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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 decompositon 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] JOBXZ
  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. *> VL >=0.
  122. *> \endverbatim
  123. *>
  124. *> \param[in] VU
  125. *> \verbatim
  126. *> VU is REAL
  127. *> If RANGE='V', the lower and upper bounds of the interval to
  128. *> be searched for singular values. VU > VL.
  129. *> Not referenced if RANGE = 'A' or 'I'.
  130. *> \endverbatim
  131. *>
  132. *> \param[in] IL
  133. *> \verbatim
  134. *> IL is INTEGER
  135. *> \endverbatim
  136. *>
  137. *> \param[in] IU
  138. *> \verbatim
  139. *> IU is INTEGER
  140. *> If RANGE='I', the indices (in ascending order) of the
  141. *> smallest and largest singular values to be returned.
  142. *> 1 <= IL <= IU <= min(M,N), if min(M,N) > 0.
  143. *> Not referenced if RANGE = 'A' or 'V'.
  144. *> \endverbatim
  145. *>
  146. *> \param[out] NS
  147. *> \verbatim
  148. *> NS is INTEGER
  149. *> The total number of singular values found. 0 <= NS <= N.
  150. *> If RANGE = 'A', NS = N, and if RANGE = 'I', NS = IU-IL+1.
  151. *> \endverbatim
  152. *>
  153. *> \param[out] S
  154. *> \verbatim
  155. *> S is REAL array, dimension (N)
  156. *> The first NS elements contain the selected singular values in
  157. *> ascending order.
  158. *> \endverbatim
  159. *>
  160. *> \param[out] Z
  161. *> \verbatim
  162. *> Z is REAL array, dimension (2*N,K) )
  163. *> If JOBZ = 'V', then if INFO = 0 the first NS columns of Z
  164. *> contain the singular vectors of the matrix B corresponding to
  165. *> the selected singular values, with U in rows 1 to N and V
  166. *> in rows N+1 to N*2, i.e.
  167. *> Z = [ U ]
  168. *> [ V ]
  169. *> If JOBZ = 'N', then Z is not referenced.
  170. *> Note: The user must ensure that at least K = NS+1 columns are
  171. *> supplied in the array Z; if RANGE = 'V', the exact value of
  172. *> NS is not known in advance and an upper bound must be used.
  173. *> \endverbatim
  174. *>
  175. *> \param[in] LDZ
  176. *> \verbatim
  177. *> LDZ is INTEGER
  178. *> The leading dimension of the array Z. LDZ >= 1, and if
  179. *> JOBZ = 'V', LDZ >= max(2,N*2).
  180. *> \endverbatim
  181. *>
  182. *> \param[out] WORK
  183. *> \verbatim
  184. *> WORK is REAL array, dimension (14*N)
  185. *> \endverbatim
  186. *>
  187. *> \param[out] IWORK
  188. *> \verbatim
  189. *> IWORK is INTEGER array, dimension (12*N)
  190. *> If JOBZ = 'V', then if INFO = 0, the first NS elements of
  191. *> IWORK are zero. If INFO > 0, then IWORK contains the indices
  192. *> of the eigenvectors that failed to converge in DSTEVX.
  193. *>
  194. *> INFO is INTEGER
  195. *> = 0: successful exit
  196. *> < 0: if INFO = -i, the i-th argument had an illegal value
  197. *> > 0: if INFO = i, then i eigenvectors failed to converge
  198. *> in SSTEVX. The indices of the eigenvectors
  199. *> (as returned by SSTEVX) are stored in the
  200. *> array IWORK.
  201. *> if INFO = N*2 + 1, an internal error occurred.
  202. *> \endverbatim
  203. *
  204. * Authors:
  205. * ========
  206. *
  207. *> \author Univ. of Tennessee
  208. *> \author Univ. of California Berkeley
  209. *> \author Univ. of Colorado Denver
  210. *> \author NAG Ltd.
