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- *> \brief \b SGSVJ0 pre-processor for the routine sgesvj.
- *
- * =========== DOCUMENTATION ===========
- *
- * Online html documentation available at
- * http://www.netlib.org/lapack/explore-html/
- *
- *> \htmlonly
- *> Download SGSVJ0 + dependencies
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sgsvj0.f">
- *> [TGZ]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sgsvj0.f">
- *> [ZIP]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sgsvj0.f">
- *> [TXT]</a>
- *> \endhtmlonly
- *
- * Definition:
- * ===========
- *
- * SUBROUTINE SGSVJ0( JOBV, M, N, A, LDA, D, SVA, MV, V, LDV, EPS,
- * SFMIN, TOL, NSWEEP, WORK, LWORK, INFO )
- *
- * .. Scalar Arguments ..
- * INTEGER INFO, LDA, LDV, LWORK, M, MV, N, NSWEEP
- * REAL EPS, SFMIN, TOL
- * CHARACTER*1 JOBV
- * ..
- * .. Array Arguments ..
- * REAL A( LDA, * ), SVA( N ), D( N ), V( LDV, * ),
- * $ WORK( LWORK )
- * ..
- *
- *
- *> \par Purpose:
- * =============
- *>
- *> \verbatim
- *>
- *> SGSVJ0 is called from SGESVJ as a pre-processor and that is its main
- *> purpose. It applies Jacobi rotations in the same way as SGESVJ does, but
- *> it does not check convergence (stopping criterion). Few tuning
- *> parameters (marked by [TP]) are available for the implementer.
- *> \endverbatim
- *
- * Arguments:
- * ==========
- *
- *> \param[in] JOBV
- *> \verbatim
- *> JOBV is CHARACTER*1
- *> Specifies whether the output from this procedure is used
- *> to compute the matrix V:
- *> = 'V': the product of the Jacobi rotations is accumulated
- *> by postmultiplying the N-by-N array V.
- *> (See the description of V.)
- *> = 'A': the product of the Jacobi rotations is accumulated
- *> by postmultiplying the MV-by-N array V.
- *> (See the descriptions of MV and V.)
- *> = 'N': the Jacobi rotations are not accumulated.
- *> \endverbatim
- *>
- *> \param[in] M
- *> \verbatim
- *> M is INTEGER
- *> The number of rows of the input matrix A. M >= 0.
- *> \endverbatim
- *>
- *> \param[in] N
- *> \verbatim
- *> N is INTEGER
- *> The number of columns of the input matrix A.
- *> M >= N >= 0.
- *> \endverbatim
- *>
- *> \param[in,out] A
- *> \verbatim
- *> A is REAL array, dimension (LDA,N)
- *> On entry, M-by-N matrix A, such that A*diag(D) represents
- *> the input matrix.
- *> On exit,
- *> A_onexit * D_onexit represents the input matrix A*diag(D)
- *> post-multiplied by a sequence of Jacobi rotations, where the
- *> rotation threshold and the total number of sweeps are given in
- *> TOL and NSWEEP, respectively.
- *> (See the descriptions of D, TOL and NSWEEP.)
- *> \endverbatim
- *>
- *> \param[in] LDA
- *> \verbatim
- *> LDA is INTEGER
- *> The leading dimension of the array A. LDA >= max(1,M).
- *> \endverbatim
- *>
- *> \param[in,out] D
- *> \verbatim
- *> D is REAL array, dimension (N)
- *> The array D accumulates the scaling factors from the fast scaled
- *> Jacobi rotations.
- *> On entry, A*diag(D) represents the input matrix.
- *> On exit, A_onexit*diag(D_onexit) represents the input matrix
- *> post-multiplied by a sequence of Jacobi rotations, where the
- *> rotation threshold and the total number of sweeps are given in
- *> TOL and NSWEEP, respectively.
- *> (See the descriptions of A, TOL and NSWEEP.)
- *> \endverbatim
- *>
- *> \param[in,out] SVA
- *> \verbatim
- *> SVA is REAL array, dimension (N)
- *> On entry, SVA contains the Euclidean norms of the columns of
- *> the matrix A*diag(D).
- *> On exit, SVA contains the Euclidean norms of the columns of
- *> the matrix onexit*diag(D_onexit).
- *> \endverbatim
- *>
- *> \param[in] MV
- *> \verbatim
- *> MV is INTEGER
- *> If JOBV = 'A', then MV rows of V are post-multiplied by a
- *> sequence of Jacobi rotations.
- *> If JOBV = 'N', then MV is not referenced.
- *> \endverbatim
- *>
- *> \param[in,out] V
- *> \verbatim
- *> V is REAL array, dimension (LDV,N)
- *> If JOBV = 'V' then N rows of V are post-multiplied by a
- *> sequence of Jacobi rotations.
- *> If JOBV = 'A' then MV rows of V are post-multiplied by a
- *> sequence of Jacobi rotations.
- *> If JOBV = 'N', then V is not referenced.
- *> \endverbatim
- *>
- *> \param[in] LDV
- *> \verbatim
- *> LDV is INTEGER
- *> The leading dimension of the array V, LDV >= 1.
- *> If JOBV = 'V', LDV >= N.
- *> If JOBV = 'A', LDV >= MV.
