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sgsvj1.f 31 kB

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  1. *> \brief \b SGSVJ1 pre-processor for the routine sgesvj, applies Jacobi rotations targeting only particular pivots.
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download SGSVJ1 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sgsvj1.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sgsvj1.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sgsvj1.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SGSVJ1( JOBV, M, N, N1, A, LDA, D, SVA, MV, V, LDV,
  22. * EPS, SFMIN, TOL, NSWEEP, WORK, LWORK, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * REAL EPS, SFMIN, TOL
  26. * INTEGER INFO, LDA, LDV, LWORK, M, MV, N, N1, NSWEEP
  27. * CHARACTER*1 JOBV
  28. * ..
  29. * .. Array Arguments ..
  30. * REAL A( LDA, * ), D( N ), SVA( N ), V( LDV, * ),
  31. * $ WORK( LWORK )
  32. * ..
  33. *
  34. *
  35. *> \par Purpose:
  36. * =============
  37. *>
  38. *> \verbatim
  39. *>
  40. *> SGSVJ1 is called from SGESVJ as a pre-processor and that is its main
  41. *> purpose. It applies Jacobi rotations in the same way as SGESVJ does, but
  42. *> it targets only particular pivots and it does not check convergence
  43. *> (stopping criterion). Few tunning parameters (marked by [TP]) are
  44. *> available for the implementer.
  45. *>
  46. *> Further Details
  47. *> ~~~~~~~~~~~~~~~
  48. *> SGSVJ1 applies few sweeps of Jacobi rotations in the column space of
  49. *> the input M-by-N matrix A. The pivot pairs are taken from the (1,2)
  50. *> off-diagonal block in the corresponding N-by-N Gram matrix A^T * A. The
  51. *> block-entries (tiles) of the (1,2) off-diagonal block are marked by the
  52. *> [x]'s in the following scheme:
  53. *>
  54. *> | * * * [x] [x] [x]|
  55. *> | * * * [x] [x] [x]| Row-cycling in the nblr-by-nblc [x] blocks.
  56. *> | * * * [x] [x] [x]| Row-cyclic pivoting inside each [x] block.
  57. *> |[x] [x] [x] * * * |
  58. *> |[x] [x] [x] * * * |
  59. *> |[x] [x] [x] * * * |
  60. *>
  61. *> In terms of the columns of A, the first N1 columns are rotated 'against'
  62. *> the remaining N-N1 columns, trying to increase the angle between the
  63. *> corresponding subspaces. The off-diagonal block is N1-by(N-N1) and it is
  64. *> tiled using quadratic tiles of side KBL. Here, KBL is a tunning parmeter.
  65. *> The number of sweeps is given in NSWEEP and the orthogonality threshold
  66. *> is given in TOL.
  67. *> \endverbatim
  68. *
  69. * Arguments:
  70. * ==========
  71. *
  72. *> \param[in] JOBV
  73. *> \verbatim
  74. *> JOBV is CHARACTER*1
  75. *> Specifies whether the output from this procedure is used
  76. *> to compute the matrix V:
  77. *> = 'V': the product of the Jacobi rotations is accumulated
  78. *> by postmulyiplying the N-by-N array V.
  79. *> (See the description of V.)
  80. *> = 'A': the product of the Jacobi rotations is accumulated
  81. *> by postmulyiplying the MV-by-N array V.
  82. *> (See the descriptions of MV and V.)
  83. *> = 'N': the Jacobi rotations are not accumulated.
  84. *> \endverbatim
  85. *>
  86. *> \param[in] M
  87. *> \verbatim
  88. *> M is INTEGER
  89. *> The number of rows of the input matrix A. M >= 0.
  90. *> \endverbatim
  91. *>
  92. *> \param[in] N
  93. *> \verbatim
  94. *> N is INTEGER
  95. *> The number of columns of the input matrix A.
  96. *> M >= N >= 0.
  97. *> \endverbatim
  98. *>
  99. *> \param[in] N1
  100. *> \verbatim
  101. *> N1 is INTEGER
  102. *> N1 specifies the 2 x 2 block partition, the first N1 columns are
  103. *> rotated 'against' the remaining N-N1 columns of A.
  104. *> \endverbatim
  105. *>
  106. *> \param[in,out] A
  107. *> \verbatim
  108. *> A is REAL array, dimension (LDA,N)
  109. *> On entry, M-by-N matrix A, such that A*diag(D) represents
  110. *> the input matrix.
