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dlasd7.f 18 kB

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  1. *> \brief \b DLASD7 merges the two sets of singular values together into a single sorted set. Then it tries to deflate the size of the problem. Used by sbdsdc.
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download DLASD7 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlasd7.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlasd7.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlasd7.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DLASD7( ICOMPQ, NL, NR, SQRE, K, D, Z, ZW, VF, VFW, VL,
  22. * VLW, ALPHA, BETA, DSIGMA, IDX, IDXP, IDXQ,
  23. * PERM, GIVPTR, GIVCOL, LDGCOL, GIVNUM, LDGNUM,
  24. * C, S, INFO )
  25. *
  26. * .. Scalar Arguments ..
  27. * INTEGER GIVPTR, ICOMPQ, INFO, K, LDGCOL, LDGNUM, NL,
  28. * $ NR, SQRE
  29. * DOUBLE PRECISION ALPHA, BETA, C, S
  30. * ..
  31. * .. Array Arguments ..
  32. * INTEGER GIVCOL( LDGCOL, * ), IDX( * ), IDXP( * ),
  33. * $ IDXQ( * ), PERM( * )
  34. * DOUBLE PRECISION D( * ), DSIGMA( * ), GIVNUM( LDGNUM, * ),
  35. * $ VF( * ), VFW( * ), VL( * ), VLW( * ), Z( * ),
  36. * $ ZW( * )
  37. * ..
  38. *
  39. *
  40. *> \par Purpose:
  41. * =============
  42. *>
  43. *> \verbatim
  44. *>
  45. *> DLASD7 merges the two sets of singular values together into a single
  46. *> sorted set. Then it tries to deflate the size of the problem. There
  47. *> are two ways in which deflation can occur: when two or more singular
  48. *> values are close together or if there is a tiny entry in the Z
  49. *> vector. For each such occurrence the order of the related
  50. *> secular equation problem is reduced by one.
  51. *>
  52. *> DLASD7 is called from DLASD6.
  53. *> \endverbatim
  54. *
  55. * Arguments:
  56. * ==========
  57. *
  58. *> \param[in] ICOMPQ
  59. *> \verbatim
  60. *> ICOMPQ is INTEGER
  61. *> Specifies whether singular vectors are to be computed
  62. *> in compact form, as follows:
  63. *> = 0: Compute singular values only.
  64. *> = 1: Compute singular vectors of upper
  65. *> bidiagonal matrix in compact form.
  66. *> \endverbatim
  67. *>
  68. *> \param[in] NL
  69. *> \verbatim
  70. *> NL is INTEGER
  71. *> The row dimension of the upper block. NL >= 1.
  72. *> \endverbatim
  73. *>
  74. *> \param[in] NR
  75. *> \verbatim
  76. *> NR is INTEGER
  77. *> The row dimension of the lower block. NR >= 1.
  78. *> \endverbatim
  79. *>
  80. *> \param[in] SQRE
  81. *> \verbatim
  82. *> SQRE is INTEGER
  83. *> = 0: the lower block is an NR-by-NR square matrix.
  84. *> = 1: the lower block is an NR-by-(NR+1) rectangular matrix.
  85. *>
  86. *> The bidiagonal matrix has
  87. *> N = NL + NR + 1 rows and
  88. *> M = N + SQRE >= N columns.
  89. *> \endverbatim
  90. *>
  91. *> \param[out] K
  92. *> \verbatim
  93. *> K is INTEGER
  94. *> Contains the dimension of the non-deflated matrix, this is
  95. *> the order of the related secular equation. 1 <= K <=N.
  96. *> \endverbatim
  97. *>
  98. *> \param[in,out] D
  99. *> \verbatim
  100. *> D is DOUBLE PRECISION array, dimension ( N )
  101. *> On entry D contains the singular values of the two submatrices
  102. *> to be combined. On exit D contains the trailing (N-K) updated
  103. *> singular values (those which were deflated) sorted into
  104. *> increasing order.
