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zbdsqr.f
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1*> \brief \b ZBDSQR
2*
3* =========== DOCUMENTATION ===========
4*
5* Online html documentation available at
6* http://www.netlib.org/lapack/explore-html/
7*
8*> \htmlonly
9*> Download ZBDSQR + dependencies
10*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zbdsqr.f">
11*> [TGZ]</a>
12*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zbdsqr.f">
13*> [ZIP]</a>
14*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zbdsqr.f">
15*> [TXT]</a>
16*> \endhtmlonly
17*
18* Definition:
19* ===========
20*
21* SUBROUTINE ZBDSQR( UPLO, N, NCVT, NRU, NCC, D, E, VT, LDVT, U,
22* LDU, C, LDC, RWORK, INFO )
23*
24* .. Scalar Arguments ..
25* CHARACTER UPLO
26* INTEGER INFO, LDC, LDU, LDVT, N, NCC, NCVT, NRU
27* ..
28* .. Array Arguments ..
29* DOUBLE PRECISION D( * ), E( * ), RWORK( * )
30* COMPLEX*16 C( LDC, * ), U( LDU, * ), VT( LDVT, * )
31* ..
32*
33*
34*> \par Purpose:
35* =============
36*>
37*> \verbatim
38*>
39*> ZBDSQR computes the singular values and, optionally, the right and/or
40*> left singular vectors from the singular value decomposition (SVD) of
41*> a real N-by-N (upper or lower) bidiagonal matrix B using the implicit
42*> zero-shift QR algorithm. The SVD of B has the form
43*>
44*> B = Q * S * P**H
45*>
46*> where S is the diagonal matrix of singular values, Q is an orthogonal
47*> matrix of left singular vectors, and P is an orthogonal matrix of
48*> right singular vectors. If left singular vectors are requested, this
49*> subroutine actually returns U*Q instead of Q, and, if right singular
50*> vectors are requested, this subroutine returns P**H*VT instead of
51*> P**H, for given complex input matrices U and VT. When U and VT are
52*> the unitary matrices that reduce a general matrix A to bidiagonal
53*> form: A = U*B*VT, as computed by ZGEBRD, then
54*>
55*> A = (U*Q) * S * (P**H*VT)
56*>
57*> is the SVD of A. Optionally, the subroutine may also compute Q**H*C
58*> for a given complex input matrix C.
59*>
60*> See "Computing Small Singular Values of Bidiagonal Matrices With
61*> Guaranteed High Relative Accuracy," by J. Demmel and W. Kahan,
62*> LAPACK Working Note #3 (or SIAM J. Sci. Statist. Comput. vol. 11,
63*> no. 5, pp. 873-912, Sept 1990) and
64*> "Accurate singular values and differential qd algorithms," by
65*> B. Parlett and V. Fernando, Technical Report CPAM-554, Mathematics
66*> Department, University of California at Berkeley, July 1992
67*> for a detailed description of the algorithm.
68*> \endverbatim
69*
70* Arguments:
71* ==========
72*
73*> \param[in] UPLO
74*> \verbatim
75*> UPLO is CHARACTER*1
76*> = 'U': B is upper bidiagonal;
77*> = 'L': B is lower bidiagonal.
78*> \endverbatim
79*>
80*> \param[in] N
81*> \verbatim
82*> N is INTEGER
83*> The order of the matrix B. N >= 0.
84*> \endverbatim
85*>
86*> \param[in] NCVT
87*> \verbatim
88*> NCVT is INTEGER
89*> The number of columns of the matrix VT. NCVT >= 0.
90*> \endverbatim
91*>
92*> \param[in] NRU
93*> \verbatim
94*> NRU is INTEGER
95*> The number of rows of the matrix U. NRU >= 0.
96*> \endverbatim
97*>
98*> \param[in] NCC
99*> \verbatim
100*> NCC is INTEGER
101*> The number of columns of the matrix C. NCC >= 0.
102*> \endverbatim
103*>
104*> \param[in,out] D
105*> \verbatim
106*> D is DOUBLE PRECISION array, dimension (N)
107*> On entry, the n diagonal elements of the bidiagonal matrix B.
108*> On exit, if INFO=0, the singular values of B in decreasing
109*> order.
