root / src / lapack / double / dlasdq.f @ 2
Historique | Voir | Annoter | Télécharger (10,39 ko)
1 |
SUBROUTINE DLASDQ( UPLO, SQRE, N, NCVT, NRU, NCC, D, E, VT, LDVT, |
---|---|
2 |
$ U, LDU, C, LDC, WORK, INFO ) |
3 |
* |
4 |
* -- LAPACK auxiliary routine (version 3.2) -- |
5 |
* -- LAPACK is a software package provided by Univ. of Tennessee, -- |
6 |
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- |
7 |
* November 2006 |
8 |
* |
9 |
* .. Scalar Arguments .. |
10 |
CHARACTER UPLO |
11 |
INTEGER INFO, LDC, LDU, LDVT, N, NCC, NCVT, NRU, SQRE |
12 |
* .. |
13 |
* .. Array Arguments .. |
14 |
DOUBLE PRECISION C( LDC, * ), D( * ), E( * ), U( LDU, * ), |
15 |
$ VT( LDVT, * ), WORK( * ) |
16 |
* .. |
17 |
* |
18 |
* Purpose |
19 |
* ======= |
20 |
* |
21 |
* DLASDQ computes the singular value decomposition (SVD) of a real |
22 |
* (upper or lower) bidiagonal matrix with diagonal D and offdiagonal |
23 |
* E, accumulating the transformations if desired. Letting B denote |
24 |
* the input bidiagonal matrix, the algorithm computes orthogonal |
25 |
* matrices Q and P such that B = Q * S * P' (P' denotes the transpose |
26 |
* of P). The singular values S are overwritten on D. |
27 |
* |
28 |
* The input matrix U is changed to U * Q if desired. |
29 |
* The input matrix VT is changed to P' * VT if desired. |
30 |
* The input matrix C is changed to Q' * C if desired. |
31 |
* |
32 |
* See "Computing Small Singular Values of Bidiagonal Matrices With |
33 |
* Guaranteed High Relative Accuracy," by J. Demmel and W. Kahan, |
34 |
* LAPACK Working Note #3, for a detailed description of the algorithm. |
35 |
* |
36 |
* Arguments |
37 |
* ========= |
38 |
* |
39 |
* UPLO (input) CHARACTER*1 |
40 |
* On entry, UPLO specifies whether the input bidiagonal matrix |
41 |
* is upper or lower bidiagonal, and wether it is square are |
42 |
* not. |
43 |
* UPLO = 'U' or 'u' B is upper bidiagonal. |
44 |
* UPLO = 'L' or 'l' B is lower bidiagonal. |
45 |
* |
46 |
* SQRE (input) INTEGER |
47 |
* = 0: then the input matrix is N-by-N. |
48 |
* = 1: then the input matrix is N-by-(N+1) if UPLU = 'U' and |
49 |
* (N+1)-by-N if UPLU = 'L'. |
50 |
* |
51 |
* The bidiagonal matrix has |
52 |
* N = NL + NR + 1 rows and |
53 |
* M = N + SQRE >= N columns. |
54 |
* |
55 |
* N (input) INTEGER |
56 |
* On entry, N specifies the number of rows and columns |
57 |
* in the matrix. N must be at least 0. |
58 |
* |
59 |
* NCVT (input) INTEGER |
60 |
* On entry, NCVT specifies the number of columns of |
61 |
* the matrix VT. NCVT must be at least 0. |
62 |
* |
63 |
* NRU (input) INTEGER |
64 |
* On entry, NRU specifies the number of rows of |
65 |
* the matrix U. NRU must be at least 0. |
66 |
* |
67 |
* NCC (input) INTEGER |
68 |
