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authorjason <jason@8a072113-8704-0410-8d35-dd094bca7971>2008-10-28 01:38:50 +0000
committerjason <jason@8a072113-8704-0410-8d35-dd094bca7971>2008-10-28 01:38:50 +0000
commitbaba851215b44ac3b60b9248eb02bcce7eb76247 (patch)
tree8c0f5c006875532a30d4409f5e94b0f310ff00a7 /SRC/dlasd0.f
Move LAPACK trunk into position.
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+ SUBROUTINE DLASD0( N, SQRE, D, E, U, LDU, VT, LDVT, SMLSIZ, 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, N, SMLSIZ, SQRE
+* ..
+* .. Array Arguments ..
+ INTEGER IWORK( * )
+ DOUBLE PRECISION D( * ), E( * ), U( LDU, * ), VT( LDVT, * ),
+ $ WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* Using a divide and conquer approach, DLASD0 computes the singular
+* value decomposition (SVD) of a real upper bidiagonal N-by-M
+* matrix B with diagonal D and offdiagonal E, where M = N + SQRE.
+* The algorithm computes orthogonal matrices U and VT such that
+* B = U * S * VT. The singular values S are overwritten on D.
+*
+* A related subroutine, DLASDA, computes only the singular values,
+* and optionally, the singular vectors in compact form.
+*
+* Arguments
+* =========
+*
+* N (input) INTEGER
+* On entry, the row dimension of the upper bidiagonal matrix.
+* This is also the dimension of the main diagonal array D.
+*
+* SQRE (input) INTEGER
+* Specifies the column dimension of the bidiagonal matrix.
+* = 0: The bidiagonal matrix has column dimension M = N;
+* = 1: The bidiagonal matrix has column dimension M = N+1;
+*
+* D (input/output) DOUBLE PRECISION array, dimension (N)
+* On entry D contains the main diagonal of the bidiagonal
+* matrix.
+* On exit D, if INFO = 0, contains its singular values.
+*
+* E (input) DOUBLE PRECISION array, dimension (M-1)
+* Contains the subdiagonal entries of the bidiagonal matrix.
+* On exit, E has been destroyed.
+*
+* U (output) DOUBLE PRECISION array, dimension at least (LDQ, N)
+* On exit, U contains the left singular vectors.
+*
+* LDU (input) INTEGER
+* On entry, leading dimension of U.
+*
+* VT (output) DOUBLE PRECISION array, dimension at least (LDVT, M)
+* On exit, VT' contains the right singular vectors.
+*
+* LDVT (input) INTEGER
+* On entry, leading dimension of VT.
+*
+* SMLSIZ (input) INTEGER
+* On entry, maximum size of the subproblems at the
+* bottom of the computation tree.
+*
+* IWORK (workspace) INTEGER work array.
+* Dimension must be at least (8 * N)
+*
+* WORK (workspace) DOUBLE PRECISION work array.
+* Dimension must be at least (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
+*
+* =====================================================================
+*
+* .. Local Scalars ..
+ INTEGER I, I1, IC, IDXQ, IDXQC, IM1, INODE, ITEMP, IWK,
+ $ J, LF, LL, LVL, M, NCC, ND, NDB1, NDIML, NDIMR,
+ $ NL, NLF, NLP1, NLVL, NR, NRF, NRP1, SQREI
+ DOUBLE PRECISION ALPHA, BETA
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLASD1, DLASDQ, DLASDT, XERBLA
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters.
+*
+ INFO = 0
+*
+ IF( N.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( ( SQRE.LT.0 ) .OR. ( SQRE.GT.1 ) ) THEN
+ INFO = -2
+ END IF
+*
+ M = N + SQRE
+*
+ IF( LDU.LT.N ) THEN
+ INFO = -6
+ ELSE IF( LDVT.LT.M ) THEN
+ INFO = -8
+ ELSE IF( SMLSIZ.LT.3 ) THEN
+ INFO = -9
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DLASD0', -INFO )
+ RETURN
+ END IF
+*
+* If the input matrix is too small, call DLASDQ to find the SVD.
