File:  [local] / rpl / lapack / lapack / ztgsja.f
Revision 1.15: download - view: text, annotated - select for diffs - revision graph
Sat Jun 17 10:54:30 2017 UTC (6 years, 11 months ago) by bertrand
Branches: MAIN
CVS tags: HEAD
Mise à jour de lapack.

    1: *> \brief \b ZTGSJA
    2: *
    3: *  =========== DOCUMENTATION ===========
    4: *
    5: * Online html documentation available at
    6: *            http://www.netlib.org/lapack/explore-html/
    7: *
    8: *> \htmlonly
    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">
   15: *> [TXT]</a>
   16: *> \endhtmlonly
   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 )
   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   ALPHA( * ), BETA( * )
   33: *       COMPLEX*16         A( LDA, * ), B( LDB, * ), Q( LDQ, * ),
   34: *      $                   U( LDU, * ), V( LDV, * ), WORK( * )
   35: *       ..
   36: *
   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: *
  349: *> \author Univ. of Tennessee
  350: *> \author Univ. of California Berkeley
  351: *> \author Univ. of Colorado Denver
  352: *> \author NAG Ltd.
  353: *
  354: *> \date December 2016
  355: *
  356: *> \ingroup complex16OTHERcomputational
  357: *
  358: *> \par Further Details:
  359: *  =====================
  360: *>
  361: *> \verbatim
  362: *>
  363: *>  ZTGSJA essentially uses a variant of Kogbetliantz algorithm to reduce
  364: *>  min(L,M-K)-by-L triangular (or trapezoidal) matrix A23 and L-by-L
  365: *>  matrix B13 to the form:
  366: *>
  367: *>           U1**H *A13*Q1 = C1*R1; V1**H *B13*Q1 = S1*R1,
  368: *>
  369: *>  where U1, V1 and Q1 are unitary matrix.
  370: *>  C1 and S1 are diagonal matrices satisfying
  371: *>
  372: *>                C1**2 + S1**2 = I,
  373: *>
  374: *>  and R1 is an L-by-L nonsingular upper triangular matrix.
  375: *> \endverbatim
  376: *>
  377: *  =====================================================================
  378:       SUBROUTINE ZTGSJA( JOBU, JOBV, JOBQ, M, P, N, K, L, A, LDA, B,
  379:      $                   LDB, TOLA, TOLB, ALPHA, BETA, U, LDU, V, LDV,
  380:      $                   Q, LDQ, WORK, NCYCLE, INFO )
  381: *
  382: *  -- LAPACK computational routine (version 3.7.0) --
  383: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
  384: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  385: *     December 2016
  386: *
  387: *     .. Scalar Arguments ..
  388:       CHARACTER          JOBQ, JOBU, JOBV
  389:       INTEGER            INFO, K, L, LDA, LDB, LDQ, LDU, LDV, M, N,
  390:      $                   NCYCLE, P
  391:       DOUBLE PRECISION   TOLA, TOLB
  392: *     ..
  393: *     .. Array Arguments ..
  394:       DOUBLE PRECISION   ALPHA( * ), BETA( * )
  395:       COMPLEX*16         A( LDA, * ), B( LDB, * ), Q( LDQ, * ),
  396:      $                   U( LDU, * ), V( LDV, * ), WORK( * )
  397: *     ..
  398: *
  399: *  =====================================================================
  400: *
  401: *     .. Parameters ..
  402:       INTEGER            MAXIT
  403:       PARAMETER          ( MAXIT = 40 )
  404:       DOUBLE PRECISION   ZERO, ONE
  405:       PARAMETER          ( ZERO = 0.0D+0, ONE = 1.0D+0 )
  406:       COMPLEX*16         CZERO, CONE
  407:       PARAMETER          ( CZERO = ( 0.0D+0, 0.0D+0 ),
  408:      $                   CONE = ( 1.0D+0, 0.0D+0 ) )
  409: *     ..
  410: *     .. Local Scalars ..
