You can not select more than 25 topics Topics must start with a chinese character,a letter or number, can include dashes ('-') and can be up to 35 characters long.

dbdsqr.f 27 kB

123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290291292293294295296297298299300301302303304305306307308309310311312313314315316317318319320321322323324325326327328329330331332333334335336337338339340341342343344345346347348349350351352353354355356357358359360361362363364365366367368369370371372373374375376377378379380381382383384385386387388389390391392393394395396397398399400401402403404405406407408409410411412413414415416417418419420421422423424425426427428429430431432433434435436437438439440441442443444445446447448449450451452453454455456457458459460461462463464465466467468469470471472473474475476477478479480481482483484485486487488489490491492493494495496497498499500501502503504505506507508509510511512513514515516517518519520521522523524525526527528529530531532533534535536537538539540541542543544545546547548549550551552553554555556557558559560561562563564565566567568569570571572573574575576577578579580581582583584585586587588589590591592593594595596597598599600601602603604605606607608609610611612613614615616617618619620621622623624625626627628629630631632633634635636637638639640641642643644645646647648649650651652653654655656657658659660661662663664665666667668669670671672673674675676677678679680681682683684685686687688689690691692693694695696697698699700701702703704705706707708709710711712713714715716717718719720721722723724725726727728729730731732733734735736737738739740741742743744745746747748749750751752753754755756757758759760761762763764765766767768769770771772773774775776777778779780781782783784785786787788789790791792793794795796797798799800801802803804805806807808809810811812813814815816817818819820821822823824825826827828829830831832833834835836837838839840841842843844845846847848849850851852853854855856857858859860861862863864
  1. *> \brief \b DBDSQR
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download DBDSQR + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dbdsqr.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dbdsqr.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dbdsqr.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DBDSQR( 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. * DOUBLE PRECISION C( LDC, * ), D( * ), E( * ), U( LDU, * ),
  30. * $ VT( LDVT, * ), WORK( * )
  31. * ..
  32. *
  33. *
  34. *> \par Purpose:
  35. * =============
  36. *>
  37. *> \verbatim
  38. *>
  39. *> DBDSQR 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 DGEBRD, 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 DOUBLE PRECISION 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 DOUBLE PRECISION 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 DOUBLE PRECISION 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 DOUBLE PRECISION 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 DOUBLE PRECISION 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 DOUBLE PRECISION array, dimension (4*(N-1))
  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 DOUBLE PRECISION, 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. *>
  216. *> \endverbatim
  217. *
  218. *> \par Note:
  219. * ===========
  220. *>
  221. *> \verbatim
  222. *> Bug report from Cezary Dendek.
  223. *> On March 23rd 2017, the INTEGER variable MAXIT = MAXITR*N**2 is
  224. *> removed since it can overflow pretty easily (for N larger or equal
  225. *> than 18,919). We instead use MAXITDIVN = MAXITR*N.
  226. *> \endverbatim
  227. *
  228. * Authors:
  229. * ========
  230. *
  231. *> \author Univ. of Tennessee
  232. *> \author Univ. of California Berkeley
  233. *> \author Univ. of Colorado Denver
  234. *> \author NAG Ltd.
  235. *
  236. *> \ingroup auxOTHERcomputational
  237. *
  238. * =====================================================================
  239. SUBROUTINE DBDSQR( UPLO, N, NCVT, NRU, NCC, D, E, VT, LDVT, U,
  240. $ LDU, C, LDC, WORK, INFO )
  241. *
  242. * -- LAPACK computational routine --
  243. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  244. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  245. *
  246. * .. Scalar Arguments ..
  247. CHARACTER UPLO
  248. INTEGER INFO, LDC, LDU, LDVT, N, NCC, NCVT, NRU
  249. * ..
  250. * .. Array Arguments ..
  251. DOUBLE PRECISION C( LDC, * ), D( * ), E( * ), U( LDU, * ),
  252. $ VT( LDVT, * ), WORK( * )
  253. * ..