  211. *
  212. *> \date November 2011
  213. *
  214. *> \ingroup realOTHEReigen
  215. *
  216. * =====================================================================
  217. SUBROUTINE SBDSVDX( UPLO, JOBZ, RANGE, N, D, E, VL, VU, IL, IU,
  218. $ NS, S, Z, LDZ, WORK, IWORK, INFO)
  219. *
  220. * -- LAPACK driver routine (version 3.6.0) --
  221. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  222. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  223. * November 2016
  224. *
  225. * .. Scalar Arguments ..
  226. CHARACTER JOBZ, RANGE, UPLO
  227. INTEGER IL, INFO, IU, LDZ, N, NS
  228. REAL VL, VU
  229. * ..
  230. * .. Array Arguments ..
  231. INTEGER IWORK( * )
  232. REAL D( * ), E( * ), S( * ), WORK( * ),
  233. $ Z( LDZ, * )
  234. * ..
  235. *
  236. * =====================================================================
  237. *
  238. * .. Parameters ..
  239. REAL ZERO, ONE, TEN, HNDRD, MEIGTH
  240. PARAMETER ( ZERO = 0.0E0, ONE = 1.0E0, TEN = 10.0E0,
  241. $ HNDRD = 100.0E0, MEIGTH = -0.1250E0 )
  242. REAL FUDGE
  243. PARAMETER ( FUDGE = 2.0E0 )
  244. * ..
  245. * .. Local Scalars ..
  246. CHARACTER RNGVX
  247. LOGICAL ALLSV, INDSV, LOWER, SPLIT, SVEQ0, VALSV, WANTZ
  248. INTEGER I, ICOLZ, IDBEG, IDEND, IDTGK, IDPTR, IEPTR,
  249. $ IETGK, IIFAIL, IIWORK, ILTGK, IROWU, IROWV,
  250. $ IROWZ, ISBEG, ISPLT, ITEMP, IUTGK, J, K,
  251. $ NTGK, NRU, NRV, NSL
  252. REAL ABSTOL, EPS, EMIN, MU, NRMU, NRMV, ORTOL, SMAX,
  253. $ SMIN, SQRT2, THRESH, TOL, ULP,
  254. $ VLTGK, VUTGK, ZJTJI
  255. * ..
  256. * .. External Functions ..
  257. LOGICAL LSAME
  258. INTEGER ISAMAX
  259. REAL SDOT, SLAMCH, SNRM2
  260. EXTERNAL ISAMAX, LSAME, SAXPY, SDOT, SLAMCH, SNRM2
  261. * ..
  262. * .. External Subroutines ..
  263. EXTERNAL SCOPY, SLASET, SSCAL, SSWAP
  264. * ..
  265. * .. Intrinsic Functions ..
  266. INTRINSIC ABS, REAL, SIGN, SQRT
  267. * ..
  268. * .. Executable Statements ..
  269. *
  270. * Test the input parameters.
