365 lines
		
	
	
		
			13 KiB
		
	
	
	
		
			C
		
	
	
	
	
	
			
		
		
	
	
			365 lines
		
	
	
		
			13 KiB
		
	
	
	
		
			C
		
	
	
	
	
	
/* slasd6.f -- translated by f2c (version 20061008).
 | 
						|
   You must link the resulting object file with libf2c:
 | 
						|
	on Microsoft Windows system, link with libf2c.lib;
 | 
						|
	on Linux or Unix systems, link with .../path/to/libf2c.a -lm
 | 
						|
	or, if you install libf2c.a in a standard place, with -lf2c -lm
 | 
						|
	-- in that order, at the end of the command line, as in
 | 
						|
		cc *.o -lf2c -lm
 | 
						|
	Source for libf2c is in /netlib/f2c/libf2c.zip, e.g.,
 | 
						|
 | 
						|
		http://www.netlib.org/f2c/libf2c.zip
 | 
						|
*/
 | 
						|
 | 
						|
#include "clapack.h"
 | 
						|
 | 
						|
 | 
						|
/* Table of constant values */
 | 
						|
 | 
						|
static integer c__0 = 0;
 | 
						|
static real c_b7 = 1.f;
 | 
						|
static integer c__1 = 1;
 | 
						|
static integer c_n1 = -1;
 | 
						|
 | 
						|
/* Subroutine */ int slasd6_(integer *icompq, integer *nl, integer *nr, 
 | 
						|
	integer *sqre, real *d__, real *vf, real *vl, real *alpha, real *beta, 
 | 
						|
	 integer *idxq, integer *perm, integer *givptr, integer *givcol, 
 | 
						|
	integer *ldgcol, real *givnum, integer *ldgnum, real *poles, real *
 | 
						|
	difl, real *difr, real *z__, integer *k, real *c__, real *s, real *
 | 
						|
	work, integer *iwork, integer *info)
 | 
						|
{
 | 
						|
    /* System generated locals */
 | 
						|
    integer givcol_dim1, givcol_offset, givnum_dim1, givnum_offset, 
 | 
						|
	    poles_dim1, poles_offset, i__1;
 | 
						|
    real r__1, r__2;
 | 
						|
 | 
						|
    /* Local variables */
 | 
						|
    integer i__, m, n, n1, n2, iw, idx, idxc, idxp, ivfw, ivlw;
 | 
						|
    extern /* Subroutine */ int scopy_(integer *, real *, integer *, real *, 
 | 
						|
	    integer *), slasd7_(integer *, integer *, integer *, integer *, 
 | 
						|
	    integer *, real *, real *, real *, real *, real *, real *, real *, 
 | 
						|
	     real *, real *, real *, integer *, integer *, integer *, integer 
 | 
						|
	    *, integer *, integer *, integer *, real *, integer *, real *, 
 | 
						|
	    real *, integer *), slasd8_(integer *, integer *, real *, real *, 
 | 
						|
	    real *, real *, real *, real *, integer *, real *, real *, 
 | 
						|
	    integer *);
 | 
						|
    integer isigma;
 | 
						|
    extern /* Subroutine */ int xerbla_(char *, integer *), slascl_(
 | 
						|
	    char *, integer *, integer *, real *, real *, integer *, integer *
 | 
						|
, real *, integer *, integer *), slamrg_(integer *, 
 | 
						|
	    integer *, real *, integer *, integer *, integer *);
 | 
						|
    real orgnrm;
 | 
						|
 | 
						|
 | 
						|
/*  -- LAPACK auxiliary routine (version 3.2) -- */
 | 
						|
/*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
 | 
						|
/*     November 2006 */
 | 
						|
 | 
						|
/*     .. Scalar Arguments .. */
 | 
						|
/*     .. */
 | 
						|
/*     .. Array Arguments .. */
 | 
						|
/*     .. */
 | 
						|
 | 
						|
/*  Purpose */
 | 
						|
/*  ======= */
 | 
						|
 | 
						|
/*  SLASD6 computes the SVD of an updated upper bidiagonal matrix B */
 | 
						|
/*  obtained by merging two smaller ones by appending a row. This */
 | 
						|
/*  routine is used only for the problem which requires all singular */
 | 
						|
/*  values and optionally singular vector matrices in factored form. */
