mirror of
https://github.com/opencv/opencv.git
synced 2024-12-02 16:00:17 +08:00
899 lines
24 KiB
C
899 lines
24 KiB
C
|
#include "clapack.h"
|
||
|
|
||
|
/* Table of constant values */
|
||
|
|
||
|
static doublereal c_b15 = -.125;
|
||
|
static integer c__1 = 1;
|
||
|
static doublereal c_b49 = 1.;
|
||
|
static doublereal c_b72 = -1.;
|
||
|
|
||
|
/* Subroutine */ int dbdsqr_(char *uplo, integer *n, integer *ncvt, integer *
|
||
|
nru, integer *ncc, doublereal *d__, doublereal *e, doublereal *vt,
|
||
|
integer *ldvt, doublereal *u, integer *ldu, doublereal *c__, integer *
|
||
|
ldc, doublereal *work, integer *info)
|
||
|
{
|
||
|
/* System generated locals */
|
||
|
integer c_dim1, c_offset, u_dim1, u_offset, vt_dim1, vt_offset, i__1,
|
||
|
i__2;
|
||
|
doublereal d__1, d__2, d__3, d__4;
|
||
|
|
||
|
/* Builtin functions */
|
||
|
double pow_dd(doublereal *, doublereal *), sqrt(doublereal), d_sign(
|
||
|
doublereal *, doublereal *);
|
||
|
|
||
|
/* Local variables */
|
||
|
doublereal f, g, h__;
|
||
|
integer i__, j, m;
|
||
|
doublereal r__, cs;
|
||
|
integer ll;
|
||
|
doublereal sn, mu;
|
||
|
integer nm1, nm12, nm13, lll;
|
||
|
doublereal eps, sll, tol, abse;
|
||
|
integer idir;
|
||
|
doublereal abss;
|
||
|
integer oldm;
|
||
|
doublereal cosl;
|
||
|
integer isub, iter;
|
||
|
doublereal unfl, sinl, cosr, smin, smax, sinr;
|
||
|
extern /* Subroutine */ int drot_(integer *, doublereal *, integer *,
|
||
|
doublereal *, integer *, doublereal *, doublereal *), dlas2_(
|
||
|
doublereal *, doublereal *, doublereal *, doublereal *,
|
||
|
doublereal *), dscal_(integer *, doublereal *, doublereal *,
|
||
|
integer *);
|
||
|
extern logical lsame_(char *, char *);
|
||
|
doublereal oldcs;
|
||
|
extern /* Subroutine */ int dlasr_(char *, char *, char *, integer *,
|
||
|
integer *, doublereal *, doublereal *, doublereal *, integer *);
|
||
|
integer oldll;
|
||
|
doublereal shift, sigmn, oldsn;
|
||
|
extern /* Subroutine */ int dswap_(integer *, doublereal *, integer *,
|
||
|
doublereal *, integer *);
|
||
|
integer maxit;
|
||
|
doublereal sminl, sigmx;
|
||
|
logical lower;
|
||
|
extern /* Subroutine */ int dlasq1_(integer *, doublereal *, doublereal *,
|
||
|
doublereal *, integer *), dlasv2_(doublereal *, doublereal *,
|
||
|
doublereal *, doublereal *, doublereal *, doublereal *,
|
||
|
doublereal *, doublereal *, doublereal *);
|
||
|
extern doublereal dlamch_(char *);
|
||
|
extern /* Subroutine */ int dlartg_(doublereal *, doublereal *,
|
||
|
doublereal *, doublereal *, doublereal *), xerbla_(char *,
|
||
|
integer *);
|
||
|
doublereal sminoa, thresh;
|
||
|
logical rotate;
|
||
|
doublereal tolmul;
|
||
|
|
||
|
|
||
|
/* -- LAPACK routine (version 3.1.1) -- */
|
||
|
/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
|
||
|
/* January 2007 */
|
||
|
|
||
|
/* .. Scalar Arguments .. */
|
||
|
/* .. */
|
||
|
/* .. Array Arguments .. */
|
||
|
/* .. */
|
||
|
|
||
|
/* Purpose */
|
||
|
/* ======= */
|
||
|
|
||
|
/* DBDSQR computes the singular values and, optionally, the right and/or */
|
||
|
/* left singular vectors from the singular value decomposition (SVD) of */
|
||
|
/* a real N-by-N (upper or lower) bidiagonal matrix B using the implicit */
|
||
|
/* zero-shift QR algorithm. The SVD of B has the form */
|
||
|
|
||
|
/* B = Q * S * P**T */
|
||
|
|
||
|
/* where S is the diagonal matrix of singular values, Q is an orthogonal */
|
||
|
