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dbdsqr.f 26 kB

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  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)
  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. *> \endverbatim
  216. *
  217. * Authors:
  218. * ========
  219. *
  220. *> \author Univ. of Tennessee
  221. *> \author Univ. of California Berkeley
  222. *> \author Univ. of Colorado Denver
  223. *> \author NAG Ltd.
  224. *
  225. *> \date November 2011
  226. *
  227. *> \ingroup auxOTHERcomputational
  228. *
  229. * =====================================================================
  230. SUBROUTINE DBDSQR( UPLO, N, NCVT, NRU, NCC, D, E, VT, LDVT, U,
  231. $ LDU, C, LDC, WORK, INFO )
  232. *
  233. * -- LAPACK computational routine (version 3.4.0) --
  234. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  235. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  236. * November 2011
  237. *
  238. * .. Scalar Arguments ..
  239. CHARACTER UPLO
  240. INTEGER INFO, LDC, LDU, LDVT, N, NCC, NCVT, NRU
  241. * ..
  242. * .. Array Arguments ..
  243. DOUBLE PRECISION C( LDC, * ), D( * ), E( * ), U( LDU, * ),
  244. $ VT( LDVT, * ), WORK( * )
  245. * ..
  246. *
  247. * =====================================================================
  248. *
  249. * .. Parameters ..
  250. DOUBLE PRECISION ZERO
  251. PARAMETER ( ZERO = 0.0D0 )
  252. DOUBLE PRECISION ONE
  253. PARAMETER ( ONE = 1.0D0 )
  254. DOUBLE PRECISION NEGONE
  255. PARAMETER ( NEGONE = -1.0D0 )
  256. DOUBLE PRECISION HNDRTH
  257. PARAMETER ( HNDRTH = 0.01D0 )
  258. DOUBLE PRECISION TEN
  259. PARAMETER ( TEN = 10.0D0 )
  260. DOUBLE PRECISION HNDRD
  261. PARAMETER ( HNDRD = 100.0D0 )
  262. DOUBLE PRECISION MEIGTH
  263. PARAMETER ( MEIGTH = -0.125D0 )
  264. INTEGER MAXITR
  265. PARAMETER ( MAXITR = 6 )
  266. * ..
  267. * .. Local Scalars ..
  268. LOGICAL LOWER, ROTATE
  269. INTEGER I, IDIR, ISUB, ITER, J, LL, LLL, M, MAXIT, NM1,
  270. $ NM12, NM13, OLDLL, OLDM
  271. DOUBLE PRECISION ABSE, ABSS, COSL, COSR, CS, EPS, F, G, H, MU,
  272. $ OLDCS, OLDSN, R, SHIFT, SIGMN, SIGMX, SINL,
  273. $ SINR, SLL, SMAX, SMIN, SMINL, SMINOA,
  274. $ SN, THRESH, TOL, TOLMUL, UNFL
  275. * ..
  276. * .. External Functions ..
  277. LOGICAL LSAME
  278. DOUBLE PRECISION DLAMCH
  279. EXTERNAL LSAME, DLAMCH
  280. * ..
  281. * .. External Subroutines ..
  282. EXTERNAL DLARTG, DLAS2, DLASQ1, DLASR, DLASV2, DROT,
  283. $ DSCAL, DSWAP, XERBLA
  284. * ..
  285. * .. Intrinsic Functions ..
  286. INTRINSIC ABS, DBLE, MAX, MIN, SIGN, SQRT
  287. * ..
  288. * .. Executable Statements ..
  289. *
  290. * Test the input parameters.
