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cbdsqr.f 26 kB

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  1. *> \brief \b CBDSQR
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download CBDSQR + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/cbdsqr.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/cbdsqr.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/cbdsqr.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CBDSQR( UPLO, N, NCVT, NRU, NCC, D, E, VT, LDVT, U,
  22. * LDU, C, LDC, RWORK, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER UPLO
  26. * INTEGER INFO, LDC, LDU, LDVT, N, NCC, NCVT, NRU
  27. * ..
  28. * .. Array Arguments ..
  29. * REAL D( * ), E( * ), RWORK( * )
  30. * COMPLEX C( LDC, * ), U( LDU, * ), VT( LDVT, * )
  31. * ..
  32. *
  33. *
  34. *> \par Purpose:
  35. * =============
  36. *>
  37. *> \verbatim
  38. *>
  39. *> CBDSQR computes the singular values and, optionally, the right and/or
  40. *> left singular vectors from the singular value decomposition (SVD) of
  41. *> a real N-by-N (upper or lower) bidiagonal matrix B using the implicit
  42. *> zero-shift QR algorithm. The SVD of B has the form
  43. *>
  44. *> B = Q * S * P**H
  45. *>
  46. *> where S is the diagonal matrix of singular values, Q is an orthogonal
  47. *> matrix of left singular vectors, and P is an orthogonal matrix of
  48. *> right singular vectors. If left singular vectors are requested, this
  49. *> subroutine actually returns U*Q instead of Q, and, if right singular
  50. *> vectors are requested, this subroutine returns P**H*VT instead of
  51. *> P**H, for given complex input matrices U and VT. When U and VT are
  52. *> the unitary matrices that reduce a general matrix A to bidiagonal
  53. *> form: A = U*B*VT, as computed by CGEBRD, then
  54. *>
  55. *> A = (U*Q) * S * (P**H*VT)
  56. *>
  57. *> is the SVD of A. Optionally, the subroutine may also compute Q**H*C
  58. *> for a given complex input matrix C.
  59. *>
  60. *> See "Computing Small Singular Values of Bidiagonal Matrices With
  61. *> Guaranteed High Relative Accuracy," by J. Demmel and W. Kahan,
  62. *> LAPACK Working Note #3 (or SIAM J. Sci. Statist. Comput. vol. 11,
  63. *> no. 5, pp. 873-912, Sept 1990) and
  64. *> "Accurate singular values and differential qd algorithms," by
  65. *> B. Parlett and V. Fernando, Technical Report CPAM-554, Mathematics
  66. *> Department, University of California at Berkeley, July 1992
  67. *> for a detailed description of the algorithm.
  68. *> \endverbatim
  69. *
  70. * Arguments:
  71. * ==========
  72. *
  73. *> \param[in] UPLO
  74. *> \verbatim
  75. *> UPLO is CHARACTER*1
  76. *> = 'U': B is upper bidiagonal;
  77. *> = 'L': B is lower bidiagonal.
  78. *> \endverbatim
  79. *>
  80. *> \param[in] N
  81. *> \verbatim
  82. *> N is INTEGER
  83. *> The order of the matrix B. N >= 0.
  84. *> \endverbatim
  85. *>
  86. *> \param[in] NCVT
  87. *> \verbatim
  88. *> NCVT is INTEGER
  89. *> The number of columns of the matrix VT. NCVT >= 0.
  90. *> \endverbatim
  91. *>
  92. *> \param[in] NRU
  93. *> \verbatim
  94. *> NRU is INTEGER
  95. *> The number of rows of the matrix U. NRU >= 0.
  96. *> \endverbatim
  97. *>
  98. *> \param[in] NCC
  99. *> \verbatim
  100. *> NCC is INTEGER
  101. *> The number of columns of the matrix C. NCC >= 0.
  102. *> \endverbatim
  103. *>
  104. *> \param[in,out] D
  105. *> \verbatim
  106. *> D is REAL array, dimension (N)
  107. *> On entry, the n diagonal elements of the bidiagonal matrix B.
  108. *> On exit, if INFO=0, the singular values of B in decreasing
  109. *> order.
  110. *> \endverbatim
  111. *>
  112. *> \param[in,out] E
  113. *> \verbatim
  114. *> E is REAL array, dimension (N-1)
  115. *> On entry, the N-1 offdiagonal elements of the bidiagonal
  116. *> matrix B.
  117. *> On exit, if INFO = 0, E is destroyed; if INFO > 0, D and E
  118. *> will contain the diagonal and superdiagonal elements of a
  119. *> bidiagonal matrix orthogonally equivalent to the one given
  120. *> as input.