/* matrix of left singular vectors, and P is an orthogonal matrix of */
|
||
|
/* right singular vectors. If left singular vectors are requested, this */
|
||
|
/* subroutine actually returns U*Q instead of Q, and, if right singular */
|
||
|
/* vectors are requested, this subroutine returns P**T*VT instead of */
|
||
|
/* P**T, for given real input matrices U and VT. When U and VT are the */
|
||
|
/* orthogonal matrices that reduce a general matrix A to bidiagonal */
|
||
|
/* form: A = U*B*VT, as computed by DGEBRD, then */
|
||
|
|
||
|
/* A = (U*Q) * S * (P**T*VT) */
|
||
|
|
||
|
/* is the SVD of A. Optionally, the subroutine may also compute Q**T*C */
|
||
|
/* for a given real input matrix C. */
|
||
|
|
||
|
/* See "Computing Small Singular Values of Bidiagonal Matrices With */
|
||
|
/* Guaranteed High Relative Accuracy," by J. Demmel and W. Kahan, */
|
||
|
/* LAPACK Working Note #3 (or SIAM J. Sci. Statist. Comput. vol. 11, */
|
||
|
/* no. 5, pp. 873-912, Sept 1990) and */
|
||
|
/* "Accurate singular values and differential qd algorithms," by */
|
||
|
/* B. Parlett and V. Fernando, Technical Report CPAM-554, Mathematics */
|
||
|
/* Department, University of California at Berkeley, July 1992 */
|
||
|
/* for a detailed description of the algorithm. */
|
||
|
|
||
|
/* Arguments */
|
||
|
/* ========= */
|
||
|
|
||
|
/* UPLO (input) CHARACTER*1 */
|
||
|
/* = 'U': B is upper bidiagonal; */
|
||
|
/* = 'L': B is lower bidiagonal. */
|
||
|
|
||
|
/* N (input) INTEGER */
|
||
|
/* The order of the matrix B. N >= 0. */
|
||
|
|
||
|
/* NCVT (input) INTEGER */
|
||
|
/* The number of columns of the matrix VT. NCVT >= 0. */
|
||
|
|
||
|
/* NRU (input) INTEGER */
|
||
|
/* The number of rows of the matrix U. NRU >= 0. */
|
||
|
|
||
|
/* NCC (input) INTEGER */
|
||
|
/* The number of columns of the matrix C. NCC >= 0. */
|
||
|
|
||
|
/* D (input/output) DOUBLE PRECISION array, dimension (N) */
|
||
|
/* On entry, the n diagonal elements of the bidiagonal matrix B. */
|
||
|
/* On exit, if INFO=0, the singular values of B in decreasing */
|
||
|
/* order. */
|
||
|
|
||
|
/* E (input/output) DOUBLE PRECISION array, dimension (N-1) */
|
||
|
/* On entry, the N-1 offdiagonal elements of the bidiagonal */
|
||
|
/* matrix B. */
|
||
|
/* On exit, if INFO = 0, E is destroyed; if INFO > 0, D and E */
|
||
|
/* will contain the diagonal and superdiagonal elements of a */
|
||
|
/* bidiagonal matrix orthogonally equivalent to the one given */
|
||
|
/* as input. */
|
||
|
|
||
|
/* VT (input/output) DOUBLE PRECISION array, dimension (LDVT, NCVT) */
|
||
|
/* On entry, an N-by-NCVT matrix VT. */
|
||
|
/* On exit, VT is overwritten by P**T * VT. */
|
||
|
/* Not referenced if NCVT = 0. */
|
||
|
|
||
|
/* LDVT (input) INTEGER */
|
||
|
/* The leading dimension of the array VT. */
|
||
|
/* LDVT >= max(1,N) if NCVT > 0; LDVT >= 1 if NCVT = 0. */
|
||
|
|
||
|
/* U (input/output) DOUBLE PRECISION array, dimension (LDU, N) */
|
||
|
/* On entry, an NRU-by-N matrix U. */
|
||
|
/* On exit, U is overwritten by U * Q. */
|
||
|
/* Not referenced if NRU = 0. */
|
||
|
|
||
|
/* LDU (input) INTEGER */
|
||
|
/* The leading dimension of the array U. LDU >= max(1,NRU). */
|
||
|
|
||
|
/* C (input/output) DOUBLE PRECISION array, dimension (LDC, NCC) */
|
||
|
/* On entry, an N-by-NCC matrix C. */
|
||
|
/* On exit, C is overwritten by Q**T * C. */
|
||
|
/* Not referenced if NCC = 0. */
|
||
|
|
||
|
/* LDC (input) INTEGER */
|
||
|
