dbbcsd.f

Go to the documentation of this file.

*> \brief \b DBBCSD
*
*  =========== DOCUMENTATION ===========
*
* Online html documentation available at
*            http://www.netlib.org/lapack/explore-html/
*
*> Download DBBCSD + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dbbcsd.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dbbcsd.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dbbcsd.f">
*> [TXT]</a>
*
*  Definition:
*  ===========
*
*       SUBROUTINE DBBCSD( JOBU1, JOBU2, JOBV1T, JOBV2T, TRANS, M, P, Q,
*                          THETA, PHI, U1, LDU1, U2, LDU2, V1T, LDV1T,
*                          V2T, LDV2T, B11D, B11E, B12D, B12E, B21D, B21E,
*                          B22D, B22E, WORK, LWORK, INFO )
*
*       .. Scalar Arguments ..
*       CHARACTER          JOBU1, JOBU2, JOBV1T, JOBV2T, TRANS
*       INTEGER            INFO, LDU1, LDU2, LDV1T, LDV2T, LWORK, M, P, Q
*       ..
*       .. Array Arguments ..
*       DOUBLE PRECISION   B11D( * ), B11E( * ), B12D( * ), B12E( * ),
*      $                   B21D( * ), B21E( * ), B22D( * ), B22E( * ),
*      $                   PHI( * ), THETA( * ), WORK( * )
*       DOUBLE PRECISION   U1( LDU1, * ), U2( LDU2, * ), V1T( LDV1T, * ),
*      $                   V2T( LDV2T, * )
*       ..
*
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> DBBCSD computes the CS decomposition of an orthogonal matrix in
*> bidiagonal-block form,
*>
*>
*>     [ B11 | B12 0  0 ]
*>     [  0  |  0 -I  0 ]
*> X = [----------------]
*>     [ B21 | B22 0  0 ]
*>     [  0  |  0  0  I ]
*>
*>                               [  C | -S  0  0 ]
*>                   [ U1 |    ] [  0 |  0 -I  0 ] [ V1 |    ]**T
*>                 = [---------] [---------------] [---------]   .
*>                   [    | U2 ] [  S |  C  0  0 ] [    | V2 ]
*>                               [  0 |  0  0  I ]
*>
*> X is M-by-M, its top-left block is P-by-Q, and Q must be no larger
*> than P, M-P, or M-Q. (If Q is not the smallest index, then X must be
*> transposed and/or permuted. This can be done in constant time using
*> the TRANS and SIGNS options. See DORCSD for details.)
*>
*> The bidiagonal matrices B11, B12, B21, and B22 are represented
*> implicitly by angles THETA(1:Q) and PHI(1:Q-1).
*>
*> The orthogonal matrices U1, U2, V1T, and V2T are input/output.
*> The input matrices are pre- or post-multiplied by the appropriate
*> singular vector matrices.
*> \endverbatim
*
*  Arguments:
*  ==========
*
*> \param[in] JOBU1
*> \verbatim
*>          JOBU1 is CHARACTER
*>          = 'Y':      U1 is updated;
*>          otherwise:  U1 is not updated.
*> \endverbatim
*>
*> \param[in] JOBU2
*> \verbatim
*>          JOBU2 is CHARACTER
*>          = 'Y':      U2 is updated;
*>          otherwise:  U2 is not updated.
*> \endverbatim
*>
*> \param[in] JOBV1T
*> \verbatim
*>          JOBV1T is CHARACTER
*>          = 'Y':      V1T is updated;
*>          otherwise:  V1T is not updated.
*> \endverbatim
*>
*> \param[in] JOBV2T
*> \verbatim
*>          JOBV2T is CHARACTER
*>          = 'Y':      V2T is updated;
*>          otherwise:  V2T is not updated.
*> \endverbatim
*>
*> \param[in] TRANS
*> \verbatim
*>          TRANS is CHARACTER
*>          = 'T':      X, U1, U2, V1T, and V2T are stored in row-major
*>                      order;
*>          otherwise:  X, U1, U2, V1T, and V2T are stored in column-
*>                      major order.
*> \endverbatim
*>
*> \param[in] M
*> \verbatim
*>          M is INTEGER
*>          The number of rows and columns in X, the orthogonal matrix in
*>          bidiagonal-block form.
*> \endverbatim
*>
*> \param[in] P
*> \verbatim
*>          P is INTEGER
*>          The number of rows in the top-left block of X. 0 <= P <= M.
*> \endverbatim
*>
*> \param[in] Q
*> \verbatim
*>          Q is INTEGER
*>          The number of columns in the top-left block of X.
*>          0 <= Q <= MIN(P,M-P,M-Q).
*> \endverbatim
*>
*> \param[in,out] THETA
*> \verbatim
*>          THETA is DOUBLE PRECISION array, dimension (Q)
*>          On entry, the angles THETA(1),...,THETA(Q) that, along with
*>          PHI(1), ...,PHI(Q-1), define the matrix in bidiagonal-block
*>          form. On exit, the angles whose cosines and sines define the
*>          diagonal blocks in the CS decomposition.
*> \endverbatim
*>
*> \param[in,out] PHI
*> \verbatim
*>          PHI is DOUBLE PRECISION array, dimension (Q-1)
*>          The angles PHI(1),...,PHI(Q-1) that, along with THETA(1),...,
*>          THETA(Q), define the matrix in bidiagonal-block form.
*> \endverbatim
*>
*> \param[in,out] U1
*> \verbatim
*>          U1 is DOUBLE PRECISION array, dimension (LDU1,P)
*>          On entry, a P-by-P matrix. On exit, U1 is postmultiplied
*>          by the left singular vector matrix common to [ B11 ; 0 ] and
*>          [ B12 0 0 ; 0 -I 0 0 ].
*> \endverbatim
*>
*> \param[in] LDU1
*> \verbatim
*>          LDU1 is INTEGER
*>          The leading dimension of the array U1, LDU1 >= MAX(1,P).