  121. *> \endverbatim
  122. *>
  123. *> \param[in,out] VT
  124. *> \verbatim
  125. *> VT is COMPLEX array, dimension (LDVT, NCVT)
  126. *> On entry, an N-by-NCVT matrix VT.
  127. *> On exit, VT is overwritten by P**H * VT.
  128. *> Not referenced if NCVT = 0.
  129. *> \endverbatim
  130. *>
  131. *> \param[in] LDVT
  132. *> \verbatim
  133. *> LDVT is INTEGER
  134. *> The leading dimension of the array VT.
  135. *> LDVT >= max(1,N) if NCVT > 0; LDVT >= 1 if NCVT = 0.
  136. *> \endverbatim
  137. *>
  138. *> \param[in,out] U
  139. *> \verbatim
  140. *> U is COMPLEX array, dimension (LDU, N)
  141. *> On entry, an NRU-by-N matrix U.
  142. *> On exit, U is overwritten by U * Q.
  143. *> Not referenced if NRU = 0.
  144. *> \endverbatim
  145. *>
  146. *> \param[in] LDU
  147. *> \verbatim
  148. *> LDU is INTEGER
  149. *> The leading dimension of the array U. LDU >= max(1,NRU).
  150. *> \endverbatim
  151. *>
  152. *> \param[in,out] C
  153. *> \verbatim
  154. *> C is COMPLEX array, dimension (LDC, NCC)
  155. *> On entry, an N-by-NCC matrix C.
  156. *> On exit, C is overwritten by Q**H * C.
  157. *> Not referenced if NCC = 0.
  158. *> \endverbatim
  159. *>
  160. *> \param[in] LDC
  161. *> \verbatim
  162. *> LDC is INTEGER
  163. *> The leading dimension of the array C.
  164. *> LDC >= max(1,N) if NCC > 0; LDC >=1 if NCC = 0.
  165. *> \endverbatim
  166. *>
  167. *> \param[out] RWORK
  168. *> \verbatim
  169. *> RWORK is REAL array, dimension (4*N)
  170. *> \endverbatim
  171. *>
  172. *> \param[out] INFO
  173. *> \verbatim
  174. *> INFO is INTEGER
  175. *> = 0: successful exit
  176. *> < 0: If INFO = -i, the i-th argument had an illegal value
  177. *> > 0: the algorithm did not converge; D and E contain the
  178. *> elements of a bidiagonal matrix which is orthogonally
  179. *> similar to the input matrix B; if INFO = i, i
  180. *> elements of E have not converged to zero.
  181. *> \endverbatim
  182. *
  183. *> \par Internal Parameters:
  184. * =========================
  185. *>
  186. *> \verbatim
  187. *> TOLMUL REAL, default = max(10,min(100,EPS**(-1/8)))
  188. *> TOLMUL controls the convergence criterion of the QR loop.
  189. *> If it is positive, TOLMUL*EPS is the desired relative
  190. *> precision in the computed singular values.
  191. *> If it is negative, abs(TOLMUL*EPS*sigma_max) is the
  192. *> desired absolute accuracy in the computed singular
  193. *> values (corresponds to relative accuracy
  194. *> abs(TOLMUL*EPS) in the largest singular value.
  195. *> abs(TOLMUL) should be between 1 and 1/EPS, and preferably
  196. *> between 10 (for fast convergence) and .1/EPS
  197. *> (for there to be some accuracy in the results).
  198. *> Default is to lose at either one eighth or 2 of the
  199. *> available decimal digits in each computed singular value
  200. *> (whichever is smaller).
  201. *>
  202. *> MAXITR INTEGER, default = 6
  203. *> MAXITR controls the maximum number of passes of the
  204. *> algorithm through its inner loop. The algorithms stops
  205. *> (and so fails to converge) if the number of passes
  206. *> through the inner loop exceeds MAXITR*N**2.
  207. *> \endverbatim
  208. *
  209. * Authors:
  210. * ========
  211. *
  212. *> \author Univ. of Tennessee
  213. *> \author Univ. of California Berkeley
  214. *> \author Univ. of Colorado Denver
  215. *> \author NAG Ltd.
  216. *
  217. *> \date December 2016
  218. *
  219. *> \ingroup complexOTHERcomputational
  220. *
  221. * =====================================================================
  222. SUBROUTINE CBDSQR( UPLO, N, NCVT, NRU, NCC, D, E, VT, LDVT, U,
  223. $ LDU, C, LDC, RWORK, INFO )
  224. *
  225. * -- LAPACK computational routine (version 3.7.0) --
  226. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  227. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  228. * December 2016
  229. *
  230. * .. Scalar Arguments ..