/* The leading dimension of the array C. */
|
||
|
/* LDC >= max(1,N) if NCC > 0; LDC >=1 if NCC = 0. */
|
||
|
|
||
|
/* WORK (workspace) DOUBLE PRECISION array, dimension (2*N) */
|
||
|
/* if NCVT = NRU = NCC = 0, (max(1, 4*N)) otherwise */
|
||
|
|
||
|
/* INFO (output) INTEGER */
|
||
|
/* = 0: successful exit */
|
||
|
/* < 0: If INFO = -i, the i-th argument had an illegal value */
|
||
|
/* > 0: the algorithm did not converge; D and E contain the */
|
||
|
/* elements of a bidiagonal matrix which is orthogonally */
|
||
|
/* similar to the input matrix B; if INFO = i, i */
|
||
|
/* elements of E have not converged to zero. */
|
||
|
|
||
|
/* Internal Parameters */
|
||
|
/* =================== */
|
||
|
|
||
|
/* TOLMUL DOUBLE PRECISION, default = max(10,min(100,EPS**(-1/8))) */
|
||
|
/* TOLMUL controls the convergence criterion of the QR loop. */
|
||
|
/* If it is positive, TOLMUL*EPS is the desired relative */
|
||
|
/* precision in the computed singular values. */
|
||
|
/* If it is negative, abs(TOLMUL*EPS*sigma_max) is the */
|
||
|
/* desired absolute accuracy in the computed singular */
|
||
|
/* values (corresponds to relative accuracy */
|
||
|
/* abs(TOLMUL*EPS) in the largest singular value. */
|
||
|
/* abs(TOLMUL) should be between 1 and 1/EPS, and preferably */
|
||
|
/* between 10 (for fast convergence) and .1/EPS */
|
||
|
/* (for there to be some accuracy in the results). */
|
||
|
/* Default is to lose at either one eighth or 2 of the */
|
||
|
/* available decimal digits in each computed singular value */
|
||
|
/* (whichever is smaller). */
|
||
|
|
||
|
/* MAXITR INTEGER, default = 6 */
|
||
|
/* MAXITR controls the maximum number of passes of the */
|
||
|
/* algorithm through its inner loop. The algorithms stops */
|
||
|
/* (and so fails to converge) if the number of passes */
|
||
|
/* through the inner loop exceeds MAXITR*N**2. */
|
||
|
|
||
|
/* ===================================================================== */
|
||
|
|
||
|
/* .. Parameters .. */
|
||
|
/* .. */
|
||
|
/* .. Local Scalars .. */
|
||
|
/* .. */
|
||
|
/* .. External Functions .. */
|
||
|
/* .. */
|
||
|
/* .. External Subroutines .. */
|
||
|
/* .. */
|
||
|
/* .. Intrinsic Functions .. */
|
||
|
/* .. */
|
||
|
/* .. Executable Statements .. */
|
||
|
|
||
|
/* Test the input parameters. */
|
||
|
|
||
|
/* Parameter adjustments */
|
||
|
--d__;
|
||
|
--e;
|
||
|
vt_dim1 = *ldvt;
|
||
|
vt_offset = 1 + vt_dim1;
|
||
|
vt -= vt_offset;
|
||
|
u_dim1 = *ldu;
|
||
|
u_offset = 1 + u_dim1;
|
||
|
u -= u_offset;
|
||
|
c_dim1 = *ldc;
|
||
|
c_offset = 1 + c_dim1;
|
||
|
c__ -= c_offset;
|
||
|
--work;
|
||
|
|
||
|
/* Function Body */
|
||
|
*info = 0;
|
||
|
lower = lsame_(uplo, "L");
|
||
|
if (! lsame_(uplo, "U") && ! lower) {
|
||
|
*info = -1;
|
||
|
} else if (*n < 0) {
|
||
|
*info = -2;
|
||
|
} else if (*ncvt < 0) {
|
||
|
*info = -3;
|
||
|
} else if (*nru < 0) {
|
||
|
*info = -4;
|
||
|
} else if (*ncc < 0) {
|
||
|
*info = -5;
|
||
|
} else if (*ncvt == 0 && *ldvt < 1 || *ncvt > 0 && *ldvt < max(1,*n)) {
|
||
|
*info = -9;
|
||
|
} else if (*ldu < max(1,*nru)) {
|
||
|
*info = -11;
|
||
|
} else if (*ncc == 0 && *ldc < 1 || *ncc > 0 && *ldc < max(1,*n)) {
|
||
|
*info = -13;
|
||
|
}
|
||
|
if (*info != 0) {
|
||
|
i__1 = -(*info);
|
||
|
xerbla_("DBDSQR", &i__1);
|
||
|
return 0;
|
||
|
}
|
||
|
if (*n == 0) {
|
||
|
return 0;
|
||
|
}
|
||
|
if (*n == 1) {
|
||
|
goto L160;
|
||
|