- *> \endverbatim
- *>
- *> \param[in] EPS
- *> \verbatim
- *> EPS is REAL
- *> EPS = SLAMCH('Epsilon')
- *> \endverbatim
- *>
- *> \param[in] SFMIN
- *> \verbatim
- *> SFMIN is REAL
- *> SFMIN = SLAMCH('Safe Minimum')
- *> \endverbatim
- *>
- *> \param[in] TOL
- *> \verbatim
- *> TOL is REAL
- *> TOL is the threshold for Jacobi rotations. For a pair
- *> A(:,p), A(:,q) of pivot columns, the Jacobi rotation is
- *> applied only if ABS(COS(angle(A(:,p),A(:,q)))) > TOL.
- *> \endverbatim
- *>
- *> \param[in] NSWEEP
- *> \verbatim
- *> NSWEEP is INTEGER
- *> NSWEEP is the number of sweeps of Jacobi rotations to be
- *> performed.
- *> \endverbatim
- *>
- *> \param[out] WORK
- *> \verbatim
- *> WORK is REAL array, dimension (LWORK)
- *> \endverbatim
- *>
- *> \param[in] LWORK
- *> \verbatim
- *> LWORK is INTEGER
- *> LWORK is the dimension of WORK. LWORK >= M.
- *> \endverbatim
- *>
- *> \param[out] INFO
- *> \verbatim
- *> INFO is INTEGER
- *> = 0: successful exit.
- *> < 0: if INFO = -i, then the i-th argument had an illegal value
- *> \endverbatim
- *
- * Authors:
- * ========
- *
- *> \author Univ. of Tennessee
- *> \author Univ. of California Berkeley
- *> \author Univ. of Colorado Denver
- *> \author NAG Ltd.
- *
- *> \ingroup realOTHERcomputational
- *
- *> \par Further Details:
- * =====================
- *>
- *> SGSVJ0 is used just to enable SGESVJ to call a simplified version of
- *> itself to work on a submatrix of the original matrix.
- *>
- *> \par Contributors:
- * ==================
- *>
- *> Zlatko Drmac (Zagreb, Croatia) and Kresimir Veselic (Hagen, Germany)
- *>
- *> \par Bugs, Examples and Comments:
- * =================================
- *>
- *> Please report all bugs and send interesting test examples and comments to
- *> drmac@math.hr. Thank you.
- *
- * =====================================================================
- SUBROUTINE SGSVJ0( JOBV, M, N, A, LDA, D, SVA, MV, V, LDV, EPS,
- $ SFMIN, TOL, NSWEEP, WORK, LWORK, INFO )
- *
- * -- LAPACK computational routine --
- * -- LAPACK is a software package provided by Univ. of Tennessee, --
- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
- *
- * .. Scalar Arguments ..
- INTEGER INFO, LDA, LDV, LWORK, M, MV, N, NSWEEP
- REAL EPS, SFMIN, TOL
- CHARACTER*1 JOBV
- * ..
- * .. Array Arguments ..
- REAL A( LDA, * ), SVA( N ), D( N ), V( LDV, * ),
- $ WORK( LWORK )
- * ..
- *
- * =====================================================================
- *
- * .. Local Parameters ..
- REAL ZERO, HALF, ONE
- PARAMETER ( ZERO = 0.0E0, HALF = 0.5E0, ONE = 1.0E0)
- * ..
- * .. Local Scalars ..
- REAL AAPP, AAPP0, AAPQ, AAQQ, APOAQ, AQOAP, BIG,
- $ BIGTHETA, CS, MXAAPQ, MXSINJ, ROOTBIG, ROOTEPS,
- $ ROOTSFMIN, ROOTTOL, SMALL, SN, T, TEMP1, THETA,
- $ THSIGN
- INTEGER BLSKIP, EMPTSW, i, ibr, IERR, igl, IJBLSK, ir1,
- $ ISWROT, jbc, jgl, KBL, LKAHEAD, MVL, NBL,
- $ NOTROT, p, PSKIPPED, q, ROWSKIP, SWBAND
- LOGICAL APPLV, ROTOK, RSVEC
- * ..
- * .. Local Arrays ..
- REAL FASTR( 5 )
- * ..
- * .. Intrinsic Functions ..
- INTRINSIC ABS, MAX, FLOAT, MIN, SIGN, SQRT
- * ..
- * .. External Functions ..
- REAL SDOT, SNRM2
- INTEGER ISAMAX
- LOGICAL LSAME
- EXTERNAL ISAMAX, LSAME, SDOT, SNRM2
- * ..
- * .. External Subroutines ..
- EXTERNAL SAXPY, SCOPY, SLASCL, SLASSQ, SROTM, SSWAP,
- $ XERBLA
- * ..
- * .. Executable Statements ..
- *
- * Test the input parameters.
- *
- APPLV = LSAME( JOBV, 'A' )
- RSVEC = LSAME( JOBV, 'V' )
- IF( .NOT.( RSVEC .OR. APPLV .OR. LSAME( JOBV, 'N' ) ) ) THEN
- INFO = -1
- ELSE IF( M.LT.0 ) THEN
- INFO = -2
- ELSE IF( ( N.LT.0 ) .OR. ( N.GT.M ) ) THEN
- INFO = -3
- ELSE IF( LDA.LT.M ) THEN
- INFO = -5
- ELSE IF( ( RSVEC.OR.APPLV ) .AND. ( MV.LT.0 ) ) THEN
- INFO = -8
- ELSE IF( ( RSVEC.AND.( LDV.LT.N ) ).OR.