110*> \endverbatim
111*>
112*> \param[in,out] E
113*> \verbatim
114*> E is DOUBLE PRECISION array, dimension (N-1)
115*> On entry, the N-1 offdiagonal elements of the bidiagonal
116*> matrix B.
117*> On exit, if INFO = 0, E is destroyed; if INFO > 0, D and E
118*> will contain the diagonal and superdiagonal elements of a
119*> bidiagonal matrix orthogonally equivalent to the one given
120*> as input.
121*> \endverbatim
122*>
123*> \param[in,out] VT
124*> \verbatim
125*> VT is COMPLEX*16 array, dimension (LDVT, NCVT)
126*> On entry, an N-by-NCVT matrix VT.
127*> On exit, VT is overwritten by P**H * VT.
128*> Not referenced if NCVT = 0.
129*> \endverbatim
130*>
131*> \param[in] LDVT
132*> \verbatim
133*> LDVT is INTEGER
134*> The leading dimension of the array VT.
135*> LDVT >= max(1,N) if NCVT > 0; LDVT >= 1 if NCVT = 0.
136*> \endverbatim
137*>
138*> \param[in,out] U
139*> \verbatim
140*> U is COMPLEX*16 array, dimension (LDU, N)
141*> On entry, an NRU-by-N matrix U.
142*> On exit, U is overwritten by U * Q.
143*> Not referenced if NRU = 0.
144*> \endverbatim
145*>
146*> \param[in] LDU
147*> \verbatim
148*> LDU is INTEGER
149*> The leading dimension of the array U. LDU >= max(1,NRU).
150*> \endverbatim
151*>
152*> \param[in,out] C
153*> \verbatim
154*> C is COMPLEX*16 array, dimension (LDC, NCC)
155*> On entry, an N-by-NCC matrix C.
156*> On exit, C is overwritten by Q**H * C.
157*> Not referenced if NCC = 0.
158*> \endverbatim
159*>
160*> \param[in] LDC
161*> \verbatim
162*> LDC is INTEGER
163*> The leading dimension of the array C.
164*> LDC >= max(1,N) if NCC > 0; LDC >=1 if NCC = 0.
165*> \endverbatim
166*>
167*> \param[out] RWORK
168*> \verbatim
169*> RWORK is DOUBLE PRECISION array, dimension (4*N)
170*> \endverbatim
171*>
172*> \param[out] INFO
173*> \verbatim
174*> INFO is INTEGER
175*> = 0: successful exit
176*> < 0: If INFO = -i, the i-th argument had an illegal value
177*> > 0: the algorithm did not converge; D and E contain the
178*> elements of a bidiagonal matrix which is orthogonally
179*> similar to the input matrix B; if INFO = i, i
180*> elements of E have not converged to zero.
181*> \endverbatim
182*
183*> \par Internal Parameters:
184* =========================
185*>
186*> \verbatim
187*> TOLMUL DOUBLE PRECISION, default = max(10,min(100,EPS**(-1/8)))
188*> TOLMUL controls the convergence criterion of the QR loop.
189*> If it is positive, TOLMUL*EPS is the desired relative
190*> precision in the computed singular values.
191*> If it is negative, abs(TOLMUL*EPS*sigma_max) is the
192*> desired absolute accuracy in the computed singular
193*> values (corresponds to relative accuracy
194*> abs(TOLMUL*EPS) in the largest singular value.
195*> abs(TOLMUL) should be between 1 and 1/EPS, and preferably
196*> between 10 (for fast convergence) and .1/EPS
197*> (for there to be some accuracy in the results).
198*> Default is to lose at either one eighth or 2 of the
199*> available decimal digits in each computed singular value
200*> (whichever is smaller).
201*>
202*> MAXITR INTEGER, default = 6
203*> MAXITR controls the maximum number of passes of the
204*> algorithm through its inner loop. The algorithms stops
205*> (and so fails to converge) if the number of passes
206*> through the inner loop exceeds MAXITR*N**2.
207*> \endverbatim
208*
209* Authors:
210* ========
211*
212*> \author Univ. of Tennessee
213*> \author Univ. of California Berkeley
214*> \author Univ. of Colorado Denver
215*> \author NAG Ltd.
