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slasv2.f 8.3 kB

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  1. *> \brief \b SLASV2 computes the singular value decomposition of a 2-by-2 triangular matrix.
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download SLASV2 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/slasv2.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/slasv2.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/slasv2.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SLASV2( F, G, H, SSMIN, SSMAX, SNR, CSR, SNL, CSL )
  22. *
  23. * .. Scalar Arguments ..
  24. * REAL CSL, CSR, F, G, H, SNL, SNR, SSMAX, SSMIN
  25. * ..
  26. *
  27. *
  28. *> \par Purpose:
  29. * =============
  30. *>
  31. *> \verbatim
  32. *>
  33. *> SLASV2 computes the singular value decomposition of a 2-by-2
  34. *> triangular matrix
  35. *> [ F G ]
  36. *> [ 0 H ].
  37. *> On return, abs(SSMAX) is the larger singular value, abs(SSMIN) is the
  38. *> smaller singular value, and (CSL,SNL) and (CSR,SNR) are the left and
  39. *> right singular vectors for abs(SSMAX), giving the decomposition
  40. *>
  41. *> [ CSL SNL ] [ F G ] [ CSR -SNR ] = [ SSMAX 0 ]
  42. *> [-SNL CSL ] [ 0 H ] [ SNR CSR ] [ 0 SSMIN ].
  43. *> \endverbatim
  44. *
  45. * Arguments:
  46. * ==========
  47. *
  48. *> \param[in] F
  49. *> \verbatim
  50. *> F is REAL
  51. *> The (1,1) element of the 2-by-2 matrix.
  52. *> \endverbatim
  53. *>
  54. *> \param[in] G
  55. *> \verbatim
  56. *> G is REAL
  57. *> The (1,2) element of the 2-by-2 matrix.
  58. *> \endverbatim
  59. *>
  60. *> \param[in] H
  61. *> \verbatim
  62. *> H is REAL
  63. *> The (2,2) element of the 2-by-2 matrix.
  64. *> \endverbatim
  65. *>
  66. *> \param[out] SSMIN
  67. *> \verbatim
  68. *> SSMIN is REAL
  69. *> abs(SSMIN) is the smaller singular value.
  70. *> \endverbatim
  71. *>
  72. *> \param[out] SSMAX
  73. *> \verbatim
  74. *> SSMAX is REAL
  75. *> abs(SSMAX) is the larger singular value.
  76. *> \endverbatim
  77. *>
  78. *> \param[out] SNL
  79. *> \verbatim
  80. *> SNL is REAL
  81. *> \endverbatim
  82. *>
  83. *> \param[out] CSL
  84. *> \verbatim
  85. *> CSL is REAL
  86. *> The vector (CSL, SNL) is a unit left singular vector for the
  87. *> singular value abs(SSMAX).
  88. *> \endverbatim
  89. *>
  90. *> \param[out] SNR
  91. *> \verbatim
  92. *> SNR is REAL
  93. *> \endverbatim
  94. *>
  95. *> \param[out] CSR
  96. *> \verbatim
  97. *> CSR is REAL
  98. *> The vector (CSR, SNR) is a unit right singular vector for the
  99. *> singular value abs(SSMAX).
  100. *> \endverbatim
  101. *
  102. * Authors:
  103. * ========
  104. *
  105. *> \author Univ. of Tennessee
  106. *> \author Univ. of California Berkeley
  107. *> \author Univ. of Colorado Denver
  108. *> \author NAG Ltd.
  109. *
  110. *> \ingroup OTHERauxiliary
  111. *
  112. *> \par Further Details:
  113. * =====================
  114. *>
  115. *> \verbatim
  116. *>
  117. *> Any input parameter may be aliased with any output parameter.
  118. *>
  119. *> Barring over/underflow and assuming a guard digit in subtraction, all
  120. *> output quantities are correct to within a few units in the last
  121. *> place (ulps).
  122. *>
  123. *> In IEEE arithmetic, the code works correctly if one matrix element is
  124. *> infinite.
  125. *>
  126. *> Overflow will not occur unless the largest singular value itself
  127. *> overflows or is within a few ulps of overflow. (On machines with
  128. *> partial overflow, like the Cray, overflow may occur if the largest
  129. *> singular value is within a factor of 2 of overflow.)
  130. *>
  131. *> Underflow is harmless if underflow is gradual. Otherwise, results
  132. *> may correspond to a matrix modified by perturbations of size near
  133. *> the underflow threshold.
  134. *> \endverbatim
  135. *>
  136. * =====================================================================
  137. SUBROUTINE SLASV2( F, G, H, SSMIN, SSMAX, SNR, CSR, SNL, CSL )
  138. *
  139. * -- LAPACK auxiliary routine --
  140. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  141. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  142. *
  143. * .. Scalar Arguments ..
  144. REAL CSL, CSR, F, G, H, SNL, SNR, SSMAX, SSMIN
  145. * ..
  146. *
  147. * =====================================================================
  148. *
  149. * .. Parameters ..
  150. REAL ZERO
  151. PARAMETER ( ZERO = 0.0E0 )
  152. REAL HALF
  153. PARAMETER ( HALF = 0.5E0 )
  154. REAL ONE
  155. PARAMETER ( ONE = 1.0E0 )
  156. REAL TWO
  157. PARAMETER ( TWO = 2.0E0 )
  158. REAL FOUR
  159. PARAMETER ( FOUR = 4.0E0 )
  160. * ..
  161. * .. Local Scalars ..
