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918 lines
25 KiB
918 lines
25 KiB
/* dbdsqr.f -- translated by f2c (version 20061008). |
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You must link the resulting object file with libf2c: |
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on Microsoft Windows system, link with libf2c.lib; |
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on Linux or Unix systems, link with .../path/to/libf2c.a -lm |
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or, if you install libf2c.a in a standard place, with -lf2c -lm |
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-- in that order, at the end of the command line, as in |
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cc *.o -lf2c -lm |
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Source for libf2c is in /netlib/f2c/libf2c.zip, e.g., |
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|
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http://www.netlib.org/f2c/libf2c.zip |
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*/ |
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#include "clapack.h" |
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|
|
|
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/* Table of constant values */ |
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|
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static doublereal c_b15 = -.125; |
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static integer c__1 = 1; |
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static doublereal c_b49 = 1.; |
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static doublereal c_b72 = -1.; |
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|
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/* Subroutine */ int dbdsqr_(char *uplo, integer *n, integer *ncvt, integer * |
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nru, integer *ncc, doublereal *d__, doublereal *e, doublereal *vt, |
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integer *ldvt, doublereal *u, integer *ldu, doublereal *c__, integer * |
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ldc, doublereal *work, integer *info) |
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{ |
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/* System generated locals */ |
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integer c_dim1, c_offset, u_dim1, u_offset, vt_dim1, vt_offset, i__1, |
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i__2; |
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doublereal d__1, d__2, d__3, d__4; |
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|
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/* Builtin functions */ |
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double pow_dd(doublereal *, doublereal *), sqrt(doublereal), d_sign( |
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doublereal *, doublereal *); |
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|
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/* Local variables */ |
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doublereal f, g, h__; |
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integer i__, j, m; |
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doublereal r__, cs; |
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integer ll; |
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doublereal sn, mu; |
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integer nm1, nm12, nm13, lll; |
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doublereal eps, sll, tol, abse; |
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integer idir; |
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doublereal abss; |
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integer oldm; |
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doublereal cosl; |
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integer isub, iter; |
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doublereal unfl, sinl, cosr, smin, smax, sinr; |
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extern /* Subroutine */ int drot_(integer *, doublereal *, integer *, |
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doublereal *, integer *, doublereal *, doublereal *), dlas2_( |
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doublereal *, doublereal *, doublereal *, doublereal *, |
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doublereal *), dscal_(integer *, doublereal *, doublereal *, |
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integer *); |
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extern logical lsame_(char *, char *); |
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doublereal oldcs; |
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extern /* Subroutine */ int dlasr_(char *, char *, char *, integer *, |
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integer *, doublereal *, doublereal *, doublereal *, integer *); |
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integer oldll; |
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doublereal shift, sigmn, oldsn; |
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extern /* Subroutine */ int dswap_(integer *, doublereal *, integer *, |
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doublereal *, integer *); |
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integer maxit; |
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doublereal sminl, sigmx; |
