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sbdsqr.f 27 kB

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  1. *> \brief \b SBDSQR
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download SBDSQR + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sbdsqr.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sbdsqr.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sbdsqr.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SBDSQR( UPLO, N, NCVT, NRU, NCC, D, E, VT, LDVT, U,
  22. * LDU, C, LDC, WORK, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER UPLO
  26. * INTEGER INFO, LDC, LDU, LDVT, N, NCC, NCVT, NRU
  27. * ..
  28. * .. Array Arguments ..
  29. * REAL C( LDC, * ), D( * ), E( * ), U( LDU, * ),
  30. * $ VT( LDVT, * ), WORK( * )
  31. * ..
  32. *
  33. *
  34. *> \par Purpose:
  35. * =============
  36. *>
  37. *> \verbatim
  38. *>
  39. *> SBDSQR 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**T
  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**T*VT instead of
  51. *> P**T, for given real input matrices U and VT. When U and VT are the
  52. *> orthogonal matrices that reduce a general matrix A to bidiagonal
  53. *> form: A = U*B*VT, as computed by SGEBRD, then
  54. *>
  55. *> A = (U*Q) * S * (P**T*VT)
  56. *>
  57. *> is the SVD of A. Optionally, the subroutine may also compute Q**T*C
  58. *> for a given real 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 REAL array, dimension (LDVT, NCVT)
  126. *> On entry, an N-by-NCVT matrix VT.
  127. *> On exit, VT is overwritten by P**T * 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 REAL 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 REAL array, dimension (LDC, NCC)
  155. *> On entry, an N-by-NCC matrix C.
  156. *> On exit, C is overwritten by Q**T * 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] WORK
  168. *> \verbatim
  169. *> WORK 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:
  178. *> if NCVT = NRU = NCC = 0,
  179. *> = 1, a split was marked by a positive value in E
  180. *> = 2, current block of Z not diagonalized after 30*N
  181. *> iterations (in inner while loop)
  182. *> = 3, termination criterion of outer while loop not met
  183. *> (program created more than N unreduced blocks)
  184. *> else NCVT = NRU = NCC = 0,
  185. *> the algorithm did not converge; D and E contain the
  186. *> elements of a bidiagonal matrix which is orthogonally
  187. *> similar to the input matrix B; if INFO = i, i
  188. *> elements of E have not converged to zero.
  189. *> \endverbatim
  190. *
  191. *> \par Internal Parameters:
  192. * =========================
  193. *>
  194. *> \verbatim
  195. *> TOLMUL REAL, default = max(10,min(100,EPS**(-1/8)))
  196. *> TOLMUL controls the convergence criterion of the QR loop.
  197. *> If it is positive, TOLMUL*EPS is the desired relative
  198. *> precision in the computed singular values.
  199. *> If it is negative, abs(TOLMUL*EPS*sigma_max) is the
  200. *> desired absolute accuracy in the computed singular
  201. *> values (corresponds to relative accuracy
  202. *> abs(TOLMUL*EPS) in the largest singular value.
  203. *> abs(TOLMUL) should be between 1 and 1/EPS, and preferably
  204. *> between 10 (for fast convergence) and .1/EPS
  205. *> (for there to be some accuracy in the results).
  206. *> Default is to lose at either one eighth or 2 of the
  207. *> available decimal digits in each computed singular value
  208. *> (whichever is smaller).
  209. *>
  210. *> MAXITR INTEGER, default = 6
  211. *> MAXITR controls the maximum number of passes of the
  212. *> algorithm through its inner loop. The algorithms stops
  213. *> (and so fails to converge) if the number of passes
  214. *> through the inner loop exceeds MAXITR*N**2.
  215. *> \endverbatim
  216. *
  217. *> \par Note:
  218. * ===========
  219. *>
  220. *> \verbatim
  221. *> Bug report from Cezary Dendek.
  222. *> On March 23rd 2017, the INTEGER variable MAXIT = MAXITR*N**2 is
  223. *> removed since it can overflow pretty easily (for N larger or equal
  224. *> than 18,919). We instead use MAXITDIVN = MAXITR*N.