  111. *> On exit,
  112. *> A_onexit * D_onexit represents the input matrix A*diag(D)
  113. *> post-multiplied by a sequence of Jacobi rotations, where the
  114. *> rotation threshold and the total number of sweeps are given in
  115. *> TOL and NSWEEP, respectively.
  116. *> (See the descriptions of N1, D, TOL and NSWEEP.)
  117. *> \endverbatim
  118. *>
  119. *> \param[in] LDA
  120. *> \verbatim
  121. *> LDA is INTEGER
  122. *> The leading dimension of the array A. LDA >= max(1,M).
  123. *> \endverbatim
  124. *>
  125. *> \param[in,out] D
  126. *> \verbatim
  127. *> D is REAL array, dimension (N)
  128. *> The array D accumulates the scaling factors from the fast scaled
  129. *> Jacobi rotations.
  130. *> On entry, A*diag(D) represents the input matrix.
  131. *> On exit, A_onexit*diag(D_onexit) represents the input matrix
  132. *> post-multiplied by a sequence of Jacobi rotations, where the
  133. *> rotation threshold and the total number of sweeps are given in
  134. *> TOL and NSWEEP, respectively.
  135. *> (See the descriptions of N1, A, TOL and NSWEEP.)
  136. *> \endverbatim
  137. *>
  138. *> \param[in,out] SVA
  139. *> \verbatim
  140. *> SVA is REAL array, dimension (N)
  141. *> On entry, SVA contains the Euclidean norms of the columns of
  142. *> the matrix A*diag(D).
  143. *> On exit, SVA contains the Euclidean norms of the columns of
  144. *> the matrix onexit*diag(D_onexit).
  145. *> \endverbatim
  146. *>
  147. *> \param[in] MV
  148. *> \verbatim
  149. *> MV is INTEGER
  150. *> If JOBV .EQ. 'A', then MV rows of V are post-multipled by a
  151. *> sequence of Jacobi rotations.
  152. *> If JOBV = 'N', then MV is not referenced.
  153. *> \endverbatim
  154. *>
  155. *> \param[in,out] V
  156. *> \verbatim
  157. *> V is REAL array, dimension (LDV,N)
  158. *> If JOBV .EQ. 'V' then N rows of V are post-multipled by a
  159. *> sequence of Jacobi rotations.
  160. *> If JOBV .EQ. 'A' then MV rows of V are post-multipled by a
  161. *> sequence of Jacobi rotations.
  162. *> If JOBV = 'N', then V is not referenced.
  163. *> \endverbatim
  164. *>
  165. *> \param[in] LDV
  166. *> \verbatim
  167. *> LDV is INTEGER
  168. *> The leading dimension of the array V, LDV >= 1.
  169. *> If JOBV = 'V', LDV .GE. N.
  170. *> If JOBV = 'A', LDV .GE. MV.
  171. *> \endverbatim
  172. *>
  173. *> \param[in] EPS
  174. *> \verbatim
  175. *> EPS is REAL
  176. *> EPS = SLAMCH('Epsilon')
  177. *> \endverbatim
  178. *>
  179. *> \param[in] SFMIN
  180. *> \verbatim
  181. *> SFMIN is REAL
  182. *> SFMIN = SLAMCH('Safe Minimum')
  183. *> \endverbatim
  184. *>
  185. *> \param[in] TOL
  186. *> \verbatim
  187. *> TOL is REAL
  188. *> TOL is the threshold for Jacobi rotations. For a pair
  189. *> A(:,p), A(:,q) of pivot columns, the Jacobi rotation is
  190. *> applied only if ABS(COS(angle(A(:,p),A(:,q)))) .GT. TOL.
  191. *> \endverbatim
  192. *>
  193. *> \param[in] NSWEEP
  194. *> \verbatim
  195. *> NSWEEP is INTEGER
  196. *> NSWEEP is the number of sweeps of Jacobi rotations to be
  197. *> performed.
  198. *> \endverbatim
  199. *>
  200. *> \param[out] WORK
  201. *> \verbatim
  202. *> WORK is REAL array, dimension (LWORK)
  203. *> \endverbatim
  204. *>
  205. *> \param[in] LWORK
  206. *> \verbatim
  207. *> LWORK is INTEGER
  208. *> LWORK is the dimension of WORK. LWORK .GE. M.