  291. *
  292. INFO = 0
  293. LOWER = LSAME( UPLO, 'L' )
  294. IF( .NOT.LSAME( UPLO, 'U' ) .AND. .NOT.LOWER ) THEN
  295. INFO = -1
  296. ELSE IF( N.LT.0 ) THEN
  297. INFO = -2
  298. ELSE IF( NCVT.LT.0 ) THEN
  299. INFO = -3
  300. ELSE IF( NRU.LT.0 ) THEN
  301. INFO = -4
  302. ELSE IF( NCC.LT.0 ) THEN
  303. INFO = -5
  304. ELSE IF( ( NCVT.EQ.0 .AND. LDVT.LT.1 ) .OR.
  305. $ ( NCVT.GT.0 .AND. LDVT.LT.MAX( 1, N ) ) ) THEN
  306. INFO = -9
  307. ELSE IF( LDU.LT.MAX( 1, NRU ) ) THEN
  308. INFO = -11
  309. ELSE IF( ( NCC.EQ.0 .AND. LDC.LT.1 ) .OR.
  310. $ ( NCC.GT.0 .AND. LDC.LT.MAX( 1, N ) ) ) THEN
  311. INFO = -13
  312. END IF
  313. IF( INFO.NE.0 ) THEN
  314. CALL XERBLA( 'DBDSQR', -INFO )
  315. RETURN
  316. END IF
  317. IF( N.EQ.0 )
  318. $ RETURN
  319. IF( N.EQ.1 )
  320. $ GO TO 160
  321. *
  322. * ROTATE is true if any singular vectors desired, false otherwise
  323. *
  324. ROTATE = ( NCVT.GT.0 ) .OR. ( NRU.GT.0 ) .OR. ( NCC.GT.0 )
  325. *
  326. * If no singular vectors desired, use qd algorithm
  327. *
  328. IF( .NOT.ROTATE ) THEN
  329. CALL DLASQ1( N, D, E, WORK, INFO )
  330. *
  331. * If INFO equals 2, dqds didn't finish, try to finish
  332. *
  333. IF( INFO .NE. 2 ) RETURN
  334. INFO = 0
  335. END IF
  336. *
  337. NM1 = N - 1
  338. NM12 = NM1 + NM1
  339. NM13 = NM12 + NM1
  340. IDIR = 0
  341. *
  342. * Get machine constants
  343. *
  344. EPS = DLAMCH( 'Epsilon' )
  345. UNFL = DLAMCH( 'Safe minimum' )
  346. *
  347. * If matrix lower bidiagonal, rotate to be upper bidiagonal
  348. * by applying Givens rotations on the left
  349. *
  350. IF( LOWER ) THEN
  351. DO 10 I = 1, N - 1
  352. CALL DLARTG( D( I ), E( I ), CS, SN, R )
  353. D( I ) = R
  354. E( I ) = SN*D( I+1 )
  355. D( I+1 ) = CS*D( I+1 )
  356. WORK( I ) = CS
  357. WORK( NM1+I ) = SN
  358. 10 CONTINUE
  359. *
  360. * Update singular vectors if desired
  361. *
  362. IF( NRU.GT.0 )
  363. $ CALL DLASR( 'R', 'V', 'F', NRU, N, WORK( 1 ), WORK( N ), U,
  364. $ LDU )
  365. IF( NCC.GT.0 )
  366. $ CALL DLASR( 'L', 'V', 'F', N, NCC, WORK( 1 ), WORK( N ), C,
  367. $ LDC )
  368. END IF
  369. *
  370. * Compute singular values to relative accuracy TOL
  371. * (By setting TOL to be negative, algorithm will compute
  372. * singular values to absolute accuracy ABS(TOL)*norm(input matrix))
  373. *
  374. TOLMUL = MAX( TEN, MIN( HNDRD, EPS**MEIGTH ) )
  375. TOL = TOLMUL*EPS
  376. *
  377. * Compute approximate maximum, minimum singular values
  378. *
  379. SMAX = ZERO
  380. DO 20 I = 1, N
  381. SMAX = MAX( SMAX, ABS( D( I ) ) )
  382. 20 CONTINUE
  383. DO 30 I = 1, N - 1
  384. SMAX = MAX( SMAX, ABS( E( I ) ) )
  385. 30 CONTINUE
  386. SMINL = ZERO
  387. IF( TOL.GE.ZERO ) THEN
  388. *
  389. * Relative accuracy desired
  390. *
  391. SMINOA = ABS( D( 1 ) )
  392. IF( SMINOA.EQ.ZERO )
  393. $ GO TO 50
  394. MU = SMINOA
  395. DO 40 I = 2, N
  396. MU = ABS( D( I ) )*( MU / ( MU+ABS( E( I-1 ) ) ) )
  397. SMINOA = MIN( SMINOA, MU )
  398. IF( SMINOA.EQ.ZERO )
  399. $ GO TO 50
  400. 40 CONTINUE
  401. 50 CONTINUE
  402. SMINOA = SMINOA / SQRT( DBLE( N ) )
  403. THRESH = MAX( TOL*SMINOA, MAXITR*N*N*UNFL )
  404. ELSE
  405. *
  406. * Absolute accuracy desired
  407. *
  408. THRESH = MAX( ABS( TOL )*SMAX, MAXITR*N*N*UNFL )
  409. END IF
  410. *
  411. * Prepare for main iteration loop for the singular values
  412. * (MAXIT is the maximum number of passes through the inner
  413. * loop permitted before nonconvergence signalled.)
