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dlasd0.f 9.2 kB

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  1. *> \brief \b DLASD0 computes the singular values of a real upper bidiagonal n-by-m matrix B with diagonal d and off-diagonal e. 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 DLASD0 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlasd0.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlasd0.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlasd0.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DLASD0( N, SQRE, D, E, U, LDU, VT, LDVT, SMLSIZ, IWORK,
  22. * WORK, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * INTEGER INFO, LDU, LDVT, N, SMLSIZ, SQRE
  26. * ..
  27. * .. Array Arguments ..
  28. * INTEGER IWORK( * )
  29. * DOUBLE PRECISION D( * ), E( * ), U( LDU, * ), VT( LDVT, * ),
  30. * $ WORK( * )
  31. * ..
  32. *
  33. *
  34. *> \par Purpose:
  35. * =============
  36. *>
  37. *> \verbatim
  38. *>
  39. *> Using a divide and conquer approach, DLASD0 computes the singular
  40. *> value decomposition (SVD) of a real upper bidiagonal N-by-M
  41. *> matrix B with diagonal D and offdiagonal E, where M = N + SQRE.
  42. *> The algorithm computes orthogonal matrices U and VT such that
  43. *> B = U * S * VT. The singular values S are overwritten on D.
  44. *>
  45. *> A related subroutine, DLASDA, computes only the singular values,
  46. *> and optionally, the singular vectors in compact form.
  47. *> \endverbatim
  48. *
  49. * Arguments:
  50. * ==========
  51. *
  52. *> \param[in] N
  53. *> \verbatim
  54. *> N is INTEGER
  55. *> On entry, the row dimension of the upper bidiagonal matrix.
  56. *> This is also the dimension of the main diagonal array D.
  57. *> \endverbatim
  58. *>
  59. *> \param[in] SQRE
  60. *> \verbatim
  61. *> SQRE is INTEGER
  62. *> Specifies the column dimension of the bidiagonal matrix.
  63. *> = 0: The bidiagonal matrix has column dimension M = N;
  64. *> = 1: The bidiagonal matrix has column dimension M = N+1;
  65. *> \endverbatim
  66. *>
  67. *> \param[in,out] D
  68. *> \verbatim
  69. *> D is DOUBLE PRECISION array, dimension (N)
  70. *> On entry D contains the main diagonal of the bidiagonal
  71. *> matrix.
  72. *> On exit D, if INFO = 0, contains its singular values.
  73. *> \endverbatim
  74. *>
  75. *> \param[in] E
  76. *> \verbatim
  77. *> E is DOUBLE PRECISION array, dimension (M-1)
  78. *> Contains the subdiagonal entries of the bidiagonal matrix.
  79. *> On exit, E has been destroyed.
  80. *> \endverbatim
  81. *>
  82. *> \param[out] U
  83. *> \verbatim
  84. *> U is DOUBLE PRECISION array, dimension at least (LDQ, N)
  85. *> On exit, U contains the left singular vectors.
  86. *> \endverbatim
  87. *>
  88. *> \param[in] LDU
  89. *> \verbatim
  90. *> LDU is INTEGER
  91. *> On entry, leading dimension of U.
  92. *> \endverbatim
  93. *>
  94. *> \param[out] VT
  95. *> \verbatim
  96. *> VT is DOUBLE PRECISION array, dimension at least (LDVT, M)
  97. *> On exit, VT**T contains the right singular vectors.
  98. *> \endverbatim
  99. *>
  100. *> \param[in] LDVT
  101. *> \verbatim
  102. *> LDVT is INTEGER
  103. *> On entry, leading dimension of VT.
  104. *> \endverbatim
  105. *>
  106. *> \param[in] SMLSIZ
  107. *> \verbatim
  108. *> SMLSIZ is INTEGER
  109. *> On entry, maximum size of the subproblems at the
  110. *> bottom of the computation tree.
  111. *> \endverbatim
  112. *>
  113. *> \param[out] IWORK
  114. *> \verbatim
  115. *> IWORK is INTEGER work array.