  411: *
  412:       LOGICAL            INITQ, INITU, INITV, UPPER, WANTQ, WANTU, WANTV
  413:       INTEGER            I, J, KCYCLE
  414:       DOUBLE PRECISION   A1, A3, B1, B3, CSQ, CSU, CSV, ERROR, GAMMA,
  415:      $                   RWK, SSMIN
  416:       COMPLEX*16         A2, B2, SNQ, SNU, SNV
  417: *     ..
  418: *     .. External Functions ..
  419:       LOGICAL            LSAME
  420:       EXTERNAL           LSAME
  421: *     ..
  422: *     .. External Subroutines ..
  423:       EXTERNAL           DLARTG, XERBLA, ZCOPY, ZDSCAL, ZLAGS2, ZLAPLL,
  424:      $                   ZLASET, ZROT
  425: *     ..
  426: *     .. Intrinsic Functions ..
  427:       INTRINSIC          ABS, DBLE, DCONJG, MAX, MIN
  428: *     ..
  429: *     .. Executable Statements ..
  430: *
  431: *     Decode and test the input parameters
  432: *
  433:       INITU = LSAME( JOBU, 'I' )
  434:       WANTU = INITU .OR. LSAME( JOBU, 'U' )
  435: *
  436:       INITV = LSAME( JOBV, 'I' )
  437:       WANTV = INITV .OR. LSAME( JOBV, 'V' )
  438: *
  439:       INITQ = LSAME( JOBQ, 'I' )
  440:       WANTQ = INITQ .OR. LSAME( JOBQ, 'Q' )
  441: *
  442:       INFO = 0
  443:       IF( .NOT.( INITU .OR. WANTU .OR. LSAME( JOBU, 'N' ) ) ) THEN
  444:          INFO = -1
  445:       ELSE IF( .NOT.( INITV .OR. WANTV .OR. LSAME( JOBV, 'N' ) ) ) THEN
  446:          INFO = -2
  447:       ELSE IF( .NOT.( INITQ .OR. WANTQ .OR. LSAME( JOBQ, 'N' ) ) ) THEN
  448:          INFO = -3
  449:       ELSE IF( M.LT.0 ) THEN
  450:          INFO = -4
  451:       ELSE IF( P.LT.0 ) THEN
  452:          INFO = -5
  453:       ELSE IF( N.LT.0 ) THEN
  454:          INFO = -6
  455:       ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  456:          INFO = -10
  457:       ELSE IF( LDB.LT.MAX( 1, P ) ) THEN
  458:          INFO = -12
  459:       ELSE IF( LDU.LT.1 .OR. ( WANTU .AND. LDU.LT.M ) ) THEN
  460:          INFO = -18
  461:       ELSE IF( LDV.LT.1 .OR. ( WANTV .AND. LDV.LT.P ) ) THEN
  462:          INFO = -20
  463:       ELSE IF( LDQ.LT.1 .OR. ( WANTQ .AND. LDQ.LT.N ) ) THEN
  464:          INFO = -22
  465:       END IF
  466:       IF( INFO.NE.0 ) THEN
  467:          CALL XERBLA( 'ZTGSJA', -INFO )
  468:          RETURN
  469:       END IF
  470: *
  471: *     Initialize U, V and Q, if necessary
  472: *
  473:       IF( INITU )
  474:      $   CALL ZLASET( 'Full', M, M, CZERO, CONE, U, LDU )
  475:       IF( INITV )
  476:      $   CALL ZLASET( 'Full', P, P, CZERO, CONE, V, LDV )
  477:       IF( INITQ )
  478:      $   CALL ZLASET( 'Full', N, N, CZERO, CONE, Q, LDQ )
  479: *
  480: *     Loop until convergence
  481: *
  482:       UPPER = .FALSE.
