#include "blaswrap.h"
/* dlasd6.f -- translated by f2c (version 20061008).
You must link the resulting object file with libf2c:
on Microsoft Windows system, link with libf2c.lib;
on Linux or Unix systems, link with .../path/to/libf2c.a -lm
or, if you install libf2c.a in a standard place, with -lf2c -lm
-- in that order, at the end of the command line, as in
cc *.o -lf2c -lm
Source for libf2c is in /netlib/f2c/libf2c.zip, e.g.,
http://www.netlib.org/f2c/libf2c.zip
*/
#include "f2c.h"
/* Table of constant values */
static integer c__0 = 0;
static doublereal c_b7 = 1.;
static integer c__1 = 1;
static integer c_n1 = -1;
/* Subroutine */ int dlasd6_(integer *icompq, integer *nl, integer *nr,
integer *sqre, doublereal *d__, doublereal *vf, doublereal *vl,
doublereal *alpha, doublereal *beta, integer *idxq, integer *perm,
integer *givptr, integer *givcol, integer *ldgcol, doublereal *givnum,
integer *ldgnum, doublereal *poles, doublereal *difl, doublereal *
difr, doublereal *z__, integer *k, doublereal *c__, doublereal *s,
doublereal *work, integer *iwork, integer *info)
{
/* System generated locals */
integer givcol_dim1, givcol_offset, givnum_dim1, givnum_offset,
poles_dim1, poles_offset, i__1;
doublereal d__1, d__2;
/* Local variables */
static integer i__, m, n, n1, n2, iw, idx, idxc, idxp, ivfw, ivlw;
extern /* Subroutine */ int dcopy_(integer *, doublereal *, integer *,
doublereal *, integer *), dlasd7_(integer *, integer *, integer *,
integer *, integer *, doublereal *, doublereal *, doublereal *,
doublereal *, doublereal *, doublereal *, doublereal *,
doublereal *, doublereal *, doublereal *, integer *, integer *,
integer *, integer *, integer *, integer *, integer *, doublereal
*, integer *, doublereal *, doublereal *, integer *), dlasd8_(
integer *, integer *, doublereal *, doublereal *, doublereal *,
doublereal *, doublereal *, doublereal *, integer *, doublereal *,
doublereal *, integer *), dlascl_(char *, integer *, integer *,
doublereal *, doublereal *, integer *, integer *, doublereal *,
integer *, integer *), dlamrg_(integer *, integer *,
doublereal *, integer *, integer *, integer *);
static integer isigma;
extern /* Subroutine */ int xerbla_(char *, integer *);
static doublereal orgnrm;
/* -- LAPACK auxiliary routine (version 3.1) --
Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
November 2006
Purpose
=======
DLASD6 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, DLASD1, handles the case in which all singular
values and singular vectors of the bidiagonal matrix are desired.
DLASD6 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 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 DLASD6. 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 occurence the dimension of the
secular equation problem is reduced by one. This stage is
performed by the routine DLASD7.
The second stage consists of calculating the updated
singular values. This is done by finding the roots of the
secular equation via the routine DLASD4 (as called by DLASD8).
This routine also updates VF and VL and computes the distances
between the updated singular values and the old singular
values.
DLASD6 is called from DLASDA.
Arguments
=========
ICOMPQ (input) 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.
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 ( 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.
VF (input/output) DOUBLE PRECISION 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.
VL (input/output) DOUBLE PRECISION 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.
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.
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.
PERM (output) INTEGER array, dimension ( N )
The permutations (from deflation and sorting) to be applied
to each block. Not referenced if ICOMPQ = 0.
GIVPTR (output) INTEGER
The number of Givens rotations which took place in this
subproblem. Not referenced if ICOMPQ = 0.
GIVCOL (output) 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.
LDGCOL (input) INTEGER
leading dimension of GIVCOL, must be at least N.
GIVNUM (output) DOUBLE PRECISION 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.
LDGNUM (input) INTEGER
The leading dimension of GIVNUM and POLES, must be at least N.
POLES (output) DOUBLE PRECISION 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.
DIFL (output) DOUBLE PRECISION 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.
DIFR (output) DOUBLE PRECISION array,
dimension ( LDGNUM, 2 ) if ICOMPQ = 1 and
dimension ( N ) if ICOMPQ = 0.
On exit, DIFR(I, 1) is the distance between I-th updated
(undeflated) singular value and the I+1-th (undeflated) old
singular value.
