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sbdsvdx.f 27 kB

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  1. *> \brief \b SBDSVDX
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download SBDSVDX + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sbdsvdx.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sbdsvdx.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sbdsvdx.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SBDSVDX( UPLO, JOBZ, RANGE, N, D, E, VL, VU, IL, IU,
  22. * $ NS, S, Z, LDZ, WORK, IWORK, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER JOBZ, RANGE, UPLO
  26. * INTEGER IL, INFO, IU, LDZ, N, NS
  27. * REAL VL, VU
  28. * ..
  29. * .. Array Arguments ..
  30. * INTEGER IWORK( * )
  31. * REAL D( * ), E( * ), S( * ), WORK( * ),
  32. * Z( LDZ, * )
  33. * ..
  34. *
  35. *> \par Purpose:
  36. * =============
  37. *>
  38. *> \verbatim
  39. *>
  40. *> SBDSVDX computes the singular value decomposition (SVD) of a real
  41. *> N-by-N (upper or lower) bidiagonal matrix B, B = U * S * VT,
  42. *> where S is a diagonal matrix with non-negative diagonal elements
  43. *> (the singular values of B), and U and VT are orthogonal matrices
  44. *> of left and right singular vectors, respectively.
  45. *>
  46. *> Given an upper bidiagonal B with diagonal D = [ d_1 d_2 ... d_N ]
  47. *> and superdiagonal E = [ e_1 e_2 ... e_N-1 ], SBDSVDX computes the
  48. *> singular value decomposition of B through the eigenvalues and
  49. *> eigenvectors of the N*2-by-N*2 tridiagonal matrix
  50. *>
  51. *> | 0 d_1 |
  52. *> | d_1 0 e_1 |
  53. *> TGK = | e_1 0 d_2 |
  54. *> | d_2 . . |
  55. *> | . . . |
  56. *>
  57. *> If (s,u,v) is a singular triplet of B with ||u|| = ||v|| = 1, then
  58. *> (+/-s,q), ||q|| = 1, are eigenpairs of TGK, with q = P * ( u' +/-v' ) /
  59. *> sqrt(2) = ( v_1 u_1 v_2 u_2 ... v_n u_n ) / sqrt(2), and
  60. *> P = [ e_{n+1} e_{1} e_{n+2} e_{2} ... ].
  61. *>
  62. *> Given a TGK matrix, one can either a) compute -s,-v and change signs
  63. *> so that the singular values (and corresponding vectors) are already in
  64. *> descending order (as in SGESVD/SGESDD) or b) compute s,v and reorder
  65. *> the values (and corresponding vectors). SBDSVDX implements a) by
  66. *> calling SSTEVX (bisection plus inverse iteration, to be replaced
  67. *> with a version of the Multiple Relative Robust Representation
  68. *> algorithm. (See P. Willems and B. Lang, A framework for the MR^3
  69. *> algorithm: theory and implementation, SIAM J. Sci. Comput.,
  70. *> 35:740-766, 2013.)
  71. *> \endverbatim
  72. *
  73. * Arguments:
  74. * ==========
  75. *
  76. *> \param[in] UPLO
  77. *> \verbatim
  78. *> UPLO is CHARACTER*1
  79. *> = 'U': B is upper bidiagonal;
  80. *> = 'L': B is lower bidiagonal.
  81. *> \endverbatim
  82. *>
  83. *> \param[in] JOBZ
  84. *> \verbatim
  85. *> JOBZ is CHARACTER*1
  86. *> = 'N': Compute singular values only;
  87. *> = 'V': Compute singular values and singular vectors.
  88. *> \endverbatim
  89. *>
  90. *> \param[in] RANGE
  91. *> \verbatim
  92. *> RANGE is CHARACTER*1
  93. *> = 'A': all singular values will be found.
  94. *> = 'V': all singular values in the half-open interval [VL,VU)
  95. *> will be found.
  96. *> = 'I': the IL-th through IU-th singular values will be found.
  97. *> \endverbatim
  98. *>
  99. *> \param[in] N
  100. *> \verbatim
  101. *> N is INTEGER
  102. *> The order of the bidiagonal matrix. N >= 0.
  103. *> \endverbatim
  104. *>
  105. *> \param[in] D
  106. *> \verbatim
  107. *> D is REAL array, dimension (N)
  108. *> The n diagonal elements of the bidiagonal matrix B.
  109. *> \endverbatim
  110. *>
  111. *> \param[in] E
  112. *> \verbatim
  113. *> E is REAL array, dimension (max(1,N-1))
  114. *> The (n-1) superdiagonal elements of the bidiagonal matrix
  115. *> B in elements 1 to N-1.