  271. *
  272. ALLSV = LSAME( RANGE, 'A' )
  273. VALSV = LSAME( RANGE, 'V' )
  274. INDSV = LSAME( RANGE, 'I' )
  275. WANTZ = LSAME( JOBZ, 'V' )
  276. LOWER = LSAME( UPLO, 'L' )
  277. *
  278. INFO = 0
  279. IF( .NOT.LSAME( UPLO, 'U' ) .AND. .NOT.LOWER ) THEN
  280. INFO = -1
  281. ELSE IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
  282. INFO = -2
  283. ELSE IF( .NOT.( ALLSV .OR. VALSV .OR. INDSV ) ) THEN
  284. INFO = -3
  285. ELSE IF( N.LT.0 ) THEN
  286. INFO = -4
  287. ELSE IF( N.GT.0 ) THEN
  288. IF( VALSV ) THEN
  289. IF( VL.LT.ZERO ) THEN
  290. INFO = -7
  291. ELSE IF( VU.LE.VL ) THEN
  292. INFO = -8
  293. END IF
  294. ELSE IF( INDSV ) THEN
  295. IF( IL.LT.1 .OR. IL.GT.MAX( 1, N ) ) THEN
  296. INFO = -9
  297. ELSE IF( IU.LT.MIN( N, IL ) .OR. IU.GT.N ) THEN
  298. INFO = -10
  299. END IF
  300. END IF
  301. END IF
  302. IF( INFO.EQ.0 ) THEN
  303. IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N*2 ) ) INFO = -14
  304. END IF
  305. *
  306. IF( INFO.NE.0 ) THEN
  307. CALL XERBLA( 'SBDSVDX', -INFO )
  308. RETURN
  309. END IF
  310. *
  311. * Quick return if possible (N.LE.1)
  312. *
  313. NS = 0
  314. IF( N.EQ.0 ) RETURN
  315. *
  316. IF( N.EQ.1 ) THEN
  317. IF( ALLSV .OR. INDSV ) THEN
  318. NS = 1
  319. S( 1 ) = ABS( D( 1 ) )
  320. ELSE
  321. IF( VL.LT.ABS( D( 1 ) ) .AND. VU.GE.ABS( D( 1 ) ) ) THEN
  322. NS = 1
  323. S( 1 ) = ABS( D( 1 ) )
  324. END IF
  325. END IF
  326. IF( WANTZ ) THEN
  327. Z( 1, 1 ) = SIGN( ONE, D( 1 ) )
  328. Z( 2, 1 ) = ONE
  329. END IF
  330. RETURN
  331. END IF
  332. *
  333. ABSTOL = 2*SLAMCH( 'Safe Minimum' )
  334. ULP = SLAMCH( 'Precision' )
  335. EPS = SLAMCH( 'Epsilon' )
  336. SQRT2 = SQRT( 2.0E0 )
  337. ORTOL = SQRT( ULP )
  338. *
  339. * Criterion for splitting is taken from SBDSQR when singular
  340. * values are computed to relative accuracy TOL. (See J. Demmel and
  341. * W. Kahan, Accurate singular values of bidiagonal matrices, SIAM
  342. * J. Sci. and Stat. Comput., 11:873–912, 1990.)
  343. *
  344. TOL = MAX( TEN, MIN( HNDRD, EPS**MEIGTH ) )*EPS
  345. *
  346. * Compute approximate maximum, minimum singular values.
  347. *
  348. I = ISAMAX( N, D, 1 )
  349. SMAX = ABS( D( I ) )
  350. I = ISAMAX( N-1, E, 1 )
  351. SMAX = MAX( SMAX, ABS( E( I ) ) )
  352. *
  353. * Compute threshold for neglecting D's and E's.
  354. *
  355. SMIN = ABS( D( 1 ) )
  356. IF( SMIN.NE.ZERO ) THEN
  357. MU = SMIN
  358. DO I = 2, N
  359. MU = ABS( D( I ) )*( MU / ( MU+ABS( E( I-1 ) ) ) )
  360. SMIN = MIN( SMIN, MU )
  361. IF( SMIN.EQ.ZERO ) EXIT
  362. END DO
  363. END IF
  364. SMIN = SMIN / SQRT( REAL( N ) )
  365. THRESH = TOL*SMIN
  366. *
  367. * Check for zeros in D and E (splits), i.e. submatrices.
  368. *
  369. DO I = 1, N-1
  370. IF( ABS( D( I ) ).LE.THRESH ) D( I ) = ZERO
  371. IF( ABS( E( I ) ).LE.THRESH ) E( I ) = ZERO
  372. END DO
  373. IF( ABS( D( N ) ).LE.THRESH ) D( N ) = ZERO
  374. E( N ) = ZERO
  375. *
  376. * Pointers for arrays used by SSTEVX.