  254. *
  255. * =====================================================================
  256. *
  257. * .. Parameters ..
  258. DOUBLE PRECISION ZERO
  259. PARAMETER ( ZERO = 0.0D0 )
  260. DOUBLE PRECISION ONE
  261. PARAMETER ( ONE = 1.0D0 )
  262. DOUBLE PRECISION NEGONE
  263. PARAMETER ( NEGONE = -1.0D0 )
  264. DOUBLE PRECISION HNDRTH
  265. PARAMETER ( HNDRTH = 0.01D0 )
  266. DOUBLE PRECISION TEN
  267. PARAMETER ( TEN = 10.0D0 )
  268. DOUBLE PRECISION HNDRD
  269. PARAMETER ( HNDRD = 100.0D0 )
  270. DOUBLE PRECISION MEIGTH
  271. PARAMETER ( MEIGTH = -0.125D0 )
  272. INTEGER MAXITR
  273. PARAMETER ( MAXITR = 6 )
  274. * ..
  275. * .. Local Scalars ..
  276. LOGICAL LOWER, ROTATE
  277. INTEGER I, IDIR, ISUB, ITER, ITERDIVN, J, LL, LLL, M,
  278. $ MAXITDIVN, NM1, NM12, NM13, OLDLL, OLDM
  279. DOUBLE PRECISION ABSE, ABSS, COSL, COSR, CS, EPS, F, G, H, MU,
  280. $ OLDCS, OLDSN, R, SHIFT, SIGMN, SIGMX, SINL,
  281. $ SINR, SLL, SMAX, SMIN, SMINL, SMINOA,
  282. $ SN, THRESH, TOL, TOLMUL, UNFL
  283. * ..
  284. * .. External Functions ..
  285. LOGICAL LSAME
  286. DOUBLE PRECISION DLAMCH
  287. EXTERNAL LSAME, DLAMCH
  288. * ..
  289. * .. External Subroutines ..
  290. EXTERNAL DLARTG, DLAS2, DLASQ1, DLASR, DLASV2, DROT,
  291. $ DSCAL, DSWAP, XERBLA
  292. * ..
  293. * .. Intrinsic Functions ..
  294. INTRINSIC ABS, DBLE, MAX, MIN, SIGN, SQRT
  295. * ..
  296. * .. Executable Statements ..
  297. *
  298. * Test the input parameters.