  231. CHARACTER UPLO
  232. INTEGER INFO, LDC, LDU, LDVT, N, NCC, NCVT, NRU
  233. * ..
  234. * .. Array Arguments ..
  235. REAL D( * ), E( * ), RWORK( * )
  236. COMPLEX C( LDC, * ), U( LDU, * ), VT( LDVT, * )
  237. * ..
  238. *
  239. * =====================================================================
  240. *
  241. * .. Parameters ..
  242. REAL ZERO
  243. PARAMETER ( ZERO = 0.0E0 )
  244. REAL ONE
  245. PARAMETER ( ONE = 1.0E0 )
  246. REAL NEGONE
  247. PARAMETER ( NEGONE = -1.0E0 )
  248. REAL HNDRTH
  249. PARAMETER ( HNDRTH = 0.01E0 )
  250. REAL TEN
  251. PARAMETER ( TEN = 10.0E0 )
  252. REAL HNDRD
  253. PARAMETER ( HNDRD = 100.0E0 )
  254. REAL MEIGTH
  255. PARAMETER ( MEIGTH = -0.125E0 )
  256. INTEGER MAXITR
  257. PARAMETER ( MAXITR = 6 )
  258. * ..
  259. * .. Local Scalars ..
  260. LOGICAL LOWER, ROTATE
  261. INTEGER I, IDIR, ISUB, ITER, J, LL, LLL, M, MAXIT, NM1,
  262. $ NM12, NM13, OLDLL, OLDM
  263. REAL ABSE, ABSS, COSL, COSR, CS, EPS, F, G, H, MU,
  264. $ OLDCS, OLDSN, R, SHIFT, SIGMN, SIGMX, SINL,
  265. $ SINR, SLL, SMAX, SMIN, SMINL, SMINOA,
  266. $ SN, THRESH, TOL, TOLMUL, UNFL
  267. * ..
  268. * .. External Functions ..
  269. LOGICAL LSAME
  270. REAL SLAMCH
  271. EXTERNAL LSAME, SLAMCH
  272. * ..
  273. * .. External Subroutines ..
  274. EXTERNAL CLASR, CSROT, CSSCAL, CSWAP, SLARTG, SLAS2,
  275. $ SLASQ1, SLASV2, XERBLA
  276. * ..
  277. * .. Intrinsic Functions ..
  278. INTRINSIC ABS, MAX, MIN, REAL, SIGN, SQRT
  279. * ..
  280. * .. Executable Statements ..
  281. *
  282. * Test the input parameters.