  377. *
  378. IDTGK = 1
  379. IETGK = IDTGK + N*2
  380. ITEMP = IETGK + N*2
  381. IIFAIL = 1
  382. IIWORK = IIFAIL + N*2
  383. *
  384. * Set RNGVX, which corresponds to RANGE for SSTEVX in TGK mode.
  385. * VL,VU or IL,IU are redefined to conform to implementation a)
  386. * described in the leading comments.
  387. *
  388. ILTGK = 0
  389. IUTGK = 0
  390. VLTGK = ZERO
  391. VUTGK = ZERO
  392. *
  393. IF( ALLSV ) THEN
  394. *
  395. * All singular values will be found. We aim at -s (see
  396. * leading comments) with RNGVX = 'I'. IL and IU are set
  397. * later (as ILTGK and IUTGK) according to the dimension
  398. * of the active submatrix.
  399. *
  400. RNGVX = 'I'
  401. CALL SLASET( 'F', N*2, N+1, ZERO, ZERO, Z, LDZ )
  402. ELSE IF( VALSV ) THEN
  403. *
  404. * Find singular values in a half-open interval. We aim
  405. * at -s (see leading comments) and we swap VL and VU
  406. * (as VUTGK and VLTGK), changing their signs.
  407. *
  408. RNGVX = 'V'
  409. VLTGK = -VU
  410. VUTGK = -VL
  411. WORK( IDTGK:IDTGK+2*N-1 ) = ZERO
  412. CALL SCOPY( N, D, 1, WORK( IETGK ), 2 )
  413. CALL SCOPY( N-1, E, 1, WORK( IETGK+1 ), 2 )
  414. CALL SSTEVX( 'N', 'V', N*2, WORK( IDTGK ), WORK( IETGK ),
  415. $ VLTGK, VUTGK, ILTGK, ILTGK, ABSTOL, NS, S,
  416. $ Z, LDZ, WORK( ITEMP ), IWORK( IIWORK ),
  417. $ IWORK( IIFAIL ), INFO )
  418. IF( NS.EQ.0 ) THEN
  419. RETURN
  420. ELSE
  421. CALL SLASET( 'F', N*2, NS, ZERO, ZERO, Z, LDZ )
  422. END IF
  423. ELSE IF( INDSV ) THEN
  424. *
  425. * Find the IL-th through the IU-th singular values. We aim
  426. * at -s (see leading comments) and indices are mapped into
  427. * values, therefore mimicking SSTEBZ, where
  428. *
  429. * GL = GL - FUDGE*TNORM*ULP*N - FUDGE*TWO*PIVMIN
  430. * GU = GU + FUDGE*TNORM*ULP*N + FUDGE*PIVMIN
  431. *
  432. ILTGK = IL
  433. IUTGK = IU
  434. RNGVX = 'V'
  435. WORK( IDTGK:IDTGK+2*N-1 ) = ZERO
  436. CALL SCOPY( N, D, 1, WORK( IETGK ), 2 )
  437. CALL SCOPY( N-1, E, 1, WORK( IETGK+1 ), 2 )
  438. CALL SSTEVX( 'N', 'I', N*2, WORK( IDTGK ), WORK( IETGK ),
  439. $ VLTGK, VLTGK, ILTGK, ILTGK, ABSTOL, NS, S,
  440. $ Z, LDZ, WORK( ITEMP ), IWORK( IIWORK ),
  441. $ IWORK( IIFAIL ), INFO )
  442. VLTGK = S( 1 ) - FUDGE*SMAX*ULP*N
  443. WORK( IDTGK:IDTGK+2*N-1 ) = ZERO
  444. CALL SCOPY( N, D, 1, WORK( IETGK ), 2 )
  445. CALL SCOPY( N-1, E, 1, WORK( IETGK+1 ), 2 )
  446. CALL SSTEVX( 'N', 'I', N*2, WORK( IDTGK ), WORK( IETGK ),
  447. $ VUTGK, VUTGK, IUTGK, IUTGK, ABSTOL, NS, S,
  448. $ Z, LDZ, WORK( ITEMP ), IWORK( IIWORK ),
  449. $ IWORK( IIFAIL ), INFO )
  450. VUTGK = S( 1 ) + FUDGE*SMAX*ULP*N
  451. VUTGK = MIN( VUTGK, ZERO )
  452. *
  453. * If VLTGK=VUTGK, SSTEVX returns an error message,
  454. * so if needed we change VUTGK slightly.
