Annotation of rpl/lapack/lapack/ztgsja.f, revision 1.18
1.9 bertrand 1: *> \brief \b ZTGSJA
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 ZTGSJA + dependencies
10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/ztgsja.f">
11: *> [TGZ]</a>
12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/ztgsja.f">
13: *> [ZIP]</a>
14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/ztgsja.f">
1.9 bertrand 15: *> [TXT]</a>
1.15 bertrand 16: *> \endhtmlonly
1.9 bertrand 17: *
18: * Definition:
19: * ===========
20: *
21: * SUBROUTINE ZTGSJA( 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 ALPHA( * ), BETA( * )
33: * COMPLEX*16 A( LDA, * ), B( LDB, * ), Q( LDQ, * ),
34: * $ U( LDU, * ), V( LDV, * ), WORK( * )
35: * ..
1.15 bertrand 36: *
1.9 bertrand 37: *
38: *> \par Purpose:
39: * =============
40: *>
41: *> \verbatim
42: *>
43: *> ZTGSJA computes the generalized singular value decomposition (GSVD)
44: *> of two complex 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 ZGGSVP
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**H *A*Q = D1*( 0 R ), V**H *B*Q = D2*( 0 R ),
70: *>
71: *> where U, V and Q are unitary matrices.
72: *> R is a nonsingular upper triangular matrix, and D1
73: *> and D2 are ``diagonal'' matrices, which are of the following
74: *> structures:
75: *>
76: *> If M-K-L >= 0,
77: *>
78: *> K L
79: *> D1 = K ( I 0 )
80: *> L ( 0 C )
81: *> M-K-L ( 0 0 )
82: *>
83: *> K L
84: *> D2 = L ( 0 S )
85: *> P-L ( 0 0 )
86: *>
87: *> N-K-L K L
88: *> ( 0 R ) = K ( 0 R11 R12 ) K
89: *> L ( 0 0 R22 ) L
90: *>
91: *> where
92: *>
93: *> C = diag( ALPHA(K+1), ... , ALPHA(K+L) ),
94: *> S = diag( BETA(K+1), ... , BETA(K+L) ),
95: *> C**2 + S**2 = I.
96: *>
97: *> R is stored in A(1:K+L,N-K-L+1:N) on exit.
98: *>
99: *> If M-K-L < 0,
100: *>
101: *> K M-K K+L-M
102: *> D1 = K ( I 0 0 )
103: *> M-K ( 0 C 0 )
104: *>
105: *> K M-K K+L-M
106: *> D2 = M-K ( 0 S 0 )
107: *> K+L-M ( 0 0 I )
108: *> P-L ( 0 0 0 )
109: *>
110: *> N-K-L K M-K K+L-M
111: *> ( 0 R ) = K ( 0 R11 R12 R13 )
112: *> M-K ( 0 0 R22 R23 )
113: *> K+L-M ( 0 0 0 R33 )
114: *>
115: *> where
116: *> C = diag( ALPHA(K+1), ... , ALPHA(M) ),
117: *> S = diag( BETA(K+1), ... , BETA(M) ),
118: *> C**2 + S**2 = I.
119: *>
120: *> R = ( R11 R12 R13 ) is stored in A(1:M, N-K-L+1:N) and R33 is stored
121: *> ( 0 R22 R23 )
122: *> in B(M-K+1:L,N+M-K-L+1:N) on exit.
123: *>
124: *> The computation of the unitary transformation matrices U, V or Q
125: *> is optional. These matrices may either be formed explicitly, or they
126: *> may be postmultiplied into input matrices U1, V1, or Q1.
127: *> \endverbatim
128: *
129: * Arguments:
130: * ==========
131: *
132: *> \param[in] JOBU
133: *> \verbatim
134: *> JOBU is CHARACTER*1
135: *> = 'U': U must contain a unitary matrix U1 on entry, and
136: *> the product U1*U is returned;
137: *> = 'I': U is initialized to the unit matrix, and the
138: *> unitary matrix U is returned;
139: *> = 'N': U is not computed.
140: *> \endverbatim
141: *>
142: *> \param[in] JOBV
143: *> \verbatim
144: *> JOBV is CHARACTER*1
145: *> = 'V': V must contain a unitary matrix V1 on entry, and
146: *> the product V1*V is returned;
147: *> = 'I': V is initialized to the unit matrix, and the
148: *> unitary matrix V is returned;
149: *> = 'N': V is not computed.