}
|
||
|
|
||
|
/* ROTATE is true if any singular vectors desired, false otherwise */
|
||
|
|
||
|
rotate = *ncvt > 0 || *nru > 0 || *ncc > 0;
|
||
|
|
||
|
/* If no singular vectors desired, use qd algorithm */
|
||
|
|
||
|
if (! rotate) {
|
||
|
dlasq1_(n, &d__[1], &e[1], &work[1], info);
|
||
|
return 0;
|
||
|
}
|
||
|
|
||
|
nm1 = *n - 1;
|
||
|
nm12 = nm1 + nm1;
|
||
|
nm13 = nm12 + nm1;
|
||
|
idir = 0;
|
||
|
|
||
|
/* Get machine constants */
|
||
|
|
||
|
eps = dlamch_("Epsilon");
|
||
|
unfl = dlamch_("Safe minimum");
|
||
|
|
||
|
/* If matrix lower bidiagonal, rotate to be upper bidiagonal */
|
||
|
/* by applying Givens rotations on the left */
|
||
|
|
||
|
if (lower) {
|
||
|
i__1 = *n - 1;
|
||
|
for (i__ = 1; i__ <= i__1; ++i__) {
|
||
|
dlartg_(&d__[i__], &e[i__], &cs, &sn, &r__);
|
||
|
d__[i__] = r__;
|
||
|
e[i__] = sn * d__[i__ + 1];
|
||
|
d__[i__ + 1] = cs * d__[i__ + 1];
|
||
|
work[i__] = cs;
|
||
|
work[nm1 + i__] = sn;
|
||
|
/* L10: */
|
||
|
}
|
||
|
|
||
|
/* Update singular vectors if desired */
|
||
|
|
||
|
if (*nru > 0) {
|
||
|
dlasr_("R", "V", "F", nru, n, &work[1], &work[*n], &u[u_offset],
|
||
|
ldu);
|
||
|
}
|
||
|
if (*ncc > 0) {
|
||
|
dlasr_("L", "V", "F", n, ncc, &work[1], &work[*n], &c__[c_offset],
|
||
|
ldc);
|
||
|
}
|
||
|
}
|
||
|
|
||
|
/* Compute singular values to relative accuracy TOL */
|
||
|
/* (By setting TOL to be negative, algorithm will compute */
|
||
|
/* singular values to absolute accuracy ABS(TOL)*norm(input matrix)) */
|
||
|
|
||
|
/* Computing MAX */
|
||
|
/* Computing MIN */
|
||
|
d__3 = 100., d__4 = pow_dd(&eps, &c_b15);
|
||
|
d__1 = 10., d__2 = min(d__3,d__4);
|
||
|
tolmul = max(d__1,d__2);
|
||
|
tol = tolmul * eps;
|
||
|
|
||
|
/* Compute approximate maximum, minimum singular values */
|
||
|
|
||
|
smax = 0.;
|
||
|
i__1 = *n;
|
||
|
for (i__ = 1; i__ <= i__1; ++i__) {
|
||
|
/* Computing MAX */
|
||
|
d__2 = smax, d__3 = (d__1 = d__[i__], abs(d__1));
|
||
|
smax = max(d__2,d__3);
|
||
|
/* L20: */
|
||
|
}
|
||
|
i__1 = *n - 1;
|
||
|
for (i__ = 1; i__ <= i__1; ++i__) {
|
||
|
/* Computing MAX */
|
||
|
d__2 = smax, d__3 = (d__1 = e[i__], abs(d__1));
|
||
|
smax = max(d__2,d__3);
|
||
|
/* L30: */
|
||
|
}
|
||
|
sminl = 0.;
|
||
|
if (tol >= 0.) {
|
||
|
|
||
|
/* Relative accuracy desired */
|
||
|
|
||
|
sminoa = abs(d__[1]);
|
||
|
if (sminoa == 0.) {
|
||
|
goto L50;
|
||
|
}
|
||
|
mu = sminoa;
|
||
|
i__1 = *n;
|
||
|
for (i__ = 2; i__ <= i__1; ++i__) {
|
||
|
mu = (d__2 = d__[i__], abs(d__2)) * (mu / (mu + (d__1 = e[i__ - 1]
|
||
|
, abs(d__1))));
|
||
|
sminoa = min(sminoa,mu);
|
||
|
if (sminoa == 0.) {
|
||
|
goto L50;
|
||
|
}
|
||
|
/* L40: */
|
||
|
}
|
||
|
L50:
|
||
|
sminoa /= sqrt((doublereal) (*n));
|
||
|
/* Computing MAX */
|
||
|
d__1 = tol * sminoa, d__2 = *n * 6 * *n * unfl;
|
||
|
thresh = max(d__1,d__2);
|
||
|
} else {
|
||
|
|
||
|
/* Absolute accuracy desired */
|
||
|
|
||
|
/* Computing MAX */
|
||
|
d__1 = abs(tol) * smax, d__2 = *n * 6 * *n * unfl;
|
||
|
thresh = max(d__1,d__2);
|
||
|
}
|
||
|
|
||
|
/* Prepare for main iteration loop for the singular values */
|
||
|
/* (MAXIT is the maximum number of passes through the inner */
|
||
|
/* loop permitted before nonconvergence signalled.) */
|
||
|
|
||
|
maxit = *n * 6 * *n;
|
||
|
iter = 0;
|
||
|
oldll = -1;
|
||
|
oldm = -1;
|
||
|
|
||
|
/* M points to last element of unconverged part of matrix */
|
||
|
|
||
|
m = *n;
|
||
|
|
||
