1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633 634 635 636 637 638 639 640 641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 658 659 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 680 681 682 683 684 685 686 687 688 689 690 691 692 693 694 695 696 697 698 699 700 701 702 703 704 705 706 707 708 709 710 711
|
*> \brief \b CGSVJ1 pre-processor for the routine cgesvj, applies Jacobi rotations targeting only particular pivots.
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download CGSVJ1 + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/cgsvj1.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/cgsvj1.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/cgsvj1.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE CGSVJ1( JOBV, M, N, N1, A, LDA, D, SVA, MV, V, LDV,
* EPS, SFMIN, TOL, NSWEEP, WORK, LWORK, INFO )
*
* .. Scalar Arguments ..
* REAL EPS, SFMIN, TOL
* INTEGER INFO, LDA, LDV, LWORK, M, MV, N, N1, NSWEEP
* CHARACTER*1 JOBV
* ..
* .. Array Arguments ..
* COMPLEX A( LDA, * ), D( N ), V( LDV, * ), WORK( LWORK )
* REAL SVA( N )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> CGSVJ1 is called from CGESVJ as a pre-processor and that is its main
*> purpose. It applies Jacobi rotations in the same way as CGESVJ does, but
*> it targets only particular pivots and it does not check convergence
*> (stopping criterion). Few tuning parameters (marked by [TP]) are
*> available for the implementer.
*>
*> Further Details
*> ~~~~~~~~~~~~~~~
*> CGSVJ1 applies few sweeps of Jacobi rotations in the column space of
*> the input M-by-N matrix A. The pivot pairs are taken from the (1,2)
*> off-diagonal block in the corresponding N-by-N Gram matrix A^T * A. The
*> block-entries (tiles) of the (1,2) off-diagonal block are marked by the
*> [x]'s in the following scheme:
*>
*> | * * * [x] [x] [x]|
*> | * * * [x] [x] [x]| Row-cycling in the nblr-by-nblc [x] blocks.
*> | * * * [x] [x] [x]| Row-cyclic pivoting inside each [x] block.
*> |[x] [x] [x] * * * |
*> |[x] [x] [x] * * * |
*> |[x] [x] [x] * * * |
*>
*> In terms of the columns of A, the first N1 columns are rotated 'against'
*> the remaining N-N1 columns, trying to increase the angle between the
*> corresponding subspaces. The off-diagonal block is N1-by(N-N1) and it is
*> tiled using quadratic tiles of side KBL. Here, KBL is a tuning parameter.
*> The number of sweeps is given in NSWEEP and the orthogonality threshold
*> is given in TOL.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] JOBV
*> \verbatim
*> JOBV is CHARACTER*1
*> Specifies whether the output from this procedure is used
*> to compute the matrix V:
*> = 'V': the product of the Jacobi rotations is accumulated
*> by postmultiplying the N-by-N array V.
*> (See the description of V.)
*> = 'A': the product of the Jacobi rotations is accumulated
*> by postmultiplying the MV-by-N array V.
*> (See the descriptions of MV and V.)
*> = 'N': the Jacobi rotations are not accumulated.
*> \endverbatim
*>
*> \param[in] M
*> \verbatim
*> M is INTEGER
*> The number of rows of the input matrix A. M >= 0.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> The number of columns of the input matrix A.
*> M >= N >= 0.
*> \endverbatim
*>
*> \param[in] N1
*> \verbatim
*> N1 is INTEGER
*> N1 specifies the 2 x 2 block partition, the first N1 columns are
*> rotated 'against' the remaining N-N1 columns of A.
*> \endverbatim
*>
*> \param[in,out] A
*> \verbatim
*> A is COMPLEX array, dimension (LDA,N)
*> On entry, M-by-N matrix A, such that A*diag(D) represents
*> the input matrix.
*> On exit,
*> A_onexit * D_onexit represents the input matrix A*diag(D)
*> post-multiplied by a sequence of Jacobi rotations, where the
*> rotation threshold and the total number of sweeps are given in
*> TOL and NSWEEP, respectively.
*> (See the descriptions of N1, D, TOL and NSWEEP.)
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*> LDA is INTEGER
*> The leading dimension of the array A. LDA >= max(1,M).
*> \endverbatim
*>
*> \param[in,out] D
*> \verbatim
*> D is COMPLEX array, dimension (N)
*> The array D accumulates the scaling factors from the fast scaled
*> Jacobi rotations.