- $ ( APPLV.AND.( LDV.LT.MV ) ) ) THEN
- INFO = -10
- ELSE IF( TOL.LE.EPS ) THEN
- INFO = -13
- ELSE IF( NSWEEP.LT.0 ) THEN
- INFO = -14
- ELSE IF( LWORK.LT.M ) THEN
- INFO = -16
- ELSE
- INFO = 0
- END IF
- *
- * #:(
- IF( INFO.NE.0 ) THEN
- CALL XERBLA( 'SGSVJ0', -INFO )
- RETURN
- END IF
- *
- IF( RSVEC ) THEN
- MVL = N
- ELSE IF( APPLV ) THEN
- MVL = MV
- END IF
- RSVEC = RSVEC .OR. APPLV
-
- ROOTEPS = SQRT( EPS )
- ROOTSFMIN = SQRT( SFMIN )
- SMALL = SFMIN / EPS
- BIG = ONE / SFMIN
- ROOTBIG = ONE / ROOTSFMIN
- BIGTHETA = ONE / ROOTEPS
- ROOTTOL = SQRT( TOL )
- *
- * .. Row-cyclic Jacobi SVD algorithm with column pivoting ..
- *
- EMPTSW = ( N*( N-1 ) ) / 2
- NOTROT = 0
- FASTR( 1 ) = ZERO
- *
- * .. Row-cyclic pivot strategy with de Rijk's pivoting ..
- *
-
- SWBAND = 0
- *[TP] SWBAND is a tuning parameter. It is meaningful and effective
- * if SGESVJ is used as a computational routine in the preconditioned
- * Jacobi SVD algorithm SGESVJ. For sweeps i=1:SWBAND the procedure
- * ......
-
- KBL = MIN( 8, N )
- *[TP] KBL is a tuning parameter that defines the tile size in the
- * tiling of the p-q loops of pivot pairs. In general, an optimal
- * value of KBL depends on the matrix dimensions and on the
- * parameters of the computer's memory.
- *
- NBL = N / KBL
- IF( ( NBL*KBL ).NE.N )NBL = NBL + 1
-
- BLSKIP = ( KBL**2 ) + 1
- *[TP] BLKSKIP is a tuning parameter that depends on SWBAND and KBL.
-
- ROWSKIP = MIN( 5, KBL )
- *[TP] ROWSKIP is a tuning parameter.
-
- LKAHEAD = 1
- *[TP] LKAHEAD is a tuning parameter.
- SWBAND = 0
- PSKIPPED = 0
- *
- DO 1993 i = 1, NSWEEP
- * .. go go go ...
- *
- MXAAPQ = ZERO
- MXSINJ = ZERO
- ISWROT = 0
- *
- NOTROT = 0
- PSKIPPED = 0
- *
- DO 2000 ibr = 1, NBL
-
- igl = ( ibr-1 )*KBL + 1
- *
- DO 1002 ir1 = 0, MIN( LKAHEAD, NBL-ibr )
- *
- igl = igl + ir1*KBL
- *
- DO 2001 p = igl, MIN( igl+KBL-1, N-1 )
-
- * .. de Rijk's pivoting
- q = ISAMAX( N-p+1, SVA( p ), 1 ) + p - 1
- IF( p.NE.q ) THEN
- CALL SSWAP( M, A( 1, p ), 1, A( 1, q ), 1 )
- IF( RSVEC )CALL SSWAP( MVL, V( 1, p ), 1,
- $ V( 1, q ), 1 )
- TEMP1 = SVA( p )
- SVA( p ) = SVA( q )
- SVA( q ) = TEMP1
- TEMP1 = D( p )
- D( p ) = D( q )
- D( q ) = TEMP1
- END IF
- *
- IF( ir1.EQ.0 ) THEN
- *
- * Column norms are periodically updated by explicit
- * norm computation.
- * Caveat:
- * Some BLAS implementations compute SNRM2(M,A(1,p),1)
- * as SQRT(SDOT(M,A(1,p),1,A(1,p),1)), which may result in
- * overflow for ||A(:,p)||_2 > SQRT(overflow_threshold), and
- * underflow for ||A(:,p)||_2 < SQRT(underflow_threshold).
- * Hence, SNRM2 cannot be trusted, not even in the case when
- * the true norm is far from the under(over)flow boundaries.
- * If properly implemented SNRM2 is available, the IF-THEN-ELSE
- * below should read "AAPP = SNRM2( M, A(1,p), 1 ) * D(p)".
- *
- IF( ( SVA( p ).LT.ROOTBIG ) .AND.
