233
234
235
236
237
238
239 CHARACTER UPLO
240 INTEGER INFO, LDC, LDU, LDVT, N, NCC, NCVT, NRU
241
242
243 DOUBLE PRECISION D( * ), E( * ), RWORK( * )
244 COMPLEX*16 C( LDC, * ), U( LDU, * ), VT( LDVT, * )
245
246
247
248
249
250 DOUBLE PRECISION ZERO
251 parameter( zero = 0.0d0 )
252 DOUBLE PRECISION ONE
253 parameter( one = 1.0d0 )
254 DOUBLE PRECISION NEGONE
255 parameter( negone = -1.0d0 )
256 DOUBLE PRECISION HNDRTH
257 parameter( hndrth = 0.01d0 )
258 DOUBLE PRECISION TEN
259 parameter( ten = 10.0d0 )
260 DOUBLE PRECISION HNDRD
261 parameter( hndrd = 100.0d0 )
262 DOUBLE PRECISION MEIGTH
263 parameter( meigth = -0.125d0 )
264 INTEGER MAXITR
265 parameter( maxitr = 6 )
266
267
268 LOGICAL LOWER, ROTATE
269 INTEGER I, IDIR, ISUB, ITER, ITERDIVN, J, LL, LLL, M,
270 $ MAXITDIVN, NM1, NM12, NM13, OLDLL, OLDM
271 DOUBLE PRECISION ABSE, ABSS, COSL, COSR, CS, EPS, F, G, H, MU,
272 $ OLDCS, OLDSN, R, SHIFT, SIGMN, SIGMX, SINL,
273 $ SINR, SLL, SMAX, SMIN, SMINOA,
274 $ SN, THRESH, TOL, TOLMUL, UNFL
275
276
277 LOGICAL LSAME
278 DOUBLE PRECISION DLAMCH
280
281
285
286
287 INTRINSIC abs, dble, max, min, sign, sqrt
288
289
290
291
292
293 info = 0
294 lower =
lsame( uplo,
'L' )
295 IF( .NOT.
lsame( uplo,
'U' ) .AND. .NOT.lower )
THEN
296 info = -1
297 ELSE IF( n.LT.0 ) THEN
298 info = -2
299 ELSE IF( ncvt.LT.0 ) THEN
300 info = -3
301 ELSE IF( nru.LT.0 ) THEN
302 info = -4
303 ELSE IF( ncc.LT.0 ) THEN
304 info = -5
305 ELSE IF( ( ncvt.EQ.0 .AND. ldvt.LT.1 ) .OR.
306 $ ( ncvt.GT.0 .AND. ldvt.LT.max( 1, n ) ) ) THEN
307 info = -9
308 ELSE IF( ldu.LT.max( 1, nru ) ) THEN
309 info = -11
310 ELSE IF( ( ncc.EQ.0 .AND. ldc.LT.1 ) .OR.
311 $ ( ncc.GT.0 .AND. ldc.LT.max( 1, n ) ) ) THEN
312 info = -13
313 END IF
314 IF( info.NE.0 ) THEN
315 CALL xerbla(
'ZBDSQR', -info )
316 RETURN
317 END IF
318 IF( n.EQ.0 )
319 $ RETURN
320 IF( n.EQ.1 )
321 $ GO TO 160
322
323
324
325 rotate = ( ncvt.GT.0 ) .OR. ( nru.GT.0 ) .OR. ( ncc.GT.0 )
326
327
328
329 IF( .NOT.rotate ) THEN
330 CALL dlasq1( n, d, e, rwork, info )
331
332
333
334 IF( info .NE. 2 ) RETURN
335 info = 0
336 END IF
337
338 nm1 = n - 1
339 nm12 = nm1 + nm1
340 nm13 = nm12 + nm1
341 idir = 0
342
343
344
346 unfl =
dlamch(
'Safe minimum' )
347
348
349
350
351 IF( lower ) THEN
352 DO 10 i = 1, n - 1
353 CALL dlartg( d( i ), e( i ), cs, sn, r )
354 d( i ) = r
355 e( i ) = sn*d( i+1 )
356 d( i+1 ) = cs*d( i+1 )
357 rwork( i ) = cs