  105. *> \endverbatim
  106. *>
  107. *> \param[out] Z
  108. *> \verbatim
  109. *> Z is DOUBLE PRECISION array, dimension ( M )
  110. *> On exit Z contains the updating row vector in the secular
  111. *> equation.
  112. *> \endverbatim
  113. *>
  114. *> \param[out] ZW
  115. *> \verbatim
  116. *> ZW is DOUBLE PRECISION array, dimension ( M )
  117. *> Workspace for Z.
  118. *> \endverbatim
  119. *>
  120. *> \param[in,out] VF
  121. *> \verbatim
  122. *> VF is DOUBLE PRECISION array, dimension ( M )
  123. *> On entry, VF(1:NL+1) contains the first components of all
  124. *> right singular vectors of the upper block; and VF(NL+2:M)
  125. *> contains the first components of all right singular vectors
  126. *> of the lower block. On exit, VF contains the first components
  127. *> of all right singular vectors of the bidiagonal matrix.
  128. *> \endverbatim
  129. *>
  130. *> \param[out] VFW
  131. *> \verbatim
  132. *> VFW is DOUBLE PRECISION array, dimension ( M )
  133. *> Workspace for VF.
  134. *> \endverbatim
  135. *>
  136. *> \param[in,out] VL
  137. *> \verbatim
  138. *> VL is DOUBLE PRECISION array, dimension ( M )
  139. *> On entry, VL(1:NL+1) contains the last components of all
  140. *> right singular vectors of the upper block; and VL(NL+2:M)
  141. *> contains the last components of all right singular vectors
  142. *> of the lower block. On exit, VL contains the last components
  143. *> of all right singular vectors of the bidiagonal matrix.
  144. *> \endverbatim
  145. *>
  146. *> \param[out] VLW
  147. *> \verbatim
  148. *> VLW is DOUBLE PRECISION array, dimension ( M )
  149. *> Workspace for VL.
  150. *> \endverbatim
  151. *>
  152. *> \param[in] ALPHA
  153. *> \verbatim
  154. *> ALPHA is DOUBLE PRECISION
  155. *> Contains the diagonal element associated with the added row.
  156. *> \endverbatim
  157. *>
  158. *> \param[in] BETA
  159. *> \verbatim
  160. *> BETA is DOUBLE PRECISION
  161. *> Contains the off-diagonal element associated with the added
  162. *> row.
  163. *> \endverbatim
  164. *>
  165. *> \param[out] DSIGMA
  166. *> \verbatim
  167. *> DSIGMA is DOUBLE PRECISION array, dimension ( N )
  168. *> Contains a copy of the diagonal elements (K-1 singular values
  169. *> and one zero) in the secular equation.
  170. *> \endverbatim
  171. *>
  172. *> \param[out] IDX
  173. *> \verbatim
  174. *> IDX is INTEGER array, dimension ( N )
  175. *> This will contain the permutation used to sort the contents of
  176. *> D into ascending order.
  177. *> \endverbatim
  178. *>
  179. *> \param[out] IDXP
  180. *> \verbatim
  181. *> IDXP is INTEGER array, dimension ( N )
  182. *> This will contain the permutation used to place deflated
  183. *> values of D at the end of the array. On output IDXP(2:K)
  184. *> points to the nondeflated D-values and IDXP(K+1:N)
  185. *> points to the deflated singular values.
  186. *> \endverbatim
  187. *>
  188. *> \param[in] IDXQ
  189. *> \verbatim
  190. *> IDXQ is INTEGER array, dimension ( N )
  191. *> This contains the permutation which separately sorts the two
  192. *> sub-problems in D into ascending order. Note that entries in
  193. *> the first half of this permutation must first be moved one
  194. *> position backward; and entries in the second half
  195. *> must first have NL+1 added to their values.