  209. *> \endverbatim
  210. *>
  211. *> \param[out] INFO
  212. *> \verbatim
  213. *> INFO is INTEGER
  214. *> = 0 : successful exit.
  215. *> < 0 : if INFO = -i, then the i-th argument had an illegal value
  216. *> \endverbatim
  217. *
  218. * Authors:
  219. * ========
  220. *
  221. *> \author Univ. of Tennessee
  222. *> \author Univ. of California Berkeley
  223. *> \author Univ. of Colorado Denver
  224. *> \author NAG Ltd.
  225. *
  226. *> \date November 2017
  227. *
  228. *> \ingroup realOTHERcomputational
  229. *
  230. *> \par Contributors:
  231. * ==================
  232. *>
  233. *> Zlatko Drmac (Zagreb, Croatia) and Kresimir Veselic (Hagen, Germany)
  234. *
  235. * =====================================================================
  236. SUBROUTINE SGSVJ1( JOBV, M, N, N1, A, LDA, D, SVA, MV, V, LDV,
  237. $ EPS, SFMIN, TOL, NSWEEP, WORK, LWORK, INFO )
  238. *
  239. * -- LAPACK computational routine (version 3.8.0) --
  240. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  241. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  242. * November 2017
  243. *
  244. * .. Scalar Arguments ..
  245. REAL EPS, SFMIN, TOL
  246. INTEGER INFO, LDA, LDV, LWORK, M, MV, N, N1, NSWEEP
  247. CHARACTER*1 JOBV
  248. * ..
  249. * .. Array Arguments ..
  250. REAL A( LDA, * ), D( N ), SVA( N ), V( LDV, * ),
  251. $ WORK( LWORK )
  252. * ..
  253. *
  254. * =====================================================================
  255. *
  256. * .. Local Parameters ..
  257. REAL ZERO, HALF, ONE
  258. PARAMETER ( ZERO = 0.0E0, HALF = 0.5E0, ONE = 1.0E0)
  259. * ..
  260. * .. Local Scalars ..
  261. REAL AAPP, AAPP0, AAPQ, AAQQ, APOAQ, AQOAP, BIG,
  262. $ BIGTHETA, CS, LARGE, MXAAPQ, MXSINJ, ROOTBIG,
  263. $ ROOTEPS, ROOTSFMIN, ROOTTOL, SMALL, SN, T,
  264. $ TEMP1, THETA, THSIGN
  265. INTEGER BLSKIP, EMPTSW, i, ibr, igl, IERR, IJBLSK,
  266. $ ISWROT, jbc, jgl, KBL, MVL, NOTROT, nblc, nblr,
  267. $ p, PSKIPPED, q, ROWSKIP, SWBAND
  268. LOGICAL APPLV, ROTOK, RSVEC
  269. * ..
  270. * .. Local Arrays ..
  271. REAL FASTR( 5 )
  272. * ..
  273. * .. Intrinsic Functions ..
  274. INTRINSIC ABS, MAX, FLOAT, MIN, SIGN, SQRT
  275. * ..
  276. * .. External Functions ..
  277. REAL SDOT, SNRM2
  278. INTEGER ISAMAX
  279. LOGICAL LSAME
  280. EXTERNAL ISAMAX, LSAME, SDOT, SNRM2
  281. * ..
  282. * .. External Subroutines ..
  283. EXTERNAL SAXPY, SCOPY, SLASCL, SLASSQ, SROTM, SSWAP,
  284. $ XERBLA
  285. * ..
  286. * .. Executable Statements ..
  287. *
  288. * Test the input parameters.