150: *> \endverbatim
151: *>
152: *> \param[in] JOBQ
153: *> \verbatim
154: *> JOBQ is CHARACTER*1
155: *> = 'Q': Q must contain a unitary matrix Q1 on entry, and
156: *> the product Q1*Q is returned;
157: *> = 'I': Q is initialized to the unit matrix, and the
158: *> unitary matrix Q is returned;
159: *> = 'N': Q is not computed.
160: *> \endverbatim
161: *>
162: *> \param[in] M
163: *> \verbatim
164: *> M is INTEGER
165: *> The number of rows of the matrix A. M >= 0.
166: *> \endverbatim
167: *>
168: *> \param[in] P
169: *> \verbatim
170: *> P is INTEGER
171: *> The number of rows of the matrix B. P >= 0.
172: *> \endverbatim
173: *>
174: *> \param[in] N
175: *> \verbatim
176: *> N is INTEGER
177: *> The number of columns of the matrices A and B. N >= 0.
178: *> \endverbatim
179: *>
180: *> \param[in] K
181: *> \verbatim
182: *> K is INTEGER
183: *> \endverbatim
184: *>
185: *> \param[in] L
186: *> \verbatim
187: *> L is INTEGER
188: *>
189: *> K and L specify the subblocks in the input matrices A and B:
190: *> A23 = A(K+1:MIN(K+L,M),N-L+1:N) and B13 = B(1:L,,N-L+1:N)
191: *> of A and B, whose GSVD is going to be computed by ZTGSJA.
192: *> See Further Details.
193: *> \endverbatim
194: *>
195: *> \param[in,out] A
196: *> \verbatim
197: *> A is COMPLEX*16 array, dimension (LDA,N)
198: *> On entry, the M-by-N matrix A.
199: *> On exit, A(N-K+1:N,1:MIN(K+L,M) ) contains the triangular
200: *> matrix R or part of R. See Purpose for details.
201: *> \endverbatim
202: *>
203: *> \param[in] LDA
204: *> \verbatim
205: *> LDA is INTEGER
206: *> The leading dimension of the array A. LDA >= max(1,M).
207: *> \endverbatim
208: *>
209: *> \param[in,out] B
210: *> \verbatim
211: *> B is COMPLEX*16 array, dimension (LDB,N)
212: *> On entry, the P-by-N matrix B.
213: *> On exit, if necessary, B(M-K+1:L,N+M-K-L+1:N) contains
214: *> a part of R. See Purpose for details.
215: *> \endverbatim
216: *>
217: *> \param[in] LDB
218: *> \verbatim
219: *> LDB is INTEGER
220: *> The leading dimension of the array B. LDB >= max(1,P).
221: *> \endverbatim
222: *>
223: *> \param[in] TOLA
224: *> \verbatim
225: *> TOLA is DOUBLE PRECISION
226: *> \endverbatim
227: *>
228: *> \param[in] TOLB
229: *> \verbatim
230: *> TOLB is DOUBLE PRECISION
231: *>
232: *> TOLA and TOLB are the convergence criteria for the Jacobi-
233: *> Kogbetliantz iteration procedure. Generally, they are the
234: *> same as used in the preprocessing step, say
235: *> TOLA = MAX(M,N)*norm(A)*MAZHEPS,
236: *> TOLB = MAX(P,N)*norm(B)*MAZHEPS.
237: *> \endverbatim
238: *>
239: *> \param[out] ALPHA
240: *> \verbatim
241: *> ALPHA is DOUBLE PRECISION array, dimension (N)
242: *> \endverbatim
243: *>
244: *> \param[out] BETA
245: *> \verbatim
246: *> BETA is DOUBLE PRECISION array, dimension (N)
247: *>
248: *> On exit, ALPHA and BETA contain the generalized singular
249: *> value pairs of A and B;
250: *> ALPHA(1:K) = 1,
251: *> BETA(1:K) = 0,
252: *> and if M-K-L >= 0,
253: *> ALPHA(K+1:K+L) = diag(C),
254: *> BETA(K+1:K+L) = diag(S),
255: *> or if M-K-L < 0,
256: *> ALPHA(K+1:M)= C, ALPHA(M+1:K+L)= 0
257: *> BETA(K+1:M) = S, BETA(M+1:K+L) = 1.
258: *> Furthermore, if K+L < N,
259: *> ALPHA(K+L+1:N) = 0 and
260: *> BETA(K+L+1:N) = 0.