358 rwork( nm1+i ) = sn
359 10 CONTINUE
360
361
362
363 IF( nru.GT.0 )
364 $
CALL zlasr(
'R',
'V',
'F', nru, n, rwork( 1 ),
365 $ rwork( n ),
366 $ u, ldu )
367 IF( ncc.GT.0 )
368 $
CALL zlasr(
'L',
'V',
'F', n, ncc, rwork( 1 ),
369 $ rwork( n ),
370 $ c, ldc )
371 END IF
372
373
374
375
376
377 tolmul = max( ten, min( hndrd, eps**meigth ) )
378 tol = tolmul*eps
379
380
381
382 smax = zero
383 DO 20 i = 1, n
384 smax = max( smax, abs( d( i ) ) )
385 20 CONTINUE
386 DO 30 i = 1, n - 1
387 smax = max( smax, abs( e( i ) ) )
388 30 CONTINUE
389 smin = zero
390 IF( tol.GE.zero ) THEN
391
392
393
394 sminoa = abs( d( 1 ) )
395 IF( sminoa.EQ.zero )
396 $ GO TO 50
397 mu = sminoa
398 DO 40 i = 2, n
399 mu = abs( d( i ) )*( mu / ( mu+abs( e( i-1 ) ) ) )
400 sminoa = min( sminoa, mu )
401 IF( sminoa.EQ.zero )
402 $ GO TO 50
403 40 CONTINUE
404 50 CONTINUE
405 sminoa = sminoa / sqrt( dble( n ) )
406 thresh = max( tol*sminoa, maxitr*(n*(n*unfl)) )
407 ELSE
408
409
410
411 thresh = max( abs( tol )*smax, maxitr*(n*(n*unfl)) )
412 END IF
413
414
415
416
417
418 maxitdivn = maxitr*n
419 iterdivn = 0
420 iter = -1
421 oldll = -1
422 oldm = -1
423
424
425
426 m = n
427
428
429
430 60 CONTINUE
431
432
433
434 IF( m.LE.1 )
435 $ GO TO 160
436 IF( iter.GE.n ) THEN
437 iter = iter - n
438 iterdivn = iterdivn + 1
439 IF( iterdivn.GE.maxitdivn )
440 $ GO TO 200
441 END IF
442
443
444
445 IF( tol.LT.zero .AND. abs( d( m ) ).LE.thresh )
446 $ d( m ) = zero
447 smax = abs( d( m ) )
448 DO 70 lll = 1, m - 1
449 ll = m - lll
450 abss = abs( d( ll ) )
451 abse = abs( e( ll ) )
452 IF( tol.LT.zero .AND. abss.LE.thresh )
453 $ d( ll ) = zero
454 IF( abse.LE.thresh )
455 $ GO TO 80
456 smax = max( smax, abss, abse )
457 70 CONTINUE
458 ll = 0
459 GO TO 90
460 80 CONTINUE
461 e( ll ) = zero
462
463
464
465 IF( ll.EQ.m-1 ) THEN
466
467
468
469 m = m - 1
470 GO TO 60
471 END IF
472 90 CONTINUE
473 ll = ll + 1
474
475
476
477 IF( ll.EQ.m-1 ) THEN
478
479
480
481 CALL dlasv2( d( m-1 ), e( m-1 ), d( m ), sigmn, sigmx, sinr,
482 $ cosr, sinl, cosl )
483 d( m-1 ) = sigmx
484 e( m-1 ) = zero
485 d( m ) = sigmn
486
487
488
489 IF( ncvt.GT.0 )
490 $
CALL zdrot( ncvt, vt( m-1, 1 ), ldvt, vt( m, 1 ), ldvt,
491 $ cosr, sinr )
492 IF( nru.GT.0 )
493 $
CALL zdrot( nru, u( 1, m-1 ), 1, u( 1, m ), 1, cosl,
494 $ sinl )
495 IF( ncc.GT.0 )
496 $
CALL zdrot( ncc, c( m-1, 1 ), ldc, c( m, 1 ), ldc, cosl,
497 $ sinl )
