dlasd7.F90 Source File


Source Code

#include "ESMF_LapackBlas.inc"
!> \brief \b DLASD7
!
!  =========== DOCUMENTATION ===========
!
! Online html documentation available at
!            http://www.netlib.org/lapack/explore-html/
!
!> \htmlonly
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!> [TXT]</a>
!> \endhtmlonly
!
!  Definition:
!  ===========
!
!       SUBROUTINE DLASD7( ICOMPQ, NL, NR, SQRE, K, D, Z, ZW, VF, VFW, VL,
!                          VLW, ALPHA, BETA, DSIGMA, IDX, IDXP, IDXQ,
!                          PERM, GIVPTR, GIVCOL, LDGCOL, GIVNUM, LDGNUM,
!                          C, S, INFO )
!
!       .. Scalar Arguments ..
!       INTEGER            GIVPTR, ICOMPQ, INFO, K, LDGCOL, LDGNUM, NL,
!      $                   NR, SQRE
!       DOUBLE PRECISION   ALPHA, BETA, C, S
!       ..
!       .. Array Arguments ..
!       INTEGER            GIVCOL( LDGCOL, * ), IDX( * ), IDXP( * ),
!      $                   IDXQ( * ), PERM( * )
!       DOUBLE PRECISION   D( * ), DSIGMA( * ), GIVNUM( LDGNUM, * ),
!      $                   VF( * ), VFW( * ), VL( * ), VLW( * ), Z( * ),
!      $                   ZW( * )
!       ..
!
!
!> \par Purpose:
!  =============
!>
!> \verbatim
!>
!> DLASD7 merges the two sets of singular values together into a single
!> sorted set. Then it tries to deflate the size of the problem. There
!> are two ways in which deflation can occur:  when two or more singular
!> values are close together or if there is a tiny entry in the Z
!> vector. For each such occurrence the order of the related
!> secular equation problem is reduced by one.
!>
!> DLASD7 is called from DLASD6.
!> \endverbatim
!
!  Arguments:
!  ==========
!
!> \param[in] ICOMPQ
!> \verbatim
!>          ICOMPQ is INTEGER
!>          Specifies whether singular vectors are to be computed
!>          in compact form, as follows:
!>          = 0: Compute singular values only.
!>          = 1: Compute singular vectors of upper
!>               bidiagonal matrix in compact form.
!> \endverbatim
!>
!> \param[in] NL
!> \verbatim
!>          NL is INTEGER
!>         The row dimension of the upper block. NL >= 1.
!> \endverbatim
!>
!> \param[in] NR
!> \verbatim
!>          NR is INTEGER
!>         The row dimension of the lower block. NR >= 1.
!> \endverbatim
!>
!> \param[in] SQRE
!> \verbatim
!>          SQRE is 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
!>         N = NL + NR + 1 rows and
!>         M = N + SQRE >= N columns.
!> \endverbatim
!>
!> \param[out] K
!> \verbatim
!>          K is INTEGER
!>         Contains the dimension of the non-deflated matrix, this is
!>         the order of the related secular equation. 1 <= K <=N.
!> \endverbatim
!>
!> \param[in,out] D
!> \verbatim
!>          D is DOUBLE PRECISION array, dimension ( N )
!>         On entry D contains the singular values of the two submatrices
!>         to be combined. On exit D contains the trailing (N-K) updated
!>         singular values (those which were deflated) sorted into
!>         increasing order.
!> \endverbatim
!>
!> \param[out] Z
!> \verbatim
!>          Z is DOUBLE PRECISION array, dimension ( M )
!>         On exit Z contains the updating row vector in the secular
!>         equation.
!> \endverbatim
!>
!> \param[out] ZW
!> \verbatim
!>          ZW is DOUBLE PRECISION array, dimension ( M )
!>         Workspace for Z.
!> \endverbatim
!>
!> \param[in,out] VF
!> \verbatim
!>          VF is 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.
!> \endverbatim
!>
!> \param[out] VFW
!> \verbatim
!>          VFW is DOUBLE PRECISION array, dimension ( M )
!>         Workspace for VF.
!> \endverbatim
!>
!> \param[in,out] VL
!> \verbatim
!>          VL is 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.
!> \endverbatim
!>
!> \param[out] VLW
!> \verbatim
!>          VLW is DOUBLE PRECISION array, dimension ( M )
!>         Workspace for VL.
!> \endverbatim
!>
!> \param[in] ALPHA
!> \verbatim
!>          ALPHA is DOUBLE PRECISION
!>         Contains the diagonal element associated with the added row.
!> \endverbatim
!>
!> \param[in] BETA
!> \verbatim
!>          BETA is DOUBLE PRECISION
!>         Contains the off-diagonal element associated with the added
!>         row.