*> \endverbatim
*>
*> \param[in,out] U2
*> \verbatim
*>          U2 is DOUBLE PRECISION array, dimension (LDU2,M-P)
*>          On entry, an (M-P)-by-(M-P) matrix. On exit, U2 is
*>          postmultiplied by the left singular vector matrix common to
*>          [ B21 ; 0 ] and [ B22 0 0 ; 0 0 I ].
*> \endverbatim
*>
*> \param[in] LDU2
*> \verbatim
*>          LDU2 is INTEGER
*>          The leading dimension of the array U2, LDU2 >= MAX(1,M-P).
*> \endverbatim
*>
*> \param[in,out] V1T
*> \verbatim
*>          V1T is DOUBLE PRECISION array, dimension (LDV1T,Q)
*>          On entry, a Q-by-Q matrix. On exit, V1T is premultiplied
*>          by the transpose of the right singular vector
*>          matrix common to [ B11 ; 0 ] and [ B21 ; 0 ].
*> \endverbatim
*>
*> \param[in] LDV1T
*> \verbatim
*>          LDV1T is INTEGER
*>          The leading dimension of the array V1T, LDV1T >= MAX(1,Q).
*> \endverbatim
*>
*> \param[in,out] V2T
*> \verbatim
*>          V2T is DOUBLE PRECISION array, dimension (LDV2T,M-Q)
*>          On entry, an (M-Q)-by-(M-Q) matrix. On exit, V2T is
*>          premultiplied by the transpose of the right
*>          singular vector matrix common to [ B12 0 0 ; 0 -I 0 ] and
*>          [ B22 0 0 ; 0 0 I ].
*> \endverbatim
*>
*> \param[in] LDV2T
*> \verbatim
*>          LDV2T is INTEGER
*>          The leading dimension of the array V2T, LDV2T >= MAX(1,M-Q).
*> \endverbatim
*>
*> \param[out] B11D
*> \verbatim
*>          B11D is DOUBLE PRECISION array, dimension (Q)
*>          When DBBCSD converges, B11D contains the cosines of THETA(1),
*>          ..., THETA(Q). If DBBCSD fails to converge, then B11D
*>          contains the diagonal of the partially reduced top-left
*>          block.
*> \endverbatim
*>
*> \param[out] B11E
*> \verbatim
*>          B11E is DOUBLE PRECISION array, dimension (Q-1)
*>          When DBBCSD converges, B11E contains zeros. If DBBCSD fails
*>          to converge, then B11E contains the superdiagonal of the
*>          partially reduced top-left block.
*> \endverbatim
*>
*> \param[out] B12D
*> \verbatim
*>          B12D is DOUBLE PRECISION array, dimension (Q)
*>          When DBBCSD converges, B12D contains the negative sines of
*>          THETA(1), ..., THETA(Q). If DBBCSD fails to converge, then
*>          B12D contains the diagonal of the partially reduced top-right
*>          block.
*> \endverbatim
*>
*> \param[out] B12E
*> \verbatim
*>          B12E is DOUBLE PRECISION array, dimension (Q-1)
*>          When DBBCSD converges, B12E contains zeros. If DBBCSD fails
*>          to converge, then B12E contains the subdiagonal of the
*>          partially reduced top-right block.
*> \endverbatim
*>
*> \param[out] B21D
*> \verbatim
*>          B21D is DOUBLE PRECISION  array, dimension (Q)
*>          When DBBCSD converges, B21D contains the negative sines of
*>          THETA(1), ..., THETA(Q). If DBBCSD fails to converge, then
*>          B21D contains the diagonal of the partially reduced bottom-left
*>          block.
*> \endverbatim
*>
*> \param[out] B21E
*> \verbatim
*>          B21E is DOUBLE PRECISION  array, dimension (Q-1)
*>          When DBBCSD converges, B21E contains zeros. If DBBCSD fails
*>          to converge, then B21E contains the subdiagonal of the
*>          partially reduced bottom-left block.
*> \endverbatim
*>
*> \param[out] B22D
*> \verbatim
*>          B22D is DOUBLE PRECISION  array, dimension (Q)
*>          When DBBCSD converges, B22D contains the negative sines of
*>          THETA(1), ..., THETA(Q). If DBBCSD fails to converge, then
*>          B22D contains the diagonal of the partially reduced bottom-right
*>          block.
*> \endverbatim
*>
*> \param[out] B22E
*> \verbatim
*>          B22E is DOUBLE PRECISION  array, dimension (Q-1)
*>          When DBBCSD converges, B22E contains zeros. If DBBCSD fails
*>          to converge, then B22E contains the subdiagonal of the
*>          partially reduced bottom-right block.
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*>          WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
*>          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
*> \endverbatim
*>
*> \param[in] LWORK
*> \verbatim
*>          LWORK is INTEGER
*>          The dimension of the array WORK. LWORK >= MAX(1,8*Q).
*>
*>          If LWORK = -1, then a workspace query is assumed; the
*>          routine only calculates the optimal size of the WORK array,
*>          returns this value as the first entry of the work array, and
*>          no error message related to LWORK is issued by XERBLA.
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*>          INFO is INTEGER
*>          = 0:  successful exit.
*>          < 0:  if INFO = -i, the i-th argument had an illegal value.
*>          > 0:  if DBBCSD did not converge, INFO specifies the number
*>                of nonzero entries in PHI, and B11D, B11E, etc.,
*>                contain the partially reduced matrix.
*> \endverbatim
*
*> \par Internal Parameters:
*  =========================
*>
*> \verbatim
*>  TOLMUL  DOUBLE PRECISION, default = MAX(10,MIN(100,EPS**(-1/8)))
*>          TOLMUL controls the convergence criterion of the QR loop.
*>          Angles THETA(i), PHI(i) are rounded to 0 or PI/2 when they
*>          are within TOLMUL*EPS of either bound.