498 m = m - 2
499 GO TO 60
500 END IF
501
502
503
504
505 IF( ll.GT.oldm .OR. m.LT.oldll ) THEN
506 IF( abs( d( ll ) ).GE.abs( d( m ) ) ) THEN
507
508
509
510 idir = 1
511 ELSE
512
513
514
515 idir = 2
516 END IF
517 END IF
518
519
520
521 IF( idir.EQ.1 ) THEN
522
523
524
525
526 IF( abs( e( m-1 ) ).LE.abs( tol )*abs( d( m ) ) .OR.
527 $ ( tol.LT.zero .AND. abs( e( m-1 ) ).LE.thresh ) ) THEN
528 e( m-1 ) = zero
529 GO TO 60
530 END IF
531
532 IF( tol.GE.zero ) THEN
533
534
535
536
537 mu = abs( d( ll ) )
538 smin = mu
539 DO 100 lll = ll, m - 1
540 IF( abs( e( lll ) ).LE.tol*mu ) THEN
541 e( lll ) = zero
542 GO TO 60
543 END IF
544 mu = abs( d( lll+1 ) )*( mu / ( mu+abs( e( lll ) ) ) )
545 smin = min( smin, mu )
546 100 CONTINUE
547 END IF
548
549 ELSE
550
551
552
553
554 IF( abs( e( ll ) ).LE.abs( tol )*abs( d( ll ) ) .OR.
555 $ ( tol.LT.zero .AND. abs( e( ll ) ).LE.thresh ) ) THEN
556 e( ll ) = zero
557 GO TO 60
558 END IF
559
560 IF( tol.GE.zero ) THEN
561
562
563
564
565 mu = abs( d( m ) )
566 smin = mu
567 DO 110 lll = m - 1, ll, -1
568 IF( abs( e( lll ) ).LE.tol*mu ) THEN
569 e( lll ) = zero
570 GO TO 60
571 END IF
572 mu = abs( d( lll ) )*( mu / ( mu+abs( e( lll ) ) ) )
573 smin = min( smin, mu )
574 110 CONTINUE
575 END IF
576 END IF
577 oldll = ll
578 oldm = m
579
580
581
582
583 IF( tol.GE.zero .AND. n*tol*( smin / smax ).LE.
584 $ max( eps, hndrth*tol ) ) THEN
585
586
587
588 shift = zero
589 ELSE
590
591
592
593 IF( idir.EQ.1 ) THEN
594 sll = abs( d( ll ) )
595 CALL dlas2( d( m-1 ), e( m-1 ), d( m ), shift, r )
596 ELSE
597 sll = abs( d( m ) )
598 CALL dlas2( d( ll ), e( ll ), d( ll+1 ), shift, r )
599 END IF
600
601
602
603 IF( sll.GT.zero ) THEN
604 IF( ( shift / sll )**2.LT.eps )
605 $ shift = zero
606 END IF
607 END IF
608
609
610
611 iter = iter + m - ll
612
613
614
615 IF( shift.EQ.zero ) THEN
616 IF( idir.EQ.1 ) THEN
617
618
619
620
621 cs = one
622 oldcs = one
623 DO 120 i = ll, m - 1
624 CALL dlartg( d( i )*cs, e( i ), cs, sn, r )
625 IF( i.GT.ll )
626 $ e( i-1 ) = oldsn*r
627 CALL dlartg( oldcs*r, d( i+1 )*sn, oldcs, oldsn,
628 $ d( i ) )
629 rwork( i-ll+1 ) = cs
630 rwork( i-ll+1+nm1 ) = sn
631 rwork( i-ll+1+nm12 ) = oldcs
632 rwork( i-ll+1+nm13 ) = oldsn
633 120 CONTINUE
634 h = d( m )*cs
635 d( m ) = h*oldcs
636 e( m-1 ) = h*oldsn
637
638
639
640 IF( ncvt.GT.0 )
641 $
CALL zlasr(
'L',
'V',
'F', m-ll+1, ncvt, rwork( 1 ),
642 $ rwork( n ), vt( ll, 1 ), ldvt )
643 IF( nru.GT.0 )
644 $
CALL zlasr(
'R',
'V',
'F', nru, m-ll+1,
645 $ rwork( nm12+1 ),
646 $ rwork( nm13+1 ), u( 1, ll ), ldu )
647 IF( ncc.GT.0 )
648 $
CALL zlasr(
'L',
'V',
'F', m-ll+1, ncc,
649 $ rwork( nm12+1 ),
