summaryrefslogtreecommitdiff
path: root/SRC/dlasdq.f
diff options
context:
space:
mode:
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
commitbaba851215b44ac3b60b9248eb02bcce7eb76247 (patch)
tree8c0f5c006875532a30d4409f5e94b0f310ff00a7 /SRC/dlasdq.f
downloadlapack-baba851215b44ac3b60b9248eb02bcce7eb76247.tar.gz
lapack-baba851215b44ac3b60b9248eb02bcce7eb76247.tar.bz2
lapack-baba851215b44ac3b60b9248eb02bcce7eb76247.zip
Move LAPACK trunk into position.
Diffstat (limited to 'SRC/dlasdq.f')
-rw-r--r--SRC/dlasdq.f316
1 files changed, 316 insertions, 0 deletions
diff --git a/SRC/dlasdq.f b/SRC/dlasdq.f
new file mode 100644
index 00000000..08f7e8f8
--- /dev/null
+++ b/SRC/dlasdq.f
@@ -0,0 +1,316 @@
+ SUBROUTINE DLASDQ( UPLO, SQRE, N, NCVT, NRU, NCC, D, E, VT, LDVT,
+ $ U, LDU, C, LDC, WORK, INFO )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER UPLO
+ INTEGER INFO, LDC, LDU, LDVT, N, NCC, NCVT, NRU, SQRE
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION C( LDC, * ), D( * ), E( * ), U( LDU, * ),
+ $ VT( LDVT, * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DLASDQ computes the singular value decomposition (SVD) of a real
+* (upper or lower) bidiagonal matrix with diagonal D and offdiagonal
+* E, accumulating the transformations if desired. Letting B denote
+* the input bidiagonal matrix, the algorithm computes orthogonal
+* matrices Q and P such that B = Q * S * P' (P' denotes the transpose
+* of P). The singular values S are overwritten on D.
+*
+* The input matrix U is changed to U * Q if desired.
+* The input matrix VT is changed to P' * VT if desired.
+* The input matrix C is changed to Q' * C if desired.
+*
+* See "Computing Small Singular Values of Bidiagonal Matrices With
+* Guaranteed High Relative Accuracy," by J. Demmel and W. Kahan,
+* LAPACK Working Note #3, for a detailed description of the algorithm.
+*
+* Arguments
+* =========
+*
+* UPLO (input) CHARACTER*1
+* On entry, UPLO specifies whether the input bidiagonal matrix
+* is upper or lower bidiagonal, and wether it is square are
+* not.
+* UPLO = 'U' or 'u' B is upper bidiagonal.
+* UPLO = 'L' or 'l' B is lower bidiagonal.
+*
+* SQRE (input) INTEGER
+* = 0: then the input matrix is N-by-N.
+* = 1: then the input matrix is N-by-(N+1) if UPLU = 'U' and
+* (N+1)-by-N if UPLU = 'L'.
+*
+* The bidiagonal matrix has
+* N = NL + NR + 1 rows and
+* M = N + SQRE >= N columns.
+*
+* N (input) INTEGER
+* On entry, N specifies the number of rows and columns
+* in the matrix. N must be at least 0.
+*
+* NCVT (input) INTEGER
+* On entry, NCVT specifies the number of columns of
+* the matrix VT. NCVT must be at least 0.
+*
+* NRU (input) INTEGER
+* On entry, NRU specifies the number of rows of
+* the matrix U. NRU must be at least 0.
+*
+* NCC (input) INTEGER
+* On entry, NCC specifies the number of columns of
+* the matrix C. NCC must be at least 0.
+*
+* D (input/output) DOUBLE PRECISION array, dimension (N)
+* On entry, D contains the diagonal entries of the
+* bidiagonal matrix whose SVD is desired. On normal exit,
+* D contains the singular values in ascending order.
+*
+* E (input/output) DOUBLE PRECISION array.
+* dimension is (N-1) if SQRE = 0 and N if SQRE = 1.
+* On entry, the entries of E contain the offdiagonal entries
+* of the bidiagonal matrix whose SVD is desired. On normal
+* exit, E will contain 0. If the algorithm does not converge,
+* D and E will contain the diagonal and superdiagonal entries
+* of a bidiagonal matrix orthogonally equivalent to the one
+* given as input.