 | 
						|
/*  B is an N-by-M matrix with N = NL + NR + 1 and M = N + SQRE. */
 | 
						|
/*  A related subroutine, SLASD1, handles the case in which all singular */
 | 
						|
/*  values and singular vectors of the bidiagonal matrix are desired. */
 | 
						|
 | 
						|
/*  SLASD6 computes the SVD as follows: */
 | 
						|
 | 
						|
/*                ( D1(in)  0    0     0 ) */
 | 
						|
/*    B = U(in) * (   Z1'   a   Z2'    b ) * VT(in) */
 | 
						|
/*                (   0     0   D2(in) 0 ) */
 | 
						|
 | 
						|
/*      = U(out) * ( D(out) 0) * VT(out) */
 | 
						|
 | 
						|
/*  where Z' = (Z1' a Z2' b) = u' VT', and u is a vector of dimension M */
 | 
						|
/*  with ALPHA and BETA in the NL+1 and NL+2 th entries and zeros */
 | 
						|
/*  elsewhere; and the entry b is empty if SQRE = 0. */
 | 
						|
 | 
						|
/*  The singular values of B can be computed using D1, D2, the first */
 | 
						|
/*  components of all the right singular vectors of the lower block, and */
 | 
						|
/*  the last components of all the right singular vectors of the upper */
 | 
						|
/*  block. These components are stored and updated in VF and VL, */
 | 
						|
/*  respectively, in SLASD6. Hence U and VT are not explicitly */
 | 
						|
/*  referenced. */
 | 
						|
 | 
						|
/*  The singular values are stored in D. The algorithm consists of two */
 | 
						|
/*  stages: */
 | 
						|
 | 
						|
/*        The first stage consists of deflating the size of the problem */
 | 
						|
/*        when there are multiple singular values or if there is a zero */
 | 
						|
/*        in the Z vector. For each such occurence the dimension of the */
 | 
						|
/*        secular equation problem is reduced by one. This stage is */
 | 
						|
/*        performed by the routine SLASD7. */
 | 
						|
 | 
						|
/*        The second stage consists of calculating the updated */
 | 
						|
/*        singular values. This is done by finding the roots of the */
 | 
						|
/*        secular equation via the routine SLASD4 (as called by SLASD8). */
 | 
						|
/*        This routine also updates VF and VL and computes the distances */
 | 
						|
/*        between the updated singular values and the old singular */
 | 
						|
/*        values. */
 | 
						|
 | 
						|
/*  SLASD6 is called from SLASDA. */
 | 
						|
 | 
						|
/*  Arguments */
 | 
						|
/*  ========= */
 | 
						|
 | 
						|
/*  ICOMPQ (input) INTEGER */
 | 
						|
/*         Specifies whether singular vectors are to be computed in */
 | 
						|
/*         factored form: */
 | 
						|
/*         = 0: Compute singular values only. */
 | 
						|
/*         = 1: Compute singular vectors in factored form as well. */
 | 
						|
 | 
						|
/*  NL     (input) INTEGER */
 | 
						|
/*         The row dimension of the upper block.  NL >= 1. */
 | 
						|
 | 
						|
/*  NR     (input) INTEGER */
 | 
						|
/*         The row dimension of the lower block.  NR >= 1. */
 | 
						|
 | 
						|
/*  SQRE   (input) INTEGER */
 | 
						|
/*         = 0: the lower block is an NR-by-NR square matrix. */
 | 
						|
/*         = 1: the lower block is an NR-by-(NR+1) rectangular matrix. */
 | 
						|
 | 
						|
/*         The bidiagonal matrix has row dimension N = NL + NR + 1, */
 | 
						|
/*         and column dimension M = N + SQRE. */
 | 
						|
 | 
						|
/*  D      (input/output) REAL array, dimension (NL+NR+1). */
 | 
						|