*> \endverbatim
*
*> \par References:
*  ================
*>
*>  [1] Brian D. Sutton. Computing the complete CS decomposition. Numer.
*>      Algorithms, 50(1):33-65, 2009.
*
*  Authors:
*  ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \ingroup bbcsd
*
*  =====================================================================
      SUBROUTINE dbbcsd( JOBU1, JOBU2, JOBV1T, JOBV2T, TRANS, M, P,
     $                   Q,
     $                   THETA, PHI, U1, LDU1, U2, LDU2, V1T, LDV1T,
     $                   V2T, LDV2T, B11D, B11E, B12D, B12E, B21D, B21E,
     $                   B22D, B22E, WORK, LWORK, INFO )
*
*  -- LAPACK computational routine --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*
*     .. Scalar Arguments ..
      CHARACTER          JOBU1, JOBU2, JOBV1T, JOBV2T, TRANS
      INTEGER            INFO, LDU1, LDU2, LDV1T, LDV2T, LWORK, M, P, Q
*     ..
*     .. Array Arguments ..
      DOUBLE PRECISION   B11D( * ), B11E( * ), B12D( * ), B12E( * ),
     $                   b21d( * ), b21e( * ), b22d( * ), b22e( * ),
     $                   phi( * ), theta( * ), work( * )
      DOUBLE PRECISION   U1( LDU1, * ), U2( LDU2, * ), V1T( LDV1T, * ),
     $                   v2t( ldv2t, * )
*     ..
*
*  ===================================================================
*
*     .. Parameters ..
      INTEGER            MAXITR
      PARAMETER          ( MAXITR = 6 )
      double precision   hundred, meighth, one, ten, zero
      parameter( hundred = 100.0d0, meighth = -0.125d0,
     $                     one = 1.0d0, ten = 10.0d0, zero = 0.0d0 )
      DOUBLE PRECISION   NEGONE
      parameter( negone = -1.0d0 )
      DOUBLE PRECISION   PIOVER2
      PARAMETER ( PIOVER2 = 1.57079632679489661923132169163975144210d0 )
*     ..
*     .. Local Scalars ..
      LOGICAL            COLMAJOR, LQUERY, RESTART11, RESTART12,
     $                   restart21, restart22, wantu1, wantu2, wantv1t,
     $                   wantv2t
      INTEGER            I, IMIN, IMAX, ITER, IU1CS, IU1SN, IU2CS,
     $                   iu2sn, iv1tcs, iv1tsn, iv2tcs, iv2tsn, j,
     $                   lworkmin, lworkopt, maxit, mini
      DOUBLE PRECISION   B11BULGE, B12BULGE, B21BULGE, B22BULGE, DUMMY,
     $                   eps, mu, nu, r, sigma11, sigma21,
     $                   temp, thetamax, thetamin, thresh, tol, tolmul,
     $                   unfl, x1, x2, y1, y2
*
*     .. External Subroutines ..
      EXTERNAL           dlasr, dscal, dswap, dlartgp, dlartgs,
     $                   dlas2,
     $                   xerbla
*     ..
*     .. External Functions ..
      DOUBLE PRECISION   DLAMCH
      LOGICAL            LSAME
      EXTERNAL           LSAME, DLAMCH
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          abs, atan2, cos, max, min, sin, sqrt
*     ..
*     .. Executable Statements ..
*
*     Test input arguments
*
      info = 0
      lquery = lwork .EQ. -1
      wantu1 = lsame( jobu1, 'Y' )
      wantu2 = lsame( jobu2, 'Y' )
      wantv1t = lsame( jobv1t, 'Y' )
      wantv2t = lsame( jobv2t, 'Y' )
      colmajor = .NOT. lsame( trans, 'T' )
*
      IF( m .LT. 0 ) THEN
         info = -6
      ELSE IF( p .LT. 0 .OR. p .GT. m ) THEN
         info = -7
      ELSE IF( q .LT. 0 .OR. q .GT. m ) THEN
         info = -8
      ELSE IF( q .GT. p .OR. q .GT. m-p .OR. q .GT. m-q ) THEN
         info = -8
      ELSE IF( wantu1 .AND. ldu1 .LT. p ) THEN
         info = -12
      ELSE IF( wantu2 .AND. ldu2 .LT. m-p ) THEN
         info = -14
      ELSE IF( wantv1t .AND. ldv1t .LT. q ) THEN
         info = -16
      ELSE IF( wantv2t .AND. ldv2t .LT. m-q ) THEN
         info = -18
      END IF
*
*     Quick return if Q = 0
*
      IF( info .EQ. 0 .AND. q .EQ. 0 ) THEN
         lworkmin = 1
         work(1) = lworkmin
         RETURN
      END IF
*
*     Compute workspace
*
      IF( info .EQ. 0 ) THEN
         iu1cs = 1
         iu1sn = iu1cs + q
         iu2cs = iu1sn + q
         iu2sn = iu2cs + q
         iv1tcs = iu2sn + q
         iv1tsn = iv1tcs + q
         iv2tcs = iv1tsn + q
         iv2tsn = iv2tcs + q
         lworkopt = iv2tsn + q - 1
         lworkmin = lworkopt
         work(1) = lworkopt
         IF( lwork .LT. lworkmin .AND. .NOT. lquery ) THEN
            info = -28
         END IF
      END IF
*
      IF( info .NE. 0 ) THEN
         CALL xerbla( 'DBBCSD', -info )