  289. *
  290. APPLV = LSAME( JOBV, 'A' )
  291. RSVEC = LSAME( JOBV, 'V' )
  292. IF( .NOT.( RSVEC .OR. APPLV .OR. LSAME( JOBV, 'N' ) ) ) THEN
  293. INFO = -1
  294. ELSE IF( M.LT.0 ) THEN
  295. INFO = -2
  296. ELSE IF( ( N.LT.0 ) .OR. ( N.GT.M ) ) THEN
  297. INFO = -3
  298. ELSE IF( N1.LT.0 ) THEN
  299. INFO = -4
  300. ELSE IF( LDA.LT.M ) THEN
  301. INFO = -6
  302. ELSE IF( ( RSVEC.OR.APPLV ) .AND. ( MV.LT.0 ) ) THEN
  303. INFO = -9
  304. ELSE IF( ( RSVEC.AND.( LDV.LT.N ) ).OR.
  305. $ ( APPLV.AND.( LDV.LT.MV ) ) ) THEN
  306. INFO = -11
  307. ELSE IF( TOL.LE.EPS ) THEN
  308. INFO = -14
  309. ELSE IF( NSWEEP.LT.0 ) THEN
  310. INFO = -15
  311. ELSE IF( LWORK.LT.M ) THEN
  312. INFO = -17
  313. ELSE
  314. INFO = 0
  315. END IF
  316. *
  317. * #:(
  318. IF( INFO.NE.0 ) THEN
  319. CALL XERBLA( 'SGSVJ1', -INFO )
  320. RETURN
  321. END IF
  322. *
  323. IF( RSVEC ) THEN
  324. MVL = N
  325. ELSE IF( APPLV ) THEN
  326. MVL = MV
  327. END IF
  328. RSVEC = RSVEC .OR. APPLV
  329. ROOTEPS = SQRT( EPS )
  330. ROOTSFMIN = SQRT( SFMIN )
  331. SMALL = SFMIN / EPS
  332. BIG = ONE / SFMIN
  333. ROOTBIG = ONE / ROOTSFMIN
  334. LARGE = BIG / SQRT( FLOAT( M*N ) )
  335. BIGTHETA = ONE / ROOTEPS
  336. ROOTTOL = SQRT( TOL )
  337. *
  338. * .. Initialize the right singular vector matrix ..
  339. *
  340. * RSVEC = LSAME( JOBV, 'Y' )
  341. *
  342. EMPTSW = N1*( N-N1 )
  343. NOTROT = 0
  344. FASTR( 1 ) = ZERO
  345. *
  346. * .. Row-cyclic pivot strategy with de Rijk's pivoting ..
  347. *
  348. KBL = MIN( 8, N )
  349. NBLR = N1 / KBL
  350. IF( ( NBLR*KBL ).NE.N1 )NBLR = NBLR + 1
  351. * .. the tiling is nblr-by-nblc [tiles]
  352. NBLC = ( N-N1 ) / KBL
  353. IF( ( NBLC*KBL ).NE.( N-N1 ) )NBLC = NBLC + 1
  354. BLSKIP = ( KBL**2 ) + 1
  355. *[TP] BLKSKIP is a tuning parameter that depends on SWBAND and KBL.
  356. ROWSKIP = MIN( 5, KBL )
  357. *[TP] ROWSKIP is a tuning parameter.
  358. SWBAND = 0
  359. *[TP] SWBAND is a tuning parameter. It is meaningful and effective
  360. * if SGESVJ is used as a computational routine in the preconditioned
  361. * Jacobi SVD algorithm SGESVJ.
  362. *
  363. *
  364. * | * * * [x] [x] [x]|
  365. * | * * * [x] [x] [x]| Row-cycling in the nblr-by-nblc [x] blocks.
  366. * | * * * [x] [x] [x]| Row-cyclic pivoting inside each [x] block.
  367. * |[x] [x] [x] * * * |
  368. * |[x] [x] [x] * * * |
  369. * |[x] [x] [x] * * * |
  370. *
  371. *
  372. DO 1993 i = 1, NSWEEP
  373. * .. go go go ...
  374. *
  375. MXAAPQ = ZERO
  376. MXSINJ = ZERO
  377. ISWROT = 0
  378. *
  379. NOTROT = 0
  380. PSKIPPED = 0
  381. *
  382. DO 2000 ibr = 1, NBLR
  383. igl = ( ibr-1 )*KBL + 1
  384. *
  385. *
  386. *........................................................
  387. * ... go to the off diagonal blocks
  388. igl = ( ibr-1 )*KBL + 1
  389. DO 2010 jbc = 1, NBLC
  390. jgl = N1 + ( jbc-1 )*KBL + 1
  391. * doing the block at ( ibr, jbc )
  392. IJBLSK = 0
  393. DO 2100 p = igl, MIN( igl+KBL-1, N1 )
  394. AAPP = SVA( p )
  395. IF( AAPP.GT.ZERO ) THEN
  396. PSKIPPED = 0
  397. DO 2200 q = jgl, MIN( jgl+KBL-1, N )
  398. *
  399. AAQQ = SVA( q )
  400. IF( AAQQ.GT.ZERO ) THEN
  401. AAPP0 = AAPP
  402. *
  403. * .. M x 2 Jacobi SVD ..
