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author | jason <jason@8a072113-8704-0410-8d35-dd094bca7971> | 2008-10-28 01:38:50 +0000 |
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committer | jason <jason@8a072113-8704-0410-8d35-dd094bca7971> | 2008-10-28 01:38:50 +0000 |
commit | baba851215b44ac3b60b9248eb02bcce7eb76247 (patch) | |
tree | 8c0f5c006875532a30d4409f5e94b0f310ff00a7 /SRC/dlasd8.f | |
download | lapack-baba851215b44ac3b60b9248eb02bcce7eb76247.tar.gz lapack-baba851215b44ac3b60b9248eb02bcce7eb76247.tar.bz2 lapack-baba851215b44ac3b60b9248eb02bcce7eb76247.zip |
Move LAPACK trunk into position.
Diffstat (limited to 'SRC/dlasd8.f')
-rw-r--r-- | SRC/dlasd8.f | 253 |
1 files changed, 253 insertions, 0 deletions
diff --git a/SRC/dlasd8.f b/SRC/dlasd8.f new file mode 100644 index 00000000..4121519d --- /dev/null +++ b/SRC/dlasd8.f @@ -0,0 +1,253 @@ + 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 |