  455. *
  456. IF( VLTGK.EQ.VUTGK ) VLTGK = VLTGK - TOL
  457. *
  458. CALL SLASET( 'F', N*2, IU-IL+1, ZERO, ZERO, Z, LDZ )
  459. END IF
  460. *
  461. * Initialize variables and pointers for S, Z, and WORK.
  462. *
  463. * NRU, NRV: number of rows in U and V for the active submatrix
  464. * IDBEG, ISBEG: offsets for the entries of D and S
  465. * IROWZ, ICOLZ: offsets for the rows and columns of Z
  466. * IROWU, IROWV: offsets for the rows of U and V
  467. *
  468. NS = 0
  469. NRU = 0
  470. NRV = 0
  471. IDBEG = 1
  472. ISBEG = 1
  473. IROWZ = 1
  474. ICOLZ = 1
  475. IROWU = 2
  476. IROWV = 1
  477. SPLIT = .FALSE.
  478. SVEQ0 = .FALSE.
  479. *
  480. * Form the tridiagonal TGK matrix.
  481. *
  482. S( 1:N ) = ZERO
  483. WORK( IETGK+2*N-1 ) = ZERO
  484. WORK( IDTGK:IDTGK+2*N-1 ) = ZERO
  485. CALL SCOPY( N, D, 1, WORK( IETGK ), 2 )
  486. CALL SCOPY( N-1, E, 1, WORK( IETGK+1 ), 2 )
  487. *
  488. *
  489. * Check for splits in two levels, outer level
  490. * in E and inner level in D.
  491. *
  492. DO IEPTR = 2, N*2, 2
  493. IF( WORK( IETGK+IEPTR-1 ).EQ.ZERO ) THEN
  494. *
  495. * Split in E (this piece of B is square) or bottom
  496. * of the (input bidiagonal) matrix.
  497. *
  498. ISPLT = IDBEG
  499. IDEND = IEPTR - 1
  500. DO IDPTR = IDBEG, IDEND, 2
  501. IF( WORK( IETGK+IDPTR-1 ).EQ.ZERO ) THEN
  502. *
  503. * Split in D (rectangular submatrix). Set the number
  504. * of rows in U and V (NRU and NRV) accordingly.
  505. *
  506. IF( IDPTR.EQ.IDBEG ) THEN
  507. *
  508. * D=0 at the top.
  509. *
  510. SVEQ0 = .TRUE.
  511. IF( IDBEG.EQ.IDEND) THEN
  512. NRU = 1
  513. NRV = 1
  514. END IF
  515. ELSE IF( IDPTR.EQ.IDEND ) THEN
  516. *
  517. * D=0 at the bottom.
  518. *
  519. SVEQ0 = .TRUE.
  520. NRU = (IDEND-ISPLT)/2 + 1
  521. NRV = NRU
  522. IF( ISPLT.NE.IDBEG ) THEN
  523. NRU = NRU + 1
  524. END IF
  525. ELSE
  526. IF( ISPLT.EQ.IDBEG ) THEN
  527. *
  528. * Split: top rectangular submatrix.
  529. *
  530. NRU = (IDPTR-IDBEG)/2
  531. NRV = NRU + 1
  532. ELSE
  533. *
  534. * Split: middle square submatrix.
