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authorjason <jason@8a072113-8704-0410-8d35-dd094bca7971>2008-10-28 01:38:50 +0000
committerjason <jason@8a072113-8704-0410-8d35-dd094bca7971>2008-10-28 01:38:50 +0000
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Move LAPACK trunk into position.
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+ SUBROUTINE DLASD8( ICOMPQ, K, D, Z, VF, VL, DIFL, DIFR, LDDIFR,
+ $ DSIGMA, WORK, INFO )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER ICOMPQ, INFO, K, LDDIFR
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION D( * ), DIFL( * ), DIFR( LDDIFR, * ),
+ $ DSIGMA( * ), VF( * ), VL( * ), WORK( * ),
+ $ Z( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DLASD8 finds the square roots of the roots of the secular equation,
+* as defined by the values in DSIGMA and Z. It makes the appropriate
+* calls to DLASD4, and stores, for each element in D, the distance
+* to its two nearest poles (elements in DSIGMA). It also updates
+* the arrays VF and VL, the first and last components of all the
+* right singular vectors of the original bidiagonal matrix.
+*
+* DLASD8 is called from DLASD6.
+*
+* Arguments
+* =========
+*
+* ICOMPQ (input) INTEGER
+* Specifies whether singular vectors are to be computed in
+* factored form in the calling routine:
+* = 0: Compute singular values only.
+* = 1: Compute singular vectors in factored form as well.
+*
+* K (input) INTEGER
+* The number of terms in the rational function to be solved
+* by DLASD4. K >= 1.
+*
+* D (output) DOUBLE PRECISION array, dimension ( K )
+* On output, D contains the updated singular values.
+*
+* Z (input) DOUBLE PRECISION array, dimension ( K )
+* The first K elements of this array contain the components
+* of the deflation-adjusted updating row vector.
+*
+* VF (input/output) DOUBLE PRECISION array, dimension ( K )
+* On entry, VF contains information passed through DBEDE8.
+* On exit, VF contains the first K components of the first
+* components of all right singular vectors of the bidiagonal
+* matrix.
+*
+* VL (input/output) DOUBLE PRECISION array, dimension ( K )
+* On entry, VL contains information passed through DBEDE8.
+* On exit, VL contains the first K components of the last
+* components of all right singular vectors of the bidiagonal
+* matrix.
+*
+* DIFL (output) DOUBLE PRECISION array, dimension ( K )
+* On exit, DIFL(I) = D(I) - DSIGMA(I).
+*
+* DIFR (output) DOUBLE PRECISION array,
+* dimension ( LDDIFR, 2 ) if ICOMPQ = 1 and
+* dimension ( K ) if ICOMPQ = 0.
+* On exit, DIFR(I,1) = D(I) - DSIGMA(I+1), DIFR(K,1) is not
+* defined and will not be referenced.
+*
+* If ICOMPQ = 1, DIFR(1:K,2) is an array containing the
+* normalizing factors for the right singular vector matrix.
+*
+* LDDIFR (input) INTEGER
+* The leading dimension of DIFR, must be at least K.
+*
+* DSIGMA (input) DOUBLE PRECISION array, dimension ( K )
+* The first K elements of this array contain the old roots
+* of the deflated updating problem. These are the poles
+* of the secular equation.
+*
+* WORK (workspace) DOUBLE PRECISION array, dimension at least 3 * K
+*
+* INFO (output) INTEGER
+* = 0: successful exit.
+* < 0: if INFO = -i, the i-th argument had an illegal value.
+* > 0: if INFO = 1, an singular value did not converge
+*
+* Further Details
+* ===============
+*
+* Based on contributions by
+* Ming Gu and Huan Ren, Computer Science Division, University of
+* California at Berkeley, USA
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE
+ PARAMETER ( ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I, IWK1, IWK2, IWK2I, IWK3, IWK3I, J
+ DOUBLE PRECISION DIFLJ, DIFRJ, DJ, DSIGJ, DSIGJP, RHO, TEMP
+* ..
+* .. External Subroutines ..
+ EXTERNAL DCOPY, DLASCL, DLASD4, DLASET, XERBLA
+* ..
+* .. External Functions ..
+ DOUBLE PRECISION DDOT, DLAMC3, DNRM2
+ EXTERNAL DDOT, DLAMC3, DNRM2
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, SIGN, SQRT
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters.
+*
+ INFO = 0
+*
+ IF( ( ICOMPQ.LT.0 ) .OR. ( ICOMPQ.GT.1 ) ) THEN
+ INFO = -1
+ ELSE IF( K.LT.1 ) THEN
+ INFO = -2
+ ELSE IF( LDDIFR.LT.K ) THEN
+ INFO = -9
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DLASD8', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( K.EQ.1 ) THEN
+ D( 1 ) = ABS( Z( 1 ) )
+ DIFL( 1 ) = D( 1 )
+ IF( ICOMPQ.EQ.1 ) THEN
+ DIFL( 2 ) = ONE
+ DIFR( 1, 2 ) = ONE
+ END IF
+ RETURN
+ END IF
+*
+* Modify values DSIGMA(i) to make sure all DSIGMA(i)-DSIGMA(j) can
+* be computed with high relative accuracy (barring over/underflow).