216*
217*> \ingroup complex16OTHERcomputational
218*
219* =====================================================================
220 SUBROUTINE zbdsqr( UPLO, N, NCVT, NRU, NCC, D, E, VT, LDVT, U,
221 $ LDU, C, LDC, RWORK, INFO )
222*
223* -- LAPACK computational routine --
224* -- LAPACK is a software package provided by Univ. of Tennessee, --
225* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
226*
227* .. Scalar Arguments ..
228 CHARACTER UPLO
229 INTEGER INFO, LDC, LDU, LDVT, N, NCC, NCVT, NRU
230* ..
231* .. Array Arguments ..
232 DOUBLE PRECISION D( * ), E( * ), RWORK( * )
233 COMPLEX*16 C( LDC, * ), U( LDU, * ), VT( LDVT, * )
234* ..
235*
236* =====================================================================
237*
238* .. Parameters ..
239 DOUBLE PRECISION ZERO
240 parameter( zero = 0.0d0 )
241 DOUBLE PRECISION ONE
242 parameter( one = 1.0d0 )
243 DOUBLE PRECISION NEGONE
244 parameter( negone = -1.0d0 )
245 DOUBLE PRECISION HNDRTH
246 parameter( hndrth = 0.01d0 )
247 DOUBLE PRECISION TEN
248 parameter( ten = 10.0d0 )
249 DOUBLE PRECISION HNDRD
250 parameter( hndrd = 100.0d0 )
251 DOUBLE PRECISION MEIGTH
252 parameter( meigth = -0.125d0 )
253 INTEGER MAXITR
254 parameter( maxitr = 6 )
255* ..
256* .. Local Scalars ..
257 LOGICAL LOWER, ROTATE
258 INTEGER I, IDIR, ISUB, ITER, J, LL, LLL, M, MAXIT, NM1,
259 $ nm12, nm13, oldll, oldm
260 DOUBLE PRECISION ABSE, ABSS, COSL, COSR, CS, EPS, F, G, H, MU,
261 $ oldcs, oldsn, r, shift, sigmn, sigmx, sinl,
262 $ sinr, sll, smax, smin, sminl, sminoa,
263 $ sn, thresh, tol, tolmul, unfl
264* ..
265* .. External Functions ..
266 LOGICAL LSAME
267 DOUBLE PRECISION DLAMCH
268 EXTERNAL lsame, dlamch
269* ..
270* .. External Subroutines ..
271 EXTERNAL dlartg, dlas2, dlasq1, dlasv2, xerbla, zdrot,
272 $ zdscal, zlasr, zswap
273* ..
274* .. Intrinsic Functions ..
275 INTRINSIC abs, dble, max, min, sign, sqrt
276* ..
277* .. Executable Statements ..
278*
279* Test the input parameters.
280*
281 info = 0
282 lower = lsame( uplo, 'L' )