         RETURN
      ELSE IF( lquery ) THEN
         RETURN
      END IF
*
*     Get machine constants
*
      eps = dlamch( 'Epsilon' )
      unfl = dlamch( 'Safe minimum' )
      tolmul = max( ten, min( hundred, eps**meighth ) )
      tol = tolmul*eps
      thresh = max( tol, maxitr*q*q*unfl )
*
*     Test for negligible sines or cosines
*
      DO i = 1, q
         IF( theta(i) .LT. thresh ) THEN
            theta(i) = zero
         ELSE IF( theta(i) .GT. piover2-thresh ) THEN
            theta(i) = piover2
         END IF
      END DO
      DO i = 1, q-1
         IF( phi(i) .LT. thresh ) THEN
            phi(i) = zero
         ELSE IF( phi(i) .GT. piover2-thresh ) THEN
            phi(i) = piover2
         END IF
      END DO
*
*     Initial deflation
*
      imax = q
      DO WHILE( imax .GT. 1 )
         IF( phi(imax-1) .NE. zero ) THEN
            EXIT
         END IF
         imax = imax - 1
      END DO
      imin = imax - 1
      IF  ( imin .GT. 1 ) THEN
         DO WHILE( phi(imin-1) .NE. zero )
            imin = imin - 1
            IF  ( imin .LE. 1 ) EXIT
         END DO
      END IF
*
*     Initialize iteration counter
*
      maxit = maxitr*q*q
      iter = 0
*
*     Begin main iteration loop
*
      DO WHILE( imax .GT. 1 )
*
*        Compute the matrix entries
*
         b11d(imin) = cos( theta(imin) )
         b21d(imin) = -sin( theta(imin) )
         DO i = imin, imax - 1
            b11e(i) = -sin( theta(i) ) * sin( phi(i) )
            b11d(i+1) = cos( theta(i+1) ) * cos( phi(i) )
            b12d(i) = sin( theta(i) ) * cos( phi(i) )
            b12e(i) = cos( theta(i+1) ) * sin( phi(i) )
            b21e(i) = -cos( theta(i) ) * sin( phi(i) )
            b21d(i+1) = -sin( theta(i+1) ) * cos( phi(i) )
            b22d(i) = cos( theta(i) ) * cos( phi(i) )
            b22e(i) = -sin( theta(i+1) ) * sin( phi(i) )
         END DO
         b12d(imax) = sin( theta(imax) )
         b22d(imax) = cos( theta(imax) )
*
*        Abort if not converging; otherwise, increment ITER
*
         IF( iter .GT. maxit ) THEN
            info = 0
            DO i = 1, q
               IF( phi(i) .NE. zero )
     $            info = info + 1
            END DO
            RETURN
         END IF
*
         iter = iter + imax - imin
*
*        Compute shifts
*
         thetamax = theta(imin)
         thetamin = theta(imin)
         DO i = imin+1, imax
            IF( theta(i) > thetamax )
     $         thetamax = theta(i)
            IF( theta(i) < thetamin )
     $         thetamin = theta(i)
         END DO
*
         IF( thetamax .GT. piover2 - thresh ) THEN
*
*           Zero on diagonals of B11 and B22; induce deflation with a
*           zero shift
*
            mu = zero
            nu = one
*
         ELSE IF( thetamin .LT. thresh ) THEN
*
*           Zero on diagonals of B12 and B22; induce deflation with a
*           zero shift
*
            mu = one
            nu = zero
*
         ELSE
*
*           Compute shifts for B11 and B21 and use the lesser
*
            CALL dlas2( b11d(imax-1), b11e(imax-1), b11d(imax),
     $                  sigma11,
     $                  dummy )
            CALL dlas2( b21d(imax-1), b21e(imax-1), b21d(imax),
     $                  sigma21,
     $                  dummy )
*
            IF( sigma11 .LE. sigma21 ) THEN
               mu = sigma11
               nu = sqrt( one - mu**2 )
               IF( mu .LT. thresh ) THEN
                  mu = zero
                  nu = one
               END IF
            ELSE
               nu = sigma21
               mu = sqrt( 1.0 - nu**2 )
               IF( nu .LT. thresh ) THEN
                  mu = one
                  nu = zero
               END IF
            END IF
         END IF
*
*        Rotate to produce bulges in B11 and B21
*
         IF( mu .LE. nu ) THEN
            CALL dlartgs( b11d(imin), b11e(imin), mu,
     $                    work(iv1tcs+imin-1), work(iv1tsn+imin-1) )
         ELSE
            CALL dlartgs( b21d(imin), b21e(imin), nu,
     $                    work(iv1tcs+imin-1), work(iv1tsn+imin-1) )
         END IF
*
         temp = work(iv1tcs+imin-1)*b11d(imin) +
     $          work(iv1tsn+imin-1)*b11e(imin)
         b11e(imin) = work(iv1tcs+imin-1)*b11e(imin) -
     $                work(iv1tsn+imin-1)*b11d(imin)
         b11d(imin) = temp
         b11bulge = work(iv1tsn+imin-1)*b11d(imin+1)
