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SUBROUTINE DLASD6( ICOMPQ, NL, NR, SQRE, D, VF, VL, ALPHA, BETA, |
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$ IDXQ, PERM, GIVPTR, GIVCOL, LDGCOL, GIVNUM, |
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$ LDGNUM, POLES, DIFL, DIFR, Z, K, C, S, WORK, |
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$ IWORK, INFO ) |
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* |
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* -- LAPACK auxiliary routine (version 3.2.2) -- |
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* -- LAPACK is a software package provided by Univ. of Tennessee, -- |
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* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- |
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* June 2010 |
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* |
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* .. Scalar Arguments .. |
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INTEGER GIVPTR, ICOMPQ, INFO, K, LDGCOL, LDGNUM, NL, |
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$ NR, SQRE |
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DOUBLE PRECISION ALPHA, BETA, C, S |
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* .. |
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* .. Array Arguments .. |
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INTEGER GIVCOL( LDGCOL, * ), IDXQ( * ), IWORK( * ), |
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$ PERM( * ) |
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DOUBLE PRECISION D( * ), DIFL( * ), DIFR( * ), |
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$ GIVNUM( LDGNUM, * ), POLES( LDGNUM, * ), |
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$ VF( * ), VL( * ), WORK( * ), Z( * ) |
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* .. |
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* |
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* Purpose |
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* ======= |
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* |
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* DLASD6 computes the SVD of an updated upper bidiagonal matrix B |
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* obtained by merging two smaller ones by appending a row. This |
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* routine is used only for the problem which requires all singular |
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* values and optionally singular vector matrices in factored form. |
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* B is an N-by-M matrix with N = NL + NR + 1 and M = N + SQRE. |
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* A related subroutine, DLASD1, handles the case in which all singular |
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* values and singular vectors of the bidiagonal matrix are desired. |
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* |
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* DLASD6 computes the SVD as follows: |
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* |
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* ( D1(in) 0 0 0 ) |
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* B = U(in) * ( Z1' a Z2' b ) * VT(in) |
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* ( 0 0 D2(in) 0 ) |
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* |
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* = U(out) * ( D(out) 0) * VT(out) |
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* |
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* where Z' = (Z1' a Z2' b) = u' VT', and u is a vector of dimension M |
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* with ALPHA and BETA in the NL+1 and NL+2 th entries and zeros |
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* elsewhere; and the entry b is empty if SQRE = 0. |
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* |
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* The singular values of B can be computed using D1, D2, the first |
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* components of all the right singular vectors of the lower block, and |
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* the last components of all the right singular vectors of the upper |
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* block. These components are stored and updated in VF and VL, |
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* respectively, in DLASD6. Hence U and VT are not explicitly |
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* referenced. |
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* |
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* The singular values are stored in D. The algorithm consists of two |
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* stages: |
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* |
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* The first stage consists of deflating the size of the problem |
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* when there are multiple singular values or if there is a zero |
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* in the Z vector. For each such occurence the dimension of the |
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* secular equation problem is reduced by one. This stage is |
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* performed by the routine DLASD7. |
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* |
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* The second stage consists of calculating the updated |
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* singular values. This is done by finding the roots of the |
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* secular equation via the routine DLASD4 (as called by DLASD8). |
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* This routine also updates VF and VL and computes the distances |
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* between the updated singular values and the old singular |
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* values. |
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* |
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* DLASD6 is called from DLASDA. |
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* |
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* Arguments |
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* ========= |
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* |
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* ICOMPQ (input) INTEGER |
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* Specifies whether singular vectors are to be computed in |
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* factored form: |
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* = 0: Compute singular values only. |
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* = 1: Compute singular vectors in factored form as well. |
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* |
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* NL (input) INTEGER |
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* The row dimension of the upper block. NL >= 1. |
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* |
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* NR (input) INTEGER |
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* The row dimension of the lower block. NR >= 1. |
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* |
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* SQRE (input) INTEGER |
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* = 0: the lower block is an NR-by-NR square matrix. |
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* = 1: the lower block is an NR-by-(NR+1) rectangular matrix. |
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* |
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* The bidiagonal matrix has row dimension N = NL + NR + 1, |
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* and column dimension M = N + SQRE. |
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* |
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* D (input/output) DOUBLE PRECISION array, dimension ( NL+NR+1 ). |
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* On entry D(1:NL,1:NL) contains the singular values of the |
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* upper block, and D(NL+2:N) contains the singular values |
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* of the lower block. On exit D(1:N) contains the singular |