261: *> \endverbatim
262: *>
263: *> \param[in,out] U
264: *> \verbatim
265: *> U is COMPLEX*16 array, dimension (LDU,M)
266: *> On entry, if JOBU = 'U', U must contain a matrix U1 (usually
267: *> the unitary matrix returned by ZGGSVP).
268: *> On exit,
269: *> if JOBU = 'I', U contains the unitary matrix U;
270: *> if JOBU = 'U', U contains the product U1*U.
271: *> If JOBU = 'N', U is not referenced.
272: *> \endverbatim
273: *>
274: *> \param[in] LDU
275: *> \verbatim
276: *> LDU is INTEGER
277: *> The leading dimension of the array U. LDU >= max(1,M) if
278: *> JOBU = 'U'; LDU >= 1 otherwise.
279: *> \endverbatim
280: *>
281: *> \param[in,out] V
282: *> \verbatim
283: *> V is COMPLEX*16 array, dimension (LDV,P)
284: *> On entry, if JOBV = 'V', V must contain a matrix V1 (usually
285: *> the unitary matrix returned by ZGGSVP).
286: *> On exit,
287: *> if JOBV = 'I', V contains the unitary matrix V;
288: *> if JOBV = 'V', V contains the product V1*V.
289: *> If JOBV = 'N', V is not referenced.
290: *> \endverbatim
291: *>
292: *> \param[in] LDV
293: *> \verbatim
294: *> LDV is INTEGER
295: *> The leading dimension of the array V. LDV >= max(1,P) if
296: *> JOBV = 'V'; LDV >= 1 otherwise.
297: *> \endverbatim
298: *>
299: *> \param[in,out] Q
300: *> \verbatim
301: *> Q is COMPLEX*16 array, dimension (LDQ,N)
302: *> On entry, if JOBQ = 'Q', Q must contain a matrix Q1 (usually
303: *> the unitary matrix returned by ZGGSVP).
304: *> On exit,
305: *> if JOBQ = 'I', Q contains the unitary matrix Q;
306: *> if JOBQ = 'Q', Q contains the product Q1*Q.
307: *> If JOBQ = 'N', Q is not referenced.
308: *> \endverbatim
309: *>
310: *> \param[in] LDQ
311: *> \verbatim
312: *> LDQ is INTEGER
313: *> The leading dimension of the array Q. LDQ >= max(1,N) if
314: *> JOBQ = 'Q'; LDQ >= 1 otherwise.
315: *> \endverbatim
316: *>
317: *> \param[out] WORK
318: *> \verbatim
319: *> WORK is COMPLEX*16 array, dimension (2*N)
320: *> \endverbatim
321: *>
322: *> \param[out] NCYCLE
323: *> \verbatim
324: *> NCYCLE is INTEGER
325: *> The number of cycles required for convergence.
326: *> \endverbatim
327: *>
328: *> \param[out] INFO
329: *> \verbatim
330: *> INFO is INTEGER
331: *> = 0: successful exit
332: *> < 0: if INFO = -i, the i-th argument had an illegal value.
333: *> = 1: the procedure does not converge after MAXIT cycles.
334: *> \endverbatim
335: *
336: *> \par Internal Parameters:
337: * =========================
338: *>
339: *> \verbatim
340: *> MAXIT INTEGER
341: *> MAXIT specifies the total loops that the iterative procedure
342: *> may take. If after MAXIT cycles, the routine fails to
343: *> converge, we return INFO = 1.
344: *> \endverbatim
345: *
346: * Authors:
347: * ========
348: *
1.15 bertrand 349: *> \author Univ. of Tennessee
350: *> \author Univ. of California Berkeley
351: *> \author Univ. of Colorado Denver
352: *> \author NAG Ltd.
1.9 bertrand 353: *
354: *> \ingroup complex16OTHERcomputational
355: *
356: *> \par Further Details:
357: * =====================
358: *>
359: *> \verbatim
360: *>
361: *> ZTGSJA essentially uses a variant of Kogbetliantz algorithm to reduce
362: *> min(L,M-K)-by-L triangular (or trapezoidal) matrix A23 and L-by-L
363: *> matrix B13 to the form:
364: *>
365: *> U1**H *A13*Q1 = C1*R1; V1**H *B13*Q1 = S1*R1,
366: *>
367: *> where U1, V1 and Q1 are unitary matrix.