283 IF( .NOT.lsame( uplo, 'U' ) .AND. .NOT.lower ) THEN
284 info = -1
285 ELSE IF( n.LT.0 ) THEN
286 info = -2
287 ELSE IF( ncvt.LT.0 ) THEN
288 info = -3
289 ELSE IF( nru.LT.0 ) THEN
290 info = -4
291 ELSE IF( ncc.LT.0 ) THEN
292 info = -5
293 ELSE IF( ( ncvt.EQ.0 .AND. ldvt.LT.1 ) .OR.
294 $ ( ncvt.GT.0 .AND. ldvt.LT.max( 1, n ) ) ) THEN
295 info = -9
296 ELSE IF( ldu.LT.max( 1, nru ) ) THEN
297 info = -11
298 ELSE IF( ( ncc.EQ.0 .AND. ldc.LT.1 ) .OR.
299 $ ( ncc.GT.0 .AND. ldc.LT.max( 1, n ) ) ) THEN
300 info = -13
301 END IF
302 IF( info.NE.0 ) THEN
303 CALL xerbla( 'ZBDSQR', -info )
304 RETURN
305 END IF
306 IF( n.EQ.0 )
307 $ RETURN
308 IF( n.EQ.1 )
309 $ GO TO 160
310*
311* ROTATE is true if any singular vectors desired, false otherwise
312*
313 rotate = ( ncvt.GT.0 ) .OR. ( nru.GT.0 ) .OR. ( ncc.GT.0 )
314*
315* If no singular vectors desired, use qd algorithm
316*
317 IF( .NOT.rotate ) THEN
318 CALL dlasq1( n, d, e, rwork, info )
319*
320* If INFO equals 2, dqds didn't finish, try to finish
321*
322 IF( info .NE. 2 ) RETURN
323 info = 0
324 END IF
325*
326 nm1 = n - 1
327 nm12 = nm1 + nm1
328 nm13 = nm12 + nm1
329 idir = 0
330*
331* Get machine constants
332*
333 eps = dlamch( 'Epsilon' )
334 unfl = dlamch( 'Safe minimum' )
335*
336* If matrix lower bidiagonal, rotate to be upper bidiagonal
337* by applying Givens rotations on the left
338*
339 IF( lower ) THEN
340 DO 10 i = 1, n - 1
341 CALL dlartg( d( i ), e( i ), cs, sn, r )
342 d( i ) = r
343 e( i ) = sn*d( i+1 )
344 d( i+1 ) = cs*d( i+1 )
345 rwork( i ) = cs
346 rwork( nm1+i ) = sn
347 10 CONTINUE
348*
349* Update singular vectors if desired
350*
351 IF( nru.GT.0 )
352 $ CALL zlasr( 'R', 'V', 'F', nru, n, rwork( 1 ), rwork( n ),
353 $ u, ldu )
354 IF( ncc.GT.0 )
355 $ CALL zlasr( 'L', 'V', 'F', n, ncc, rwork( 1 ), rwork( n ),
356 $ c, ldc )
357 END IF
358*
359* Compute singular values to relative accuracy TOL
360* (By setting TOL to be negative, algorithm will compute
361* singular values to absolute accuracy ABS(TOL)*norm(input matrix))
362*
363 tolmul = max( ten, min( hndrd, eps**meigth ) )
364 tol = tolmul*eps
365*
366* Compute approximate maximum, minimum singular values
367*
368 smax = zero
369 DO 20 i = 1, n
370 smax = max( smax, abs( d( i ) ) )
371 20 CONTINUE
372 DO 30 i = 1, n - 1
373 smax = max( smax, abs( e( i ) ) )
374 30 CONTINUE
375 sminl = zero
376 IF( tol.GE.zero ) THEN
377*
378* Relative accuracy desired
379*
380 sminoa = abs( d( 1 ) )
381 IF( sminoa.EQ.zero )
382 $ GO TO 50
383 mu = sminoa
384 DO 40 i = 2, n
385 mu = abs( d( i ) )*( mu / ( mu+abs( e( i-1 ) ) ) )
386 sminoa = min( sminoa, mu )
387 IF( sminoa.EQ.zero )
388 $ GO TO 50
389 40 CONTINUE
390 50 CONTINUE
391 sminoa = sminoa / sqrt( dble( n ) )
392 thresh = max( tol*sminoa, maxitr*n*n*unfl )
393 ELSE
394*
395* Absolute accuracy desired
396*
397 thresh = max( abs( tol )*smax, maxitr*n*n*unfl )
398 END IF
399*
400* Prepare for main iteration loop for the singular values
401* (MAXIT is the maximum number of passes through the inner
402* loop permitted before nonconvergence signalled.)
