LAPACK 3.12.1
LAPACK: Linear Algebra PACKage
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◆ slasd6()

subroutine slasd6 ( integer icompq,
integer nl,
integer nr,
integer sqre,
real, dimension( * ) d,
real, dimension( * ) vf,
real, dimension( * ) vl,
real alpha,
real beta,
integer, dimension( * ) idxq,
integer, dimension( * ) perm,
integer givptr,
integer, dimension( ldgcol, * ) givcol,
integer ldgcol,
real, dimension( ldgnum, * ) givnum,
integer ldgnum,
real, dimension( ldgnum, * ) poles,
real, dimension( * ) difl,
real, dimension( * ) difr,
real, dimension( * ) z,
integer k,
real c,
real s,
real, dimension( * ) work,
integer, dimension( * ) iwork,
integer info )

SLASD6 computes the SVD of an updated upper bidiagonal matrix obtained by merging two smaller ones by appending a row. Used by sbdsdc.

Download SLASD6 + dependencies [TGZ] [ZIP] [TXT]

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**T   a   Z2**T    b ) * VT(in)
!>               (   0       0   D2(in)   0 )
!>
!>     = U(out) * ( D(out) 0) * VT(out)
!>
!> where Z**T = (Z1**T a Z2**T b) = u**T VT**T, 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 occurrence 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.
!> 
Parameters
[in]ICOMPQ
!>          ICOMPQ is 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.
!> 
[in]NL
!>          NL is INTEGER
!>         The row dimension of the upper block.  NL >= 1.
!> 
[in]NR
!>          NR is INTEGER
!>         The row dimension of the lower block.  NR >= 1.
!> 
[in]SQRE
!>          SQRE is 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.
!> 
[in,out]D
!>          D is 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.
!> 
[in,out]VF
!>          VF is 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.
!> 
[in,out]VL
!>          VL is 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.
!> 
[in,out]ALPHA
!>          ALPHA is REAL
!>         Contains the diagonal element associated with the added row.
!> 
[in,out]BETA
!>          BETA is REAL
!>         Contains the off-diagonal element associated with the added
!>         row.
!> 
[in,out]IDXQ
!>          IDXQ is 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.
!> 
[out]PERM
!>          PERM is INTEGER array, dimension ( N )
!>         The permutations (from deflation and sorting) to be applied
!>         to each block. Not referenced if ICOMPQ = 0.
!> 
[out]GIVPTR
!>          GIVPTR is INTEGER
!>         The number of Givens rotations which took place in this
!>         subproblem. Not referenced if ICOMPQ = 0.
!> 
[out]GIVCOL
!>          GIVCOL is 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.
!> 
[in]LDGCOL
!>          LDGCOL is INTEGER
!>         leading dimension of GIVCOL, must be at least N.
!> 
[out]GIVNUM
!>          GIVNUM is 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.
!> 
[in]LDGNUM
!>          LDGNUM is INTEGER
!>         The leading dimension of GIVNUM and POLES, must be at least N.
!> 
[out]POLES
!>          POLES is 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.
!> 
[out]DIFL
!>          DIFL is 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.
!> 
[out]DIFR
!>          DIFR is REAL array,
!>                   dimension ( LDDIFR, 2 ) if ICOMPQ = 1 and
!>                   dimension ( K ) if ICOMPQ = 0.
!>          On exit, DIFR(I,1) = D(I) - DSIGMA(I+1), DIFR(K,1) is not
!>          defined and will not be referenced.
!>
!>          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.
!> 
[out]Z
!>          Z is REAL array, dimension ( M )
!>         The first elements of this array contain the components
!>         of the deflation-adjusted updating row vector.
!> 
[out]K
!>          K is INTEGER
!>         Contains the dimension of the non-deflated matrix,
!>         This is the order of the related secular equation. 1 <= K <=N.
!> 
[out]C
!>          C is REAL
!>         C contains garbage if SQRE =0 and the C-value of a Givens
!>         rotation related to the right null space if SQRE = 1.
!> 
[out]S
!>          S is REAL
!>         S contains garbage if SQRE =0 and the S-value of a Givens
!>         rotation related to the right null space if SQRE = 1.
!> 
[out]WORK
!>          WORK is REAL array, dimension ( 4 * M )
!> 
[out]IWORK
!>          IWORK is INTEGER array, dimension ( 3 * N )
!> 
[out]INFO
!>          INFO is INTEGER
!>          = 0:  successful exit.
!>          < 0:  if INFO = -i, the i-th argument had an illegal value.
!>          > 0:  if INFO = 1, a singular value did not converge
!> 
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Contributors:
Ming Gu and Huan Ren, Computer Science Division, University of California at Berkeley, USA

Definition at line 307 of file slasd6.f.