  283. *
  284. INFO = 0
  285. LOWER = LSAME( UPLO, 'L' )
  286. IF( .NOT.LSAME( UPLO, 'U' ) .AND. .NOT.LOWER ) THEN
  287. INFO = -1
  288. ELSE IF( N.LT.0 ) THEN
  289. INFO = -2
  290. ELSE IF( NCVT.LT.0 ) THEN
  291. INFO = -3
  292. ELSE IF( NRU.LT.0 ) THEN
  293. INFO = -4
  294. ELSE IF( NCC.LT.0 ) THEN
  295. INFO = -5
  296. ELSE IF( ( NCVT.EQ.0 .AND. LDVT.LT.1 ) .OR.
  297. $ ( NCVT.GT.0 .AND. LDVT.LT.MAX( 1, N ) ) ) THEN
  298. INFO = -9
  299. ELSE IF( LDU.LT.MAX( 1, NRU ) ) THEN
  300. INFO = -11
  301. ELSE IF( ( NCC.EQ.0 .AND. LDC.LT.1 ) .OR.
  302. $ ( NCC.GT.0 .AND. LDC.LT.MAX( 1, N ) ) ) THEN
  303. INFO = -13
  304. END IF
  305. IF( INFO.NE.0 ) THEN
  306. CALL XERBLA( 'CBDSQR', -INFO )
  307. RETURN
  308. END IF
  309. IF( N.EQ.0 )
  310. $ RETURN
  311. IF( N.EQ.1 )
  312. $ GO TO 160
  313. *
  314. * ROTATE is true if any singular vectors desired, false otherwise
  315. *
  316. ROTATE = ( NCVT.GT.0 ) .OR. ( NRU.GT.0 ) .OR. ( NCC.GT.0 )
  317. *
  318. * If no singular vectors desired, use qd algorithm
  319. *
  320. IF( .NOT.ROTATE ) THEN
  321. CALL SLASQ1( N, D, E, RWORK, INFO )
  322. *
  323. * If INFO equals 2, dqds didn't finish, try to finish
  324. *
  325. IF( INFO .NE. 2 ) RETURN
  326. INFO = 0
  327. END IF
  328. *
  329. NM1 = N - 1
  330. NM12 = NM1 + NM1
  331. NM13 = NM12 + NM1
  332. IDIR = 0
  333. *
  334. * Get machine constants
  335. *
  336. EPS = SLAMCH( 'Epsilon' )
  337. UNFL = SLAMCH( 'Safe minimum' )
  338. *
  339. * If matrix lower bidiagonal, rotate to be upper bidiagonal
  340. * by applying Givens rotations on the left
  341. *
  342. IF( LOWER ) THEN
  343. DO 10 I = 1, N - 1
  344. CALL SLARTG( D( I ), E( I ), CS, SN, R )
  345. D( I ) = R
  346. E( I ) = SN*D( I+1 )
  347. D( I+1 ) = CS*D( I+1 )
  348. RWORK( I ) = CS
  349. RWORK( NM1+I ) = SN
  350. 10 CONTINUE
  351. *
  352. * Update singular vectors if desired
  353. *
  354. IF( NRU.GT.0 )
  355. $ CALL CLASR( 'R', 'V', 'F', NRU, N, RWORK( 1 ), RWORK( N ),
  356. $ U, LDU )
  357. IF( NCC.GT.0 )
  358. $ CALL CLASR( 'L', 'V', 'F', N, NCC, RWORK( 1 ), RWORK( N ),
  359. $ C, LDC )
  360. END IF
  361. *
  362. * Compute singular values to relative accuracy TOL
  363. * (By setting TOL to be negative, algorithm will compute
  364. * singular values to absolute accuracy ABS(TOL)*norm(input matrix))
  365. *
  366. TOLMUL = MAX( TEN, MIN( HNDRD, EPS**MEIGTH ) )
  367. TOL = TOLMUL*EPS
  368. *
  369. * Compute approximate maximum, minimum singular values
  370. *
  371. SMAX = ZERO
  372. DO 20 I = 1, N
  373. SMAX = MAX( SMAX, ABS( D( I ) ) )
  374. 20 CONTINUE
  375. DO 30 I = 1, N - 1
  376. SMAX = MAX( SMAX, ABS( E( I ) ) )
  377. 30 CONTINUE
  378. SMINL = ZERO
  379. IF( TOL.GE.ZERO ) THEN
  380. *
  381. * Relative accuracy desired
  382. *
  383. SMINOA = ABS( D( 1 ) )
  384. IF( SMINOA.EQ.ZERO )
  385. $ GO TO 50
  386. MU = SMINOA
  387. DO 40 I = 2, N
  388. MU = ABS( D( I ) )*( MU / ( MU+ABS( E( I-1 ) ) ) )
  389. SMINOA = MIN( SMINOA, MU )
  390. IF( SMINOA.EQ.ZERO )
  391. $ GO TO 50
  392. 40 CONTINUE
  393. 50 CONTINUE
  394. SMINOA = SMINOA / SQRT( REAL( N ) )
  395. THRESH = MAX( TOL*SMINOA, MAXITR*N*N*UNFL )
  396. ELSE
  397. *
  398. * Absolute accuracy desired
  399. *
  400. THRESH = MAX( ABS( TOL )*SMAX, MAXITR*N*N*UNFL )
  401. END IF
  402. *
  403. * Prepare for main iteration loop for the singular values
  404. * (MAXIT is the maximum number of passes through the inner
  405. * loop permitted before nonconvergence signalled.)