  162. LOGICAL GASMAL, SWAP
  163. INTEGER PMAX
  164. REAL A, CLT, CRT, D, FA, FT, GA, GT, HA, HT, L, M,
  165. $ MM, R, S, SLT, SRT, T, TEMP, TSIGN, TT
  166. * ..
  167. * .. Intrinsic Functions ..
  168. INTRINSIC ABS, SIGN, SQRT
  169. * ..
  170. * .. External Functions ..
  171. REAL SLAMCH
  172. EXTERNAL SLAMCH
  173. * ..
  174. * .. Executable Statements ..
  175. *
  176. FT = F
  177. FA = ABS( FT )
  178. HT = H
  179. HA = ABS( H )
  180. *
  181. * PMAX points to the maximum absolute element of matrix
  182. * PMAX = 1 if F largest in absolute values
  183. * PMAX = 2 if G largest in absolute values
  184. * PMAX = 3 if H largest in absolute values
  185. *
  186. PMAX = 1
  187. SWAP = ( HA.GT.FA )
  188. IF( SWAP ) THEN
  189. PMAX = 3
  190. TEMP = FT
  191. FT = HT
  192. HT = TEMP
  193. TEMP = FA
  194. FA = HA
  195. HA = TEMP
  196. *
  197. * Now FA .ge. HA
  198. *
  199. END IF
  200. GT = G
  201. GA = ABS( GT )
  202. IF( GA.EQ.ZERO ) THEN
  203. *
  204. * Diagonal matrix
  205. *
  206. SSMIN = HA
  207. SSMAX = FA
  208. CLT = ONE
  209. CRT = ONE
  210. SLT = ZERO
  211. SRT = ZERO
  212. ELSE
  213. GASMAL = .TRUE.
  214. IF( GA.GT.FA ) THEN
  215. PMAX = 2
  216. IF( ( FA / GA ).LT.SLAMCH( 'EPS' ) ) THEN
  217. *
  218. * Case of very large GA
  219. *
  220. GASMAL = .FALSE.
  221. SSMAX = GA
  222. IF( HA.GT.ONE ) THEN
  223. SSMIN = FA / ( GA / HA )
  224. ELSE
  225. SSMIN = ( FA / GA )*HA
  226. END IF
  227. CLT = ONE
  228. SLT = HT / GT
  229. SRT = ONE
  230. CRT = FT / GT
  231. END IF
  232. END IF
  233. IF( GASMAL ) THEN
  234. *
  235. * Normal case
  236. *
  237. D = FA - HA
  238. IF( D.EQ.FA ) THEN
  239. *
  240. * Copes with infinite F or H
  241. *
  242. L = ONE
  243. ELSE
  244. L = D / FA
  245. END IF
  246. *
  247. * Note that 0 .le. L .le. 1
  248. *
  249. M = GT / FT
  250. *
  251. * Note that abs(M) .le. 1/macheps
  252. *
  253. T = TWO - L
  254. *
  255. * Note that T .ge. 1
  256. *
  257. MM = M*M
  258. TT = T*T
  259. S = SQRT( TT+MM )
  260. *
  261. * Note that 1 .le. S .le. 1 + 1/macheps
  262. *
  263. IF( L.EQ.ZERO ) THEN
  264. R = ABS( M )
  265. ELSE
  266. R = SQRT( L*L+MM )
  267. END IF
  268. *
  269. * Note that 0 .le. R .le. 1 + 1/macheps
  270. *
  271. A = HALF*( S+R )
  272. *
  273. * Note that 1 .le. A .le. 1 + abs(M)
  274. *
  275. SSMIN = HA / A
  276. SSMAX = FA*A
  277. IF( MM.EQ.ZERO ) THEN
  278. *
  279. * Note that M is very tiny
  280. *
  281. IF( L.EQ.ZERO ) THEN
  282. T = SIGN( TWO, FT )*SIGN( ONE, GT )
  283. ELSE
  284. T = GT / SIGN( D, FT ) + M / T
  285. END IF
  286. ELSE
  287. T = ( M / ( S+T )+M / ( R+L ) )*( ONE+A )
  288. END IF
  289. L = SQRT( T*T+FOUR )
  290. CRT = TWO / L
  291. SRT = T / L
  292. CLT = ( CRT+SRT*M ) / A
  293. SLT = ( HT / FT )*SRT / A
  294. END IF
  295. END IF
  296. IF( SWAP ) THEN
  297. CSL = SRT
  298. SNL = CRT
  299. CSR = SLT
  300. SNR = CLT
  301. ELSE
  302. CSL = CLT
  303. SNL = SLT
  304. CSR = CRT
  305. SNR = SRT
  306. END IF
  307. *
  308. * Correct signs of SSMAX and SSMIN
  309. *
  310. IF( PMAX.EQ.1 )
  311. $ TSIGN = SIGN( ONE, CSR )*SIGN( ONE, CSL )*SIGN( ONE, F )
  312. IF( PMAX.EQ.2 )
  313. $ TSIGN = SIGN( ONE, SNR )*SIGN( ONE, CSL )*SIGN( ONE, G )
  314. IF( PMAX.EQ.3 )
  315. $ TSIGN = SIGN( ONE, SNR )*SIGN( ONE, SNL )*SIGN( ONE, H )
  316. SSMAX = SIGN( SSMAX, TSIGN )
  317. SSMIN = SIGN( SSMIN, TSIGN*SIGN( ONE, F )*SIGN( ONE, H ) )
  318. RETURN
  319. *
  320. * End of SLASV2
  321. *
  322. END