506 lines
14 KiB
C
506 lines
14 KiB
C
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#include "clapack.h"
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/* Table of constant values */
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static integer c__1 = 1;
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/* Subroutine */ int dlasd7_(integer *icompq, integer *nl, integer *nr,
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integer *sqre, integer *k, doublereal *d__, doublereal *z__,
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doublereal *zw, doublereal *vf, doublereal *vfw, doublereal *vl,
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doublereal *vlw, doublereal *alpha, doublereal *beta, doublereal *
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dsigma, integer *idx, integer *idxp, integer *idxq, integer *perm,
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integer *givptr, integer *givcol, integer *ldgcol, doublereal *givnum,
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integer *ldgnum, doublereal *c__, doublereal *s, integer *info)
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{
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/* System generated locals */
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integer givcol_dim1, givcol_offset, givnum_dim1, givnum_offset, i__1;
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doublereal d__1, d__2;
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/* Local variables */
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integer i__, j, m, n, k2;
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doublereal z1;
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integer jp;
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doublereal eps, tau, tol;
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integer nlp1, nlp2, idxi, idxj;
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extern /* Subroutine */ int drot_(integer *, doublereal *, integer *,
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doublereal *, integer *, doublereal *, doublereal *);
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integer idxjp;
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extern /* Subroutine */ int dcopy_(integer *, doublereal *, integer *,
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doublereal *, integer *);
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integer jprev;
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extern doublereal dlapy2_(doublereal *, doublereal *), dlamch_(char *);
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extern /* Subroutine */ int dlamrg_(integer *, integer *, doublereal *,
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integer *, integer *, integer *), xerbla_(char *, integer *);
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doublereal hlftol;
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/* -- LAPACK auxiliary routine (version 3.1) -- */
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/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
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/* November 2006 */
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/* .. Scalar Arguments .. */
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/* .. */
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/* .. Array Arguments .. */
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/* .. */
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/* Purpose */
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/* ======= */
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/* DLASD7 merges the two sets of singular values together into a single */
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/* sorted set. Then it tries to deflate the size of the problem. There */
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/* are two ways in which deflation can occur: when two or more singular */
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/* values are close together or if there is a tiny entry in the Z */
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/* vector. For each such occurrence the order of the related */
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/* secular equation problem is reduced by one. */
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/* DLASD7 is called from DLASD6. */
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/* Arguments */
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/* ========= */
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/* ICOMPQ (input) INTEGER */
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/* Specifies whether singular vectors are to be computed */
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/* in compact form, as follows: */
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/* = 0: Compute singular values only. */
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/* = 1: Compute singular vectors of upper */
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/* bidiagonal matrix in compact form. */
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/* NL (input) INTEGER */
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/* The row dimension of the upper block. NL >= 1. */
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/* NR (input) INTEGER */
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/* The row dimension of the lower block. NR >= 1. */
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/* SQRE (input) INTEGER */
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/* = 0: the lower block is an NR-by-NR square matrix. */
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/* = 1: the lower block is an NR-by-(NR+1) rectangular matrix. */
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/* The bidiagonal matrix has */
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/* N = NL + NR + 1 rows and */
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/* M = N + SQRE >= N columns. */
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/* K (output) INTEGER */
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/* Contains the dimension of the non-deflated matrix, this is */
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/* the order of the related secular equation. 1 <= K <=N. */
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/* D (input/output) DOUBLE PRECISION array, dimension ( N ) */
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/* On entry D contains the singular values of the two submatrices */
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/* to be combined. On exit D contains the trailing (N-K) updated */
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/* singular values (those which were deflated) sorted into */
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/* increasing order. */
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/* Z (output) DOUBLE PRECISION array, dimension ( M ) */
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/* On exit Z contains the updating row vector in the secular */
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/* equation. */
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/* ZW (workspace) DOUBLE PRECISION array, dimension ( M ) */
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/* Workspace for Z. */
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/* VF (input/output) DOUBLE PRECISION array, dimension ( M ) */
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/* On entry, VF(1:NL+1) contains the first components of all */
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/* right singular vectors of the upper block; and VF(NL+2:M) */
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/* contains the first components of all right singular vectors */
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/* of the lower block. On exit, VF contains the first components */