  406. *
  407. MAXIT = MAXITR*N*N
  408. ITER = 0
  409. OLDLL = -1
  410. OLDM = -1
  411. *
  412. * M points to last element of unconverged part of matrix
  413. *
  414. M = N
  415. *
  416. * Begin main iteration loop
  417. *
  418. 60 CONTINUE
  419. *
  420. * Check for convergence or exceeding iteration count
  421. *
  422. IF( M.LE.1 )
  423. $ GO TO 160
  424. IF( ITER.GT.MAXIT )
  425. $ GO TO 200
  426. *
  427. * Find diagonal block of matrix to work on
  428. *
  429. IF( TOL.LT.ZERO .AND. ABS( D( M ) ).LE.THRESH )
  430. $ D( M ) = ZERO
  431. SMAX = ABS( D( M ) )
  432. SMIN = SMAX
  433. DO 70 LLL = 1, M - 1
  434. LL = M - LLL
  435. ABSS = ABS( D( LL ) )
  436. ABSE = ABS( E( LL ) )
  437. IF( TOL.LT.ZERO .AND. ABSS.LE.THRESH )
  438. $ D( LL ) = ZERO
  439. IF( ABSE.LE.THRESH )
  440. $ GO TO 80
  441. SMIN = MIN( SMIN, ABSS )
  442. SMAX = MAX( SMAX, ABSS, ABSE )
  443. 70 CONTINUE
  444. LL = 0
  445. GO TO 90
  446. 80 CONTINUE
  447. E( LL ) = ZERO
  448. *
  449. * Matrix splits since E(LL) = 0
  450. *
  451. IF( LL.EQ.M-1 ) THEN
  452. *
  453. * Convergence of bottom singular value, return to top of loop
  454. *
  455. M = M - 1
  456. GO TO 60
  457. END IF
  458. 90 CONTINUE
  459. LL = LL + 1
  460. *
  461. * E(LL) through E(M-1) are nonzero, E(LL-1) is zero
  462. *
  463. IF( LL.EQ.M-1 ) THEN
  464. *
  465. * 2 by 2 block, handle separately
  466. *
  467. CALL SLASV2( D( M-1 ), E( M-1 ), D( M ), SIGMN, SIGMX, SINR,
  468. $ COSR, SINL, COSL )
  469. D( M-1 ) = SIGMX
  470. E( M-1 ) = ZERO
  471. D( M ) = SIGMN
  472. *
  473. * Compute singular vectors, if desired
  474. *
  475. IF( NCVT.GT.0 )
  476. $ CALL CSROT( NCVT, VT( M-1, 1 ), LDVT, VT( M, 1 ), LDVT,
  477. $ COSR, SINR )
  478. IF( NRU.GT.0 )
  479. $ CALL CSROT( NRU, U( 1, M-1 ), 1, U( 1, M ), 1, COSL, SINL )
  480. IF( NCC.GT.0 )
  481. $ CALL CSROT( NCC, C( M-1, 1 ), LDC, C( M, 1 ), LDC, COSL,
  482. $ SINL )
  483. M = M - 2
  484. GO TO 60
  485. END IF
  486. *
  487. * If working on new submatrix, choose shift direction
  488. * (from larger end diagonal element towards smaller)
  489. *
  490. IF( LL.GT.OLDM .OR. M.LT.OLDLL ) THEN
  491. IF( ABS( D( LL ) ).GE.ABS( D( M ) ) ) THEN
  492. *
  493. * Chase bulge from top (big end) to bottom (small end)
  494. *
  495. IDIR = 1
  496. ELSE
  497. *
  498. * Chase bulge from bottom (big end) to top (small end)
