dlasd8.F90 Source File


Source Code

#include "ESMF_LapackBlas.inc"
!> \brief \b DLASD8
!
!  =========== DOCUMENTATION ===========
!
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!
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!> \endhtmlonly
!
!  Definition:
!  ===========
!
!       SUBROUTINE DLASD8( ICOMPQ, K, D, Z, VF, VL, DIFL, DIFR, LDDIFR,
!                          DSIGMA, WORK, INFO )
!
!       .. Scalar Arguments ..
!       INTEGER            ICOMPQ, INFO, K, LDDIFR
!       ..
!       .. Array Arguments ..
!       DOUBLE PRECISION   D( * ), DIFL( * ), DIFR( LDDIFR, * ),
!      $                   DSIGMA( * ), VF( * ), VL( * ), WORK( * ),
!      $                   Z( * )
!       ..
!
!
!> \par Purpose:
!  =============
!>
!> \verbatim
!>
!> DLASD8 finds the square roots of the roots of the secular equation,
!> as defined by the values in DSIGMA and Z. It makes the appropriate
!> calls to DLASD4, and stores, for each  element in D, the distance
!> to its two nearest poles (elements in DSIGMA). It also updates
!> the arrays VF and VL, the first and last components of all the
!> right singular vectors of the original bidiagonal matrix.
!>
!> DLASD8 is called from DLASD6.
!> \endverbatim
!
!  Arguments:
!  ==========
!
!> \param[in] ICOMPQ
!> \verbatim
!>          ICOMPQ is INTEGER
!>          Specifies whether singular vectors are to be computed in
!>          factored form in the calling routine:
!>          = 0: Compute singular values only.
!>          = 1: Compute singular vectors in factored form as well.
!> \endverbatim
!>
!> \param[in] K
!> \verbatim
!>          K is INTEGER
!>          The number of terms in the rational function to be solved
!>          by DLASD4.  K >= 1.
!> \endverbatim
!>
!> \param[out] D
!> \verbatim
!>          D is DOUBLE PRECISION array, dimension ( K )
!>          On output, D contains the updated singular values.
!> \endverbatim
!>
!> \param[in,out] Z
!> \verbatim
!>          Z is DOUBLE PRECISION array, dimension ( K )
!>          On entry, the first K elements of this array contain the
!>          components of the deflation-adjusted updating row vector.
!>          On exit, Z is updated.
!> \endverbatim
!>
!> \param[in,out] VF
!> \verbatim
!>          VF is DOUBLE PRECISION array, dimension ( K )
!>          On entry, VF contains  information passed through DBEDE8.
!>          On exit, VF contains the first K components of the first
!>          components of all right singular vectors of the bidiagonal
!>          matrix.
!> \endverbatim
!>
!> \param[in,out] VL
!> \verbatim
!>          VL is DOUBLE PRECISION array, dimension ( K )
!>          On entry, VL contains  information passed through DBEDE8.
!>          On exit, VL contains the first K components of the last
!>          components of all right singular vectors of the bidiagonal
!>          matrix.
!> \endverbatim
!>
!> \param[out] DIFL
!> \verbatim
!>          DIFL is DOUBLE PRECISION array, dimension ( K )
!>          On exit, DIFL(I) = D(I) - DSIGMA(I).
!> \endverbatim
!>
!> \param[out] DIFR
!> \verbatim
!>          DIFR is DOUBLE PRECISION array,
!>                   dimension ( LDDIFR, 2 ) if ICOMPQ = 1 and
!>                   dimension ( K ) if ICOMPQ = 0.
!>          On exit, DIFR(I,1) = D(I) - DSIGMA(I+1), DIFR(K,1) is not
!>          defined and will not be referenced.
!>
!>          If ICOMPQ = 1, DIFR(1:K,2) is an array containing the
!>          normalizing factors for the right singular vector matrix.
!> \endverbatim
!>
!> \param[in] LDDIFR
!> \verbatim
!>          LDDIFR is INTEGER
!>          The leading dimension of DIFR, must be at least K.