- $ ( SVA( p ).GT.ROOTSFMIN ) ) THEN
- SVA( p ) = SNRM2( M, A( 1, p ), 1 )*D( p )
- ELSE
- TEMP1 = ZERO
- AAPP = ONE
- CALL SLASSQ( M, A( 1, p ), 1, TEMP1, AAPP )
- SVA( p ) = TEMP1*SQRT( AAPP )*D( p )
- END IF
- AAPP = SVA( p )
- ELSE
- AAPP = SVA( p )
- END IF
-
- *
- IF( AAPP.GT.ZERO ) THEN
- *
- PSKIPPED = 0
- *
- DO 2002 q = p + 1, MIN( igl+KBL-1, N )
- *
- AAQQ = SVA( q )
-
- IF( AAQQ.GT.ZERO ) THEN
- *
- AAPP0 = AAPP
- IF( AAQQ.GE.ONE ) THEN
- ROTOK = ( SMALL*AAPP ).LE.AAQQ
- IF( AAPP.LT.( BIG / AAQQ ) ) THEN
- AAPQ = ( SDOT( M, A( 1, p ), 1, A( 1,
- $ q ), 1 )*D( p )*D( q ) / AAQQ )
- $ / AAPP
- ELSE
- CALL SCOPY( M, A( 1, p ), 1, WORK, 1 )
- CALL SLASCL( 'G', 0, 0, AAPP, D( p ),
- $ M, 1, WORK, LDA, IERR )
- AAPQ = SDOT( M, WORK, 1, A( 1, q ),
- $ 1 )*D( q ) / AAQQ
- END IF
- ELSE
- ROTOK = AAPP.LE.( AAQQ / SMALL )
- IF( AAPP.GT.( SMALL / AAQQ ) ) THEN
- AAPQ = ( SDOT( M, A( 1, p ), 1, A( 1,
- $ q ), 1 )*D( p )*D( q ) / AAQQ )
- $ / AAPP
- ELSE
- CALL SCOPY( M, A( 1, q ), 1, WORK, 1 )
- CALL SLASCL( 'G', 0, 0, AAQQ, D( q ),
- $ M, 1, WORK, LDA, IERR )
- AAPQ = SDOT( M, WORK, 1, A( 1, p ),
- $ 1 )*D( p ) / AAPP
- END IF
- END IF
- *
- MXAAPQ = MAX( MXAAPQ, ABS( AAPQ ) )
- *
- * TO rotate or NOT to rotate, THAT is the question ...
- *
- IF( ABS( AAPQ ).GT.TOL ) THEN
- *
- * .. rotate
- * ROTATED = ROTATED + ONE
- *
- IF( ir1.EQ.0 ) THEN
- NOTROT = 0
- PSKIPPED = 0
- ISWROT = ISWROT + 1
- END IF
- *
- IF( ROTOK ) THEN
- *
- AQOAP = AAQQ / AAPP
- APOAQ = AAPP / AAQQ
- THETA = -HALF*ABS( AQOAP-APOAQ ) / AAPQ
- *
- IF( ABS( THETA ).GT.BIGTHETA ) THEN
- *
- T = HALF / THETA
- FASTR( 3 ) = T*D( p ) / D( q )
- FASTR( 4 ) = -T*D( q ) / D( p )
- CALL SROTM( M, A( 1, p ), 1,
- $ A( 1, q ), 1, FASTR )
- IF( RSVEC )CALL SROTM( MVL,
- $ V( 1, p ), 1,
- $ V( 1, q ), 1,
- $ FASTR )
- SVA( q ) = AAQQ*SQRT( MAX( ZERO,
- $ ONE+T*APOAQ*AAPQ ) )
- AAPP = AAPP*SQRT( MAX( ZERO,
- $ ONE-T*AQOAP*AAPQ ) )
- MXSINJ = MAX( MXSINJ, ABS( T ) )
- *
- ELSE
- *
- * .. choose correct signum for THETA and rotate
- *
- THSIGN = -SIGN( ONE, AAPQ )
- T = ONE / ( THETA+THSIGN*
- $ SQRT( ONE+THETA*THETA ) )
- CS = SQRT( ONE / ( ONE+T*T ) )
- SN = T*CS
- *
- MXSINJ = MAX( MXSINJ, ABS( SN ) )
- SVA( q ) = AAQQ*SQRT( MAX( ZERO,
- $ ONE+T*APOAQ*AAPQ ) )
- AAPP = AAPP*SQRT( MAX( ZERO,
- $ ONE-T*AQOAP*AAPQ ) )
- *
- APOAQ = D( p ) / D( q )
- AQOAP = D( q ) / D( p )
- IF( D( p ).GE.ONE ) THEN
- IF( D( q ).GE.ONE ) THEN
- FASTR( 3 ) = T*APOAQ
- FASTR( 4 ) = -T*AQOAP
- D( p ) = D( p )*CS
- D( q ) = D( q )*CS
- CALL SROTM( M, A( 1, p ), 1,
- $ A( 1, q ), 1,
- $ FASTR )
- IF( RSVEC )CALL SROTM( MVL,
- $ V( 1, p ), 1, V( 1, q ),
- $ 1, FASTR )
- ELSE
- CALL SAXPY( M, -T*AQOAP,
- $ A( 1, q ), 1,
- $ A( 1, p ), 1 )
- CALL SAXPY( M, CS*SN*APOAQ,
- $ A( 1, p ), 1,
- $ A( 1, q ), 1 )
- D( p ) = D( p )*CS
- D( q ) = D( q ) / CS
- IF( RSVEC ) THEN
- CALL SAXPY( MVL, -T*AQOAP,
- $ V( 1, q ), 1,
- $ V( 1, p ), 1 )
- CALL SAXPY( MVL,
- $ CS*SN*APOAQ,
- $ V( 1, p ), 1,
- $ V( 1, q ), 1 )
- END IF
- END IF
- ELSE
- IF( D( q ).GE.ONE ) THEN
- CALL SAXPY( M, T*APOAQ,