  225. *> \endverbatim
  226. *
  227. * Authors:
  228. * ========
  229. *
  230. *> \author Univ. of Tennessee
  231. *> \author Univ. of California Berkeley
  232. *> \author Univ. of Colorado Denver
  233. *> \author NAG Ltd.
  234. *
  235. *> \date June 2017
  236. *
  237. *> \ingroup auxOTHERcomputational
  238. *
  239. * =====================================================================
  240. SUBROUTINE SBDSQR( UPLO, N, NCVT, NRU, NCC, D, E, VT, LDVT, U,
  241. $ LDU, C, LDC, WORK, INFO )
  242. *
  243. * -- LAPACK computational routine (version 3.7.1) --
  244. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  245. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  246. * June 2017
  247. *
  248. * .. Scalar Arguments ..
  249. CHARACTER UPLO
  250. INTEGER INFO, LDC, LDU, LDVT, N, NCC, NCVT, NRU
  251. * ..
  252. * .. Array Arguments ..
  253. REAL C( LDC, * ), D( * ), E( * ), U( LDU, * ),
  254. $ VT( LDVT, * ), WORK( * )
  255. * ..
  256. *
  257. * =====================================================================
  258. *
  259. * .. Parameters ..
  260. REAL ZERO
  261. PARAMETER ( ZERO = 0.0E0 )
  262. REAL ONE
  263. PARAMETER ( ONE = 1.0E0 )
  264. REAL NEGONE
  265. PARAMETER ( NEGONE = -1.0E0 )
  266. REAL HNDRTH
  267. PARAMETER ( HNDRTH = 0.01E0 )
  268. REAL TEN
  269. PARAMETER ( TEN = 10.0E0 )
  270. REAL HNDRD
  271. PARAMETER ( HNDRD = 100.0E0 )
  272. REAL MEIGTH
  273. PARAMETER ( MEIGTH = -0.125E0 )
  274. INTEGER MAXITR
  275. PARAMETER ( MAXITR = 6 )
  276. * ..
  277. * .. Local Scalars ..
  278. LOGICAL LOWER, ROTATE
  279. INTEGER I, IDIR, ISUB, ITER, ITERDIVN, J, LL, LLL, M,
  280. $ MAXITDIVN, NM1, NM12, NM13, OLDLL, OLDM
  281. REAL ABSE, ABSS, COSL, COSR, CS, EPS, F, G, H, MU,
  282. $ OLDCS, OLDSN, R, SHIFT, SIGMN, SIGMX, SINL,
  283. $ SINR, SLL, SMAX, SMIN, SMINL, SMINOA,
  284. $ SN, THRESH, TOL, TOLMUL, UNFL
  285. * ..
  286. * .. External Functions ..
  287. LOGICAL LSAME
  288. REAL SLAMCH
  289. EXTERNAL LSAME, SLAMCH
  290. * ..
  291. * .. External Subroutines ..
  292. EXTERNAL SLARTG, SLAS2, SLASQ1, SLASR, SLASV2, SROT,
  293. $ SSCAL, SSWAP, XERBLA
  294. * ..
  295. * .. Intrinsic Functions ..
  296. INTRINSIC ABS, MAX, MIN, REAL, SIGN, SQRT
  297. * ..
  298. * .. Executable Statements ..
  299. *
  300. * Test the input parameters.