  116. *> \endverbatim
  117. *>
  118. *> \param[in] VL
  119. *> \verbatim
  120. *> VL is REAL
  121. *> If RANGE='V', the lower bound of the interval to
  122. *> be searched for singular values. VU > VL.
  123. *> Not referenced if RANGE = 'A' or 'I'.
  124. *> \endverbatim
  125. *>
  126. *> \param[in] VU
  127. *> \verbatim
  128. *> VU is REAL
  129. *> If RANGE='V', the upper bound of the interval to
  130. *> be searched for singular values. VU > VL.
  131. *> Not referenced if RANGE = 'A' or 'I'.
  132. *> \endverbatim
  133. *>
  134. *> \param[in] IL
  135. *> \verbatim
  136. *> IL is INTEGER
  137. *> If RANGE='I', the index of the
  138. *> smallest singular value to be returned.
  139. *> 1 <= IL <= IU <= min(M,N), if min(M,N) > 0.
  140. *> Not referenced if RANGE = 'A' or 'V'.
  141. *> \endverbatim
  142. *>
  143. *> \param[in] IU
  144. *> \verbatim
  145. *> IU is INTEGER
  146. *> If RANGE='I', the index of the
  147. *> largest singular value to be returned.
  148. *> 1 <= IL <= IU <= min(M,N), if min(M,N) > 0.
  149. *> Not referenced if RANGE = 'A' or 'V'.
  150. *> \endverbatim
  151. *>
  152. *> \param[out] NS
  153. *> \verbatim
  154. *> NS is INTEGER
  155. *> The total number of singular values found. 0 <= NS <= N.
  156. *> If RANGE = 'A', NS = N, and if RANGE = 'I', NS = IU-IL+1.
  157. *> \endverbatim
  158. *>
  159. *> \param[out] S
  160. *> \verbatim
  161. *> S is REAL array, dimension (N)
  162. *> The first NS elements contain the selected singular values in
  163. *> ascending order.
  164. *> \endverbatim
  165. *>
  166. *> \param[out] Z
  167. *> \verbatim
  168. *> Z is REAL array, dimension (2*N,K)
  169. *> If JOBZ = 'V', then if INFO = 0 the first NS columns of Z
  170. *> contain the singular vectors of the matrix B corresponding to
  171. *> the selected singular values, with U in rows 1 to N and V
  172. *> in rows N+1 to N*2, i.e.
  173. *> Z = [ U ]
  174. *> [ V ]
  175. *> If JOBZ = 'N', then Z is not referenced.
  176. *> Note: The user must ensure that at least K = NS+1 columns are
  177. *> supplied in the array Z; if RANGE = 'V', the exact value of
  178. *> NS is not known in advance and an upper bound must be used.
  179. *> \endverbatim
  180. *>
  181. *> \param[in] LDZ
  182. *> \verbatim
  183. *> LDZ is INTEGER
  184. *> The leading dimension of the array Z. LDZ >= 1, and if
  185. *> JOBZ = 'V', LDZ >= max(2,N*2).
  186. *> \endverbatim
  187. *>
  188. *> \param[out] WORK
  189. *> \verbatim
  190. *> WORK is REAL array, dimension (14*N)
  191. *> \endverbatim
  192. *>
  193. *> \param[out] IWORK
  194. *> \verbatim
  195. *> IWORK is INTEGER array, dimension (12*N)
  196. *> If JOBZ = 'V', then if INFO = 0, the first NS elements of
  197. *> IWORK are zero. If INFO > 0, then IWORK contains the indices
  198. *> of the eigenvectors that failed to converge in DSTEVX.
  199. *> \endverbatim
  200. *>
  201. *> \param[out] INFO
  202. *> \verbatim
  203. *> INFO is INTEGER
  204. *> = 0: successful exit
  205. *> < 0: if INFO = -i, the i-th argument had an illegal value
  206. *> > 0: if INFO = i, then i eigenvectors failed to converge
  207. *> in SSTEVX. The indices of the eigenvectors
  208. *> (as returned by SSTEVX) are stored in the
  209. *> array IWORK.
  210. *> if INFO = N*2 + 1, an internal error occurred.
  211. *> \endverbatim
  212. *
  213. * Authors:
  214. * ========
  215. *
  216. *> \author Univ. of Tennessee
  217. *> \author Univ. of California Berkeley
  218. *> \author Univ. of Colorado Denver
  219. *> \author NAG Ltd.
