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200 lines
5.5 KiB

#include "clapack.h"
/* Table of constant values */
static integer c__1 = 1;
static integer c__2 = 2;
static integer c__0 = 0;
/* Subroutine */ int dlasq1_(integer *n, doublereal *d__, doublereal *e,
doublereal *work, integer *info)
{
/* System generated locals */
integer i__1, i__2;
doublereal d__1, d__2, d__3;
/* Builtin functions */
double sqrt(doublereal);
/* Local variables */
integer i__;
doublereal eps;
extern /* Subroutine */ int dlas2_(doublereal *, doublereal *, doublereal
*, doublereal *, doublereal *);
doublereal scale;
integer iinfo;
doublereal sigmn;
extern /* Subroutine */ int dcopy_(integer *, doublereal *, integer *,
doublereal *, integer *);
doublereal sigmx;
extern /* Subroutine */ int dlasq2_(integer *, doublereal *, integer *);
extern doublereal dlamch_(char *);
extern /* Subroutine */ int dlascl_(char *, integer *, integer *,
doublereal *, doublereal *, integer *, integer *, doublereal *,
integer *, integer *);
doublereal safmin;
extern /* Subroutine */ int xerbla_(char *, integer *), dlasrt_(
char *, integer *, doublereal *, integer *);
/* -- LAPACK routine (version 3.1) -- */
/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/* November 2006 */
/* .. Scalar Arguments .. */
/* .. */
/* .. Array Arguments .. */
/* .. */
/* Purpose */
/* ======= */
/* 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. */
/* Arguments */
/* ========= */
/* N (input) INTEGER */
/* The number of rows and columns in the matrix. N >= 0. */
/* D (input/output) 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. */
/* E (input/output) 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. */
/* WORK (workspace) DOUBLE PRECISION array, dimension (4*N) */
/* INFO (output) 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 30*N */
/* iterations (in inner while loop) */
/* = 3, termination criterion of outer while loop not met */
/* (program created more than N unreduced blocks) */
/* ===================================================================== */
/* .. Parameters .. */
/* .. */
/* .. Local Scalars .. */
/* .. */
/* .. External Subroutines .. */
/* .. */
/* .. External Functions .. */
/* .. */
/* .. Intrinsic Functions .. */
/* .. */
/* .. Executable Statements .. */
/* Parameter adjustments */
--work;
--e;
--d__;
/* Function Body */
*info = 0;
if (*n < 0) {
*info = -2;
i__1 = -(*info);
xerbla_("DLASQ1", &i__1);
return 0;
} else if (*n == 0) {
return 0;
} else if (*n == 1) {
d__[1] = abs(d__[1]);
return 0;
} else if (*n == 2) {
dlas2_(&d__[1], &e[1], &d__[2], &sigmn, &sigmx);
d__[1] = sigmx;
d__[2] = sigmn;
return 0;
}
/* Estimate the largest singular value. */
sigmx = 0.;
i__1 = *n - 1;
for (i__ = 1; i__ <= i__1; ++i__) {
d__[i__] = (d__1 = d__[i__], abs(d__1));
/* Computing MAX */
d__2 = sigmx, d__3 = (d__1 = e[i__], abs(d__1));
sigmx = max(d__2,d__3);
/* L10: */
}
d__[*n] = (d__1 = d__[*n], abs(d__1));
/* Early return if SIGMX is zero (matrix is already diagonal). */
if (sigmx == 0.) {
dlasrt_("D", n, &d__[1], &iinfo);
return 0;
}
i__1 = *n;
for (i__ = 1; i__ <= i__1; ++i__) {
/* Computing MAX */
d__1 = sigmx, d__2 = d__[i__];
sigmx = max(d__1,d__2);
/* L20: */
}
/* 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);
dcopy_(n, &d__[1], &c__1, &work[1], &c__2);
i__1 = *n - 1;
dcopy_(&i__1, &e[1], &c__1, &work[2], &c__2);
i__1 = (*n << 1) - 1;
i__2 = (*n << 1) - 1;
dlascl_("G", &c__0, &c__0, &sigmx, &scale, &i__1, &c__1, &work[1], &i__2,
&iinfo);
/* Compute the q's and e's. */
i__1 = (*n << 1) - 1;
for (i__ = 1; i__ <= i__1; ++i__) {
/* Computing 2nd power */
d__1 = work[i__];
work[i__] = d__1 * d__1;
/* L30: */
}
work[*n * 2] = 0.;
dlasq2_(n, &work[1], info);
if (*info == 0) {
i__1 = *n;
for (i__ = 1; i__ <= i__1; ++i__) {
d__[i__] = sqrt(work[i__]);
/* L40: */
}
dlascl_("G", &c__0, &c__0, &scale, &sigmx, n, &c__1, &d__[1], n, &
iinfo);
}
return 0;
/* End of DLASQ1 */
} /* dlasq1_ */