  414. *
  415. MAXIT = MAXITR*N*N
  416. ITER = 0
  417. OLDLL = -1
  418. OLDM = -1
  419. *
  420. * M points to last element of unconverged part of matrix
  421. *
  422. M = N
  423. *
  424. * Begin main iteration loop
  425. *
  426. 60 CONTINUE
  427. *
  428. * Check for convergence or exceeding iteration count
  429. *
  430. IF( M.LE.1 )
  431. $ GO TO 160
  432. IF( ITER.GT.MAXIT )
  433. $ GO TO 200
  434. *
  435. * Find diagonal block of matrix to work on
  436. *
  437. IF( TOL.LT.ZERO .AND. ABS( D( M ) ).LE.THRESH )
  438. $ D( M ) = ZERO
  439. SMAX = ABS( D( M ) )
  440. SMIN = SMAX
  441. DO 70 LLL = 1, M - 1
  442. LL = M - LLL
  443. ABSS = ABS( D( LL ) )
  444. ABSE = ABS( E( LL ) )
  445. IF( TOL.LT.ZERO .AND. ABSS.LE.THRESH )
  446. $ D( LL ) = ZERO
  447. IF( ABSE.LE.THRESH )
  448. $ GO TO 80
  449. SMIN = MIN( SMIN, ABSS )
  450. SMAX = MAX( SMAX, ABSS, ABSE )
  451. 70 CONTINUE
  452. LL = 0
  453. GO TO 90
  454. 80 CONTINUE
  455. E( LL ) = ZERO
  456. *
  457. * Matrix splits since E(LL) = 0
  458. *
  459. IF( LL.EQ.M-1 ) THEN
  460. *
  461. * Convergence of bottom singular value, return to top of loop
  462. *
  463. M = M - 1
  464. GO TO 60
  465. END IF
  466. 90 CONTINUE
  467. LL = LL + 1
  468. *
  469. * E(LL) through E(M-1) are nonzero, E(LL-1) is zero
  470. *
  471. IF( LL.EQ.M-1 ) THEN
  472. *
  473. * 2 by 2 block, handle separately
  474. *
  475. CALL DLASV2( D( M-1 ), E( M-1 ), D( M ), SIGMN, SIGMX, SINR,
  476. $ COSR, SINL, COSL )
  477. D( M-1 ) = SIGMX
  478. E( M-1 ) = ZERO
  479. D( M ) = SIGMN
  480. *
  481. * Compute singular vectors, if desired
  482. *
  483. IF( NCVT.GT.0 )
  484. $ CALL DROT( NCVT, VT( M-1, 1 ), LDVT, VT( M, 1 ), LDVT, COSR,
  485. $ SINR )
  486. IF( NRU.GT.0 )
  487. $ CALL DROT( NRU, U( 1, M-1 ), 1, U( 1, M ), 1, COSL, SINL )
  488. IF( NCC.GT.0 )
  489. $ CALL DROT( NCC, C( M-1, 1 ), LDC, C( M, 1 ), LDC, COSL,
  490. $ SINL )
  491. M = M - 2
  492. GO TO 60
  493. END IF
  494. *
  495. * If working on new submatrix, choose shift direction
  496. * (from larger end diagonal element towards smaller)
  497. *
  498. IF( LL.GT.OLDM .OR. M.LT.OLDLL ) THEN
  499. IF( ABS( D( LL ) ).GE.ABS( D( M ) ) ) THEN
  500. *
  501. * Chase bulge from top (big end) to bottom (small end)
  502. *
  503. IDIR = 1
  504. ELSE
  505. *
  506. * Chase bulge from bottom (big end) to top (small end)