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/* of all right singular vectors of the bidiagonal matrix. */
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/* VFW (workspace) DOUBLE PRECISION array, dimension ( M ) */
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/* Workspace for VF. */
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/* VL (input/output) DOUBLE PRECISION array, dimension ( M ) */
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/* On entry, VL(1:NL+1) contains the last components of all */
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/* right singular vectors of the upper block; and VL(NL+2:M) */
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/* contains the last components of all right singular vectors */
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/* of the lower block. On exit, VL contains the last components */
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/* of all right singular vectors of the bidiagonal matrix. */
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/* VLW (workspace) DOUBLE PRECISION array, dimension ( M ) */
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/* Workspace for VL. */
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/* ALPHA (input) DOUBLE PRECISION */
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/* Contains the diagonal element associated with the added row. */
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/* BETA (input) DOUBLE PRECISION */
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/* Contains the off-diagonal element associated with the added */
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/* row. */
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/* DSIGMA (output) DOUBLE PRECISION array, dimension ( N ) */
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/* Contains a copy of the diagonal elements (K-1 singular values */
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/* and one zero) in the secular equation. */
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/* IDX (workspace) INTEGER array, dimension ( N ) */
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/* This will contain the permutation used to sort the contents of */
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/* D into ascending order. */
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/* IDXP (workspace) INTEGER array, dimension ( N ) */
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/* This will contain the permutation used to place deflated */
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/* values of D at the end of the array. On output IDXP(2:K) */
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/* points to the nondeflated D-values and IDXP(K+1:N) */
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/* points to the deflated singular values. */
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/* IDXQ (input) INTEGER array, dimension ( N ) */
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/* This contains the permutation which separately sorts the two */
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/* sub-problems in D into ascending order. Note that entries in */
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/* the first half of this permutation must first be moved one */
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/* position backward; and entries in the second half */
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/* must first have NL+1 added to their values. */
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/* PERM (output) INTEGER array, dimension ( N ) */
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/* The permutations (from deflation and sorting) to be applied */
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/* to each singular block. Not referenced if ICOMPQ = 0. */
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/* GIVPTR (output) INTEGER */
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/* The number of Givens rotations which took place in this */
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/* subproblem. Not referenced if ICOMPQ = 0. */
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/* GIVCOL (output) INTEGER array, dimension ( LDGCOL, 2 ) */
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/* Each pair of numbers indicates a pair of columns to take place */
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/* in a Givens rotation. Not referenced if ICOMPQ = 0. */
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/* LDGCOL (input) INTEGER */
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/* The leading dimension of GIVCOL, must be at least N. */
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/* GIVNUM (output) DOUBLE PRECISION array, dimension ( LDGNUM, 2 ) */
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/* Each number indicates the C or S value to be used in the */
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/* corresponding Givens rotation. Not referenced if ICOMPQ = 0. */
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/* LDGNUM (input) INTEGER */
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/* The leading dimension of GIVNUM, must be at least N. */
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/* C (output) DOUBLE PRECISION */
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/* C contains garbage if SQRE =0 and the C-value of a Givens */
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/* rotation related to the right null space if SQRE = 1. */
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/* S (output) DOUBLE PRECISION */
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/* S contains garbage if SQRE =0 and the S-value of a Givens */
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/* rotation related to the right null space if SQRE = 1. */
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/* INFO (output) INTEGER */
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/* = 0: successful exit. */
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/* < 0: if INFO = -i, the i-th argument had an illegal value. */
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/* Further Details */
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/* =============== */
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/* Based on contributions by */
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/* Ming Gu and Huan Ren, Computer Science Division, University of */
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/* California at Berkeley, USA */
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/* ===================================================================== */
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/* .. Parameters .. */
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/* .. */
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/* .. Local Scalars .. */
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/* .. */
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/* .. External Subroutines .. */
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/* .. */
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/* .. External Functions .. */
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/* .. */
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/* .. Intrinsic Functions .. */
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/* .. */
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/* .. Executable Statements .. */
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/* Test the input parameters. */
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/* Parameter adjustments */
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--d__;
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--z__;
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--zw;
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--vf;