*> On entry, A*diag(D) represents the input matrix.
*> On exit, A_onexit*diag(D_onexit) represents the input matrix
*> post-multiplied by a sequence of Jacobi rotations, where the
*> rotation threshold and the total number of sweeps are given in
*> TOL and NSWEEP, respectively.
*> (See the descriptions of N1, A, TOL and NSWEEP.)
*> \endverbatim
*>
*> \param[in,out] SVA
*> \verbatim
*> SVA is REAL array, dimension (N)
*> On entry, SVA contains the Euclidean norms of the columns of
*> the matrix A*diag(D).
*> On exit, SVA contains the Euclidean norms of the columns of
*> the matrix onexit*diag(D_onexit).
*> \endverbatim
*>
*> \param[in] MV
*> \verbatim
*> MV is INTEGER
*> If JOBV = 'A', then MV rows of V are post-multiplied by a
*> sequence of Jacobi rotations.
*> If JOBV = 'N', then MV is not referenced.
*> \endverbatim
*>
*> \param[in,out] V
*> \verbatim
*> V is COMPLEX array, dimension (LDV,N)
*> If JOBV = 'V' then N rows of V are post-multiplied by a
*> sequence of Jacobi rotations.
*> If JOBV = 'A' then MV rows of V are post-multiplied by a
*> sequence of Jacobi rotations.
*> If JOBV = 'N', then V is not referenced.
*> \endverbatim
*>
*> \param[in] LDV
*> \verbatim
*> LDV is INTEGER
*> The leading dimension of the array V, LDV >= 1.
*> If JOBV = 'V', LDV >= N.
*> If JOBV = 'A', LDV >= MV.
*> \endverbatim
*>
*> \param[in] EPS
*> \verbatim
*> EPS is REAL
*> EPS = SLAMCH('Epsilon')
*> \endverbatim
*>
*> \param[in] SFMIN
*> \verbatim
*> SFMIN is REAL
*> SFMIN = SLAMCH('Safe Minimum')
*> \endverbatim
*>
*> \param[in] TOL
*> \verbatim
*> TOL is REAL
*> TOL is the threshold for Jacobi rotations. For a pair
*> A(:,p), A(:,q) of pivot columns, the Jacobi rotation is
*> applied only if ABS(COS(angle(A(:,p),A(:,q)))) > TOL.
*> \endverbatim
*>
*> \param[in] NSWEEP
*> \verbatim
*> NSWEEP is INTEGER
*> NSWEEP is the number of sweeps of Jacobi rotations to be
*> performed.
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*> WORK is COMPLEX array, dimension (LWORK)
*> \endverbatim
*>
*> \param[in] LWORK
*> \verbatim
*> LWORK is INTEGER
*> LWORK is the dimension of WORK. LWORK >= M.
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*> INFO is INTEGER
*> = 0: successful exit.
*> < 0: if INFO = -i, then 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.
*
*> \ingroup gsvj1
*
*> \par Contributor:
* ==================
*>
*> Zlatko Drmac (Zagreb, Croatia)
*
* =====================================================================
SUBROUTINE CGSVJ1( JOBV, M, N, N1, A, LDA, D, SVA, MV, V, LDV,
$ EPS, SFMIN, TOL, NSWEEP, WORK, LWORK, INFO )
*
* -- LAPACK computational routine --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*
* .. Scalar Arguments ..
REAL EPS, SFMIN, TOL
INTEGER INFO, LDA, LDV, LWORK, M, MV, N, N1, NSWEEP
CHARACTER*1 JOBV
* ..
* .. Array Arguments ..
COMPLEX A( LDA, * ), D( N ), V( LDV, * ), WORK( LWORK )
REAL SVA( N )
* ..
*
* =====================================================================
*
* .. Local Parameters ..
REAL ZERO, HALF, ONE
PARAMETER ( ZERO = 0.0E0, HALF = 0.5E0, ONE = 1.0E0)
* ..
* .. Local Scalars ..
