#include "clapack.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 dlasd1_(integer *nl, integer *nr, integer *sqre, doublereal *d__, doublereal *alpha, doublereal *beta, doublereal *u, integer *ldu, doublereal *vt, integer *ldvt, integer *idxq, integer * iwork, doublereal *work, integer *info) { /* System generated locals */ integer u_dim1, u_offset, vt_dim1, vt_offset, i__1; doublereal d__1, d__2; /* Local variables */ integer i__, k, m, n, n1, n2, iq, iz, iu2, ldq, idx, ldu2, ivt2, idxc, idxp, ldvt2; extern /* Subroutine */ int dlasd2_(integer *, integer *, integer *, integer *, doublereal *, doublereal *, doublereal *, doublereal *, doublereal *, integer *, doublereal *, integer *, doublereal *, doublereal *, integer *, doublereal *, integer *, integer *, integer *, integer *, integer *, integer *, integer *), dlasd3_( integer *, integer *, integer *, integer *, doublereal *, doublereal *, integer *, doublereal *, doublereal *, integer *, doublereal *, integer *, doublereal *, integer *, doublereal *, integer *, integer *, integer *, doublereal *, integer *), dlascl_(char *, integer *, integer *, doublereal *, doublereal *, integer *, integer *, doublereal *, integer *, integer *), dlamrg_(integer *, integer *, doublereal *, integer *, integer *, integer *); integer isigma; extern /* Subroutine */ int xerbla_(char *, integer *); doublereal orgnrm; integer coltyp; /* -- LAPACK auxiliary routine (version 3.1) -- */ /* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */ /* November 2006 */ /* .. Scalar Arguments .. */ /* .. */ /* .. Array Arguments .. */ /* .. */ /* 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 .. */ /* .. */ /* .. Local Scalars .. */ /* .. */ /* .. External Subroutines .. */ /* .. */ /* .. Intrinsic Functions .. */ /* .. */ /* .. Executable Statements .. */ /* Test the input parameters. */ /* Parameter adjustments */ --d__; u_dim1 = *ldu; u_offset = 1 + u_dim1; u -= u_offset; vt_dim1 = *ldvt; vt_offset = 1 + vt_dim1; vt -= vt_offset; --idxq; --iwork; --work; /* Function Body */ *info = 0; if (*nl < 1) { *info = -1; } else if (*nr < 1) { *info = -2; } else if (*sqre < 0 || *sqre > 1) { *info = -3; } if (*info != 0) { i__1 = -(*info); xerbla_("DLASD1", &i__1); return 0; } 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. */ /* 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; /* Deflate singular values. */ dlasd2_(nl, nr, sqre, &k, &d__[1], &work[iz], alpha, beta, &u[u_offset], ldu, &vt[vt_offset], ldvt, &work[isigma], &work[iu2], &ldu2, & work[ivt2], &ldvt2, &iwork[idxp], &iwork[idx], &iwork[idxc], & idxq[1], &iwork[coltyp], info); /* Solve Secular Equation and update singular vectors. */ ldq = k; dlasd3_(nl, nr, sqre, &k, &d__[1], &work[iq], &ldq, &work[isigma], &u[ u_offset], ldu, &work[iu2], &ldu2, &vt[vt_offset], ldvt, &work[ ivt2], &ldvt2, &iwork[idxc], &iwork[coltyp], &work[iz], info); if (*info != 0) { return 0; } /* 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 DLASD1 */ } /* dlasd1_ */