|
/* Begin main iteration loop */
|
||
|
|
||
|
L60:
|
||
|
|
||
|
/* Check for convergence or exceeding iteration count */
|
||
|
|
||
|
if (m <= 1) {
|
||
|
goto L160;
|
||
|
}
|
||
|
if (iter > maxit) {
|
||
|
goto L200;
|
||
|
}
|
||
|
|
||
|
/* Find diagonal block of matrix to work on */
|
||
|
|
||
|
if (tol < 0. && (d__1 = d__[m], abs(d__1)) <= thresh) {
|
||
|
d__[m] = 0.;
|
||
|
}
|
||
|
smax = (d__1 = d__[m], abs(d__1));
|
||
|
smin = smax;
|
||
|
i__1 = m - 1;
|
||
|
for (lll = 1; lll <= i__1; ++lll) {
|
||
|
ll = m - lll;
|
||
|
abss = (d__1 = d__[ll], abs(d__1));
|
||
|
abse = (d__1 = e[ll], abs(d__1));
|
||
|
if (tol < 0. && abss <= thresh) {
|
||
|
d__[ll] = 0.;
|
||
|
}
|
||
|
if (abse <= thresh) {
|
||
|
goto L80;
|
||
|
}
|
||
|
smin = min(smin,abss);
|
||
|
/* Computing MAX */
|
||
|
d__1 = max(smax,abss);
|
||
|
smax = max(d__1,abse);
|
||
|
/* L70: */
|
||
|
}
|
||
|
ll = 0;
|
||
|
goto L90;
|
||
|
L80:
|
||
|
e[ll] = 0.;
|
||
|
|
||
|
/* Matrix splits since E(LL) = 0 */
|
||
|
|
||
|
if (ll == m - 1) {
|
||
|
|
||
|
/* Convergence of bottom singular value, return to top of loop */
|
||
|
|
||
|
--m;
|
||
|
goto L60;
|
||
|
}
|
||
|
L90:
|
||
|
++ll;
|
||
|
|
||
|
/* E(LL) through E(M-1) are nonzero, E(LL-1) is zero */
|
||
|
|
||
|
if (ll == m - 1) {
|
||
|
|
||
|
/* 2 by 2 block, handle separately */
|
||
|
|
||
|
dlasv2_(&d__[m - 1], &e[m - 1], &d__[m], &sigmn, &sigmx, &sinr, &cosr,
|
||
|
&sinl, &cosl);
|
||
|
d__[m - 1] = sigmx;
|
||
|
e[m - 1] = 0.;
|
||
|
d__[m] = sigmn;
|
||
|
|
||
|
/* Compute singular vectors, if desired */
|
||
|
|
||
|
if (*ncvt > 0) {
|
||
|
drot_(ncvt, &vt[m - 1 + vt_dim1], ldvt, &vt[m + vt_dim1], ldvt, &
|
||
|
cosr, &sinr);
|
||
|
}
|
||
|
if (*nru > 0) {
|
||
|
drot_(nru, &u[(m - 1) * u_dim1 + 1], &c__1, &u[m * u_dim1 + 1], &
|
||
|
c__1, &cosl, &sinl);
|
||
|
}
|
||
|
if (*ncc > 0) {
|
||
|
drot_(ncc, &c__[m - 1 + c_dim1], ldc, &c__[m + c_dim1], ldc, &
|
||
|
cosl, &sinl);
|
||
|
}
|
||
|
m += -2;
|
||
|
goto L60;
|
||
|
}
|
||
|
|
||
|
/* If working on new submatrix, choose shift direction */
|
||
|
/* (from larger end diagonal element towards smaller) */
|
||
|
|
||
|
if (ll > oldm || m < oldll) {
|
||
|
if ((d__1 = d__[ll], abs(d__1)) >= (d__2 = d__[m], abs(d__2))) {
|
||
|
|
||
|
/* Chase bulge from top (big end) to bottom (small end) */
|
||
|
|
||
|
idir = 1;
|
||
|
} else {
|
||
|
|
||
|
/* Chase bulge from bottom (big end) to top (small end) */
|
||
|
|
||
|
idir = 2;
|
||
|
}
|
||
|
}
|
||
|
|
||
|
/* Apply convergence tests */
|
||
|
|
||
|
if (idir == 1) {
|
||
|
|
||
|
/* Run convergence test in forward direction */
|
||
|
/* First apply standard test to bottom of matrix */
|
||
|
|
||
|
if ((d__2 = e[m - 1], abs(d__2)) <= abs(tol) * (d__1 = d__[m], abs(
|
||
|
d__1)) || tol < 0. && (d__3 = e[m - 1], abs(d__3)) <= thresh)
|
||
|
{
|
||
|
e[m - 1] = 0.;
|
||
|
goto L60;
|
||
|
}
|
||
|
|
||
|
if (tol >= 0.) {
|
||
|
|
||
|
/* If relative accuracy desired, */
|
||
|
/* apply convergence criterion forward */
|
||
|
|
||
|
mu = (d__1 = d__[ll], abs(d__1));
|
||
|
sminl = mu;
|
||
|
i__1 = m - 1;
|
||
|
for (lll = ll; lll <= i__1; ++lll) {
|
||
|
if ((d__1 = e[lll], abs(d__1)) <= tol * mu) {
|
||
|
e[lll] = 0.;
|
||
|
goto L60;
|
||
|
}
|
||
|
mu = (d__2 = d__[lll + 1], abs(d__2)) * (mu / (mu + (d__1 = e[
|
||
|
lll], abs(d__1))));
|
||
|
sminl = min(sminl,mu);
|
||
|
/* L100: */
|
||
|
}
|
||
|
}
|
||
|
|
||
|
} else {
|
||
|
|
||
|