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logical lower; |
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extern /* Subroutine */ int dlasq1_(integer *, doublereal *, doublereal *, |
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doublereal *, integer *), dlasv2_(doublereal *, doublereal *, |
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doublereal *, doublereal *, doublereal *, doublereal *, |
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doublereal *, doublereal *, doublereal *); |
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extern doublereal dlamch_(char *); |
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extern /* Subroutine */ int dlartg_(doublereal *, doublereal *, |
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doublereal *, doublereal *, doublereal *), xerbla_(char *, |
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integer *); |
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doublereal sminoa, thresh; |
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logical rotate; |
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doublereal tolmul; |
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|
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/* -- LAPACK routine (version 3.2) -- */ |
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/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */ |
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/* January 2007 */ |
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|
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/* .. Scalar Arguments .. */ |
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/* .. */ |
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/* .. Array Arguments .. */ |
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/* .. */ |
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|
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/* Purpose */ |
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/* ======= */ |
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|
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/* DBDSQR computes the singular values and, optionally, the right and/or */ |
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/* left singular vectors from the singular value decomposition (SVD) of */ |
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/* a real N-by-N (upper or lower) bidiagonal matrix B using the implicit */ |
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/* zero-shift QR algorithm. The SVD of B has the form */ |
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|
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/* B = Q * S * P**T */ |
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|
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/* where S is the diagonal matrix of singular values, Q is an orthogonal */ |
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/* matrix of left singular vectors, and P is an orthogonal matrix of */ |
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/* right singular vectors. If left singular vectors are requested, this */ |
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/* subroutine actually returns U*Q instead of Q, and, if right singular */ |
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/* vectors are requested, this subroutine returns P**T*VT instead of */ |
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/* P**T, for given real input matrices U and VT. When U and VT are the */ |
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/* orthogonal matrices that reduce a general matrix A to bidiagonal */ |
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/* form: A = U*B*VT, as computed by DGEBRD, then */ |
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/* A = (U*Q) * S * (P**T*VT) */ |
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|
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/* is the SVD of A. Optionally, the subroutine may also compute Q**T*C */ |
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/* for a given real input matrix C. */ |
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|
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/* See "Computing Small Singular Values of Bidiagonal Matrices With */ |
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/* Guaranteed High Relative Accuracy," by J. Demmel and W. Kahan, */ |
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/* LAPACK Working Note #3 (or SIAM J. Sci. Statist. Comput. vol. 11, */ |
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/* no. 5, pp. 873-912, Sept 1990) and */ |
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/* "Accurate singular values and differential qd algorithms," by */ |
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/* B. Parlett and V. Fernando, Technical Report CPAM-554, Mathematics */ |
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/* Department, University of California at Berkeley, July 1992 */ |
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/* for a detailed description of the algorithm. */ |
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|
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/* Arguments */ |
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/* ========= */ |
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/* UPLO (input) CHARACTER*1 */ |
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/* = 'U': B is upper bidiagonal; */ |
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/* = 'L': B is lower bidiagonal. */ |