  299. *
  300. INFO = 0
  301. LOWER = LSAME( UPLO, 'L' )
  302. IF( .NOT.LSAME( UPLO, 'U' ) .AND. .NOT.LOWER ) THEN
  303. INFO = -1
  304. ELSE IF( N.LT.0 ) THEN
  305. INFO = -2
  306. ELSE IF( NCVT.LT.0 ) THEN
  307. INFO = -3
  308. ELSE IF( NRU.LT.0 ) THEN
  309. INFO = -4
  310. ELSE IF( NCC.LT.0 ) THEN
  311. INFO = -5
  312. ELSE IF( ( NCVT.EQ.0 .AND. LDVT.LT.1 ) .OR.
  313. $ ( NCVT.GT.0 .AND. LDVT.LT.MAX( 1, N ) ) ) THEN
  314. INFO = -9
  315. ELSE IF( LDU.LT.MAX( 1, NRU ) ) THEN
  316. INFO = -11
  317. ELSE IF( ( NCC.EQ.0 .AND. LDC.LT.1 ) .OR.
  318. $ ( NCC.GT.0 .AND. LDC.LT.MAX( 1, N ) ) ) THEN
  319. INFO = -13
  320. END IF
  321. IF( INFO.NE.0 ) THEN
  322. CALL XERBLA( 'DBDSQR', -INFO )
  323. RETURN
  324. END IF
  325. IF( N.EQ.0 )
  326. $ RETURN
  327. IF( N.EQ.1 )
  328. $ GO TO 160
  329. *
  330. * ROTATE is true if any singular vectors desired, false otherwise
  331. *
  332. ROTATE = ( NCVT.GT.0 ) .OR. ( NRU.GT.0 ) .OR. ( NCC.GT.0 )
  333. *
  334. * If no singular vectors desired, use qd algorithm
  335. *
  336. IF( .NOT.ROTATE ) THEN
  337. CALL DLASQ1( N, D, E, WORK, INFO )
  338. *
  339. * If INFO equals 2, dqds didn't finish, try to finish
  340. *
  341. IF( INFO .NE. 2 ) RETURN
  342. INFO = 0
  343. END IF
  344. *
  345. NM1 = N - 1
  346. NM12 = NM1 + NM1
  347. NM13 = NM12 + NM1
  348. IDIR = 0
  349. *
  350. * Get machine constants
  351. *
  352. EPS = DLAMCH( 'Epsilon' )
  353. UNFL = DLAMCH( 'Safe minimum' )
  354. *
  355. * If matrix lower bidiagonal, rotate to be upper bidiagonal
  356. * by applying Givens rotations on the left
  357. *
  358. IF( LOWER ) THEN
  359. DO 10 I = 1, N - 1
  360. CALL DLARTG( D( I ), E( I ), CS, SN, R )
  361. D( I ) = R
  362. E( I ) = SN*D( I+1 )
  363. D( I+1 ) = CS*D( I+1 )
  364. WORK( I ) = CS
  365. WORK( NM1+I ) = SN
  366. 10 CONTINUE
  367. *
  368. * Update singular vectors if desired
  369. *
  370. IF( NRU.GT.0 )
  371. $ CALL DLASR( 'R', 'V', 'F', NRU, N, WORK( 1 ), WORK( N ), U,
  372. $ LDU )
  373. IF( NCC.GT.0 )
  374. $ CALL DLASR( 'L', 'V', 'F', N, NCC, WORK( 1 ), WORK( N ), C,
  375. $ LDC )
  376. END IF
  377. *
  378. * Compute singular values to relative accuracy TOL
  379. * (By setting TOL to be negative, algorithm will compute
  380. * singular values to absolute accuracy ABS(TOL)*norm(input matrix))
  381. *
  382. TOLMUL = MAX( TEN, MIN( HNDRD, EPS**MEIGTH ) )
  383. TOL = TOLMUL*EPS
  384. *
  385. * Compute approximate maximum, minimum singular values
  386. *
  387. SMAX = ZERO
  388. DO 20 I = 1, N
  389. SMAX = MAX( SMAX, ABS( D( I ) ) )
  390. 20 CONTINUE
  391. DO 30 I = 1, N - 1
  392. SMAX = MAX( SMAX, ABS( E( I ) ) )
  393. 30 CONTINUE
  394. SMINL = ZERO
  395. IF( TOL.GE.ZERO ) THEN
  396. *
  397. * Relative accuracy desired
  398. *
  399. SMINOA = ABS( D( 1 ) )
  400. IF( SMINOA.EQ.ZERO )
  401. $ GO TO 50
  402. MU = SMINOA
  403. DO 40 I = 2, N
  404. MU = ABS( D( I ) )*( MU / ( MU+ABS( E( I-1 ) ) ) )
  405. SMINOA = MIN( SMINOA, MU )
  406. IF( SMINOA.EQ.ZERO )
  407. $ GO TO 50
  408. 40 CONTINUE
  409. 50 CONTINUE
  410. SMINOA = SMINOA / SQRT( DBLE( N ) )
  411. THRESH = MAX( TOL*SMINOA, MAXITR*(N*(N*UNFL)) )
  412. ELSE
  413. *
  414. * Absolute accuracy desired
  415. *
  416. THRESH = MAX( ABS( TOL )*SMAX, MAXITR*(N*(N*UNFL)) )
  417. END IF
  418. *
  419. * Prepare for main iteration loop for the singular values
  420. * (MAXIT is the maximum number of passes through the inner
  421. * loop permitted before nonconvergence signalled.)