  196. *> \endverbatim
  197. *>
  198. *> \param[out] PERM
  199. *> \verbatim
  200. *> PERM is INTEGER array, dimension ( N )
  201. *> The permutations (from deflation and sorting) to be applied
  202. *> to each singular block. Not referenced if ICOMPQ = 0.
  203. *> \endverbatim
  204. *>
  205. *> \param[out] GIVPTR
  206. *> \verbatim
  207. *> GIVPTR is INTEGER
  208. *> The number of Givens rotations which took place in this
  209. *> subproblem. Not referenced if ICOMPQ = 0.
  210. *> \endverbatim
  211. *>
  212. *> \param[out] GIVCOL
  213. *> \verbatim
  214. *> GIVCOL is INTEGER array, dimension ( LDGCOL, 2 )
  215. *> Each pair of numbers indicates a pair of columns to take place
  216. *> in a Givens rotation. Not referenced if ICOMPQ = 0.
  217. *> \endverbatim
  218. *>
  219. *> \param[in] LDGCOL
  220. *> \verbatim
  221. *> LDGCOL is INTEGER
  222. *> The leading dimension of GIVCOL, must be at least N.
  223. *> \endverbatim
  224. *>
  225. *> \param[out] GIVNUM
  226. *> \verbatim
  227. *> GIVNUM is DOUBLE PRECISION array, dimension ( LDGNUM, 2 )
  228. *> Each number indicates the C or S value to be used in the
  229. *> corresponding Givens rotation. Not referenced if ICOMPQ = 0.
  230. *> \endverbatim
  231. *>
  232. *> \param[in] LDGNUM
  233. *> \verbatim
  234. *> LDGNUM is INTEGER
  235. *> The leading dimension of GIVNUM, must be at least N.
  236. *> \endverbatim
  237. *>
  238. *> \param[out] C
  239. *> \verbatim
  240. *> C is DOUBLE PRECISION
  241. *> C contains garbage if SQRE =0 and the C-value of a Givens
  242. *> rotation related to the right null space if SQRE = 1.
  243. *> \endverbatim
  244. *>
  245. *> \param[out] S
  246. *> \verbatim
  247. *> S is DOUBLE PRECISION
  248. *> S contains garbage if SQRE =0 and the S-value of a Givens
  249. *> rotation related to the right null space if SQRE = 1.
  250. *> \endverbatim
  251. *>
  252. *> \param[out] INFO
  253. *> \verbatim
  254. *> INFO is INTEGER
  255. *> = 0: successful exit.
  256. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  257. *> \endverbatim
  258. *
  259. * Authors:
  260. * ========
  261. *
  262. *> \author Univ. of Tennessee
  263. *> \author Univ. of California Berkeley
  264. *> \author Univ. of Colorado Denver
  265. *> \author NAG Ltd.
  266. *
  267. *> \ingroup OTHERauxiliary
  268. *
  269. *> \par Contributors:
  270. * ==================
  271. *>
  272. *> Ming Gu and Huan Ren, Computer Science Division, University of
  273. *> California at Berkeley, USA
  274. *>
  275. * =====================================================================
  276. SUBROUTINE DLASD7( ICOMPQ, NL, NR, SQRE, K, D, Z, ZW, VF, VFW, VL,
  277. $ VLW, ALPHA, BETA, DSIGMA, IDX, IDXP, IDXQ,
  278. $ PERM, GIVPTR, GIVCOL, LDGCOL, GIVNUM, LDGNUM,
  279. $ C, S, INFO )
  280. *
  281. * -- LAPACK auxiliary routine --
  282. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  283. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  284. *
  285. * .. Scalar Arguments ..
  286. INTEGER GIVPTR, ICOMPQ, INFO, K, LDGCOL, LDGNUM, NL,
  287. $ NR, SQRE
  288. DOUBLE PRECISION ALPHA, BETA, C, S
  289. * ..
  290. * .. Array Arguments ..
