) THEN
918: TEMP1 = SVA( p )
919: SVA( p ) = SVA( q )
920: SVA( q ) = TEMP1
921: AAPQ = D( p )
922: D( p ) = D( q )
923: D( q ) = AAPQ
924: CALL ZSWAP( M, A( 1, p ), 1, A( 1, q ), 1 )
925: IF( RSVEC )CALL ZSWAP( MVL, V( 1, p ), 1, V( 1, q ), 1 )
926: END IF
927: 5991 CONTINUE
928: *
929: RETURN
930: * ..
931: * .. END OF ZGSVJ0
932: * ..
933: END
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