  422. *
  423. MAXITDIVN = MAXITR*N
  424. ITERDIVN = 0
  425. ITER = -1
  426. OLDLL = -1
  427. OLDM = -1
  428. *
  429. * M points to last element of unconverged part of matrix
  430. *
  431. M = N
  432. *
  433. * Begin main iteration loop
  434. *
  435. 60 CONTINUE
  436. *
  437. * Check for convergence or exceeding iteration count
  438. *
  439. IF( M.LE.1 )
  440. $ GO TO 160
  441. *
  442. IF( ITER.GE.N ) THEN
  443. ITER = ITER - N
  444. ITERDIVN = ITERDIVN + 1
  445. IF( ITERDIVN.GE.MAXITDIVN )
  446. $ GO TO 200
  447. END IF
  448. *
  449. * Find diagonal block of matrix to work on
  450. *
  451. IF( TOL.LT.ZERO .AND. ABS( D( M ) ).LE.THRESH )
  452. $ D( M ) = ZERO
  453. SMAX = ABS( D( M ) )
  454. SMIN = SMAX
  455. DO 70 LLL = 1, M - 1
  456. LL = M - LLL
  457. ABSS = ABS( D( LL ) )
  458. ABSE = ABS( E( LL ) )
  459. IF( TOL.LT.ZERO .AND. ABSS.LE.THRESH )
  460. $ D( LL ) = ZERO
  461. IF( ABSE.LE.THRESH )
  462. $ GO TO 80
  463. SMIN = MIN( SMIN, ABSS )
  464. SMAX = MAX( SMAX, ABSS, ABSE )
  465. 70 CONTINUE
  466. LL = 0
  467. GO TO 90
  468. 80 CONTINUE
  469. E( LL ) = ZERO
  470. *
  471. * Matrix splits since E(LL) = 0
  472. *
  473. IF( LL.EQ.M-1 ) THEN
  474. *
  475. * Convergence of bottom singular value, return to top of loop
  476. *
  477. M = M - 1
  478. GO TO 60
  479. END IF
  480. 90 CONTINUE
  481. LL = LL + 1
  482. *
  483. * E(LL) through E(M-1) are nonzero, E(LL-1) is zero
  484. *
  485. IF( LL.EQ.M-1 ) THEN
  486. *
  487. * 2 by 2 block, handle separately
  488. *
  489. CALL DLASV2( D( M-1 ), E( M-1 ), D( M ), SIGMN, SIGMX, SINR,
  490. $ COSR, SINL, COSL )
  491. D( M-1 ) = SIGMX
  492. E( M-1 ) = ZERO
  493. D( M ) = SIGMN
  494. *
  495. * Compute singular vectors, if desired
  496. *
  497. IF( NCVT.GT.0 )
  498. $ CALL DROT( NCVT, VT( M-1, 1 ), LDVT, VT( M, 1 ), LDVT, COSR,
  499. $ SINR )
  500. IF( NRU.GT.0 )
  501. $ CALL DROT( NRU, U( 1, M-1 ), 1, U( 1, M ), 1, COSL, SINL )
  502. IF( NCC.GT.0 )
  503. $ CALL DROT( NCC, C( M-1, 1 ), LDC, C( M, 1 ), LDC, COSL,
  504. $ SINL )
  505. M = M - 2
  506. GO TO 60
  507. END IF
  508. *
  509. * If working on new submatrix, choose shift direction
  510. * (from larger end diagonal element towards smaller)
  511. *
  512. IF( LL.GT.OLDM .OR. M.LT.OLDLL ) THEN
  513. IF( ABS( D( LL ) ).GE.ABS( D( M ) ) ) THEN
  514. *
  515. * Chase bulge from top (big end) to bottom (small end)
  516. *
  517. IDIR = 1
  518. ELSE
  519. *
  520. * Chase bulge from bottom (big end) to top (small end)