  507. *
  508. IDIR = 2
  509. END IF
  510. END IF
  511. *
  512. * Apply convergence tests
  513. *
  514. IF( IDIR.EQ.1 ) THEN
  515. *
  516. * Run convergence test in forward direction
  517. * First apply standard test to bottom of matrix
  518. *
  519. IF( ABS( E( M-1 ) ).LE.ABS( TOL )*ABS( D( M ) ) .OR.
  520. $ ( TOL.LT.ZERO .AND. ABS( E( M-1 ) ).LE.THRESH ) ) THEN
  521. E( M-1 ) = ZERO
  522. GO TO 60
  523. END IF
  524. *
  525. IF( TOL.GE.ZERO ) THEN
  526. *
  527. * If relative accuracy desired,
  528. * apply convergence criterion forward
  529. *
  530. MU = ABS( D( LL ) )
  531. SMINL = MU
  532. DO 100 LLL = LL, M - 1
  533. IF( ABS( E( LLL ) ).LE.TOL*MU ) THEN
  534. E( LLL ) = ZERO
  535. GO TO 60
  536. END IF
  537. MU = ABS( D( LLL+1 ) )*( MU / ( MU+ABS( E( LLL ) ) ) )
  538. SMINL = MIN( SMINL, MU )
  539. 100 CONTINUE
  540. END IF
  541. *
  542. ELSE
  543. *
  544. * Run convergence test in backward direction
  545. * First apply standard test to top of matrix
  546. *
  547. IF( ABS( E( LL ) ).LE.ABS( TOL )*ABS( D( LL ) ) .OR.
  548. $ ( TOL.LT.ZERO .AND. ABS( E( LL ) ).LE.THRESH ) ) THEN
  549. E( LL ) = ZERO
  550. GO TO 60
  551. END IF
  552. *
  553. IF( TOL.GE.ZERO ) THEN
  554. *
  555. * If relative accuracy desired,
  556. * apply convergence criterion backward
  557. *
  558. MU = ABS( D( M ) )
  559. SMINL = MU
  560. DO 110 LLL = M - 1, LL, -1
  561. IF( ABS( E( LLL ) ).LE.TOL*MU ) THEN
  562. E( LLL ) = ZERO
  563. GO TO 60
  564. END IF
  565. MU = ABS( D( LLL ) )*( MU / ( MU+ABS( E( LLL ) ) ) )
  566. SMINL = MIN( SMINL, MU )
  567. 110 CONTINUE
  568. END IF
  569. END IF
  570. OLDLL = LL
  571. OLDM = M
  572. *
  573. * Compute shift. First, test if shifting would ruin relative
  574. * accuracy, and if so set the shift to zero.