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--vfw;
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--vl;
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--vlw;
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--dsigma;
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--idx;
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--idxp;
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--idxq;
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--perm;
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givcol_dim1 = *ldgcol;
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givcol_offset = 1 + givcol_dim1;
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givcol -= givcol_offset;
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givnum_dim1 = *ldgnum;
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givnum_offset = 1 + givnum_dim1;
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givnum -= givnum_offset;
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/* Function Body */
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*info = 0;
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n = *nl + *nr + 1;
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m = n + *sqre;
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if (*icompq < 0 || *icompq > 1) {
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*info = -1;
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} else if (*nl < 1) {
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*info = -2;
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} else if (*nr < 1) {
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*info = -3;
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} else if (*sqre < 0 || *sqre > 1) {
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*info = -4;
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} else if (*ldgcol < n) {
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*info = -22;
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} else if (*ldgnum < n) {
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*info = -24;
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}
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if (*info != 0) {
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i__1 = -(*info);
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xerbla_("DLASD7", &i__1);
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return 0;
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}
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nlp1 = *nl + 1;
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nlp2 = *nl + 2;
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if (*icompq == 1) {
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*givptr = 0;
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}
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/* Generate the first part of the vector Z and move the singular */
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/* values in the first part of D one position backward. */
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z1 = *alpha * vl[nlp1];
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vl[nlp1] = 0.;
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tau = vf[nlp1];
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for (i__ = *nl; i__ >= 1; --i__) {
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z__[i__ + 1] = *alpha * vl[i__];
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vl[i__] = 0.;
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vf[i__ + 1] = vf[i__];
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d__[i__ + 1] = d__[i__];
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idxq[i__ + 1] = idxq[i__] + 1;
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/* L10: */
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}
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vf[1] = tau;
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/* Generate the second part of the vector Z. */
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i__1 = m;
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for (i__ = nlp2; i__ <= i__1; ++i__) {
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z__[i__] = *beta * vf[i__];
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vf[i__] = 0.;
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/* L20: */
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}
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/* Sort the singular values into increasing order */
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i__1 = n;
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for (i__ = nlp2; i__ <= i__1; ++i__) {
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idxq[i__] += nlp1;
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/* L30: */
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}
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/* DSIGMA, IDXC, IDXC, and ZW are used as storage space. */
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i__1 = n;
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for (i__ = 2; i__ <= i__1; ++i__) {
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dsigma[i__] = d__[idxq[i__]];
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zw[i__] = z__[idxq[i__]];
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vfw[i__] = vf[idxq[i__]];
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vlw[i__] = vl[idxq[i__]];
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/* L40: */
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}
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dlamrg_(nl, nr, &dsigma[2], &c__1, &c__1, &idx[2]);
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i__1 = n;
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for (i__ = 2; i__ <= i__1; ++i__) {
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idxi = idx[i__] + 1;
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d__[i__] = dsigma[idxi];
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z__[i__] = zw[idxi];
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vf[i__] = vfw[idxi];
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vl[i__] = vlw[idxi];
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/* L50: */
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}
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/* Calculate the allowable deflation tolerence */
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eps = dlamch_("Epsilon");
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/* Computing MAX */
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d__1 = abs(*alpha), d__2 = abs(*beta);
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tol = max(d__1,d__2);
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/* Computing MAX */
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d__2 = (d__1 = d__[n], abs(d__1));
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tol = eps * 64. * max(d__2,tol);
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/* There are 2 kinds of deflation -- first a value in the z-vector */
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/* is small, second two (or more) singular values are very close */
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/* together (their difference is small). */
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/* If the value in the z-vector is small, we simply permute the */
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/* array so that the corresponding singular value is moved to the */
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/* end. */
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/* If two values in the D-vector are close, we perform a two-sided */
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/* rotation designed to make one of the corresponding z-vector */
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/* entries zero, and then permute the array so that the deflated */