  521. *
  522. IDIR = 2
  523. END IF
  524. END IF
  525. *
  526. * Apply convergence tests
  527. *
  528. IF( IDIR.EQ.1 ) THEN
  529. *
  530. * Run convergence test in forward direction
  531. * First apply standard test to bottom of matrix
  532. *
  533. IF( ABS( E( M-1 ) ).LE.ABS( TOL )*ABS( D( M ) ) .OR.
  534. $ ( TOL.LT.ZERO .AND. ABS( E( M-1 ) ).LE.THRESH ) ) THEN
  535. E( M-1 ) = ZERO
  536. GO TO 60
  537. END IF
  538. *
  539. IF( TOL.GE.ZERO ) THEN
  540. *
  541. * If relative accuracy desired,
  542. * apply convergence criterion forward
  543. *
  544. MU = ABS( D( LL ) )
  545. SMINL = MU
  546. DO 100 LLL = LL, M - 1
  547. IF( ABS( E( LLL ) ).LE.TOL*MU ) THEN
  548. E( LLL ) = ZERO
  549. GO TO 60
  550. END IF
  551. MU = ABS( D( LLL+1 ) )*( MU / ( MU+ABS( E( LLL ) ) ) )
  552. SMINL = MIN( SMINL, MU )
  553. 100 CONTINUE
  554. END IF
  555. *
  556. ELSE
  557. *
  558. * Run convergence test in backward direction
  559. * First apply standard test to top of matrix
  560. *
  561. IF( ABS( E( LL ) ).LE.ABS( TOL )*ABS( D( LL ) ) .OR.
  562. $ ( TOL.LT.ZERO .AND. ABS( E( LL ) ).LE.THRESH ) ) THEN
  563. E( LL ) = ZERO
  564. GO TO 60
  565. END IF
  566. *
  567. IF( TOL.GE.ZERO ) THEN
  568. *
  569. * If relative accuracy desired,
  570. * apply convergence criterion backward
  571. *
  572. MU = ABS( D( M ) )
  573. SMINL = MU
  574. DO 110 LLL = M - 1, LL, -1
  575. IF( ABS( E( LLL ) ).LE.TOL*MU ) THEN
  576. E( LLL ) = ZERO
  577. GO TO 60
  578. END IF
  579. MU = ABS( D( LLL ) )*( MU / ( MU+ABS( E( LLL ) ) ) )
  580. SMINL = MIN( SMINL, MU )
  581. 110 CONTINUE
  582. END IF
  583. END IF
  584. OLDLL = LL
  585. OLDM = M
  586. *
  587. * Compute shift. First, test if shifting would ruin relative
  588. * accuracy, and if so set the shift to zero.