/*         On entry D(1:NL,1:NL) contains the singular values of the */
 | 
						|
/*         upper block, and D(NL+2:N) contains the singular values */
 | 
						|
/*         of the lower block. On exit D(1:N) contains the singular */
 | 
						|
/*         values of the modified matrix. */
 | 
						|
 | 
						|
/*  VF     (input/output) REAL array, dimension (M) */
 | 
						|
/*         On entry, VF(1:NL+1) contains the first components of all */
 | 
						|
/*         right singular vectors of the upper block; and VF(NL+2:M) */
 | 
						|
/*         contains the first components of all right singular vectors */
 | 
						|
/*         of the lower block. On exit, VF contains the first components */
 | 
						|
/*         of all right singular vectors of the bidiagonal matrix. */
 | 
						|
 | 
						|
/*  VL     (input/output) REAL array, dimension (M) */
 | 
						|
/*         On entry, VL(1:NL+1) contains the  last components of all */
 | 
						|
/*         right singular vectors of the upper block; and VL(NL+2:M) */
 | 
						|
/*         contains the last components of all right singular vectors of */
 | 
						|
/*         the lower block. On exit, VL contains the last components of */
 | 
						|
/*         all right singular vectors of the bidiagonal matrix. */
 | 
						|
 | 
						|
/*  ALPHA  (input/output) REAL */
 | 
						|
/*         Contains the diagonal element associated with the added row. */
 | 
						|
 | 
						|
/*  BETA   (input/output) REAL */
 | 
						|
/*         Contains the off-diagonal element associated with the added */
 | 
						|
/*         row. */
 | 
						|
 | 
						|
/*  IDXQ   (output) INTEGER array, dimension (N) */
 | 
						|
/*         This contains the permutation which will reintegrate the */
 | 
						|
/*         subproblem just solved back into sorted order, i.e. */
 | 
						|
/*         D( IDXQ( I = 1, N ) ) will be in ascending order. */
 | 
						|
 | 
						|
/*  PERM   (output) INTEGER array, dimension ( N ) */
 | 
						|
/*         The permutations (from deflation and sorting) to be applied */
 | 
						|
/*         to each block. Not referenced if ICOMPQ = 0. */
 | 
						|
 | 
						|
/*  GIVPTR (output) INTEGER */
 | 
						|
/*         The number of Givens rotations which took place in this */
 | 
						|
/*         subproblem. Not referenced if ICOMPQ = 0. */
 | 
						|
 | 
						|
/*  GIVCOL (output) INTEGER array, dimension ( LDGCOL, 2 ) */
 | 
						|
/*         Each pair of numbers indicates a pair of columns to take place */
 | 
						|
/*         in a Givens rotation. Not referenced if ICOMPQ = 0. */
 | 
						|
 | 
						|
/*  LDGCOL (input) INTEGER */
 | 
						|
/*         leading dimension of GIVCOL, must be at least N. */
 | 
						|
 | 
						|
/*  GIVNUM (output) REAL array, dimension ( LDGNUM, 2 ) */
 | 
						|
/*         Each number indicates the C or S value to be used in the */
 | 
						|
/*         corresponding Givens rotation. Not referenced if ICOMPQ = 0. */
 | 
						|
 | 
						|
/*  LDGNUM (input) INTEGER */
 | 
						|
/*         The leading dimension of GIVNUM and POLES, must be at least N. */
 | 
						|
 | 
						|
/*  POLES  (output) REAL array, dimension ( LDGNUM, 2 ) */
 | 
						|
/*         On exit, POLES(1,*) is an array containing the new singular */
 | 
						|
/*         values obtained from solving the secular equation, and */
 | 
						|
/*         POLES(2,*) is an array containing the poles in the secular */
 | 
						|
/*         equation. Not referenced if ICOMPQ = 0. */