  291. INTEGER GIVCOL( LDGCOL, * ), IDX( * ), IDXP( * ),
  292. $ IDXQ( * ), PERM( * )
  293. DOUBLE PRECISION D( * ), DSIGMA( * ), GIVNUM( LDGNUM, * ),
  294. $ VF( * ), VFW( * ), VL( * ), VLW( * ), Z( * ),
  295. $ ZW( * )
  296. * ..
  297. *
  298. * =====================================================================
  299. *
  300. * .. Parameters ..
  301. DOUBLE PRECISION ZERO, ONE, TWO, EIGHT
  302. PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0, TWO = 2.0D+0,
  303. $ EIGHT = 8.0D+0 )
  304. * ..
  305. * .. Local Scalars ..
  306. *
  307. INTEGER I, IDXI, IDXJ, IDXJP, J, JP, JPREV, K2, M, N,
  308. $ NLP1, NLP2
  309. DOUBLE PRECISION EPS, HLFTOL, TAU, TOL, Z1
  310. * ..
  311. * .. External Subroutines ..
  312. EXTERNAL DCOPY, DLAMRG, DROT, XERBLA
  313. * ..
  314. * .. External Functions ..
  315. DOUBLE PRECISION DLAMCH, DLAPY2
  316. EXTERNAL DLAMCH, DLAPY2
  317. * ..
  318. * .. Intrinsic Functions ..
  319. INTRINSIC ABS, MAX
  320. * ..
  321. * .. Executable Statements ..
  322. *
  323. * Test the input parameters.
  324. *
  325. INFO = 0
  326. N = NL + NR + 1
  327. M = N + SQRE
  328. *
  329. IF( ( ICOMPQ.LT.0 ) .OR. ( ICOMPQ.GT.1 ) ) THEN
  330. INFO = -1
  331. ELSE IF( NL.LT.1 ) THEN
  332. INFO = -2
  333. ELSE IF( NR.LT.1 ) THEN
  334. INFO = -3
  335. ELSE IF( ( SQRE.LT.0 ) .OR. ( SQRE.GT.1 ) ) THEN
  336. INFO = -4
  337. ELSE IF( LDGCOL.LT.N ) THEN
  338. INFO = -22
  339. ELSE IF( LDGNUM.LT.N ) THEN
  340. INFO = -24
  341. END IF
  342. IF( INFO.NE.0 ) THEN
  343. CALL XERBLA( 'DLASD7', -INFO )
  344. RETURN
  345. END IF
  346. *
  347. NLP1 = NL + 1
  348. NLP2 = NL + 2
  349. IF( ICOMPQ.EQ.1 ) THEN
  350. GIVPTR = 0
  351. END IF
  352. *
  353. * Generate the first part of the vector Z and move the singular
  354. * values in the first part of D one position backward.
  355. *
  356. Z1 = ALPHA*VL( NLP1 )
  357. VL( NLP1 ) = ZERO
  358. TAU = VF( NLP1 )
  359. DO 10 I = NL, 1, -1
  360. Z( I+1 ) = ALPHA*VL( I )
  361. VL( I ) = ZERO
  362. VF( I+1 ) = VF( I )
  363. D( I+1 ) = D( I )
  364. IDXQ( I+1 ) = IDXQ( I ) + 1
  365. 10 CONTINUE
  366. VF( 1 ) = TAU
  367. *
  368. * Generate the second part of the vector Z.
  369. *
  370. DO 20 I = NLP2, M
  371. Z( I ) = BETA*VF( I )
  372. VF( I ) = ZERO
  373. 20 CONTINUE
  374. *
  375. * Sort the singular values into increasing order
  376. *
  377. DO 30 I = NLP2, N
  378. IDXQ( I ) = IDXQ( I ) + NLP1
  379. 30 CONTINUE
  380. *
  381. * DSIGMA, IDXC, IDXC, and ZW are used as storage space.