  301. *
  302. INFO = 0
  303. LOWER = LSAME( UPLO, 'L' )
  304. IF( .NOT.LSAME( UPLO, 'U' ) .AND. .NOT.LOWER ) THEN
  305. INFO = -1
  306. ELSE IF( N.LT.0 ) THEN
  307. INFO = -2
  308. ELSE IF( NCVT.LT.0 ) THEN
  309. INFO = -3
  310. ELSE IF( NRU.LT.0 ) THEN
  311. INFO = -4
  312. ELSE IF( NCC.LT.0 ) THEN
  313. INFO = -5
  314. ELSE IF( ( NCVT.EQ.0 .AND. LDVT.LT.1 ) .OR.
  315. $ ( NCVT.GT.0 .AND. LDVT.LT.MAX( 1, N ) ) ) THEN
  316. INFO = -9
  317. ELSE IF( LDU.LT.MAX( 1, NRU ) ) THEN
  318. INFO = -11
  319. ELSE IF( ( NCC.EQ.0 .AND. LDC.LT.1 ) .OR.
  320. $ ( NCC.GT.0 .AND. LDC.LT.MAX( 1, N ) ) ) THEN
  321. INFO = -13
  322. END IF
  323. IF( INFO.NE.0 ) THEN
  324. CALL XERBLA( 'SBDSQR', -INFO )
  325. RETURN
  326. END IF
  327. IF( N.EQ.0 )
  328. $ RETURN
  329. IF( N.EQ.1 )
  330. $ GO TO 160
  331. *
  332. * ROTATE is true if any singular vectors desired, false otherwise
  333. *
  334. ROTATE = ( NCVT.GT.0 ) .OR. ( NRU.GT.0 ) .OR. ( NCC.GT.0 )
  335. *
  336. * If no singular vectors desired, use qd algorithm
  337. *
  338. IF( .NOT.ROTATE ) THEN
  339. CALL SLASQ1( N, D, E, WORK, INFO )
  340. *
  341. * If INFO equals 2, dqds didn't finish, try to finish
  342. *
  343. IF( INFO .NE. 2 ) RETURN
  344. INFO = 0
  345. END IF
  346. *
  347. NM1 = N - 1
  348. NM12 = NM1 + NM1
  349. NM13 = NM12 + NM1
  350. IDIR = 0
  351. *
  352. * Get machine constants
  353. *
  354. EPS = SLAMCH( 'Epsilon' )
  355. UNFL = SLAMCH( 'Safe minimum' )
  356. *
  357. * If matrix lower bidiagonal, rotate to be upper bidiagonal
  358. * by applying Givens rotations on the left
  359. *
  360. IF( LOWER ) THEN
  361. DO 10 I = 1, N - 1
  362. CALL SLARTG( D( I ), E( I ), CS, SN, R )
  363. D( I ) = R
  364. E( I ) = SN*D( I+1 )
  365. D( I+1 ) = CS*D( I+1 )
  366. WORK( I ) = CS
  367. WORK( NM1+I ) = SN
  368. 10 CONTINUE
  369. *
  370. * Update singular vectors if desired
  371. *
  372. IF( NRU.GT.0 )
  373. $ CALL SLASR( 'R', 'V', 'F', NRU, N, WORK( 1 ), WORK( N ), U,
  374. $ LDU )
  375. IF( NCC.GT.0 )
  376. $ CALL SLASR( 'L', 'V', 'F', N, NCC, WORK( 1 ), WORK( N ), C,
  377. $ LDC )
  378. END IF
  379. *
  380. * Compute singular values to relative accuracy TOL
  381. * (By setting TOL to be negative, algorithm will compute
  382. * singular values to absolute accuracy ABS(TOL)*norm(input matrix))
  383. *
  384. TOLMUL = MAX( TEN, MIN( HNDRD, EPS**MEIGTH ) )
  385. TOL = TOLMUL*EPS
  386. *
  387. * Compute approximate maximum, minimum singular values
  388. *
  389. SMAX = ZERO
  390. DO 20 I = 1, N
  391. SMAX = MAX( SMAX, ABS( D( I ) ) )
  392. 20 CONTINUE
  393. DO 30 I = 1, N - 1
  394. SMAX = MAX( SMAX, ABS( E( I ) ) )
  395. 30 CONTINUE
  396. SMINL = ZERO
  397. IF( TOL.GE.ZERO ) THEN
  398. *
  399. * Relative accuracy desired
  400. *
  401. SMINOA = ABS( D( 1 ) )
  402. IF( SMINOA.EQ.ZERO )
  403. $ GO TO 50
  404. MU = SMINOA
  405. DO 40 I = 2, N
  406. MU = ABS( D( I ) )*( MU / ( MU+ABS( E( I-1 ) ) ) )
  407. SMINOA = MIN( SMINOA, MU )
  408. IF( SMINOA.EQ.ZERO )
  409. $ GO TO 50
  410. 40 CONTINUE
  411. 50 CONTINUE
  412. SMINOA = SMINOA / SQRT( REAL( N ) )
  413. THRESH = MAX( TOL*SMINOA, MAXITR*(N*(N*UNFL)) )
  414. ELSE
  415. *
  416. * Absolute accuracy desired
  417. *
  418. THRESH = MAX( ABS( TOL )*SMAX, MAXITR*(N*(N*UNFL)) )
  419. END IF
  420. *
  421. * Prepare for main iteration loop for the singular values
  422. * (MAXIT is the maximum number of passes through the inner
  423. * loop permitted before nonconvergence signalled.)