  535. *
  536. NRU = (IDPTR-ISPLT)/2 + 1
  537. NRV = NRU
  538. END IF
  539. END IF
  540. ELSE IF( IDPTR.EQ.IDEND ) THEN
  541. *
  542. * Last entry of D in the active submatrix.
  543. *
  544. IF( ISPLT.EQ.IDBEG ) THEN
  545. *
  546. * No split (trivial case).
  547. *
  548. NRU = (IDEND-IDBEG)/2 + 1
  549. NRV = NRU
  550. ELSE
  551. *
  552. * Split: bottom rectangular submatrix.
  553. *
  554. NRV = (IDEND-ISPLT)/2 + 1
  555. NRU = NRV + 1
  556. END IF
  557. END IF
  558. *
  559. NTGK = NRU + NRV
  560. *
  561. IF( NTGK.GT.0 ) THEN
  562. *
  563. * Compute eigenvalues/vectors of the active
  564. * submatrix according to RANGE:
  565. * if RANGE='A' (ALLSV) then RNGVX = 'I'
  566. * if RANGE='V' (VALSV) then RNGVX = 'V'
  567. * if RANGE='I' (INDSV) then RNGVX = 'V'
  568. *
  569. ILTGK = 1
  570. IUTGK = NTGK / 2
  571. IF( ALLSV .OR. VUTGK.EQ.ZERO ) THEN
  572. IF( SVEQ0 .OR.
  573. $ SMIN.LT.EPS .OR.
  574. $ MOD(NTGK,2).GT.0 ) THEN
  575. * Special case: eigenvalue equal to zero or very
  576. * small, additional eigenvector is needed.
  577. IUTGK = IUTGK + 1
  578. END IF
  579. END IF
  580. *
  581. * Workspace needed by SSTEVX:
  582. * WORK( ITEMP: ): 2*5*NTGK
  583. * IWORK( 1: ): 2*6*NTGK
  584. *
  585. CALL SSTEVX( JOBZ, RNGVX, NTGK, WORK( IDTGK+ISPLT-1 ),
  586. $ WORK( IETGK+ISPLT-1 ), VLTGK, VUTGK,
  587. $ ILTGK, IUTGK, ABSTOL, NSL, S( ISBEG ),
  588. $ Z( IROWZ,ICOLZ ), LDZ, WORK( ITEMP ),
  589. $ IWORK( IIWORK ), IWORK( IIFAIL ),
  590. $ INFO )
  591. IF( INFO.NE.0 ) THEN
  592. * Exit with the error code from SSTEVX.
  593. RETURN
  594. END IF
  595. EMIN = ABS( MAXVAL( S( ISBEG:ISBEG+NSL-1 ) ) )
  596. *
  597. IF( NSL.GT.0 .AND. WANTZ ) THEN
  598. *
  599. * Normalize u=Z([2,4,...],:) and v=Z([1,3,...],:),
  600. * changing the sign of v as discussed in the leading
  601. * comments. The norms of u and v may be (slightly)
  602. * different from 1/sqrt(2) if the corresponding
  603. * eigenvalues are very small or too close. We check
  604. * those norms and, if needed, reorthogonalize the
  605. * vectors.
  606. *
  607. IF( NSL.GT.1 .AND.
  608. $ VUTGK.EQ.ZERO .AND.
  609. $ MOD(NTGK,2).EQ.0 .AND.
  610. $ EMIN.EQ.0 .AND. .NOT.SPLIT ) THEN
  611. *
  612. * D=0 at the top or bottom of the active submatrix:
  613. * one eigenvalue is equal to zero; concatenate the
  614. * eigenvectors corresponding to the two smallest
  615. * eigenvalues.
