2010-07-16 14:54:53 +02:00
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/* sbdsqr.f -- translated by f2c (version 20061008).
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You must link the resulting object file with libf2c:
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on Microsoft Windows system, link with libf2c.lib;
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on Linux or Unix systems, link with .../path/to/libf2c.a -lm
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or, if you install libf2c.a in a standard place, with -lf2c -lm
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-- in that order, at the end of the command line, as in
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cc *.o -lf2c -lm
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Source for libf2c is in /netlib/f2c/libf2c.zip, e.g.,
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http://www.netlib.org/f2c/libf2c.zip
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*/
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2010-05-11 19:44:00 +02:00
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#include "clapack.h"
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2010-07-16 14:54:53 +02:00
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2010-05-11 19:44:00 +02:00
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/* Table of constant values */
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static doublereal c_b15 = -.125;
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static integer c__1 = 1;
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static real c_b49 = 1.f;
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static real c_b72 = -1.f;
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/* Subroutine */ int sbdsqr_(char *uplo, integer *n, integer *ncvt, integer *
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nru, integer *ncc, real *d__, real *e, real *vt, integer *ldvt, real *
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u, integer *ldu, real *c__, integer *ldc, real *work, integer *info)
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{
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/* System generated locals */
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integer c_dim1, c_offset, u_dim1, u_offset, vt_dim1, vt_offset, i__1,
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i__2;
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real r__1, r__2, r__3, r__4;
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doublereal d__1;
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/* Builtin functions */
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double pow_dd(doublereal *, doublereal *), sqrt(doublereal), r_sign(real *
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, real *);
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/* Local variables */
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real f, g, h__;
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integer i__, j, m;
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real r__, cs;
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integer ll;
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real sn, mu;
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integer nm1, nm12, nm13, lll;
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real eps, sll, tol, abse;
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integer idir;
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real abss;
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integer oldm;
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real cosl;
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integer isub, iter;
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real unfl, sinl, cosr, smin, smax, sinr;
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extern /* Subroutine */ int srot_(integer *, real *, integer *, real *,
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integer *, real *, real *), slas2_(real *, real *, real *, real *,
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real *);
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extern logical lsame_(char *, char *);
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real oldcs;
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extern /* Subroutine */ int sscal_(integer *, real *, real *, integer *);
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integer oldll;
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real shift, sigmn, oldsn;
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integer maxit;
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real sminl;
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extern /* Subroutine */ int slasr_(char *, char *, char *, integer *,
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integer *, real *, real *, real *, integer *);
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real sigmx;
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logical lower;
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extern /* Subroutine */ int sswap_(integer *, real *, integer *, real *,