  404. *
  405. * .. Safe Gram matrix computation ..
  406. *
  407. IF( AAQQ.GE.ONE ) THEN
  408. IF( AAPP.GE.AAQQ ) THEN
  409. ROTOK = ( SMALL*AAPP ).LE.AAQQ
  410. ELSE
  411. ROTOK = ( SMALL*AAQQ ).LE.AAPP
  412. END IF
  413. IF( AAPP.LT.( BIG / AAQQ ) ) THEN
  414. AAPQ = ( SDOT( M, A( 1, p ), 1, A( 1,
  415. $ q ), 1 )*D( p )*D( q ) / AAQQ )
  416. $ / AAPP
  417. ELSE
  418. CALL SCOPY( M, A( 1, p ), 1, WORK, 1 )
  419. CALL SLASCL( 'G', 0, 0, AAPP, D( p ),
  420. $ M, 1, WORK, LDA, IERR )
  421. AAPQ = SDOT( M, WORK, 1, A( 1, q ),
  422. $ 1 )*D( q ) / AAQQ
  423. END IF
  424. ELSE
  425. IF( AAPP.GE.AAQQ ) THEN
  426. ROTOK = AAPP.LE.( AAQQ / SMALL )
  427. ELSE
  428. ROTOK = AAQQ.LE.( AAPP / SMALL )
  429. END IF
  430. IF( AAPP.GT.( SMALL / AAQQ ) ) THEN
  431. AAPQ = ( SDOT( M, A( 1, p ), 1, A( 1,
  432. $ q ), 1 )*D( p )*D( q ) / AAQQ )
  433. $ / AAPP
  434. ELSE
  435. CALL SCOPY( M, A( 1, q ), 1, WORK, 1 )
  436. CALL SLASCL( 'G', 0, 0, AAQQ, D( q ),
  437. $ M, 1, WORK, LDA, IERR )
  438. AAPQ = SDOT( M, WORK, 1, A( 1, p ),
  439. $ 1 )*D( p ) / AAPP
  440. END IF
  441. END IF
  442. MXAAPQ = MAX( MXAAPQ, ABS( AAPQ ) )
  443. * TO rotate or NOT to rotate, THAT is the question ...
  444. *
  445. IF( ABS( AAPQ ).GT.TOL ) THEN
  446. NOTROT = 0
  447. * ROTATED = ROTATED + 1
  448. PSKIPPED = 0
  449. ISWROT = ISWROT + 1
  450. *
  451. IF( ROTOK ) THEN
  452. *
  453. AQOAP = AAQQ / AAPP
  454. APOAQ = AAPP / AAQQ
  455. THETA = -HALF*ABS( AQOAP-APOAQ ) / AAPQ
  456. IF( AAQQ.GT.AAPP0 )THETA = -THETA
  457. IF( ABS( THETA ).GT.BIGTHETA ) THEN
  458. T = HALF / THETA
  459. FASTR( 3 ) = T*D( p ) / D( q )
  460. FASTR( 4 ) = -T*D( q ) / D( p )
  461. CALL SROTM( M, A( 1, p ), 1,
  462. $ A( 1, q ), 1, FASTR )
  463. IF( RSVEC )CALL SROTM( MVL,
  464. $ V( 1, p ), 1,
  465. $ V( 1, q ), 1,
  466. $ FASTR )
  467. SVA( q ) = AAQQ*SQRT( MAX( ZERO,
  468. $ ONE+T*APOAQ*AAPQ ) )
  469. AAPP = AAPP*SQRT( MAX( ZERO,
  470. $ ONE-T*AQOAP*AAPQ ) )
  471. MXSINJ = MAX( MXSINJ, ABS( T ) )
  472. ELSE
  473. *
  474. * .. choose correct signum for THETA and rotate
  475. *
  476. THSIGN = -SIGN( ONE, AAPQ )
  477. IF( AAQQ.GT.AAPP0 )THSIGN = -THSIGN
  478. T = ONE / ( THETA+THSIGN*