* On entry, NCC specifies the number of columns of |
69 |
* the matrix C. NCC must be at least 0. |
70 |
* |
71 |
* D (input/output) DOUBLE PRECISION array, dimension (N) |
72 |
* On entry, D contains the diagonal entries of the |
73 |
* bidiagonal matrix whose SVD is desired. On normal exit, |
74 |
* D contains the singular values in ascending order. |
75 |
* |
76 |
* E (input/output) DOUBLE PRECISION array. |
77 |
* dimension is (N-1) if SQRE = 0 and N if SQRE = 1. |
78 |
* On entry, the entries of E contain the offdiagonal entries |
79 |
* of the bidiagonal matrix whose SVD is desired. On normal |
80 |
* exit, E will contain 0. If the algorithm does not converge, |
81 |
* D and E will contain the diagonal and superdiagonal entries |
82 |
* of a bidiagonal matrix orthogonally equivalent to the one |
83 |
* given as input. |
84 |
* |
85 |
* VT (input/output) DOUBLE PRECISION array, dimension (LDVT, NCVT) |
86 |
* On entry, contains a matrix which on exit has been |
87 |
* premultiplied by P', dimension N-by-NCVT if SQRE = 0 |
88 |
* and (N+1)-by-NCVT if SQRE = 1 (not referenced if NCVT=0). |
89 |
* |
90 |
* LDVT (input) INTEGER |
91 |
* On entry, LDVT specifies the leading dimension of VT as |
92 |
* declared in the calling (sub) program. LDVT must be at |
93 |
* least 1. If NCVT is nonzero LDVT must also be at least N. |
94 |
* |
95 |
* U (input/output) DOUBLE PRECISION array, dimension (LDU, N) |
96 |
* On entry, contains a matrix which on exit has been |
97 |
* postmultiplied by Q, dimension NRU-by-N if SQRE = 0 |
98 |
* and NRU-by-(N+1) if SQRE = 1 (not referenced if NRU=0). |
99 |
* |
100 |
* LDU (input) INTEGER |
101 |
* On entry, LDU specifies the leading dimension of U as |
102 |
* declared in the calling (sub) program. LDU must be at |
103 |
* least max( 1, NRU ) . |
104 |
* |
105 |
* C (input/output) DOUBLE PRECISION array, dimension (LDC, NCC) |
106 |
* On entry, contains an N-by-NCC matrix which on exit |
107 |
* has been premultiplied by Q' dimension N-by-NCC if SQRE = 0 |
108 |
* and (N+1)-by-NCC if SQRE = 1 (not referenced if NCC=0). |
109 |
* |
110 |
* LDC (input) INTEGER |
111 |
* On entry, LDC specifies the leading dimension of C as |
112 |
* declared in the calling (sub) program. LDC must be at |
113 |
* least 1. If NCC is nonzero, LDC must also be at least N. |
114 |
* |
115 |
* WORK (workspace) DOUBLE PRECISION array, dimension (4*N) |
116 |
* Workspace. Only referenced if one of NCVT, NRU, or NCC is |
117 |
* nonzero, and if N is at least 2. |
118 |
* |
119 |
* INFO (output) INTEGER |
120 |
* On exit, a value of 0 indicates a successful exit. |
121 |
* If INFO < 0, argument number -INFO is illegal. |
122 |
* If INFO > 0, the algorithm did not converge, and INFO |
123 |
* specifies how many superdiagonals did not converge. |