403*
404 maxit = maxitr*n*n
405 iter = 0
406 oldll = -1
407 oldm = -1
408*
409* M points to last element of unconverged part of matrix
410*
411 m = n
412*
413* Begin main iteration loop
414*
415 60 CONTINUE
416*
417* Check for convergence or exceeding iteration count
418*
419 IF( m.LE.1 )
420 $ GO TO 160
421 IF( iter.GT.maxit )
422 $ GO TO 200
423*
424* Find diagonal block of matrix to work on
425*
426 IF( tol.LT.zero .AND. abs( d( m ) ).LE.thresh )
427 $ d( m ) = zero
428 smax = abs( d( m ) )
429 smin = smax
430 DO 70 lll = 1, m - 1
431 ll = m - lll
432 abss = abs( d( ll ) )
433 abse = abs( e( ll ) )
434 IF( tol.LT.zero .AND. abss.LE.thresh )
435 $ d( ll ) = zero
436 IF( abse.LE.thresh )
437 $ GO TO 80
438 smin = min( smin, abss )
439 smax = max( smax, abss, abse )
440 70 CONTINUE
441 ll = 0
442 GO TO 90
443 80 CONTINUE
444 e( ll ) = zero
445*
446* Matrix splits since E(LL) = 0
447*
448 IF( ll.EQ.m-1 ) THEN
449*
450* Convergence of bottom singular value, return to top of loop
451*
452 m = m - 1
453 GO TO 60
454 END IF
455 90 CONTINUE
456 ll = ll + 1
457*
458* E(LL) through E(M-1) are nonzero, E(LL-1) is zero
459*
460 IF( ll.EQ.m-1 ) THEN
461*
462* 2 by 2 block, handle separately
463*
464 CALL dlasv2( d( m-1 ), e( m-1 ), d( m ), sigmn, sigmx, sinr,
465 $ cosr, sinl, cosl )
466 d( m-1 ) = sigmx
467 e( m-1 ) = zero
468 d( m ) = sigmn
469*
470* Compute singular vectors, if desired
471*
472 IF( ncvt.GT.0 )
473 $ CALL zdrot( ncvt, vt( m-1, 1 ), ldvt, vt( m, 1 ), ldvt,
474 $ cosr, sinr )
475 IF( nru.GT.0 )
476 $ CALL zdrot( nru, u( 1, m-1 ), 1, u( 1, m ), 1, cosl, sinl )
477 IF( ncc.GT.0 )
478 $ CALL zdrot( ncc, c( m-1, 1 ), ldc, c( m, 1 ), ldc, cosl,
479 $ sinl )
480 m = m - 2
481 GO TO 60
482 END IF
483*
484* If working on new submatrix, choose shift direction
485* (from larger end diagonal element towards smaller)
486*
487 IF( ll.GT.oldm .OR. m.LT.oldll ) THEN
488 IF( abs( d( ll ) ).GE.abs( d( m ) ) ) THEN
489*
490* Chase bulge from top (big end) to bottom (small end)
491*
492 idir = 1
493 ELSE
494*
495* Chase bulge from bottom (big end) to top (small end)
496*
497 idir = 2
498 END IF
499 END IF
500*
501* Apply convergence tests
502*
503 IF( idir.EQ.1 ) THEN
504*
505* Run convergence test in forward direction
506* First apply standard test to bottom of matrix
507*
508 IF( abs( e( m-1 ) ).LE.abs( tol )*abs( d( m ) ) .OR.
509 $ ( tol.LT.zero .AND. abs( e( m-1 ) ).LE.thresh ) ) THEN
510 e( m-1 ) = zero
511 GO TO 60
512 END IF
513*
514 IF( tol.GE.zero ) THEN
515*
516* If relative accuracy desired,
517* apply convergence criterion forward
518*
519 mu = abs( d( ll ) )
520 sminl = mu
521 DO 100 lll = ll, m - 1
522 IF( abs( e( lll ) ).LE.tol*mu ) THEN
523 e( lll ) = zero
524 GO TO 60
525 END IF
526 mu = abs( d( lll+1 ) )*( mu / ( mu+abs( e( lll ) ) ) )
527 sminl = min( sminl, mu )
528 100 CONTINUE
529 END IF
530*
531 ELSE
532*
533* Run convergence test in backward direction
534* First apply standard test to top of matrix
535*
536 IF( abs( e( ll ) ).LE.abs( tol )*abs( d( ll ) ) .OR.
537 $ ( tol.LT.zero .AND. abs( e( ll ) ).LE.thresh ) ) THEN
538 e( ll ) = zero
539 GO TO 60
540 END IF
541*
542 IF( tol.GE.zero ) THEN
543*
544* If relative accuracy desired,
545* apply convergence criterion backward
546*
547 mu = abs( d( m ) )
548 sminl = mu
549 DO 110 lll = m - 1, ll, -1
550 IF( abs( e( lll ) ).LE.tol*mu ) THEN
551 e( lll ) = zero
552 GO TO 60
553 END IF
554 mu = abs( d( lll ) )*( mu / ( mu+abs( e( lll ) ) ) )
555 sminl = min( sminl, mu )
556 110 CONTINUE
557 END IF
558 END IF
559 oldll = ll
560 oldm = m
561*
562* Compute shift. First, test if shifting would ruin relative
563* accuracy, and if so set the shift to zero.