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integer *), slasq1_(integer *, real *, real *, real *, integer *),
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slasv2_(real *, real *, real *, real *, real *, real *, real *,
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real *, real *);
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extern doublereal slamch_(char *);
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extern /* Subroutine */ int xerbla_(char *, integer *);
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real sminoa;
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extern /* Subroutine */ int slartg_(real *, real *, real *, real *, real *
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);
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real thresh;
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logical rotate;
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real tolmul;
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2010-07-16 14:54:53 +02:00
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/* -- LAPACK routine (version 3.2) -- */
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2010-05-11 19:44:00 +02:00
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/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
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/* January 2007 */
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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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/* SBDSQR computes the singular values and, optionally, the right and/or */
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/* left singular vectors from the singular value decomposition (SVD) of */
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/* a real N-by-N (upper or lower) bidiagonal matrix B using the implicit */
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/* zero-shift QR algorithm. The SVD of B has the form */
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/* B = Q * S * P**T */
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/* where S is the diagonal matrix of singular values, Q is an orthogonal */
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/* matrix of left singular vectors, and P is an orthogonal matrix of */
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/* right singular vectors. If left singular vectors are requested, this */
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/* subroutine actually returns U*Q instead of Q, and, if right singular */
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/* vectors are requested, this subroutine returns P**T*VT instead of */
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/* P**T, for given real input matrices U and VT. When U and VT are the */
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/* orthogonal matrices that reduce a general matrix A to bidiagonal */
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/* form: A = U*B*VT, as computed by SGEBRD, then */
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/* A = (U*Q) * S * (P**T*VT) */
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/* is the SVD of A. Optionally, the subroutine may also compute Q**T*C */
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/* for a given real input matrix C. */
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/* See "Computing Small Singular Values of Bidiagonal Matrices With */
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/* Guaranteed High Relative Accuracy," by J. Demmel and W. Kahan, */
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/* LAPACK Working Note #3 (or SIAM J. Sci. Statist. Comput. vol. 11, */
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/* no. 5, pp. 873-912, Sept 1990) and */
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/* "Accurate singular values and differential qd algorithms," by */
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/* B. Parlett and V. Fernando, Technical Report CPAM-554, Mathematics */
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/* Department, University of California at Berkeley, July 1992 */
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/* for a detailed description of the algorithm. */
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/* Arguments */
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/* ========= */
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/* UPLO (input) CHARACTER*1 */
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/* = 'U': B is upper bidiagonal; */
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/* = 'L': B is lower bidiagonal. */
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/* N (input) INTEGER */
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/* The order of the matrix B. N >= 0. */
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/* NCVT (input) INTEGER */
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/* The number of columns of the matrix VT. NCVT >= 0. */
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/* NRU (input) INTEGER */