!> \endverbatim
!>
!> \param[out] DSIGMA
!> \verbatim
!>          DSIGMA is DOUBLE PRECISION array, dimension ( N )
!>         Contains a copy of the diagonal elements (K-1 singular values
!>         and one zero) in the secular equation.
!> \endverbatim
!>
!> \param[out] IDX
!> \verbatim
!>          IDX is INTEGER array, dimension ( N )
!>         This will contain the permutation used to sort the contents of
!>         D into ascending order.
!> \endverbatim
!>
!> \param[out] IDXP
!> \verbatim
!>          IDXP is INTEGER array, dimension ( N )
!>         This will contain the permutation used to place deflated
!>         values of D at the end of the array. On output IDXP(2:K)
!>         points to the nondeflated D-values and IDXP(K+1:N)
!>         points to the deflated singular values.
!> \endverbatim
!>
!> \param[in] IDXQ
!> \verbatim
!>          IDXQ is INTEGER array, dimension ( N )
!>         This contains the permutation which separately sorts the two
!>         sub-problems in D into ascending order.  Note that entries in
!>         the first half of this permutation must first be moved one
!>         position backward; and entries in the second half
!>         must first have NL+1 added to their values.
!> \endverbatim
!>
!> \param[out] PERM
!> \verbatim
!>          PERM is INTEGER array, dimension ( N )
!>         The permutations (from deflation and sorting) to be applied
!>         to each singular block. Not referenced if ICOMPQ = 0.
!> \endverbatim
!>
!> \param[out] GIVPTR
!> \verbatim
!>          GIVPTR is INTEGER
!>         The number of Givens rotations which took place in this
!>         subproblem. Not referenced if ICOMPQ = 0.
!> \endverbatim
!>
!> \param[out] GIVCOL
!> \verbatim
!>          GIVCOL is 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.
!> \endverbatim
!>
!> \param[in] LDGCOL
!> \verbatim
!>          LDGCOL is INTEGER
!>         The leading dimension of GIVCOL, must be at least N.
!> \endverbatim
!>
!> \param[out] GIVNUM
!> \verbatim
!>          GIVNUM is 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.
!> \endverbatim
!>
!> \param[in] LDGNUM
!> \verbatim
!>          LDGNUM is INTEGER
!>         The leading dimension of GIVNUM, must be at least N.
!> \endverbatim
!>
!> \param[out] C
!> \verbatim
!>          C is 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.
!> \endverbatim
!>
!> \param[out] S
!> \verbatim
!>          S is 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.
!> \endverbatim
!>
!> \param[out] INFO
!> \verbatim
!>          INFO is INTEGER
!>         = 0:  successful exit.
!>         < 0:  if INFO = -i, the i-th argument had an illegal value.
!> \endverbatim
!
!  Authors:
!  ========
!
!> \author Univ. of Tennessee
!> \author Univ. of California Berkeley
!> \author Univ. of Colorado Denver
!> \author NAG Ltd.
!
!> \date November 2011
!
!> \ingroup auxOTHERauxiliary
!
!> \par Contributors:
!  ==================
!>
!>     Ming Gu and Huan Ren, Computer Science Division, University of
!>     California at Berkeley, USA
!>
!  =====================================================================
      SUBROUTINE DLASD7( ICOMPQ, NL, NR, SQRE, K, D, Z, ZW, VF, VFW, VL, &
     &                   VLW, ALPHA, BETA, DSIGMA, IDX, IDXP, IDXQ, &
     &                   PERM, GIVPTR, GIVCOL, LDGCOL, GIVNUM, LDGNUM, &
     &                   C, S, INFO )
!
!  -- LAPACK auxiliary routine (version 3.4.0) --
!  -- LAPACK is a software package provided by Univ. of Tennessee,    --
!  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
!     November 2011
!
!     .. Scalar Arguments ..
      INTEGER            GIVPTR, ICOMPQ, INFO, K, LDGCOL, LDGNUM, NL, &
     &                   NR, SQRE
      DOUBLE PRECISION   ALPHA, BETA, C, S
!     ..
!     .. Array Arguments ..
      INTEGER            GIVCOL( LDGCOL, * ), IDX( * ), IDXP( * ), &
     &                   IDXQ( * ), PERM( * )
      DOUBLE PRECISION   D( * ), DSIGMA( * ), GIVNUM( LDGNUM, * ), &
     &                   VF( * ), VFW( * ), VL( * ), VLW( * ), Z( * ), &
     &                   ZW( * )
!     ..
!
!  =====================================================================
!
!     .. Parameters ..
      DOUBLE PRECISION   ZERO, ONE, TWO, EIGHT
      PARAMETER          ( ZERO = 0.0D+0, ONE = 1.0D+0, TWO = 2.0D+0, &
     &                   EIGHT = 8.0D+0 )
!     ..
!     .. Local Scalars ..
!