  424. *
  425. MAXITDIVN = MAXITR*N
  426. ITERDIVN = 0
  427. ITER = -1
  428. OLDLL = -1
  429. OLDM = -1
  430. *
  431. * M points to last element of unconverged part of matrix
  432. *
  433. M = N
  434. *
  435. * Begin main iteration loop
  436. *
  437. 60 CONTINUE
  438. *
  439. * Check for convergence or exceeding iteration count
  440. *
  441. IF( M.LE.1 )
  442. $ GO TO 160
  443. *
  444. IF( ITER.GE.N ) THEN
  445. ITER = ITER - N
  446. ITERDIVN = ITERDIVN + 1
  447. IF( ITERDIVN.GE.MAXITDIVN )
  448. $ GO TO 200
  449. END IF
  450. *
  451. * Find diagonal block of matrix to work on
  452. *
  453. IF( TOL.LT.ZERO .AND. ABS( D( M ) ).LE.THRESH )
  454. $ D( M ) = ZERO
  455. SMAX = ABS( D( M ) )
  456. SMIN = SMAX
  457. DO 70 LLL = 1, M - 1
  458. LL = M - LLL
  459. ABSS = ABS( D( LL ) )
  460. ABSE = ABS( E( LL ) )
  461. IF( TOL.LT.ZERO .AND. ABSS.LE.THRESH )
  462. $ D( LL ) = ZERO
  463. IF( ABSE.LE.THRESH )
  464. $ GO TO 80
  465. SMIN = MIN( SMIN, ABSS )
  466. SMAX = MAX( SMAX, ABSS, ABSE )
  467. 70 CONTINUE
  468. LL = 0
  469. GO TO 90
  470. 80 CONTINUE
  471. E( LL ) = ZERO
  472. *
  473. * Matrix splits since E(LL) = 0
  474. *
  475. IF( LL.EQ.M-1 ) THEN
  476. *
  477. * Convergence of bottom singular value, return to top of loop
  478. *
  479. M = M - 1
  480. GO TO 60
  481. END IF
  482. 90 CONTINUE
  483. LL = LL + 1
  484. *
  485. * E(LL) through E(M-1) are nonzero, E(LL-1) is zero
  486. *
  487. IF( LL.EQ.M-1 ) THEN
  488. *
  489. * 2 by 2 block, handle separately
  490. *
  491. CALL SLASV2( D( M-1 ), E( M-1 ), D( M ), SIGMN, SIGMX, SINR,
  492. $ COSR, SINL, COSL )
  493. D( M-1 ) = SIGMX
  494. E( M-1 ) = ZERO
  495. D( M ) = SIGMN
  496. *
  497. * Compute singular vectors, if desired
  498. *
  499. IF( NCVT.GT.0 )
  500. $ CALL SROT( NCVT, VT( M-1, 1 ), LDVT, VT( M, 1 ), LDVT, COSR,
  501. $ SINR )
  502. IF( NRU.GT.0 )
  503. $ CALL SROT( NRU, U( 1, M-1 ), 1, U( 1, M ), 1, COSL, SINL )
  504. IF( NCC.GT.0 )
  505. $ CALL SROT( NCC, C( M-1, 1 ), LDC, C( M, 1 ), LDC, COSL,
  506. $ SINL )
  507. M = M - 2
  508. GO TO 60
  509. END IF
  510. *
  511. * If working on new submatrix, choose shift direction
  512. * (from larger end diagonal element towards smaller)
  513. *
  514. IF( LL.GT.OLDM .OR. M.LT.OLDLL ) THEN
  515. IF( ABS( D( LL ) ).GE.ABS( D( M ) ) ) THEN
  516. *
  517. * Chase bulge from top (big end) to bottom (small end)
  518. *
  519. IDIR = 1
  520. ELSE
  521. *
  522. * Chase bulge from bottom (big end) to top (small end)