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/* The number of rows of the matrix U. NRU >= 0. */
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/* NCC (input) INTEGER */
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/* The number of columns of the matrix C. NCC >= 0. */
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/* D (input/output) REAL array, dimension (N) */
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/* On entry, the n diagonal elements of the bidiagonal matrix B. */
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/* On exit, if INFO=0, the singular values of B in decreasing */
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/* order. */
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/* E (input/output) REAL array, dimension (N-1) */
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/* On entry, the N-1 offdiagonal elements of the bidiagonal */
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/* matrix B. */
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/* On exit, if INFO = 0, E is destroyed; if INFO > 0, D and E */
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/* will contain the diagonal and superdiagonal elements of a */
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/* bidiagonal matrix orthogonally equivalent to the one given */
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/* as input. */
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/* VT (input/output) REAL array, dimension (LDVT, NCVT) */
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/* On entry, an N-by-NCVT matrix VT. */
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/* On exit, VT is overwritten by P**T * VT. */
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/* Not referenced if NCVT = 0. */
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/* LDVT (input) INTEGER */
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/* The leading dimension of the array VT. */
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/* LDVT >= max(1,N) if NCVT > 0; LDVT >= 1 if NCVT = 0. */
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/* U (input/output) REAL array, dimension (LDU, N) */
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/* On entry, an NRU-by-N matrix U. */
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/* On exit, U is overwritten by U * Q. */
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/* Not referenced if NRU = 0. */
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/* LDU (input) INTEGER */
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/* The leading dimension of the array U. LDU >= max(1,NRU). */
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/* C (input/output) REAL array, dimension (LDC, NCC) */
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/* On entry, an N-by-NCC matrix C. */
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/* On exit, C is overwritten by Q**T * C. */
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/* Not referenced if NCC = 0. */
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/* LDC (input) INTEGER */
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/* The leading dimension of the array C. */
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/* LDC >= max(1,N) if NCC > 0; LDC >=1 if NCC = 0. */
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2010-07-16 14:54:53 +02:00
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/* WORK (workspace) REAL array, dimension (4*N) */
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2010-05-11 19:44:00 +02:00
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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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2010-07-16 14:54:53 +02:00
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/* > 0: */
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/* if NCVT = NRU = NCC = 0, */
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/* = 1, a split was marked by a positive value in E */
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/* = 2, current block of Z not diagonalized after 30*N */
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/* iterations (in inner while loop) */
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/* = 3, termination criterion of outer while loop not met */
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/* (program created more than N unreduced blocks) */
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/* else NCVT = NRU = NCC = 0, */
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/* the algorithm did not converge; D and E contain the */
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/* elements of a bidiagonal matrix which is orthogonally */
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/* similar to the input matrix B; if INFO = i, i */
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/* elements of E have not converged to zero. */
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2010-05-11 19:44:00 +02:00
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/* Internal Parameters */
