summaryrefslogtreecommitdiff
path: root/SRC/slasd7.f
blob: a8e67b3478f24285835e973ed93538ecd4806bdb (plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
      SUBROUTINE SLASD7( ICOMPQ, NL, NR, SQRE, K, D, Z, ZW, VF, VFW, VL,
     $                   VLW, ALPHA, BETA, DSIGMA, IDX, IDXP, IDXQ,
     $                   PERM, GIVPTR, GIVCOL, LDGCOL, GIVNUM, LDGNUM,
     $                   C, S, INFO )
*
*  -- LAPACK auxiliary routine (version 3.1) --
*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
*     November 2006
*
*     .. Scalar Arguments ..
      INTEGER            GIVPTR, ICOMPQ, INFO, K, LDGCOL, LDGNUM, NL,
     $                   NR, SQRE
      REAL               ALPHA, BETA, C, S
*     ..
*     .. Array Arguments ..
      INTEGER            GIVCOL( LDGCOL, * ), IDX( * ), IDXP( * ),
     $                   IDXQ( * ), PERM( * )
      REAL               D( * ), DSIGMA( * ), GIVNUM( LDGNUM, * ),
     $                   VF( * ), VFW( * ), VL( * ), VLW( * ), Z( * ),
     $                   ZW( * )
*     ..
*
*  Purpose
*  =======
*
*  SLASD7 merges the two sets of singular values together into a single
*  sorted set. Then it tries to deflate the size of the problem. There
*  are two ways in which deflation can occur:  when two or more singular
*  values are close together or if there is a tiny entry in the Z
*  vector. For each such occurrence the order of the related
*  secular equation problem is reduced by one.
*
*  SLASD7 is called from SLASD6.
*
*  Arguments
*  =========
*
*  ICOMPQ  (input) INTEGER
*          Specifies whether singular vectors are to be computed
*          in compact form, as follows:
*          = 0: Compute singular values only.
*          = 1: Compute singular vectors of upper
*               bidiagonal matrix in compact form.
*
*  NL     (input) INTEGER
*         The row dimension of the upper block. NL >= 1.
*
*  NR     (input) INTEGER
*         The row dimension of the lower block. NR >= 1.
*
*  SQRE   (input) INTEGER
*         = 0: the lower block is an NR-by-NR square matrix.
*         = 1: the lower block is an NR-by-(NR+1) rectangular matrix.
*
*         The bidiagonal matrix has
*         N = NL + NR + 1 rows and
*         M = N + SQRE >= N columns.
*
*  K      (output) INTEGER
*         Contains the dimension of the non-deflated matrix, this is
*         the order of the related secular equation. 1 <= K <=N.
*
*  D      (input/output) REAL array, dimension ( N )
*         On entry D contains the singular values of the two submatrices
*         to be combined. On exit D contains the trailing (N-K) updated
*         singular values (those which were deflated) sorted into
*         increasing order.
*
*  Z      (output) REAL array, dimension ( M )
*         On exit Z contains the updating row vector in the secular
*         equation.
*
*  ZW     (workspace) REAL array, dimension ( M )
*         Workspace for Z.
*
*  VF     (input/output) REAL array, dimension ( M )
*         On entry, VF(1:NL+1) contains the first components of all
*         right singular vectors of the upper block; and VF(NL+2:M)
*         contains the first components of all right singular vectors
*         of the lower block. On exit, VF contains the first components
*         of all right singular vectors of the bidiagonal matrix.
*
*  VFW    (workspace) REAL array, dimension ( M )
*         Workspace for VF.
*
*  VL     (input/output) REAL array, dimension ( M )
*         On entry, VL(1:NL+1) contains the  last components of all
*         right singular vectors of the upper block; and VL(NL+2:M)
*         contains the last components of all right singular vectors
*         of the lower block. On exit, VL contains the last components
*         of all right singular vectors of the bidiagonal matrix.
*
*  VLW    (workspace) REAL array, dimension ( M )
*         Workspace for VL.
*
*  ALPHA  (input) REAL
*         Contains the diagonal element associated with the added row.
*
*  BETA   (input) REAL
*         Contains the off-diagonal element associated with the added
*         row.