  616. *
  617. Z( IROWZ:IROWZ+NTGK-1,ICOLZ+NSL-2 ) =
  618. $ Z( IROWZ:IROWZ+NTGK-1,ICOLZ+NSL-2 ) +
  619. $ Z( IROWZ:IROWZ+NTGK-1,ICOLZ+NSL-1 )
  620. Z( IROWZ:IROWZ+NTGK-1,ICOLZ+NSL-1 ) =
  621. $ ZERO
  622. * IF( IUTGK*2.GT.NTGK ) THEN
  623. * Eigenvalue equal to zero or very small.
  624. * NSL = NSL - 1
  625. * END IF
  626. END IF
  627. *
  628. DO I = 0, MIN( NSL-1, NRU-1 )
  629. NRMU = SNRM2( NRU, Z( IROWU, ICOLZ+I ), 2 )
  630. IF( NRMU.EQ.ZERO ) THEN
  631. INFO = N*2 + 1
  632. RETURN
  633. END IF
  634. CALL SSCAL( NRU, ONE/NRMU,
  635. $ Z( IROWU,ICOLZ+I ), 2 )
  636. IF( NRMU.NE.ONE .AND.
  637. $ ABS( NRMU-ORTOL )*SQRT2.GT.ONE )
  638. $ THEN
  639. DO J = 0, I-1
  640. ZJTJI = -SDOT( NRU, Z( IROWU, ICOLZ+J ),
  641. $ 2, Z( IROWU, ICOLZ+I ), 2 )
  642. CALL SAXPY( NRU, ZJTJI,
  643. $ Z( IROWU, ICOLZ+J ), 2,
  644. $ Z( IROWU, ICOLZ+I ), 2 )
  645. END DO
  646. NRMU = SNRM2( NRU, Z( IROWU, ICOLZ+I ), 2 )
  647. CALL SSCAL( NRU, ONE/NRMU,
  648. $ Z( IROWU,ICOLZ+I ), 2 )
  649. END IF
  650. END DO
  651. DO I = 0, MIN( NSL-1, NRV-1 )
  652. NRMV = SNRM2( NRV, Z( IROWV, ICOLZ+I ), 2 )
  653. IF( NRMV.EQ.ZERO ) THEN
  654. INFO = N*2 + 1
  655. RETURN
  656. END IF
  657. CALL SSCAL( NRV, -ONE/NRMV,
  658. $ Z( IROWV,ICOLZ+I ), 2 )
  659. IF( NRMV.NE.ONE .AND.
  660. $ ABS( NRMV-ORTOL )*SQRT2.GT.ONE )
  661. $ THEN
  662. DO J = 0, I-1
  663. ZJTJI = -SDOT( NRV, Z( IROWV, ICOLZ+J ),
  664. $ 2, Z( IROWV, ICOLZ+I ), 2 )
  665. CALL SAXPY( NRU, ZJTJI,
  666. $ Z( IROWV, ICOLZ+J ), 2,
  667. $ Z( IROWV, ICOLZ+I ), 2 )
  668. END DO
  669. NRMV = SNRM2( NRV, Z( IROWV, ICOLZ+I ), 2 )
  670. CALL SSCAL( NRV, ONE/NRMV,
  671. $ Z( IROWV,ICOLZ+I ), 2 )
  672. END IF
  673. END DO
  674. IF( VUTGK.EQ.ZERO .AND.
  675. $ IDPTR.LT.IDEND .AND.
  676. $ MOD(NTGK,2).GT.0 ) THEN
  677. *
  678. * D=0 in the middle of the active submatrix (one
  679. * eigenvalue is equal to zero): save the corresponding
  680. * eigenvector for later use (when bottom of the
  681. * active submatrix is reached).
  682. *
  683. SPLIT = .TRUE.
  684. Z( IROWZ:IROWZ+NTGK-1,N+1 ) =
  685. $ Z( IROWZ:IROWZ+NTGK-1,NS+NSL )
  686. Z( IROWZ:IROWZ+NTGK-1,NS+NSL ) =
  687. $ ZERO
  688. END IF
  689. END IF !** WANTZ **!
  690. *
  691. NSL = MIN( NSL, NRU )
  692. SVEQ0 = .FALSE.
  693. *
  694. * Absolute values of the eigenvalues of TGK.