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/* =================== */
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/* TOLMUL REAL, default = max(10,min(100,EPS**(-1/8))) */
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/* TOLMUL controls the convergence criterion of the QR loop. */
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/* If it is positive, TOLMUL*EPS is the desired relative */
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/* precision in the computed singular values. */
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/* If it is negative, abs(TOLMUL*EPS*sigma_max) is the */
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/* desired absolute accuracy in the computed singular */
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/* values (corresponds to relative accuracy */
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/* abs(TOLMUL*EPS) in the largest singular value. */
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/* abs(TOLMUL) should be between 1 and 1/EPS, and preferably */
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/* between 10 (for fast convergence) and .1/EPS */
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/* (for there to be some accuracy in the results). */
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/* Default is to lose at either one eighth or 2 of the */
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/* available decimal digits in each computed singular value */
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/* (whichever is smaller). */
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/* MAXITR INTEGER, default = 6 */
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/* MAXITR controls the maximum number of passes of the */
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/* algorithm through its inner loop. The algorithms stops */
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/* (and so fails to converge) if the number of passes */
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/* through the inner loop exceeds MAXITR*N**2. */
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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 Functions .. */
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/* .. */
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/* .. External Subroutines .. */
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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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--e;
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vt_dim1 = *ldvt;
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vt_offset = 1 + vt_dim1;
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vt -= vt_offset;
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u_dim1 = *ldu;
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u_offset = 1 + u_dim1;
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u -= u_offset;
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c_dim1 = *ldc;
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c_offset = 1 + c_dim1;
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c__ -= c_offset;
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--work;
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/* Function Body */
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*info = 0;
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lower = lsame_(uplo, "L");
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if (! lsame_(uplo, "U") && ! lower) {
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*info = -1;
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} else if (*n < 0) {
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*info = -2;
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} else if (*ncvt < 0) {
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*info = -3;
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} else if (*nru < 0) {
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*info = -4;
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} else if (*ncc < 0) {
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*info = -5;
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} else if (*ncvt == 0 && *ldvt < 1 || *ncvt > 0 && *ldvt < max(1,*n)) {
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*info = -9;
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} else if (*ldu < max(1,*nru)) {
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*info = -11;
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} else if (*ncc == 0 && *ldc < 1 || *ncc > 0 && *ldc < max(1,*n)) {
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*info = -13;
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}
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if (*info != 0) {
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i__1 = -(*info);
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xerbla_("SBDSQR", &i__1);
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return 0;
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}
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if (*n == 0) {
