198 lines
5.3 KiB
C
198 lines
5.3 KiB
C
|
#include "clapack.h"
|
||
|
|
||
|
/* Table of constant values */
|
||
|
|
||
|
static integer c__1 = 1;
|
||
|
static integer c__2 = 2;
|
||
|
static integer c__0 = 0;
|
||
|
|
||
|
/* Subroutine */ int slasq1_(integer *n, real *d__, real *e, real *work,
|
||
|
integer *info)
|
||
|
{
|
||
|
/* System generated locals */
|
||
|
integer i__1, i__2;
|
||
|
real r__1, r__2, r__3;
|
||
|
|
||
|
/* Builtin functions */
|
||
|
double sqrt(doublereal);
|
||
|
|
||
|
/* Local variables */
|
||
|
integer i__;
|
||
|
real eps;
|
||
|
extern /* Subroutine */ int slas2_(real *, real *, real *, real *, real *)
|
||
|
;
|
||
|
real scale;
|
||
|
integer iinfo;
|
||
|
real sigmn, sigmx;
|
||
|
extern /* Subroutine */ int scopy_(integer *, real *, integer *, real *,
|
||
|
integer *), slasq2_(integer *, real *, integer *);
|
||
|
extern doublereal slamch_(char *);
|
||
|
real safmin;
|
||
|
extern /* Subroutine */ int xerbla_(char *, integer *), slascl_(
|
||
|
char *, integer *, integer *, real *, real *, integer *, integer *
|
||
|
, real *, integer *, integer *), slasrt_(char *, integer *
|
||
|
, real *, integer *);
|
||
|
|
||
|
|
||
|
/* -- LAPACK routine (version 3.1) -- */
|
||
|
/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
|
||
|
/* November 2006 */
|
||
|
|
||
|
/* .. Scalar Arguments .. */
|
||
|
/* .. */
|
||
|
/* .. Array Arguments .. */
|
||
|
/* .. */
|
||
|
|
||
|
/* Purpose */
|
||
|
/* ======= */
|
||
|
|
||
|
/* SLASQ1 computes the singular values of a real N-by-N bidiagonal */
|
||
|
/* matrix with diagonal D and off-diagonal E. The singular values */
|
||
|
/* are computed to high relative accuracy, in the absence of */
|
||
|
/* denormalization, underflow and overflow. The algorithm was first */
|
||
|
/* presented in */
|
||
|
|
||
|
/* "Accurate singular values and differential qd algorithms" by K. V. */
|
||
|
/* Fernando and B. N. Parlett, Numer. Math., Vol-67, No. 2, pp. 191-230, */
|
||
|
/* 1994, */
|
||
|
|
||
|
/* and the present implementation is described in "An implementation of */
|
||
|
/* the dqds Algorithm (Positive Case)", LAPACK Working Note. */
|
||
|
|
||
|
/* Arguments */
|
||
|
/* ========= */
|
||
|
|
||
|
/* N (input) INTEGER */
|
||
|
/* The number of rows and columns in the matrix. N >= 0. */
|
||
|
|
||
|
/* D (input/output) REAL array, dimension (N) */
|
||
|
/* On entry, D contains the diagonal elements of the */
|
||
|
/* bidiagonal matrix whose SVD is desired. On normal exit, */
|
||
|
/* D contains the singular values in decreasing order. */
|
||
|
|
||
|
/* E (input/output) REAL array, dimension (N) */
|
||
|
/* On entry, elements E(1:N-1) contain the off-diagonal elements */
|
||
|
/* of the bidiagonal matrix whose SVD is desired. */
|
||
|
/* On exit, E is overwritten. */
|
||
|
|
||
|
/* WORK (workspace) REAL array, dimension (4*N) */
|
||
|
|
||
|
/* INFO (output) INTEGER */
|
||
|
/* = 0: successful exit */
|
||
|
/* < 0: if INFO = -i, the i-th argument had an illegal value */
|
||
|
/* > 0: the algorithm failed */
|
||
|
/* = 1, a split was marked by a positive value in E */
|
||