  589. *
  590. IF( TOL.GE.ZERO .AND. N*TOL*( SMINL / SMAX ).LE.
  591. $ MAX( EPS, HNDRTH*TOL ) ) THEN
  592. *
  593. * Use a zero shift to avoid loss of relative accuracy
  594. *
  595. SHIFT = ZERO
  596. ELSE
  597. *
  598. * Compute the shift from 2-by-2 block at end of matrix
  599. *
  600. IF( IDIR.EQ.1 ) THEN
  601. SLL = ABS( D( LL ) )
  602. CALL DLAS2( D( M-1 ), E( M-1 ), D( M ), SHIFT, R )
  603. ELSE
  604. SLL = ABS( D( M ) )
  605. CALL DLAS2( D( LL ), E( LL ), D( LL+1 ), SHIFT, R )
  606. END IF
  607. *
  608. * Test if shift negligible, and if so set to zero
  609. *
  610. IF( SLL.GT.ZERO ) THEN
  611. IF( ( SHIFT / SLL )**2.LT.EPS )
  612. $ SHIFT = ZERO
  613. END IF
  614. END IF
  615. *
  616. * Increment iteration count
  617. *
  618. ITER = ITER + M - LL
  619. *
  620. * If SHIFT = 0, do simplified QR iteration
  621. *
  622. IF( SHIFT.EQ.ZERO ) THEN
  623. IF( IDIR.EQ.1 ) THEN
  624. *
  625. * Chase bulge from top to bottom
  626. * Save cosines and sines for later singular vector updates
  627. *
  628. CS = ONE
  629. OLDCS = ONE
  630. DO 120 I = LL, M - 1
  631. CALL DLARTG( D( I )*CS, E( I ), CS, SN, R )
  632. IF( I.GT.LL )
  633. $ E( I-1 ) = OLDSN*R
  634. CALL DLARTG( OLDCS*R, D( I+1 )*SN, OLDCS, OLDSN, D( I ) )
  635. WORK( I-LL+1 ) = CS
  636. WORK( I-LL+1+NM1 ) = SN
  637. WORK( I-LL+1+NM12 ) = OLDCS
  638. WORK( I-LL+1+NM13 ) = OLDSN
  639. 120 CONTINUE
  640. H = D( M )*CS
  641. D( M ) = H*OLDCS
  642. E( M-1 ) = H*OLDSN
  643. *
  644. * Update singular vectors
  645. *
  646. IF( NCVT.GT.0 )
  647. $ CALL DLASR( 'L', 'V', 'F', M-LL+1, NCVT, WORK( 1 ),
  648. $ WORK( N ), VT( LL, 1 ), LDVT )
  649. IF( NRU.GT.0 )
  650. $ CALL DLASR( 'R', 'V', 'F', NRU, M-LL+1, WORK( NM12+1 ),
  651. $ WORK( NM13+1 ), U( 1, LL ), LDU )
  652. IF( NCC.GT.0 )
  653. $ CALL DLASR( 'L', 'V', 'F', M-LL+1, NCC, WORK( NM12+1 ),
  654. $ WORK( NM13+1 ), C( LL, 1 ), LDC )
  655. *
  656. * Test convergence
  657. *
  658. IF( ABS( E( M-1 ) ).LE.THRESH )
  659. $ E( M-1 ) = ZERO
  660. *
  661. ELSE
  662. *
  663. * Chase bulge from bottom to top
  664. * Save cosines and sines for later singular vector updates
  665. *
  666. CS = ONE
  667. OLDCS = ONE
  668. DO 130 I = M, LL + 1, -1
  669. CALL DLARTG( D( I )*CS, E( I-1 ), CS, SN, R )
  670. IF( I.LT.M )
  671. $ E( I ) = OLDSN*R
  672. CALL DLARTG( OLDCS*R, D( I-1 )*SN, OLDCS, OLDSN, D( I ) )
  673. WORK( I-LL ) = CS
  674. WORK( I-LL+NM1 ) = -SN
  675. WORK( I-LL+NM12 ) = OLDCS
  676. WORK( I-LL+NM13 ) = -OLDSN
  677. 130 CONTINUE
  678. H = D( LL )*CS
  679. D( LL ) = H*OLDCS