  499. *
  500. IDIR = 2
  501. END IF
  502. END IF
  503. *
  504. * Apply convergence tests
  505. *
  506. IF( IDIR.EQ.1 ) THEN
  507. *
  508. * Run convergence test in forward direction
  509. * First apply standard test to bottom of matrix
  510. *
  511. IF( ABS( E( M-1 ) ).LE.ABS( TOL )*ABS( D( M ) ) .OR.
  512. $ ( TOL.LT.ZERO .AND. ABS( E( M-1 ) ).LE.THRESH ) ) THEN
  513. E( M-1 ) = ZERO
  514. GO TO 60
  515. END IF
  516. *
  517. IF( TOL.GE.ZERO ) THEN
  518. *
  519. * If relative accuracy desired,
  520. * apply convergence criterion forward
  521. *
  522. MU = ABS( D( LL ) )
  523. SMINL = MU
  524. DO 100 LLL = LL, M - 1
  525. IF( ABS( E( LLL ) ).LE.TOL*MU ) THEN
  526. E( LLL ) = ZERO
  527. GO TO 60
  528. END IF
  529. MU = ABS( D( LLL+1 ) )*( MU / ( MU+ABS( E( LLL ) ) ) )
  530. SMINL = MIN( SMINL, MU )
  531. 100 CONTINUE
  532. END IF
  533. *
  534. ELSE
  535. *
  536. * Run convergence test in backward direction
  537. * First apply standard test to top of matrix
  538. *
  539. IF( ABS( E( LL ) ).LE.ABS( TOL )*ABS( D( LL ) ) .OR.
  540. $ ( TOL.LT.ZERO .AND. ABS( E( LL ) ).LE.THRESH ) ) THEN
  541. E( LL ) = ZERO
  542. GO TO 60
  543. END IF
  544. *
  545. IF( TOL.GE.ZERO ) THEN
  546. *
  547. * If relative accuracy desired,
  548. * apply convergence criterion backward
  549. *
  550. MU = ABS( D( M ) )
  551. SMINL = MU
  552. DO 110 LLL = M - 1, LL, -1
  553. IF( ABS( E( LLL ) ).LE.TOL*MU ) THEN
  554. E( LLL ) = ZERO
  555. GO TO 60
  556. END IF
  557. MU = ABS( D( LLL ) )*( MU / ( MU+ABS( E( LLL ) ) ) )
  558. SMINL = MIN( SMINL, MU )
  559. 110 CONTINUE
  560. END IF
  561. END IF
  562. OLDLL = LL
  563. OLDM = M
  564. *
  565. * Compute shift. First, test if shifting would ruin relative
  566. * accuracy, and if so set the shift to zero.
  567. *
  568. IF( TOL.GE.ZERO .AND. N*TOL*( SMINL / SMAX ).LE.
  569. $ MAX( EPS, HNDRTH*TOL ) ) THEN
  570. *
  571. * Use a zero shift to avoid loss of relative accuracy
  572. *
  573. SHIFT = ZERO
  574. ELSE
  575. *
  576. * Compute the shift from 2-by-2 block at end of matrix
  577. *
  578. IF( IDIR.EQ.1 ) THEN
  579. SLL = ABS( D( LL ) )
  580. CALL SLAS2( D( M-1 ), E( M-1 ), D( M ), SHIFT, R )
  581. ELSE
  582. SLL = ABS( D( M ) )
  583. CALL SLAS2( D( LL ), E( LL ), D( LL+1 ), SHIFT, R )
  584. END IF
  585. *
  586. * Test if shift negligible, and if so set to zero
  587. *
  588. IF( SLL.GT.ZERO ) THEN
  589. IF( ( SHIFT / SLL )**2.LT.EPS )
  590. $ SHIFT = ZERO
  591. END IF
  592. END IF
  593. *
  594. * Increment iteration count
  595. *
  596. ITER = ITER + M - LL
  597. *
  598. * If SHIFT = 0, do simplified QR iteration
  599. *
  600. IF( SHIFT.EQ.ZERO ) THEN
  601. IF( IDIR.EQ.1 ) THEN
  602. *
  603. * Chase bulge from top to bottom
  604. * Save cosines and sines for later singular vector updates
  605. *
  606. CS = ONE
  607. OLDCS = ONE
  608. DO 120 I = LL, M - 1
  609. CALL SLARTG( D( I )*CS, E( I ), CS, SN, R )
  610. IF( I.GT.LL )
  611. $ E( I-1 ) = OLDSN*R
  612. CALL SLARTG( OLDCS*R, D( I+1 )*SN, OLDCS, OLDSN, D( I ) )
  613. RWORK( I-LL+1 ) = CS
  614. RWORK( I-LL+1+NM1 ) = SN
  615. RWORK( I-LL+1+NM12 ) = OLDCS
  616. RWORK( I-LL+1+NM13 ) = OLDSN