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return 0;
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}
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if (*n == 1) {
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goto L160;
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}
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/* ROTATE is true if any singular vectors desired, false otherwise */
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rotate = *ncvt > 0 || *nru > 0 || *ncc > 0;
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/* If no singular vectors desired, use qd algorithm */
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if (! rotate) {
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slasq1_(n, &d__[1], &e[1], &work[1], info);
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return 0;
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}
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nm1 = *n - 1;
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nm12 = nm1 + nm1;
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nm13 = nm12 + nm1;
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idir = 0;
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/* Get machine constants */
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eps = slamch_("Epsilon");
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unfl = slamch_("Safe minimum");
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/* If matrix lower bidiagonal, rotate to be upper bidiagonal */
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/* by applying Givens rotations on the left */
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if (lower) {
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i__1 = *n - 1;
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for (i__ = 1; i__ <= i__1; ++i__) {
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slartg_(&d__[i__], &e[i__], &cs, &sn, &r__);
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d__[i__] = r__;
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e[i__] = sn * d__[i__ + 1];
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d__[i__ + 1] = cs * d__[i__ + 1];
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work[i__] = cs;
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work[nm1 + i__] = sn;
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/* L10: */
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}
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/* Update singular vectors if desired */
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if (*nru > 0) {
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slasr_("R", "V", "F", nru, n, &work[1], &work[*n], &u[u_offset],
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ldu);
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}
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if (*ncc > 0) {
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slasr_("L", "V", "F", n, ncc, &work[1], &work[*n], &c__[c_offset],
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ldc);
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}
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}
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/* Compute singular values to relative accuracy TOL */
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/* (By setting TOL to be negative, algorithm will compute */
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/* singular values to absolute accuracy ABS(TOL)*norm(input matrix)) */
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/* Computing MAX */
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/* Computing MIN */
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d__1 = (doublereal) eps;
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r__3 = 100.f, r__4 = pow_dd(&d__1, &c_b15);
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r__1 = 10.f, r__2 = dmin(r__3,r__4);
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tolmul = dmax(r__1,r__2);
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tol = tolmul * eps;
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/* Compute approximate maximum, minimum singular values */
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smax = 0.f;
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i__1 = *n;
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for (i__ = 1; i__ <= i__1; ++i__) {
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|
|
/* Computing MAX */
|
|
|
|
r__2 = smax, r__3 = (r__1 = d__[i__], dabs(r__1));
|
|
|
|
smax = dmax(r__2,r__3);
|
|
|
|
/* L20: */
|
|
|
|
}
|
|
|
|
i__1 = *n - 1;
|
|
|
|
for (i__ = 1; i__ <= i__1; ++i__) {
|
|
|
|
/* Computing MAX */
|
|
|
|
r__2 = smax, r__3 = (r__1 = e[i__], dabs(r__1));
|
|
|
|
smax = dmax(r__2,r__3);
|
|
|
|
/* L30: */
|
|
|
|
}
|
|
|
|
sminl = 0.f;
|
|
|
|
if (tol >= 0.f) {
|
|
|
|
|
|
|
|
/* Relative accuracy desired */
|
|
|
|
|
|
|
|
sminoa = dabs(d__[1]);
|
|
|
|
if (sminoa == 0.f) {
|
|
|
|
goto L50;
|
|
|
|
}
|
|
|
|
mu = sminoa;
|
|
|
|
i__1 = *n;
|
|
|
|
for (i__ = 2; i__ <= i__1; ++i__) {