  523. *
  524. IDIR = 2
  525. END IF
  526. END IF
  527. *
  528. * Apply convergence tests
  529. *
  530. IF( IDIR.EQ.1 ) THEN
  531. *
  532. * Run convergence test in forward direction
  533. * First apply standard test to bottom of matrix
  534. *
  535. IF( ABS( E( M-1 ) ).LE.ABS( TOL )*ABS( D( M ) ) .OR.
  536. $ ( TOL.LT.ZERO .AND. ABS( E( M-1 ) ).LE.THRESH ) ) THEN
  537. E( M-1 ) = ZERO
  538. GO TO 60
  539. END IF
  540. *
  541. IF( TOL.GE.ZERO ) THEN
  542. *
  543. * If relative accuracy desired,
  544. * apply convergence criterion forward
  545. *
  546. MU = ABS( D( LL ) )
  547. SMINL = MU
  548. DO 100 LLL = LL, M - 1
  549. IF( ABS( E( LLL ) ).LE.TOL*MU ) THEN
  550. E( LLL ) = ZERO
  551. GO TO 60
  552. END IF
  553. MU = ABS( D( LLL+1 ) )*( MU / ( MU+ABS( E( LLL ) ) ) )
  554. SMINL = MIN( SMINL, MU )
  555. 100 CONTINUE
  556. END IF
  557. *
  558. ELSE
  559. *
  560. * Run convergence test in backward direction
  561. * First apply standard test to top of matrix
  562. *
  563. IF( ABS( E( LL ) ).LE.ABS( TOL )*ABS( D( LL ) ) .OR.
  564. $ ( TOL.LT.ZERO .AND. ABS( E( LL ) ).LE.THRESH ) ) THEN
  565. E( LL ) = ZERO
  566. GO TO 60
  567. END IF
  568. *
  569. IF( TOL.GE.ZERO ) THEN
  570. *
  571. * If relative accuracy desired,
  572. * apply convergence criterion backward
  573. *
  574. MU = ABS( D( M ) )
  575. SMINL = MU
  576. DO 110 LLL = M - 1, LL, -1
  577. IF( ABS( E( LLL ) ).LE.TOL*MU ) THEN
  578. E( LLL ) = ZERO
  579. GO TO 60
  580. END IF
  581. MU = ABS( D( LLL ) )*( MU / ( MU+ABS( E( LLL ) ) ) )
  582. SMINL = MIN( SMINL, MU )
  583. 110 CONTINUE
  584. END IF
  585. END IF
  586. OLDLL = LL
  587. OLDM = M
  588. *
  589. * Compute shift. First, test if shifting would ruin relative
  590. * accuracy, and if so set the shift to zero.