+*
+ IF( N.LE.SMLSIZ ) THEN
+ CALL DLASDQ( 'U', SQRE, N, M, N, 0, D, E, VT, LDVT, U, LDU, U,
+ $ LDU, WORK, INFO )
+ RETURN
+ END IF
+*
+* Set up the computation tree.
+*
+ INODE = 1
+ NDIML = INODE + N
+ NDIMR = NDIML + N
+ IDXQ = NDIMR + N
+ IWK = IDXQ + N
+ CALL DLASDT( N, NLVL, ND, IWORK( INODE ), IWORK( NDIML ),
+ $ IWORK( NDIMR ), SMLSIZ )
+*
+* For the nodes on bottom level of the tree, solve
+* their subproblems by DLASDQ.
+*
+ NDB1 = ( ND+1 ) / 2
+ NCC = 0
+ DO 30 I = NDB1, ND
+*
+* IC : center row of each node
+* NL : number of rows of left subproblem
+* NR : number of rows of right subproblem
+* NLF: starting row of the left subproblem
+* NRF: starting row of the right subproblem
+*
+ I1 = I - 1
+ IC = IWORK( INODE+I1 )
+ NL = IWORK( NDIML+I1 )
+ NLP1 = NL + 1
+ NR = IWORK( NDIMR+I1 )
+ NRP1 = NR + 1
+ NLF = IC - NL
+ NRF = IC + 1
+ SQREI = 1
+ CALL DLASDQ( 'U', SQREI, NL, NLP1, NL, NCC, D( NLF ), E( NLF ),
+ $ VT( NLF, NLF ), LDVT, U( NLF, NLF ), LDU,
+ $ U( NLF, NLF ), LDU, WORK, INFO )
+ IF( INFO.NE.0 ) THEN
+ RETURN
+ END IF
+ ITEMP = IDXQ + NLF - 2
+ DO 10 J = 1, NL
+ IWORK( ITEMP+J ) = J
+ 10 CONTINUE
+ IF( I.EQ.ND ) THEN
+ SQREI = SQRE
+ ELSE
+ SQREI = 1
+ END IF
+ NRP1 = NR + SQREI
+ CALL DLASDQ( 'U', SQREI, NR, NRP1, NR, NCC, D( NRF ), E( NRF ),
+ $ VT( NRF, NRF ), LDVT, U( NRF, NRF ), LDU,
+ $ U( NRF, NRF ), LDU, WORK, INFO )
+ IF( INFO.NE.0 ) THEN
+ RETURN
+ END IF
+ ITEMP = IDXQ + IC
+ DO 20 J = 1, NR
+ IWORK( ITEMP+J-1 ) = J
+ 20 CONTINUE
+ 30 CONTINUE
+*
+* Now conquer each subproblem bottom-up.
+*
+ DO 50 LVL = NLVL, 1, -1
+*
+* Find the first node LF and last node LL on the
+* current level LVL.
+*
+ IF( LVL.EQ.1 ) THEN
+ LF = 1
+ LL = 1
+ ELSE
+ LF = 2**( LVL-1 )
+ LL = 2*LF - 1
+ END IF
+ DO 40 I = LF, LL
+ IM1 = I - 1
+ IC = IWORK( INODE+IM1 )
+ NL = IWORK( NDIML+IM1 )
+ NR = IWORK( NDIMR+IM1 )
+ NLF = IC - NL
+ IF( ( SQRE.EQ.0 ) .AND. ( I.EQ.LL ) ) THEN
+ SQREI = SQRE
+ ELSE
+ SQREI = 1
+ END IF
+ IDXQC = IDXQ + NLF - 1
+ ALPHA = D( IC )
+ BETA = E( IC )
+ CALL DLASD1( NL, NR, SQREI, D( NLF ), ALPHA, BETA,
+ $ U( NLF, NLF ), LDU, VT( NLF, NLF ), LDVT,
+ $ IWORK( IDXQC ), IWORK( IWK ), WORK, INFO )
+ IF( INFO.NE.0 ) THEN
+ RETURN
+ END IF
+ 40 CONTINUE
+ 50 CONTINUE
+*
+ RETURN
+*
+* End of DLASD0
+*
+ END