SUBROUTINE DLASD3( NL, NR, SQRE, K, D, Q, LDQ, DSIGMA, U, LDU, U2, $ LDU2, VT, LDVT, VT2, LDVT2, IDXC, CTOT, Z, $ INFO ) * * -- LAPACK auxiliary routine (version 3.2) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * November 2006 * * .. Scalar Arguments .. INTEGER INFO, K, LDQ, LDU, LDU2, LDVT, LDVT2, NL, NR, $ SQRE * .. * .. Array Arguments .. INTEGER CTOT( * ), IDXC( * ) DOUBLE PRECISION D( * ), DSIGMA( * ), Q( LDQ, * ), U( LDU, * ), $ U2( LDU2, * ), VT( LDVT, * ), VT2( LDVT2, * ), $ Z( * ) * .. * * Purpose * ======= * * DLASD3 finds all the square roots of the roots of the secular * equation, as defined by the values in D and Z. It makes the * appropriate calls to DLASD4 and then updates the singular * vectors by matrix multiplication. * * This code makes very mild assumptions about floating point * arithmetic. It will work on machines with a guard digit in * add/subtract, or on those binary machines without guard digits * which subtract like the Cray XMP, Cray YMP, Cray C 90, or Cray 2. * It could conceivably fail on hexadecimal or decimal machines * without guard digits, but we know of none. * * DLASD3 is called from DLASD1. * * Arguments * ========= * * NL (input) INTEGER * The row dimension of the upper block. NL >= 1. * * NR (input) INTEGER * The row dimension of the lower block. NR >= 1. * * SQRE (input) 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 N = NL + NR + 1 rows and * M = N + SQRE >= N columns. * * K (input) INTEGER * The size of the secular equation, 1 =< K = < N. * * D (output) DOUBLE PRECISION array, dimension(K) * On exit the square roots of the roots of the secular equation, * in ascending order. * * Q (workspace) DOUBLE PRECISION array, * dimension at least (LDQ,K). * * LDQ (input) INTEGER * The leading dimension of the array Q. LDQ >= K. * * DSIGMA (input) DOUBLE PRECISION array, dimension(K) * The first K elements of this array contain the old roots * of the deflated updating problem. These are the poles * of the secular equation. * * U (output) DOUBLE PRECISION array, dimension (LDU, N) * The last N - K columns of this matrix contain the deflated * left singular vectors. * * LDU (input) INTEGER * The leading dimension of the array U. LDU >= N. * * U2 (input/output) DOUBLE PRECISION array, dimension (LDU2, N) * The first K columns of this matrix contain the non-deflated * left singular vectors for the split problem. * * LDU2 (input) INTEGER * The leading dimension of the array U2. LDU2 >= N. * * VT (output) DOUBLE PRECISION array, dimension (LDVT, M) * The last M - K columns of VT' contain the deflated * right singular vectors. * * LDVT (input) INTEGER * The leading dimension of the array VT. LDVT >= N. * * VT2 (input/output) DOUBLE PRECISION array, dimension (LDVT2, N) * The first K columns of VT2' contain the non-deflated * right singular vectors for the split problem. * * LDVT2 (input) INTEGER * The leading dimension of the array VT2. LDVT2 >= N. * * IDXC (input) INTEGER array, dimension ( N ) * The permutation used to arrange the columns of U (and rows of * VT) into three groups: the first group contains non-zero * entries only at and above (or before) NL +1; the second * contains non-zero entries only at and below (or after) NL+2; * and the third is dense. The