  220. *
  221. *> \ingroup realOTHEReigen
  222. *
  223. * =====================================================================
  224. SUBROUTINE SBDSVDX( UPLO, JOBZ, RANGE, N, D, E, VL, VU, IL, IU,
  225. $ NS, S, Z, LDZ, WORK, IWORK, INFO)
  226. *
  227. * -- LAPACK driver routine --
  228. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  229. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  230. *
  231. * .. Scalar Arguments ..
  232. CHARACTER JOBZ, RANGE, UPLO
  233. INTEGER IL, INFO, IU, LDZ, N, NS
  234. REAL VL, VU
  235. * ..
  236. * .. Array Arguments ..
  237. INTEGER IWORK( * )
  238. REAL D( * ), E( * ), S( * ), WORK( * ),
  239. $ Z( LDZ, * )
  240. * ..
  241. *
  242. * =====================================================================
  243. *
  244. * .. Parameters ..
  245. REAL ZERO, ONE, TEN, HNDRD, MEIGTH
  246. PARAMETER ( ZERO = 0.0E0, ONE = 1.0E0, TEN = 10.0E0,
  247. $ HNDRD = 100.0E0, MEIGTH = -0.1250E0 )
  248. REAL FUDGE
  249. PARAMETER ( FUDGE = 2.0E0 )
  250. * ..
  251. * .. Local Scalars ..
  252. CHARACTER RNGVX
  253. LOGICAL ALLSV, INDSV, LOWER, SPLIT, SVEQ0, VALSV, WANTZ
  254. INTEGER I, ICOLZ, IDBEG, IDEND, IDTGK, IDPTR, IEPTR,
  255. $ IETGK, IIFAIL, IIWORK, ILTGK, IROWU, IROWV,
  256. $ IROWZ, ISBEG, ISPLT, ITEMP, IUTGK, J, K,
  257. $ NTGK, NRU, NRV, NSL
  258. REAL ABSTOL, EPS, EMIN, MU, NRMU, NRMV, ORTOL, SMAX,
  259. $ SMIN, SQRT2, THRESH, TOL, ULP,
  260. $ VLTGK, VUTGK, ZJTJI
  261. * ..
  262. * .. External Functions ..
  263. LOGICAL LSAME
  264. INTEGER ISAMAX
  265. REAL SDOT, SLAMCH, SNRM2
  266. EXTERNAL ISAMAX, LSAME, SAXPY, SDOT, SLAMCH, SNRM2
  267. * ..
  268. * .. External Subroutines ..
  269. EXTERNAL SCOPY, SLASET, SSCAL, SSWAP, SSTEVX, XERBLA
  270. * ..
  271. * .. Intrinsic Functions ..
  272. INTRINSIC ABS, REAL, SIGN, SQRT
  273. * ..
  274. * .. Executable Statements ..
  275. *
  276. * Test the input parameters.
  277. *
  278. ALLSV = LSAME( RANGE, 'A' )
  279. VALSV = LSAME( RANGE, 'V' )
  280. INDSV = LSAME( RANGE, 'I' )
  281. WANTZ = LSAME( JOBZ, 'V' )
  282. LOWER = LSAME( UPLO, 'L' )
  283. *
  284. INFO = 0
  285. IF( .NOT.LSAME( UPLO, 'U' ) .AND. .NOT.LOWER ) THEN
  286. INFO = -1
  287. ELSE IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
  288. INFO = -2
  289. ELSE IF( .NOT.( ALLSV .OR. VALSV .OR. INDSV ) ) THEN
  290. INFO = -3
  291. ELSE IF( N.LT.0 ) THEN
  292. INFO = -4
  293. ELSE IF( N.GT.0 ) THEN
  294. IF( VALSV ) THEN
  295. IF( VL.LT.ZERO ) THEN
  296. INFO = -7
  297. ELSE IF( VU.LE.VL ) THEN
  298. INFO = -8
  299. END IF
  300. ELSE IF( INDSV ) THEN
  301. IF( IL.LT.1 .OR. IL.GT.MAX( 1, N ) ) THEN
  302. INFO = -9
  303. ELSE IF( IU.LT.MIN( N, IL ) .OR. IU.GT.N ) THEN
  304. INFO = -10
  305. END IF
  306. END IF
  307. END IF
  308. IF( INFO.EQ.0 ) THEN
  309. IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N*2 ) ) INFO = -14
  310. END IF
  311. *
  312. IF( INFO.NE.0 ) THEN
