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*> \brief \b DLASQ1 computes the singular values of a real square bidiagonal matrix. Used by sbdsqr.
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download DLASQ1 + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlasq1.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlasq1.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlasq1.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE DLASQ1( N, D, E, WORK, INFO )
*
* .. Scalar Arguments ..
* INTEGER INFO, N
* ..
* .. Array Arguments ..
* DOUBLE PRECISION D( * ), E( * ), WORK( * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> DLASQ1 computes the singular values of a real N-by-N bidiagonal
*> matrix with diagonal D and off-diagonal E. The singular values
*> are computed to high relative accuracy, in the absence of
*> denormalization, underflow and overflow. The algorithm was first
*> presented in
*>
*> "Accurate singular values and differential qd algorithms" by K. V.
*> Fernando and B. N. Parlett, Numer. Math., Vol-67, No. 2, pp. 191-230,
*> 1994,
*>
*> and the present implementation is described in "An implementation of
*> the dqds Algorithm (Positive Case)", LAPACK Working Note.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> The number of rows and columns in the matrix. N >= 0.
*> \endverbatim
*>
*> \param[in,out] D
*> \verbatim
*> D is DOUBLE PRECISION array, dimension (N)
*> On entry, D contains the diagonal elements of the
*> bidiagonal matrix whose SVD is desired. On normal exit,
*> D contains the singular values in decreasing order.
*> \endverbatim
*>
*> \param[in,out] E
*> \verbatim
*> E is DOUBLE PRECISION array, dimension (N)
*> On entry, elements E(1:N-1) contain the off-diagonal elements
*> of the bidiagonal matrix whose SVD is desired.
*> On exit, E is overwritten.
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*> WORK is DOUBLE PRECISION array, dimension (4*N)
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*> INFO is INTEGER
*> = 0: successful exit
*> < 0: if INFO = -i, the i-th argument had an illegal value
*> > 0: the algorithm failed
*> = 1, a split was marked by a positive value in E
*> = 2, current block of Z not diagonalized after 100*N
*> iterations (in inner while loop) On exit D and E
*> represent a matrix with the same singular values
*> which the calling subroutine could use to finish the
*> computation, or even feed back into DLASQ1
*> = 3, termination criterion of outer while loop not met
*> (program created more than N unreduced blocks)
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date November 2011
*
*> \ingroup auxOTHERcomputational
*
* =====================================================================
SUBROUTINE DLASQ1( N, D, E, WORK, INFO )
*
* -- LAPACK computational routine (version 3.4.0) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* November 2011
*
* .. Scalar Arguments ..
INTEGER INFO, N
* ..
* .. Array Arguments ..
DOUBLE PRECISION D( * ), E( * ), WORK( * )
* ..
*
* =====================================================================
*
* .. Parameters ..
DOUBLE PRECISION ZERO
PARAMETER ( ZERO = 0.0D0 )
* ..
* .. Local Scalars ..
INTEGER I, IINFO
DOUBLE PRECISION EPS, SCALE, SAFMIN, SIGMN, SIGMX
* ..
* .. External Subroutines ..
EXTERNAL DCOPY, DLAS2, DLASCL, DLASQ2, DLASRT, XERBLA
* ..
* .. External Functions ..
DOUBLE PRECISION DLAMCH
EXTERNAL DLAMCH
* ..
* .. Intrinsic Functions ..
INTRINSIC ABS, MAX, SQRT
* ..
* .. Executable Statements ..
*
INFO = 0
IF( N.LT.0 ) THEN
INFO = -2
CALL XERBLA( 'DLASQ1', -INFO )
RETURN
ELSE IF( N.EQ.0 ) THEN
RETURN
ELSE IF( N.EQ.1 ) THEN
D( 1 ) = ABS( D( 1 ) )
RETURN
ELSE IF( N.EQ.2 ) THEN
CALL DLAS2( D( 1 ), E( 1 ), D( 2 ), SIGMN, SIGMX )
D( 1 ) = SIGMX
D( 2 ) = SIGMN
RETURN
END IF
*
* Estimate the largest singular value.
*
SIGMX = ZERO
DO 10 I = 1, N - 1
D( I ) = ABS( D( I ) )
SIGMX = MAX( SIGMX, ABS( E( I ) ) )
10 CONTINUE
D( N ) = ABS( D( N ) )
*
* Early return if SIGMX is zero (matrix is already diagonal).
*
IF( SIGMX.EQ.ZERO ) THEN
CALL DLASRT( 'D', N, D, IINFO )
RETURN
END IF
*
DO 20 I = 1, N
SIGMX = MAX( SIGMX, D( I ) )
20 CONTINUE
*
* Copy D and E into WORK (in the Z format) and scale (squaring the
* input data makes scaling by a power of the radix pointless).
*
EPS = DLAMCH( 'Precision' )
SAFMIN = DLAMCH( 'Safe minimum' )
SCALE = SQRT( EPS / SAFMIN )
CALL DCOPY( N, D, 1, WORK( 1 ), 2 )
CALL DCOPY( N-1, E, 1, WORK( 2 ), 2 )
CALL DLASCL( 'G', 0, 0, SIGMX, SCALE, 2*N-1, 1, WORK, 2*N-1,
$ IINFO )
*
* Compute the q's and e's.
*
DO 30 I = 1, 2*N - 1
WORK( I ) = WORK( I )**2
30 CONTINUE
WORK( 2*N ) = ZERO
*
CALL DLASQ2( N, WORK, INFO )
*
IF( INFO.EQ.0 ) THEN
DO 40 I = 1, N
D( I ) = SQRT( WORK( I ) )
40 CONTINUE
CALL DLASCL( 'G', 0, 0, SCALE, SIGMX, N, 1, D, N, IINFO )
ELSE IF( INFO.EQ.2 ) THEN
*
* Maximum number of iterations exceeded. Move data from WORK
* into D and E so the calling subroutine can try to finish
*
DO I = 1, N
D( I ) = SQRT( WORK( 2*I-1 ) )
E( I ) = SQRT( WORK( 2*I ) )
END DO
CALL DLASCL( 'G', 0, 0, SCALE, SIGMX, N, 1, D, N, IINFO )
CALL DLASCL( 'G', 0, 0, SCALE, SIGMX, N, 1, E, N, IINFO )
END IF
*
RETURN
*
* End of DLASQ1
*
END
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