         b11d(imin+1) = work(iv1tcs+imin-1)*b11d(imin+1)
         temp = work(iv1tcs+imin-1)*b21d(imin) +
     $          work(iv1tsn+imin-1)*b21e(imin)
         b21e(imin) = work(iv1tcs+imin-1)*b21e(imin) -
     $                work(iv1tsn+imin-1)*b21d(imin)
         b21d(imin) = temp
         b21bulge = work(iv1tsn+imin-1)*b21d(imin+1)
         b21d(imin+1) = work(iv1tcs+imin-1)*b21d(imin+1)
*
*        Compute THETA(IMIN)
*
         theta( imin ) = atan2( sqrt( b21d(imin)**2+b21bulge**2 ),
     $                   sqrt( b11d(imin)**2+b11bulge**2 ) )
*
*        Chase the bulges in B11(IMIN+1,IMIN) and B21(IMIN+1,IMIN)
*
         IF( b11d(imin)**2+b11bulge**2 .GT. thresh**2 ) THEN
            CALL dlartgp( b11bulge, b11d(imin), work(iu1sn+imin-1),
     $                    work(iu1cs+imin-1), r )
         ELSE IF( mu .LE. nu ) THEN
            CALL dlartgs( b11e( imin ), b11d( imin + 1 ), mu,
     $                    work(iu1cs+imin-1), work(iu1sn+imin-1) )
         ELSE
            CALL dlartgs( b12d( imin ), b12e( imin ), nu,
     $                    work(iu1cs+imin-1), work(iu1sn+imin-1) )
         END IF
         IF( b21d(imin)**2+b21bulge**2 .GT. thresh**2 ) THEN
            CALL dlartgp( b21bulge, b21d(imin), work(iu2sn+imin-1),
     $                    work(iu2cs+imin-1), r )
         ELSE IF( nu .LT. mu ) THEN
            CALL dlartgs( b21e( imin ), b21d( imin + 1 ), nu,
     $                    work(iu2cs+imin-1), work(iu2sn+imin-1) )
         ELSE
            CALL dlartgs( b22d(imin), b22e(imin), mu,
     $                    work(iu2cs+imin-1), work(iu2sn+imin-1) )
         END IF
         work(iu2cs+imin-1) = -work(iu2cs+imin-1)
         work(iu2sn+imin-1) = -work(iu2sn+imin-1)
*
         temp = work(iu1cs+imin-1)*b11e(imin) +
     $          work(iu1sn+imin-1)*b11d(imin+1)
         b11d(imin+1) = work(iu1cs+imin-1)*b11d(imin+1) -
     $                  work(iu1sn+imin-1)*b11e(imin)
         b11e(imin) = temp
         IF( imax .GT. imin+1 ) THEN
            b11bulge = work(iu1sn+imin-1)*b11e(imin+1)
            b11e(imin+1) = work(iu1cs+imin-1)*b11e(imin+1)
         END IF
         temp = work(iu1cs+imin-1)*b12d(imin) +
     $          work(iu1sn+imin-1)*b12e(imin)
         b12e(imin) = work(iu1cs+imin-1)*b12e(imin) -
     $                work(iu1sn+imin-1)*b12d(imin)
         b12d(imin) = temp
         b12bulge = work(iu1sn+imin-1)*b12d(imin+1)
         b12d(imin+1) = work(iu1cs+imin-1)*b12d(imin+1)
         temp = work(iu2cs+imin-1)*b21e(imin) +
     $          work(iu2sn+imin-1)*b21d(imin+1)
         b21d(imin+1) = work(iu2cs+imin-1)*b21d(imin+1) -
     $                  work(iu2sn+imin-1)*b21e(imin)
         b21e(imin) = temp
         IF( imax .GT. imin+1 ) THEN
            b21bulge = work(iu2sn+imin-1)*b21e(imin+1)
            b21e(imin+1) = work(iu2cs+imin-1)*b21e(imin+1)
         END IF
         temp = work(iu2cs+imin-1)*b22d(imin) +
     $          work(iu2sn+imin-1)*b22e(imin)
         b22e(imin) = work(iu2cs+imin-1)*b22e(imin) -
     $                work(iu2sn+imin-1)*b22d(imin)
         b22d(imin) = temp
         b22bulge = work(iu2sn+imin-1)*b22d(imin+1)
         b22d(imin+1) = work(iu2cs+imin-1)*b22d(imin+1)
*
*        Inner loop: chase bulges from B11(IMIN,IMIN+2),
*        B12(IMIN,IMIN+1), B21(IMIN,IMIN+2), and B22(IMIN,IMIN+1) to
*        bottom-right
*
         DO i = imin+1, imax-1
*
*           Compute PHI(I-1)
*
            x1 = sin(theta(i-1))*b11e(i-1) + cos(theta(i-1))*b21e(i-1)
            x2 = sin(theta(i-1))*b11bulge + cos(theta(i-1))*b21bulge
            y1 = sin(theta(i-1))*b12d(i-1) + cos(theta(i-1))*b22d(i-1)
            y2 = sin(theta(i-1))*b12bulge + cos(theta(i-1))*b22bulge
*
            phi(i-1) = atan2( sqrt(x1**2+x2**2), sqrt(y1**2+y2**2) )
*
*           Determine if there are bulges to chase or if a new direct
*           summand has been reached
*
            restart11 = b11e(i-1)**2 + b11bulge**2 .LE. thresh**2
            restart21 = b21e(i-1)**2 + b21bulge**2 .LE. thresh**2
            restart12 = b12d(i-1)**2 + b12bulge**2 .LE. thresh**2
            restart22 = b22d(i-1)**2 + b22bulge**2 .LE. thresh**2
*
*           If possible, chase bulges from B11(I-1,I+1), B12(I-1,I),
*           B21(I-1,I+1), and B22(I-1,I). If necessary, restart bulge-
*           chasing by applying the original shift again.