      INTEGER            I, IDXI, IDXJ, IDXJP, J, JP, JPREV, K2, M, N, &
     &                   NLP1, NLP2
      DOUBLE PRECISION   EPS, HLFTOL, TAU, TOL, Z1
!     ..
!     .. External Subroutines ..
      EXTERNAL           DCOPY, DLAMRG, DROT, XERBLA
!     ..
!     .. External Functions ..
      DOUBLE PRECISION   DLAMCH, DLAPY2
      EXTERNAL           DLAMCH, DLAPY2
!     ..
!     .. Intrinsic Functions ..
      INTRINSIC          ABS, MAX
!     ..
!     .. Executable Statements ..
!
!     Test the input parameters.
!
      INFO = 0
      N = NL + NR + 1
      M = N + SQRE
!
      IF( ( ICOMPQ.LT.0 ) .OR. ( ICOMPQ.GT.1 ) ) THEN
         INFO = -1
      ELSE IF( NL.LT.1 ) THEN
         INFO = -2
      ELSE IF( NR.LT.1 ) THEN
         INFO = -3
      ELSE IF( ( SQRE.LT.0 ) .OR. ( SQRE.GT.1 ) ) THEN
         INFO = -4
      ELSE IF( LDGCOL.LT.N ) THEN
         INFO = -22
      ELSE IF( LDGNUM.LT.N ) THEN
         INFO = -24
      END IF
      IF( INFO.NE.0 ) THEN
         CALL XERBLA( 'DLASD7', -INFO )
         RETURN
      END IF
!
      NLP1 = NL + 1
      NLP2 = NL + 2
      IF( ICOMPQ.EQ.1 ) THEN
         GIVPTR = 0
      END IF
!
!     Generate the first part of the vector Z and move the singular
!     values in the first part of D one position backward.
!
      Z1 = ALPHA*VL( NLP1 )
      VL( NLP1 ) = ZERO
      TAU = VF( NLP1 )
      DO 10 I = NL, 1, -1
         Z( I+1 ) = ALPHA*VL( I )
         VL( I ) = ZERO
         VF( I+1 ) = VF( I )
         D( I+1 ) = D( I )
         IDXQ( I+1 ) = IDXQ( I ) + 1
   10 CONTINUE
      VF( 1 ) = TAU
!
!     Generate the second part of the vector Z.
!
      DO 20 I = NLP2, M
         Z( I ) = BETA*VF( I )
         VF( I ) = ZERO
   20 CONTINUE
!
!     Sort the singular values into increasing order
!
      DO 30 I = NLP2, N
         IDXQ( I ) = IDXQ( I ) + NLP1
   30 CONTINUE
!
!     DSIGMA, IDXC, IDXC, and ZW are used as storage space.
!
      DO 40 I = 2, N
         DSIGMA( I ) = D( IDXQ( I ) )
         ZW( I ) = Z( IDXQ( I ) )
         VFW( I ) = VF( IDXQ( I ) )
         VLW( I ) = VL( IDXQ( I ) )
   40 CONTINUE
!
      CALL DLAMRG( NL, NR, DSIGMA( 2 ), 1, 1, IDX( 2 ) )
!
      DO 50 I = 2, N
         IDXI = 1 + IDX( I )
         D( I ) = DSIGMA( IDXI )
         Z( I ) = ZW( IDXI )
         VF( I ) = VFW( IDXI )
         VL( I ) = VLW( IDXI )
   50 CONTINUE
!
!     Calculate the allowable deflation tolerence
!
      EPS = DLAMCH( 'Epsilon' )
      TOL = MAX( ABS( ALPHA ), ABS( BETA ) )
      TOL = EIGHT*EIGHT*EPS*MAX( ABS( D( N ) ), TOL )
!
!     There are 2 kinds of deflation -- first a value in the z-vector
!     is small, second two (or more) singular values are very close
!     together (their difference is small).
!
!     If the value in the z-vector is small, we simply permute the
!     array so that the corresponding singular value is moved to the
!     end.
!
!     If two values in the D-vector are close, we perform a two-sided
!     rotation designed to make one of the corresponding z-vector
!     entries zero, and then permute the array so that the deflated
!     singular value is moved to the end.
!
!     If there are multiple singular values then the problem deflates.
!     Here the number of equal singular values are found.  As each equal
!     singular value is found, an elementary reflector is computed to
!     rotate the corresponding singular subspace so that the
!     corresponding components of Z are zero in this new basis.
!
      K = 1
      K2 = N + 1
      DO 60 J = 2, N
         IF( ABS( Z( J ) ).LE.TOL ) THEN
!
!           Deflate due to small z component.
!