  382. *
  383. DO 40 I = 2, N
  384. DSIGMA( I ) = D( IDXQ( I ) )
  385. ZW( I ) = Z( IDXQ( I ) )
  386. VFW( I ) = VF( IDXQ( I ) )
  387. VLW( I ) = VL( IDXQ( I ) )
  388. 40 CONTINUE
  389. *
  390. CALL DLAMRG( NL, NR, DSIGMA( 2 ), 1, 1, IDX( 2 ) )
  391. *
  392. DO 50 I = 2, N
  393. IDXI = 1 + IDX( I )
  394. D( I ) = DSIGMA( IDXI )
  395. Z( I ) = ZW( IDXI )
  396. VF( I ) = VFW( IDXI )
  397. VL( I ) = VLW( IDXI )
  398. 50 CONTINUE
  399. *
  400. * Calculate the allowable deflation tolerance
  401. *
  402. EPS = DLAMCH( 'Epsilon' )
  403. TOL = MAX( ABS( ALPHA ), ABS( BETA ) )
  404. TOL = EIGHT*EIGHT*EPS*MAX( ABS( D( N ) ), TOL )
  405. *
  406. * There are 2 kinds of deflation -- first a value in the z-vector
  407. * is small, second two (or more) singular values are very close
  408. * together (their difference is small).
  409. *
  410. * If the value in the z-vector is small, we simply permute the
  411. * array so that the corresponding singular value is moved to the
  412. * end.
  413. *
  414. * If two values in the D-vector are close, we perform a two-sided
  415. * rotation designed to make one of the corresponding z-vector
  416. * entries zero, and then permute the array so that the deflated
  417. * singular value is moved to the end.
  418. *
  419. * If there are multiple singular values then the problem deflates.
  420. * Here the number of equal singular values are found. As each equal
  421. * singular value is found, an elementary reflector is computed to
  422. * rotate the corresponding singular subspace so that the
  423. * corresponding components of Z are zero in this new basis.
  424. *
  425. K = 1
  426. K2 = N + 1
  427. DO 60 J = 2, N
  428. IF( ABS( Z( J ) ).LE.TOL ) THEN
  429. *
  430. * Deflate due to small z component.
  431. *
  432. K2 = K2 - 1
  433. IDXP( K2 ) = J
  434. IF( J.EQ.N )
  435. $ GO TO 100
  436. ELSE
  437. JPREV = J
  438. GO TO 70
  439. END IF
  440. 60 CONTINUE
  441. 70 CONTINUE
  442. J = JPREV
  443. 80 CONTINUE
  444. J = J + 1
  445. IF( J.GT.N )
  446. $ GO TO 90
  447. IF( ABS( Z( J ) ).LE.TOL ) THEN
  448. *
  449. * Deflate due to small z component.
  450. *
  451. K2 = K2 - 1
  452. IDXP( K2 ) = J
  453. ELSE
  454. *
  455. * Check if singular values are close enough to allow deflation.
  456. *
  457. IF( ABS( D( J )-D( JPREV ) ).LE.TOL ) THEN
  458. *
  459. * Deflation is possible.
  460. *
  461. S = Z( JPREV )
  462. C = Z( J )
  463. *
  464. * Find sqrt(a**2+b**2) without overflow or
  465. * destructive underflow.