*
            IF( .NOT. restart11 .AND. .NOT. restart21 ) THEN
               CALL dlartgp( x2, x1, work(iv1tsn+i-1),
     $                       work(iv1tcs+i-1),
     $                       r )
            ELSE IF( .NOT. restart11 .AND. restart21 ) THEN
               CALL dlartgp( b11bulge, b11e(i-1), work(iv1tsn+i-1),
     $                       work(iv1tcs+i-1), r )
            ELSE IF( restart11 .AND. .NOT. restart21 ) THEN
               CALL dlartgp( b21bulge, b21e(i-1), work(iv1tsn+i-1),
     $                       work(iv1tcs+i-1), r )
            ELSE IF( mu .LE. nu ) THEN
               CALL dlartgs( b11d(i), b11e(i), mu, work(iv1tcs+i-1),
     $                       work(iv1tsn+i-1) )
            ELSE
               CALL dlartgs( b21d(i), b21e(i), nu, work(iv1tcs+i-1),
     $                       work(iv1tsn+i-1) )
            END IF
            work(iv1tcs+i-1) = -work(iv1tcs+i-1)
            work(iv1tsn+i-1) = -work(iv1tsn+i-1)
            IF( .NOT. restart12 .AND. .NOT. restart22 ) THEN
               CALL dlartgp( y2, y1, work(iv2tsn+i-1-1),
     $                       work(iv2tcs+i-1-1), r )
            ELSE IF( .NOT. restart12 .AND. restart22 ) THEN
               CALL dlartgp( b12bulge, b12d(i-1), work(iv2tsn+i-1-1),
     $                       work(iv2tcs+i-1-1), r )
            ELSE IF( restart12 .AND. .NOT. restart22 ) THEN
               CALL dlartgp( b22bulge, b22d(i-1), work(iv2tsn+i-1-1),
     $                       work(iv2tcs+i-1-1), r )
            ELSE IF( nu .LT. mu ) THEN
               CALL dlartgs( b12e(i-1), b12d(i), nu,
     $                       work(iv2tcs+i-1-1),
     $                       work(iv2tsn+i-1-1) )
            ELSE
               CALL dlartgs( b22e(i-1), b22d(i), mu,
     $                       work(iv2tcs+i-1-1),
     $                       work(iv2tsn+i-1-1) )
            END IF
*
            temp = work(iv1tcs+i-1)*b11d(i) + work(iv1tsn+i-1)*b11e(i)
            b11e(i) = work(iv1tcs+i-1)*b11e(i) -
     $                work(iv1tsn+i-1)*b11d(i)
            b11d(i) = temp
            b11bulge = work(iv1tsn+i-1)*b11d(i+1)
            b11d(i+1) = work(iv1tcs+i-1)*b11d(i+1)
            temp = work(iv1tcs+i-1)*b21d(i) + work(iv1tsn+i-1)*b21e(i)
            b21e(i) = work(iv1tcs+i-1)*b21e(i) -
     $                work(iv1tsn+i-1)*b21d(i)
            b21d(i) = temp
            b21bulge = work(iv1tsn+i-1)*b21d(i+1)
            b21d(i+1) = work(iv1tcs+i-1)*b21d(i+1)
            temp = work(iv2tcs+i-1-1)*b12e(i-1) +
     $             work(iv2tsn+i-1-1)*b12d(i)
            b12d(i) = work(iv2tcs+i-1-1)*b12d(i) -
     $                work(iv2tsn+i-1-1)*b12e(i-1)
            b12e(i-1) = temp
            b12bulge = work(iv2tsn+i-1-1)*b12e(i)
            b12e(i) = work(iv2tcs+i-1-1)*b12e(i)
            temp = work(iv2tcs+i-1-1)*b22e(i-1) +
     $             work(iv2tsn+i-1-1)*b22d(i)
            b22d(i) = work(iv2tcs+i-1-1)*b22d(i) -
     $                work(iv2tsn+i-1-1)*b22e(i-1)
            b22e(i-1) = temp
            b22bulge = work(iv2tsn+i-1-1)*b22e(i)
            b22e(i) = work(iv2tcs+i-1-1)*b22e(i)
*
*           Compute THETA(I)
*
            x1 = cos(phi(i-1))*b11d(i) + sin(phi(i-1))*b12e(i-1)
            x2 = cos(phi(i-1))*b11bulge + sin(phi(i-1))*b12bulge
            y1 = cos(phi(i-1))*b21d(i) + sin(phi(i-1))*b22e(i-1)
            y2 = cos(phi(i-1))*b21bulge + sin(phi(i-1))*b22bulge
*
            theta(i) = atan2( sqrt(y1**2+y2**2), sqrt(x1**2+x2**2) )
*
*           Determine if there are bulges to chase or if a new direct
*           summand has been reached
*
            restart11 =   b11d(i)**2 + b11bulge**2 .LE. thresh**2
            restart12 = b12e(i-1)**2 + b12bulge**2 .LE. thresh**2
            restart21 =   b21d(i)**2 + b21bulge**2 .LE. thresh**2
            restart22 = b22e(i-1)**2 + b22bulge**2 .LE. thresh**2
*
*           If possible, chase bulges from B11(I+1,I), B12(I+1,I-1),
*           B21(I+1,I), and B22(I+1,I-1). If necessary, restart bulge-
*           chasing by applying the original shift again.
*
            IF( .NOT. restart11 .AND. .NOT. restart12 ) THEN
               CALL dlartgp( x2, x1, work(iu1sn+i-1),
     $                       work(iu1cs+i-1),
     $                       r )
            ELSE IF( .NOT. restart11 .AND. restart12 ) THEN
               CALL dlartgp( b11bulge, b11d(i), work(iu1sn+i-1),
     $                       work(iu1cs+i-1), r )
            ELSE IF( restart11 .AND. .NOT. restart12 ) THEN
               CALL dlartgp( b12bulge, b12e(i-1), work(iu1sn+i-1),
     $                       work(iu1cs+i-1), r )
            ELSE IF( mu .LE. nu ) THEN
               CALL dlartgs( b11e(i), b11d(i+1), mu, work(iu1cs+i-1),
     $                       work(iu1sn+i-1) )
            ELSE
               CALL dlartgs( b12d(i), b12e(i), nu, work(iu1cs+i-1),
     $                       work(iu1sn+i-1) )
            END IF
            IF( .NOT. restart21 .AND. .NOT. restart22 ) THEN
               CALL dlartgp( y2, y1, work(iu2sn+i-1),
     $                       work(iu2cs+i-1),