  483:       DO 40 KCYCLE = 1, MAXIT
  484: *
  485:          UPPER = .NOT.UPPER
  486: *
  487:          DO 20 I = 1, L - 1
  488:             DO 10 J = I + 1, L
  489: *
  490:                A1 = ZERO
  491:                A2 = CZERO
  492:                A3 = ZERO
  493:                IF( K+I.LE.M )
  494:      $            A1 = DBLE( A( K+I, N-L+I ) )
  495:                IF( K+J.LE.M )
  496:      $            A3 = DBLE( A( K+J, N-L+J ) )
  497: *
  498:                B1 = DBLE( B( I, N-L+I ) )
  499:                B3 = DBLE( B( J, N-L+J ) )
  500: *
  501:                IF( UPPER ) THEN
  502:                   IF( K+I.LE.M )
  503:      $               A2 = A( K+I, N-L+J )
  504:                   B2 = B( I, N-L+J )
  505:                ELSE
  506:                   IF( K+J.LE.M )
  507:      $               A2 = A( K+J, N-L+I )
  508:                   B2 = B( J, N-L+I )
  509:                END IF
  510: *
  511:                CALL ZLAGS2( UPPER, A1, A2, A3, B1, B2, B3, CSU, SNU,
  512:      $                      CSV, SNV, CSQ, SNQ )
  513: *
  514: *              Update (K+I)-th and (K+J)-th rows of matrix A: U**H *A
  515: *
  516:                IF( K+J.LE.M )
  517:      $            CALL ZROT( L, A( K+J, N-L+1 ), LDA, A( K+I, N-L+1 ),
  518:      $                       LDA, CSU, DCONJG( SNU ) )
  519: *
  520: *              Update I-th and J-th rows of matrix B: V**H *B
  521: *
  522:                CALL ZROT( L, B( J, N-L+1 ), LDB, B( I, N-L+1 ), LDB,
  523:      $                    CSV, DCONJG( SNV ) )
  524: *
  525: *              Update (N-L+I)-th and (N-L+J)-th columns of matrices
  526: *              A and B: A*Q and B*Q
  527: *
  528:                CALL ZROT( MIN( K+L, M ), A( 1, N-L+J ), 1,
  529:      $                    A( 1, N-L+I ), 1, CSQ, SNQ )
  530: *
  531:                CALL ZROT( L, B( 1, N-L+J ), 1, B( 1, N-L+I ), 1, CSQ,
  532:      $                    SNQ )
  533: *
  534:                IF( UPPER ) THEN
  535:                   IF( K+I.LE.M )
  536:      $               A( K+I, N-L+J ) = CZERO
  537:                   B( I, N-L+J ) = CZERO
  538:                ELSE
  539:                   IF( K+J.LE.M )
  540:      $               A( K+J, N-L+I ) = CZERO
  541:                   B( J, N-L+I ) = CZERO
  542:                END IF
  543: *
  544: *              Ensure that the diagonal elements of A and B are real.
  545: *
  546:                IF( K+I.LE.M )
  547:      $            A( K+I, N-L+I ) = DBLE( A( K+I, N-L+I ) )
  548:                IF( K+J.LE.M )
  549:      $            A( K+J, N-L+J ) = DBLE( A( K+J, N-L+J ) )
  550:                B( I, N-L+I ) = DBLE( B( I, N-L+I ) )
  551:                B( J, N-L+J ) = DBLE( B( J, N-L+J ) )
  552: *
  553: *              Update unitary matrices U, V, Q, if desired.
  554: *
  555:                IF( WANTU .AND. K+J.LE.M )
  556:      $            CALL ZROT( M, U( 1, K+J ), 1, U( 1, K+I ), 1, CSU,
  557:      $                       SNU )
  558: *
  559:                IF( WANTV )
  560:      $            CALL ZROT( P, V( 1, J ), 1, V( 1, I ), 1, CSV, SNV )
  561: *
  562:                IF( WANTQ )
  563:      $            CALL ZROT( N, Q( 1, N-L+J ), 1, Q( 1, N-L+I ), 1, CSQ,
  564:      $                       SNQ )
  565: *
  566:    10       CONTINUE
  567:    20    CONTINUE
  568: *
  569:          IF( .NOT.UPPER ) THEN
  570: *
  571: *           The matrices A13 and B13 were lower triangular at the start
  572: *           of the cycle, and are now upper triangular.