124 |
* |
125 |
* Further Details |
126 |
* =============== |
127 |
* |
128 |
* Based on contributions by |
129 |
* Ming Gu and Huan Ren, Computer Science Division, University of |
130 |
* California at Berkeley, USA |
131 |
* |
132 |
* ===================================================================== |
133 |
* |
134 |
* .. Parameters .. |
135 |
DOUBLE PRECISION ZERO |
136 |
PARAMETER ( ZERO = 0.0D+0 ) |
137 |
* .. |
138 |
* .. Local Scalars .. |
139 |
LOGICAL ROTATE |
140 |
INTEGER I, ISUB, IUPLO, J, NP1, SQRE1 |
141 |
DOUBLE PRECISION CS, R, SMIN, SN |
142 |
* .. |
143 |
* .. External Subroutines .. |
144 |
EXTERNAL DBDSQR, DLARTG, DLASR, DSWAP, XERBLA |
145 |
* .. |
146 |
* .. External Functions .. |
147 |
LOGICAL LSAME |
148 |
EXTERNAL LSAME |
149 |
* .. |
150 |
* .. Intrinsic Functions .. |
151 |
INTRINSIC MAX |
152 |
* .. |
153 |
* .. Executable Statements .. |
154 |
* |
155 |
* Test the input parameters. |
156 |
* |
157 |
INFO = 0 |
158 |
IUPLO = 0 |
159 |
IF( LSAME( UPLO, 'U' ) ) |
160 |
$ IUPLO = 1 |
161 |
IF( LSAME( UPLO, 'L' ) ) |
162 |
$ IUPLO = 2 |
163 |
IF( IUPLO.EQ.0 ) THEN |
164 |
INFO = -1 |
165 |
ELSE IF( ( SQRE.LT.0 ) .OR. ( SQRE.GT.1 ) ) THEN |
166 |
INFO = -2 |
167 |
ELSE IF( N.LT.0 ) THEN |
168 |
INFO = -3 |
169 |
ELSE IF( NCVT.LT.0 ) THEN |
170 |
INFO = -4 |
171 |
ELSE IF( NRU.LT.0 ) THEN |
172 |
INFO = -5 |
173 |
ELSE IF( NCC.LT.0 ) THEN |
174 |
INFO = -6 |
175 |
ELSE IF( ( NCVT.EQ.0 .AND. LDVT.LT.1 ) .OR. |
176 |
$ ( NCVT.GT.0 .AND. LDVT.LT.MAX( 1, N ) ) ) THEN |
177 |
INFO = -10 |
178 |
ELSE IF( LDU.LT.MAX( 1, NRU ) ) THEN |
179 |
INFO = -12 |
180 |
ELSE IF( ( NCC.EQ.0 .AND. LDC.LT.1 ) .OR. |
181 |
$ ( NCC.GT.0 .AND. LDC.LT.MAX( 1, N ) ) ) THEN |
182 |
INFO = -14 |
183 |
END IF |
184 |
IF( INFO.NE.0 ) THEN |
185 |
CALL XERBLA( 'DLASDQ', -INFO ) |
186 |
RETURN |
187 |
END IF |
188 |
IF( N.EQ.0 ) |
189 |
$ RETURN |
190 |
* |
191 |
* ROTATE is true if any singular vectors desired, false otherwise |
192 |
* |
193 |
ROTATE = ( NCVT.GT.0 ) .OR. ( NRU.GT.0 ) .OR. ( NCC.GT.0 ) |
194 |
NP1 = N + 1 |
195 |
SQRE1 = SQRE |
196 |
* |
197 |
* If matrix non-square upper bidiagonal, rotate to be lower |
198 |
* bidiagonal. The rotations are on the right. |
199 |
* |
200 |
IF( ( IUPLO.EQ.1 ) .AND. ( SQRE1.EQ.1 ) ) THEN |
201 |
DO 10 I = 1, N - 1 |
202 |
CALL DLARTG( D( I ), E( I ), CS, SN, R ) |
203 |
D( I ) = R |
204 |
E( I ) = SN*D( I+1 ) |
205 |
D( I+1 ) = CS*D( I+1 ) |
206 |
IF( ROTATE ) THEN |
207 |
WORK( I ) = CS |
208 |
WORK( N+I ) = SN |
209 |
END IF |
210 |
10 CONTINUE |
211 |
CALL DLARTG( D( N ), E( N ), CS, SN, R ) |
212 |
D( N ) = R |
213 |
E( N ) = ZERO |
214 |
IF( ROTATE ) THEN |
215 |
WORK( N ) = CS |
216 |
WORK( N+N ) = SN |
217 |
END IF |
218 |
IUPLO = 2 |