564*
565 IF( tol.GE.zero .AND. n*tol*( sminl / smax ).LE.
566 $ max( eps, hndrth*tol ) ) THEN
567*
568* Use a zero shift to avoid loss of relative accuracy
569*
570 shift = zero
571 ELSE
572*
573* Compute the shift from 2-by-2 block at end of matrix
574*
575 IF( idir.EQ.1 ) THEN
576 sll = abs( d( ll ) )
577 CALL dlas2( d( m-1 ), e( m-1 ), d( m ), shift, r )
578 ELSE
579 sll = abs( d( m ) )
580 CALL dlas2( d( ll ), e( ll ), d( ll+1 ), shift, r )
581 END IF
582*
583* Test if shift negligible, and if so set to zero
584*
585 IF( sll.GT.zero ) THEN
586 IF( ( shift / sll )**2.LT.eps )
587 $ shift = zero
588 END IF
589 END IF
590*
591* Increment iteration count
592*
593 iter = iter + m - ll
594*
595* If SHIFT = 0, do simplified QR iteration
596*
597 IF( shift.EQ.zero ) THEN
598 IF( idir.EQ.1 ) THEN
599*
600* Chase bulge from top to bottom
601* Save cosines and sines for later singular vector updates
602*
603 cs = one
604 oldcs = one
605 DO 120 i = ll, m - 1
606 CALL dlartg( d( i )*cs, e( i ), cs, sn, r )
607 IF( i.GT.ll )
608 $ e( i-1 ) = oldsn*r
609 CALL dlartg( oldcs*r, d( i+1 )*sn, oldcs, oldsn, d( i ) )
610 rwork( i-ll+1 ) = cs
611 rwork( i-ll+1+nm1 ) = sn
612 rwork( i-ll+1+nm12 ) = oldcs
613 rwork( i-ll+1+nm13 ) = oldsn
614 120 CONTINUE
615 h = d( m )*cs
616 d( m ) = h*oldcs
617 e( m-1 ) = h*oldsn
618*
619* Update singular vectors
620*
621 IF( ncvt.GT.0 )
622 $ CALL zlasr( 'L', 'V', 'F', m-ll+1, ncvt, rwork( 1 ),
623 $ rwork( n ), vt( ll, 1 ), ldvt )
624 IF( nru.GT.0 )
625 $ CALL zlasr( 'R', 'V', 'F', nru, m-ll+1, rwork( nm12+1 ),
626 $ rwork( nm13+1 ), u( 1, ll ), ldu )
627 IF( ncc.GT.0 )
628 $ CALL zlasr( 'L', 'V', 'F', m-ll+1, ncc, rwork( nm12+1 ),
629 $ rwork( nm13+1 ), c( ll, 1 ), ldc )
630*
631* Test convergence
632*
633 IF( abs( e( m-1 ) ).LE.thresh )
634 $ e( m-1 ) = zero
635*
636 ELSE
637*
638* Chase bulge from bottom to top
639* Save cosines and sines for later singular vector updates
640*
641 cs = one
642 oldcs = one
643 DO 130 i = m, ll + 1, -1
644 CALL dlartg( d( i )*cs, e( i-1 ), cs, sn, r )
645 IF( i.LT.m )
646 $ e( i ) = oldsn*r
647 CALL dlartg( oldcs*r, d( i-1 )*sn, oldcs, oldsn, d( i ) )
648 rwork( i-ll ) = cs
649 rwork( i-ll+nm1 ) = -sn
650 rwork( i-ll+nm12 ) = oldcs
651 rwork( i-ll+nm13 ) = -oldsn
652 130 CONTINUE
653 h = d( ll )*cs
654 d( ll ) = h*oldcs
655 e( ll ) = h*oldsn
656*
657* Update singular vectors
658*
659 IF( ncvt.GT.0 )
660 $ CALL zlasr( 'L', 'V', 'B', m-ll+1, ncvt, rwork( nm12+1 ),
661 $ rwork( nm13+1 ), vt( ll, 1 ), ldvt )
662 IF( nru.GT.0 )
663 $ CALL zlasr( 'R', 'V', 'B', nru, m-ll+1, rwork( 1 ),
664 $ rwork( n ), u( 1, ll ), ldu )
665 IF( ncc.GT.0 )
666 $ CALL zlasr( 'L', 'V', 'B', m-ll+1, ncc, rwork( 1 ),
667 $ rwork( n ), c( ll, 1 ), ldc )
668*
