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slasd0.f 9.0 kB

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  1. *> \brief \b SLASD0 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 SLASD0 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/slasd0.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/slasd0.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/slasd0.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SLASD0( 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. * REAL 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, SLASD0 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, SLASDA, 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 REAL 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,out] E
  76. *> \verbatim
  77. *> E is REAL 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 REAL array, dimension (LDU, 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 REAL array, dimension (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 array, dimension (8*N)
  116. *> \endverbatim
  117. *>
  118. *> \param[out] WORK
  119. *> \verbatim
  120. *> WORK is REAL array, dimension (3*M**2+2*M)
  121. *> \endverbatim
  122. *>
  123. *> \param[out] INFO
  124. *> \verbatim
  125. *> INFO is INTEGER
  126. *> = 0: successful exit.
  127. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  128. *> > 0: if INFO = 1, a singular value did not converge
  129. *> \endverbatim
  130. *
  131. * Authors:
  132. * ========
  133. *
  134. *> \author Univ. of Tennessee
  135. *> \author Univ. of California Berkeley
  136. *> \author Univ. of Colorado Denver
  137. *> \author NAG Ltd.
  138. *
  139. *> \ingroup OTHERauxiliary
  140. *
  141. *> \par Contributors:
  142. * ==================
  143. *>
  144. *> Ming Gu and Huan Ren, Computer Science Division, University of
  145. *> California at Berkeley, USA
  146. *>
  147. * =====================================================================
  148. SUBROUTINE SLASD0( N, SQRE, D, E, U, LDU, VT, LDVT, SMLSIZ, IWORK,
  149. $ WORK, INFO )
  150. *
  151. * -- LAPACK auxiliary routine --
  152. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  153. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  154. *
  155. * .. Scalar Arguments ..
  156. INTEGER INFO, LDU, LDVT, N, SMLSIZ, SQRE
  157. * ..
  158. * .. Array Arguments ..
  159. INTEGER IWORK( * )
  160. REAL D( * ), E( * ), U( LDU, * ), VT( LDVT, * ),
  161. $ WORK( * )
  162. * ..
  163. *
  164. * =====================================================================
  165. *
  166. * .. Local Scalars ..
  167. INTEGER I, I1, IC, IDXQ, IDXQC, IM1, INODE, ITEMP, IWK,
  168. $ J, LF, LL, LVL, M, NCC, ND, NDB1, NDIML, NDIMR,
  169. $ NL, NLF, NLP1, NLVL, NR, NRF, NRP1, SQREI
  170. REAL ALPHA, BETA
  171. * ..
  172. * .. External Subroutines ..
  173. EXTERNAL SLASD1, SLASDQ, SLASDT, XERBLA
  174. * ..
  175. * .. Executable Statements ..
  176. *
  177. * Test the input parameters.
  178. *
  179. INFO = 0
  180. *
  181. IF( N.LT.0 ) THEN
  182. INFO = -1
  183. ELSE IF( ( SQRE.LT.0 ) .OR. ( SQRE.GT.1 ) ) THEN
  184. INFO = -2
  185. END IF
  186. *
  187. M = N + SQRE
  188. *
  189. IF( LDU.LT.N ) THEN
  190. INFO = -6
  191. ELSE IF( LDVT.LT.M ) THEN
  192. INFO = -8
  193. ELSE IF( SMLSIZ.LT.3 ) THEN
  194. INFO = -9
  195. END IF
  196. IF( INFO.NE.0 ) THEN
  197. CALL XERBLA( 'SLASD0', -INFO )
  198. RETURN
  199. END IF
  200. *
  201. * If the input matrix is too small, call SLASDQ to find the SVD.
  202. *
  203. IF( N.LE.SMLSIZ ) THEN
  204. CALL SLASDQ( 'U', SQRE, N, M, N, 0, D, E, VT, LDVT, U, LDU, U,
  205. $ LDU, WORK, INFO )
  206. RETURN
  207. END IF
  208. *
  209. * Set up the computation tree.