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/* N (input) INTEGER */ |
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/* The order of the matrix B. N >= 0. */ |
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/* NCVT (input) INTEGER */ |
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/* The number of columns of the matrix VT. NCVT >= 0. */ |
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|
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/* NRU (input) INTEGER */ |
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/* The number of rows of the matrix U. NRU >= 0. */ |
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/* NCC (input) INTEGER */ |
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/* The number of columns of the matrix C. NCC >= 0. */ |
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/* D (input/output) DOUBLE PRECISION array, dimension (N) */ |
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/* On entry, the n diagonal elements of the bidiagonal matrix B. */ |
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/* On exit, if INFO=0, the singular values of B in decreasing */ |
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/* order. */ |
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/* E (input/output) DOUBLE PRECISION array, dimension (N-1) */ |
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/* On entry, the N-1 offdiagonal elements of the bidiagonal */ |
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/* matrix B. */ |
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/* On exit, if INFO = 0, E is destroyed; if INFO > 0, D and E */ |
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/* will contain the diagonal and superdiagonal elements of a */ |
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/* bidiagonal matrix orthogonally equivalent to the one given */ |
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/* as input. */ |
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/* VT (input/output) DOUBLE PRECISION array, dimension (LDVT, NCVT) */ |
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/* On entry, an N-by-NCVT matrix VT. */ |
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/* On exit, VT is overwritten by P**T * VT. */ |
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/* Not referenced if NCVT = 0. */ |
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|
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/* LDVT (input) INTEGER */ |
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/* The leading dimension of the array VT. */ |
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/* LDVT >= max(1,N) if NCVT > 0; LDVT >= 1 if NCVT = 0. */ |
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/* U (input/output) DOUBLE PRECISION array, dimension (LDU, N) */ |
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/* On entry, an NRU-by-N matrix U. */ |
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/* On exit, U is overwritten by U * Q. */ |
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/* Not referenced if NRU = 0. */ |
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/* LDU (input) INTEGER */ |
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/* The leading dimension of the array U. LDU >= max(1,NRU). */ |
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/* C (input/output) DOUBLE PRECISION array, dimension (LDC, NCC) */ |
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/* On entry, an N-by-NCC matrix C. */ |
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/* On exit, C is overwritten by Q**T * C. */ |
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/* Not referenced if NCC = 0. */ |
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/* LDC (input) INTEGER */ |
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/* The leading dimension of the array C. */ |
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/* LDC >= max(1,N) if NCC > 0; LDC >=1 if NCC = 0. */ |
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/* WORK (workspace) DOUBLE PRECISION array, dimension (4*N) */ |
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/* INFO (output) INTEGER */ |
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/* = 0: successful exit */ |
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/* < 0: If INFO = -i, the i-th argument had an illegal value */ |
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/* > 0: */ |
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/* if NCVT = NRU = NCC = 0, */ |
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/* = 1, a split was marked by a positive value in E */ |
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/* = 2, current block of Z not diagonalized after 30*N */ |
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/* iterations (in inner while loop) */ |
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/* = 3, termination criterion of outer while loop not met */ |
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/* (program created more than N unreduced blocks) */ |
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/* else NCVT = NRU = NCC = 0, */ |
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/* the algorithm did not converge; D and E contain the */ |
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/* elements of a bidiagonal matrix which is orthogonally */ |
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/* similar to the input matrix B; if INFO = i, i */ |