/* Run convergence test in backward direction */
|
||
|
/* First apply standard test to top of matrix */
|
||
|
|
||
|
if ((d__2 = e[ll], abs(d__2)) <= abs(tol) * (d__1 = d__[ll], abs(d__1)
|
||
|
) || tol < 0. && (d__3 = e[ll], abs(d__3)) <= thresh) {
|
||
|
e[ll] = 0.;
|
||
|
goto L60;
|
||
|
}
|
||
|
|
||
|
if (tol >= 0.) {
|
||
|
|
||
|
/* If relative accuracy desired, */
|
||
|
/* apply convergence criterion backward */
|
||
|
|
||
|
mu = (d__1 = d__[m], abs(d__1));
|
||
|
sminl = mu;
|
||
|
i__1 = ll;
|
||
|
for (lll = m - 1; lll >= i__1; --lll) {
|
||
|
if ((d__1 = e[lll], abs(d__1)) <= tol * mu) {
|
||
|
e[lll] = 0.;
|
||
|
goto L60;
|
||
|
}
|
||
|
mu = (d__2 = d__[lll], abs(d__2)) * (mu / (mu + (d__1 = e[lll]
|
||
|
, abs(d__1))));
|
||
|
sminl = min(sminl,mu);
|
||
|
/* L110: */
|
||
|
}
|
||
|
}
|
||
|
}
|
||
|
oldll = ll;
|
||
|
oldm = m;
|
||
|
|
||
|
/* Compute shift. First, test if shifting would ruin relative */
|
||
|
/* accuracy, and if so set the shift to zero. */
|
||
|
|
||
|
/* Computing MAX */
|
||
|
d__1 = eps, d__2 = tol * .01;
|
||
|
if (tol >= 0. && *n * tol * (sminl / smax) <= max(d__1,d__2)) {
|
||
|
|
||
|
/* Use a zero shift to avoid loss of relative accuracy */
|
||
|
|
||
|
shift = 0.;
|
||
|
} else {
|
||
|
|
||
|
/* Compute the shift from 2-by-2 block at end of matrix */
|
||
|
|
||
|
if (idir == 1) {
|
||
|
sll = (d__1 = d__[ll], abs(d__1));
|
||
|
dlas2_(&d__[m - 1], &e[m - 1], &d__[m], &shift, &r__);
|
||
|
} else {
|
||
|
sll = (d__1 = d__[m], abs(d__1));
|
||
|
dlas2_(&d__[ll], &e[ll], &d__[ll + 1], &shift, &r__);
|
||
|
}
|
||
|
|
||
|
/* Test if shift negligible, and if so set to zero */
|
||
|
|
||
|
if (sll > 0.) {
|
||
|
/* Computing 2nd power */
|
||
|
d__1 = shift / sll;
|
||
|
if (d__1 * d__1 < eps) {
|
||
|
shift = 0.;
|
||
|
}
|
||
|
}
|
||
|
}
|
||
|
|
||
|
/* Increment iteration count */
|
||
|
|
||
|
iter = iter + m - ll;
|
||
|
|
||
|
/* If SHIFT = 0, do simplified QR iteration */
|
||
|
|
||
|
if (shift == 0.) {
|
||
|
if (idir == 1) {
|
||
|
|
||
|
/* Chase bulge from top to bottom */
|
||
|
/* Save cosines and sines for later singular vector updates */
|
||
|
|
||
|
cs = 1.;
|
||
|
oldcs = 1.;
|
||
|
i__1 = m - 1;
|
||
|
for (i__ = ll; i__ <= i__1; ++i__) {
|
||
|
d__1 = d__[i__] * cs;
|
||
|
dlartg_(&d__1, &e[i__], &cs, &sn, &r__);
|
||
|
if (i__ > ll) {
|
||
|
e[i__ - 1] = oldsn * r__;
|
||
|
}
|
||
|
d__1 = oldcs * r__;
|
||
|
d__2 = d__[i__ + 1] * sn;
|
||
|
dlartg_(&d__1, &d__2, &oldcs, &oldsn, &d__[i__]);
|
||
|
work[i__ - ll + 1] = cs;
|
||
|
work[i__ - ll + 1 + nm1] = sn;
|
||
|
work[i__ - ll + 1 + nm12] = oldcs;
|
||
|
work[i__ - ll + 1 + nm13] = oldsn;
|
||
|
/* L120: */
|
||
|
}
|
||
|
h__ = d__[m] * cs;
|
||
|
d__[m] = h__ * oldcs;
|
||
|
e[m - 1] = h__ * oldsn;
|
||
|
|
||
|
/* Update singular vectors */
|
||
|
|
||
|
if (*ncvt > 0) {
|
||
|
i__1 = m - ll + 1;
|
||
|
dlasr_("L", "V", "F", &i__1, ncvt, &work[1], &work[*n], &vt[
|
||
|
ll + vt_dim1], ldvt);
|
||
|
}
|
||
|
if (*nru > 0) {
|
||
|
i__1 = m - ll + 1;
|
||
|
dlasr_("R", "V", "F", nru, &i__1, &work[nm12 + 1], &work[nm13
|
||
|
+ 1], &u[ll * u_dim1 + 1], ldu);
|
||
|
}
|
||
|
if (*ncc > 0) {
|
||
|
i__1 = m - ll + 1;
|
||
|
dlasr_("L", "V", "F", &i__1, ncc, &work[nm12 + 1], &work[nm13
|
||
|
+ 1], &c__[ll + c_dim1], ldc);
|
||
|
}
|
||
|
|
||
|
/* Test convergence */
|
||
|
|
||
|
if ((d__1 = e[m - 1], abs(d__1)) <= thresh) {
|
||
|
e[m - 1] = 0.;
|
||
|
}
|
||
|
|
||
|
} else {
|