|
|
|
|
mu = (r__2 = d__[i__], dabs(r__2)) * (mu / (mu + (r__1 = e[i__ -
|
|
|
|
1], dabs(r__1))));
|
|
|
|
sminoa = dmin(sminoa,mu);
|
|
|
|
if (sminoa == 0.f) {
|
|
|
|
goto L50;
|
|
|
|
}
|
|
|
|
/* L40: */
|
|
|
|
}
|
|
|
|
L50:
|
|
|
|
sminoa /= sqrt((real) (*n));
|
|
|
|
/* Computing MAX */
|
|
|
|
r__1 = tol * sminoa, r__2 = *n * 6 * *n * unfl;
|
|
|
|
thresh = dmax(r__1,r__2);
|
|
|
|
} else {
|
|
|
|
|
|
|
|
/* Absolute accuracy desired */
|
|
|
|
|
|
|
|
/* Computing MAX */
|
|
|
|
r__1 = dabs(tol) * smax, r__2 = *n * 6 * *n * unfl;
|
|
|
|
thresh = dmax(r__1,r__2);
|
|
|
|
}
|
|
|
|
|
|
|
|
/* Prepare for main iteration loop for the singular values */
|
|
|
|
/* (MAXIT is the maximum number of passes through the inner */
|
|
|
|
/* loop permitted before nonconvergence signalled.) */
|
|
|
|
|
|
|
|
maxit = *n * 6 * *n;
|
|
|
|
iter = 0;
|
|
|
|
oldll = -1;
|
|
|
|
oldm = -1;
|
|
|
|
|
|
|
|
/* M points to last element of unconverged part of matrix */
|
|
|
|
|
|
|
|
m = *n;
|
|
|
|
|
|
|
|
/* Begin main iteration loop */
|
|
|
|
|
|
|
|
L60:
|
|
|
|
|
|
|
|
/* Check for convergence or exceeding iteration count */
|
|
|
|
|
|
|
|
if (m <= 1) {
|
|
|
|
goto L160;
|
|
|
|
}
|
|
|
|
if (iter > maxit) {
|
|
|
|
goto L200;
|
|
|
|
}
|
|
|
|
|
|
|
|
/* Find diagonal block of matrix to work on */
|
|
|
|
|
|
|
|
if (tol < 0.f && (r__1 = d__[m], dabs(r__1)) <= thresh) {
|
|
|
|
d__[m] = 0.f;
|
|
|
|
}
|
|
|
|
smax = (r__1 = d__[m], dabs(r__1));
|
|
|
|
smin = smax;
|
|
|
|
i__1 = m - 1;
|
|
|
|
for (lll = 1; lll <= i__1; ++lll) {
|
|
|
|
ll = m - lll;
|
|
|
|
abss = (r__1 = d__[ll], dabs(r__1));
|
|
|
|
abse = (r__1 = e[ll], dabs(r__1));
|
|
|
|
if (tol < 0.f && abss <= thresh) {
|
|
|
|
d__[ll] = 0.f;
|
|
|
|
}
|
|
|
|
if (abse <= thresh) {
|
|
|
|
goto L80;
|
|
|
|
}
|
|
|
|
smin = dmin(smin,abss);
|
|
|
|
/* Computing MAX */
|
|
|
|
r__1 = max(smax,abss);
|
|
|
|
smax = dmax(r__1,abse);
|
|
|
|
/* L70: */
|
|
|
|
}
|
|
|
|
ll = 0;
|
|
|
|
goto L90;
|
|
|
|
L80:
|
|
|
|
e[ll] = 0.f;
|
|
|
|
|
|
|
|
/* Matrix splits since E(LL) = 0 */
|
|
|
|
|
|
|
|
if (ll == m - 1) {
|
|
|
|
|
|
|
|
/* Convergence of bottom singular value, return to top of loop */
|
|
|
|
|
|
|
|
--m;
|
|
|
|
goto L60;
|
|
|
|
}
|
|
|
|
L90:
|
|
|
|
++ll;
|
|
|
|
|
|
|
|
/* E(LL) through E(M-1) are nonzero, E(LL-1) is zero */
|
|
|
|
|
|
|
|
if (ll == m - 1) {
|
|
|
|
|
|
|
|
/* 2 by 2 block, handle separately */
|
|
|
|
|
|
|
|
slasv2_(&d__[m - 1], &e[m - 1], &d__[m], &sigmn, &sigmx, &sinr, &cosr,
|
|
|
|
&sinl, &cosl);
|
|
|
|
d__[m - 1] = sigmx;
|
|
|
|
e[m - 1] = 0.f;
|
|
|
|
d__[m] = sigmn;
|
|
|
|
|
|
|
|
/* Compute singular vectors, if desired */
|
|
|
|
|
|
|
|
if (*ncvt > 0) {
|
|
|
|
srot_(ncvt, &vt[m - 1 + vt_dim1], ldvt, &vt[m + vt_dim1], ldvt, &
|
|
|
|
cosr, &sinr);
|
|
|
|
}
|
|
|
|
if (*nru > 0) {
|
|
|
|
srot_(nru, &u[(m - 1) * u_dim1 + 1], &c__1, &u[m * u_dim1 + 1], &
|
|
|
|
c__1, &cosl, &sinl);
|
|
|
|
}
|
|
|
|
if (*ncc > 0) {
|
|
|
|
srot_(ncc, &c__[m - 1 + c_dim1], ldc, &c__[m + c_dim1], ldc, &
|
|
|
|
cosl, &sinl);
|
|
|
|
}
|
|
|
|
m += -2;
|
|
|
|
goto L60;
|
|
|
|
}
|
|
|
|
|
|
|
|
/* If working on new submatrix, choose shift direction */
|
|
|
|
/* (from larger end diagonal element towards smaller) */
|
|
|
|
|
|
|
|
if (ll > oldm || m < oldll) {
|
|
|
|
if ((r__1 = d__[ll], dabs(r__1)) >= (r__2 = d__[m], dabs(r__2))) {
|
|
|
|
|
|
|
|
/* Chase bulge from top (big end) to bottom (small end) */
|
|
|
|
|
|
|
|
idir = 1;
|
|
|
|
} else {
|
|
|
|
|
|
|
|
/* Chase bulge from bottom (big end) to top (small end) */
|
|
|
|
|
|
|
|
idir = 2;
|
|
|
|
}
|
|
|
|
}
|
|
|
|
|
|
|
|
/* Apply convergence tests */
|
|
|
|
|
|
|
|
if (idir == 1) {
|
|
|
|
|
|
|
|
/* Run convergence test in forward direction */
|
|
|
|
/* First apply standard test to bottom of matrix */
|
|
|
|
|
|
|
|
if ((r__2 = e[m - 1], dabs(r__2)) <= dabs(tol) * (r__1 = d__[m], dabs(
|
|
|
|
r__1)) || tol < 0.f && (r__3 = e[m - 1], dabs(r__3)) <=
|
|
|
|
thresh) {
|
|
|
|
e[m - 1] = 0.f;
|
|
|
|
goto L60;
|
|
|
|
}
|
|
|
|
|
|
|
|
if (tol >= 0.f) {
|
|
|
|
|
|
|
|
/* If relative accuracy desired, */
|
|
|
|
/* apply convergence criterion forward */
|
|
|
|
|
|
|
|
mu = (r__1 = d__[ll], dabs(r__1));
|
|
|
|
sminl = mu;
|
|
|
|
i__1 = m - 1;
|
|
|
|
for (lll = ll; lll <= i__1; ++lll) {
|
|
|
|
if ((r__1 = e[lll], dabs(r__1)) <= tol * mu) {
|
|
|
|
e[lll] = 0.f;
|
|
|
|
goto L60;
|
|
|
|
}
|
|
|
|
mu = (r__2 = d__[lll + 1], dabs(r__2)) * (mu / (mu + (r__1 =
|
|
|
|
e[lll], dabs(r__1))));
|
|
|
|
sminl = dmin(sminl,mu);
|
|
|
|
/* L100: */
|
|
|
|
}
|
|
|
|
}
|
|
|
|
|
|
|
|
} else {
|
|
|
|
|
|
|
|
/* Run convergence test in backward direction */
|
|
|
|
/* First apply standard test to top of matrix */
|
|
|
|
|
|
|
|
if ((r__2 = e[ll], dabs(r__2)) <= dabs(tol) * (r__1 = d__[ll], dabs(
|
|
|
|
r__1)) || tol < 0.f && (r__3 = e[ll], dabs(r__3)) <= thresh) {
|
|
|
|
e[ll] = 0.f;
|
|
|
|
goto L60;
|
|
|
|
}
|
|
|
|
|
|
|
|
if (tol >= 0.f) {
|
|
|
|
|
|
|
|
/* If relative accuracy desired, */
|
|
|
|
/* apply convergence criterion backward */
|
|
|
|
|
|
|
|
mu = (r__1 = d__[m], dabs(r__1));
|
|
|