312*
313* -- LAPACK auxiliary routine --
314* -- LAPACK is a software package provided by Univ. of Tennessee, --
315* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
316*
317* .. Scalar Arguments ..
318 INTEGER GIVPTR, ICOMPQ, INFO, K, LDGCOL, LDGNUM, NL,
319 $ NR, SQRE
320 REAL ALPHA, BETA, C, S
321* ..
322* .. Array Arguments ..
323 INTEGER GIVCOL( LDGCOL, * ), IDXQ( * ), IWORK( * ),
324 $ PERM( * )
325 REAL D( * ), DIFL( * ), DIFR( * ),
326 $ GIVNUM( LDGNUM, * ), POLES( LDGNUM, * ),
327 $ VF( * ), VL( * ), WORK( * ), Z( * )
328* ..
329*
330* =====================================================================
331*
332* .. Parameters ..
333 REAL ONE, ZERO
334 parameter( one = 1.0e+0, zero = 0.0e+0 )
335* ..
336* .. Local Scalars ..
337 INTEGER I, IDX, IDXC, IDXP, ISIGMA, IVFW, IVLW, IW, M,
338 $ N, N1, N2
339 REAL ORGNRM
340* ..
341* .. External Subroutines ..
342 EXTERNAL scopy, slamrg, slascl, slasd7, slasd8,
343 $ xerbla
344* ..
345* .. Intrinsic Functions ..
346 INTRINSIC abs, max
347* ..
348* .. Executable Statements ..
349*
350* Test the input parameters.
351*
352 info = 0
353 n = nl + nr + 1
354 m = n + sqre
355*
356 IF( ( icompq.LT.0 ) .OR. ( icompq.GT.1 ) ) THEN
357 info = -1
358 ELSE IF( nl.LT.1 ) THEN
359 info = -2
360 ELSE IF( nr.LT.1 ) THEN
361 info = -3
362 ELSE IF( ( sqre.LT.0 ) .OR. ( sqre.GT.1 ) ) THEN
363 info = -4
364 ELSE IF( ldgcol.LT.n ) THEN
365 info = -14
366 ELSE IF( ldgnum.LT.n ) THEN
367 info = -16
368 END IF
369 IF( info.NE.0 ) THEN
370 CALL xerbla( 'SLASD6', -info )
371 RETURN
372 END IF
373*
374* The following values are for bookkeeping purposes only. They are
375* integer pointers which indicate the portion of the workspace
376* used by a particular array in SLASD7 and SLASD8.
377*
378 isigma = 1
379 iw = isigma + n
380 ivfw = iw + m
381 ivlw = ivfw + m
382*
383 idx = 1
384 idxc = idx + n
385 idxp = idxc + n
386*
387* Scale.
388*
389 orgnrm = max( abs( alpha ), abs( beta ) )
390 d( nl+1 ) = zero
391 DO 10 i = 1, n
392 IF( abs( d( i ) ).GT.orgnrm ) THEN
393 orgnrm = abs( d( i ) )
394 END IF
395 10 CONTINUE
396 CALL slascl( 'G', 0, 0, orgnrm, one, n, 1, d, n, info )
397 alpha = alpha / orgnrm
398 beta = beta / orgnrm
399*
400* Sort and Deflate singular values.
401*
402 CALL slasd7( icompq, nl, nr, sqre, k, d, z, work( iw ), vf,
403 $ work( ivfw ), vl, work( ivlw ), alpha, beta,
404 $ work( isigma ), iwork( idx ), iwork( idxp ), idxq,
405 $ perm, givptr, givcol, ldgcol, givnum, ldgnum, c, s,
406 $ info )
407*
408* Solve Secular Equation, compute DIFL, DIFR, and update VF, VL.
409*
410 CALL slasd8( icompq, k, d, z, vf, vl, difl, difr, ldgnum,
411 $ work( isigma ), work( iw ), info )
412*
413* Report the possible convergence failure.
414*
415 IF( info.NE.0 ) THEN
416 RETURN
417 END IF
418*
419* Save the poles if ICOMPQ = 1.
420*
421 IF( icompq.EQ.1 ) THEN
422 CALL scopy( k, d, 1, poles( 1, 1 ), 1 )
423 CALL scopy( k, work( isigma ), 1, poles( 1, 2 ), 1 )
424 END IF
425*
426* Unscale.
427*
428 CALL slascl( 'G', 0, 0, one, orgnrm, n, 1, d, n, info )
429*
430* Prepare the IDXQ sorting permutation.
431*
432 n1 = k
433 n2 = n - k
434 CALL slamrg( n1, n2, d, 1, -1, idxq )
435*
436 RETURN
437*
438* End of SLASD6
439*
subroutine xerbla(srname, info)
Definition cblat2.f:3285
subroutine scopy(n, sx, incx, sy, incy)
SCOPY
Definition scopy.f:82
subroutine slamrg(n1, n2, a, strd1, strd2, index)
SLAMRG creates a permutation list to merge the entries of two independently sorted sets into a single...
Definition slamrg.f:97
subroutine slascl(type, kl, ku, cfrom, cto, m, n, a, lda, info)
SLASCL multiplies a general rectangular matrix by a real scalar defined as cto/cfrom.
Definition slascl.f:142
subroutine slasd7(icompq, nl, nr, sqre, k, d, z, zw, vf, vfw, vl, vlw, alpha, beta, dsigma, idx, idxp, idxq, perm, givptr, givcol, ldgcol, givnum, ldgnum, c, s, info)
SLASD7 merges the two sets of singular values together into a single sorted set. Then it tries to def...
Definition slasd7.f:279
subroutine slasd8(icompq, k, d, z, vf, vl, difl, difr, lddifr, dsigma, work, info)
SLASD8 finds the square roots of the roots of the secular equation, and stores, for each element in D...
Definition slasd8.f:162
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