  617. 120 CONTINUE
  618. H = D( M )*CS
  619. D( M ) = H*OLDCS
  620. E( M-1 ) = H*OLDSN
  621. *
  622. * Update singular vectors
  623. *
  624. IF( NCVT.GT.0 )
  625. $ CALL CLASR( 'L', 'V', 'F', M-LL+1, NCVT, RWORK( 1 ),
  626. $ RWORK( N ), VT( LL, 1 ), LDVT )
  627. IF( NRU.GT.0 )
  628. $ CALL CLASR( 'R', 'V', 'F', NRU, M-LL+1, RWORK( NM12+1 ),
  629. $ RWORK( NM13+1 ), U( 1, LL ), LDU )
  630. IF( NCC.GT.0 )
  631. $ CALL CLASR( 'L', 'V', 'F', M-LL+1, NCC, RWORK( NM12+1 ),
  632. $ RWORK( NM13+1 ), C( LL, 1 ), LDC )
  633. *
  634. * Test convergence
  635. *
  636. IF( ABS( E( M-1 ) ).LE.THRESH )
  637. $ E( M-1 ) = ZERO
  638. *
  639. ELSE
  640. *
  641. * Chase bulge from bottom to top
  642. * Save cosines and sines for later singular vector updates
  643. *
  644. CS = ONE
  645. OLDCS = ONE
  646. DO 130 I = M, LL + 1, -1
  647. CALL SLARTG( D( I )*CS, E( I-1 ), CS, SN, R )
  648. IF( I.LT.M )
  649. $ E( I ) = OLDSN*R
  650. CALL SLARTG( OLDCS*R, D( I-1 )*SN, OLDCS, OLDSN, D( I ) )
  651. RWORK( I-LL ) = CS
  652. RWORK( I-LL+NM1 ) = -SN
  653. RWORK( I-LL+NM12 ) = OLDCS
  654. RWORK( I-LL+NM13 ) = -OLDSN
  655. 130 CONTINUE
  656. H = D( LL )*CS
  657. D( LL ) = H*OLDCS
  658. E( LL ) = H*OLDSN
  659. *
  660. * Update singular vectors
  661. *
  662. IF( NCVT.GT.0 )
  663. $ CALL CLASR( 'L', 'V', 'B', M-LL+1, NCVT, RWORK( NM12+1 ),
  664. $ RWORK( NM13+1 ), VT( LL, 1 ), LDVT )
  665. IF( NRU.GT.0 )
  666. $ CALL CLASR( 'R', 'V', 'B', NRU, M-LL+1, RWORK( 1 ),
  667. $ RWORK( N ), U( 1, LL ), LDU )
  668. IF( NCC.GT.0 )
  669. $ CALL CLASR( 'L', 'V', 'B', M-LL+1, NCC, RWORK( 1 ),
  670. $ RWORK( N ), C( LL, 1 ), LDC )
  671. *
  672. * Test convergence
  673. *
  674. IF( ABS( E( LL ) ).LE.THRESH )
  675. $ E( LL ) = ZERO
  676. END IF
  677. ELSE
  678. *
  679. * Use nonzero shift
  680. *
  681. IF( IDIR.EQ.1 ) THEN
  682. *
  683. * Chase bulge from top to bottom
  684. * Save cosines and sines for later singular vector updates
  685. *
  686. F = ( ABS( D( LL ) )-SHIFT )*
  687. $ ( SIGN( ONE, D( LL ) )+SHIFT / D( LL ) )
  688. G = E( LL )
  689. DO 140 I = LL, M - 1
  690. CALL SLARTG( F, G, COSR, SINR, R )
  691. IF( I.GT.LL )
  692. $ E( I-1 ) = R
  693. F = COSR*D( I ) + SINR*E( I )
  694. E( I ) = COSR*E( I ) - SINR*D( I )
  695. G = SINR*D( I+1 )
  696. D( I+1 ) = COSR*D( I+1 )
  697. CALL SLARTG( F, G, COSL, SINL, R )
  698. D( I ) = R
  699. F = COSL*E( I ) + SINL*D( I+1 )
  700. D( I+1 ) = COSL*D( I+1 ) - SINL*E( I )
  701. IF( I.LT.M-1 ) THEN
  702. G = SINL*E( I+1 )
  703. E( I+1 ) = COSL*E( I+1 )
  704. END IF
  705. RWORK( I-LL+1 ) = COSR
  706. RWORK( I-LL+1+NM1 ) = SINR
  707. RWORK( I-LL+1+NM12 ) = COSL
  708. RWORK( I-LL+1+NM13 ) = SINL
  709. 140 CONTINUE
  710. E( M-1 ) = F
  711. *
  712. * Update singular vectors
  713. *
  714. IF( NCVT.GT.0 )
  715. $ CALL CLASR( 'L', 'V', 'F', M-LL+1, NCVT, RWORK( 1 ),
  716. $ RWORK( N ), VT( LL, 1 ), LDVT )
  717. IF( NRU.GT.0 )
  718. $ CALL CLASR( 'R', 'V', 'F', NRU, M-LL+1, RWORK( NM12+1 ),
  719. $ RWORK( NM13+1 ), U( 1, LL ), LDU )
  720. IF( NCC.GT.0 )
  721. $ CALL CLASR( 'L', 'V', 'F', M-LL+1, NCC, RWORK( NM12+1 ),
  722. $ RWORK( NM13+1 ), C( LL, 1 ), LDC )
  723. *
  724. * Test convergence