||
|
|
||
|
/* Chase bulge from bottom to top */
|
||
|
/* Save cosines and sines for later singular vector updates */
|
||
|
|
||
|
cs = 1.;
|
||
|
oldcs = 1.;
|
||
|
i__1 = ll + 1;
|
||
|
for (i__ = m; i__ >= i__1; --i__) {
|
||
|
d__1 = d__[i__] * cs;
|
||
|
dlartg_(&d__1, &e[i__ - 1], &cs, &sn, &r__);
|
||
|
if (i__ < m) {
|
||
|
e[i__] = oldsn * r__;
|
||
|
}
|
||
|
d__1 = oldcs * r__;
|
||
|
d__2 = d__[i__ - 1] * sn;
|
||
|
dlartg_(&d__1, &d__2, &oldcs, &oldsn, &d__[i__]);
|
||
|
work[i__ - ll] = cs;
|
||
|
work[i__ - ll + nm1] = -sn;
|
||
|
work[i__ - ll + nm12] = oldcs;
|
||
|
work[i__ - ll + nm13] = -oldsn;
|
||
|
/* L130: */
|
||
|
}
|
||
|
h__ = d__[ll] * cs;
|
||
|
d__[ll] = h__ * oldcs;
|
||
|
e[ll] = h__ * oldsn;
|
||
|
|
||
|
/* Update singular vectors */
|
||
|
|
||
|
if (*ncvt > 0) {
|
||
|
i__1 = m - ll + 1;
|
||
|
dlasr_("L", "V", "B", &i__1, ncvt, &work[nm12 + 1], &work[
|
||
|
nm13 + 1], &vt[ll + vt_dim1], ldvt);
|
||
|
}
|
||
|
if (*nru > 0) {
|
||
|
i__1 = m - ll + 1;
|
||
|
dlasr_("R", "V", "B", nru, &i__1, &work[1], &work[*n], &u[ll *
|
||
|
u_dim1 + 1], ldu);
|
||
|
}
|
||
|
if (*ncc > 0) {
|
||
|
i__1 = m - ll + 1;
|
||
|
dlasr_("L", "V", "B", &i__1, ncc, &work[1], &work[*n], &c__[
|
||
|
ll + c_dim1], ldc);
|
||
|
}
|
||
|
|
||
|
/* Test convergence */
|
||
|
|
||
|
if ((d__1 = e[ll], abs(d__1)) <= thresh) {
|
||
|
e[ll] = 0.;
|
||
|
}
|
||
|
}
|
||
|
} else {
|
||
|
|
||
|
/* Use nonzero shift */
|
||
|
|
||
|
if (idir == 1) {
|
||
|
|
||
|
/* Chase bulge from top to bottom */
|
||
|
/* Save cosines and sines for later singular vector updates */
|
||
|
|
||
|
f = ((d__1 = d__[ll], abs(d__1)) - shift) * (d_sign(&c_b49, &d__[
|
||
|
ll]) + shift / d__[ll]);
|
||
|
g = e[ll];
|
||
|
i__1 = m - 1;
|
||
|
for (i__ = ll; i__ <= i__1; ++i__) {
|
||
|
dlartg_(&f, &g, &cosr, &sinr, &r__);
|
||
|
if (i__ > ll) {
|
||
|
e[i__ - 1] = r__;
|
||
|
}
|
||
|
f = cosr * d__[i__] + sinr * e[i__];
|
||
|
e[i__] = cosr * e[i__] - sinr * d__[i__];
|
||
|
g = sinr * d__[i__ + 1];
|
||
|
d__[i__ + 1] = cosr * d__[i__ + 1];
|
||
|
dlartg_(&f, &g, &cosl, &sinl, &r__);
|
||
|
d__[i__] = r__;
|
||
|
f = cosl * e[i__] + sinl * d__[i__ + 1];
|
||
|
d__[i__ + 1] = cosl * d__[i__ + 1] - sinl * e[i__];
|
||
|
if (i__ < m - 1) {
|
||
|
g = sinl * e[i__ + 1];
|
||
|
e[i__ + 1] = cosl * e[i__ + 1];
|
||
|
}
|
||
|
work[i__ - ll + 1] = cosr;
|
||
|
work[i__ - ll + 1 + nm1] = sinr;
|
||
|
work[i__ - ll + 1 + nm12] = cosl;
|
||
|
work[i__ - ll + 1 + nm13] = sinl;
|
||
|
/* L140: */
|
||
|
}
|
||
|
e[m - 1] = f;
|
||
|
|
||
|
/* Update singular vectors */
|
||
|
|
||
|
if (*ncvt > 0) {
|
||
|
i__1 = m - ll + 1;
|
||
|
dlasr_("L", "V", "F", &i__1, ncvt, &work[1], &work[*n], &vt[
|
||
|
ll + vt_dim1], ldvt);
|
||
|
}
|
||
|
if (*nru > 0) {
|
||
|
i__1 = m - ll + 1;
|
||
|
dlasr_("R", "V", "F", nru, &i__1, &work[nm12 + 1], &work[nm13
|
||
|
+ 1], &u[ll * u_dim1 + 1], ldu);
|
||
|
}
|
||
|
if (*ncc > 0) {
|
||
|
i__1 = m - ll + 1;
|
||
|
dlasr_("L", "V", "F", &i__1, ncc, &work[nm12 + 1], &work[nm13
|
||
|
+ 1], &c__[ll + c_dim1], ldc);
|
||
|
}
|
||
|
|
||
|
/* Test convergence */
|
||
|
|
||
|
if ((d__1 = e[m - 1], abs(d__1)) <= thresh) {
|
||
|
e[m - 1] = 0.;
|
||
|
}
|
||
|
|
||
|
} else {
|
||
|
|
||
|
/* Chase bulge from bottom to top */
|
||
|
/* Save cosines and sines for later singular vector updates */
|
||
|
|
||
|
f = ((d__1 = d__[m], abs(d__1)) - shift) * (d_sign(&c_b49, &d__[m]
|
||
|
) + shift / d__[m]);