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/* elements of E have not converged to zero. */ |
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|
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/* Internal Parameters */ |
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/* =================== */ |
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/* TOLMUL DOUBLE PRECISION, default = max(10,min(100,EPS**(-1/8))) */ |
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/* TOLMUL controls the convergence criterion of the QR loop. */ |
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/* If it is positive, TOLMUL*EPS is the desired relative */ |
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/* precision in the computed singular values. */ |
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/* If it is negative, abs(TOLMUL*EPS*sigma_max) is the */ |
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/* desired absolute accuracy in the computed singular */ |
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/* values (corresponds to relative accuracy */ |
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/* abs(TOLMUL*EPS) in the largest singular value. */ |
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/* abs(TOLMUL) should be between 1 and 1/EPS, and preferably */ |
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/* between 10 (for fast convergence) and .1/EPS */ |
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/* (for there to be some accuracy in the results). */ |
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/* Default is to lose at either one eighth or 2 of the */ |
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/* available decimal digits in each computed singular value */ |
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/* (whichever is smaller). */ |
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|
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/* MAXITR INTEGER, default = 6 */ |
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/* MAXITR controls the maximum number of passes of the */ |
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/* algorithm through its inner loop. The algorithms stops */ |
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/* (and so fails to converge) if the number of passes */ |
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/* through the inner loop exceeds MAXITR*N**2. */ |
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/* ===================================================================== */ |
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|
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/* .. Parameters .. */ |
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/* .. */ |
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/* .. Local Scalars .. */ |
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/* .. */ |
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/* .. External Functions .. */ |
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/* .. */ |
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/* .. External Subroutines .. */ |
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/* .. */ |
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/* .. Intrinsic Functions .. */ |
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/* .. */ |
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/* .. Executable Statements .. */ |
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/* Test the input parameters. */ |
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/* Parameter adjustments */ |
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--d__; |
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--e; |
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vt_dim1 = *ldvt; |
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vt_offset = 1 + vt_dim1; |
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vt -= vt_offset; |
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u_dim1 = *ldu; |
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u_offset = 1 + u_dim1; |
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u -= u_offset; |
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c_dim1 = *ldc; |
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c_offset = 1 + c_dim1; |
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c__ -= c_offset; |
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--work; |
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|
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/* Function Body */ |
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*info = 0; |
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lower = lsame_(uplo, "L"); |
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if (! lsame_(uplo, "U") && ! lower) { |
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*info = -1; |
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} else if (*n < 0) { |
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*info = -2; |
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} else if (*ncvt < 0) { |
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*info = -3; |
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} else if (*nru < 0) { |
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*info = -4; |
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} else if (*ncc < 0) { |
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*info = -5; |