  210. *
  211. INODE = 1
  212. NDIML = INODE + N
  213. NDIMR = NDIML + N
  214. IDXQ = NDIMR + N
  215. IWK = IDXQ + N
  216. CALL SLASDT( N, NLVL, ND, IWORK( INODE ), IWORK( NDIML ),
  217. $ IWORK( NDIMR ), SMLSIZ )
  218. *
  219. * For the nodes on bottom level of the tree, solve
  220. * their subproblems by SLASDQ.
  221. *
  222. NDB1 = ( ND+1 ) / 2
  223. NCC = 0
  224. DO 30 I = NDB1, ND
  225. *
  226. * IC : center row of each node
  227. * NL : number of rows of left subproblem
  228. * NR : number of rows of right subproblem
  229. * NLF: starting row of the left subproblem
  230. * NRF: starting row of the right subproblem
  231. *
  232. I1 = I - 1
  233. IC = IWORK( INODE+I1 )
  234. NL = IWORK( NDIML+I1 )
  235. NLP1 = NL + 1
  236. NR = IWORK( NDIMR+I1 )
  237. NRP1 = NR + 1
  238. NLF = IC - NL
  239. NRF = IC + 1
  240. SQREI = 1
  241. CALL SLASDQ( 'U', SQREI, NL, NLP1, NL, NCC, D( NLF ), E( NLF ),
  242. $ VT( NLF, NLF ), LDVT, U( NLF, NLF ), LDU,
  243. $ U( NLF, NLF ), LDU, WORK, INFO )
  244. IF( INFO.NE.0 ) THEN
  245. RETURN
  246. END IF
  247. ITEMP = IDXQ + NLF - 2
  248. DO 10 J = 1, NL
  249. IWORK( ITEMP+J ) = J
  250. 10 CONTINUE
  251. IF( I.EQ.ND ) THEN
  252. SQREI = SQRE
  253. ELSE
  254. SQREI = 1
  255. END IF
  256. NRP1 = NR + SQREI
  257. CALL SLASDQ( 'U', SQREI, NR, NRP1, NR, NCC, D( NRF ), E( NRF ),
  258. $ VT( NRF, NRF ), LDVT, U( NRF, NRF ), LDU,
  259. $ U( NRF, NRF ), LDU, WORK, INFO )
  260. IF( INFO.NE.0 ) THEN
  261. RETURN
  262. END IF
  263. ITEMP = IDXQ + IC
  264. DO 20 J = 1, NR
  265. IWORK( ITEMP+J-1 ) = J
  266. 20 CONTINUE
  267. 30 CONTINUE
  268. *
  269. * Now conquer each subproblem bottom-up.
  270. *
  271. DO 50 LVL = NLVL, 1, -1
  272. *
  273. * Find the first node LF and last node LL on the
  274. * current level LVL.
  275. *
  276. IF( LVL.EQ.1 ) THEN
  277. LF = 1
  278. LL = 1
  279. ELSE
  280. LF = 2**( LVL-1 )
  281. LL = 2*LF - 1
  282. END IF
  283. DO 40 I = LF, LL
  284. IM1 = I - 1
  285. IC = IWORK( INODE+IM1 )
  286. NL = IWORK( NDIML+IM1 )
  287. NR = IWORK( NDIMR+IM1 )
  288. NLF = IC - NL
  289. IF( ( SQRE.EQ.0 ) .AND. ( I.EQ.LL ) ) THEN
  290. SQREI = SQRE
  291. ELSE
  292. SQREI = 1
  293. END IF
  294. IDXQC = IDXQ + NLF - 1
  295. ALPHA = D( IC )
  296. BETA = E( IC )
  297. CALL SLASD1( NL, NR, SQREI, D( NLF ), ALPHA, BETA,
  298. $ U( NLF, NLF ), LDU, VT( NLF, NLF ), LDVT,
  299. $ IWORK( IDXQC ), IWORK( IWK ), WORK, INFO )
  300. *
  301. * Report the possible convergence failure.
  302. *
  303. IF( INFO.NE.0 ) THEN
  304. RETURN
  305. END IF
  306. 40 CONTINUE
  307. 50 CONTINUE
  308. *
  309. RETURN
  310. *
  311. * End of SLASD0
  312. *
  313. END