669* Test convergence
670*
671 IF( abs( e( ll ) ).LE.thresh )
672 $ e( ll ) = zero
673 END IF
674 ELSE
675*
676* Use nonzero shift
677*
678 IF( idir.EQ.1 ) THEN
679*
680* Chase bulge from top to bottom
681* Save cosines and sines for later singular vector updates
682*
683 f = ( abs( d( ll ) )-shift )*
684 $ ( sign( one, d( ll ) )+shift / d( ll ) )
685 g = e( ll )
686 DO 140 i = ll, m - 1
687 CALL dlartg( f, g, cosr, sinr, r )
688 IF( i.GT.ll )
689 $ e( i-1 ) = r
690 f = cosr*d( i ) + sinr*e( i )
691 e( i ) = cosr*e( i ) - sinr*d( i )
692 g = sinr*d( i+1 )
693 d( i+1 ) = cosr*d( i+1 )
694 CALL dlartg( f, g, cosl, sinl, r )
695 d( i ) = r
696 f = cosl*e( i ) + sinl*d( i+1 )
697 d( i+1 ) = cosl*d( i+1 ) - sinl*e( i )
698 IF( i.LT.m-1 ) THEN
699 g = sinl*e( i+1 )
700 e( i+1 ) = cosl*e( i+1 )
701 END IF
702 rwork( i-ll+1 ) = cosr
703 rwork( i-ll+1+nm1 ) = sinr
704 rwork( i-ll+1+nm12 ) = cosl
705 rwork( i-ll+1+nm13 ) = sinl
706 140 CONTINUE
707 e( m-1 ) = f
708*
709* Update singular vectors
710*
711 IF( ncvt.GT.0 )
712 $ CALL zlasr( 'L', 'V', 'F', m-ll+1, ncvt, rwork( 1 ),
713 $ rwork( n ), vt( ll, 1 ), ldvt )
714 IF( nru.GT.0 )
715 $ CALL zlasr( 'r', 'v', 'f', NRU, M-LL+1, RWORK( NM12+1 ),
716 $ RWORK( NM13+1 ), U( 1, LL ), LDU )
717.GT. IF( NCC0 )
718 $ CALL ZLASR( 'l', 'v', 'f', M-LL+1, NCC, RWORK( NM12+1 ),
719 $ RWORK( NM13+1 ), C( LL, 1 ), LDC )
720*
721* Test convergence
722*
723.LE. IF( ABS( E( M-1 ) )THRESH )
724 $ E( M-1 ) = ZERO
725*
726 ELSE
727*
728* Chase bulge from bottom to top
729* Save cosines and sines for later singular vector updates
730*
731 F = ( ABS( D( M ) )-SHIFT )*( SIGN( ONE, D( M ) )+SHIFT /
732 $ D( M ) )
733 G = E( M-1 )
734 DO 150 I = M, LL + 1, -1
735 CALL DLARTG( F, G, COSR, SINR, R )
736.LT. IF( IM )
737 $ E( I ) = R
738 F = COSR*D( I ) + SINR*E( I-1 )
739 E( I-1 ) = COSR*E( I-1 ) - SINR*D( I )
740 G = SINR*D( I-1 )
741 D( I-1 ) = COSR*D( I-1 )
742 CALL DLARTG( F, G, COSL, SINL, R )
743 D( I ) = R
744 F = COSL*E( I-1 ) + SINL*D( I-1 )
745 D( I-1 ) = COSL*D( I-1 ) - SINL*E( I-1 )
746.GT. IF( ILL+1 ) THEN
747 G = SINL*E( I-2 )
748 E( I-2 ) = COSL*E( I-2 )
749 END IF
750 RWORK( I-LL ) = COSR
751 RWORK( I-LL+NM1 ) = -SINR
752 RWORK( I-LL+NM12 ) = COSL
753 RWORK( I-LL+NM13 ) = -SINL
754 150 CONTINUE
755 E( LL ) = F
756*
757* Test convergence
758*
759.LE. IF( ABS( E( LL ) )THRESH )
760 $ E( LL ) = ZERO
761*
762* Update singular vectors if desired
763*
764.GT. IF( NCVT0 )
765 $ CALL ZLASR( 'l', 'v', 'b', M-LL+1, NCVT, RWORK( NM12+1 ),
766 $ RWORK( NM13+1 ), VT( LL, 1 ), LDVT )
767.GT. IF( NRU0 )
768 $ CALL ZLASR( 'r', 'V', 'B', nru, m-ll+1, rwork( 1 ),
769 $ rwork( n ), u( 1, ll ), ldu )
770 IF( ncc.GT.0 )
771 $ CALL zlasr( 'L', 'V', 'B', m-ll+1, ncc, rwork( 1 ),
772 $ rwork( n ), c( ll, 1 ), ldc )