  695. *
  696. DO I = 0, NSL-1
  697. S( ISBEG+I ) = ABS( S( ISBEG+I ) )
  698. END DO
  699. *
  700. * Update pointers for TGK, S and Z.
  701. *
  702. ISBEG = ISBEG + NSL
  703. IROWZ = IROWZ + NTGK
  704. ICOLZ = ICOLZ + NSL
  705. IROWU = IROWZ
  706. IROWV = IROWZ + 1
  707. ISPLT = IDPTR + 1
  708. NS = NS + NSL
  709. NRU = 0
  710. NRV = 0
  711. END IF !** NTGK.GT.0 **!
  712. IF( IROWZ.LT.N*2 ) Z( 1:IROWZ-1, ICOLZ ) = ZERO
  713. END DO !** IDPTR loop **!
  714. IF( SPLIT ) THEN
  715. *
  716. * Bring back eigenvector corresponding
  717. * to eigenvalue equal to zero.
  718. *
  719. Z( IDBEG:IDEND-NTGK+1,ISBEG-1 ) =
  720. $ Z( IDBEG:IDEND-NTGK+1,ISBEG-1 ) +
  721. $ Z( IDBEG:IDEND-NTGK+1,N+1 )
  722. Z( IDBEG:IDEND-NTGK+1,N+1 ) = 0
  723. END IF
  724. IROWV = IROWV - 1
  725. IROWU = IROWU + 1
  726. IDBEG = IEPTR + 1
  727. SVEQ0 = .FALSE.
  728. SPLIT = .FALSE.
  729. END IF !** Check for split in E **!
  730. END DO !** IEPTR loop **!
  731. *
  732. * Sort the singular values into decreasing order (insertion sort on
  733. * singular values, but only one transposition per singular vector)
  734. *
  735. DO I = 1, NS-1
  736. K = 1
  737. SMIN = S( 1 )
  738. DO J = 2, NS + 1 - I
  739. IF( S( J ).LE.SMIN ) THEN
  740. K = J
  741. SMIN = S( J )
  742. END IF
  743. END DO
  744. IF( K.NE.NS+1-I ) THEN
  745. S( K ) = S( NS+1-I )
  746. S( NS+1-I ) = SMIN
  747. CALL SSWAP( N*2, Z( 1,K ), 1, Z( 1,NS+1-I ), 1 )
  748. END IF
  749. END DO
  750. *
  751. * If RANGE=I, check for singular values/vectors to be discarded.
  752. *
  753. IF( INDSV ) THEN
  754. K = IU - IL + 1
  755. IF( K.LT.NS ) THEN
  756. S( K+1:NS ) = ZERO
  757. Z( 1:N*2,K+1:NS ) = ZERO
  758. NS = K
  759. END IF
  760. END IF
  761. *
  762. * Reorder Z: U = Z( 1:N,1:NS ), V = Z( N+1:N*2,1:NS ).
  763. * If B is a lower diagonal, swap U and V.
  764. *
  765. DO I = 1, NS
  766. CALL SCOPY( N*2, Z( 1,I ), 1, WORK, 1 )
  767. IF( LOWER ) THEN
  768. CALL SCOPY( N, WORK( 2 ), 2, Z( N+1,I ), 1 )
  769. CALL SCOPY( N, WORK( 1 ), 2, Z( 1 ,I ), 1 )
  770. ELSE
  771. CALL SCOPY( N, WORK( 2 ), 2, Z( 1 ,I ), 1 )
  772. CALL SCOPY( N, WORK( 1 ), 2, Z( N+1,I ), 1 )
  773. END IF
  774. END DO
  775. *
  776. RETURN
  777. *
  778. * End of SBDSVDX
  779. *
  780. END