  313. CALL XERBLA( 'SBDSVDX', -INFO )
  314. RETURN
  315. END IF
  316. *
  317. * Quick return if possible (N.LE.1)
  318. *
  319. NS = 0
  320. IF( N.EQ.0 ) RETURN
  321. *
  322. IF( N.EQ.1 ) THEN
  323. IF( ALLSV .OR. INDSV ) THEN
  324. NS = 1
  325. S( 1 ) = ABS( D( 1 ) )
  326. ELSE
  327. IF( VL.LT.ABS( D( 1 ) ) .AND. VU.GE.ABS( D( 1 ) ) ) THEN
  328. NS = 1
  329. S( 1 ) = ABS( D( 1 ) )
  330. END IF
  331. END IF
  332. IF( WANTZ ) THEN
  333. Z( 1, 1 ) = SIGN( ONE, D( 1 ) )
  334. Z( 2, 1 ) = ONE
  335. END IF
  336. RETURN
  337. END IF
  338. *
  339. ABSTOL = 2*SLAMCH( 'Safe Minimum' )
  340. ULP = SLAMCH( 'Precision' )
  341. EPS = SLAMCH( 'Epsilon' )
  342. SQRT2 = SQRT( 2.0E0 )
  343. ORTOL = SQRT( ULP )
  344. *
  345. * Criterion for splitting is taken from SBDSQR when singular
  346. * values are computed to relative accuracy TOL. (See J. Demmel and
  347. * W. Kahan, Accurate singular values of bidiagonal matrices, SIAM
  348. * J. Sci. and Stat. Comput., 11:873–912, 1990.)
  349. *
  350. TOL = MAX( TEN, MIN( HNDRD, EPS**MEIGTH ) )*EPS
  351. *
  352. * Compute approximate maximum, minimum singular values.
  353. *
  354. I = ISAMAX( N, D, 1 )
  355. SMAX = ABS( D( I ) )
  356. I = ISAMAX( N-1, E, 1 )
  357. SMAX = MAX( SMAX, ABS( E( I ) ) )
  358. *
  359. * Compute threshold for neglecting D's and E's.
  360. *
  361. SMIN = ABS( D( 1 ) )
  362. IF( SMIN.NE.ZERO ) THEN
  363. MU = SMIN
  364. DO I = 2, N
  365. MU = ABS( D( I ) )*( MU / ( MU+ABS( E( I-1 ) ) ) )
  366. SMIN = MIN( SMIN, MU )
  367. IF( SMIN.EQ.ZERO ) EXIT
  368. END DO
  369. END IF
  370. SMIN = SMIN / SQRT( REAL( N ) )
  371. THRESH = TOL*SMIN
  372. *
  373. * Check for zeros in D and E (splits), i.e. submatrices.
  374. *
  375. DO I = 1, N-1
  376. IF( ABS( D( I ) ).LE.THRESH ) D( I ) = ZERO
  377. IF( ABS( E( I ) ).LE.THRESH ) E( I ) = ZERO
  378. END DO
  379. IF( ABS( D( N ) ).LE.THRESH ) D( N ) = ZERO
  380. *
  381. * Pointers for arrays used by SSTEVX.
  382. *
  383. IDTGK = 1
  384. IETGK = IDTGK + N*2
  385. ITEMP = IETGK + N*2
  386. IIFAIL = 1
  387. IIWORK = IIFAIL + N*2
  388. *
  389. * Set RNGVX, which corresponds to RANGE for SSTEVX in TGK mode.
  390. * VL,VU or IL,IU are redefined to conform to implementation a)
  391. * described in the leading comments.
  392. *
  393. ILTGK = 0
  394. IUTGK = 0
  395. VLTGK = ZERO
  396. VUTGK = ZERO
  397. *
  398. IF( ALLSV ) THEN
  399. *
  400. * All singular values will be found. We aim at -s (see
  401. * leading comments) with RNGVX = 'I'. IL and IU are set
  402. * later (as ILTGK and IUTGK) according to the dimension
  403. * of the active submatrix.
  404. *
  405. RNGVX = 'I'
  406. IF( WANTZ ) CALL SLASET( 'F', N*2, N+1, ZERO, ZERO, Z, LDZ )
  407. ELSE IF( VALSV ) THEN
  408. *
  409. * Find singular values in a half-open interval. We aim
  410. * at -s (see leading comments) and we swap VL and VU
  411. * (as VUTGK and VLTGK), changing their signs.