|
/* = 2, current block of Z not diagonalized after 30*N */
|
||
|
/* iterations (in inner while loop) */
|
||
|
/* = 3, termination criterion of outer while loop not met */
|
||
|
/* (program created more than N unreduced blocks) */
|
||
|
|
||
|
/* ===================================================================== */
|
||
|
|
||
|
/* .. Parameters .. */
|
||
|
/* .. */
|
||
|
/* .. Local Scalars .. */
|
||
|
/* .. */
|
||
|
/* .. External Subroutines .. */
|
||
|
/* .. */
|
||
|
/* .. External Functions .. */
|
||
|
/* .. */
|
||
|
/* .. Intrinsic Functions .. */
|
||
|
/* .. */
|
||
|
/* .. Executable Statements .. */
|
||
|
|
||
|
/* Parameter adjustments */
|
||
|
--work;
|
||
|
--e;
|
||
|
--d__;
|
||
|
|
||
|
/* Function Body */
|
||
|
*info = 0;
|
||
|
if (*n < 0) {
|
||
|
*info = -2;
|
||
|
i__1 = -(*info);
|
||
|
xerbla_("SLASQ1", &i__1);
|
||
|
return 0;
|
||
|
} else if (*n == 0) {
|
||
|
return 0;
|
||
|
} else if (*n == 1) {
|
||
|
d__[1] = dabs(d__[1]);
|
||
|
return 0;
|
||
|
} else if (*n == 2) {
|
||
|
slas2_(&d__[1], &e[1], &d__[2], &sigmn, &sigmx);
|
||
|
d__[1] = sigmx;
|
||
|
d__[2] = sigmn;
|
||
|
return 0;
|
||
|
}
|
||
|
|
||
|
/* Estimate the largest singular value. */
|
||
|
|
||
|
sigmx = 0.f;
|
||
|
i__1 = *n - 1;
|
||
|
for (i__ = 1; i__ <= i__1; ++i__) {
|
||
|
d__[i__] = (r__1 = d__[i__], dabs(r__1));
|
||
|
/* Computing MAX */
|
||
|
r__2 = sigmx, r__3 = (r__1 = e[i__], dabs(r__1));
|
||
|
sigmx = dmax(r__2,r__3);
|
||
|
/* L10: */
|
||
|
}
|
||
|
d__[*n] = (r__1 = d__[*n], dabs(r__1));
|
||
|
|
||
|
/* Early return if SIGMX is zero (matrix is already diagonal). */
|
||
|
|
||
|
if (sigmx == 0.f) {
|
||
|
slasrt_("D", n, &d__[1], &iinfo);
|
||
|
return 0;
|
||
|
}
|
||
|
|
||
|
i__1 = *n;
|
||
|
for (i__ = 1; i__ <= i__1; ++i__) {
|
||
|
/* Computing MAX */
|
||
|
r__1 = sigmx, r__2 = d__[i__];
|
||
|
sigmx = dmax(r__1,r__2);
|
||
|
/* L20: */
|
||
|
}
|
||
|
|
||
|
/* Copy D and E into WORK (in the Z format) and scale (squaring the */
|
||
|
/* input data makes scaling by a power of the radix pointless). */
|
||
|
|
||
|
eps = slamch_("Precision");
|
||
|
safmin = slamch_("Safe minimum");
|
||
|
scale = sqrt(eps / safmin);
|
||
|
scopy_(n, &d__[1], &c__1, &work[1], &c__2);
|
||
|
i__1 = *n - 1;
|
||
|
scopy_(&i__1, &e[1], &c__1, &work[2], &c__2);
|
||
|
i__1 = (*n << 1) - 1;
|
||
|
i__2 = (*n << 1) - 1;
|
||
|
slascl_("G", &c__0, &c__0, &sigmx, &scale, &i__1, &c__1, &work[1], &i__2,
|
||
|
&iinfo);
|
||
|
|
||
|
/* Compute the q's and e's. */
|
||
|
|
||
|
i__1 = (*n << 1) - 1;
|
||
|
for (i__ = 1; i__ <= i__1; ++i__) {
|
||
|
/* Computing 2nd power */
|
||
|
r__1 = work[i__];
|
||
|
work[i__] = r__1 * r__1;
|
||
|
/* L30: */
|
||
|
}
|
||
|
work[*n * 2] = 0.f;
|
||
|
|
||
|
slasq2_(n, &work[1], info);
|
||
|
|
||
|
if (*info == 0) {
|
||
|
i__1 = *n;
|
||
|
for (i__ = 1; i__ <= i__1; ++i__) {
|
||
|
d__[i__] = sqrt(work[i__]);
|
||
|
/* L40: */
|
||
|
}
|
||
|
slascl_("G", &c__0, &c__0, &scale, &sigmx, n, &c__1, &d__[1], n, &
|
||
|
iinfo);
|
||
|
}
|
||
|
|
||
|
return 0;
|
||
|
|
||
|
/* End of SLASQ1 */
|
||
|
|
||
|
} /* slasq1_ */
|