  575. *
  576. IF( TOL.GE.ZERO .AND. N*TOL*( SMINL / SMAX ).LE.
  577. $ MAX( EPS, HNDRTH*TOL ) ) THEN
  578. *
  579. * Use a zero shift to avoid loss of relative accuracy
  580. *
  581. SHIFT = ZERO
  582. ELSE
  583. *
  584. * Compute the shift from 2-by-2 block at end of matrix
  585. *
  586. IF( IDIR.EQ.1 ) THEN
  587. SLL = ABS( D( LL ) )
  588. CALL DLAS2( D( M-1 ), E( M-1 ), D( M ), SHIFT, R )
  589. ELSE
  590. SLL = ABS( D( M ) )
  591. CALL DLAS2( D( LL ), E( LL ), D( LL+1 ), SHIFT, R )
  592. END IF
  593. *
  594. * Test if shift negligible, and if so set to zero
  595. *
  596. IF( SLL.GT.ZERO ) THEN
  597. IF( ( SHIFT / SLL )**2.LT.EPS )
  598. $ SHIFT = ZERO
  599. END IF
  600. END IF
  601. *
  602. * Increment iteration count
  603. *
  604. ITER = ITER + M - LL
  605. *
  606. * If SHIFT = 0, do simplified QR iteration
  607. *
  608. IF( SHIFT.EQ.ZERO ) THEN
  609. IF( IDIR.EQ.1 ) THEN
  610. *
  611. * Chase bulge from top to bottom
  612. * Save cosines and sines for later singular vector updates
  613. *
  614. CS = ONE
  615. OLDCS = ONE
  616. DO 120 I = LL, M - 1
  617. CALL DLARTG( D( I )*CS, E( I ), CS, SN, R )
  618. IF( I.GT.LL )
  619. $ E( I-1 ) = OLDSN*R
  620. CALL DLARTG( OLDCS*R, D( I+1 )*SN, OLDCS, OLDSN, D( I ) )
  621. WORK( I-LL+1 ) = CS
  622. WORK( I-LL+1+NM1 ) = SN
  623. WORK( I-LL+1+NM12 ) = OLDCS
  624. WORK( I-LL+1+NM13 ) = OLDSN
  625. 120 CONTINUE
  626. H = D( M )*CS
  627. D( M ) = H*OLDCS
  628. E( M-1 ) = H*OLDSN
  629. *
  630. * Update singular vectors
  631. *
  632. IF( NCVT.GT.0 )
  633. $ CALL DLASR( 'L', 'V', 'F', M-LL+1, NCVT, WORK( 1 ),
  634. $ WORK( N ), VT( LL, 1 ), LDVT )
  635. IF( NRU.GT.0 )
  636. $ CALL DLASR( 'R', 'V', 'F', NRU, M-LL+1, WORK( NM12+1 ),
  637. $ WORK( NM13+1 ), U( 1, LL ), LDU )
  638. IF( NCC.GT.0 )
  639. $ CALL DLASR( 'L', 'V', 'F', M-LL+1, NCC, WORK( NM12+1 ),
  640. $ WORK( NM13+1 ), C( LL, 1 ), LDC )
  641. *
  642. * Test convergence
  643. *
  644. IF( ABS( E( M-1 ) ).LE.THRESH )
  645. $ E( M-1 ) = ZERO
  646. *
  647. ELSE
  648. *
  649. * Chase bulge from bottom to top
  650. * Save cosines and sines for later singular vector updates
  651. *
  652. CS = ONE
  653. OLDCS = ONE
  654. DO 130 I = M, LL + 1, -1
  655. CALL DLARTG( D( I )*CS, E( I-1 ), CS, SN, R )
  656. IF( I.LT.M )
  657. $ E( I ) = OLDSN*R
  658. CALL DLARTG( OLDCS*R, D( I-1 )*SN, OLDCS, OLDSN, D( I ) )
  659. WORK( I-LL ) = CS
  660. WORK( I-LL+NM1 ) = -SN
  661. WORK( I-LL+NM12 ) = OLDCS
  662. WORK( I-LL+NM13 ) = -OLDSN
  663. 130 CONTINUE
  664. H = D( LL )*CS
  665. D( LL ) = H*OLDCS