  573: *
  574: *           Convergence test: test the parallelism of the corresponding
  575: *           rows of A and B.
  576: *
  577:             ERROR = ZERO
  578:             DO 30 I = 1, MIN( L, M-K )
  579:                CALL ZCOPY( L-I+1, A( K+I, N-L+I ), LDA, WORK, 1 )
  580:                CALL ZCOPY( L-I+1, B( I, N-L+I ), LDB, WORK( L+1 ), 1 )
  581:                CALL ZLAPLL( L-I+1, WORK, 1, WORK( L+1 ), 1, SSMIN )
  582:                ERROR = MAX( ERROR, SSMIN )
  583:    30       CONTINUE
  584: *
  585:             IF( ABS( ERROR ).LE.MIN( TOLA, TOLB ) )
  586:      $         GO TO 50
  587:          END IF
  588: *
  589: *        End of cycle loop
  590: *
  591:    40 CONTINUE
  592: *
  593: *     The algorithm has not converged after MAXIT cycles.
  594: *
  595:       INFO = 1
  596:       GO TO 100
  597: *
  598:    50 CONTINUE
  599: *
  600: *     If ERROR <= MIN(TOLA,TOLB), then the algorithm has converged.
  601: *     Compute the generalized singular value pairs (ALPHA, BETA), and
  602: *     set the triangular matrix R to array A.
  603: *
  604:       DO 60 I = 1, K
  605:          ALPHA( I ) = ONE
  606:          BETA( I ) = ZERO
  607:    60 CONTINUE
  608: *
  609:       DO 70 I = 1, MIN( L, M-K )
  610: *
  611:          A1 = DBLE( A( K+I, N-L+I ) )
  612:          B1 = DBLE( B( I, N-L+I ) )
  613: *
  614:          IF( A1.NE.ZERO ) THEN
  615:             GAMMA = B1 / A1
  616: *
  617:             IF( GAMMA.LT.ZERO ) THEN
  618:                CALL ZDSCAL( L-I+1, -ONE, B( I, N-L+I ), LDB )
  619:                IF( WANTV )
  620:      $            CALL ZDSCAL( P, -ONE, V( 1, I ), 1 )
  621:             END IF
  622: *
  623:             CALL DLARTG( ABS( GAMMA ), ONE, BETA( K+I ), ALPHA( K+I ),
  624:      $                   RWK )
  625: *
  626:             IF( ALPHA( K+I ).GE.BETA( K+I ) ) THEN
  627:                CALL ZDSCAL( L-I+1, ONE / ALPHA( K+I ), A( K+I, N-L+I ),
  628:      $                      LDA )
  629:             ELSE
  630:                CALL ZDSCAL( L-I+1, ONE / BETA( K+I ), B( I, N-L+I ),
  631:      $                      LDB )
  632:                CALL ZCOPY( L-I+1, B( I, N-L+I ), LDB, A( K+I, N-L+I ),
  633:      $                     LDA )
  634:             END IF
  635: *
  636:          ELSE
  637: *
  638:             ALPHA( K+I ) = ZERO
  639:             BETA( K+I ) = ONE
  640:             CALL ZCOPY( L-I+1, B( I, N-L+I ), LDB, A( K+I, N-L+I ),
  641:      $                  LDA )
  642:          END IF
  643:    70 CONTINUE
  644: *
  645: *     Post-assignment
  646: *
  647:       DO 80 I = M + 1, K + L
  648:          ALPHA( I ) = ZERO
  649:          BETA( I ) = ONE
  650:    80 CONTINUE
  651: *
  652:       IF( K+L.LT.N ) THEN
  653:          DO 90 I = K + L + 1, N
  654:             ALPHA( I ) = ZERO
  655:             BETA( I ) = ZERO
  656:    90    CONTINUE
  657:       END IF
  658: *
  659:   100 CONTINUE
  660:       NCYCLE = KCYCLE
  661: *
  662:       RETURN
  663: *
  664: *     End of ZTGSJA
  665: *
  666:       END

CVSweb interface <joel.bertrand@systella.fr>