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/* singular value is moved to the end. */
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/* If there are multiple singular values then the problem deflates. */
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/* Here the number of equal singular values are found. As each equal */
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/* singular value is found, an elementary reflector is computed to */
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/* rotate the corresponding singular subspace so that the */
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/* corresponding components of Z are zero in this new basis. */
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*k = 1;
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k2 = n + 1;
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i__1 = n;
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for (j = 2; j <= i__1; ++j) {
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if ((d__1 = z__[j], abs(d__1)) <= tol) {
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/* Deflate due to small z component. */
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--k2;
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idxp[k2] = j;
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if (j == n) {
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goto L100;
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}
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} else {
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jprev = j;
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goto L70;
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}
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/* L60: */
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}
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L70:
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j = jprev;
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L80:
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++j;
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if (j > n) {
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goto L90;
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}
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if ((d__1 = z__[j], abs(d__1)) <= tol) {
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/* Deflate due to small z component. */
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--k2;
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idxp[k2] = j;
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} else {
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/* Check if singular values are close enough to allow deflation. */
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if ((d__1 = d__[j] - d__[jprev], abs(d__1)) <= tol) {
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/* Deflation is possible. */
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*s = z__[jprev];
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*c__ = z__[j];
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/* Find sqrt(a**2+b**2) without overflow or */
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/* destructive underflow. */
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tau = dlapy2_(c__, s);
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z__[j] = tau;
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z__[jprev] = 0.;
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*c__ /= tau;
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*s = -(*s) / tau;
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/* Record the appropriate Givens rotation */
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if (*icompq == 1) {
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++(*givptr);
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idxjp = idxq[idx[jprev] + 1];
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idxj = idxq[idx[j] + 1];
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if (idxjp <= nlp1) {
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--idxjp;
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}
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if (idxj <= nlp1) {
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--idxj;
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}
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givcol[*givptr + (givcol_dim1 << 1)] = idxjp;
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givcol[*givptr + givcol_dim1] = idxj;
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givnum[*givptr + (givnum_dim1 << 1)] = *c__;
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givnum[*givptr + givnum_dim1] = *s;
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}
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drot_(&c__1, &vf[jprev], &c__1, &vf[j], &c__1, c__, s);
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drot_(&c__1, &vl[jprev], &c__1, &vl[j], &c__1, c__, s);
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--k2;
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idxp[k2] = jprev;
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jprev = j;
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} else {
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++(*k);
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zw[*k] = z__[jprev];
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dsigma[*k] = d__[jprev];
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idxp[*k] = jprev;
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jprev = j;
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}
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}
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goto L80;
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||
|
L90:
|
||
|
|
||
|
/* Record the last singular value. */
|
||
|
|
||
|
++(*k);
|
||
|
zw[*k] = z__[jprev];
|
||
|
dsigma[*k] = d__[jprev];
|
||
|
idxp[*k] = jprev;
|
||
|
|
||
|
L100:
|
||
|
|
||
|
/* Sort the singular values into DSIGMA. The singular values which */
|
||
|
/* were not deflated go into the first K slots of DSIGMA, except */
|
||
|
/* that DSIGMA(1) is treated separately. */
|
||
|
|
||
|
i__1 = n;
|
||
|
for (j = 2; j <= i__1; ++j) {
|
||
|
jp = idxp[j];
|
||
|
dsigma[j] = d__[jp];
|
||
|
vfw[j] = vf[jp];
|
||
|
vlw[j] = vl[jp];
|
||
|
/* L110: */
|
||
|
}
|
||
|
if (*icompq == 1) {
|
||
|
i__1 = n;
|
||
|
for (j = 2; j <= i__1; ++j) {
|
||
|
jp = idxp[j];
|
||
|
perm[j] = idxq[idx[jp] + 1];
|
||
|
if (perm[j] <= nlp1) {
|
||
|
--perm[j];
|
||
|
}
|
||
|
/* L120: */
|
||
|
}
|
||
|
}
|
||
|
|
||
|
/* The deflated singular values go back into the last N - K slots of */
|
||
|
/* D. */
|
||
|
|
||
|
i__1 = n - *k;
|
||
|
dcopy_(&i__1, &dsigma[*k + 1], &c__1, &d__[*k + 1], &c__1);
|
||
|
|
||
|
/* Determine DSIGMA(1), DSIGMA(2), Z(1), VF(1), VL(1), VF(M), and */
|
||
|
/* VL(M). */
|
||
|
|
||
|
dsigma[1] = 0.;
|
||
|
hlftol = tol / 2.;
|
||
|
if (abs(dsigma[2]) <= hlftol) {
|
||
|
dsigma[2] = hlftol;
|
||
|
}
|
||
|
if (m > n) {
|
||
|
z__[1] = dlapy2_(&z1, &z__[m]);
|
||
|
if (z__[1] <= tol) {
|
||
|
*c__ = 1.;
|
||
|
*s = 0.;
|
||
|
z__[1] = tol;
|
||
|
} else {
|
||
|
*c__ = z1 / z__[1];
|
||
|
*s = -z__[m] / z__[1];
|
||
|
}
|
||
|
drot_(&c__1, &vf[m], &c__1, &vf[1], &c__1, c__, s);
|
||
|
drot_(&c__1, &vl[m], &c__1, &vl[1], &c__1, c__, s);
|
||
|
} else {
|
||
|
if (abs(z1) <= tol) {
|
||
|
z__[1] = tol;
|
||
|
} else {
|
||
|
z__[1] = z1;
|
||
|
}
|
||
|
}
|
||
|
|
||
|
/* Restore Z, VF, and VL. */
|
||
|
|
||
|
i__1 = *k - 1;
|
||
|
dcopy_(&i__1, &zw[2], &c__1, &z__[2], &c__1);
|
||
|
i__1 = n - 1;
|
||
|
dcopy_(&i__1, &vfw[2], &c__1, &vf[2], &c__1);
|
||
|
i__1 = n - 1;
|
||
|
dcopy_(&i__1, &vlw[2], &c__1, &vl[2], &c__1);
|
||
|
|
||
|
return 0;
|
||
|
|
||
|
/* End of DLASD7 */
|
||
|
|
||
|
} /* dlasd7_ */
|