  666. E( LL ) = H*OLDSN
  667. *
  668. * Update singular vectors
  669. *
  670. IF( NCVT.GT.0 )
  671. $ CALL DLASR( 'L', 'V', 'B', M-LL+1, NCVT, WORK( NM12+1 ),
  672. $ WORK( NM13+1 ), VT( LL, 1 ), LDVT )
  673. IF( NRU.GT.0 )
  674. $ CALL DLASR( 'R', 'V', 'B', NRU, M-LL+1, WORK( 1 ),
  675. $ WORK( N ), U( 1, LL ), LDU )
  676. IF( NCC.GT.0 )
  677. $ CALL DLASR( 'L', 'V', 'B', M-LL+1, NCC, WORK( 1 ),
  678. $ WORK( N ), C( LL, 1 ), LDC )
  679. *
  680. * Test convergence
  681. *
  682. IF( ABS( E( LL ) ).LE.THRESH )
  683. $ E( LL ) = ZERO
  684. END IF
  685. ELSE
  686. *
  687. * Use nonzero shift
  688. *
  689. IF( IDIR.EQ.1 ) THEN
  690. *
  691. * Chase bulge from top to bottom
  692. * Save cosines and sines for later singular vector updates
  693. *
  694. F = ( ABS( D( LL ) )-SHIFT )*
  695. $ ( SIGN( ONE, D( LL ) )+SHIFT / D( LL ) )
  696. G = E( LL )
  697. DO 140 I = LL, M - 1
  698. CALL DLARTG( F, G, COSR, SINR, R )
  699. IF( I.GT.LL )
  700. $ E( I-1 ) = R
  701. F = COSR*D( I ) + SINR*E( I )
  702. E( I ) = COSR*E( I ) - SINR*D( I )
  703. G = SINR*D( I+1 )
  704. D( I+1 ) = COSR*D( I+1 )
  705. CALL DLARTG( F, G, COSL, SINL, R )
  706. D( I ) = R
  707. F = COSL*E( I ) + SINL*D( I+1 )
  708. D( I+1 ) = COSL*D( I+1 ) - SINL*E( I )
  709. IF( I.LT.M-1 ) THEN
  710. G = SINL*E( I+1 )
  711. E( I+1 ) = COSL*E( I+1 )
  712. END IF
  713. WORK( I-LL+1 ) = COSR
  714. WORK( I-LL+1+NM1 ) = SINR
  715. WORK( I-LL+1+NM12 ) = COSL
  716. WORK( I-LL+1+NM13 ) = SINL
  717. 140 CONTINUE
  718. E( M-1 ) = F
  719. *
  720. * Update singular vectors
  721. *
  722. IF( NCVT.GT.0 )
  723. $ CALL DLASR( 'L', 'V', 'F', M-LL+1, NCVT, WORK( 1 ),
  724. $ WORK( N ), VT( LL, 1 ), LDVT )
  725. IF( NRU.GT.0 )
  726. $ CALL DLASR( 'R', 'V', 'F', NRU, M-LL+1, WORK( NM12+1 ),
  727. $ WORK( NM13+1 ), U( 1, LL ), LDU )
  728. IF( NCC.GT.0 )
  729. $ CALL DLASR( 'L', 'V', 'F', M-LL+1, NCC, WORK( NM12+1 ),
  730. $ WORK( NM13+1 ), C( LL, 1 ), LDC )
  731. *
  732. * Test convergence
  733. *
  734. IF( ABS( E( M-1 ) ).LE.THRESH )
  735. $ E( M-1 ) = ZERO
  736. *
  737. ELSE
  738. *
  739. * Chase bulge from bottom to top
  740. * Save cosines and sines for later singular vector updates
  741. *
  742. F = ( ABS( D( M ) )-SHIFT )*( SIGN( ONE, D( M ) )+SHIFT /
  743. $ D( M ) )
  744. G = E( M-1 )
  745. DO 150 I = M, LL + 1, -1
  746. CALL DLARTG( F, G, COSR, SINR, R )
  747. IF( I.LT.M )
  748. $ E( I ) = R
  749. F = COSR*D( I ) + SINR*E( I-1 )
  750. E( I-1 ) = COSR*E( I-1 ) - SINR*D( I )
  751. G = SINR*D( I-1 )
  752. D( I-1 ) = COSR*D( I-1 )
  753. CALL DLARTG( F, G, COSL, SINL, R )