  466. *
  467. TAU = DLAPY2( C, S )
  468. Z( J ) = TAU
  469. Z( JPREV ) = ZERO
  470. C = C / TAU
  471. S = -S / TAU
  472. *
  473. * Record the appropriate Givens rotation
  474. *
  475. IF( ICOMPQ.EQ.1 ) THEN
  476. GIVPTR = GIVPTR + 1
  477. IDXJP = IDXQ( IDX( JPREV )+1 )
  478. IDXJ = IDXQ( IDX( J )+1 )
  479. IF( IDXJP.LE.NLP1 ) THEN
  480. IDXJP = IDXJP - 1
  481. END IF
  482. IF( IDXJ.LE.NLP1 ) THEN
  483. IDXJ = IDXJ - 1
  484. END IF
  485. GIVCOL( GIVPTR, 2 ) = IDXJP
  486. GIVCOL( GIVPTR, 1 ) = IDXJ
  487. GIVNUM( GIVPTR, 2 ) = C
  488. GIVNUM( GIVPTR, 1 ) = S
  489. END IF
  490. CALL DROT( 1, VF( JPREV ), 1, VF( J ), 1, C, S )
  491. CALL DROT( 1, VL( JPREV ), 1, VL( J ), 1, C, S )
  492. K2 = K2 - 1
  493. IDXP( K2 ) = JPREV
  494. JPREV = J
  495. ELSE
  496. K = K + 1
  497. ZW( K ) = Z( JPREV )
  498. DSIGMA( K ) = D( JPREV )
  499. IDXP( K ) = JPREV
  500. JPREV = J
  501. END IF
  502. END IF
  503. GO TO 80
  504. 90 CONTINUE
  505. *
  506. * Record the last singular value.
  507. *
  508. K = K + 1
  509. ZW( K ) = Z( JPREV )
  510. DSIGMA( K ) = D( JPREV )
  511. IDXP( K ) = JPREV
  512. *
  513. 100 CONTINUE
  514. *
  515. * Sort the singular values into DSIGMA. The singular values which
  516. * were not deflated go into the first K slots of DSIGMA, except
  517. * that DSIGMA(1) is treated separately.
  518. *
  519. DO 110 J = 2, N
  520. JP = IDXP( J )
  521. DSIGMA( J ) = D( JP )
  522. VFW( J ) = VF( JP )
  523. VLW( J ) = VL( JP )
  524. 110 CONTINUE
  525. IF( ICOMPQ.EQ.1 ) THEN
  526. DO 120 J = 2, N
  527. JP = IDXP( J )
  528. PERM( J ) = IDXQ( IDX( JP )+1 )
  529. IF( PERM( J ).LE.NLP1 ) THEN
  530. PERM( J ) = PERM( J ) - 1
  531. END IF
  532. 120 CONTINUE
  533. END IF
  534. *
  535. * The deflated singular values go back into the last N - K slots of
  536. * D.
  537. *
  538. CALL DCOPY( N-K, DSIGMA( K+1 ), 1, D( K+1 ), 1 )
  539. *
  540. * Determine DSIGMA(1), DSIGMA(2), Z(1), VF(1), VL(1), VF(M), and
  541. * VL(M).
  542. *
  543. DSIGMA( 1 ) = ZERO
  544. HLFTOL = TOL / TWO
  545. IF( ABS( DSIGMA( 2 ) ).LE.HLFTOL )
  546. $ DSIGMA( 2 ) = HLFTOL
  547. IF( M.GT.N ) THEN
  548. Z( 1 ) = DLAPY2( Z1, Z( M ) )
  549. IF( Z( 1 ).LE.TOL ) THEN
  550. C = ONE
  551. S = ZERO
  552. Z( 1 ) = TOL
  553. ELSE
  554. C = Z1 / Z( 1 )
  555. S = -Z( M ) / Z( 1 )
  556. END IF
  557. CALL DROT( 1, VF( M ), 1, VF( 1 ), 1, C, S )
  558. CALL DROT( 1, VL( M ), 1, VL( 1 ), 1, C, S )
  559. ELSE
  560. IF( ABS( Z1 ).LE.TOL ) THEN
  561. Z( 1 ) = TOL
  562. ELSE
  563. Z( 1 ) = Z1
  564. END IF
  565. END IF
  566. *
  567. * Restore Z, VF, and VL.
  568. *
  569. CALL DCOPY( K-1, ZW( 2 ), 1, Z( 2 ), 1 )
  570. CALL DCOPY( N-1, VFW( 2 ), 1, VF( 2 ), 1 )
  571. CALL DCOPY( N-1, VLW( 2 ), 1, VL( 2 ), 1 )
  572. *
  573. RETURN
  574. *
  575. * End of DLASD7
  576. *
  577. END