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} else if (*ncvt == 0 && *ldvt < 1 || *ncvt > 0 && *ldvt < max(1,*n)) { |
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*info = -9; |
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} else if (*ldu < max(1,*nru)) { |
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*info = -11; |
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} else if (*ncc == 0 && *ldc < 1 || *ncc > 0 && *ldc < max(1,*n)) { |
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*info = -13; |
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} |
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if (*info != 0) { |
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i__1 = -(*info); |
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xerbla_("DBDSQR", &i__1); |
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return 0; |
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} |
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if (*n == 0) { |
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return 0; |
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} |
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if (*n == 1) { |
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goto L160; |
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} |
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/* ROTATE is true if any singular vectors desired, false otherwise */ |
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rotate = *ncvt > 0 || *nru > 0 || *ncc > 0; |
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/* If no singular vectors desired, use qd algorithm */ |
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if (! rotate) { |
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dlasq1_(n, &d__[1], &e[1], &work[1], info); |
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return 0; |
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} |
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nm1 = *n - 1; |
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nm12 = nm1 + nm1; |
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nm13 = nm12 + nm1; |
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idir = 0; |
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/* Get machine constants */ |
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eps = dlamch_("Epsilon"); |
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unfl = dlamch_("Safe minimum"); |
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/* If matrix lower bidiagonal, rotate to be upper bidiagonal */ |
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/* by applying Givens rotations on the left */ |
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if (lower) { |
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i__1 = *n - 1; |
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for (i__ = 1; i__ <= i__1; ++i__) { |
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dlartg_(&d__[i__], &e[i__], &cs, &sn, &r__); |
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d__[i__] = r__; |
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e[i__] = sn * d__[i__ + 1]; |
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d__[i__ + 1] = cs * d__[i__ + 1]; |
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work[i__] = cs; |
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work[nm1 + i__] = sn; |
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/* L10: */ |
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} |
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/* Update singular vectors if desired */ |
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if (*nru > 0) { |
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dlasr_("R", "V", "F", nru, n, &work[1], &work[*n], &u[u_offset], |
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ldu); |
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} |
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if (*ncc > 0) { |
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dlasr_("L", "V", "F", n, ncc, &work[1], &work[*n], &c__[c_offset], |
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ldc); |
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} |
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} |
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/* Compute singular values to relative accuracy TOL */ |
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/* (By setting TOL to be negative, algorithm will compute */ |
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/* singular values to absolute accuracy ABS(TOL)*norm(input matrix)) */ |
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|
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/* Computing MAX */ |
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/* Computing MIN */ |
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d__3 = 100., d__4 = pow_dd(&eps, &c_b15); |
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d__1 = 10., d__2 = min(d__3,d__4); |
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tolmul = max(d__1,d__2); |
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tol = tolmul * eps; |
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|
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/* Compute approximate maximum, minimum singular values */ |
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|
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smax = 0.; |
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i__1 = *n; |
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for (i__ = 1; i__ <= i__1; ++i__) { |