- $ A( 1, p ), 1,
- $ A( 1, q ), 1 )
- CALL SAXPY( M, -CS*SN*AQOAP,
- $ A( 1, q ), 1,
- $ A( 1, p ), 1 )
- D( p ) = D( p ) / CS
- D( q ) = D( q )*CS
- IF( RSVEC ) THEN
- CALL SAXPY( MVL, T*APOAQ,
- $ V( 1, p ), 1,
- $ V( 1, q ), 1 )
- CALL SAXPY( MVL,
- $ -CS*SN*AQOAP,
- $ V( 1, q ), 1,
- $ V( 1, p ), 1 )
- END IF
- ELSE
- IF( D( p ).GE.D( q ) ) THEN
- CALL SAXPY( M, -T*AQOAP,
- $ A( 1, q ), 1,
- $ A( 1, p ), 1 )
- CALL SAXPY( M, CS*SN*APOAQ,
- $ A( 1, p ), 1,
- $ A( 1, q ), 1 )
- D( p ) = D( p )*CS
- D( q ) = D( q ) / CS
- IF( RSVEC ) THEN
- CALL SAXPY( MVL,
- $ -T*AQOAP,
- $ V( 1, q ), 1,
- $ V( 1, p ), 1 )
- CALL SAXPY( MVL,
- $ CS*SN*APOAQ,
- $ V( 1, p ), 1,
- $ V( 1, q ), 1 )
- END IF
- ELSE
- CALL SAXPY( M, T*APOAQ,
- $ A( 1, p ), 1,
- $ A( 1, q ), 1 )
- CALL SAXPY( M,
- $ -CS*SN*AQOAP,
- $ A( 1, q ), 1,
- $ A( 1, p ), 1 )
- D( p ) = D( p ) / CS
- D( q ) = D( q )*CS
- IF( RSVEC ) THEN
- CALL SAXPY( MVL,
- $ T*APOAQ, V( 1, p ),
- $ 1, V( 1, q ), 1 )
- CALL SAXPY( MVL,
- $ -CS*SN*AQOAP,
- $ V( 1, q ), 1,
- $ V( 1, p ), 1 )
- END IF
- END IF
- END IF
- END IF
- END IF
- *
- ELSE
- * .. have to use modified Gram-Schmidt like transformation
- CALL SCOPY( M, A( 1, p ), 1, WORK, 1 )
- CALL SLASCL( 'G', 0, 0, AAPP, ONE, M,
- $ 1, WORK, LDA, IERR )
- CALL SLASCL( 'G', 0, 0, AAQQ, ONE, M,
- $ 1, A( 1, q ), LDA, IERR )
- TEMP1 = -AAPQ*D( p ) / D( q )
- CALL SAXPY( M, TEMP1, WORK, 1,
- $ A( 1, q ), 1 )
- CALL SLASCL( 'G', 0, 0, ONE, AAQQ, M,
- $ 1, A( 1, q ), LDA, IERR )
- SVA( q ) = AAQQ*SQRT( MAX( ZERO,
- $ ONE-AAPQ*AAPQ ) )
- MXSINJ = MAX( MXSINJ, SFMIN )
- END IF
- * END IF ROTOK THEN ... ELSE
- *
- * In the case of cancellation in updating SVA(q), SVA(p)
- * recompute SVA(q), SVA(p).
- IF( ( SVA( q ) / AAQQ )**2.LE.ROOTEPS )
- $ THEN
- IF( ( AAQQ.LT.ROOTBIG ) .AND.
- $ ( AAQQ.GT.ROOTSFMIN ) ) THEN
- SVA( q ) = SNRM2( M, A( 1, q ), 1 )*
- $ D( q )
- ELSE
- T = ZERO
- AAQQ = ONE
- CALL SLASSQ( M, A( 1, q ), 1, T,
- $ AAQQ )
- SVA( q ) = T*SQRT( AAQQ )*D( q )
- END IF
- END IF
- IF( ( AAPP / AAPP0 ).LE.ROOTEPS ) THEN
- IF( ( AAPP.LT.ROOTBIG ) .AND.
- $ ( AAPP.GT.ROOTSFMIN ) ) THEN
- AAPP = SNRM2( M, A( 1, p ), 1 )*
- $ D( p )
- ELSE
- T = ZERO
- AAPP = ONE
- CALL SLASSQ( M, A( 1, p ), 1, T,
- $ AAPP )
- AAPP = T*SQRT( AAPP )*D( p )
- END IF
- SVA( p ) = AAPP
- END IF
- *
- ELSE
- * A(:,p) and A(:,q) already numerically orthogonal
- IF( ir1.EQ.0 )NOTROT = NOTROT + 1
- PSKIPPED = PSKIPPED + 1
- END IF
- ELSE
- * A(:,q) is zero column
- IF( ir1.EQ.0 )NOTROT = NOTROT + 1
- PSKIPPED = PSKIPPED + 1
- END IF
- *
- IF( ( i.LE.SWBAND ) .AND.
- $ ( PSKIPPED.GT.ROWSKIP ) ) THEN
- IF( ir1.EQ.0 )AAPP = -AAPP
- NOTROT = 0
- GO TO 2103
- END IF
- *
- 2002 CONTINUE
- * END q-LOOP
- *
- 2103 CONTINUE
- * bailed out of q-loop
-
- SVA( p ) = AAPP
-
- ELSE
- SVA( p ) = AAPP
- IF( ( ir1.EQ.0 ) .AND. ( AAPP.EQ.ZERO ) )
- $ NOTROT = NOTROT + MIN( igl+KBL-1, N ) - p
- END IF
- *
- 2001 CONTINUE
- * end of the p-loop
- * end of doing the block ( ibr, ibr )
- 1002 CONTINUE
- * end of ir1-loop
- *
- *........................................................