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* values of the modified matrix. |
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* |
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* VF (input/output) DOUBLE PRECISION array, dimension ( M ) |
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* On entry, VF(1:NL+1) contains the first components of all |
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* right singular vectors of the upper block; and VF(NL+2:M) |
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* contains the first components of all right singular vectors |
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* of the lower block. On exit, VF contains the first components |
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* of all right singular vectors of the bidiagonal matrix. |
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* |
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* VL (input/output) DOUBLE PRECISION array, dimension ( M ) |
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* On entry, VL(1:NL+1) contains the last components of all |
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* right singular vectors of the upper block; and VL(NL+2:M) |
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* contains the last components of all right singular vectors of |
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* the lower block. On exit, VL contains the last components of |
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* all right singular vectors of the bidiagonal matrix. |
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* |
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* ALPHA (input/output) DOUBLE PRECISION |
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* Contains the diagonal element associated with the added row. |
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* |
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* BETA (input/output) DOUBLE PRECISION |
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* Contains the off-diagonal element associated with the added |
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* row. |
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* |
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* IDXQ (output) INTEGER array, dimension ( N ) |
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* This contains the permutation which will reintegrate the |
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* subproblem just solved back into sorted order, i.e. |
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* D( IDXQ( I = 1, N ) ) will be in ascending order. |
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* |
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* PERM (output) INTEGER array, dimension ( N ) |
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* The permutations (from deflation and sorting) to be applied |
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* to each block. Not referenced if ICOMPQ = 0. |
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* |
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* GIVPTR (output) INTEGER |
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* The number of Givens rotations which took place in this |
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* subproblem. Not referenced if ICOMPQ = 0. |
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* |
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* GIVCOL (output) INTEGER array, dimension ( LDGCOL, 2 ) |
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* Each pair of numbers indicates a pair of columns to take place |
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* in a Givens rotation. Not referenced if ICOMPQ = 0. |
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* |
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* LDGCOL (input) INTEGER |
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* leading dimension of GIVCOL, must be at least N. |
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* |
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* GIVNUM (output) DOUBLE PRECISION array, dimension ( LDGNUM, 2 ) |
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* Each number indicates the C or S value to be used in the |
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* corresponding Givens rotation. Not referenced if ICOMPQ = 0. |
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* |
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* LDGNUM (input) INTEGER |
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* The leading dimension of GIVNUM and POLES, must be at least N. |
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* |
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* POLES (output) DOUBLE PRECISION array, dimension ( LDGNUM, 2 ) |
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* On exit, POLES(1,*) is an array containing the new singular |
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* values obtained from solving the secular equation, and |
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* POLES(2,*) is an array containing the poles in the secular |
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* equation. Not referenced if ICOMPQ = 0. |
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* |
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* DIFL (output) DOUBLE PRECISION array, dimension ( N ) |
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* On exit, DIFL(I) is the distance between I-th updated |
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* (undeflated) singular value and the I-th (undeflated) old |
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* singular value. |
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* |
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* DIFR (output) DOUBLE PRECISION array, |
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* dimension ( LDGNUM, 2 ) if ICOMPQ = 1 and |
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* dimension ( N ) if ICOMPQ = 0. |
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* On exit, DIFR(I, 1) is the distance between I-th updated |
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* (undeflated) singular value and the I+1-th (undeflated) old |
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* singular value. |
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* |
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* If ICOMPQ = 1, DIFR(1:K,2) is an array containing the |
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* normalizing factors for the right singular vector matrix. |
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* |
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* See DLASD8 for details on DIFL and DIFR. |
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* |
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* Z (output) DOUBLE PRECISION array, dimension ( M ) |
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* The first elements of this array contain the components |
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* of the deflation-adjusted updating row vector. |
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* |
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* K (output) INTEGER |
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* Contains the dimension of the non-deflated matrix, |
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* This is the order of the related secular equation. 1 <= K <=N. |
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* |
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* C (output) DOUBLE PRECISION |
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* C contains garbage if SQRE =0 and the C-value of a Givens |
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* rotation related to the right null space if SQRE = 1. |
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* |
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* S (output) DOUBLE PRECISION |
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* S contains garbage if SQRE =0 and the S-value of a Givens |
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* rotation related to the right null space if SQRE = 1. |
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* |
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* WORK (workspace) DOUBLE PRECISION array, dimension ( 4 * M ) |
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* |
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* IWORK (workspace) INTEGER array, dimension ( 3 * N ) |
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* |
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* INFO (output) INTEGER |