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/* Computing MAX */ |
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d__2 = smax, d__3 = (d__1 = d__[i__], abs(d__1)); |
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smax = max(d__2,d__3); |
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/* L20: */ |
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} |
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i__1 = *n - 1; |
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for (i__ = 1; i__ <= i__1; ++i__) { |
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/* Computing MAX */ |
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d__2 = smax, d__3 = (d__1 = e[i__], abs(d__1)); |
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smax = max(d__2,d__3); |
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/* L30: */ |
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} |
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sminl = 0.; |
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if (tol >= 0.) { |
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|
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/* Relative accuracy desired */ |
|
|
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sminoa = abs(d__[1]); |
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if (sminoa == 0.) { |
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goto L50; |
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} |
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mu = sminoa; |
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i__1 = *n; |
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for (i__ = 2; i__ <= i__1; ++i__) { |
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mu = (d__2 = d__[i__], abs(d__2)) * (mu / (mu + (d__1 = e[i__ - 1] |
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, abs(d__1)))); |
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sminoa = min(sminoa,mu); |
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if (sminoa == 0.) { |
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goto L50; |
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} |
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/* L40: */ |
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} |
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L50: |
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sminoa /= sqrt((doublereal) (*n)); |
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/* Computing MAX */ |
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d__1 = tol * sminoa, d__2 = *n * 6 * *n * unfl; |
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thresh = max(d__1,d__2); |
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} else { |
|
|
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/* Absolute accuracy desired */ |
|
|
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/* Computing MAX */ |
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d__1 = abs(tol) * smax, d__2 = *n * 6 * *n * unfl; |
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thresh = max(d__1,d__2); |
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} |
|
|
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/* Prepare for main iteration loop for the singular values */ |
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/* (MAXIT is the maximum number of passes through the inner */ |
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/* loop permitted before nonconvergence signalled.) */ |
|
|
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maxit = *n * 6 * *n; |
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iter = 0; |
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oldll = -1; |
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oldm = -1; |
|
|
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/* M points to last element of unconverged part of matrix */ |
|
|
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m = *n; |
|
|
|
/* Begin main iteration loop */ |
|
|
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L60: |
|
|
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/* Check for convergence or exceeding iteration count */ |
|
|
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if (m <= 1) { |
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goto L160; |
|
} |
|
if (iter > maxit) { |
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goto L200; |
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} |
|
|
|
/* Find diagonal block of matrix to work on */ |
|
|
|
if (tol < 0. && (d__1 = d__[m], abs(d__1)) <= thresh) { |
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d__[m] = 0.; |
|
} |
|
smax = (d__1 = d__[m], abs(d__1)); |
|
smin = smax; |
|
i__1 = m - 1; |
|
for (lll = 1; lll <= i__1; ++lll) { |
|
ll = m - lll; |
|
abss = (d__1 = d__[ll], abs(d__1)); |
|
abse = (d__1 = e[ll], abs(d__1)); |
|
if (tol < 0. && abss <= thresh) { |
|
d__[ll] = 0.; |
|
} |
|
if (abse <= thresh) { |
|
goto L80; |
|
} |
|
smin = min(smin,abss); |
|
/* Computing MAX */ |
|
d__1 = max(smax,abss); |
|
smax = max(d__1,abse); |
|
/* L70: */ |
|
} |
|
ll = 0; |
|
goto L90; |
|
L80: |
|
e[ll] = 0.; |
|
|
|
/* Matrix splits since E(LL) = 0 */ |
|
|
|
if (ll == m - 1) { |
|
|
|
/* Convergence of bottom singular value, return to top of loop */ |
|
|
|
--m; |
|
goto L60; |
|
} |
|
L90: |
|
++ll; |
|
|
|
/* E(LL) through E(M-1) are nonzero, E(LL-1) is zero */ |
|
|
|
if (ll == m - 1) { |
|
|
|
/* 2 by 2 block, handle separately */ |
|
|
|
