LAPACK 3.12.0
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 309 of file slasd6.f.

313*
314* -- LAPACK auxiliary routine --
315* -- LAPACK is a software package provided by Univ. of Tennessee, --
316* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
317*
318* .. Scalar Arguments ..
319 INTEGER GIVPTR, ICOMPQ, INFO, K, LDGCOL, LDGNUM, NL,
320 $ NR, SQRE
321 REAL ALPHA, BETA, C, S
322* ..
323* .. Array Arguments ..
324 INTEGER GIVCOL( LDGCOL, * ), IDXQ( * ), IWORK( * ),
325 $ PERM( * )
326 REAL D( * ), DIFL( * ), DIFR( * ),
327 $ GIVNUM( LDGNUM, * ), POLES( LDGNUM, * ),
328 $ VF( * ), VL( * ), WORK( * ), Z( * )
329* ..
330*
331* =====================================================================
332*
333* .. Parameters ..
334 REAL ONE, ZERO
335 parameter( one = 1.0e+0, zero = 0.0e+0 )
336* ..
337* .. Local Scalars ..
338 INTEGER I, IDX, IDXC, IDXP, ISIGMA, IVFW, IVLW, IW, M,
339 $ N, N1, N2
340 REAL ORGNRM
341* ..
342* .. External Subroutines ..
343 EXTERNAL scopy, slamrg, slascl, slasd7, slasd8, 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*
xerbla
subroutine xerbla(srname, info)
Definition cblat2.f:3285
scopy
subroutine scopy(n, sx, incx, sy, incy)
SCOPY
Definition scopy.f:82
slamrg
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:99
slascl
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:143
slasd7
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:280
slasd8
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:164
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