- * ... go to the off diagonal blocks
- *
- igl = ( ibr-1 )*KBL + 1
- *
- DO 2010 jbc = ibr + 1, NBL
- *
- jgl = ( jbc-1 )*KBL + 1
- *
- * doing the block at ( ibr, jbc )
- *
- IJBLSK = 0
- DO 2100 p = igl, MIN( igl+KBL-1, N )
- *
- AAPP = SVA( p )
- *
- IF( AAPP.GT.ZERO ) THEN
- *
- PSKIPPED = 0
- *
- DO 2200 q = jgl, MIN( jgl+KBL-1, N )
- *
- AAQQ = SVA( q )
- *
- IF( AAQQ.GT.ZERO ) THEN
- AAPP0 = AAPP
- *
- * .. M x 2 Jacobi SVD ..
- *
- * .. Safe Gram matrix computation ..
- *
- IF( AAQQ.GE.ONE ) THEN
- IF( AAPP.GE.AAQQ ) THEN
- ROTOK = ( SMALL*AAPP ).LE.AAQQ
- ELSE
- ROTOK = ( SMALL*AAQQ ).LE.AAPP
- END IF
- IF( AAPP.LT.( BIG / AAQQ ) ) THEN
- AAPQ = ( SDOT( M, A( 1, p ), 1, A( 1,
- $ q ), 1 )*D( p )*D( q ) / AAQQ )
- $ / AAPP
- ELSE
- CALL SCOPY( M, A( 1, p ), 1, WORK, 1 )
- CALL SLASCL( 'G', 0, 0, AAPP, D( p ),
- $ M, 1, WORK, LDA, IERR )
- AAPQ = SDOT( M, WORK, 1, A( 1, q ),
- $ 1 )*D( q ) / AAQQ
- END IF
- ELSE
- IF( AAPP.GE.AAQQ ) THEN
- ROTOK = AAPP.LE.( AAQQ / SMALL )
- ELSE
- ROTOK = AAQQ.LE.( AAPP / SMALL )
- END IF
- IF( AAPP.GT.( SMALL / AAQQ ) ) THEN
- AAPQ = ( SDOT( M, A( 1, p ), 1, A( 1,
- $ q ), 1 )*D( p )*D( q ) / AAQQ )
- $ / AAPP
- ELSE
- CALL SCOPY( M, A( 1, q ), 1, WORK, 1 )
- CALL SLASCL( 'G', 0, 0, AAQQ, D( q ),
- $ M, 1, WORK, LDA, IERR )
- AAPQ = SDOT( M, WORK, 1, A( 1, p ),
- $ 1 )*D( p ) / AAPP
- END IF
- END IF
- *
- MXAAPQ = MAX( MXAAPQ, ABS( AAPQ ) )
- *
- * TO rotate or NOT to rotate, THAT is the question ...
- *
- IF( ABS( AAPQ ).GT.TOL ) THEN
- NOTROT = 0
- * ROTATED = ROTATED + 1
- PSKIPPED = 0
- ISWROT = ISWROT + 1
- *
- IF( ROTOK ) THEN
- *
- AQOAP = AAQQ / AAPP
- APOAQ = AAPP / AAQQ
- THETA = -HALF*ABS( AQOAP-APOAQ ) / AAPQ
- IF( AAQQ.GT.AAPP0 )THETA = -THETA
- *
- IF( ABS( THETA ).GT.BIGTHETA ) THEN
- T = HALF / THETA
- FASTR( 3 ) = T*D( p ) / D( q )
- FASTR( 4 ) = -T*D( q ) / D( p )
- CALL SROTM( M, A( 1, p ), 1,
- $ A( 1, q ), 1, FASTR )
- IF( RSVEC )CALL SROTM( MVL,
- $ V( 1, p ), 1,
- $ V( 1, q ), 1,
- $ FASTR )
- SVA( q ) = AAQQ*SQRT( MAX( ZERO,
- $ ONE+T*APOAQ*AAPQ ) )
- AAPP = AAPP*SQRT( MAX( ZERO,
- $ ONE-T*AQOAP*AAPQ ) )
- MXSINJ = MAX( MXSINJ, ABS( T ) )
- ELSE
- *
- * .. choose correct signum for THETA and rotate
- *
- THSIGN = -SIGN( ONE, AAPQ )
- IF( AAQQ.GT.AAPP0 )THSIGN = -THSIGN
- T = ONE / ( THETA+THSIGN*
- $ SQRT( ONE+THETA*THETA ) )
- CS = SQRT( ONE / ( ONE+T*T ) )
- SN = T*CS
- MXSINJ = MAX( MXSINJ, ABS( SN ) )
- SVA( q ) = AAQQ*SQRT( MAX( ZERO,
- $ ONE+T*APOAQ*AAPQ ) )
- AAPP = AAPP*SQRT( MAX( ZERO,
- $ ONE-T*AQOAP*AAPQ ) )
- *
- APOAQ = D( p ) / D( q )
- AQOAP = D( q ) / D( p )
- IF( D( p ).GE.ONE ) THEN
- *
- IF( D( q ).GE.ONE ) THEN
- FASTR( 3 ) = T*APOAQ
- FASTR( 4 ) = -T*AQOAP
- D( p ) = D( p )*CS
- D( q ) = D( q )*CS