*
*  DSIGMA (output) REAL array, dimension ( N )
*         Contains a copy of the diagonal elements (K-1 singular values
*         and one zero) in the secular equation.
*
*  IDX    (workspace) INTEGER array, dimension ( N )
*         This will contain the permutation used to sort the contents of
*         D into ascending order.
*
*  IDXP   (workspace) INTEGER array, dimension ( N )
*         This will contain the permutation used to place deflated
*         values of D at the end of the array. On output IDXP(2:K)
*         points to the nondeflated D-values and IDXP(K+1:N)
*         points to the deflated singular values.
*
*  IDXQ   (input) INTEGER array, dimension ( N )
*         This contains the permutation which separately sorts the two
*         sub-problems in D into ascending order.  Note that entries in
*         the first half of this permutation must first be moved one
*         position backward; and entries in the second half
*         must first have NL+1 added to their values.
*
*  PERM   (output) INTEGER array, dimension ( N )
*         The permutations (from deflation and sorting) to be applied
*         to each singular block. Not referenced if ICOMPQ = 0.
*
*  GIVPTR (output) INTEGER
*         The number of Givens rotations which took place in this
*         subproblem. Not referenced if ICOMPQ = 0.
*
*  GIVCOL (output) INTEGER array, dimension ( LDGCOL, 2 )
*         Each pair of numbers indicates a pair of columns to take place
*         in a Givens rotation. Not referenced if ICOMPQ = 0.
*
*  LDGCOL (input) INTEGER
*         The leading dimension of GIVCOL, must be at least N.
*
*  GIVNUM (output) REAL array, dimension ( LDGNUM, 2 )
*         Each number indicates the C or S value to be used in the
*         corresponding Givens rotation. Not referenced if ICOMPQ = 0.
*
*  LDGNUM (input) INTEGER
*         The leading dimension of GIVNUM, must be at least N.
*
*  C      (output) REAL
*         C contains garbage if SQRE =0 and the C-value of a Givens
*         rotation related to the right null space if SQRE = 1.
*
*  S      (output) REAL
*         S contains garbage if SQRE =0 and the S-value of a Givens
*         rotation related to the right null space if SQRE = 1.
*
*  INFO   (output) INTEGER
*         = 0:  successful exit.
*         < 0:  if INFO = -i, the i-th argument had an illegal value.
*
*  Further Details
*  ===============
*
*  Based on contributions by
*     Ming Gu and Huan Ren, Computer Science Division, University of
*     California at Berkeley, USA
*
*  =====================================================================
*
*     .. Parameters ..
      REAL               ZERO, ONE, TWO, EIGHT
      PARAMETER          ( ZERO = 0.0E+0, ONE = 1.0E+0, TWO = 2.0E+0,
     $                   EIGHT = 8.0E+0 )
*     ..
*     .. Local Scalars ..
*
      INTEGER            I, IDXI, IDXJ, IDXJP, J, JP, JPREV, K2, M, N,
     $                   NLP1, NLP2
      REAL               EPS, HLFTOL, TAU, TOL, Z1
*     ..
*     .. External Subroutines ..
      EXTERNAL           SCOPY, SLAMRG, SROT, XERBLA
*     ..
*     .. External Functions ..
      REAL               SLAMCH, SLAPY2
      EXTERNAL           SLAMCH, SLAPY2
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          ABS, MAX
*     ..
*     .. Executable Statements ..
*
*     Test the input parameters.
*
      INFO = 0
      N = NL + NR + 1
      M = N + SQRE
*
      IF( ( ICOMPQ.LT.0 ) .OR. ( ICOMPQ.GT.1 ) ) THEN
         INFO = -1
      ELSE IF( NL.LT.1 ) THEN
         INFO = -2
      ELSE IF( NR.LT.1 ) THEN
         INFO = -3
      ELSE IF( ( SQRE.LT.0 ) .OR. ( SQRE.GT.1 ) ) THEN
         INFO = -4
      ELSE IF( LDGCOL.LT.N ) THEN
         INFO = -22
      ELSE IF( LDGNUM.LT.N ) THEN
         INFO = -24
      END IF
      IF( INFO.NE.0 ) THEN
         CALL XERBLA( 'SLASD7', -INFO )
         RETURN
      END IF
*
      NLP1 = NL + 1
      NLP2 = NL + 2
      IF( ICOMPQ.EQ.1 ) THEN
         GIVPTR = 0
      END IF
*
*     Generate the first part of the vector Z and move the singular
*     values in the first part of D one position backward.