+*
+* VT (input/output) DOUBLE PRECISION array, dimension (LDVT, NCVT)
+* On entry, contains a matrix which on exit has been
+* premultiplied by P', dimension N-by-NCVT if SQRE = 0
+* and (N+1)-by-NCVT if SQRE = 1 (not referenced if NCVT=0).
+*
+* LDVT (input) INTEGER
+* On entry, LDVT specifies the leading dimension of VT as
+* declared in the calling (sub) program. LDVT must be at
+* least 1. If NCVT is nonzero LDVT must also be at least N.
+*
+* U (input/output) DOUBLE PRECISION array, dimension (LDU, N)
+* On entry, contains a matrix which on exit has been
+* postmultiplied by Q, dimension NRU-by-N if SQRE = 0
+* and NRU-by-(N+1) if SQRE = 1 (not referenced if NRU=0).
+*
+* LDU (input) INTEGER
+* On entry, LDU specifies the leading dimension of U as
+* declared in the calling (sub) program. LDU must be at
+* least max( 1, NRU ) .
+*
+* C (input/output) DOUBLE PRECISION array, dimension (LDC, NCC)
+* On entry, contains an N-by-NCC matrix which on exit
+* has been premultiplied by Q' dimension N-by-NCC if SQRE = 0
+* and (N+1)-by-NCC if SQRE = 1 (not referenced if NCC=0).
+*
+* LDC (input) INTEGER
+* On entry, LDC specifies the leading dimension of C as
+* declared in the calling (sub) program. LDC must be at
+* least 1. If NCC is nonzero, LDC must also be at least N.
+*
+* WORK (workspace) DOUBLE PRECISION array, dimension (4*N)
+* Workspace. Only referenced if one of NCVT, NRU, or NCC is
+* nonzero, and if N is at least 2.
+*
+* INFO (output) INTEGER
+* On exit, a value of 0 indicates a successful exit.
+* If INFO < 0, argument number -INFO is illegal.
+* If INFO > 0, the algorithm did not converge, and INFO
+* specifies how many superdiagonals 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 ZERO
+ PARAMETER ( ZERO = 0.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL ROTATE
+ INTEGER I, ISUB, IUPLO, J, NP1, SQRE1
+ DOUBLE PRECISION CS, R, SMIN, SN
+* ..
+* .. External Subroutines ..
+ EXTERNAL DBDSQR, DLARTG, DLASR, DSWAP, XERBLA
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters.
+*
+ INFO = 0
+ IUPLO = 0
+ IF( LSAME( UPLO, 'U' ) )
+ $ IUPLO = 1
+ IF( LSAME( UPLO, 'L' ) )
+ $ IUPLO = 2
+ IF( IUPLO.EQ.0 ) THEN
+ INFO = -1
+ ELSE IF( ( SQRE.LT.0 ) .OR. ( SQRE.GT.1 ) ) THEN
+ INFO = -2
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( NCVT.LT.0 ) THEN
+ INFO = -4
+ ELSE IF( NRU.LT.0 ) THEN
+ INFO = -5
+ ELSE IF( NCC.LT.0 ) THEN
+ INFO = -6
+ ELSE IF( ( NCVT.EQ.0 .AND. LDVT.LT.1 ) .OR.
+ $ ( NCVT.GT.0 .AND. LDVT.LT.MAX( 1, N ) ) ) THEN
+ INFO = -10
+ ELSE IF( LDU.LT.MAX( 1, NRU ) ) THEN
+ INFO = -12
+ ELSE IF( ( NCC.EQ.0 .AND. LDC.LT.1 ) .OR.
+ $ ( NCC.GT.0 .AND. LDC.LT.MAX( 1, N ) ) ) THEN
+ INFO = -14
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DLASDQ', -INFO )
+ RETURN
+ END IF
+ IF( N.EQ.0 )
+ $ RETURN
+*
+* ROTATE is true if any singular vectors desired, false otherwise
+*
+ ROTATE = ( NCVT.GT.0 ) .OR. ( NRU.GT.0 ) .OR. ( NCC.GT.0 )
+ NP1 = N + 1
+ SQRE1 = SQRE
+*
+* If matrix non-square upper bidiagonal, rotate to be lower
+* bidiagonal. The rotations are on the right.