|
sminl = mu;
|
|
|
|
i__1 = ll;
|
|
|
|
for (lll = m - 1; lll >= i__1; --lll) {
|
|
|
|
if ((r__1 = e[lll], dabs(r__1)) <= tol * mu) {
|
|
|
|
e[lll] = 0.f;
|
|
|
|
goto L60;
|
|
|
|
}
|
|
|
|
mu = (r__2 = d__[lll], dabs(r__2)) * (mu / (mu + (r__1 = e[
|
|
|
|
lll], dabs(r__1))));
|
|
|
|
sminl = dmin(sminl,mu);
|
|
|
|
/* L110: */
|
|
|
|
}
|
|
|
|
}
|
|
|
|
}
|
|
|
|
oldll = ll;
|
|
|
|
oldm = m;
|
|
|
|
|
|
|
|
/* Compute shift. First, test if shifting would ruin relative */
|
|
|
|
/* accuracy, and if so set the shift to zero. */
|
|
|
|
|
|
|
|
/* Computing MAX */
|
|
|
|
r__1 = eps, r__2 = tol * .01f;
|
|
|
|
if (tol >= 0.f && *n * tol * (sminl / smax) <= dmax(r__1,r__2)) {
|
|
|
|
|
|
|
|
/* Use a zero shift to avoid loss of relative accuracy */
|
|
|
|
|
|
|
|
shift = 0.f;
|
|
|
|
} else {
|
|
|
|
|
|
|
|
/* Compute the shift from 2-by-2 block at end of matrix */
|
|
|
|
|
|
|
|
if (idir == 1) {
|
|
|
|
sll = (r__1 = d__[ll], dabs(r__1));
|
|
|
|
slas2_(&d__[m - 1], &e[m - 1], &d__[m], &shift, &r__);
|
|
|
|
} else {
|
|
|
|
sll = (r__1 = d__[m], dabs(r__1));
|
|
|
|
slas2_(&d__[ll], &e[ll], &d__[ll + 1], &shift, &r__);
|
|
|
|
}
|
|
|
|
|
|
|
|
/* Test if shift negligible, and if so set to zero */
|
|
|
|
|
|
|
|
if (sll > 0.f) {
|
|
|
|
/* Computing 2nd power */
|
|
|
|
r__1 = shift / sll;
|
|
|
|
if (r__1 * r__1 < eps) {
|
|
|
|
shift = 0.f;
|
|
|
|
}
|
|
|
|
}
|
|
|
|
}
|
|
|
|
|
|
|
|
/* Increment iteration count */
|
|
|
|
|
|
|
|
iter = iter + m - ll;
|
|
|
|
|
|
|
|
/* If SHIFT = 0, do simplified QR iteration */
|
|
|
|
|
|
|
|
if (shift == 0.f) {
|
|
|
|
if (idir == 1) {
|
|
|
|
|
|
|
|
/* Chase bulge from top to bottom */
|
|
|
|
/* Save cosines and sines for later singular vector updates */
|
|
|
|
|
|
|
|
cs = 1.f;
|
|
|
|
oldcs = 1.f;
|
|
|
|
i__1 = m - 1;
|
|
|
|
for (i__ = ll; i__ <= i__1; ++i__) {
|
|
|
|
r__1 = d__[i__] * cs;
|
|
|
|
slartg_(&r__1, &e[i__], &cs, &sn, &r__);
|
|
|
|
if (i__ > ll) {
|
|
|
|
e[i__ - 1] = oldsn * r__;
|
|
|
|
}
|
|
|
|
r__1 = oldcs * r__;
|
|
|
|
r__2 = d__[i__ + 1] * sn;
|
|
|
|
slartg_(&r__1, &r__2, &oldcs, &oldsn, &d__[i__]);
|
|
|
|
work[i__ - ll + 1] = cs;
|
|
|
|
work[i__ - ll + 1 + nm1] = sn;
|
|
|
|
work[i__ - ll + 1 + nm12] = oldcs;
|
|
|
|
work[i__ - ll + 1 + nm13] = oldsn;
|
|
|
|
/* L120: */
|
|
|
|
}
|
|
|
|
h__ = d__[m] * cs;
|
|
|
|
d__[m] = h__ * oldcs;
|
|
|
|
e[m - 1] = h__ * oldsn;
|
|
|
|
|
|
|
|
/* Update singular vectors */
|
|
|
|
|
|
|
|
if (*ncvt > 0) {
|
|
|
|
i__1 = m - ll + 1;
|
|
|
|
slasr_("L", "V", "F", &i__1, ncvt, &work[1], &work[*n], &vt[
|
|
|
|
ll + vt_dim1], ldvt);
|
|
|
|
}
|
|
|
|
if (*nru > 0) {
|
|
|
|
i__1 = m - ll + 1;
|
|
|
|
slasr_("R", "V", "F", nru, &i__1, &work[nm12 + 1], &work[nm13
|
|
|
|
+ 1], &u[ll * u_dim1 + 1], ldu);
|
|
|
|
}
|
|
|
|
if (*ncc > 0) {
|
|
|
|
i__1 = m - ll + 1;
|
|
|
|
slasr_("L", "V", "F", &i__1, ncc, &work[nm12 + 1], &work[nm13
|
|
|
|
+ 1], &c__[ll + c_dim1], ldc);
|
|
|
|
}
|
|
|
|
|
|
|
|
/* Test convergence */
|
|
|
|
|
|
|
|
if ((r__1 = e[m - 1], dabs(r__1)) <= thresh) {
|
|
|
|
e[m - 1] = 0.f;
|
|
|
|
}
|
|
|
|
|
|
|
|
} else {
|
|
|
|
|
|
|
|
/* Chase bulge from bottom to top */
|
|
|
|
/* Save cosines and sines for later singular vector updates */
|
|
|
|
|
|
|
|
cs = 1.f;
|
|
|
|
oldcs = 1.f;
|
|
|
|
i__1 = ll + 1;
|
|
|
|
for (i__ = m; i__ >= i__1; --i__) {
|
|
|
|
r__1 = d__[i__] * cs;
|
|
|
|
slartg_(&r__1, &e[i__ - 1], &cs, &sn, &r__);
|
|
|
|
if (i__ < m) {
|
|
|
|
e[i__] = oldsn * r__;
|
|
|
|
}
|
|
|
|
r__1 = oldcs * r__;
|
|
|
|
r__2 = d__[i__ - 1] * sn;
|
|
|
|
slartg_(&r__1, &r__2, &oldcs, &oldsn, &d__[i__]);
|
|
|
|
work[i__ - ll] = cs;
|
|
|
|
work[i__ - ll + nm1] = -sn;
|
|
|
|
work[i__ - ll + nm12] = oldcs;
|
|
|
|
work[i__ - ll + nm13] = -oldsn;
|
|
|
|
/* L130: */
|
|
|
|
}
|
|
|
|
h__ = d__[ll] * cs;
|
|
|
|
d__[ll] = h__ * oldcs;
|
|
|
|
e[ll] = h__ * oldsn;
|
|
|
|
|
|
|
|
/* Update singular vectors */
|
|
|
|
|
|
|
|
if (*ncvt > 0) {
|
|
|
|
i__1 = m - ll + 1;
|
|
|
|
slasr_("L", "V", "B", &i__1, ncvt, &work[nm12 + 1], &work[
|
|
|
|
nm13 + 1], &vt[ll + vt_dim1], ldvt);
|
|
|
|
}
|
|
|
|
if (*nru > 0) {
|
|
|
|
i__1 = m - ll + 1;
|
|
|
|
slasr_("R", "V", "B", nru, &i__1, &work[1], &work[*n], &u[ll *
|
|
|
|
u_dim1 + 1], ldu);
|
|
|
|
}
|
|
|
|
if (*ncc > 0) {
|
|
|
|
i__1 = m - ll + 1;
|
|
|
|
slasr_("L", "V", "B", &i__1, ncc, &work[1], &work[*n], &c__[
|
|
|
|
ll + c_dim1], ldc);
|
|
|
|
}
|
|
|
|
|
|
|
|
/* Test convergence */
|
|
|
|
|
|
|
|
if ((r__1 = e[ll], dabs(r__1)) <= thresh) {
|
|
|
|
e[ll] = 0.f;
|
|
|
|
}
|
|
|
|
}
|
|
|
|
} else {
|
|
|
|
|
|
|
|
/* Use nonzero shift */
|
|
|
|
|
|
|
|
if (idir == 1) {
|
|
|
|
|
|
|
|
/* Chase bulge from top to bottom */
|
|
|
|
/* Save cosines and sines for later singular vector updates */
|
|
|
|
|
|
|
|
f = ((r__1 = d__[ll], dabs(r__1)) - shift) * (r_sign(&c_b49, &d__[
|
|
|
|
ll]) + shift / d__[ll]);
|
|
|
|
g = e[ll];
|
|
|
|
i__1 = m - 1;
|
|
|
|
for (i__ = ll; i__ <= i__1; ++i__) {
|
|
|
|
slartg_(&f, &g, &cosr, &sinr, &r__);
|
|
|
|
if (i__ > ll) {
|
|
|
|
e[i__ - 1] = r__;
|
|
|
|
}
|
|
|
|
f = cosr * d__[i__] + sinr * e[i__];
|
|
|
|