  680. E( LL ) = H*OLDSN
  681. *
  682. * Update singular vectors
  683. *
  684. IF( NCVT.GT.0 )
  685. $ CALL DLASR( 'L', 'V', 'B', M-LL+1, NCVT, WORK( NM12+1 ),
  686. $ WORK( NM13+1 ), VT( LL, 1 ), LDVT )
  687. IF( NRU.GT.0 )
  688. $ CALL DLASR( 'R', 'V', 'B', NRU, M-LL+1, WORK( 1 ),
  689. $ WORK( N ), U( 1, LL ), LDU )
  690. IF( NCC.GT.0 )
  691. $ CALL DLASR( 'L', 'V', 'B', M-LL+1, NCC, WORK( 1 ),
  692. $ WORK( N ), C( LL, 1 ), LDC )
  693. *
  694. * Test convergence
  695. *
  696. IF( ABS( E( LL ) ).LE.THRESH )
  697. $ E( LL ) = ZERO
  698. END IF
  699. ELSE
  700. *
  701. * Use nonzero shift
  702. *
  703. IF( IDIR.EQ.1 ) THEN
  704. *
  705. * Chase bulge from top to bottom
  706. * Save cosines and sines for later singular vector updates
  707. *
  708. F = ( ABS( D( LL ) )-SHIFT )*
  709. $ ( SIGN( ONE, D( LL ) )+SHIFT / D( LL ) )
  710. G = E( LL )
  711. DO 140 I = LL, M - 1
  712. CALL DLARTG( F, G, COSR, SINR, R )
  713. IF( I.GT.LL )
  714. $ E( I-1 ) = R
  715. F = COSR*D( I ) + SINR*E( I )
  716. E( I ) = COSR*E( I ) - SINR*D( I )
  717. G = SINR*D( I+1 )
  718. D( I+1 ) = COSR*D( I+1 )
  719. CALL DLARTG( F, G, COSL, SINL, R )
  720. D( I ) = R
  721. F = COSL*E( I ) + SINL*D( I+1 )
  722. D( I+1 ) = COSL*D( I+1 ) - SINL*E( I )
  723. IF( I.LT.M-1 ) THEN
  724. G = SINL*E( I+1 )
  725. E( I+1 ) = COSL*E( I+1 )
  726. END IF
  727. WORK( I-LL+1 ) = COSR
  728. WORK( I-LL+1+NM1 ) = SINR
  729. WORK( I-LL+1+NM12 ) = COSL
  730. WORK( I-LL+1+NM13 ) = SINL
  731. 140 CONTINUE
  732. E( M-1 ) = F
  733. *
  734. * Update singular vectors
  735. *
  736. IF( NCVT.GT.0 )
  737. $ CALL DLASR( 'L', 'V', 'F', M-LL+1, NCVT, WORK( 1 ),
  738. $ WORK( N ), VT( LL, 1 ), LDVT )
  739. IF( NRU.GT.0 )
  740. $ CALL DLASR( 'R', 'V', 'F', NRU, M-LL+1, WORK( NM12+1 ),
  741. $ WORK( NM13+1 ), U( 1, LL ), LDU )
  742. IF( NCC.GT.0 )
  743. $ CALL DLASR( 'L', 'V', 'F', M-LL+1, NCC, WORK( NM12+1 ),
  744. $ WORK( NM13+1 ), C( LL, 1 ), LDC )
  745. *
  746. * Test convergence
  747. *
  748. IF( ABS( E( M-1 ) ).LE.THRESH )
  749. $ E( M-1 ) = ZERO
  750. *
  751. ELSE
  752. *
  753. * Chase bulge from bottom to top
  754. * Save cosines and sines for later singular vector updates
  755. *
  756. F = ( ABS( D( M ) )-SHIFT )*( SIGN( ONE, D( M ) )+SHIFT /
  757. $ D( M ) )
  758. G = E( M-1 )
  759. DO 150 I = M, LL + 1, -1
  760. CALL DLARTG( F, G, COSR, SINR, R )
  761. IF( I.LT.M )
  762. $ E( I ) = R
  763. F = COSR*D( I ) + SINR*E( I-1 )
  764. E( I-1 ) = COSR*E( I-1 ) - SINR*D( I )
  765. G = SINR*D( I-1 )
  766. D( I-1 ) = COSR*D( I-1 )
  767. CALL DLARTG( F, G, COSL, SINL, R )