650 $ rwork( nm13+1 ), c( ll, 1 ), ldc )
651
652
653
654 IF( abs( e( m-1 ) ).LE.thresh )
655 $ e( m-1 ) = zero
656
657 ELSE
658
659
660
661
662 cs = one
663 oldcs = one
664 DO 130 i = m, ll + 1, -1
665 CALL dlartg( d( i )*cs, e( i-1 ), cs, sn, r )
666 IF( i.LT.m )
667 $ e( i ) = oldsn*r
668 CALL dlartg( oldcs*r, d( i-1 )*sn, oldcs, oldsn,
669 $ d( i ) )
670 rwork( i-ll ) = cs
671 rwork( i-ll+nm1 ) = -sn
672 rwork( i-ll+nm12 ) = oldcs
673 rwork( i-ll+nm13 ) = -oldsn
674 130 CONTINUE
675 h = d( ll )*cs
676 d( ll ) = h*oldcs
677 e( ll ) = h*oldsn
678
679
680
681 IF( ncvt.GT.0 )
682 $
CALL zlasr(
'L',
'V',
'B', m-ll+1, ncvt,
683 $ rwork( nm12+1 ),
684 $ rwork( nm13+1 ), vt( ll, 1 ), ldvt )
685 IF( nru.GT.0 )
686 $
CALL zlasr(
'R',
'V',
'B', nru, m-ll+1, rwork( 1 ),
687 $ rwork( n ), u( 1, ll ), ldu )
688 IF( ncc.GT.0 )
689 $
CALL zlasr(
'L',
'V',
'B', m-ll+1, ncc, rwork( 1 ),
690 $ rwork( n ), c( ll, 1 ), ldc )
691
692
693
694 IF( abs( e( ll ) ).LE.thresh )
695 $ e( ll ) = zero
696 END IF
697 ELSE
698
699
700
701 IF( idir.EQ.1 ) THEN
702
703
704
705
706 f = ( abs( d( ll ) )-shift )*
707 $ ( sign( one, d( ll ) )+shift / d( ll ) )
708 g = e( ll )
709 DO 140 i = ll, m - 1
710 CALL dlartg( f, g, cosr, sinr, r )
711 IF( i.GT.ll )
712 $ e( i-1 ) = r
713 f = cosr*d( i ) + sinr*e( i )
714 e( i ) = cosr*e( i ) - sinr*d( i )
715 g = sinr*d( i+1 )
716 d( i+1 ) = cosr*d( i+1 )
717 CALL dlartg( f, g, cosl, sinl, r )
718 d( i ) = r
719 f = cosl*e( i ) + sinl*d( i+1 )
720 d( i+1 ) = cosl*d( i+1 ) - sinl*e( i )
721 IF( i.LT.m-1 ) THEN
722 g = sinl*e( i+1 )
723 e( i+1 ) = cosl*e( i+1 )
724 END IF
725 rwork( i-ll+1 ) = cosr
726 rwork( i-ll+1+nm1 ) = sinr
727 rwork( i-ll+1+nm12 ) = cosl
728 rwork( i-ll+1+nm13 ) = sinl
729 140 CONTINUE
730 e( m-1 ) = f
731
732
733
734 IF( ncvt.GT.0 )
735 $
CALL zlasr(
'L',
'V',
'F', m-ll+1, ncvt, rwork( 1 ),
736 $ rwork( n ), vt( ll, 1 ), ldvt )
737 IF( nru.GT.0 )
738 $
CALL zlasr(
'R',
'V',
'F', nru, m-ll+1,
739 $ rwork( nm12+1 ),
740 $ rwork( nm13+1 ), u( 1, ll ), ldu )
741 IF( ncc.GT.0 )
742 $
CALL zlasr(
'L',
'V',
'F', m-ll+1, ncc,
743 $ rwork( nm12+1 ),
744 $ rwork( nm13+1 ), c( ll, 1 ), ldc )
745
746
747
748 IF( abs( e( m-1 ) ).LE.thresh )
749 $ e( m-1 ) = zero
750
751 ELSE
752
753
754
755
756 f = ( abs( d( m ) )-shift )*( sign( one, d( m ) )+shift /
757 $ d( m ) )
758 g = e( m-1 )
759 DO 150 i = m, ll + 1, -1
760 CALL dlartg( f, g, cosr, sinr, r )
761 IF( i.LT.m )
762 $ e( i ) = r
763 f = cosr*d( i ) + sinr*e( i-1 )
764 e( i-1 ) = cosr*e( i-1 ) - sinr*d( i )
765 g = sinr*d( i-1 )
766 d( i-1 ) = cosr*d( i-1 )
767 CALL dlartg( f, g, cosl, sinl, r )
768 d( i ) = r
769 f = cosl*e( i-1 ) + sinl*d( i-1 )