dlasv2_(&d__[m - 1], &e[m - 1], &d__[m], &sigmn, &sigmx, &sinr, &cosr, |
|
&sinl, &cosl); |
|
d__[m - 1] = sigmx; |
|
e[m - 1] = 0.; |
|
d__[m] = sigmn; |
|
|
|
/* Compute singular vectors, if desired */ |
|
|
|
if (*ncvt > 0) { |
|
drot_(ncvt, &vt[m - 1 + vt_dim1], ldvt, &vt[m + vt_dim1], ldvt, & |
|
cosr, &sinr); |
|
} |
|
if (*nru > 0) { |
|
drot_(nru, &u[(m - 1) * u_dim1 + 1], &c__1, &u[m * u_dim1 + 1], & |
|
c__1, &cosl, &sinl); |
|
} |
|
if (*ncc > 0) { |
|
drot_(ncc, &c__[m - 1 + c_dim1], ldc, &c__[m + c_dim1], ldc, & |
|
cosl, &sinl); |
|
} |
|
m += -2; |
|
goto L60; |
|
} |
|
|
|
/* If working on new submatrix, choose shift direction */ |
|
/* (from larger end diagonal element towards smaller) */ |
|
|
|
if (ll > oldm || m < oldll) { |
|
if ((d__1 = d__[ll], abs(d__1)) >= (d__2 = d__[m], abs(d__2))) { |
|
|
|
/* Chase bulge from top (big end) to bottom (small end) */ |
|
|
|
idir = 1; |
|
} else { |
|
|
|
/* Chase bulge from bottom (big end) to top (small end) */ |
|
|
|
idir = 2; |
|
} |
|
} |
|
|
|
/* Apply convergence tests */ |
|
|
|
if (idir == 1) { |
|
|
|
/* Run convergence test in forward direction */ |
|
/* First apply standard test to bottom of matrix */ |
|
|
|
if ((d__2 = e[m - 1], abs(d__2)) <= abs(tol) * (d__1 = d__[m], abs( |
|
d__1)) || tol < 0. && (d__3 = e[m - 1], abs(d__3)) <= thresh) |
|
{ |
|
e[m - 1] = 0.; |
|
goto L60; |
|
} |
|
|
|
if (tol >= 0.) { |
|
|
|
/* If relative accuracy desired, */ |
|
/* apply convergence criterion forward */ |
|
|
|
mu = (d__1 = d__[ll], abs(d__1)); |
|
sminl = mu; |
|
i__1 = m - 1; |
|
for (lll = ll; lll <= i__1; ++lll) { |
|
if ((d__1 = e[lll], abs(d__1)) <= tol * mu) { |
|
e[lll] = 0.; |
|
goto L60; |
|
} |
|
mu = (d__2 = d__[lll + 1], abs(d__2)) * (mu / (mu + (d__1 = e[ |
|
lll], abs(d__1)))); |
|
sminl = min(sminl,mu); |
|
/* L100: */ |
|
} |
|
} |
|
|
|
} else { |
|
|
|
/* Run convergence test in backward direction */ |
|
/* First apply standard test to top of matrix */ |
|
|
|
if ((d__2 = e[ll], abs(d__2)) <= abs(tol) * (d__1 = d__[ll], abs(d__1) |
|
) || tol < 0. && (d__3 = e[ll], abs(d__3)) <= thresh) { |
|
e[ll] = 0.; |
|
goto L60; |
|
} |
|
|
|
if (tol >= 0.) { |
|
|
|
/* If relative accuracy desired, */ |
|
/* apply convergence criterion backward */ |
|
|
|
mu = (d__1 = d__[m], abs(d__1)); |
|
sminl = mu; |
|
i__1 = ll; |
|
for (lll = m - 1; lll >= i__1; --lll) { |
|
if ((d__1 = e[lll], abs(d__1)) <= tol * mu) { |
|
e[lll] = 0.; |
|
goto L60; |
|
} |
|
mu = (d__2 = d__[lll], abs(d__2)) * (mu / (mu + (d__1 = e[lll] |
|
, abs(d__1)))); |
|
sminl = min(sminl,mu); |
|
/* L110: */ |
|
} |
|
} |
|
} |
|
oldll = ll; |
|
oldm = m; |
|
|
|
/* Compute shift. First, test if shifting would ruin relative */ |
|
/* accuracy, and if so set the shift to zero. */ |
|
|
|
/* Computing MAX */ |
|
d__1 = eps, d__2 = tol * .01; |
|
if (tol >= 0. && *n * tol * (sminl / smax) <= max(d__1,d__2)) { |
|
|
|
/* Use a zero shift to avoid loss of relative accuracy */ |
|
|
|
shift = 0.; |
|
} else { |
|
|
|
/* Compute the shift from 2-by-2 block at end of matrix */ |
|
|
|
if (idir == 1) { |
|
sll = (d__1 = d__[ll], abs(d__1)); |
|
dlas2_(&d__[m - 1], &e[m - 1], &d__[m], &shift, &r__); |
|
} else { |
|
sll = (d__1 = d__[m], abs(d__1)); |
|
dlas2_(&d__[ll], &e[ll], &d__[ll + 1], &shift, &r__); |
|
} |
|
|
|
/* Test if shift negligible, and if so set to zero */ |
|
|
|
if (sll > 0.) { |
|
/* Computing 2nd power */ |
|
d__1 = shift / sll; |
|
if (d__1 * d__1 < eps) { |
|
shift = 0.; |
|
} |
|
} |
|
} |
|
|
|
/* Increment iteration count */ |
|
|
|
iter = iter + m - ll; |
|
|
|
/* If SHIFT = 0, do simplified QR iteration */ |
|
|
|
if (shift == 0.) { |
|
if (idir == 1) { |
|
|
|
/* Chase bulge from top to bottom */ |
|
/* Save cosines and sines for later singular vector updates */ |
|
|
|
cs = 1.; |
|
oldcs = 1.; |
|
i__1 = m - 1; |
|
for (i__ = ll; i__ <= i__1; ++i__) { |
|
d__1 = d__[i__] * cs; |
|
dlartg_(&d__1, &e[i__], &cs, &sn, &r__); |
|
if (i__ > ll) { |
|
e[i__ - 1] = oldsn * r__; |
|
} |
|
d__1 = oldcs * r__; |
|
d__2 = d__[i__ + 1] * sn; |
|
dlartg_(&d__1, &d__2, &oldcs, &oldsn, &d__[i__]); |
|
work[i__ - ll + 1] = cs; |
|
work[i__ - ll + 1 + nm1] = sn; |
|
work[i__ - ll + 1 + nm12] = oldcs; |
|
work[i__ - ll + 1 + nm13] = oldsn; |
|
/* L120: */ |
|
} |
|
h__ = d__[m] * cs; |
|
d__[m] = h__ * oldcs; |
|
e[m - 1] = h__ * oldsn; |
|
|
|
/* Update singular vectors */ |
|
|
|
if (*ncvt > 0) { |
|
i__1 = m - ll + 1; |
|
dlasr_("L", "V", "F", &i__1, ncvt, &work[1], &work[*n], &vt[ |
|
ll + vt_dim1], ldvt); |
|
} |
|
if (*nru > 0) { |
|
i__1 = m - ll + 1; |
|
dlasr_("R", "V", "F", nru, &i__1, &work[nm12 + 1], &work[nm13 |
|
+ 1], &u[ll * u_dim1 + 1], ldu); |
|
} |
|
if (*ncc > 0) { |
|
i__1 = m - ll + 1; |
|
dlasr_("L", "V", "F", &i__1, ncc, &work[nm12 + 1], &work[nm13 |
|
+ 1], &c__[ll + c_dim1], ldc); |
|
} |
|
|
|
/* Test convergence */ |
|
|
|
if ((d__1 = e[m - 1], abs(d__1)) <= thresh) { |
|
e[m - 1] = 0.; |
|
} |
|
|
|
} else { |
|
|
|
/* Chase bulge from bottom to top */ |
|
/* Save cosines and sines for later singular vector updates */ |
|
|
|
cs = 1.; |
|
oldcs = 1.; |
|
i__1 = ll + 1; |
|
for (i__ = m; i__ >= i__1; --i__) { |
|
d__1 = d__[i__] * cs; |
|
dlartg_(&d__1, &e[i__ - 1], &cs, &sn, &r__); |
|
if (i__ < m) { |
|
e[i__] = oldsn * r__; |
|
} |
|
d__1 = oldcs * r__; |
|
d__2 = d__[i__ - 1] * sn; |
|
dlartg_(&d__1, &d__2, &oldcs, &oldsn, &d__[i__]); |
|
work[i__ - ll] = cs; |
|
work[i__ - ll + nm1] = -sn; |
|
work[i__ - ll + nm12] = oldcs; |
|
work[i__ - ll + nm13] = -oldsn; |
|
/* L130: */ |
|
} |
|
h__ = d__[ll] * cs; |