     $                       r )
            ELSE IF( .NOT. restart21 .AND. restart22 ) THEN
               CALL dlartgp( b21bulge, b21d(i), work(iu2sn+i-1),
     $                       work(iu2cs+i-1), r )
            ELSE IF( restart21 .AND. .NOT. restart22 ) THEN
               CALL dlartgp( b22bulge, b22e(i-1), work(iu2sn+i-1),
     $                       work(iu2cs+i-1), r )
            ELSE IF( nu .LT. mu ) THEN
               CALL dlartgs( b21e(i), b21e(i+1), nu, work(iu2cs+i-1),
     $                       work(iu2sn+i-1) )
            ELSE
               CALL dlartgs( b22d(i), b22e(i), mu, work(iu2cs+i-1),
     $                       work(iu2sn+i-1) )
            END IF
            work(iu2cs+i-1) = -work(iu2cs+i-1)
            work(iu2sn+i-1) = -work(iu2sn+i-1)
*
            temp = work(iu1cs+i-1)*b11e(i) + work(iu1sn+i-1)*b11d(i+1)
            b11d(i+1) = work(iu1cs+i-1)*b11d(i+1) -
     $                  work(iu1sn+i-1)*b11e(i)
            b11e(i) = temp
            IF( i .LT. imax - 1 ) THEN
               b11bulge = work(iu1sn+i-1)*b11e(i+1)
               b11e(i+1) = work(iu1cs+i-1)*b11e(i+1)
            END IF
            temp = work(iu2cs+i-1)*b21e(i) + work(iu2sn+i-1)*b21d(i+1)
            b21d(i+1) = work(iu2cs+i-1)*b21d(i+1) -
     $                  work(iu2sn+i-1)*b21e(i)
            b21e(i) = temp
            IF( i .LT. imax - 1 ) THEN
               b21bulge = work(iu2sn+i-1)*b21e(i+1)
               b21e(i+1) = work(iu2cs+i-1)*b21e(i+1)
            END IF
            temp = work(iu1cs+i-1)*b12d(i) + work(iu1sn+i-1)*b12e(i)
            b12e(i) = work(iu1cs+i-1)*b12e(i) - work(iu1sn+i-1)*b12d(i)
            b12d(i) = temp
            b12bulge = work(iu1sn+i-1)*b12d(i+1)
            b12d(i+1) = work(iu1cs+i-1)*b12d(i+1)
            temp = work(iu2cs+i-1)*b22d(i) + work(iu2sn+i-1)*b22e(i)
            b22e(i) = work(iu2cs+i-1)*b22e(i) - work(iu2sn+i-1)*b22d(i)
            b22d(i) = temp
            b22bulge = work(iu2sn+i-1)*b22d(i+1)
            b22d(i+1) = work(iu2cs+i-1)*b22d(i+1)
*
         END DO
*
*        Compute PHI(IMAX-1)
*
         x1 = sin(theta(imax-1))*b11e(imax-1) +
     $        cos(theta(imax-1))*b21e(imax-1)
         y1 = sin(theta(imax-1))*b12d(imax-1) +
     $        cos(theta(imax-1))*b22d(imax-1)
         y2 = sin(theta(imax-1))*b12bulge + cos(theta(imax-1))*b22bulge
*
         phi(imax-1) = atan2( abs(x1), sqrt(y1**2+y2**2) )
*
*        Chase bulges from B12(IMAX-1,IMAX) and B22(IMAX-1,IMAX)
*
         restart12 = b12d(imax-1)**2 + b12bulge**2 .LE. thresh**2
         restart22 = b22d(imax-1)**2 + b22bulge**2 .LE. thresh**2
*
         IF( .NOT. restart12 .AND. .NOT. restart22 ) THEN
            CALL dlartgp( y2, y1, work(iv2tsn+imax-1-1),
     $                    work(iv2tcs+imax-1-1), r )
         ELSE IF( .NOT. restart12 .AND. restart22 ) THEN
            CALL dlartgp( b12bulge, b12d(imax-1),
     $                    work(iv2tsn+imax-1-1),
     $                    work(iv2tcs+imax-1-1), r )
         ELSE IF( restart12 .AND. .NOT. restart22 ) THEN
            CALL dlartgp( b22bulge, b22d(imax-1),
     $                    work(iv2tsn+imax-1-1),
     $                    work(iv2tcs+imax-1-1), r )
         ELSE IF( nu .LT. mu ) THEN
            CALL dlartgs( b12e(imax-1), b12d(imax), nu,
     $                    work(iv2tcs+imax-1-1), work(iv2tsn+imax-1-1) )
         ELSE
            CALL dlartgs( b22e(imax-1), b22d(imax), mu,
     $                    work(iv2tcs+imax-1-1), work(iv2tsn+imax-1-1) )
         END IF
*
         temp = work(iv2tcs+imax-1-1)*b12e(imax-1) +
     $          work(iv2tsn+imax-1-1)*b12d(imax)
         b12d(imax) = work(iv2tcs+imax-1-1)*b12d(imax) -
     $                work(iv2tsn+imax-1-1)*b12e(imax-1)
         b12e(imax-1) = temp
         temp = work(iv2tcs+imax-1-1)*b22e(imax-1) +
     $          work(iv2tsn+imax-1-1)*b22d(imax)
         b22d(imax) = work(iv2tcs+imax-1-1)*b22d(imax) -
     $                work(iv2tsn+imax-1-1)*b22e(imax-1)
         b22e(imax-1) = temp
*
*        Update singular vectors
*
         IF( wantu1 ) THEN
            IF( colmajor ) THEN
               CALL dlasr( 'R', 'V', 'F', p, imax-imin+1,
     $                     work(iu1cs+imin-1), work(iu1sn+imin-1),
     $                     u1(1,imin), ldu1 )
            ELSE
               CALL dlasr( 'L', 'V', 'F', imax-imin+1, p,
     $                     work(iu1cs+imin-1), work(iu1sn+imin-1),
     $                     u1(imin,1), ldu1 )
            END IF
         END IF
         IF( wantu2 ) THEN
            IF( colmajor ) THEN
               CALL dlasr( 'R', 'V', 'F', m-p, imax-imin+1,
     $                     work(iu2cs+imin-1), work(iu2sn+imin-1),
     $                     u2(1,imin), ldu2 )
            ELSE
               CALL dlasr( 'L', 'V', 'F', imax-imin+1, m-p,
     $                     work(iu2cs+imin-1), work(iu2sn+imin-1),
     $                     u2(imin,1), ldu2 )
            END IF
         END IF
         IF( wantv1t ) THEN
            IF( colmajor ) THEN
               CALL dlasr( 'L', 'V', 'F', imax-imin+1, q,