first column of U and the row of * VT are treated separately, however. * * The rows of the singular vectors found by DLASD4 * must be likewise permuted before the matrix multiplies can * take place. * * CTOT (input) INTEGER array, dimension ( 4 ) * A count of the total number of the various types of columns * in U (or rows in VT), as described in IDXC. The fourth column * type is any column which has been deflated. * * Z (input) DOUBLE PRECISION array, dimension (K) * The first K elements of this array contain the components * of the deflation-adjusted updating row vector. * * INFO (output) INTEGER * = 0: successful exit. * < 0: if INFO = -i, the i-th argument had an illegal value. * > 0: if INFO = 1, an singular value did not converge * * Further Details * =============== * * Based on contributions by * Ming Gu and Huan Ren, Computer Science Division, University of * California at Berkeley, USA * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ONE, ZERO, NEGONE PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0, $ NEGONE = -1.0D+0 ) * .. * .. Local Scalars .. INTEGER CTEMP, I, J, JC, KTEMP, M, N, NLP1, NLP2, NRP1 DOUBLE PRECISION RHO, TEMP * .. * .. External Functions .. DOUBLE PRECISION DLAMC3, DNRM2 EXTERNAL DLAMC3, DNRM2 * .. * .. External Subroutines .. EXTERNAL DCOPY, DGEMM, DLACPY, DLASCL, DLASD4, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC ABS, SIGN, SQRT * .. * .. Executable Statements .. * * Test the input parameters. * INFO = 0 * IF( NL.LT.1 ) THEN INFO = -1 ELSE IF( NR.LT.1 ) THEN INFO = -2 ELSE IF( ( SQRE.NE.1 ) .AND. ( SQRE.NE.0 ) ) THEN INFO = -3 END IF * N = NL + NR + 1 M = N + SQRE NLP1 = NL + 1 NLP2 = NL + 2 * IF( ( K.LT.1 ) .OR. ( K.GT.N ) ) THEN INFO = -4 ELSE IF( LDQ.LT.K ) THEN INFO = -7 ELSE IF( LDU.LT.N ) THEN INFO = -10 ELSE IF( LDU2.LT.N ) THEN INFO = -12 ELSE IF( LDVT.LT.M ) THEN INFO = -14 ELSE IF( LDVT2.LT.M ) THEN INFO = -16 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DLASD3', -INFO ) RETURN END IF * * Quick return if possible * IF( K.EQ.1 ) THEN D( 1 ) = ABS( Z( 1 ) ) CALL DCOPY( M, VT2( 1, 1 ), LDVT2, VT( 1, 1 ), LDVT ) IF( Z( 1 ).GT.ZERO ) THEN CALL DCOPY( N, U2( 1, 1 ), 1, U( 1, 1 ), 1 ) ELSE DO 10 I = 1, N U( I, 1 ) = -U2( I, 1 ) 10 CONTINUE END IF RETURN END IF * * Modify values DSIGMA(i) to make sure all DSIGMA(i)-DSIGMA(j) can * be computed with high relative accuracy (barring over/underflow). * This is a problem on machines without a guard digit in * add/subtract (Cray XMP, Cray YMP, Cray C 90 and Cray 2). * The following code replaces DSIGMA(I) by 2*DSIGMA(I)-DSIGMA(I), * which on any of these machines zeros out the bottommost * bit of DSIGMA(I) if it is 1; this makes the subsequent * subtractions DSIGMA(I)-DSIGMA(J) unproblematic when cancellation * occurs. On binary machines with a guard digit (almost all * machines) it does not change DSIGMA(I) at all. On hexadecimal * and decimal machines with a guard digit, it slightly * changes the bottommost bits of DSIGMA(I). It does not account * for hexadecimal or decimal machines without guard digits * (we know of none). We use a subroutine call to compute * 2*DSIGMA(I) to prevent optimizing compilers from eliminating * this code. * DO 20 I = 1, K DSIGMA( I ) = DLAMC3( DSIGMA( I ), DSIGMA( I ) ) - DSIGMA( I ) 20 CONTINUE * * Keep a copy of Z. * CALL DCOPY( K, Z, 1, Q, 1 ) * * Normalize Z. * RHO = DNRM2( K, Z, 1 ) CALL DLASCL( 'G', 0, 0, RHO, ONE, K, 1, Z, K, INFO ) RHO = RHO*RHO * * Find the new singular values. * DO 30 J = 1, K CALL DLASD4( K, J, DSIGMA, Z, U( 1, J ), RHO, D( J ), $ VT( 1, J ), INFO ) * * If the zero finder fails, the computation is terminated. * IF( INFO.NE.0 ) THEN RETURN END IF 30 CONTINUE * * Compute updated Z. * DO 60 I = 1, K Z( I ) = U( I, K )*VT( I, K ) DO 40 J = 1, I - 1 Z( I ) = Z( I )*( U( I, J )*VT( I, J ) / $ ( DSIGMA( I )-DSIGMA( J ) ) / $ ( DSIGMA( I )+DSIGMA( J ) ) ) 40 CONTINUE DO 50 J = I, K - 1 Z( I ) = Z( I )*( U( I, J )*VT( I, J ) / $ ( DSIGMA( I )-DSIGMA( J+1 ) ) / $ ( DSIGMA( I )+DSIGMA( J+1 ) ) ) 50 CONTINUE Z( I ) = SIGN( SQRT( ABS( Z( I ) ) ), Q( I, 1 ) ) 60 CONTINUE * * Compute left singular vectors of the modified diagonal matrix, * and store related information for the right singular vectors. * DO 90 I = 1, K VT( 1, I ) = Z( 1 ) / U( 1, I ) / VT( 1, I ) U( 1, I ) = NEGONE DO 70 J = 2, K VT( J, I ) = Z( J ) / U( J, I ) / VT( J, I ) U( J, I ) = DSIGMA( J )*VT( J, I ) 70 CONTINUE TEMP = DNRM2( K, U( 1, I ), 1 ) Q( 1, I ) = U( 1, I ) / TEMP DO 80 J = 2, K JC = IDXC( J ) Q( J, I ) = U( JC, I ) / TEMP 80 CONTINUE 90 CONTINUE * * Update the left singular vector matrix. * IF( K.EQ.2 ) THEN CALL DGEMM( 'N', 'N', N, K, K, ONE, U2, LDU2, Q, LDQ, ZERO, U, $ LDU ) GO TO 100 END IF IF( CTOT( 1 ).GT.0 ) THEN CALL DGEMM( 'N', 'N', NL, K, CTOT( 1 ), ONE, U2( 1, 2 ), LDU2, $ Q( 2, 1 ), LDQ, ZERO, U( 1, 1 ), LDU ) IF( CTOT( 3 ).GT.0 ) THEN KTEMP = 2 + CTOT( 1 ) + CTOT( 2 ) CALL DGEMM( 'N', 'N', NL, K, CTOT( 3 ), ONE, U2( 1, KTEMP ), $ LDU2, Q( KTEMP, 1 ), LDQ, ONE, U( 1, 1 ), LDU ) END IF ELSE IF( CTOT( 3 ).GT.0 ) THEN KTEMP = 2 + CTOT( 1 ) + CTOT( 2 ) CALL DGEMM( 'N', 'N', NL, K, CTOT( 3 ), ONE, U2( 1, KTEMP ), $ LDU2, Q( KTEMP, 1 ), LDQ, ZERO, U( 1, 1 ), LDU ) ELSE CALL DLACPY( 'F', NL, K, U2, LDU2, U, LDU ) END IF CALL DCOPY( K, Q( 1, 1 ), LDQ, U( NLP1, 1 ), LDU ) KTEMP = 2 + CTOT( 1 ) CTEMP = CTOT( 2 ) + CTOT( 3 ) CALL DGEMM( 'N', 'N', NR, K, CTEMP, ONE, U2( NLP2, KTEMP ), LDU2, $ Q( KTEMP, 1 ), LDQ, ZERO, U( NLP2, 1 ), LDU ) * * Generate the right singular vectors. * 100 CONTINUE DO 120 I = 1, K TEMP = DNRM2( K, VT( 1, I ), 1 ) Q( I, 1 ) = VT( 1, I ) / TEMP DO 110 J = 2, K JC = IDXC( J ) Q( I, J ) = VT( JC, I ) / TEMP 110 CONTINUE 120 CONTINUE * * Update the right singular vector matrix. * IF( K.EQ.2 ) THEN CALL DGEMM( 'N', 'N', K, M, K, ONE, Q, LDQ, VT2, LDVT2, ZERO, $ VT, LDVT ) RETURN END IF KTEMP = 1 + CTOT( 1 ) CALL DGEMM( 'N', 'N', K, NLP1, KTEMP, ONE, Q( 1, 1 ), LDQ, $ VT2( 1, 1 ), LDVT2, ZERO, VT( 1, 1 ), LDVT ) KTEMP = 2 + CTOT( 1 ) + CTOT( 2 ) IF( KTEMP.LE.LDVT2 ) $ CALL DGEMM( 'N', 'N', K, NLP1, CTOT( 3 ), ONE, Q( 1, KTEMP ), $ LDQ, VT2( KTEMP, 1 ), LDVT2, ONE, VT( 1, 1 ), $ LDVT ) * KTEMP = CTOT( 1 ) + 1 NRP1 = NR + SQRE IF( KTEMP.GT.1 ) THEN DO 130 I = 1, K Q( I, KTEMP ) = Q( I, 1 ) 130 CONTINUE DO 140 I = NLP2, M VT2( KTEMP, I ) = VT2( 1, I ) 140 CONTINUE END IF CTEMP = 1 + CTOT( 2 ) + CTOT( 3 ) CALL DGEMM( 'N', 'N', K, NRP1, CTEMP, ONE, Q( 1, KTEMP ), LDQ, $ VT2( KTEMP, NLP2 ), LDVT2, ZERO, VT( 1, NLP2 ), LDVT ) * RETURN * * End of DLASD3 * END