  591. *
  592. IF( TOL.GE.ZERO .AND. N*TOL*( SMINL / SMAX ).LE.
  593. $ MAX( EPS, HNDRTH*TOL ) ) THEN
  594. *
  595. * Use a zero shift to avoid loss of relative accuracy
  596. *
  597. SHIFT = ZERO
  598. ELSE
  599. *
  600. * Compute the shift from 2-by-2 block at end of matrix
  601. *
  602. IF( IDIR.EQ.1 ) THEN
  603. SLL = ABS( D( LL ) )
  604. CALL SLAS2( D( M-1 ), E( M-1 ), D( M ), SHIFT, R )
  605. ELSE
  606. SLL = ABS( D( M ) )
  607. CALL SLAS2( D( LL ), E( LL ), D( LL+1 ), SHIFT, R )
  608. END IF
  609. *
  610. * Test if shift negligible, and if so set to zero
  611. *
  612. IF( SLL.GT.ZERO ) THEN
  613. IF( ( SHIFT / SLL )**2.LT.EPS )
  614. $ SHIFT = ZERO
  615. END IF
  616. END IF
  617. *
  618. * Increment iteration count
  619. *
  620. ITER = ITER + M - LL
  621. *
  622. * If SHIFT = 0, do simplified QR iteration
  623. *
  624. IF( SHIFT.EQ.ZERO ) THEN
  625. IF( IDIR.EQ.1 ) THEN
  626. *
  627. * Chase bulge from top to bottom
  628. * Save cosines and sines for later singular vector updates
  629. *
  630. CS = ONE
  631. OLDCS = ONE
  632. DO 120 I = LL, M - 1
  633. CALL SLARTG( D( I )*CS, E( I ), CS, SN, R )
  634. IF( I.GT.LL )
  635. $ E( I-1 ) = OLDSN*R
  636. CALL SLARTG( OLDCS*R, D( I+1 )*SN, OLDCS, OLDSN, D( I ) )
  637. WORK( I-LL+1 ) = CS
  638. WORK( I-LL+1+NM1 ) = SN
  639. WORK( I-LL+1+NM12 ) = OLDCS
  640. WORK( I-LL+1+NM13 ) = OLDSN
  641. 120 CONTINUE
  642. H = D( M )*CS
  643. D( M ) = H*OLDCS
  644. E( M-1 ) = H*OLDSN
  645. *
  646. * Update singular vectors
  647. *
  648. IF( NCVT.GT.0 )
  649. $ CALL SLASR( 'L', 'V', 'F', M-LL+1, NCVT, WORK( 1 ),
  650. $ WORK( N ), VT( LL, 1 ), LDVT )
  651. IF( NRU.GT.0 )
  652. $ CALL SLASR( 'R', 'V', 'F', NRU, M-LL+1, WORK( NM12+1 ),
  653. $ WORK( NM13+1 ), U( 1, LL ), LDU )
  654. IF( NCC.GT.0 )
  655. $ CALL SLASR( 'L', 'V', 'F', M-LL+1, NCC, WORK( NM12+1 ),
  656. $ WORK( NM13+1 ), C( LL, 1 ), LDC )
  657. *
  658. * Test convergence
  659. *
  660. IF( ABS( E( M-1 ) ).LE.THRESH )
  661. $ E( M-1 ) = ZERO
  662. *
  663. ELSE
  664. *
  665. * Chase bulge from bottom to top
  666. * Save cosines and sines for later singular vector updates
  667. *
  668. CS = ONE
  669. OLDCS = ONE
  670. DO 130 I = M, LL + 1, -1
  671. CALL SLARTG( D( I )*CS, E( I-1 ), CS, SN, R )
  672. IF( I.LT.M )
  673. $ E( I ) = OLDSN*R
  674. CALL SLARTG( OLDCS*R, D( I-1 )*SN, OLDCS, OLDSN, D( I ) )
  675. WORK( I-LL ) = CS
  676. WORK( I-LL+NM1 ) = -SN
  677. WORK( I-LL+NM12 ) = OLDCS
  678. WORK( I-LL+NM13 ) = -OLDSN
  679. 130 CONTINUE
  680. H = D( LL )*CS
  681. D( LL ) = H*OLDCS