  412. *
  413. RNGVX = 'V'
  414. VLTGK = -VU
  415. VUTGK = -VL
  416. WORK( IDTGK:IDTGK+2*N-1 ) = ZERO
  417. CALL SCOPY( N, D, 1, WORK( IETGK ), 2 )
  418. CALL SCOPY( N-1, E, 1, WORK( IETGK+1 ), 2 )
  419. CALL SSTEVX( 'N', 'V', N*2, WORK( IDTGK ), WORK( IETGK ),
  420. $ VLTGK, VUTGK, ILTGK, ILTGK, ABSTOL, NS, S,
  421. $ Z, LDZ, WORK( ITEMP ), IWORK( IIWORK ),
  422. $ IWORK( IIFAIL ), INFO )
  423. IF( NS.EQ.0 ) THEN
  424. RETURN
  425. ELSE
  426. IF( WANTZ ) CALL SLASET( 'F', N*2, NS, ZERO, ZERO, Z, LDZ )
  427. END IF
  428. ELSE IF( INDSV ) THEN
  429. *
  430. * Find the IL-th through the IU-th singular values. We aim
  431. * at -s (see leading comments) and indices are mapped into
  432. * values, therefore mimicking SSTEBZ, where
  433. *
  434. * GL = GL - FUDGE*TNORM*ULP*N - FUDGE*TWO*PIVMIN
  435. * GU = GU + FUDGE*TNORM*ULP*N + FUDGE*PIVMIN
  436. *
  437. ILTGK = IL
  438. IUTGK = IU
  439. RNGVX = 'V'
  440. WORK( IDTGK:IDTGK+2*N-1 ) = ZERO
  441. CALL SCOPY( N, D, 1, WORK( IETGK ), 2 )
  442. CALL SCOPY( N-1, E, 1, WORK( IETGK+1 ), 2 )
  443. CALL SSTEVX( 'N', 'I', N*2, WORK( IDTGK ), WORK( IETGK ),
  444. $ VLTGK, VLTGK, ILTGK, ILTGK, ABSTOL, NS, S,
  445. $ Z, LDZ, WORK( ITEMP ), IWORK( IIWORK ),
  446. $ IWORK( IIFAIL ), INFO )
  447. VLTGK = S( 1 ) - FUDGE*SMAX*ULP*N
  448. WORK( IDTGK:IDTGK+2*N-1 ) = ZERO
  449. CALL SCOPY( N, D, 1, WORK( IETGK ), 2 )
  450. CALL SCOPY( N-1, E, 1, WORK( IETGK+1 ), 2 )
  451. CALL SSTEVX( 'N', 'I', N*2, WORK( IDTGK ), WORK( IETGK ),
  452. $ VUTGK, VUTGK, IUTGK, IUTGK, ABSTOL, NS, S,
  453. $ Z, LDZ, WORK( ITEMP ), IWORK( IIWORK ),
  454. $ IWORK( IIFAIL ), INFO )
  455. VUTGK = S( 1 ) + FUDGE*SMAX*ULP*N
  456. VUTGK = MIN( VUTGK, ZERO )
  457. *
  458. * If VLTGK=VUTGK, SSTEVX returns an error message,
  459. * so if needed we change VUTGK slightly.
  460. *
  461. IF( VLTGK.EQ.VUTGK ) VLTGK = VLTGK - TOL
  462. *
  463. IF( WANTZ ) CALL SLASET( 'F', N*2, IU-IL+1, ZERO, ZERO, Z, LDZ)
  464. END IF
  465. *
  466. * Initialize variables and pointers for S, Z, and WORK.
  467. *
  468. * NRU, NRV: number of rows in U and V for the active submatrix
  469. * IDBEG, ISBEG: offsets for the entries of D and S
  470. * IROWZ, ICOLZ: offsets for the rows and columns of Z
  471. * IROWU, IROWV: offsets for the rows of U and V
  472. *
  473. NS = 0
  474. NRU = 0
  475. NRV = 0
  476. IDBEG = 1
  477. ISBEG = 1
  478. IROWZ = 1
  479. ICOLZ = 1
  480. IROWU = 2
  481. IROWV = 1
  482. SPLIT = .FALSE.
  483. SVEQ0 = .FALSE.
  484. *
  485. * Form the tridiagonal TGK matrix.
  486. *
  487. S( 1:N ) = ZERO
  488. WORK( IETGK+2*N-1 ) = ZERO
  489. WORK( IDTGK:IDTGK+2*N-1 ) = ZERO
  490. CALL SCOPY( N, D, 1, WORK( IETGK ), 2 )
  491. CALL SCOPY( N-1, E, 1, WORK( IETGK+1 ), 2 )
  492. *
  493. *
  494. * Check for splits in two levels, outer level
  495. * in E and inner level in D.