  479. $ SQRT( ONE+THETA*THETA ) )
  480. CS = SQRT( ONE / ( ONE+T*T ) )
  481. SN = T*CS
  482. MXSINJ = MAX( MXSINJ, ABS( SN ) )
  483. SVA( q ) = AAQQ*SQRT( MAX( ZERO,
  484. $ ONE+T*APOAQ*AAPQ ) )
  485. AAPP = AAPP*SQRT( MAX( ZERO,
  486. $ ONE-T*AQOAP*AAPQ ) )
  487. APOAQ = D( p ) / D( q )
  488. AQOAP = D( q ) / D( p )
  489. IF( D( p ).GE.ONE ) THEN
  490. *
  491. IF( D( q ).GE.ONE ) THEN
  492. FASTR( 3 ) = T*APOAQ
  493. FASTR( 4 ) = -T*AQOAP
  494. D( p ) = D( p )*CS
  495. D( q ) = D( q )*CS
  496. CALL SROTM( M, A( 1, p ), 1,
  497. $ A( 1, q ), 1,
  498. $ FASTR )
  499. IF( RSVEC )CALL SROTM( MVL,
  500. $ V( 1, p ), 1, V( 1, q ),
  501. $ 1, FASTR )
  502. ELSE
  503. CALL SAXPY( M, -T*AQOAP,
  504. $ A( 1, q ), 1,
  505. $ A( 1, p ), 1 )
  506. CALL SAXPY( M, CS*SN*APOAQ,
  507. $ A( 1, p ), 1,
  508. $ A( 1, q ), 1 )
  509. IF( RSVEC ) THEN
  510. CALL SAXPY( MVL, -T*AQOAP,
  511. $ V( 1, q ), 1,
  512. $ V( 1, p ), 1 )
  513. CALL SAXPY( MVL,
  514. $ CS*SN*APOAQ,
  515. $ V( 1, p ), 1,
  516. $ V( 1, q ), 1 )
  517. END IF
  518. D( p ) = D( p )*CS
  519. D( q ) = D( q ) / CS
  520. END IF
  521. ELSE
  522. IF( D( q ).GE.ONE ) THEN
  523. CALL SAXPY( M, T*APOAQ,
  524. $ A( 1, p ), 1,
  525. $ A( 1, q ), 1 )
  526. CALL SAXPY( M, -CS*SN*AQOAP,
  527. $ A( 1, q ), 1,
  528. $ A( 1, p ), 1 )
  529. IF( RSVEC ) THEN
  530. CALL SAXPY( MVL, T*APOAQ,
  531. $ V( 1, p ), 1,
  532. $ V( 1, q ), 1 )
  533. CALL SAXPY( MVL,
  534. $ -CS*SN*AQOAP,
  535. $ V( 1, q ), 1,
  536. $ V( 1, p ), 1 )
  537. END IF
  538. D( p ) = D( p ) / CS
  539. D( q ) = D( q )*CS
  540. ELSE
  541. IF( D( p ).GE.D( q ) ) THEN
  542. CALL SAXPY( M, -T*AQOAP,
  543. $ A( 1, q ), 1,
  544. $ A( 1, p ), 1 )
  545. CALL SAXPY( M, CS*SN*APOAQ,
  546. $ A( 1, p ), 1,
  547. $ A( 1, q ), 1 )
  548. D( p ) = D( p )*CS
  549. D( q ) = D( q ) / CS
  550. IF( RSVEC ) THEN
  551. CALL SAXPY( MVL,
  552. $ -T*AQOAP,
  553. $ V( 1, q ), 1,
  554. $ V( 1, p ), 1 )
  555. CALL SAXPY( MVL,
  556. $ CS*SN*APOAQ,
  557. $ V( 1, p ), 1,
  558. $ V( 1, q ), 1 )
  559. END IF
  560. ELSE
  561. CALL SAXPY( M, T*APOAQ,
  562. $ A( 1, p ), 1,
  563. $ A( 1, q ), 1 )
  564. CALL SAXPY( M,
  565. $ -CS*SN*AQOAP,
  566. $ A( 1, q ), 1,
