File:  [local] / rpl / lapack / lapack / ztgsja.f
Revision 1.18: download - view: text, annotated - select for diffs - revision graph
Mon Aug 7 08:39:40 2023 UTC (8 months, 3 weeks 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 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: *> \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: *  =====================================================================
  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: *
  380: *  -- LAPACK computational routine --
  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 )
  401:       DOUBLE PRECISION   ZERO, ONE, HUGENUM
  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 ..
  424:       INTRINSIC          ABS, DBLE, DCONJG, MAX, MIN, HUGE
  425:       PARAMETER          ( HUGENUM = HUGE(ZERO) )
  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: *
  512: *              Update (K+I)-th and (K+J)-th rows of matrix A: U**H *A
  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: *
  518: *              Update I-th and J-th rows of matrix B: V**H *B
  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 ) )
  611:          GAMMA = B1 / A1
  612: *
  613:          IF( (GAMMA.LE.HUGENUM).AND.(GAMMA.GE.-HUGENUM) ) THEN
  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
  635: *
  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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