  116. *> Dimension must be at least (8 * N)
  117. *> \endverbatim
  118. *>
  119. *> \param[out] WORK
  120. *> \verbatim
  121. *> WORK is DOUBLE PRECISION work array.
  122. *> Dimension must be at least (3 * M**2 + 2 * M)
  123. *> \endverbatim
  124. *>
  125. *> \param[out] INFO
  126. *> \verbatim
  127. *> INFO is INTEGER
  128. *> = 0: successful exit.
  129. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  130. *> > 0: if INFO = 1, a singular value did not converge
  131. *> \endverbatim
  132. *
  133. * Authors:
  134. * ========
  135. *
  136. *> \author Univ. of Tennessee
  137. *> \author Univ. of California Berkeley
  138. *> \author Univ. of Colorado Denver
  139. *> \author NAG Ltd.
  140. *
  141. *> \date November 2015
  142. *
  143. *> \ingroup auxOTHERauxiliary
  144. *
  145. *> \par Contributors:
  146. * ==================
  147. *>
  148. *> Ming Gu and Huan Ren, Computer Science Division, University of
  149. *> California at Berkeley, USA
  150. *>
  151. * =====================================================================
  152. SUBROUTINE DLASD0( N, SQRE, D, E, U, LDU, VT, LDVT, SMLSIZ, IWORK,
  153. $ WORK, INFO )
  154. *
  155. * -- LAPACK auxiliary routine (version 3.6.0) --
  156. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  157. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  158. * November 2015
  159. *
  160. * .. Scalar Arguments ..
  161. INTEGER INFO, LDU, LDVT, N, SMLSIZ, SQRE
  162. * ..
  163. * .. Array Arguments ..
  164. INTEGER IWORK( * )
  165. DOUBLE PRECISION D( * ), E( * ), U( LDU, * ), VT( LDVT, * ),
  166. $ WORK( * )
  167. * ..
  168. *
  169. * =====================================================================
  170. *
  171. * .. Local Scalars ..
  172. INTEGER I, I1, IC, IDXQ, IDXQC, IM1, INODE, ITEMP, IWK,
  173. $ J, LF, LL, LVL, M, NCC, ND, NDB1, NDIML, NDIMR,
  174. $ NL, NLF, NLP1, NLVL, NR, NRF, NRP1, SQREI
  175. DOUBLE PRECISION ALPHA, BETA
  176. * ..
  177. * .. External Subroutines ..
  178. EXTERNAL DLASD1, DLASDQ, DLASDT, XERBLA
  179. * ..
  180. * .. Executable Statements ..
  181. *
  182. * Test the input parameters.
  183. *
  184. INFO = 0
  185. *
  186. IF( N.LT.0 ) THEN
  187. INFO = -1
  188. ELSE IF( ( SQRE.LT.0 ) .OR. ( SQRE.GT.1 ) ) THEN
  189. INFO = -2
  190. END IF
  191. *
  192. M = N + SQRE
  193. *
  194. IF( LDU.LT.N ) THEN
  195. INFO = -6
  196. ELSE IF( LDVT.LT.M ) THEN
  197. INFO = -8
  198. ELSE IF( SMLSIZ.LT.3 ) THEN
  199. INFO = -9
  200. END IF
  201. IF( INFO.NE.0 ) THEN
  202. CALL XERBLA( 'DLASD0', -INFO )
  203. RETURN
  204. END IF
  205. *
  206. * If the input matrix is too small, call DLASDQ to find the SVD.
  207. *
  208. IF( N.LE.SMLSIZ ) THEN
  209. CALL DLASDQ( 'U', SQRE, N, M, N, 0, D, E, VT, LDVT, U, LDU, U,
  210. $ LDU, WORK, INFO )
  211. RETURN
  212. END IF
  213. *
  214. * Set up the computation tree.