!> \endverbatim
!>
!> \param[in,out] DSIGMA
!> \verbatim
!>          DSIGMA is DOUBLE PRECISION array, dimension ( K )
!>          On entry, the first K elements of this array contain the old
!>          roots of the deflated updating problem.  These are the poles
!>          of the secular equation.
!>          On exit, the elements of DSIGMA may be very slightly altered
!>          in value.
!> \endverbatim
!>
!> \param[out] WORK
!> \verbatim
!>          WORK is DOUBLE PRECISION array, dimension at least 3 * K
!> \endverbatim
!>
!> \param[out] INFO
!> \verbatim
!>          INFO is INTEGER
!>          = 0:  successful exit.
!>          < 0:  if INFO = -i, the i-th argument had an illegal value.
!>          > 0:  if INFO = 1, a singular value did not converge
!> \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 DLASD8( ICOMPQ, K, D, Z, VF, VL, DIFL, DIFR, LDDIFR, &
     &                   DSIGMA, WORK, 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            ICOMPQ, INFO, K, LDDIFR
!     ..
!     .. Array Arguments ..
      DOUBLE PRECISION   D( * ), DIFL( * ), DIFR( LDDIFR, * ), &
     &                   DSIGMA( * ), VF( * ), VL( * ), WORK( * ), &
     &                   Z( * )
!     ..
!
!  =====================================================================
!
!     .. Parameters ..
      DOUBLE PRECISION   ONE
      PARAMETER          ( ONE = 1.0D+0 )
!     ..
!     .. Local Scalars ..
      INTEGER            I, IWK1, IWK2, IWK2I, IWK3, IWK3I, J
      DOUBLE PRECISION   DIFLJ, DIFRJ, DJ, DSIGJ, DSIGJP, RHO, TEMP
!     ..
!     .. External Subroutines ..
      EXTERNAL           DCOPY, DLASCL, DLASD4, DLASET, XERBLA
!     ..
!     .. External Functions ..
      DOUBLE PRECISION   DDOT, DLAMC3, DNRM2
      EXTERNAL           DDOT, DLAMC3, DNRM2
!     ..
!     .. Intrinsic Functions ..
      INTRINSIC          ABS, SIGN, SQRT
!     ..
!     .. Executable Statements ..
!
!     Test the input parameters.
!
      INFO = 0
!
      IF( ( ICOMPQ.LT.0 ) .OR. ( ICOMPQ.GT.1 ) ) THEN
         INFO = -1
      ELSE IF( K.LT.1 ) THEN
         INFO = -2
      ELSE IF( LDDIFR.LT.K ) THEN
         INFO = -9
      END IF
      IF( INFO.NE.0 ) THEN
         CALL XERBLA( 'DLASD8', -INFO )
         RETURN
      END IF
!
!     Quick return if possible
!
      IF( K.EQ.1 ) THEN
         D( 1 ) = ABS( Z( 1 ) )
         DIFL( 1 ) = D( 1 )
         IF( ICOMPQ.EQ.1 ) THEN
            DIFL( 2 ) = ONE
            DIFR( 1, 2 ) = ONE
         END IF
         RETURN
      END IF
!
!     Modify values DSIGMA(i) to make sure all DSIGMA(i)-DSIGMA(j) can
!     be computed with high relative accuracy (barring over/underflow).
!     This is a problem on machines without a guard digit in
!     add/subtract (Cray XMP, Cray YMP, Cray C 90 and Cray 2).
!     The following code replaces DSIGMA(I) by 2*DSIGMA(I)-DSIGMA(I),
!     which on any of these machines zeros out the bottommost
!     bit of DSIGMA(I) if it is 1; this makes the subsequent
!     subtractions DSIGMA(I)-DSIGMA(J) unproblematic when cancellation
!     occurs. On binary machines with a guard digit (almost all
!     machines) it does not change DSIGMA(I) at all. On hexadecimal
!     and decimal machines with a guard digit, it slightly
!     changes the bottommost bits of DSIGMA(I). It does not account
!     for hexadecimal or decimal machines without guard digits
!     (we know of none). We use a subroutine call to compute
!     2*DLAMBDA(I) to prevent optimizing compilers from eliminating
!     this code.