773 END IF
774 END IF
775*
776* QR iteration finished, go back and check convergence
777*
778 GO TO 60
779*
780* All singular values converged, so make them positive
781*
782 160 CONTINUE
783 DO 170 i = 1, n
784 IF( d( i ).LT.zero ) THEN
785 d( i ) = -d( i )
786*
787* Change sign of singular vectors, if desired
788*
789 IF( ncvt.GT.0 )
790 $ CALL zdscal( ncvt, negone, vt( i, 1 ), ldvt )
791 END IF
792 170 CONTINUE
793*
794* Sort the singular values into decreasing order (insertion sort on
795* singular values, but only one transposition per singular vector)
796*
797 DO 190 i = 1, n - 1
798*
799* Scan for smallest D(I)
800*
801 isub = 1
802 smin = d( 1 )
803 DO 180 j = 2, n + 1 - i
804 IF( d( j ).LE.smin ) THEN
805 isub = j
806 smin = d( j )
807 END IF
808 180 CONTINUE
809 IF( isub.NE.n+1-i ) THEN
810*
811* Swap singular values and vectors
812*
813 d( isub ) = d( n+1-i )
814 d( n+1-i ) = smin
815 IF( ncvt.GT.0 )
816 $ CALL zswap( ncvt, vt( isub, 1 ), ldvt, vt( n+1-i, 1 ),
817 $ ldvt )
818 IF( nru.GT.0 )
819 $ CALL zswap( nru, u( 1, isub ), 1, u( 1, n+1-i ), 1 )
820 IF( ncc.GT.0 )
821 $ CALL zswap( ncc, c( isub, 1 ), ldc, c( n+1-i, 1 ), ldc )
822 END IF
823 190 CONTINUE
824 GO TO 220
825*
826* Maximum number of iterations exceeded, failure to converge
827*
828 200 CONTINUE
829 info = 0
830 DO 210 i = 1, n - 1
831 IF( e( i ).NE.zero )
832 $ info = info + 1
833 210 CONTINUE
834 220 CONTINUE
835 RETURN
836*
837* End of ZBDSQR
838*
839 END
dlartg
subroutine dlartg(f, g, c, s, r)
DLARTG generates a plane rotation with real cosine and real sine.
Definition dlartg.f90:113
dlas2
subroutine dlas2(f, g, h, ssmin, ssmax)
DLAS2 computes singular values of a 2-by-2 triangular matrix.
Definition dlas2.f:107
dlasv2
subroutine dlasv2(f, g, h, ssmin, ssmax, snr, csr, snl, csl)
DLASV2 computes the singular value decomposition of a 2-by-2 triangular matrix.
Definition dlasv2.f:138
dlasq1
subroutine dlasq1(n, d, e, work, info)
DLASQ1 computes the singular values of a real square bidiagonal matrix. Used by sbdsqr.
Definition dlasq1.f:108
xerbla
subroutine xerbla(srname, info)
XERBLA
Definition xerbla.f:60
zlasr
subroutine zlasr(side, pivot, direct, m, n, c, s, a, lda)
ZLASR applies a sequence of plane rotations to a general rectangular matrix.
Definition zlasr.f:200
zbdsqr
subroutine zbdsqr(uplo, n, ncvt, nru, ncc, d, e, vt, ldvt, u, ldu, c, ldc, rwork, info)
ZBDSQR
Definition zbdsqr.f:222
zdscal
subroutine zdscal(n, da, zx, incx)
ZDSCAL
Definition zdscal.f:78
zdrot
subroutine zdrot(n, zx, incx, zy, incy, c, s)
ZDROT
Definition zdrot.f:98
zswap
subroutine zswap(n, zx, incx, zy, incy)
ZSWAP
Definition zswap.f:81
min
#define min(a, b)
Definition macros.h:20
max
#define max(a, b)
Definition macros.h:21