 | 
						|
 | 
						|
/*  DIFL   (output) REAL array, dimension ( N ) */
 | 
						|
/*         On exit, DIFL(I) is the distance between I-th updated */
 | 
						|
/*         (undeflated) singular value and the I-th (undeflated) old */
 | 
						|
/*         singular value. */
 | 
						|
 | 
						|
/*  DIFR   (output) REAL array, */
 | 
						|
/*                  dimension ( LDGNUM, 2 ) if ICOMPQ = 1 and */
 | 
						|
/*                  dimension ( N ) if ICOMPQ = 0. */
 | 
						|
/*         On exit, DIFR(I, 1) is the distance between I-th updated */
 | 
						|
/*         (undeflated) singular value and the I+1-th (undeflated) old */
 | 
						|
/*         singular value. */
 | 
						|
 | 
						|
/*         If ICOMPQ = 1, DIFR(1:K,2) is an array containing the */
 | 
						|
/*         normalizing factors for the right singular vector matrix. */
 | 
						|
 | 
						|
/*         See SLASD8 for details on DIFL and DIFR. */
 | 
						|
 | 
						|
/*  Z      (output) REAL array, dimension ( M ) */
 | 
						|
/*         The first elements of this array contain the components */
 | 
						|
/*         of the deflation-adjusted updating row vector. */
 | 
						|
 | 
						|
/*  K      (output) INTEGER */
 | 
						|
/*         Contains the dimension of the non-deflated matrix, */
 | 
						|
/*         This is the order of the related secular equation. 1 <= K <=N. */
 | 
						|
 | 
						|
/*  C      (output) REAL */
 | 
						|
/*         C contains garbage if SQRE =0 and the C-value of a Givens */
 | 
						|
/*         rotation related to the right null space if SQRE = 1. */
 | 
						|
 | 
						|
/*  S      (output) REAL */
 | 
						|
/*         S contains garbage if SQRE =0 and the S-value of a Givens */
 | 
						|
/*         rotation related to the right null space if SQRE = 1. */
 | 
						|
 | 
						|
/*  WORK   (workspace) REAL array, dimension ( 4 * M ) */
 | 
						|
 | 
						|
/*  IWORK  (workspace) INTEGER array, dimension ( 3 * N ) */
 | 
						|
 | 
						|
/*  INFO   (output) INTEGER */
 | 
						|
/*          = 0:  successful exit. */
 | 
						|
/*          < 0:  if INFO = -i, the i-th argument had an illegal value. */
 | 
						|
/*          > 0:  if INFO = 1, an singular value did not converge */
 | 
						|
 | 
						|
/*  Further Details */
 | 
						|
/*  =============== */
 | 
						|
 | 
						|
/*  Based on contributions by */
 | 
						|
/*     Ming Gu and Huan Ren, Computer Science Division, University of */
 | 
						|
/*     California at Berkeley, USA */
 | 
						|
 | 
						|
/*  ===================================================================== */
 | 
						|
 | 
						|
/*     .. Parameters .. */
 | 
						|
/*     .. */
 | 
						|
/*     .. Local Scalars .. */
 | 
						|
/*     .. */
 | 
						|
/*     .. External Subroutines .. */
 | 
						|
/*     .. */
 | 
						|
/*     .. Intrinsic Functions .. */
 | 
						|
/*     .. */
 | 
						|
/*     .. Executable Statements .. */
 | 
						|
 | 
						|
/*     Test the input parameters. */
 | 
						|
 | 
						|
    /* Parameter adjustments */
 | 
						|
    --d__;
 | 
						|
    --vf;
 | 
						|
    --vl;
 | 
						|
    --idxq;
 | 
						|
    --perm;
 | 
						|
    givcol_dim1 = *ldgcol;
 | 
						|
    givcol_offset = 1 + givcol_dim1;
 | 
						|
    givcol -= givcol_offset;
 | 
						|
    poles_dim1 = *ldgnum;
 | 
						|
    poles_offset = 1 + poles_dim1;
 | 
						|
    poles -= poles_offset;
 | 
						|
    givnum_dim1 = *ldgnum;