+*
+ IF( ( IUPLO.EQ.1 ) .AND. ( SQRE1.EQ.1 ) ) THEN
+ DO 10 I = 1, N - 1
+ CALL DLARTG( D( I ), E( I ), CS, SN, R )
+ D( I ) = R
+ E( I ) = SN*D( I+1 )
+ D( I+1 ) = CS*D( I+1 )
+ IF( ROTATE ) THEN
+ WORK( I ) = CS
+ WORK( N+I ) = SN
+ END IF
+ 10 CONTINUE
+ CALL DLARTG( D( N ), E( N ), CS, SN, R )
+ D( N ) = R
+ E( N ) = ZERO
+ IF( ROTATE ) THEN
+ WORK( N ) = CS
+ WORK( N+N ) = SN
+ END IF
+ IUPLO = 2
+ SQRE1 = 0
+*
+* Update singular vectors if desired.
+*
+ IF( NCVT.GT.0 )
+ $ CALL DLASR( 'L', 'V', 'F', NP1, NCVT, WORK( 1 ),
+ $ WORK( NP1 ), VT, LDVT )
+ END IF
+*
+* If matrix lower bidiagonal, rotate to be upper bidiagonal
+* by applying Givens rotations on the left.
+*
+ IF( IUPLO.EQ.2 ) THEN
+ DO 20 I = 1, N - 1
+ CALL DLARTG( D( I ), E( I ), CS, SN, R )
+ D( I ) = R
+ E( I ) = SN*D( I+1 )
+ D( I+1 ) = CS*D( I+1 )
+ IF( ROTATE ) THEN
+ WORK( I ) = CS
+ WORK( N+I ) = SN
+ END IF
+ 20 CONTINUE
+*
+* If matrix (N+1)-by-N lower bidiagonal, one additional
+* rotation is needed.
+*
+ IF( SQRE1.EQ.1 ) THEN
+ CALL DLARTG( D( N ), E( N ), CS, SN, R )
+ D( N ) = R
+ IF( ROTATE ) THEN
+ WORK( N ) = CS
+ WORK( N+N ) = SN
+ END IF
+ END IF
+*
+* Update singular vectors if desired.
+*
+ IF( NRU.GT.0 ) THEN
+ IF( SQRE1.EQ.0 ) THEN
+ CALL DLASR( 'R', 'V', 'F', NRU, N, WORK( 1 ),
+ $ WORK( NP1 ), U, LDU )
+ ELSE
+ CALL DLASR( 'R', 'V', 'F', NRU, NP1, WORK( 1 ),
+ $ WORK( NP1 ), U, LDU )
+ END IF
+ END IF
+ IF( NCC.GT.0 ) THEN
+ IF( SQRE1.EQ.0 ) THEN
+ CALL DLASR( 'L', 'V', 'F', N, NCC, WORK( 1 ),
+ $ WORK( NP1 ), C, LDC )
+ ELSE
+ CALL DLASR( 'L', 'V', 'F', NP1, NCC, WORK( 1 ),
+ $ WORK( NP1 ), C, LDC )
+ END IF
+ END IF
+ END IF
+*
+* Call DBDSQR to compute the SVD of the reduced real
+* N-by-N upper bidiagonal matrix.
+*
+ CALL DBDSQR( 'U', N, NCVT, NRU, NCC, D, E, VT, LDVT, U, LDU, C,
+ $ LDC, WORK, INFO )
+*
+* Sort the singular values into ascending order (insertion sort on
+* singular values, but only one transposition per singular vector)
+*
+ DO 40 I = 1, N
+*
+* Scan for smallest D(I).
+*
+ ISUB = I
+ SMIN = D( I )
+ DO 30 J = I + 1, N
+ IF( D( J ).LT.SMIN ) THEN
+ ISUB = J
+ SMIN = D( J )
+ END IF
+ 30 CONTINUE
+ IF( ISUB.NE.I ) THEN
+*
+* Swap singular values and vectors.
+*
+ D( ISUB ) = D( I )
+ D( I ) = SMIN
+ IF( NCVT.GT.0 )
+ $ CALL DSWAP( NCVT, VT( ISUB, 1 ), LDVT, VT( I, 1 ), LDVT )
+ IF( NRU.GT.0 )
+ $ CALL DSWAP( NRU, U( 1, ISUB ), 1, U( 1, I ), 1 )
+ IF( NCC.GT.0 )
+ $ CALL DSWAP( NCC, C( ISUB, 1 ), LDC, C( I, 1 ), LDC )
+ END IF
+ 40 CONTINUE
+*
+ RETURN
+*
+* End of DLASDQ
+*
+ END