  215. *
  216. INODE = 1
  217. NDIML = INODE + N
  218. NDIMR = NDIML + N
  219. IDXQ = NDIMR + N
  220. IWK = IDXQ + N
  221. CALL DLASDT( N, NLVL, ND, IWORK( INODE ), IWORK( NDIML ),
  222. $ IWORK( NDIMR ), SMLSIZ )
  223. *
  224. * For the nodes on bottom level of the tree, solve
  225. * their subproblems by DLASDQ.
  226. *
  227. NDB1 = ( ND+1 ) / 2
  228. NCC = 0
  229. DO 30 I = NDB1, ND
  230. *
  231. * IC : center row of each node
  232. * NL : number of rows of left subproblem
  233. * NR : number of rows of right subproblem
  234. * NLF: starting row of the left subproblem
  235. * NRF: starting row of the right subproblem
  236. *
  237. I1 = I - 1
  238. IC = IWORK( INODE+I1 )
  239. NL = IWORK( NDIML+I1 )
  240. NLP1 = NL + 1
  241. NR = IWORK( NDIMR+I1 )
  242. NRP1 = NR + 1
  243. NLF = IC - NL
  244. NRF = IC + 1
  245. SQREI = 1
  246. CALL DLASDQ( 'U', SQREI, NL, NLP1, NL, NCC, D( NLF ), E( NLF ),
  247. $ VT( NLF, NLF ), LDVT, U( NLF, NLF ), LDU,
  248. $ U( NLF, NLF ), LDU, WORK, INFO )
  249. IF( INFO.NE.0 ) THEN
  250. RETURN
  251. END IF
  252. ITEMP = IDXQ + NLF - 2
  253. DO 10 J = 1, NL
  254. IWORK( ITEMP+J ) = J
  255. 10 CONTINUE
  256. IF( I.EQ.ND ) THEN
  257. SQREI = SQRE
  258. ELSE
  259. SQREI = 1
  260. END IF
  261. NRP1 = NR + SQREI
  262. CALL DLASDQ( 'U', SQREI, NR, NRP1, NR, NCC, D( NRF ), E( NRF ),
  263. $ VT( NRF, NRF ), LDVT, U( NRF, NRF ), LDU,
  264. $ U( NRF, NRF ), LDU, WORK, INFO )
  265. IF( INFO.NE.0 ) THEN
  266. RETURN
  267. END IF
  268. ITEMP = IDXQ + IC
  269. DO 20 J = 1, NR
  270. IWORK( ITEMP+J-1 ) = J
  271. 20 CONTINUE
  272. 30 CONTINUE
  273. *
  274. * Now conquer each subproblem bottom-up.
  275. *
  276. DO 50 LVL = NLVL, 1, -1
  277. *
  278. * Find the first node LF and last node LL on the
  279. * current level LVL.
  280. *
  281. IF( LVL.EQ.1 ) THEN
  282. LF = 1
  283. LL = 1
  284. ELSE
  285. LF = 2**( LVL-1 )
  286. LL = 2*LF - 1
  287. END IF
  288. DO 40 I = LF, LL
  289. IM1 = I - 1
  290. IC = IWORK( INODE+IM1 )
  291. NL = IWORK( NDIML+IM1 )
  292. NR = IWORK( NDIMR+IM1 )
  293. NLF = IC - NL
  294. IF( ( SQRE.EQ.0 ) .AND. ( I.EQ.LL ) ) THEN
  295. SQREI = SQRE
  296. ELSE
  297. SQREI = 1
  298. END IF
  299. IDXQC = IDXQ + NLF - 1
  300. ALPHA = D( IC )
  301. BETA = E( IC )
  302. CALL DLASD1( NL, NR, SQREI, D( NLF ), ALPHA, BETA,
  303. $ U( NLF, NLF ), LDU, VT( NLF, NLF ), LDVT,
  304. $ IWORK( IDXQC ), IWORK( IWK ), WORK, INFO )
  305. *
  306. * Report the possible convergence failure.
  307. *
  308. IF( INFO.NE.0 ) THEN
  309. RETURN
  310. END IF
  311. 40 CONTINUE
  312. 50 CONTINUE
  313. *
  314. RETURN
  315. *
  316. * End of DLASD0
  317. *
  318. END