 | 
						|
    givnum_offset = 1 + givnum_dim1;
 | 
						|
    givnum -= givnum_offset;
 | 
						|
    --difl;
 | 
						|
    --difr;
 | 
						|
    --z__;
 | 
						|
    --work;
 | 
						|
    --iwork;
 | 
						|
 | 
						|
    /* Function Body */
 | 
						|
    *info = 0;
 | 
						|
    n = *nl + *nr + 1;
 | 
						|
    m = n + *sqre;
 | 
						|
 | 
						|
    if (*icompq < 0 || *icompq > 1) {
 | 
						|
	*info = -1;
 | 
						|
    } else if (*nl < 1) {
 | 
						|
	*info = -2;
 | 
						|
    } else if (*nr < 1) {
 | 
						|
	*info = -3;
 | 
						|
    } else if (*sqre < 0 || *sqre > 1) {
 | 
						|
	*info = -4;
 | 
						|
    } else if (*ldgcol < n) {
 | 
						|
	*info = -14;
 | 
						|
    } else if (*ldgnum < n) {
 | 
						|
	*info = -16;
 | 
						|
    }
 | 
						|
    if (*info != 0) {
 | 
						|
	i__1 = -(*info);
 | 
						|
	xerbla_("SLASD6", &i__1);
 | 
						|
	return 0;
 | 
						|
    }
 | 
						|
 | 
						|
/*     The following values are for bookkeeping purposes only.  They are */
 | 
						|
/*     integer pointers which indicate the portion of the workspace */
 | 
						|
/*     used by a particular array in SLASD7 and SLASD8. */
 | 
						|
 | 
						|
    isigma = 1;
 | 
						|
    iw = isigma + n;
 | 
						|
    ivfw = iw + m;
 | 
						|
    ivlw = ivfw + m;
 | 
						|
 | 
						|
    idx = 1;
 | 
						|
    idxc = idx + n;
 | 
						|
    idxp = idxc + n;
 | 
						|
 | 
						|
/*     Scale. */
 | 
						|
 | 
						|
/* Computing MAX */
 | 
						|
    r__1 = dabs(*alpha), r__2 = dabs(*beta);
 | 
						|
    orgnrm = dmax(r__1,r__2);
 | 
						|
    d__[*nl + 1] = 0.f;
 | 
						|
    i__1 = n;
 | 
						|
    for (i__ = 1; i__ <= i__1; ++i__) {
 | 
						|
	if ((r__1 = d__[i__], dabs(r__1)) > orgnrm) {
 | 
						|
	    orgnrm = (r__1 = d__[i__], dabs(r__1));
 | 
						|
	}
 | 
						|
/* L10: */
 | 
						|
    }
 | 
						|
    slascl_("G", &c__0, &c__0, &orgnrm, &c_b7, &n, &c__1, &d__[1], &n, info);
 | 
						|
    *alpha /= orgnrm;
 | 
						|
    *beta /= orgnrm;
 | 
						|
 | 
						|
/*     Sort and Deflate singular values. */
 | 
						|
 | 
						|
    slasd7_(icompq, nl, nr, sqre, k, &d__[1], &z__[1], &work[iw], &vf[1], &
 | 
						|
	    work[ivfw], &vl[1], &work[ivlw], alpha, beta, &work[isigma], &
 | 
						|
	    iwork[idx], &iwork[idxp], &idxq[1], &perm[1], givptr, &givcol[
 | 
						|
	    givcol_offset], ldgcol, &givnum[givnum_offset], ldgnum, c__, s, 
 | 
						|
	    info);
 | 
						|
 | 
						|
/*     Solve Secular Equation, compute DIFL, DIFR, and update VF, VL. */
 | 
						|
 | 
						|
    slasd8_(icompq, k, &d__[1], &z__[1], &vf[1], &vl[1], &difl[1], &difr[1], 
 | 
						|
	    ldgnum, &work[isigma], &work[iw], info);
 | 
						|
 | 
						|
/*     Save the poles if ICOMPQ = 1. */
 | 
						|
 | 
						|
    if (*icompq == 1) {
 | 
						|
	scopy_(k, &d__[1], &c__1, &poles[poles_dim1 + 1], &c__1);
 | 
						|
	scopy_(k, &work[isigma], &c__1, &poles[(poles_dim1 << 1) + 1], &c__1);
 | 
						|
    }
 | 
						|
 | 
						|
/*     Unscale. */
 | 
						|
 | 
						|
    slascl_("G", &c__0, &c__0, &c_b7, &orgnrm, &n, &c__1, &d__[1], &n, info);
 | 
						|
 | 
						|
/*     Prepare the IDXQ sorting permutation. */
 | 
						|
 | 
						|
    n1 = *k;
 | 
						|
    n2 = n - *k;
 | 
						|
    slamrg_(&n1, &n2, &d__[1], &c__1, &c_n1, &idxq[1]);
 | 
						|
 | 
						|
    return 0;
 | 
						|
 | 
						|
/*     End of SLASD6 */
 | 
						|
 | 
						|
} /* slasd6_ */
 |