  725. *
  726. IF( ABS( E( M-1 ) ).LE.THRESH )
  727. $ E( M-1 ) = ZERO
  728. *
  729. ELSE
  730. *
  731. * Chase bulge from bottom to top
  732. * Save cosines and sines for later singular vector updates
  733. *
  734. F = ( ABS( D( M ) )-SHIFT )*( SIGN( ONE, D( M ) )+SHIFT /
  735. $ D( M ) )
  736. G = E( M-1 )
  737. DO 150 I = M, LL + 1, -1
  738. CALL SLARTG( F, G, COSR, SINR, R )
  739. IF( I.LT.M )
  740. $ E( I ) = R
  741. F = COSR*D( I ) + SINR*E( I-1 )
  742. E( I-1 ) = COSR*E( I-1 ) - SINR*D( I )
  743. G = SINR*D( I-1 )
  744. D( I-1 ) = COSR*D( I-1 )
  745. CALL SLARTG( F, G, COSL, SINL, R )
  746. D( I ) = R
  747. F = COSL*E( I-1 ) + SINL*D( I-1 )
  748. D( I-1 ) = COSL*D( I-1 ) - SINL*E( I-1 )
  749. IF( I.GT.LL+1 ) THEN
  750. G = SINL*E( I-2 )
  751. E( I-2 ) = COSL*E( I-2 )
  752. END IF
  753. RWORK( I-LL ) = COSR
  754. RWORK( I-LL+NM1 ) = -SINR
  755. RWORK( I-LL+NM12 ) = COSL
  756. RWORK( I-LL+NM13 ) = -SINL
  757. 150 CONTINUE
  758. E( LL ) = F
  759. *
  760. * Test convergence
  761. *
  762. IF( ABS( E( LL ) ).LE.THRESH )
  763. $ E( LL ) = ZERO
  764. *
  765. * Update singular vectors if desired
  766. *
  767. IF( NCVT.GT.0 )
  768. $ CALL CLASR( 'L', 'V', 'B', M-LL+1, NCVT, RWORK( NM12+1 ),
  769. $ RWORK( NM13+1 ), VT( LL, 1 ), LDVT )
  770. IF( NRU.GT.0 )
  771. $ CALL CLASR( 'R', 'V', 'B', NRU, M-LL+1, RWORK( 1 ),
  772. $ RWORK( N ), U( 1, LL ), LDU )
  773. IF( NCC.GT.0 )
  774. $ CALL CLASR( 'L', 'V', 'B', M-LL+1, NCC, RWORK( 1 ),
  775. $ RWORK( N ), C( LL, 1 ), LDC )
  776. END IF
  777. END IF
  778. *
  779. * QR iteration finished, go back and check convergence
  780. *
  781. GO TO 60
  782. *
  783. * All singular values converged, so make them positive
  784. *
  785. 160 CONTINUE
  786. DO 170 I = 1, N
  787. IF( D( I ).LT.ZERO ) THEN
  788. D( I ) = -D( I )
  789. *
  790. * Change sign of singular vectors, if desired
  791. *
  792. IF( NCVT.GT.0 )
  793. $ CALL CSSCAL( NCVT, NEGONE, VT( I, 1 ), LDVT )
  794. END IF
  795. 170 CONTINUE
  796. *
  797. * Sort the singular values into decreasing order (insertion sort on
  798. * singular values, but only one transposition per singular vector)
  799. *
  800. DO 190 I = 1, N - 1
  801. *
  802. * Scan for smallest D(I)
  803. *
  804. ISUB = 1
  805. SMIN = D( 1 )
  806. DO 180 J = 2, N + 1 - I
  807. IF( D( J ).LE.SMIN ) THEN
  808. ISUB = J
  809. SMIN = D( J )
  810. END IF
  811. 180 CONTINUE
  812. IF( ISUB.NE.N+1-I ) THEN
  813. *
  814. * Swap singular values and vectors
  815. *
  816. D( ISUB ) = D( N+1-I )
  817. D( N+1-I ) = SMIN
  818. IF( NCVT.GT.0 )
  819. $ CALL CSWAP( NCVT, VT( ISUB, 1 ), LDVT, VT( N+1-I, 1 ),
  820. $ LDVT )
  821. IF( NRU.GT.0 )
  822. $ CALL CSWAP( NRU, U( 1, ISUB ), 1, U( 1, N+1-I ), 1 )
  823. IF( NCC.GT.0 )
  824. $ CALL CSWAP( NCC, C( ISUB, 1 ), LDC, C( N+1-I, 1 ), LDC )
  825. END IF
  826. 190 CONTINUE
  827. GO TO 220
  828. *
  829. * Maximum number of iterations exceeded, failure to converge
  830. *
  831. 200 CONTINUE
  832. INFO = 0
  833. DO 210 I = 1, N - 1
  834. IF( E( I ).NE.ZERO )
  835. $ INFO = INFO + 1
  836. 210 CONTINUE
  837. 220 CONTINUE
  838. RETURN
  839. *
  840. * End of CBDSQR
  841. *
  842. END