  754. D( I ) = R
  755. F = COSL*E( I-1 ) + SINL*D( I-1 )
  756. D( I-1 ) = COSL*D( I-1 ) - SINL*E( I-1 )
  757. IF( I.GT.LL+1 ) THEN
  758. G = SINL*E( I-2 )
  759. E( I-2 ) = COSL*E( I-2 )
  760. END IF
  761. WORK( I-LL ) = COSR
  762. WORK( I-LL+NM1 ) = -SINR
  763. WORK( I-LL+NM12 ) = COSL
  764. WORK( I-LL+NM13 ) = -SINL
  765. 150 CONTINUE
  766. E( LL ) = F
  767. *
  768. * Test convergence
  769. *
  770. IF( ABS( E( LL ) ).LE.THRESH )
  771. $ E( LL ) = ZERO
  772. *
  773. * Update singular vectors if desired
  774. *
  775. IF( NCVT.GT.0 )
  776. $ CALL DLASR( 'L', 'V', 'B', M-LL+1, NCVT, WORK( NM12+1 ),
  777. $ WORK( NM13+1 ), VT( LL, 1 ), LDVT )
  778. IF( NRU.GT.0 )
  779. $ CALL DLASR( 'R', 'V', 'B', NRU, M-LL+1, WORK( 1 ),
  780. $ WORK( N ), U( 1, LL ), LDU )
  781. IF( NCC.GT.0 )
  782. $ CALL DLASR( 'L', 'V', 'B', M-LL+1, NCC, WORK( 1 ),
  783. $ WORK( N ), C( LL, 1 ), LDC )
  784. END IF
  785. END IF
  786. *
  787. * QR iteration finished, go back and check convergence
  788. *
  789. GO TO 60
  790. *
  791. * All singular values converged, so make them positive
  792. *
  793. 160 CONTINUE
  794. DO 170 I = 1, N
  795. IF( D( I ).LT.ZERO ) THEN
  796. D( I ) = -D( I )
  797. *
  798. * Change sign of singular vectors, if desired
  799. *
  800. IF( NCVT.GT.0 )
  801. $ CALL DSCAL( NCVT, NEGONE, VT( I, 1 ), LDVT )
  802. END IF
  803. 170 CONTINUE
  804. *
  805. * Sort the singular values into decreasing order (insertion sort on
  806. * singular values, but only one transposition per singular vector)
  807. *
  808. DO 190 I = 1, N - 1
  809. *
  810. * Scan for smallest D(I)
  811. *
  812. ISUB = 1
  813. SMIN = D( 1 )
  814. DO 180 J = 2, N + 1 - I
  815. IF( D( J ).LE.SMIN ) THEN
  816. ISUB = J
  817. SMIN = D( J )
  818. END IF
  819. 180 CONTINUE
  820. IF( ISUB.NE.N+1-I ) THEN
  821. *
  822. * Swap singular values and vectors
  823. *
  824. D( ISUB ) = D( N+1-I )
  825. D( N+1-I ) = SMIN
  826. IF( NCVT.GT.0 )
  827. $ CALL DSWAP( NCVT, VT( ISUB, 1 ), LDVT, VT( N+1-I, 1 ),
  828. $ LDVT )
  829. IF( NRU.GT.0 )
  830. $ CALL DSWAP( NRU, U( 1, ISUB ), 1, U( 1, N+1-I ), 1 )
  831. IF( NCC.GT.0 )
  832. $ CALL DSWAP( NCC, C( ISUB, 1 ), LDC, C( N+1-I, 1 ), LDC )
  833. END IF
  834. 190 CONTINUE
  835. GO TO 220
  836. *
  837. * Maximum number of iterations exceeded, failure to converge
  838. *
  839. 200 CONTINUE
  840. INFO = 0
  841. DO 210 I = 1, N - 1
  842. IF( E( I ).NE.ZERO )
  843. $ INFO = INFO + 1
  844. 210 CONTINUE
  845. 220 CONTINUE
  846. RETURN
  847. *
  848. * End of DBDSQR
  849. *
  850. END