368: *> C1 and S1 are diagonal matrices satisfying
369: *>
370: *> C1**2 + S1**2 = I,
371: *>
372: *> and R1 is an L-by-L nonsingular upper triangular matrix.
373: *> \endverbatim
374: *>
375: * =====================================================================
1.1 bertrand 376: SUBROUTINE ZTGSJA( JOBU, JOBV, JOBQ, M, P, N, K, L, A, LDA, B,
377: $ LDB, TOLA, TOLB, ALPHA, BETA, U, LDU, V, LDV,
378: $ Q, LDQ, WORK, NCYCLE, INFO )
379: *
1.18 ! bertrand 380: * -- LAPACK computational routine --
1.1 bertrand 381: * -- LAPACK is a software package provided by Univ. of Tennessee, --
382: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
383: *
384: * .. Scalar Arguments ..
385: CHARACTER JOBQ, JOBU, JOBV
386: INTEGER INFO, K, L, LDA, LDB, LDQ, LDU, LDV, M, N,
387: $ NCYCLE, P
388: DOUBLE PRECISION TOLA, TOLB
389: * ..
390: * .. Array Arguments ..
391: DOUBLE PRECISION ALPHA( * ), BETA( * )
392: COMPLEX*16 A( LDA, * ), B( LDB, * ), Q( LDQ, * ),
393: $ U( LDU, * ), V( LDV, * ), WORK( * )
394: * ..
395: *
396: * =====================================================================
397: *
398: * .. Parameters ..
399: INTEGER MAXIT
400: PARAMETER ( MAXIT = 40 )
1.18 ! bertrand 401: DOUBLE PRECISION ZERO, ONE, HUGENUM
1.1 bertrand 402: PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
403: COMPLEX*16 CZERO, CONE
404: PARAMETER ( CZERO = ( 0.0D+0, 0.0D+0 ),
405: $ CONE = ( 1.0D+0, 0.0D+0 ) )
406: * ..
407: * .. Local Scalars ..
408: *
409: LOGICAL INITQ, INITU, INITV, UPPER, WANTQ, WANTU, WANTV
410: INTEGER I, J, KCYCLE
411: DOUBLE PRECISION A1, A3, B1, B3, CSQ, CSU, CSV, ERROR, GAMMA,
412: $ RWK, SSMIN
413: COMPLEX*16 A2, B2, SNQ, SNU, SNV
414: * ..
415: * .. External Functions ..
416: LOGICAL LSAME
417: EXTERNAL LSAME
418: * ..
419: * .. External Subroutines ..
420: EXTERNAL DLARTG, XERBLA, ZCOPY, ZDSCAL, ZLAGS2, ZLAPLL,
421: $ ZLASET, ZROT
422: * ..
423: * .. Intrinsic Functions ..
1.18 ! bertrand 424: INTRINSIC ABS, DBLE, DCONJG, MAX, MIN, HUGE
! 425: PARAMETER ( HUGENUM = HUGE(ZERO) )
1.1 bertrand 426: * ..
427: * .. Executable Statements ..
428: *
429: * Decode and test the input parameters
430: *
431: INITU = LSAME( JOBU, 'I' )
432: WANTU = INITU .OR. LSAME( JOBU, 'U' )
433: *
434: INITV = LSAME( JOBV, 'I' )
435: WANTV = INITV .OR. LSAME( JOBV, 'V' )
436: *
437: INITQ = LSAME( JOBQ, 'I' )
438: WANTQ = INITQ .OR. LSAME( JOBQ, 'Q' )
439: *
440: INFO = 0
441: IF( .NOT.( INITU .OR. WANTU .OR. LSAME( JOBU, 'N' ) ) ) THEN
442: INFO = -1
443: ELSE IF( .NOT.( INITV .OR. WANTV .OR. LSAME( JOBV, 'N' ) ) ) THEN
444: INFO = -2
445: ELSE IF( .NOT.( INITQ .OR. WANTQ .OR. LSAME( JOBQ, 'N' ) ) ) THEN
446: INFO = -3
447: ELSE IF( M.LT.0 ) THEN
448: INFO = -4
449: ELSE IF( P.LT.0 ) THEN
450: INFO = -5
451: ELSE IF( N.LT.0 ) THEN
452: INFO = -6
453: ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
454: INFO = -10
455: ELSE IF( LDB.LT.MAX( 1, P ) ) THEN
456: INFO = -12
457: ELSE IF( LDU.LT.1 .OR. ( WANTU .AND. LDU.LT.M ) ) THEN
458: INFO = -18
459: ELSE IF( LDV.LT.1 .OR. ( WANTV .AND. LDV.LT.P ) ) THEN
460: INFO = -20
461: ELSE IF( LDQ.LT.1 .OR. ( WANTQ .AND. LDQ.LT.N ) ) THEN
462: INFO = -22
463: END IF
464: IF( INFO.NE.0 ) THEN
465: CALL XERBLA( 'ZTGSJA', -INFO )
466: RETURN
467: END IF
468: *
469: * Initialize U, V and Q, if necessary
470: *
471: IF( INITU )
472: $ CALL ZLASET( 'Full', M, M, CZERO, CONE, U, LDU )
473: IF( INITV )
474: $ CALL ZLASET( 'Full', P, P, CZERO, CONE, V, LDV )
475: IF( INITQ )
476: $ CALL ZLASET( 'Full', N, N, CZERO, CONE, Q, LDQ )
477: *
478: * Loop until convergence
479: *
480: UPPER = .FALSE.