+* This is a problem on machines without a guard digit in
+* add/subtract (Cray XMP, Cray YMP, Cray C 90 and Cray 2).
+* The following code replaces DSIGMA(I) by 2*DSIGMA(I)-DSIGMA(I),
+* which on any of these machines zeros out the bottommost
+* bit of DSIGMA(I) if it is 1; this makes the subsequent
+* subtractions DSIGMA(I)-DSIGMA(J) unproblematic when cancellation
+* occurs. On binary machines with a guard digit (almost all
+* machines) it does not change DSIGMA(I) at all. On hexadecimal
+* and decimal machines with a guard digit, it slightly
+* changes the bottommost bits of DSIGMA(I). It does not account
+* for hexadecimal or decimal machines without guard digits
+* (we know of none). We use a subroutine call to compute
+* 2*DSIGMA(I) to prevent optimizing compilers from eliminating
+* this code.
+*
+ DO 10 I = 1, K
+ DSIGMA( I ) = DLAMC3( DSIGMA( I ), DSIGMA( I ) ) - DSIGMA( I )
+ 10 CONTINUE
+*
+* Book keeping.
+*
+ IWK1 = 1
+ IWK2 = IWK1 + K
+ IWK3 = IWK2 + K
+ IWK2I = IWK2 - 1
+ IWK3I = IWK3 - 1
+*
+* Normalize Z.
+*
+ RHO = DNRM2( K, Z, 1 )
+ CALL DLASCL( 'G', 0, 0, RHO, ONE, K, 1, Z, K, INFO )
+ RHO = RHO*RHO
+*
+* Initialize WORK(IWK3).
+*
+ CALL DLASET( 'A', K, 1, ONE, ONE, WORK( IWK3 ), K )
+*
+* Compute the updated singular values, the arrays DIFL, DIFR,
+* and the updated Z.
+*
+ DO 40 J = 1, K
+ CALL DLASD4( K, J, DSIGMA, Z, WORK( IWK1 ), RHO, D( J ),
+ $ WORK( IWK2 ), INFO )
+*
+* If the root finder fails, the computation is terminated.
+*
+ IF( INFO.NE.0 ) THEN
+ RETURN
+ END IF
+ WORK( IWK3I+J ) = WORK( IWK3I+J )*WORK( J )*WORK( IWK2I+J )
+ DIFL( J ) = -WORK( J )
+ DIFR( J, 1 ) = -WORK( J+1 )
+ DO 20 I = 1, J - 1
+ WORK( IWK3I+I ) = WORK( IWK3I+I )*WORK( I )*
+ $ WORK( IWK2I+I ) / ( DSIGMA( I )-
+ $ DSIGMA( J ) ) / ( DSIGMA( I )+
+ $ DSIGMA( J ) )
+ 20 CONTINUE
+ DO 30 I = J + 1, K
+ WORK( IWK3I+I ) = WORK( IWK3I+I )*WORK( I )*
+ $ WORK( IWK2I+I ) / ( DSIGMA( I )-
+ $ DSIGMA( J ) ) / ( DSIGMA( I )+
+ $ DSIGMA( J ) )
+ 30 CONTINUE
+ 40 CONTINUE
+*
+* Compute updated Z.
+*
+ DO 50 I = 1, K
+ Z( I ) = SIGN( SQRT( ABS( WORK( IWK3I+I ) ) ), Z( I ) )
+ 50 CONTINUE
+*
+* Update VF and VL.
+*
+ DO 80 J = 1, K
+ DIFLJ = DIFL( J )
+ DJ = D( J )
+ DSIGJ = -DSIGMA( J )
+ IF( J.LT.K ) THEN
+ DIFRJ = -DIFR( J, 1 )
+ DSIGJP = -DSIGMA( J+1 )
+ END IF
+ WORK( J ) = -Z( J ) / DIFLJ / ( DSIGMA( J )+DJ )
+ DO 60 I = 1, J - 1
+ WORK( I ) = Z( I ) / ( DLAMC3( DSIGMA( I ), DSIGJ )-DIFLJ )
+ $ / ( DSIGMA( I )+DJ )
+ 60 CONTINUE
+ DO 70 I = J + 1, K
+ WORK( I ) = Z( I ) / ( DLAMC3( DSIGMA( I ), DSIGJP )+DIFRJ )
+ $ / ( DSIGMA( I )+DJ )
+ 70 CONTINUE
+ TEMP = DNRM2( K, WORK, 1 )
+ WORK( IWK2I+J ) = DDOT( K, WORK, 1, VF, 1 ) / TEMP
+ WORK( IWK3I+J ) = DDOT( K, WORK, 1, VL, 1 ) / TEMP
+ IF( ICOMPQ.EQ.1 ) THEN
+ DIFR( J, 2 ) = TEMP
+ END IF
+ 80 CONTINUE
+*
+ CALL DCOPY( K, WORK( IWK2 ), 1, VF, 1 )
+ CALL DCOPY( K, WORK( IWK3 ), 1, VL, 1 )
+*
+ RETURN
+*
+* End of DLASD8
+*
+ END