219 |
SQRE1 = 0 |
220 |
* |
221 |
* Update singular vectors if desired. |
222 |
* |
223 |
IF( NCVT.GT.0 ) |
224 |
$ CALL DLASR( 'L', 'V', 'F', NP1, NCVT, WORK( 1 ), |
225 |
$ WORK( NP1 ), VT, LDVT ) |
226 |
END IF |
227 |
* |
228 |
* If matrix lower bidiagonal, rotate to be upper bidiagonal |
229 |
* by applying Givens rotations on the left. |
230 |
* |
231 |
IF( IUPLO.EQ.2 ) THEN |
232 |
DO 20 I = 1, N - 1 |
233 |
CALL DLARTG( D( I ), E( I ), CS, SN, R ) |
234 |
D( I ) = R |
235 |
E( I ) = SN*D( I+1 ) |
236 |
D( I+1 ) = CS*D( I+1 ) |
237 |
IF( ROTATE ) THEN |
238 |
WORK( I ) = CS |
239 |
WORK( N+I ) = SN |
240 |
END IF |
241 |
20 CONTINUE |
242 |
* |
243 |
* If matrix (N+1)-by-N lower bidiagonal, one additional |
244 |
* rotation is needed. |
245 |
* |
246 |
IF( SQRE1.EQ.1 ) THEN |
247 |
CALL DLARTG( D( N ), E( N ), CS, SN, R ) |
248 |
D( N ) = R |
249 |
IF( ROTATE ) THEN |
250 |
WORK( N ) = CS |
251 |
WORK( N+N ) = SN |
252 |
END IF |
253 |
END IF |
254 |
* |
255 |
* Update singular vectors if desired. |
256 |
* |
257 |
IF( NRU.GT.0 ) THEN |
258 |
IF( SQRE1.EQ.0 ) THEN |
259 |
CALL DLASR( 'R', 'V', 'F', NRU, N, WORK( 1 ), |
260 |
$ WORK( NP1 ), U, LDU ) |
261 |
ELSE |
262 |
CALL DLASR( 'R', 'V', 'F', NRU, NP1, WORK( 1 ), |
263 |
$ WORK( NP1 ), U, LDU ) |
264 |
END IF |
265 |
END IF |
266 |
IF( NCC.GT.0 ) THEN |
267 |
IF( SQRE1.EQ.0 ) THEN |
268 |
CALL DLASR( 'L', 'V', 'F', N, NCC, WORK( 1 ), |
269 |
$ WORK( NP1 ), C, LDC ) |
270 |
ELSE |
271 |
CALL DLASR( 'L', 'V', 'F', NP1, NCC, WORK( 1 ), |
272 |
$ WORK( NP1 ), C, LDC ) |
273 |
END IF |
274 |
END IF |
275 |
END IF |
276 |
* |
277 |
* Call DBDSQR to compute the SVD of the reduced real |
278 |
* N-by-N upper bidiagonal matrix. |
279 |
* |
280 |
CALL DBDSQR( 'U', N, NCVT, NRU, NCC, D, E, VT, LDVT, U, LDU, C, |
281 |
$ LDC, WORK, INFO ) |
282 |
* |
283 |
* Sort the singular values into ascending order (insertion sort on |
284 |
* singular values, but only one transposition per singular vector) |
285 |
* |
286 |
DO 40 I = 1, N |
287 |
* |
288 |
* Scan for smallest D(I). |
289 |
* |
290 |
ISUB = I |
291 |
SMIN = D( I ) |
292 |
DO 30 J = I + 1, N |
293 |
IF( D( J ).LT.SMIN ) THEN |
294 |
ISUB = J |
295 |
SMIN = D( J ) |
296 |
END IF |
297 |
30 CONTINUE |
298 |
IF( ISUB.NE.I ) THEN |
299 |
* |
300 |
* Swap singular values and vectors. |
301 |
* |
302 |
D( ISUB ) = D( I ) |
303 |
D( I ) = SMIN |
304 |
IF( NCVT.GT.0 ) |
305 |
$ CALL DSWAP( NCVT, VT( ISUB, 1 ), LDVT, VT( I, 1 ), LDVT ) |
306 |
IF( NRU.GT.0 ) |
307 |
$ CALL DSWAP( NRU, U( 1, ISUB ), 1, U( 1, I ), 1 ) |
308 |
IF( NCC.GT.0 ) |
309 |
$ CALL DSWAP( NCC, C( ISUB, 1 ), LDC, C( I, 1 ), LDC ) |
310 |
END IF |
311 |
40 CONTINUE |
312 |
* |
313 |
RETURN |
314 |
* |
315 |
* End of DLASDQ |
316 |
* |
317 |
END |