770 d( i-1 ) = cosl*d( i-1 ) - sinl*e( i-1 )
771 IF( i.GT.ll+1 ) THEN
772 g = sinl*e( i-2 )
773 e( i-2 ) = cosl*e( i-2 )
774 END IF
775 rwork( i-ll ) = cosr
776 rwork( i-ll+nm1 ) = -sinr
777 rwork( i-ll+nm12 ) = cosl
778 rwork( i-ll+nm13 ) = -sinl
779 150 CONTINUE
780 e( ll ) = f
781
782
783
784 IF( abs( e( ll ) ).LE.thresh )
785 $ e( ll ) = zero
786
787
788
789 IF( ncvt.GT.0 )
790 $
CALL zlasr(
'L',
'V',
'B', m-ll+1, ncvt,
791 $ rwork( nm12+1 ),
792 $ rwork( nm13+1 ), vt( ll, 1 ), ldvt )
793 IF( nru.GT.0 )
794 $
CALL zlasr(
'R',
'V',
'B', nru, m-ll+1, rwork( 1 ),
795 $ rwork( n ), u( 1, ll ), ldu )
796 IF( ncc.GT.0 )
797 $
CALL zlasr(
'L',
'V',
'B', m-ll+1, ncc, rwork( 1 ),
798 $ rwork( n ), c( ll, 1 ), ldc )
799 END IF
800 END IF
801
802
803
804 GO TO 60
805
806
807
808 160 CONTINUE
809 DO 170 i = 1, n
810 IF( d( i ).EQ.zero ) THEN
811
812
813
814 d( i ) = zero
815 END IF
816 IF( d( i ).LT.zero ) THEN
817 d( i ) = -d( i )
818
819
820
821 IF( ncvt.GT.0 )
822 $
CALL zdscal( ncvt, negone, vt( i, 1 ), ldvt )
823 END IF
824 170 CONTINUE
825
826
827
828
829 DO 190 i = 1, n - 1
830
831
832
833 isub = 1
834 smin = d( 1 )
835 DO 180 j = 2, n + 1 - i
836 IF( d( j ).LE.smin ) THEN
837 isub = j
838 smin = d( j )
839 END IF
840 180 CONTINUE
841 IF( isub.NE.n+1-i ) THEN
842
843
844
845 d( isub ) = d( n+1-i )
846 d( n+1-i ) = smin
847 IF( ncvt.GT.0 )
848 $
CALL zswap( ncvt, vt( isub, 1 ), ldvt, vt( n+1-i, 1 ),
849 $ ldvt )
850 IF( nru.GT.0 )
851 $
CALL zswap( nru, u( 1, isub ), 1, u( 1, n+1-i ), 1 )
852 IF( ncc.GT.0 )
853 $
CALL zswap( ncc, c( isub, 1 ), ldc, c( n+1-i, 1 ),
854 $ ldc )
855 END IF
856 190 CONTINUE
857 GO TO 220
858
859
860
861 200 CONTINUE
862 info = 0
863 DO 210 i = 1, n - 1
864 IF( e( i ).NE.zero )
865 $ info = info + 1
866 210 CONTINUE
867 220 CONTINUE
868 RETURN
869
870
871
subroutine xerbla(srname, info)
double precision function dlamch(cmach)
DLAMCH
subroutine dlartg(f, g, c, s, r)
DLARTG generates a plane rotation with real cosine and real sine.
subroutine dlas2(f, g, h, ssmin, ssmax)
DLAS2 computes singular values of a 2-by-2 triangular matrix.
subroutine dlasq1(n, d, e, work, info)
DLASQ1 computes the singular values of a real square bidiagonal matrix. Used by sbdsqr.
subroutine zlasr(side, pivot, direct, m, n, c, s, a, lda)
ZLASR applies a sequence of plane rotations to a general rectangular matrix.
subroutine dlasv2(f, g, h, ssmin, ssmax, snr, csr, snl, csl)
DLASV2 computes the singular value decomposition of a 2-by-2 triangular matrix.
logical function lsame(ca, cb)
LSAME
subroutine zdrot(n, zx, incx, zy, incy, c, s)
ZDROT
subroutine zdscal(n, da, zx, incx)
ZDSCAL
subroutine zswap(n, zx, incx, zy, incy)
ZSWAP