311 lines
9.6 KiB
C
311 lines
9.6 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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static integer c__0 = 0;
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static doublereal c_b8 = 1.;
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/* Subroutine */ int dlasd8_(integer *icompq, integer *k, doublereal *d__,
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doublereal *z__, doublereal *vf, doublereal *vl, doublereal *difl,
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doublereal *difr, integer *lddifr, doublereal *dsigma, doublereal *
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work, integer *info)
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{
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/* System generated locals */
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integer difr_dim1, difr_offset, i__1, i__2;
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doublereal d__1, d__2;
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/* Builtin functions */
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double sqrt(doublereal), d_sign(doublereal *, doublereal *);
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/* Local variables */
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integer i__, j;
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doublereal dj, rho;
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integer iwk1, iwk2, iwk3;
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extern doublereal ddot_(integer *, doublereal *, integer *, doublereal *,
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integer *);
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doublereal temp;
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extern doublereal dnrm2_(integer *, doublereal *, integer *);
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integer iwk2i, iwk3i;
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doublereal diflj, difrj, dsigj;
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extern /* Subroutine */ int dcopy_(integer *, doublereal *, integer *,
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doublereal *, integer *);
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extern doublereal dlamc3_(doublereal *, doublereal *);
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extern /* Subroutine */ int dlasd4_(integer *, integer *, doublereal *,
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doublereal *, doublereal *, doublereal *, doublereal *,
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doublereal *, integer *), dlascl_(char *, integer *, integer *,
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doublereal *, doublereal *, integer *, integer *, doublereal *,
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integer *, integer *), dlaset_(char *, integer *, integer
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*, doublereal *, doublereal *, doublereal *, integer *),
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xerbla_(char *, integer *);
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doublereal dsigjp;
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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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/* DLASD8 finds the square roots of the roots of the secular equation, */
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/* as defined by the values in DSIGMA and Z. It makes the appropriate */
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/* calls to DLASD4, and stores, for each element in D, the distance */
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/* to its two nearest poles (elements in DSIGMA). It also updates */
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/* the arrays VF and VL, the first and last components of all the */
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/* right singular vectors of the original bidiagonal matrix. */
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/* DLASD8 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 in */
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/* factored form in the calling routine: */
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/* = 0: Compute singular values only. */
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/* = 1: Compute singular vectors in factored form as well. */
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/* K (input) INTEGER */
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/* The number of terms in the rational function to be solved */
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/* by DLASD4. K >= 1. */
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/* D (output) DOUBLE PRECISION array, dimension ( K ) */
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/* On output, D contains the updated singular values. */
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/* Z (input) DOUBLE PRECISION array, dimension ( K ) */
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/* The first K elements of this array contain the components */
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/* of the deflation-adjusted updating row vector. */
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/* VF (input/output) DOUBLE PRECISION array, dimension ( K ) */
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/* On entry, VF contains information passed through DBEDE8. */
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/* On exit, VF contains the first K components of the first */
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/* components of all right singular vectors of the bidiagonal */
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/* matrix. */
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/* VL (input/output) DOUBLE PRECISION array, dimension ( K ) */
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/* On entry, VL contains information passed through DBEDE8. */
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/* On exit, VL contains the first K components of the last */
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/* components of all right singular vectors of the bidiagonal */
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/* matrix. */
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/* DIFL (output) DOUBLE PRECISION array, dimension ( K ) */
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/* On exit, DIFL(I) = D(I) - DSIGMA(I). */
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/* DIFR (output) DOUBLE PRECISION array, */
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/* dimension ( LDDIFR, 2 ) if ICOMPQ = 1 and */
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/* dimension ( K ) if ICOMPQ = 0. */
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/* On exit, DIFR(I,1) = D(I) - DSIGMA(I+1), DIFR(K,1) is not */
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/* defined and will not be referenced. */
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/* If ICOMPQ = 1, DIFR(1:K,2) is an array containing the */
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/* normalizing factors for the right singular vector matrix. */
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/* LDDIFR (input) INTEGER */
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/* The leading dimension of DIFR, must be at least K. */
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/* DSIGMA (input) DOUBLE PRECISION array, dimension ( K ) */
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/* The first K elements of this array contain the old roots */
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/* of the deflated updating problem. These are the poles */
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/* of the secular equation. */
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/* WORK (workspace) DOUBLE PRECISION array, dimension at least 3 * K */
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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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/* > 0: if INFO = 1, an singular value did not converge */
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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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--vf;
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--vl;
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--difl;
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difr_dim1 = *lddifr;
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difr_offset = 1 + difr_dim1;
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difr -= difr_offset;
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--dsigma;
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--work;
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/* Function Body */
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*info = 0;
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if (*icompq < 0 || *icompq > 1) {
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*info = -1;
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} else if (*k < 1) {
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*info = -2;
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} else if (*lddifr < *k) {
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*info = -9;
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}
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if (*info != 0) {
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i__1 = -(*info);
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xerbla_("DLASD8", &i__1);