*
      Z1 = ALPHA*VL( NLP1 )
      VL( NLP1 ) = ZERO
      TAU = VF( NLP1 )
      DO 10 I = NL, 1, -1
         Z( I+1 ) = ALPHA*VL( I )
         VL( I ) = ZERO
         VF( I+1 ) = VF( I )
         D( I+1 ) = D( I )
         IDXQ( I+1 ) = IDXQ( I ) + 1
   10 CONTINUE
      VF( 1 ) = TAU
*
*     Generate the second part of the vector Z.
*
      DO 20 I = NLP2, M
         Z( I ) = BETA*VF( I )
         VF( I ) = ZERO
   20 CONTINUE
*
*     Sort the singular values into increasing order
*
      DO 30 I = NLP2, N
         IDXQ( I ) = IDXQ( I ) + NLP1
   30 CONTINUE
*
*     DSIGMA, IDXC, IDXC, and ZW are used as storage space.
*
      DO 40 I = 2, N
         DSIGMA( I ) = D( IDXQ( I ) )
         ZW( I ) = Z( IDXQ( I ) )
         VFW( I ) = VF( IDXQ( I ) )
         VLW( I ) = VL( IDXQ( I ) )
   40 CONTINUE
*
      CALL SLAMRG( NL, NR, DSIGMA( 2 ), 1, 1, IDX( 2 ) )
*
      DO 50 I = 2, N
         IDXI = 1 + IDX( I )
         D( I ) = DSIGMA( IDXI )
         Z( I ) = ZW( IDXI )
         VF( I ) = VFW( IDXI )
         VL( I ) = VLW( IDXI )
   50 CONTINUE
*
*     Calculate the allowable deflation tolerence
*
      EPS = SLAMCH( 'Epsilon' )
      TOL = MAX( ABS( ALPHA ), ABS( BETA ) )
      TOL = EIGHT*EIGHT*EPS*MAX( ABS( D( N ) ), TOL )
*
*     There are 2 kinds of deflation -- first a value in the z-vector
*     is small, second two (or more) singular values are very close
*     together (their difference is small).
*
*     If the value in the z-vector is small, we simply permute the
*     array so that the corresponding singular value is moved to the
*     end.
*
*     If two values in the D-vector are close, we perform a two-sided
*     rotation designed to make one of the corresponding z-vector
*     entries zero, and then permute the array so that the deflated
*     singular value is moved to the end.
*
*     If there are multiple singular values then the problem deflates.
*     Here the number of equal singular values are found.  As each equal
*     singular value is found, an elementary reflector is computed to
*     rotate the corresponding singular subspace so that the
*     corresponding components of Z are zero in this new basis.
*
      K = 1
      K2 = N + 1
      DO 60 J = 2, N
         IF( ABS( Z( J ) ).LE.TOL ) THEN
*
*           Deflate due to small z component.
*
            K2 = K2 - 1
            IDXP( K2 ) = J
            IF( J.EQ.N )
     $         GO TO 100
         ELSE
            JPREV = J
            GO TO 70
         END IF
   60 CONTINUE
   70 CONTINUE
      J = JPREV
   80 CONTINUE
      J = J + 1
      IF( J.GT.N )
     $   GO TO 90
      IF( ABS( Z( J ) ).LE.TOL ) THEN
*
*        Deflate due to small z component.
*
         K2 = K2 - 1
         IDXP( K2 ) = J
      ELSE
*
*        Check if singular values are close enough to allow deflation.
*
         IF( ABS( D( J )-D( JPREV ) ).LE.TOL ) THEN
*
*           Deflation is possible.
*
            S = Z( JPREV )
            C = Z( J )
*
*           Find sqrt(a**2+b**2) without overflow or
*           destructive underflow.