- CALL SROTM( M, A( 1, p ), 1,
- $ A( 1, q ), 1,
- $ FASTR )
- IF( RSVEC )CALL SROTM( MVL,
- $ V( 1, p ), 1, V( 1, q ),
- $ 1, FASTR )
- ELSE
- CALL SAXPY( M, -T*AQOAP,
- $ A( 1, q ), 1,
- $ A( 1, p ), 1 )
- CALL SAXPY( M, CS*SN*APOAQ,
- $ A( 1, p ), 1,
- $ A( 1, q ), 1 )
- IF( RSVEC ) THEN
- CALL SAXPY( MVL, -T*AQOAP,
- $ V( 1, q ), 1,
- $ V( 1, p ), 1 )
- CALL SAXPY( MVL,
- $ CS*SN*APOAQ,
- $ V( 1, p ), 1,
- $ V( 1, q ), 1 )
- END IF
- D( p ) = D( p )*CS
- D( q ) = D( q ) / CS
- END IF
- ELSE
- IF( D( q ).GE.ONE ) THEN
- CALL SAXPY( M, T*APOAQ,
- $ A( 1, p ), 1,
- $ A( 1, q ), 1 )
- CALL SAXPY( M, -CS*SN*AQOAP,
- $ A( 1, q ), 1,
- $ A( 1, p ), 1 )
- IF( RSVEC ) THEN
- CALL SAXPY( MVL, T*APOAQ,
- $ V( 1, p ), 1,
- $ V( 1, q ), 1 )
- CALL SAXPY( MVL,
- $ -CS*SN*AQOAP,
- $ V( 1, q ), 1,
- $ V( 1, p ), 1 )
- END IF
- D( p ) = D( p ) / CS
- D( q ) = D( q )*CS
- ELSE
- IF( D( p ).GE.D( q ) ) THEN
- CALL SAXPY( M, -T*AQOAP,
- $ A( 1, q ), 1,
- $ A( 1, p ), 1 )
- CALL SAXPY( M, CS*SN*APOAQ,
- $ A( 1, p ), 1,
- $ A( 1, q ), 1 )
- D( p ) = D( p )*CS
- D( q ) = D( q ) / CS
- IF( RSVEC ) THEN
- CALL SAXPY( MVL,
- $ -T*AQOAP,
- $ V( 1, q ), 1,
- $ V( 1, p ), 1 )
- CALL SAXPY( MVL,
- $ CS*SN*APOAQ,
- $ V( 1, p ), 1,
- $ V( 1, q ), 1 )
- END IF
- ELSE
- CALL SAXPY( M, T*APOAQ,
- $ A( 1, p ), 1,
- $ A( 1, q ), 1 )
- CALL SAXPY( M,
- $ -CS*SN*AQOAP,
- $ A( 1, q ), 1,
- $ A( 1, p ), 1 )
- D( p ) = D( p ) / CS
- D( q ) = D( q )*CS
- IF( RSVEC ) THEN
- CALL SAXPY( MVL,
- $ T*APOAQ, V( 1, p ),
- $ 1, V( 1, q ), 1 )
- CALL SAXPY( MVL,
- $ -CS*SN*AQOAP,
- $ V( 1, q ), 1,
- $ V( 1, p ), 1 )
- END IF
- END IF
- END IF
- END IF
- END IF
- *
- ELSE
- IF( AAPP.GT.AAQQ ) THEN
- CALL SCOPY( M, A( 1, p ), 1, WORK,
- $ 1 )
- CALL SLASCL( 'G', 0, 0, AAPP, ONE,
- $ M, 1, WORK, LDA, IERR )
- CALL SLASCL( 'G', 0, 0, AAQQ, ONE,
- $ M, 1, A( 1, q ), LDA,
- $ IERR )
- TEMP1 = -AAPQ*D( p ) / D( q )
- CALL SAXPY( M, TEMP1, WORK, 1,
- $ A( 1, q ), 1 )
- CALL SLASCL( 'G', 0, 0, ONE, AAQQ,
- $ M, 1, A( 1, q ), LDA,
- $ IERR )
- SVA( q ) = AAQQ*SQRT( MAX( ZERO,
- $ ONE-AAPQ*AAPQ ) )
- MXSINJ = MAX( MXSINJ, SFMIN )
- ELSE
- CALL SCOPY( M, A( 1, q ), 1, WORK,
- $ 1 )
- CALL SLASCL( 'G', 0, 0, AAQQ, ONE,
- $ M, 1, WORK, LDA, IERR )
- CALL SLASCL( 'G', 0, 0, AAPP, ONE,
- $ M, 1, A( 1, p ), LDA,
- $ IERR )
- TEMP1 = -AAPQ*D( q ) / D( p )
- CALL SAXPY( M, TEMP1, WORK, 1,
- $ A( 1, p ), 1 )
- CALL SLASCL( 'G', 0, 0, ONE, AAPP,
- $ M, 1, A( 1, p ), LDA,
- $ IERR )
- SVA( p ) = AAPP*SQRT( MAX( ZERO,
- $ ONE-AAPQ*AAPQ ) )
- MXSINJ = MAX( MXSINJ, SFMIN )
- END IF
- END IF
- * END IF ROTOK THEN ... ELSE
- *
- * In the case of cancellation in updating SVA(q)
- * .. recompute SVA(q)
- IF( ( SVA( q ) / AAQQ )**2.LE.ROOTEPS )
- $ THEN
- IF( ( AAQQ.LT.ROOTBIG ) .AND.