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return 0;
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}
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/* Quick return if possible */
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if (*k == 1) {
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d__[1] = abs(z__[1]);
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difl[1] = d__[1];
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if (*icompq == 1) {
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difl[2] = 1.;
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difr[(difr_dim1 << 1) + 1] = 1.;
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}
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return 0;
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}
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/* Modify values DSIGMA(i) to make sure all DSIGMA(i)-DSIGMA(j) can */
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/* be computed with high relative accuracy (barring over/underflow). */
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/* This is a problem on machines without a guard digit in */
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/* add/subtract (Cray XMP, Cray YMP, Cray C 90 and Cray 2). */
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/* The following code replaces DSIGMA(I) by 2*DSIGMA(I)-DSIGMA(I), */
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/* which on any of these machines zeros out the bottommost */
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/* bit of DSIGMA(I) if it is 1; this makes the subsequent */
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/* subtractions DSIGMA(I)-DSIGMA(J) unproblematic when cancellation */
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/* occurs. On binary machines with a guard digit (almost all */
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/* machines) it does not change DSIGMA(I) at all. On hexadecimal */
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/* and decimal machines with a guard digit, it slightly */
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/* changes the bottommost bits of DSIGMA(I). It does not account */
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/* for hexadecimal or decimal machines without guard digits */
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/* (we know of none). We use a subroutine call to compute */
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/* 2*DSIGMA(I) to prevent optimizing compilers from eliminating */
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/* this code. */
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i__1 = *k;
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for (i__ = 1; i__ <= i__1; ++i__) {
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dsigma[i__] = dlamc3_(&dsigma[i__], &dsigma[i__]) - dsigma[i__];
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/* L10: */
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}
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/* Book keeping. */
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iwk1 = 1;
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iwk2 = iwk1 + *k;
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iwk3 = iwk2 + *k;
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iwk2i = iwk2 - 1;
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iwk3i = iwk3 - 1;
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/* Normalize Z. */
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rho = dnrm2_(k, &z__[1], &c__1);
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dlascl_("G", &c__0, &c__0, &rho, &c_b8, k, &c__1, &z__[1], k, info);
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rho *= rho;
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/* Initialize WORK(IWK3). */
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dlaset_("A", k, &c__1, &c_b8, &c_b8, &work[iwk3], k);
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/* Compute the updated singular values, the arrays DIFL, DIFR, */
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/* and the updated Z. */
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i__1 = *k;
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for (j = 1; j <= i__1; ++j) {
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dlasd4_(k, &j, &dsigma[1], &z__[1], &work[iwk1], &rho, &d__[j], &work[
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iwk2], info);
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/* If the root finder fails, the computation is terminated. */
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if (*info != 0) {
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return 0;
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}
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work[iwk3i + j] = work[iwk3i + j] * work[j] * work[iwk2i + j];
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difl[j] = -work[j];
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difr[j + difr_dim1] = -work[j + 1];
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i__2 = j - 1;
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for (i__ = 1; i__ <= i__2; ++i__) {
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work[iwk3i + i__] = work[iwk3i + i__] * work[i__] * work[iwk2i +
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i__] / (dsigma[i__] - dsigma[j]) / (dsigma[i__] + dsigma[
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j]);
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/* L20: */
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}
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i__2 = *k;
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for (i__ = j + 1; i__ <= i__2; ++i__) {
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work[iwk3i + i__] = work[iwk3i + i__] * work[i__] * work[iwk2i +
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i__] / (dsigma[i__] - dsigma[j]) / (dsigma[i__] + dsigma[
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j]);
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/* L30: */
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}
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/* L40: */
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}
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/* Compute updated Z. */
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i__1 = *k;
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for (i__ = 1; i__ <= i__1; ++i__) {
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d__2 = sqrt((d__1 = work[iwk3i + i__], abs(d__1)));
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z__[i__] = d_sign(&d__2, &z__[i__]);
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/* L50: */
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}
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/* Update VF and VL. */
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i__1 = *k;
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for (j = 1; j <= i__1; ++j) {
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diflj = difl[j];
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dj = d__[j];
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dsigj = -dsigma[j];
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if (j < *k) {
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difrj = -difr[j + difr_dim1];
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dsigjp = -dsigma[j + 1];
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}
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work[j] = -z__[j] / diflj / (dsigma[j] + dj);
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i__2 = j - 1;
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for (i__ = 1; i__ <= i__2; ++i__) {
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work[i__] = z__[i__] / (dlamc3_(&dsigma[i__], &dsigj) - diflj) / (
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dsigma[i__] + dj);
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/* L60: */
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}
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i__2 = *k;
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for (i__ = j + 1; i__ <= i__2; ++i__) {
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work[i__] = z__[i__] / (dlamc3_(&dsigma[i__], &dsigjp) + difrj) /
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(dsigma[i__] + dj);
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/* L70: */
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}
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temp = dnrm2_(k, &work[1], &c__1);
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work[iwk2i + j] = ddot_(k, &work[1], &c__1, &vf[1], &c__1) / temp;
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work[iwk3i + j] = ddot_(k, &work[1], &c__1, &vl[1], &c__1) / temp;
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if (*icompq == 1) {
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difr[j + (difr_dim1 << 1)] = temp;
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}
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/* L80: */
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}
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dcopy_(k, &work[iwk2], &c__1, &vf[1], &c__1);
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dcopy_(k, &work[iwk3], &c__1, &vl[1], &c__1);
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return 0;
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/* End of DLASD8 */
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} /* dlasd8_ */
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