  567. $ A( 1, p ), 1 )
  568. D( p ) = D( p ) / CS
  569. D( q ) = D( q )*CS
  570. IF( RSVEC ) THEN
  571. CALL SAXPY( MVL,
  572. $ T*APOAQ, V( 1, p ),
  573. $ 1, V( 1, q ), 1 )
  574. CALL SAXPY( MVL,
  575. $ -CS*SN*AQOAP,
  576. $ V( 1, q ), 1,
  577. $ V( 1, p ), 1 )
  578. END IF
  579. END IF
  580. END IF
  581. END IF
  582. END IF
  583. ELSE
  584. IF( AAPP.GT.AAQQ ) THEN
  585. CALL SCOPY( M, A( 1, p ), 1, WORK,
  586. $ 1 )
  587. CALL SLASCL( 'G', 0, 0, AAPP, ONE,
  588. $ M, 1, WORK, LDA, IERR )
  589. CALL SLASCL( 'G', 0, 0, AAQQ, ONE,
  590. $ M, 1, A( 1, q ), LDA,
  591. $ IERR )
  592. TEMP1 = -AAPQ*D( p ) / D( q )
  593. CALL SAXPY( M, TEMP1, WORK, 1,
  594. $ A( 1, q ), 1 )
  595. CALL SLASCL( 'G', 0, 0, ONE, AAQQ,
  596. $ M, 1, A( 1, q ), LDA,
  597. $ IERR )
  598. SVA( q ) = AAQQ*SQRT( MAX( ZERO,
  599. $ ONE-AAPQ*AAPQ ) )
  600. MXSINJ = MAX( MXSINJ, SFMIN )
  601. ELSE
  602. CALL SCOPY( M, A( 1, q ), 1, WORK,
  603. $ 1 )
  604. CALL SLASCL( 'G', 0, 0, AAQQ, ONE,
  605. $ M, 1, WORK, LDA, IERR )
  606. CALL SLASCL( 'G', 0, 0, AAPP, ONE,
  607. $ M, 1, A( 1, p ), LDA,
  608. $ IERR )
  609. TEMP1 = -AAPQ*D( q ) / D( p )
  610. CALL SAXPY( M, TEMP1, WORK, 1,
  611. $ A( 1, p ), 1 )
  612. CALL SLASCL( 'G', 0, 0, ONE, AAPP,
  613. $ M, 1, A( 1, p ), LDA,
  614. $ IERR )
  615. SVA( p ) = AAPP*SQRT( MAX( ZERO,
  616. $ ONE-AAPQ*AAPQ ) )
  617. MXSINJ = MAX( MXSINJ, SFMIN )
  618. END IF
  619. END IF
  620. * END IF ROTOK THEN ... ELSE
  621. *
  622. * In the case of cancellation in updating SVA(q)
  623. * .. recompute SVA(q)
  624. IF( ( SVA( q ) / AAQQ )**2.LE.ROOTEPS )
  625. $ THEN
  626. IF( ( AAQQ.LT.ROOTBIG ) .AND.
  627. $ ( AAQQ.GT.ROOTSFMIN ) ) THEN
  628. SVA( q ) = SNRM2( M, A( 1, q ), 1 )*
  629. $ D( q )
  630. ELSE
  631. T = ZERO
  632. AAQQ = ONE
  633. CALL SLASSQ( M, A( 1, q ), 1, T,
  634. $ AAQQ )
  635. SVA( q ) = T*SQRT( AAQQ )*D( q )
  636. END IF
  637. END IF
  638. IF( ( AAPP / AAPP0 )**2.LE.ROOTEPS ) THEN
  639. IF( ( AAPP.LT.ROOTBIG ) .AND.
  640. $ ( AAPP.GT.ROOTSFMIN ) ) THEN
  641. AAPP = SNRM2( M, A( 1, p ), 1 )*
  642. $ D( p )
  643. ELSE
  644. T = ZERO
  645. AAPP = ONE
  646. CALL SLASSQ( M, A( 1, p ), 1, T,
  647. $ AAPP )