  496. *
  497. DO IEPTR = 2, N*2, 2
  498. IF( WORK( IETGK+IEPTR-1 ).EQ.ZERO ) THEN
  499. *
  500. * Split in E (this piece of B is square) or bottom
  501. * of the (input bidiagonal) matrix.
  502. *
  503. ISPLT = IDBEG
  504. IDEND = IEPTR - 1
  505. DO IDPTR = IDBEG, IDEND, 2
  506. IF( WORK( IETGK+IDPTR-1 ).EQ.ZERO ) THEN
  507. *
  508. * Split in D (rectangular submatrix). Set the number
  509. * of rows in U and V (NRU and NRV) accordingly.
  510. *
  511. IF( IDPTR.EQ.IDBEG ) THEN
  512. *
  513. * D=0 at the top.
  514. *
  515. SVEQ0 = .TRUE.
  516. IF( IDBEG.EQ.IDEND) THEN
  517. NRU = 1
  518. NRV = 1
  519. END IF
  520. ELSE IF( IDPTR.EQ.IDEND ) THEN
  521. *
  522. * D=0 at the bottom.
  523. *
  524. SVEQ0 = .TRUE.
  525. NRU = (IDEND-ISPLT)/2 + 1
  526. NRV = NRU
  527. IF( ISPLT.NE.IDBEG ) THEN
  528. NRU = NRU + 1
  529. END IF
  530. ELSE
  531. IF( ISPLT.EQ.IDBEG ) THEN
  532. *
  533. * Split: top rectangular submatrix.
  534. *
  535. NRU = (IDPTR-IDBEG)/2
  536. NRV = NRU + 1
  537. ELSE
  538. *
  539. * Split: middle square submatrix.
  540. *
  541. NRU = (IDPTR-ISPLT)/2 + 1
  542. NRV = NRU
  543. END IF
  544. END IF
  545. ELSE IF( IDPTR.EQ.IDEND ) THEN
  546. *
  547. * Last entry of D in the active submatrix.
  548. *
  549. IF( ISPLT.EQ.IDBEG ) THEN
  550. *
  551. * No split (trivial case).
  552. *
  553. NRU = (IDEND-IDBEG)/2 + 1
  554. NRV = NRU
  555. ELSE
  556. *
  557. * Split: bottom rectangular submatrix.
  558. *
  559. NRV = (IDEND-ISPLT)/2 + 1
  560. NRU = NRV + 1
  561. END IF
  562. END IF
  563. *
  564. NTGK = NRU + NRV
  565. *
  566. IF( NTGK.GT.0 ) THEN
  567. *
  568. * Compute eigenvalues/vectors of the active
  569. * submatrix according to RANGE:
  570. * if RANGE='A' (ALLSV) then RNGVX = 'I'
  571. * if RANGE='V' (VALSV) then RNGVX = 'V'
  572. * if RANGE='I' (INDSV) then RNGVX = 'V'
  573. *
  574. ILTGK = 1
  575. IUTGK = NTGK / 2
  576. IF( ALLSV .OR. VUTGK.EQ.ZERO ) THEN
  577. IF( SVEQ0 .OR.
  578. $ SMIN.LT.EPS .OR.
  579. $ MOD(NTGK,2).GT.0 ) THEN
  580. * Special case: eigenvalue equal to zero or very
  581. * small, additional eigenvector is needed.
  582. IUTGK = IUTGK + 1
  583. END IF
  584. END IF
  585. *
  586. * Workspace needed by SSTEVX:
  587. * WORK( ITEMP: ): 2*5*NTGK
  588. * IWORK( 1: ): 2*6*NTGK
  589. *
  590. CALL SSTEVX( JOBZ, RNGVX, NTGK, WORK( IDTGK+ISPLT-1 ),
  591. $ WORK( IETGK+ISPLT-1 ), VLTGK, VUTGK,
  592. $ ILTGK, IUTGK, ABSTOL, NSL, S( ISBEG ),
  593. $ Z( IROWZ,ICOLZ ), LDZ, WORK( ITEMP ),
  594. $ IWORK( IIWORK ), IWORK( IIFAIL ),
  595. $ INFO )
  596. IF( INFO.NE.0 ) THEN
  597. * Exit with the error code from SSTEVX.