If ICOMPQ = 1, DIFR(1:K,2) is an array containing the
normalizing factors for the right singular vector matrix.
See DLASD8 for details on DIFL and DIFR.
Z (output) DOUBLE PRECISION array, dimension ( M )
The first elements of this array contain the components
of the deflation-adjusted updating row vector.
K (output) INTEGER
Contains the dimension of the non-deflated matrix,
This is the order of the related secular equation. 1 <= K <=N.
C (output) DOUBLE PRECISION
C contains garbage if SQRE =0 and the C-value of a Givens
rotation related to the right null space if SQRE = 1.
S (output) DOUBLE PRECISION
S contains garbage if SQRE =0 and the S-value of a Givens
rotation related to the right null space if SQRE = 1.
WORK (workspace) DOUBLE PRECISION array, dimension ( 4 * M )
IWORK (workspace) INTEGER array, dimension ( 3 * N )
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
=====================================================================
Test the input parameters.
Parameter adjustments */
--d__;
--vf;
--vl;
--idxq;
--perm;
givcol_dim1 = *ldgcol;
givcol_offset = 1 + givcol_dim1;
givcol -= givcol_offset;
poles_dim1 = *ldgnum;
poles_offset = 1 + poles_dim1;
poles -= poles_offset;
givnum_dim1 = *ldgnum;
givnum_offset = 1 + givnum_dim1;
givnum -= givnum_offset;
--difl;
--difr;
--z__;
--work;
--iwork;
/* Function Body */
*info = 0;
n = *nl + *nr + 1;
m = n + *sqre;
if (*icompq < 0 || *icompq > 1) {
*info = -1;
} else if (*nl < 1) {
*info = -2;
} else if (*nr < 1) {
*info = -3;
} else if (*sqre < 0 || *sqre > 1) {
*info = -4;
} else if (*ldgcol < n) {
*info = -14;
} else if (*ldgnum < n) {
*info = -16;
}
if (*info != 0) {
i__1 = -(*info);
xerbla_("DLASD6", &i__1);
return 0;
}
/* 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 DLASD7 and DLASD8. */
isigma = 1;
iw = isigma + n;
ivfw = iw + m;
ivlw = ivfw + m;
idx = 1;
idxc = idx + n;
idxp = idxc + n;
/* Scale.
Computing MAX */
d__1 = abs(*alpha), d__2 = abs(*beta);
orgnrm = max(d__1,d__2);
d__[*nl + 1] = 0.;
i__1 = n;
for (i__ = 1; i__ <= i__1; ++i__) {
if ((d__1 = d__[i__], abs(d__1)) > orgnrm) {
orgnrm = (d__1 = d__[i__], abs(d__1));
}
/* L10: */
}
dlascl_("G", &c__0, &c__0, &orgnrm, &c_b7, &n, &c__1, &d__[1], &n, info);
*alpha /= orgnrm;
*beta /= orgnrm;
/* Sort and Deflate singular values. */
dlasd7_(icompq, nl, nr, sqre, k, &d__[1], &z__[1], &work[iw], &vf[1], &
work[ivfw], &vl[1], &work[ivlw], alpha, beta, &work[isigma], &
iwork[idx], &iwork[idxp], &idxq[1], &perm[1], givptr, &givcol[
givcol_offset], ldgcol, &givnum[givnum_offset], ldgnum, c__, s,
info);
/* Solve Secular Equation, compute DIFL, DIFR, and update VF, VL. */
dlasd8_(icompq, k, &d__[1], &z__[1], &vf[1], &vl[1], &difl[1], &difr[1],
ldgnum, &work[isigma], &work[iw], info);
/* Save the poles if ICOMPQ = 1. */
if (*icompq == 1) {
dcopy_(k, &d__[1], &c__1, &poles[poles_dim1 + 1], &c__1);
dcopy_(k, &work[isigma], &c__1, &poles[(poles_dim1 << 1) + 1], &c__1);
}
/* Unscale. */
dlascl_("G", &c__0, &c__0, &c_b7, &orgnrm, &n, &c__1, &d__[1], &n, info);
/* Prepare the IDXQ sorting permutation. */
n1 = *k;
n2 = n - *k;
dlamrg_(&n1, &n2, &d__[1], &c__1, &c_n1, &idxq[1]);
return 0;
/* End of DLASD6 */
} /* dlasd6_ */