|
||
|
g = e[m - 1];
|
||
|
i__1 = ll + 1;
|
||
|
for (i__ = m; i__ >= i__1; --i__) {
|
||
|
dlartg_(&f, &g, &cosr, &sinr, &r__);
|
||
|
if (i__ < m) {
|
||
|
e[i__] = r__;
|
||
|
}
|
||
|
f = cosr * d__[i__] + sinr * e[i__ - 1];
|
||
|
e[i__ - 1] = cosr * e[i__ - 1] - sinr * d__[i__];
|
||
|
g = sinr * d__[i__ - 1];
|
||
|
d__[i__ - 1] = cosr * d__[i__ - 1];
|
||
|
dlartg_(&f, &g, &cosl, &sinl, &r__);
|
||
|
d__[i__] = r__;
|
||
|
f = cosl * e[i__ - 1] + sinl * d__[i__ - 1];
|
||
|
d__[i__ - 1] = cosl * d__[i__ - 1] - sinl * e[i__ - 1];
|
||
|
if (i__ > ll + 1) {
|
||
|
g = sinl * e[i__ - 2];
|
||
|
e[i__ - 2] = cosl * e[i__ - 2];
|
||
|
}
|
||
|
work[i__ - ll] = cosr;
|
||
|
work[i__ - ll + nm1] = -sinr;
|
||
|
work[i__ - ll + nm12] = cosl;
|
||
|
work[i__ - ll + nm13] = -sinl;
|
||
|
/* L150: */
|
||
|
}
|
||
|
e[ll] = f;
|
||
|
|
||
|
/* Test convergence */
|
||
|
|
||
|
if ((d__1 = e[ll], abs(d__1)) <= thresh) {
|
||
|
e[ll] = 0.;
|
||
|
}
|
||
|
|
||
|
/* Update singular vectors if desired */
|
||
|
|
||
|
if (*ncvt > 0) {
|
||
|
i__1 = m - ll + 1;
|
||
|
dlasr_("L", "V", "B", &i__1, ncvt, &work[nm12 + 1], &work[
|
||
|
nm13 + 1], &vt[ll + vt_dim1], ldvt);
|
||
|
}
|
||
|
if (*nru > 0) {
|
||
|
i__1 = m - ll + 1;
|
||
|
dlasr_("R", "V", "B", nru, &i__1, &work[1], &work[*n], &u[ll *
|
||
|
u_dim1 + 1], ldu);
|
||
|
}
|
||
|
if (*ncc > 0) {
|
||
|
i__1 = m - ll + 1;
|
||
|
dlasr_("L", "V", "B", &i__1, ncc, &work[1], &work[*n], &c__[
|
||
|
ll + c_dim1], ldc);
|
||
|
}
|
||
|
}
|
||
|
}
|
||
|
|
||
|
/* QR iteration finished, go back and check convergence */
|
||
|
|
||
|
goto L60;
|
||
|
|
||
|
/* All singular values converged, so make them positive */
|
||
|
|
||
|
L160:
|
||
|
i__1 = *n;
|
||
|
for (i__ = 1; i__ <= i__1; ++i__) {
|
||
|
if (d__[i__] < 0.) {
|
||
|
d__[i__] = -d__[i__];
|
||
|
|
||
|
/* Change sign of singular vectors, if desired */
|
||
|
|
||
|
if (*ncvt > 0) {
|
||
|
dscal_(ncvt, &c_b72, &vt[i__ + vt_dim1], ldvt);
|
||
|
}
|
||
|
}
|
||
|
/* L170: */
|
||
|
}
|
||
|
|
||
|
/* Sort the singular values into decreasing order (insertion sort on */
|
||
|
/* singular values, but only one transposition per singular vector) */
|
||
|
|
||
|
i__1 = *n - 1;
|
||
|
for (i__ = 1; i__ <= i__1; ++i__) {
|
||
|
|
||
|
/* Scan for smallest D(I) */
|
||
|
|
||
|
isub = 1;
|
||
|
smin = d__[1];
|
||
|
i__2 = *n + 1 - i__;
|
||
|
for (j = 2; j <= i__2; ++j) {
|
||
|
if (d__[j] <= smin) {
|
||
|
isub = j;
|
||
|
smin = d__[j];
|
||
|
}
|
||
|
/* L180: */
|
||
|
}
|
||
|
if (isub != *n + 1 - i__) {
|
||
|
|
||
|
/* Swap singular values and vectors */
|
||
|
|
||
|
d__[isub] = d__[*n + 1 - i__];
|
||
|
d__[*n + 1 - i__] = smin;
|
||
|
if (*ncvt > 0) {
|
||
|
dswap_(ncvt, &vt[isub + vt_dim1], ldvt, &vt[*n + 1 - i__ +
|
||
|
vt_dim1], ldvt);
|
||
|
}
|
||
|
if (*nru > 0) {
|
||
|
dswap_(nru, &u[isub * u_dim1 + 1], &c__1, &u[(*n + 1 - i__) *
|
||
|
u_dim1 + 1], &c__1);
|
||
|
}
|
||
|
if (*ncc > 0) {
|
||
|
dswap_(ncc, &c__[isub + c_dim1], ldc, &c__[*n + 1 - i__ +
|
||
|
c_dim1], ldc);
|
||
|
}
|
||
|
}
|
||
|
/* L190: */
|
||
|
}
|
||
|
goto L220;
|
||
|
|
||
|
/* Maximum number of iterations exceeded, failure to converge */
|
||
|
|
||
|
L200:
|
||
|
*info = 0;
|
||
|
i__1 = *n - 1;
|
||
|
for (i__ = 1; i__ <= i__1; ++i__) {
|
||
|
if (e[i__] != 0.) {
|
||
|
++(*info);
|
||
|
}
|
||
|
/* L210: */
|
||
|
}
|
||
|
L220:
|
||
|
return 0;
|
||
|
|
||
|
/* End of DBDSQR */
|
||
|
|
||
|
} /* dbdsqr_ */
|