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cbdsqr.f 26 kB

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