  682. E( LL ) = H*OLDSN
  683. *
  684. * Update singular vectors
  685. *
  686. IF( NCVT.GT.0 )
  687. $ CALL SLASR( 'L', 'V', 'B', M-LL+1, NCVT, WORK( NM12+1 ),
  688. $ WORK( NM13+1 ), VT( LL, 1 ), LDVT )
  689. IF( NRU.GT.0 )
  690. $ CALL SLASR( 'R', 'V', 'B', NRU, M-LL+1, WORK( 1 ),
  691. $ WORK( N ), U( 1, LL ), LDU )
  692. IF( NCC.GT.0 )
  693. $ CALL SLASR( 'L', 'V', 'B', M-LL+1, NCC, WORK( 1 ),
  694. $ WORK( N ), C( LL, 1 ), LDC )
  695. *
  696. * Test convergence
  697. *
  698. IF( ABS( E( LL ) ).LE.THRESH )
  699. $ E( LL ) = ZERO
  700. END IF
  701. ELSE
  702. *
  703. * Use nonzero shift
  704. *
  705. IF( IDIR.EQ.1 ) THEN
  706. *
  707. * Chase bulge from top to bottom
  708. * Save cosines and sines for later singular vector updates
  709. *
  710. F = ( ABS( D( LL ) )-SHIFT )*
  711. $ ( SIGN( ONE, D( LL ) )+SHIFT / D( LL ) )
  712. G = E( LL )
  713. DO 140 I = LL, M - 1
  714. CALL SLARTG( F, G, COSR, SINR, R )
  715. IF( I.GT.LL )
  716. $ E( I-1 ) = R
  717. F = COSR*D( I ) + SINR*E( I )
  718. E( I ) = COSR*E( I ) - SINR*D( I )
  719. G = SINR*D( I+1 )
  720. D( I+1 ) = COSR*D( I+1 )
  721. CALL SLARTG( F, G, COSL, SINL, R )
  722. D( I ) = R
  723. F = COSL*E( I ) + SINL*D( I+1 )
  724. D( I+1 ) = COSL*D( I+1 ) - SINL*E( I )
  725. IF( I.LT.M-1 ) THEN
  726. G = SINL*E( I+1 )
  727. E( I+1 ) = COSL*E( I+1 )
  728. END IF
  729. WORK( I-LL+1 ) = COSR
  730. WORK( I-LL+1+NM1 ) = SINR
  731. WORK( I-LL+1+NM12 ) = COSL
  732. WORK( I-LL+1+NM13 ) = SINL
  733. 140 CONTINUE
  734. E( M-1 ) = F
  735. *
  736. * Update singular vectors
  737. *
  738. IF( NCVT.GT.0 )
  739. $ CALL SLASR( 'L', 'V', 'F', M-LL+1, NCVT, WORK( 1 ),
  740. $ WORK( N ), VT( LL, 1 ), LDVT )
  741. IF( NRU.GT.0 )
  742. $ CALL SLASR( 'R', 'V', 'F', NRU, M-LL+1, WORK( NM12+1 ),
  743. $ WORK( NM13+1 ), U( 1, LL ), LDU )
  744. IF( NCC.GT.0 )
  745. $ CALL SLASR( 'L', 'V', 'F', M-LL+1, NCC, WORK( NM12+1 ),
  746. $ WORK( NM13+1 ), C( LL, 1 ), LDC )
  747. *
  748. * Test convergence
  749. *
  750. IF( ABS( E( M-1 ) ).LE.THRESH )
  751. $ E( M-1 ) = ZERO
  752. *
  753. ELSE
  754. *
  755. * Chase bulge from bottom to top
  756. * Save cosines and sines for later singular vector updates
  757. *
  758. F = ( ABS( D( M ) )-SHIFT )*( SIGN( ONE, D( M ) )+SHIFT /
  759. $ D( M ) )
  760. G = E( M-1 )
  761. DO 150 I = M, LL + 1, -1
  762. CALL SLARTG( F, G, COSR, SINR, R )
  763. IF( I.LT.M )
  764. $ E( I ) = R
  765. F = COSR*D( I ) + SINR*E( I-1 )
  766. E( I-1 ) = COSR*E( I-1 ) - SINR*D( I )
  767. G = SINR*D( I-1 )
  768. D( I-1 ) = COSR*D( I-1 )
  769. CALL SLARTG( F, G, COSL, SINL, R )