     $                     work(iv1tcs+imin-1), work(iv1tsn+imin-1),
     $                     v1t(imin,1), ldv1t )
            ELSE
               CALL dlasr( 'R', 'V', 'F', q, imax-imin+1,
     $                     work(iv1tcs+imin-1), work(iv1tsn+imin-1),
     $                     v1t(1,imin), ldv1t )
            END IF
         END IF
         IF( wantv2t ) THEN
            IF( colmajor ) THEN
               CALL dlasr( 'L', 'V', 'F', imax-imin+1, m-q,
     $                     work(iv2tcs+imin-1), work(iv2tsn+imin-1),
     $                     v2t(imin,1), ldv2t )
            ELSE
               CALL dlasr( 'R', 'V', 'F', m-q, imax-imin+1,
     $                     work(iv2tcs+imin-1), work(iv2tsn+imin-1),
     $                     v2t(1,imin), ldv2t )
            END IF
         END IF
*
*        Fix signs on B11(IMAX-1,IMAX) and B21(IMAX-1,IMAX)
*
         IF( b11e(imax-1)+b21e(imax-1) .GT. 0 ) THEN
            b11d(imax) = -b11d(imax)
            b21d(imax) = -b21d(imax)
            IF( wantv1t ) THEN
               IF( colmajor ) THEN
                  CALL dscal( q, negone, v1t(imax,1), ldv1t )
               ELSE
                  CALL dscal( q, negone, v1t(1,imax), 1 )
               END IF
            END IF
         END IF
*
*        Compute THETA(IMAX)
*
         x1 = cos(phi(imax-1))*b11d(imax) +
     $        sin(phi(imax-1))*b12e(imax-1)
         y1 = cos(phi(imax-1))*b21d(imax) +
     $        sin(phi(imax-1))*b22e(imax-1)
*
         theta(imax) = atan2( abs(y1), abs(x1) )
*
*        Fix signs on B11(IMAX,IMAX), B12(IMAX,IMAX-1), B21(IMAX,IMAX),
*        and B22(IMAX,IMAX-1)
*
         IF( b11d(imax)+b12e(imax-1) .LT. 0 ) THEN
            b12d(imax) = -b12d(imax)
            IF( wantu1 ) THEN
               IF( colmajor ) THEN
                  CALL dscal( p, negone, u1(1,imax), 1 )
               ELSE
                  CALL dscal( p, negone, u1(imax,1), ldu1 )
               END IF
            END IF
         END IF
         IF( b21d(imax)+b22e(imax-1) .GT. 0 ) THEN
            b22d(imax) = -b22d(imax)
            IF( wantu2 ) THEN
               IF( colmajor ) THEN
                  CALL dscal( m-p, negone, u2(1,imax), 1 )
               ELSE
                  CALL dscal( m-p, negone, u2(imax,1), ldu2 )
               END IF
            END IF
         END IF
*
*        Fix signs on B12(IMAX,IMAX) and B22(IMAX,IMAX)
*
         IF( b12d(imax)+b22d(imax) .LT. 0 ) THEN
            IF( wantv2t ) THEN
               IF( colmajor ) THEN
                  CALL dscal( m-q, negone, v2t(imax,1), ldv2t )
               ELSE
                  CALL dscal( m-q, negone, v2t(1,imax), 1 )
               END IF
            END IF
         END IF
*
*        Test for negligible sines or cosines
*
         DO i = imin, imax
            IF( theta(i) .LT. thresh ) THEN
               theta(i) = zero
            ELSE IF( theta(i) .GT. piover2-thresh ) THEN
               theta(i) = piover2
            END IF
         END DO
         DO i = imin, imax-1
            IF( phi(i) .LT. thresh ) THEN
               phi(i) = zero
            ELSE IF( phi(i) .GT. piover2-thresh ) THEN
               phi(i) = piover2
            END IF
         END DO
*
*        Deflate
*
         IF (imax .GT. 1) THEN
            DO WHILE( phi(imax-1) .EQ. zero )
               imax = imax - 1
               IF (imax .LE. 1) EXIT
            END DO
         END IF
         IF( imin .GT. imax - 1 )
     $      imin = imax - 1
         IF (imin .GT. 1) THEN
            DO WHILE (phi(imin-1) .NE. zero)
                imin = imin - 1
                IF (imin .LE. 1) EXIT
            END DO
         END IF
*
*        Repeat main iteration loop
*
      END DO
*
*     Postprocessing: order THETA from least to greatest
*
      DO i = 1, q
*
         mini = i
         thetamin = theta(i)
         DO j = i+1, q
            IF( theta(j) .LT. thetamin ) THEN
               mini = j
               thetamin = theta(j)
            END IF
         END DO
*
         IF( mini .NE. i ) THEN
            theta(mini) = theta(i)
            theta(i) = thetamin
            IF( colmajor ) THEN
               IF( wantu1 )
     $            CALL dswap( p, u1(1,i), 1, u1(1,mini), 1 )
               IF( wantu2 )
     $            CALL dswap( m-p, u2(1,i), 1, u2(1,mini), 1 )
               IF( wantv1t )
     $            CALL dswap( q, v1t(i,1), ldv1t, v1t(mini,1),
     $                        ldv1t )
               IF( wantv2t )
     $            CALL dswap( m-q, v2t(i,1), ldv2t, v2t(mini,1),
     $               ldv2t )
            ELSE
               IF( wantu1 )
     $            CALL dswap( p, u1(i,1), ldu1, u1(mini,1), ldu1 )
               IF( wantu2 )
     $            CALL dswap( m-p, u2(i,1), ldu2, u2(mini,1), ldu2 )
               IF( wantv1t )
     $            CALL dswap( q, v1t(1,i), 1, v1t(1,mini), 1 )
               IF( wantv2t )
     $            CALL dswap( m-q, v2t(1,i), 1, v2t(1,mini), 1 )
            END IF
         END IF
*
      END DO
*
      RETURN
*
*     End of DBBCSD
*
      END