  648. AAPP = T*SQRT( AAPP )*D( p )
  649. END IF
  650. SVA( p ) = AAPP
  651. END IF
  652. * end of OK rotation
  653. ELSE
  654. NOTROT = NOTROT + 1
  655. * SKIPPED = SKIPPED + 1
  656. PSKIPPED = PSKIPPED + 1
  657. IJBLSK = IJBLSK + 1
  658. END IF
  659. ELSE
  660. NOTROT = NOTROT + 1
  661. PSKIPPED = PSKIPPED + 1
  662. IJBLSK = IJBLSK + 1
  663. END IF
  664. * IF ( NOTROT .GE. EMPTSW ) GO TO 2011
  665. IF( ( i.LE.SWBAND ) .AND. ( IJBLSK.GE.BLSKIP ) )
  666. $ THEN
  667. SVA( p ) = AAPP
  668. NOTROT = 0
  669. GO TO 2011
  670. END IF
  671. IF( ( i.LE.SWBAND ) .AND.
  672. $ ( PSKIPPED.GT.ROWSKIP ) ) THEN
  673. AAPP = -AAPP
  674. NOTROT = 0
  675. GO TO 2203
  676. END IF
  677. *
  678. 2200 CONTINUE
  679. * end of the q-loop
  680. 2203 CONTINUE
  681. SVA( p ) = AAPP
  682. *
  683. ELSE
  684. IF( AAPP.EQ.ZERO )NOTROT = NOTROT +
  685. $ MIN( jgl+KBL-1, N ) - jgl + 1
  686. IF( AAPP.LT.ZERO )NOTROT = 0
  687. *** IF ( NOTROT .GE. EMPTSW ) GO TO 2011
  688. END IF
  689. 2100 CONTINUE
  690. * end of the p-loop
  691. 2010 CONTINUE
  692. * end of the jbc-loop
  693. 2011 CONTINUE
  694. *2011 bailed out of the jbc-loop
  695. DO 2012 p = igl, MIN( igl+KBL-1, N )
  696. SVA( p ) = ABS( SVA( p ) )
  697. 2012 CONTINUE
  698. *** IF ( NOTROT .GE. EMPTSW ) GO TO 1994
  699. 2000 CONTINUE
  700. *2000 :: end of the ibr-loop
  701. *
  702. * .. update SVA(N)
  703. IF( ( SVA( N ).LT.ROOTBIG ) .AND. ( SVA( N ).GT.ROOTSFMIN ) )
  704. $ THEN
  705. SVA( N ) = SNRM2( M, A( 1, N ), 1 )*D( N )
  706. ELSE
  707. T = ZERO
  708. AAPP = ONE
  709. CALL SLASSQ( M, A( 1, N ), 1, T, AAPP )
  710. SVA( N ) = T*SQRT( AAPP )*D( N )
  711. END IF
  712. *
  713. * Additional steering devices
  714. *
  715. IF( ( i.LT.SWBAND ) .AND. ( ( MXAAPQ.LE.ROOTTOL ) .OR.
  716. $ ( ISWROT.LE.N ) ) )SWBAND = i
  717. IF( ( i.GT.SWBAND+1 ) .AND. ( MXAAPQ.LT.FLOAT( N )*TOL ) .AND.
  718. $ ( FLOAT( N )*MXAAPQ*MXSINJ.LT.TOL ) ) THEN
  719. GO TO 1994
  720. END IF
  721. *
  722. IF( NOTROT.GE.EMPTSW )GO TO 1994
  723. 1993 CONTINUE
  724. * end i=1:NSWEEP loop
  725. * #:) Reaching this point means that the procedure has completed the given
  726. * number of sweeps.
  727. INFO = NSWEEP - 1
  728. GO TO 1995
  729. 1994 CONTINUE
  730. * #:) Reaching this point means that during the i-th sweep all pivots were
  731. * below the given threshold, causing early exit.
  732. INFO = 0
  733. * #:) INFO = 0 confirms successful iterations.
  734. 1995 CONTINUE
  735. *
  736. * Sort the vector D
  737. *
  738. DO 5991 p = 1, N - 1
  739. q = ISAMAX( N-p+1, SVA( p ), 1 ) + p - 1
  740. IF( p.NE.q ) THEN
  741. TEMP1 = SVA( p )
  742. SVA( p ) = SVA( q )
  743. SVA( q ) = TEMP1
  744. TEMP1 = D( p )
  745. D( p ) = D( q )
  746. D( q ) = TEMP1
  747. CALL SSWAP( M, A( 1, p ), 1, A( 1, q ), 1 )
  748. IF( RSVEC )CALL SSWAP( MVL, V( 1, p ), 1, V( 1, q ), 1 )
  749. END IF
  750. 5991 CONTINUE
  751. *
  752. RETURN
  753. * ..
  754. * .. END OF SGSVJ1
  755. * ..
  756. END