            K2 = K2 - 1
            IDXP( K2 ) = J
            IF( J.EQ.N ) &
     &         GO TO 100
         ELSE
            JPREV = J
            GO TO 70
         END IF
   60 CONTINUE
   70 CONTINUE
      J = JPREV
   80 CONTINUE
      J = J + 1
      IF( J.GT.N ) &
     &   GO TO 90
      IF( ABS( Z( J ) ).LE.TOL ) THEN
!
!        Deflate due to small z component.
!
         K2 = K2 - 1
         IDXP( K2 ) = J
      ELSE
!
!        Check if singular values are close enough to allow deflation.
!
         IF( ABS( D( J )-D( JPREV ) ).LE.TOL ) THEN
!
!           Deflation is possible.
!
            S = Z( JPREV )
            C = Z( J )
!
!           Find sqrt(a**2+b**2) without overflow or
!           destructive underflow.
!
            TAU = DLAPY2( C, S )
            Z( J ) = TAU
            Z( JPREV ) = ZERO
            C = C / TAU
            S = -S / TAU
!
!           Record the appropriate Givens rotation
!
            IF( ICOMPQ.EQ.1 ) THEN
               GIVPTR = GIVPTR + 1
               IDXJP = IDXQ( IDX( JPREV )+1 )
               IDXJ = IDXQ( IDX( J )+1 )
               IF( IDXJP.LE.NLP1 ) THEN
                  IDXJP = IDXJP - 1
               END IF
               IF( IDXJ.LE.NLP1 ) THEN
                  IDXJ = IDXJ - 1
               END IF
               GIVCOL( GIVPTR, 2 ) = IDXJP
               GIVCOL( GIVPTR, 1 ) = IDXJ
               GIVNUM( GIVPTR, 2 ) = C
               GIVNUM( GIVPTR, 1 ) = S
            END IF
            CALL DROT( 1, VF( JPREV ), 1, VF( J ), 1, C, S )
            CALL DROT( 1, VL( JPREV ), 1, VL( J ), 1, C, S )
            K2 = K2 - 1
            IDXP( K2 ) = JPREV
            JPREV = J
         ELSE
            K = K + 1
            ZW( K ) = Z( JPREV )
            DSIGMA( K ) = D( JPREV )
            IDXP( K ) = JPREV
            JPREV = J
         END IF
      END IF
      GO TO 80
   90 CONTINUE
!
!     Record the last singular value.
!
      K = K + 1
      ZW( K ) = Z( JPREV )
      DSIGMA( K ) = D( JPREV )
      IDXP( K ) = JPREV
!
  100 CONTINUE
!
!     Sort the singular values into DSIGMA. The singular values which
!     were not deflated go into the first K slots of DSIGMA, except
!     that DSIGMA(1) is treated separately.
!
      DO 110 J = 2, N
         JP = IDXP( J )
         DSIGMA( J ) = D( JP )
         VFW( J ) = VF( JP )
         VLW( J ) = VL( JP )
  110 CONTINUE
      IF( ICOMPQ.EQ.1 ) THEN
         DO 120 J = 2, N
            JP = IDXP( J )
            PERM( J ) = IDXQ( IDX( JP )+1 )
            IF( PERM( J ).LE.NLP1 ) THEN
               PERM( J ) = PERM( J ) - 1
            END IF
  120    CONTINUE
      END IF
!
!     The deflated singular values go back into the last N - K slots of
!     D.
!
      CALL DCOPY( N-K, DSIGMA( K+1 ), 1, D( K+1 ), 1 )
!
!     Determine DSIGMA(1), DSIGMA(2), Z(1), VF(1), VL(1), VF(M), and
!     VL(M).
!
      DSIGMA( 1 ) = ZERO
      HLFTOL = TOL / TWO
      IF( ABS( DSIGMA( 2 ) ).LE.HLFTOL ) &
     &   DSIGMA( 2 ) = HLFTOL
      IF( M.GT.N ) THEN
         Z( 1 ) = DLAPY2( Z1, Z( M ) )
         IF( Z( 1 ).LE.TOL ) THEN
            C = ONE
            S = ZERO
            Z( 1 ) = TOL
         ELSE
            C = Z1 / Z( 1 )
            S = -Z( M ) / Z( 1 )
         END IF
         CALL DROT( 1, VF( M ), 1, VF( 1 ), 1, C, S )
         CALL DROT( 1, VL( M ), 1, VL( 1 ), 1, C, S )
      ELSE
         IF( ABS( Z1 ).LE.TOL ) THEN
            Z( 1 ) = TOL
         ELSE
            Z( 1 ) = Z1
         END IF
      END IF
!
!     Restore Z, VF, and VL.
!
      CALL DCOPY( K-1, ZW( 2 ), 1, Z( 2 ), 1 )
      CALL DCOPY( N-1, VFW( 2 ), 1, VF( 2 ), 1 )
      CALL DCOPY( N-1, VLW( 2 ), 1, VL( 2 ), 1 )
!
      RETURN
!
!     End of DLASD7
!
      END