|
d__[ll] = h__ * oldcs; |
|
e[ll] = h__ * oldsn; |
|
|
|
/* Update singular vectors */ |
|
|
|
if (*ncvt > 0) { |
|
i__1 = m - ll + 1; |
|
dlasr_("L", "V", "B", &i__1, ncvt, &work[nm12 + 1], &work[ |
|
nm13 + 1], &vt[ll + vt_dim1], ldvt); |
|
} |
|
if (*nru > 0) { |
|
i__1 = m - ll + 1; |
|
dlasr_("R", "V", "B", nru, &i__1, &work[1], &work[*n], &u[ll * |
|
u_dim1 + 1], ldu); |
|
} |
|
if (*ncc > 0) { |
|
i__1 = m - ll + 1; |
|
dlasr_("L", "V", "B", &i__1, ncc, &work[1], &work[*n], &c__[ |
|
ll + c_dim1], ldc); |
|
} |
|
|
|
/* Test convergence */ |
|
|
|
if ((d__1 = e[ll], abs(d__1)) <= thresh) { |
|
e[ll] = 0.; |
|
} |
|
} |
|
} else { |
|
|
|
/* Use nonzero shift */ |
|
|
|
if (idir == 1) { |
|
|
|
/* Chase bulge from top to bottom */ |
|
/* Save cosines and sines for later singular vector updates */ |
|
|
|
f = ((d__1 = d__[ll], abs(d__1)) - shift) * (d_sign(&c_b49, &d__[ |
|
ll]) + shift / d__[ll]); |
|
g = e[ll]; |
|
i__1 = m - 1; |
|
for (i__ = ll; i__ <= i__1; ++i__) { |
|
dlartg_(&f, &g, &cosr, &sinr, &r__); |
|
if (i__ > ll) { |
|
e[i__ - 1] = r__; |
|
} |
|
f = cosr * d__[i__] + sinr * e[i__]; |
|
e[i__] = cosr * e[i__] - sinr * d__[i__]; |
|
g = sinr * d__[i__ + 1]; |
|
d__[i__ + 1] = cosr * d__[i__ + 1]; |
|
dlartg_(&f, &g, &cosl, &sinl, &r__); |
|
d__[i__] = r__; |
|
f = cosl * e[i__] + sinl * d__[i__ + 1]; |
|
d__[i__ + 1] = cosl * d__[i__ + 1] - sinl * e[i__]; |
|
if (i__ < m - 1) { |
|
g = sinl * e[i__ + 1]; |
|
e[i__ + 1] = cosl * e[i__ + 1]; |
|
} |
|
work[i__ - ll + 1] = cosr; |
|
work[i__ - ll + 1 + nm1] = sinr; |
|
work[i__ - ll + 1 + nm12] = cosl; |
|
work[i__ - ll + 1 + nm13] = sinl; |
|
/* L140: */ |
|
} |
|
e[m - 1] = f; |
|
|
|
/* Update singular vectors */ |
|
|
|
if (*ncvt > 0) { |
|
i__1 = m - ll + 1; |
|
dlasr_("L", "V", "F", &i__1, ncvt, &work[1], &work[*n], &vt[ |
|
ll + vt_dim1], ldvt); |
|
} |
|
if (*nru > 0) { |
|
i__1 = m - ll + 1; |
|
dlasr_("R", "V", "F", nru, &i__1, &work[nm12 + 1], &work[nm13 |
|
+ 1], &u[ll * u_dim1 + 1], ldu); |
|
} |
|
if (*ncc > 0) { |
|
i__1 = m - ll + 1; |
|
dlasr_("L", "V", "F", &i__1, ncc, &work[nm12 + 1], &work[nm13 |
|
+ 1], &c__[ll + c_dim1], ldc); |
|
} |
|
|
|
/* Test convergence */ |
|
|
|
if ((d__1 = e[m - 1], abs(d__1)) <= thresh) { |
|
e[m - 1] = 0.; |
|
} |
|
|
|
} else { |
|
|
|
/* Chase bulge from bottom to top */ |
|
/* Save cosines and sines for later singular vector updates */ |
|
|
|
f = ((d__1 = d__[m], abs(d__1)) - shift) * (d_sign(&c_b49, &d__[m] |
|
) + shift / d__[m]); |
|
g = e[m - 1]; |
|
i__1 = ll + 1; |
|
for (i__ = m; i__ >= i__1; --i__) { |
|
dlartg_(&f, &g, &cosr, &sinr, &r__); |
|
if (i__ < m) { |
|
e[i__] = r__; |
|
} |
|
f = cosr * d__[i__] + sinr * e[i__ - 1]; |
|
e[i__ - 1] = cosr * e[i__ - 1] - sinr * d__[i__]; |
|
g = sinr * d__[i__ - 1]; |
|
d__[i__ - 1] = cosr * d__[i__ - 1]; |
|
dlartg_(&f, &g, &cosl, &sinl, &r__); |
|
d__[i__] = r__; |
|
f = cosl * e[i__ - 1] + sinl * d__[i__ - 1]; |
|
d__[i__ - 1] = cosl * d__[i__ - 1] - sinl * e[i__ - 1]; |
|
if (i__ > ll + 1) { |
|
g = sinl * e[i__ - 2]; |
|
e[i__ - 2] = cosl * e[i__ - 2]; |
|
} |
|
work[i__ - ll] = cosr; |
|
work[i__ - ll + nm1] = -sinr; |
|
work[i__ - ll + nm12] = cosl; |
|
work[i__ - ll + nm13] = -sinl; |
|
/* L150: */ |
|
} |
|
e[ll] = f; |
|
|
|
/* Test convergence */ |
|
|
|
if ((d__1 = e[ll], abs(d__1)) <= thresh) { |
|
e[ll] = 0.; |
|
} |
|
|
|
/* Update singular vectors if desired */ |
|
|
|
if (*ncvt > 0) { |
|
i__1 = m - ll + 1; |
|
dlasr_("L", "V", "B", &i__1, ncvt, &work[nm12 + 1], &work[ |
|
nm13 + 1], &vt[ll + vt_dim1], ldvt); |
|
} |
|
if (*nru > 0) { |
|
i__1 = m - ll + 1; |
|
dlasr_("R", "V", "B", nru, &i__1, &work[1], &work[*n], &u[ll * |
|
u_dim1 + 1], ldu); |
|
} |
|
if (*ncc > 0) { |
|
i__1 = m - ll + 1; |
|
dlasr_("L", "V", "B", &i__1, ncc, &work[1], &work[*n], &c__[ |
|
ll + c_dim1], ldc); |
|
} |
|
} |
|
} |
|
|
|
/* QR iteration finished, go back and check convergence */ |
|
|
|
goto L60; |
|
|
|
/* All singular values converged, so make them positive */ |
|
|
|
L160: |
|
i__1 = *n; |
|
for (i__ = 1; i__ <= i__1; ++i__) { |
|
if (d__[i__] < 0.) { |
|
d__[i__] = -d__[i__]; |
|
|
|
/* Change sign of singular vectors, if desired */ |
|
|
|
if (*ncvt > 0) { |
|
dscal_(ncvt, &c_b72, &vt[i__ + vt_dim1], ldvt); |
|
} |
|
} |
|
/* L170: */ |
|
} |
|
|
|
/* Sort the singular values into decreasing order (insertion sort on */ |
|
/* singular values, but only one transposition per singular vector) */ |
|
|
|
i__1 = *n - 1; |
|
for (i__ = 1; i__ <= i__1; ++i__) { |
|
|
|
/* Scan for smallest D(I) */ |
|
|
|
isub = 1; |
|
smin = d__[1]; |
|
i__2 = *n + 1 - i__; |
|
for (j = 2; j <= i__2; ++j) { |
|
if (d__[j] <= smin) { |
|
isub = j; |
|
smin = d__[j]; |
|
} |
|
/* L180: */ |
|
} |
|
if (isub != *n + 1 - i__) { |
|
|
|
/* Swap singular values and vectors */ |
|
|
|
d__[isub] = d__[*n + 1 - i__]; |
|
d__[*n + 1 - i__] = smin; |
|
if (*ncvt > 0) { |
|
dswap_(ncvt, &vt[isub + vt_dim1], ldvt, &vt[*n + 1 - i__ + |
|
vt_dim1], ldvt); |
|
} |
|
if (*nru > 0) { |
|
dswap_(nru, &u[isub * u_dim1 + 1], &c__1, &u[(*n + 1 - i__) * |
|
u_dim1 + 1], &c__1); |
|
} |
|
if (*ncc > 0) { |
|
dswap_(ncc, &c__[isub + c_dim1], ldc, &c__[*n + 1 - i__ + |
|
c_dim1], ldc); |
|
} |
|
} |
|
/* L190: */ |
|
} |
|
goto L220; |
|
|
|
/* Maximum number of iterations exceeded, failure to converge */ |
|
|
|
L200: |
|
*info = 0; |
|
i__1 = *n - 1; |
|
for (i__ = 1; i__ <= i__1; ++i__) { |
|
if (e[i__] != 0.) { |
|
++(*info); |
|
} |
|
/* L210: */ |
|
} |
|
L220: |
|
return 0; |
|
|
|
/* End of DBDSQR */ |
|
|
|
} /* dbdsqr_ */
|
|
|