SUBROUTINE DLASD1( NL, NR, SQRE, D, ALPHA, BETA, U, LDU, VT, LDVT, $ IDXQ, IWORK, WORK, INFO ) * * -- LAPACK auxiliary routine (version 3.1) -- * Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. * November 2006 * * .. Scalar Arguments .. INTEGER INFO, LDU, LDVT, NL, NR, SQRE DOUBLE PRECISION ALPHA, BETA * .. * .. Array Arguments .. INTEGER IDXQ( * ), IWORK( * ) DOUBLE PRECISION D( * ), U( LDU, * ), VT( LDVT, * ), WORK( * ) * .. * * Purpose * ======= * * DLASD1 computes the SVD of an upper bidiagonal N-by-M matrix B, * where N = NL + NR + 1 and M = N + SQRE. DLASD1 is called from DLASD0. * * A related subroutine DLASD7 handles the case in which the singular * values (and the singular vectors in factored form) are desired. * * DLASD1 computes the SVD as follows: * * ( D1(in) 0 0 0 ) * B = U(in) * ( Z1' a Z2' b ) * VT(in) * ( 0 0 D2(in) 0 ) * * = U(out) * ( D(out) 0) * VT(out) * * where Z' = (Z1' a Z2' b) = u' VT', 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 left singular vectors of the original matrix are stored in U, and * the transpose of the right singular vectors are stored in VT, and the * singular values are in D. The algorithm consists of three stages: * * The first stage consists of deflating the size of the problem * when there are multiple singular values or when there are zeros in * the Z vector. For each such occurence the dimension of the * secular equation problem is reduced by one. This stage is * performed by the routine DLASD2. * * The second stage consists of calculating the updated * singular values. This is done by finding the square roots of the * roots of the secular equation via the routine DLASD4 (as called * by DLASD3). This routine also calculates the singular vectors of * the current problem. * * The final stage consists of computing the updated singular vectors * directly using the updated singular values. The singular vectors * for the current problem are multiplied with the singular vectors * from the overall problem. * * 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 row dimension N = NL + NR + 1, * and column dimension M = N + SQRE. * * D (input/output) DOUBLE PRECISION array, * dimension (N = 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. * * ALPHA (input/output) DOUBLE PRECISION * Contains the diagonal element associated with the added row. * * BETA (input/output) DOUBLE PRECISION * Contains the off-diagonal element associated with the added * row. * * U (input/output) DOUBLE PRECISION array, dimension(LDU,N) * On entry U(1:NL, 1:NL) contains the left singular vectors of * the upper block; U(NL+2:N, NL+2:N) contains the left singular * vectors of the lower block. On exit U contains the left * singular vectors of the bidiagonal matrix. * * LDU (input) INTEGER * The leading dimension of the array U. LDU >= max( 1, N ). * * VT (input/output) DOUBLE PRECISION array, dimension(LDVT,M) * where M = N + SQRE. * On entry VT(1:NL+1, 1:NL+1)' contains the right singular * vectors of the upper block; VT(NL+2:M, NL+2:M)' contains * the right singular vectors of the lower block. On exit * VT' contains the right singular vectors of the * bidiagonal matrix. * * LDVT (input) INTEGER * The leading dimension of the array VT. LDVT >= max( 1, M ). * * IDXQ (output) 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. * * IWORK (workspace) INTEGER array, dimension( 4 * N ) * * WORK (workspace) DOUBLE PRECISION array, dimension( 3*M**2 + 2*M ) * * 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 PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 ) * .. * .. Local Scalars .. INTEGER COLTYP, I, IDX, IDXC, IDXP, IQ, ISIGMA, IU2, $ IVT2, IZ, K, LDQ, LDU2, LDVT2, M, N, N1, N2 DOUBLE PRECISION ORGNRM * .. * .. External Subroutines .. EXTERNAL DLAMRG, DLASCL, DLASD2, DLASD3, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC ABS, MAX * .. * .. 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.LT.0 ) .OR. ( SQRE.GT.1 ) ) THEN INFO = -3 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DLASD1', -INFO ) RETURN END IF * N = NL + NR + 1 M = N + SQRE * * The following values are for bookkeeping purposes only. They are * integer pointers which indicate the portion of the workspace * used by a particular array in DLASD2 and DLASD3. * LDU2 = N LDVT2 = M * IZ = 1 ISIGMA = IZ + M IU2 = ISIGMA + N IVT2 = IU2 + LDU2*N IQ = IVT2 + LDVT2*M * IDX = 1 IDXC = IDX + N COLTYP = IDXC + N IDXP = COLTYP + N * * Scale. * ORGNRM = MAX( ABS( ALPHA ), ABS( BETA ) ) D( NL+1 ) = ZERO DO 10 I = 1, N IF( ABS( D( I ) ).GT.ORGNRM ) THEN ORGNRM = ABS( D( I ) ) END IF 10 CONTINUE CALL DLASCL( 'G', 0, 0, ORGNRM, ONE, N, 1, D, N, INFO ) ALPHA = ALPHA / ORGNRM BETA = BETA / ORGNRM * * Deflate singular values. * CALL DLASD2( NL, NR, SQRE, K, D, WORK( IZ ), ALPHA, BETA, U, LDU, $ VT, LDVT, WORK( ISIGMA ), WORK( IU2 ), LDU2, $ WORK( IVT2 ), LDVT2, IWORK( IDXP ), IWORK( IDX ), $ IWORK( IDXC ), IDXQ, IWORK( COLTYP ), INFO ) * * Solve Secular Equation and update singular vectors. * LDQ = K CALL DLASD3( NL, NR, SQRE, K, D, WORK( IQ ), LDQ, WORK( ISIGMA ), $ U, LDU, WORK( IU2 ), LDU2, VT, LDVT, WORK( IVT2 ), $ LDVT2, IWORK( IDXC ), IWORK( COLTYP ), WORK( IZ ), $ INFO ) IF( INFO.NE.0 ) THEN RETURN END IF * * Unscale. * CALL DLASCL( 'G', 0, 0, ONE, ORGNRM, N, 1, D, N, INFO ) * * Prepare the IDXQ sorting permutation. * N1 = K N2 = N - K CALL DLAMRG( N1, N2, D, 1, -1, IDXQ ) * RETURN * * End of DLASD1 * END