  598. RETURN
  599. END IF
  600. EMIN = ABS( MAXVAL( S( ISBEG:ISBEG+NSL-1 ) ) )
  601. *
  602. IF( NSL.GT.0 .AND. WANTZ ) THEN
  603. *
  604. * Normalize u=Z([2,4,...],:) and v=Z([1,3,...],:),
  605. * changing the sign of v as discussed in the leading
  606. * comments. The norms of u and v may be (slightly)
  607. * different from 1/sqrt(2) if the corresponding
  608. * eigenvalues are very small or too close. We check
  609. * those norms and, if needed, reorthogonalize the
  610. * vectors.
  611. *
  612. IF( NSL.GT.1 .AND.
  613. $ VUTGK.EQ.ZERO .AND.
  614. $ MOD(NTGK,2).EQ.0 .AND.
  615. $ EMIN.EQ.0 .AND. .NOT.SPLIT ) THEN
  616. *
  617. * D=0 at the top or bottom of the active submatrix:
  618. * one eigenvalue is equal to zero; concatenate the
  619. * eigenvectors corresponding to the two smallest
  620. * eigenvalues.
  621. *
  622. Z( IROWZ:IROWZ+NTGK-1,ICOLZ+NSL-2 ) =
  623. $ Z( IROWZ:IROWZ+NTGK-1,ICOLZ+NSL-2 ) +
  624. $ Z( IROWZ:IROWZ+NTGK-1,ICOLZ+NSL-1 )
  625. Z( IROWZ:IROWZ+NTGK-1,ICOLZ+NSL-1 ) =
  626. $ ZERO
  627. * IF( IUTGK*2.GT.NTGK ) THEN
  628. * Eigenvalue equal to zero or very small.
  629. * NSL = NSL - 1
  630. * END IF
  631. END IF
  632. *
  633. DO I = 0, MIN( NSL-1, NRU-1 )
  634. NRMU = SNRM2( NRU, Z( IROWU, ICOLZ+I ), 2 )
  635. IF( NRMU.EQ.ZERO ) THEN
  636. INFO = N*2 + 1
  637. RETURN
  638. END IF
  639. CALL SSCAL( NRU, ONE/NRMU,
  640. $ Z( IROWU,ICOLZ+I ), 2 )
  641. IF( NRMU.NE.ONE .AND.
  642. $ ABS( NRMU-ORTOL )*SQRT2.GT.ONE )
  643. $ THEN
  644. DO J = 0, I-1
  645. ZJTJI = -SDOT( NRU, Z( IROWU, ICOLZ+J ),
  646. $ 2, Z( IROWU, ICOLZ+I ), 2 )
  647. CALL SAXPY( NRU, ZJTJI,
  648. $ Z( IROWU, ICOLZ+J ), 2,
  649. $ Z( IROWU, ICOLZ+I ), 2 )
  650. END DO
  651. NRMU = SNRM2( NRU, Z( IROWU, ICOLZ+I ), 2 )
  652. CALL SSCAL( NRU, ONE/NRMU,
  653. $ Z( IROWU,ICOLZ+I ), 2 )
  654. END IF
  655. END DO
  656. DO I = 0, MIN( NSL-1, NRV-1 )
  657. NRMV = SNRM2( NRV, Z( IROWV, ICOLZ+I ), 2 )
  658. IF( NRMV.EQ.ZERO ) THEN
  659. INFO = N*2 + 1
  660. RETURN
  661. END IF
  662. CALL SSCAL( NRV, -ONE/NRMV,
  663. $ Z( IROWV,ICOLZ+I ), 2 )
  664. IF( NRMV.NE.ONE .AND.
  665. $ ABS( NRMV-ORTOL )*SQRT2.GT.ONE )
  666. $ THEN
  667. DO J = 0, I-1
  668. ZJTJI = -SDOT( NRV, Z( IROWV, ICOLZ+J ),
  669. $ 2, Z( IROWV, ICOLZ+I ), 2 )
  670. CALL SAXPY( NRU, ZJTJI,
  671. $ Z( IROWV, ICOLZ+J ), 2,
  672. $ Z( IROWV, ICOLZ+I ), 2 )
  673. END DO
  674. NRMV = SNRM2( NRV, Z( IROWV, ICOLZ+I ), 2 )
  675. CALL SSCAL( NRV, ONE/NRMV,
  676. $ Z( IROWV,ICOLZ+I ), 2 )
  677. END IF
  678. END DO
  679. IF( VUTGK.EQ.ZERO .AND.
  680. $ IDPTR.LT.IDEND .AND.
  681. $ MOD(NTGK,2).GT.0 ) THEN
  682. *
  683. * D=0 in the middle of the active submatrix (one
  684. * eigenvalue is equal to zero): save the corresponding
  685. * eigenvector for later use (when bottom of the
  686. * active submatrix is reached).