481: DO 40 KCYCLE = 1, MAXIT
482: *
483: UPPER = .NOT.UPPER
484: *
485: DO 20 I = 1, L - 1
486: DO 10 J = I + 1, L
487: *
488: A1 = ZERO
489: A2 = CZERO
490: A3 = ZERO
491: IF( K+I.LE.M )
492: $ A1 = DBLE( A( K+I, N-L+I ) )
493: IF( K+J.LE.M )
494: $ A3 = DBLE( A( K+J, N-L+J ) )
495: *
496: B1 = DBLE( B( I, N-L+I ) )
497: B3 = DBLE( B( J, N-L+J ) )
498: *
499: IF( UPPER ) THEN
500: IF( K+I.LE.M )
501: $ A2 = A( K+I, N-L+J )
502: B2 = B( I, N-L+J )
503: ELSE
504: IF( K+J.LE.M )
505: $ A2 = A( K+J, N-L+I )
506: B2 = B( J, N-L+I )
507: END IF
508: *
509: CALL ZLAGS2( UPPER, A1, A2, A3, B1, B2, B3, CSU, SNU,
510: $ CSV, SNV, CSQ, SNQ )
511: *
1.8 bertrand 512: * Update (K+I)-th and (K+J)-th rows of matrix A: U**H *A
1.1 bertrand 513: *
514: IF( K+J.LE.M )
515: $ CALL ZROT( L, A( K+J, N-L+1 ), LDA, A( K+I, N-L+1 ),
516: $ LDA, CSU, DCONJG( SNU ) )
517: *
1.8 bertrand 518: * Update I-th and J-th rows of matrix B: V**H *B
1.1 bertrand 519: *
520: CALL ZROT( L, B( J, N-L+1 ), LDB, B( I, N-L+1 ), LDB,
521: $ CSV, DCONJG( SNV ) )
522: *
523: * Update (N-L+I)-th and (N-L+J)-th columns of matrices
524: * A and B: A*Q and B*Q
525: *
526: CALL ZROT( MIN( K+L, M ), A( 1, N-L+J ), 1,
527: $ A( 1, N-L+I ), 1, CSQ, SNQ )
528: *
529: CALL ZROT( L, B( 1, N-L+J ), 1, B( 1, N-L+I ), 1, CSQ,
530: $ SNQ )
531: *
532: IF( UPPER ) THEN
533: IF( K+I.LE.M )
534: $ A( K+I, N-L+J ) = CZERO
535: B( I, N-L+J ) = CZERO
536: ELSE
537: IF( K+J.LE.M )
538: $ A( K+J, N-L+I ) = CZERO
539: B( J, N-L+I ) = CZERO
540: END IF
541: *
542: * Ensure that the diagonal elements of A and B are real.
543: *
544: IF( K+I.LE.M )
545: $ A( K+I, N-L+I ) = DBLE( A( K+I, N-L+I ) )
546: IF( K+J.LE.M )
547: $ A( K+J, N-L+J ) = DBLE( A( K+J, N-L+J ) )
548: B( I, N-L+I ) = DBLE( B( I, N-L+I ) )
549: B( J, N-L+J ) = DBLE( B( J, N-L+J ) )
550: *
551: * Update unitary matrices U, V, Q, if desired.