  770. D( I ) = R
  771. F = COSL*E( I-1 ) + SINL*D( I-1 )
  772. D( I-1 ) = COSL*D( I-1 ) - SINL*E( I-1 )
  773. IF( I.GT.LL+1 ) THEN
  774. G = SINL*E( I-2 )
  775. E( I-2 ) = COSL*E( I-2 )
  776. END IF
  777. WORK( I-LL ) = COSR
  778. WORK( I-LL+NM1 ) = -SINR
  779. WORK( I-LL+NM12 ) = COSL
  780. WORK( I-LL+NM13 ) = -SINL
  781. 150 CONTINUE
  782. E( LL ) = F
  783. *
  784. * Test convergence
  785. *
  786. IF( ABS( E( LL ) ).LE.THRESH )
  787. $ E( LL ) = ZERO
  788. *
  789. * Update singular vectors if desired
  790. *
  791. IF( NCVT.GT.0 )
  792. $ CALL SLASR( 'L', 'V', 'B', M-LL+1, NCVT, WORK( NM12+1 ),
  793. $ WORK( NM13+1 ), VT( LL, 1 ), LDVT )
  794. IF( NRU.GT.0 )
  795. $ CALL SLASR( 'R', 'V', 'B', NRU, M-LL+1, WORK( 1 ),
  796. $ WORK( N ), U( 1, LL ), LDU )
  797. IF( NCC.GT.0 )
  798. $ CALL SLASR( 'L', 'V', 'B', M-LL+1, NCC, WORK( 1 ),
  799. $ WORK( N ), C( LL, 1 ), LDC )
  800. END IF
  801. END IF
  802. *
  803. * QR iteration finished, go back and check convergence
  804. *
  805. GO TO 60
  806. *
  807. * All singular values converged, so make them positive
  808. *
  809. 160 CONTINUE
  810. DO 170 I = 1, N
  811. IF( D( I ).LT.ZERO ) THEN
  812. D( I ) = -D( I )
  813. *
  814. * Change sign of singular vectors, if desired
  815. *
  816. IF( NCVT.GT.0 )
  817. $ CALL SSCAL( NCVT, NEGONE, VT( I, 1 ), LDVT )
  818. END IF
  819. 170 CONTINUE
  820. *
  821. * Sort the singular values into decreasing order (insertion sort on
  822. * singular values, but only one transposition per singular vector)
  823. *
  824. DO 190 I = 1, N - 1
  825. *
  826. * Scan for smallest D(I)
  827. *
  828. ISUB = 1
  829. SMIN = D( 1 )
  830. DO 180 J = 2, N + 1 - I
  831. IF( D( J ).LE.SMIN ) THEN
  832. ISUB = J
  833. SMIN = D( J )
  834. END IF
  835. 180 CONTINUE
  836. IF( ISUB.NE.N+1-I ) THEN
  837. *
  838. * Swap singular values and vectors
  839. *
  840. D( ISUB ) = D( N+1-I )
  841. D( N+1-I ) = SMIN
  842. IF( NCVT.GT.0 )
  843. $ CALL SSWAP( NCVT, VT( ISUB, 1 ), LDVT, VT( N+1-I, 1 ),
  844. $ LDVT )
  845. IF( NRU.GT.0 )
  846. $ CALL SSWAP( NRU, U( 1, ISUB ), 1, U( 1, N+1-I ), 1 )
  847. IF( NCC.GT.0 )
  848. $ CALL SSWAP( NCC, C( ISUB, 1 ), LDC, C( N+1-I, 1 ), LDC )
  849. END IF
  850. 190 CONTINUE
  851. GO TO 220
  852. *
  853. * Maximum number of iterations exceeded, failure to converge
  854. *
  855. 200 CONTINUE
  856. INFO = 0
  857. DO 210 I = 1, N - 1
  858. IF( E( I ).NE.ZERO )
  859. $ INFO = INFO + 1
  860. 210 CONTINUE
  861. 220 CONTINUE
  862. RETURN
  863. *
  864. * End of SBDSQR
  865. *
  866. END