  687. *
  688. SPLIT = .TRUE.
  689. Z( IROWZ:IROWZ+NTGK-1,N+1 ) =
  690. $ Z( IROWZ:IROWZ+NTGK-1,NS+NSL )
  691. Z( IROWZ:IROWZ+NTGK-1,NS+NSL ) =
  692. $ ZERO
  693. END IF
  694. END IF !** WANTZ **!
  695. *
  696. NSL = MIN( NSL, NRU )
  697. SVEQ0 = .FALSE.
  698. *
  699. * Absolute values of the eigenvalues of TGK.
  700. *
  701. DO I = 0, NSL-1
  702. S( ISBEG+I ) = ABS( S( ISBEG+I ) )
  703. END DO
  704. *
  705. * Update pointers for TGK, S and Z.
  706. *
  707. ISBEG = ISBEG + NSL
  708. IROWZ = IROWZ + NTGK
  709. ICOLZ = ICOLZ + NSL
  710. IROWU = IROWZ
  711. IROWV = IROWZ + 1
  712. ISPLT = IDPTR + 1
  713. NS = NS + NSL
  714. NRU = 0
  715. NRV = 0
  716. END IF !** NTGK.GT.0 **!
  717. IF( IROWZ.LT.N*2 .AND. WANTZ ) THEN
  718. Z( 1:IROWZ-1, ICOLZ ) = ZERO
  719. END IF
  720. END DO !** IDPTR loop **!
  721. IF( SPLIT .AND. WANTZ ) THEN
  722. *
  723. * Bring back eigenvector corresponding
  724. * to eigenvalue equal to zero.
  725. *
  726. Z( IDBEG:IDEND-NTGK+1,ISBEG-1 ) =
  727. $ Z( IDBEG:IDEND-NTGK+1,ISBEG-1 ) +
  728. $ Z( IDBEG:IDEND-NTGK+1,N+1 )
  729. Z( IDBEG:IDEND-NTGK+1,N+1 ) = 0
  730. END IF
  731. IROWV = IROWV - 1
  732. IROWU = IROWU + 1
  733. IDBEG = IEPTR + 1
  734. SVEQ0 = .FALSE.
  735. SPLIT = .FALSE.
  736. END IF !** Check for split in E **!
  737. END DO !** IEPTR loop **!
  738. *
  739. * Sort the singular values into decreasing order (insertion sort on
  740. * singular values, but only one transposition per singular vector)
  741. *
  742. DO I = 1, NS-1
  743. K = 1
  744. SMIN = S( 1 )
  745. DO J = 2, NS + 1 - I
  746. IF( S( J ).LE.SMIN ) THEN
  747. K = J
  748. SMIN = S( J )
  749. END IF
  750. END DO
  751. IF( K.NE.NS+1-I ) THEN
  752. S( K ) = S( NS+1-I )
  753. S( NS+1-I ) = SMIN
  754. IF( WANTZ ) CALL SSWAP( N*2, Z( 1,K ), 1, Z( 1,NS+1-I ), 1 )
  755. END IF
  756. END DO
  757. *
  758. * If RANGE=I, check for singular values/vectors to be discarded.
  759. *
  760. IF( INDSV ) THEN
  761. K = IU - IL + 1
  762. IF( K.LT.NS ) THEN
  763. S( K+1:NS ) = ZERO
  764. IF( WANTZ ) Z( 1:N*2,K+1:NS ) = ZERO
  765. NS = K
  766. END IF
  767. END IF
  768. *
  769. * Reorder Z: U = Z( 1:N,1:NS ), V = Z( N+1:N*2,1:NS ).
  770. * If B is a lower diagonal, swap U and V.
  771. *
  772. IF( WANTZ ) THEN
  773. DO I = 1, NS
  774. CALL SCOPY( N*2, Z( 1,I ), 1, WORK, 1 )
  775. IF( LOWER ) THEN
  776. CALL SCOPY( N, WORK( 2 ), 2, Z( N+1,I ), 1 )
  777. CALL SCOPY( N, WORK( 1 ), 2, Z( 1 ,I ), 1 )
  778. ELSE
  779. CALL SCOPY( N, WORK( 2 ), 2, Z( 1 ,I ), 1 )
  780. CALL SCOPY( N, WORK( 1 ), 2, Z( N+1,I ), 1 )
  781. END IF
  782. END DO
  783. END IF
  784. *
  785. RETURN
  786. *
  787. * End of SBDSVDX
  788. *
  789. END