552: *
553: IF( WANTU .AND. K+J.LE.M )
554: $ CALL ZROT( M, U( 1, K+J ), 1, U( 1, K+I ), 1, CSU,
555: $ SNU )
556: *
557: IF( WANTV )
558: $ CALL ZROT( P, V( 1, J ), 1, V( 1, I ), 1, CSV, SNV )
559: *
560: IF( WANTQ )
561: $ CALL ZROT( N, Q( 1, N-L+J ), 1, Q( 1, N-L+I ), 1, CSQ,
562: $ SNQ )
563: *
564: 10 CONTINUE
565: 20 CONTINUE
566: *
567: IF( .NOT.UPPER ) THEN
568: *
569: * The matrices A13 and B13 were lower triangular at the start
570: * of the cycle, and are now upper triangular.
571: *
572: * Convergence test: test the parallelism of the corresponding
573: * rows of A and B.
574: *
575: ERROR = ZERO
576: DO 30 I = 1, MIN( L, M-K )
577: CALL ZCOPY( L-I+1, A( K+I, N-L+I ), LDA, WORK, 1 )
578: CALL ZCOPY( L-I+1, B( I, N-L+I ), LDB, WORK( L+1 ), 1 )
579: CALL ZLAPLL( L-I+1, WORK, 1, WORK( L+1 ), 1, SSMIN )
580: ERROR = MAX( ERROR, SSMIN )
581: 30 CONTINUE
582: *
583: IF( ABS( ERROR ).LE.MIN( TOLA, TOLB ) )
584: $ GO TO 50
585: END IF
586: *
587: * End of cycle loop
588: *
589: 40 CONTINUE
590: *
591: * The algorithm has not converged after MAXIT cycles.
592: *
593: INFO = 1
594: GO TO 100
595: *
596: 50 CONTINUE
597: *
598: * If ERROR <= MIN(TOLA,TOLB), then the algorithm has converged.
599: * Compute the generalized singular value pairs (ALPHA, BETA), and
600: * set the triangular matrix R to array A.
601: *
602: DO 60 I = 1, K
603: ALPHA( I ) = ONE
604: BETA( I ) = ZERO
605: 60 CONTINUE
606: *
607: DO 70 I = 1, MIN( L, M-K )
608: *
609: A1 = DBLE( A( K+I, N-L+I ) )
610: B1 = DBLE( B( I, N-L+I ) )
1.18 ! bertrand 611: GAMMA = B1 / A1
1.1 bertrand 612: *
1.18 ! bertrand 613: IF( (GAMMA.LE.HUGENUM).AND.(GAMMA.GE.-HUGENUM) ) THEN
1.1 bertrand 614: *
615: IF( GAMMA.LT.ZERO ) THEN
616: CALL ZDSCAL( L-I+1, -ONE, B( I, N-L+I ), LDB )
617: IF( WANTV )
618: $ CALL ZDSCAL( P, -ONE, V( 1, I ), 1 )
619: END IF
620: *
621: CALL DLARTG( ABS( GAMMA ), ONE, BETA( K+I ), ALPHA( K+I ),
622: $ RWK )
623: *
624: IF( ALPHA( K+I ).GE.BETA( K+I ) ) THEN
625: CALL ZDSCAL( L-I+1, ONE / ALPHA( K+I ), A( K+I, N-L+I ),
626: $ LDA )
627: ELSE
628: CALL ZDSCAL( L-I+1, ONE / BETA( K+I ), B( I, N-L+I ),
629: $ LDB )
630: CALL ZCOPY( L-I+1, B( I, N-L+I ), LDB, A( K+I, N-L+I ),
631: $ LDA )
632: END IF
633: *
634: ELSE
1.8 bertrand 635: *
1.1 bertrand 636: ALPHA( K+I ) = ZERO
637: BETA( K+I ) = ONE
638: CALL ZCOPY( L-I+1, B( I, N-L+I ), LDB, A( K+I, N-L+I ),
639: $ LDA )
640: END IF
641: 70 CONTINUE
642: *
643: * Post-assignment
644: *
645: DO 80 I = M + 1, K + L
646: ALPHA( I ) = ZERO
647: BETA( I ) = ONE
648: 80 CONTINUE
649: *
650: IF( K+L.LT.N ) THEN
651: DO 90 I = K + L + 1, N
652: ALPHA( I ) = ZERO
653: BETA( I ) = ZERO
654: 90 CONTINUE
655: END IF
656: *
657: 100 CONTINUE
658: NCYCLE = KCYCLE
659: *
660: RETURN
661: *
662: * End of ZTGSJA
663: *
664: END
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