  768. D( I ) = R
  769. F = COSL*E( I-1 ) + SINL*D( I-1 )
  770. D( I-1 ) = COSL*D( I-1 ) - SINL*E( I-1 )
  771. IF( I.GT.LL+1 ) THEN
  772. G = SINL*E( I-2 )
  773. E( I-2 ) = COSL*E( I-2 )
  774. END IF
  775. WORK( I-LL ) = COSR
  776. WORK( I-LL+NM1 ) = -SINR
  777. WORK( I-LL+NM12 ) = COSL
  778. WORK( I-LL+NM13 ) = -SINL
  779. 150 CONTINUE
  780. E( LL ) = F
  781. *
  782. * Test convergence
  783. *
  784. IF( ABS( E( LL ) ).LE.THRESH )
  785. $ E( LL ) = ZERO
  786. *
  787. * Update singular vectors if desired
  788. *
  789. IF( NCVT.GT.0 )
  790. $ CALL DLASR( 'L', 'V', 'B', M-LL+1, NCVT, WORK( NM12+1 ),
  791. $ WORK( NM13+1 ), VT( LL, 1 ), LDVT )
  792. IF( NRU.GT.0 )
  793. $ CALL DLASR( 'R', 'V', 'B', NRU, M-LL+1, WORK( 1 ),
  794. $ WORK( N ), U( 1, LL ), LDU )
  795. IF( NCC.GT.0 )
  796. $ CALL DLASR( 'L', 'V', 'B', M-LL+1, NCC, WORK( 1 ),
  797. $ WORK( N ), C( LL, 1 ), LDC )
  798. END IF
  799. END IF
  800. *
  801. * QR iteration finished, go back and check convergence
  802. *
  803. GO TO 60
  804. *
  805. * All singular values converged, so make them positive
  806. *
  807. 160 CONTINUE
  808. DO 170 I = 1, N
  809. IF( D( I ).LT.ZERO ) THEN
  810. D( I ) = -D( I )
  811. *
  812. * Change sign of singular vectors, if desired
  813. *
  814. IF( NCVT.GT.0 )
  815. $ CALL DSCAL( NCVT, NEGONE, VT( I, 1 ), LDVT )
  816. END IF
  817. 170 CONTINUE
  818. *
  819. * Sort the singular values into decreasing order (insertion sort on
  820. * singular values, but only one transposition per singular vector)
  821. *
  822. DO 190 I = 1, N - 1
  823. *
  824. * Scan for smallest D(I)
  825. *
  826. ISUB = 1
  827. SMIN = D( 1 )
  828. DO 180 J = 2, N + 1 - I
  829. IF( D( J ).LE.SMIN ) THEN
  830. ISUB = J
  831. SMIN = D( J )
  832. END IF
  833. 180 CONTINUE
  834. IF( ISUB.NE.N+1-I ) THEN
  835. *
  836. * Swap singular values and vectors
  837. *
  838. D( ISUB ) = D( N+1-I )
  839. D( N+1-I ) = SMIN
  840. IF( NCVT.GT.0 )
  841. $ CALL DSWAP( NCVT, VT( ISUB, 1 ), LDVT, VT( N+1-I, 1 ),
  842. $ LDVT )
  843. IF( NRU.GT.0 )
  844. $ CALL DSWAP( NRU, U( 1, ISUB ), 1, U( 1, N+1-I ), 1 )
  845. IF( NCC.GT.0 )
  846. $ CALL DSWAP( NCC, C( ISUB, 1 ), LDC, C( N+1-I, 1 ), LDC )
  847. END IF
  848. 190 CONTINUE
  849. GO TO 220
  850. *
  851. * Maximum number of iterations exceeded, failure to converge
  852. *
  853. 200 CONTINUE
  854. INFO = 0
  855. DO 210 I = 1, N - 1
  856. IF( E( I ).NE.ZERO )
  857. $ INFO = INFO + 1
  858. 210 CONTINUE
  859. 220 CONTINUE
  860. RETURN
  861. *
  862. * End of DBDSQR
  863. *
  864. END