- $ ( AAQQ.GT.ROOTSFMIN ) ) THEN
- SVA( q ) = SNRM2( M, A( 1, q ), 1 )*
- $ D( q )
- ELSE
- T = ZERO
- AAQQ = ONE
- CALL SLASSQ( M, A( 1, q ), 1, T,
- $ AAQQ )
- SVA( q ) = T*SQRT( AAQQ )*D( q )
- END IF
- END IF
- IF( ( AAPP / AAPP0 )**2.LE.ROOTEPS ) THEN
- IF( ( AAPP.LT.ROOTBIG ) .AND.
- $ ( AAPP.GT.ROOTSFMIN ) ) THEN
- AAPP = SNRM2( M, A( 1, p ), 1 )*
- $ D( p )
- ELSE
- T = ZERO
- AAPP = ONE
- CALL SLASSQ( M, A( 1, p ), 1, T,
- $ AAPP )
- AAPP = T*SQRT( AAPP )*D( p )
- END IF
- SVA( p ) = AAPP
- END IF
- * end of OK rotation
- ELSE
- NOTROT = NOTROT + 1
- PSKIPPED = PSKIPPED + 1
- IJBLSK = IJBLSK + 1
- END IF
- ELSE
- NOTROT = NOTROT + 1
- PSKIPPED = PSKIPPED + 1
- IJBLSK = IJBLSK + 1
- END IF
- *
- IF( ( i.LE.SWBAND ) .AND. ( IJBLSK.GE.BLSKIP ) )
- $ THEN
- SVA( p ) = AAPP
- NOTROT = 0
- GO TO 2011
- END IF
- IF( ( i.LE.SWBAND ) .AND.
- $ ( PSKIPPED.GT.ROWSKIP ) ) THEN
- AAPP = -AAPP
- NOTROT = 0
- GO TO 2203
- END IF
- *
- 2200 CONTINUE
- * end of the q-loop
- 2203 CONTINUE
- *
- SVA( p ) = AAPP
- *
- ELSE
- IF( AAPP.EQ.ZERO )NOTROT = NOTROT +
- $ MIN( jgl+KBL-1, N ) - jgl + 1
- IF( AAPP.LT.ZERO )NOTROT = 0
- END IF
-
- 2100 CONTINUE
- * end of the p-loop
- 2010 CONTINUE
- * end of the jbc-loop
- 2011 CONTINUE
- *2011 bailed out of the jbc-loop
- DO 2012 p = igl, MIN( igl+KBL-1, N )
- SVA( p ) = ABS( SVA( p ) )
- 2012 CONTINUE
- *
- 2000 CONTINUE
- *2000 :: end of the ibr-loop
- *
- * .. update SVA(N)
- IF( ( SVA( N ).LT.ROOTBIG ) .AND. ( SVA( N ).GT.ROOTSFMIN ) )
- $ THEN
- SVA( N ) = SNRM2( M, A( 1, N ), 1 )*D( N )
- ELSE
- T = ZERO
- AAPP = ONE
- CALL SLASSQ( M, A( 1, N ), 1, T, AAPP )
- SVA( N ) = T*SQRT( AAPP )*D( N )
- END IF
- *
- * Additional steering devices
- *
- IF( ( i.LT.SWBAND ) .AND. ( ( MXAAPQ.LE.ROOTTOL ) .OR.
- $ ( ISWROT.LE.N ) ) )SWBAND = i
- *
- IF( ( i.GT.SWBAND+1 ) .AND. ( MXAAPQ.LT.FLOAT( N )*TOL ) .AND.
- $ ( FLOAT( N )*MXAAPQ*MXSINJ.LT.TOL ) ) THEN
- GO TO 1994
- END IF
- *
- IF( NOTROT.GE.EMPTSW )GO TO 1994
-
- 1993 CONTINUE
- * end i=1:NSWEEP loop
- * #:) Reaching this point means that the procedure has completed the given
- * number of iterations.
- INFO = NSWEEP - 1
- GO TO 1995
- 1994 CONTINUE
- * #:) Reaching this point means that during the i-th sweep all pivots were
- * below the given tolerance, causing early exit.
- *
- INFO = 0
- * #:) INFO = 0 confirms successful iterations.
- 1995 CONTINUE
- *
- * Sort the vector D.
- DO 5991 p = 1, N - 1
- q = ISAMAX( N-p+1, SVA( p ), 1 ) + p - 1
- IF( p.NE.q ) THEN
- TEMP1 = SVA( p )
- SVA( p ) = SVA( q )
- SVA( q ) = TEMP1
- TEMP1 = D( p )
- D( p ) = D( q )
- D( q ) = TEMP1
- CALL SSWAP( M, A( 1, p ), 1, A( 1, q ), 1 )
- IF( RSVEC )CALL SSWAP( MVL, V( 1, p ), 1, V( 1, q ), 1 )
- END IF
- 5991 CONTINUE
- *
- RETURN
- * ..
- * .. END OF SGSVJ0
- * ..
- END
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