e[i__] = cosr * e[i__] - sinr * d__[i__];
|
|
|
|
g = sinr * d__[i__ + 1];
|
|
|
|
d__[i__ + 1] = cosr * d__[i__ + 1];
|
|
|
|
slartg_(&f, &g, &cosl, &sinl, &r__);
|
|
|
|
d__[i__] = r__;
|
|
|
|
f = cosl * e[i__] + sinl * d__[i__ + 1];
|
|
|
|
d__[i__ + 1] = cosl * d__[i__ + 1] - sinl * e[i__];
|
|
|
|
if (i__ < m - 1) {
|
|
|
|
g = sinl * e[i__ + 1];
|
|
|
|
e[i__ + 1] = cosl * e[i__ + 1];
|
|
|
|
}
|
|
|
|
work[i__ - ll + 1] = cosr;
|
|
|
|
work[i__ - ll + 1 + nm1] = sinr;
|
|
|
|
work[i__ - ll + 1 + nm12] = cosl;
|
|
|
|
work[i__ - ll + 1 + nm13] = sinl;
|
|
|
|
/* L140: */
|
|
|
|
}
|
|
|
|
e[m - 1] = f;
|
|
|
|
|
|
|
|
/* Update singular vectors */
|
|
|
|
|
|
|
|
if (*ncvt > 0) {
|
|
|
|
i__1 = m - ll + 1;
|
|
|
|
slasr_("L", "V", "F", &i__1, ncvt, &work[1], &work[*n], &vt[
|
|
|
|
ll + vt_dim1], ldvt);
|
|
|
|
}
|
|
|
|
if (*nru > 0) {
|
|
|
|
i__1 = m - ll + 1;
|
|
|
|
slasr_("R", "V", "F", nru, &i__1, &work[nm12 + 1], &work[nm13
|
|
|
|
+ 1], &u[ll * u_dim1 + 1], ldu);
|
|
|
|
}
|
|
|
|
if (*ncc > 0) {
|
|
|
|
i__1 = m - ll + 1;
|
|
|
|
slasr_("L", "V", "F", &i__1, ncc, &work[nm12 + 1], &work[nm13
|
|
|
|
+ 1], &c__[ll + c_dim1], ldc);
|
|
|
|
}
|
|
|
|
|
|
|
|
/* Test convergence */
|
|
|
|
|
|
|
|
if ((r__1 = e[m - 1], dabs(r__1)) <= thresh) {
|
|
|
|
e[m - 1] = 0.f;
|
|
|
|
}
|
|
|
|
|
|
|
|
} else {
|
|
|
|
|
|
|
|
/* Chase bulge from bottom to top */
|
|
|
|
/* Save cosines and sines for later singular vector updates */
|
|
|
|
|
|
|
|
f = ((r__1 = d__[m], dabs(r__1)) - shift) * (r_sign(&c_b49, &d__[
|
|
|
|
m]) + shift / d__[m]);
|
|
|
|
g = e[m - 1];
|
|
|
|
i__1 = ll + 1;
|
|
|
|
for (i__ = m; i__ >= i__1; --i__) {
|
|
|
|
slartg_(&f, &g, &cosr, &sinr, &r__);
|
|
|
|
if (i__ < m) {
|
|
|
|
e[i__] = r__;
|
|
|
|
}
|
|
|
|
f = cosr * d__[i__] + sinr * e[i__ - 1];
|
|
|
|
e[i__ - 1] = cosr * e[i__ - 1] - sinr * d__[i__];
|
|
|
|
g = sinr * d__[i__ - 1];
|
|
|
|
d__[i__ - 1] = cosr * d__[i__ - 1];
|
|
|
|
slartg_(&f, &g, &cosl, &sinl, &r__);
|
|
|
|
d__[i__] = r__;
|
|
|
|
f = cosl * e[i__ - 1] + sinl * d__[i__ - 1];
|
|
|
|
d__[i__ - 1] = cosl * d__[i__ - 1] - sinl * e[i__ - 1];
|
|
|
|
if (i__ > ll + 1) {
|
|
|
|
g = sinl * e[i__ - 2];
|
|
|
|
e[i__ - 2] = cosl * e[i__ - 2];
|
|
|
|
}
|
|
|
|
work[i__ - ll] = cosr;
|
|
|
|
work[i__ - ll + nm1] = -sinr;
|
|
|
|
work[i__ - ll + nm12] = cosl;
|
|
|
|
work[i__ - ll + nm13] = -sinl;
|
|
|
|
/* L150: */
|
|
|
|
}
|
|
|
|
e[ll] = f;
|
|
|
|
|
|
|
|
/* Test convergence */
|
|
|
|
|
|
|
|
if ((r__1 = e[ll], dabs(r__1)) <= thresh) {
|
|
|
|
e[ll] = 0.f;
|
|
|
|
}
|
|
|
|
|
|
|
|
/* Update singular vectors if desired */
|
|
|
|
|
|
|
|
if (*ncvt > 0) {
|
|
|
|
i__1 = m - ll + 1;
|
|
|
|
slasr_("L", "V", "B", &i__1, ncvt, &work[nm12 + 1], &work[
|
|
|
|
nm13 + 1], &vt[ll + vt_dim1], ldvt);
|
|
|
|
}
|
|
|
|
if (*nru > 0) {
|
|
|
|
i__1 = m - ll + 1;
|
|
|
|
slasr_("R", "V", "B", nru, &i__1, &work[1], &work[*n], &u[ll *
|
|
|
|
u_dim1 + 1], ldu);
|
|
|
|
}
|
|
|
|
if (*ncc > 0) {
|
|
|
|
i__1 = m - ll + 1;
|
|
|
|
slasr_("L", "V", "B", &i__1, ncc, &work[1], &work[*n], &c__[
|
|
|
|
ll + c_dim1], ldc);
|
|
|
|
}
|
|
|
|
}
|
|
|
|
}
|
|
|
|
|
|
|
|
/* QR iteration finished, go back and check convergence */
|
|
|
|
|
|
|
|
goto L60;
|
|
|
|
|
|
|
|
/* All singular values converged, so make them positive */
|
|
|
|
|
|
|
|
L160:
|
|
|
|
i__1 = *n;
|
|
|
|
for (i__ = 1; i__ <= i__1; ++i__) {
|
|
|
|
if (d__[i__] < 0.f) {
|
|
|
|
d__[i__] = -d__[i__];
|
|
|
|
|
|
|
|
/* Change sign of singular vectors, if desired */
|
|
|
|
|
|
|
|
if (*ncvt > 0) {
|
|
|
|
sscal_(ncvt, &c_b72, &vt[i__ + vt_dim1], ldvt);
|
|
|
|
}
|
|
|
|
}
|
|
|
|
/* L170: */
|
|
|
|
}
|
|
|
|
|
|
|
|
/* Sort the singular values into decreasing order (insertion sort on */
|
|
|
|
/* singular values, but only one transposition per singular vector) */
|
|
|
|
|
|
|
|
i__1 = *n - 1;
|
|
|
|
for (i__ = 1; i__ <= i__1; ++i__) {
|
|
|
|
|
|
|
|
/* Scan for smallest D(I) */
|
|
|
|
|
|
|
|
isub = 1;
|
|
|
|
smin = d__[1];
|
|
|
|
i__2 = *n + 1 - i__;
|
|
|
|
for (j = 2; j <= i__2; ++j) {
|
|
|
|
if (d__[j] <= smin) {
|
|
|
|
isub = j;
|
|
|
|
smin = d__[j];
|
|
|
|
}
|
|
|
|
/* L180: */
|
|
|
|
}
|
|
|
|
if (isub != *n + 1 - i__) {
|
|
|
|
|
|
|
|
/* Swap singular values and vectors */
|
|
|
|
|
|
|
|
d__[isub] = d__[*n + 1 - i__];
|
|
|
|
d__[*n + 1 - i__] = smin;
|
|
|
|
if (*ncvt > 0) {
|
|
|
|
sswap_(ncvt, &vt[isub + vt_dim1], ldvt, &vt[*n + 1 - i__ +
|
|
|
|
vt_dim1], ldvt);
|
|
|
|
}
|
|
|
|
if (*nru > 0) {
|
|
|
|
sswap_(nru, &u[isub * u_dim1 + 1], &c__1, &u[(*n + 1 - i__) *
|
|
|
|
u_dim1 + 1], &c__1);
|
|
|
|
}
|
|
|
|
if (*ncc > 0) {
|
|
|
|
sswap_(ncc, &c__[isub + c_dim1], ldc, &c__[*n + 1 - i__ +
|
|
|
|
c_dim1], ldc);
|
|
|
|
}
|
|
|
|
}
|
|
|
|
/* L190: */
|
|
|
|
}
|
|
|
|
goto L220;
|
|
|
|
|
|
|
|
/* Maximum number of iterations exceeded, failure to converge */
|
|
|
|
|
|
|
|
L200:
|
|
|
|
*info = 0;
|
|
|
|
i__1 = *n - 1;
|
|
|
|
for (i__ = 1; i__ <= i__1; ++i__) {
|
|
|
|
if (e[i__] != 0.f) {
|
|
|
|
++(*info);
|
|
|
|
}
|
|
|
|
/* L210: */
|
|
|
|
}
|
|
|
|
L220:
|
|
|
|
return 0;
|
|
|
|
|
|
|
|
/* End of SBDSQR */
|
|
|
|
|
|
|
|
} /* sbdsqr_ */
|