*
            TAU = SLAPY2( C, S )
            Z( J ) = TAU
            Z( JPREV ) = ZERO
            C = C / TAU
            S = -S / TAU
*
*           Record the appropriate Givens rotation
*
            IF( ICOMPQ.EQ.1 ) THEN
               GIVPTR = GIVPTR + 1
               IDXJP = IDXQ( IDX( JPREV )+1 )
               IDXJ = IDXQ( IDX( J )+1 )
               IF( IDXJP.LE.NLP1 ) THEN
                  IDXJP = IDXJP - 1
               END IF
               IF( IDXJ.LE.NLP1 ) THEN
                  IDXJ = IDXJ - 1
               END IF
               GIVCOL( GIVPTR, 2 ) = IDXJP
               GIVCOL( GIVPTR, 1 ) = IDXJ
               GIVNUM( GIVPTR, 2 ) = C
               GIVNUM( GIVPTR, 1 ) = S
            END IF
            CALL SROT( 1, VF( JPREV ), 1, VF( J ), 1, C, S )
            CALL SROT( 1, VL( JPREV ), 1, VL( J ), 1, C, S )
            K2 = K2 - 1
            IDXP( K2 ) = JPREV
            JPREV = J
         ELSE
            K = K + 1
            ZW( K ) = Z( JPREV )
            DSIGMA( K ) = D( JPREV )
            IDXP( K ) = JPREV
            JPREV = J
         END IF
      END IF
      GO TO 80
   90 CONTINUE
*
*     Record the last singular value.
*
      K = K + 1
      ZW( K ) = Z( JPREV )
      DSIGMA( K ) = D( JPREV )
      IDXP( K ) = JPREV
*
  100 CONTINUE
*
*     Sort the singular values into DSIGMA. The singular values which
*     were not deflated go into the first K slots of DSIGMA, except
*     that DSIGMA(1) is treated separately.
*
      DO 110 J = 2, N
         JP = IDXP( J )
         DSIGMA( J ) = D( JP )
         VFW( J ) = VF( JP )
         VLW( J ) = VL( JP )
  110 CONTINUE
      IF( ICOMPQ.EQ.1 ) THEN
         DO 120 J = 2, N
            JP = IDXP( J )
            PERM( J ) = IDXQ( IDX( JP )+1 )
            IF( PERM( J ).LE.NLP1 ) THEN
               PERM( J ) = PERM( J ) - 1
            END IF
  120    CONTINUE
      END IF
*
*     The deflated singular values go back into the last N - K slots of
*     D.
*
      CALL SCOPY( N-K, DSIGMA( K+1 ), 1, D( K+1 ), 1 )
*
*     Determine DSIGMA(1), DSIGMA(2), Z(1), VF(1), VL(1), VF(M), and
*     VL(M).
*
      DSIGMA( 1 ) = ZERO
      HLFTOL = TOL / TWO
      IF( ABS( DSIGMA( 2 ) ).LE.HLFTOL )
     $   DSIGMA( 2 ) = HLFTOL
      IF( M.GT.N ) THEN
         Z( 1 ) = SLAPY2( Z1, Z( M ) )
         IF( Z( 1 ).LE.TOL ) THEN
            C = ONE
            S = ZERO
            Z( 1 ) = TOL
         ELSE
            C = Z1 / Z( 1 )
            S = -Z( M ) / Z( 1 )
         END IF
         CALL SROT( 1, VF( M ), 1, VF( 1 ), 1, C, S )
         CALL SROT( 1, VL( M ), 1, VL( 1 ), 1, C, S )
      ELSE
         IF( ABS( Z1 ).LE.TOL ) THEN
            Z( 1 ) = TOL
         ELSE
            Z( 1 ) = Z1
         END IF
      END IF
*
*     Restore Z, VF, and VL.
*
      CALL SCOPY( K-1, ZW( 2 ), 1, Z( 2 ), 1 )
      CALL SCOPY( N-1, VFW( 2 ), 1, VF( 2 ), 1 )
      CALL SCOPY( N-1, VLW( 2 ), 1, VL( 2 ), 1 )
*
      RETURN
*
*     End of SLASD7
*
      END