dlasq1.f

Go to the documentation of this file.

      SUBROUTINE DLASQ1( N, D, E, WORK, INFO )
*
*  -- LAPACK routine (version 3.2)                                    --
*
*  -- Contributed by Osni Marques of the Lawrence Berkeley National   --
*  -- Laboratory and Beresford Parlett of the Univ. of California at  --
*  -- Berkeley                                                        --
*  -- November 2008                                                   --
*
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*
*     .. Scalar Arguments ..
      INTEGER            INFO, N
*     ..
*     .. Array Arguments ..
      DOUBLE PRECISION   D( * ), E( * ), WORK( * )
*     ..
*
*  Purpose
*  =======
*
*  DLASQ1 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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 ..
      DOUBLE PRECISION   ZERO
      PARAMETER          ( ZERO = 0.0D0 )
*     ..
*     .. Local Scalars ..
      INTEGER            I, IINFO
      DOUBLE PRECISION   EPS, SCALE, SAFMIN, SIGMN, SIGMX
*     ..
*     .. External Subroutines ..
      EXTERNAL           DCOPY, DLAS2, DLASCL, DLASQ2, DLASRT, XERBLA
*     ..
*     .. External Functions ..
      DOUBLE PRECISION   DLAMCH
      EXTERNAL           DLAMCH
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          ABS, MAX, SQRT
*     ..
*     .. Executable Statements ..
*
      INFO = 0
      IF( N.LT.0 ) THEN
         INFO = -2
         CALL XERBLA( 'DLASQ1', -INFO )
         RETURN
      ELSE IF( N.EQ.0 ) THEN
         RETURN
      ELSE IF( N.EQ.1 ) THEN
         D( 1 ) = ABS( D( 1 ) )
         RETURN
      ELSE IF( N.EQ.2 ) THEN
         CALL DLAS2( D( 1 ), E( 1 ), D( 2 ), SIGMN, SIGMX )
         D( 1 ) = SIGMX
         D( 2 ) = SIGMN
         RETURN
      END IF
*
*     Estimate the largest singular value.
*
      SIGMX = ZERO
      DO 10 I = 1, N - 1
         D( I ) = ABS( D( I ) )
         SIGMX = MAX( SIGMX, ABS( E( I ) ) )
   10 CONTINUE
      D( N ) = ABS( D( N ) )
*
*     Early return if SIGMX is zero (matrix is already diagonal).
*
      IF( SIGMX.EQ.ZERO ) THEN
         CALL DLASRT( 'D', N, D, IINFO )
         RETURN
      END IF
*
      DO 20 I = 1, N
         SIGMX = MAX( SIGMX, D( I ) )
   20 CONTINUE
*
*     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 = DLAMCH( 'Precision' )
      SAFMIN = DLAMCH( 'Safe minimum' )
      SCALE = SQRT( EPS / SAFMIN )
      CALL DCOPY( N, D, 1, WORK( 1 ), 2 )
      CALL DCOPY( N-1, E, 1, WORK( 2 ), 2 )
      CALL DLASCL( 'G', 0, 0, SIGMX, SCALE, 2*N-1, 1, WORK, 2*N-1,
     $             IINFO )
*         
*     Compute the q's and e's.
*
      DO 30 I = 1, 2*N - 1
         WORK( I ) = WORK( I )**2
   30 CONTINUE
      WORK( 2*N ) = ZERO
*
      CALL DLASQ2( N, WORK, INFO )
*
      IF( INFO.EQ.0 ) THEN
         DO 40 I = 1, N
            D( I ) = SQRT( WORK( I ) )
   40    CONTINUE
         CALL DLASCL( 'G', 0, 0, SCALE, SIGMX, N, 1, D, N, IINFO )
      END IF
*
      RETURN
*
*     End of DLASQ1
*
      END