!
      DO 10 I = 1, K
         DSIGMA( I ) = DLAMC3( DSIGMA( I ), DSIGMA( I ) ) - DSIGMA( I )
   10 CONTINUE
!
!     Book keeping.
!
      IWK1 = 1
      IWK2 = IWK1 + K
      IWK3 = IWK2 + K
      IWK2I = IWK2 - 1
      IWK3I = IWK3 - 1
!
!     Normalize Z.
!
      RHO = DNRM2( K, Z, 1 )
      CALL DLASCL( 'G', 0, 0, RHO, ONE, K, 1, Z, K, INFO )
      RHO = RHO*RHO
!
!     Initialize WORK(IWK3).
!
      CALL DLASET( 'A', K, 1, ONE, ONE, WORK( IWK3 ), K )
!
!     Compute the updated singular values, the arrays DIFL, DIFR,
!     and the updated Z.
!
      DO 40 J = 1, K
         CALL DLASD4( K, J, DSIGMA, Z, WORK( IWK1 ), RHO, D( J ), &
     &                WORK( IWK2 ), INFO )
!
!        If the root finder fails, the computation is terminated.
!
         IF( INFO.NE.0 ) THEN
            CALL XERBLA( 'DLASD4', -INFO )
            RETURN
         END IF
         WORK( IWK3I+J ) = WORK( IWK3I+J )*WORK( J )*WORK( IWK2I+J )
         DIFL( J ) = -WORK( J )
         DIFR( J, 1 ) = -WORK( J+1 )
         DO 20 I = 1, J - 1
            WORK( IWK3I+I ) = WORK( IWK3I+I )*WORK( I )* &
     &                        WORK( IWK2I+I ) / ( DSIGMA( I )- &
     &                        DSIGMA( J ) ) / ( DSIGMA( I )+ &
     &                        DSIGMA( J ) )
   20    CONTINUE
         DO 30 I = J + 1, K
            WORK( IWK3I+I ) = WORK( IWK3I+I )*WORK( I )* &
     &                        WORK( IWK2I+I ) / ( DSIGMA( I )- &
     &                        DSIGMA( J ) ) / ( DSIGMA( I )+ &
     &                        DSIGMA( J ) )
   30    CONTINUE
   40 CONTINUE
!
!     Compute updated Z.
!
      DO 50 I = 1, K
         Z( I ) = SIGN( SQRT( ABS( WORK( IWK3I+I ) ) ), Z( I ) )
   50 CONTINUE
!
!     Update VF and VL.
!
      DO 80 J = 1, K
         DIFLJ = DIFL( J )
         DJ = D( J )
         DSIGJ = -DSIGMA( J )
         IF( J.LT.K ) THEN
            DIFRJ = -DIFR( J, 1 )
            DSIGJP = -DSIGMA( J+1 )
         END IF
         WORK( J ) = -Z( J ) / DIFLJ / ( DSIGMA( J )+DJ )
         DO 60 I = 1, J - 1
            WORK( I ) = Z( I ) / ( DLAMC3( DSIGMA( I ), DSIGJ )-DIFLJ ) &
     &                   / ( DSIGMA( I )+DJ )
   60    CONTINUE
         DO 70 I = J + 1, K
            WORK( I ) = Z( I ) / ( DLAMC3( DSIGMA( I ), DSIGJP )+DIFRJ ) &
     &                   / ( DSIGMA( I )+DJ )
   70    CONTINUE
         TEMP = DNRM2( K, WORK, 1 )
         WORK( IWK2I+J ) = DDOT( K, WORK, 1, VF, 1 ) / TEMP
         WORK( IWK3I+J ) = DDOT( K, WORK, 1, VL, 1 ) / TEMP
         IF( ICOMPQ.EQ.1 ) THEN
            DIFR( J, 2 ) = TEMP
         END IF
   80 CONTINUE
!
      CALL DCOPY( K, WORK( IWK2 ), 1, VF, 1 )
      CALL DCOPY( K, WORK( IWK3 ), 1, VL, 1 )
!
      RETURN
!
!     End of DLASD8
!
      END