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* = 0: successful exit. |
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* < 0: if INFO = -i, the i-th argument had an illegal value. |
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* > 0: if INFO = 1, a singular value did not converge |
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* |
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* Further Details |
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* =============== |
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* |
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* Based on contributions by |
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* Ming Gu and Huan Ren, Computer Science Division, University of |
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* California at Berkeley, USA |
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* |
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* ===================================================================== |
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* |
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* .. Parameters .. |
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DOUBLE PRECISION ONE, ZERO |
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PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 ) |
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* .. |
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* .. Local Scalars .. |
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INTEGER I, IDX, IDXC, IDXP, ISIGMA, IVFW, IVLW, IW, M, |
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$ N, N1, N2 |
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DOUBLE PRECISION ORGNRM |
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* .. |
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* .. External Subroutines .. |
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EXTERNAL DCOPY, DLAMRG, DLASCL, DLASD7, DLASD8, XERBLA |
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* .. |
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* .. Intrinsic Functions .. |
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INTRINSIC ABS, MAX |
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* .. |
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* .. Executable Statements .. |
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* |
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* Test the input parameters. |
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* |
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INFO = 0 |
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N = NL + NR + 1 |
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M = N + SQRE |
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* |
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IF( ( ICOMPQ.LT.0 ) .OR. ( ICOMPQ.GT.1 ) ) THEN |
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INFO = -1 |
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ELSE IF( NL.LT.1 ) THEN |
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INFO = -2 |
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ELSE IF( NR.LT.1 ) THEN |
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INFO = -3 |
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ELSE IF( ( SQRE.LT.0 ) .OR. ( SQRE.GT.1 ) ) THEN |
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INFO = -4 |
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ELSE IF( LDGCOL.LT.N ) THEN |
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INFO = -14 |
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ELSE IF( LDGNUM.LT.N ) THEN |
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INFO = -16 |
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END IF |
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IF( INFO.NE.0 ) THEN |
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CALL XERBLA( 'DLASD6', -INFO ) |
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RETURN |
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END IF |
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* |
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* The following values are for bookkeeping purposes only. They are |
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* integer pointers which indicate the portion of the workspace |
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* used by a particular array in DLASD7 and DLASD8. |
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* |
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ISIGMA = 1 |
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IW = ISIGMA + N |
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IVFW = IW + M |
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IVLW = IVFW + M |
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* |
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IDX = 1 |
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IDXC = IDX + N |
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IDXP = IDXC + N |
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* |
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* Scale. |
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* |
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ORGNRM = MAX( ABS( ALPHA ), ABS( BETA ) ) |
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D( NL+1 ) = ZERO |
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DO 10 I = 1, N |
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IF( ABS( D( I ) ).GT.ORGNRM ) THEN |
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ORGNRM = ABS( D( I ) ) |
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END IF |
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10 CONTINUE |
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CALL DLASCL( 'G', 0, 0, ORGNRM, ONE, N, 1, D, N, INFO ) |
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ALPHA = ALPHA / ORGNRM |
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BETA = BETA / ORGNRM |
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* |
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* Sort and Deflate singular values. |
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* |
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CALL DLASD7( ICOMPQ, NL, NR, SQRE, K, D, Z, WORK( IW ), VF, |
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$ WORK( IVFW ), VL, WORK( IVLW ), ALPHA, BETA, |
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$ WORK( ISIGMA ), IWORK( IDX ), IWORK( IDXP ), IDXQ, |
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$ PERM, GIVPTR, GIVCOL, LDGCOL, GIVNUM, LDGNUM, C, S, |
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$ INFO ) |
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* |
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* Solve Secular Equation, compute DIFL, DIFR, and update VF, VL. |
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* |
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CALL DLASD8( ICOMPQ, K, D, Z, VF, VL, DIFL, DIFR, LDGNUM, |
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$ WORK( ISIGMA ), WORK( IW ), INFO ) |
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* |
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* Save the poles if ICOMPQ = 1. |
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* |
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IF( ICOMPQ.EQ.1 ) THEN |
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CALL DCOPY( K, D, 1, POLES( 1, 1 ), 1 ) |
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CALL DCOPY( K, WORK( ISIGMA ), 1, POLES( 1, 2 ), 1 ) |
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END IF |
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* |
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* Unscale. |
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* |
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CALL DLASCL( 'G', 0, 0, ONE, ORGNRM, N, 1, D, N, INFO ) |
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* |
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* Prepare the IDXQ sorting permutation. |
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* |
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N1 = K |
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N2 = N - K |
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CALL DLAMRG( N1, N2, D, 1, -1, IDXQ ) |
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* |
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RETURN |
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* |
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* End of DLASD6 |
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* |
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END |