COMPLEX AAPQ, OMPQ
REAL AAPP, AAPP0, AAPQ1, AAQQ, APOAQ, AQOAP, BIG,
$ BIGTHETA, CS, MXAAPQ, MXSINJ, ROOTBIG,
$ ROOTEPS, ROOTSFMIN, ROOTTOL, SMALL, SN, T,
$ TEMP1, THETA, THSIGN
INTEGER BLSKIP, EMPTSW, i, ibr, igl, IERR, IJBLSK,
$ ISWROT, jbc, jgl, KBL, MVL, NOTROT, nblc, nblr,
$ p, PSKIPPED, q, ROWSKIP, SWBAND
LOGICAL APPLV, ROTOK, RSVEC
* ..
* ..
* .. Intrinsic Functions ..
INTRINSIC ABS, MAX, CONJG, REAL, MIN, SIGN, SQRT
* ..
* .. External Functions ..
REAL SCNRM2
COMPLEX CDOTC
INTEGER ISAMAX
LOGICAL LSAME
EXTERNAL ISAMAX, LSAME, CDOTC, SCNRM2
* ..
* .. External Subroutines ..
* .. from BLAS
EXTERNAL CCOPY, CROT, CSWAP, CAXPY
* .. from LAPACK
EXTERNAL CLASCL, CLASSQ, XERBLA
* ..
* .. Executable Statements ..
*
* Test the input parameters.
*
APPLV = LSAME( JOBV, 'A' )
RSVEC = LSAME( JOBV, 'V' )
IF( .NOT.( RSVEC .OR. APPLV .OR. LSAME( JOBV, 'N' ) ) ) THEN
INFO = -1
ELSE IF( M.LT.0 ) THEN
INFO = -2
ELSE IF( ( N.LT.0 ) .OR. ( N.GT.M ) ) THEN
INFO = -3
ELSE IF( N1.LT.0 ) THEN
INFO = -4
ELSE IF( LDA.LT.M ) THEN
INFO = -6
ELSE IF( ( RSVEC.OR.APPLV ) .AND. ( MV.LT.0 ) ) THEN
INFO = -9
ELSE IF( ( RSVEC.AND.( LDV.LT.N ) ).OR.
$ ( APPLV.AND.( LDV.LT.MV ) ) ) THEN
INFO = -11
ELSE IF( TOL.LE.EPS ) THEN
INFO = -14
ELSE IF( NSWEEP.LT.0 ) THEN
INFO = -15
ELSE IF( LWORK.LT.M ) THEN
INFO = -17
ELSE
INFO = 0
END IF
*
* #:(
IF( INFO.NE.0 ) THEN
CALL XERBLA( 'CGSVJ1', -INFO )
RETURN
END IF
*
IF( RSVEC ) THEN
MVL = N
ELSE IF( APPLV ) THEN
MVL = MV
END IF
RSVEC = RSVEC .OR. APPLV
ROOTEPS = SQRT( EPS )
ROOTSFMIN = SQRT( SFMIN )
SMALL = SFMIN / EPS
BIG = ONE / SFMIN
ROOTBIG = ONE / ROOTSFMIN
* LARGE = BIG / SQRT( REAL( M*N ) )
BIGTHETA = ONE / ROOTEPS
ROOTTOL = SQRT( TOL )
*
* .. Initialize the right singular vector matrix ..
*
* RSVEC = LSAME( JOBV, 'Y' )
*
EMPTSW = N1*( N-N1 )
NOTROT = 0
*
* .. Row-cyclic pivot strategy with de Rijk's pivoting ..
*
KBL = MIN( 8, N )
NBLR = N1 / KBL
IF( ( NBLR*KBL ).NE.N1 )NBLR = NBLR + 1
* .. the tiling is nblr-by-nblc [tiles]
NBLC = ( N-N1 ) / KBL
IF( ( NBLC*KBL ).NE.( N-N1 ) )NBLC = NBLC + 1
BLSKIP = ( KBL**2 ) + 1
*[TP] BLKSKIP is a tuning parameter that depends on SWBAND and KBL.
ROWSKIP = MIN( 5, KBL )
*[TP] ROWSKIP is a tuning parameter.
SWBAND = 0
*[TP] SWBAND is a tuning parameter. It is meaningful and effective
* if CGESVJ is used as a computational routine in the preconditioned
* Jacobi SVD algorithm CGEJSV.
*
*
* | * * * [x] [x] [x]|
* | * * * [x] [x] [x]| Row-cycling in the nblr-by-nblc [x] blocks.
* | * * * [x] [x] [x]| Row-cyclic pivoting inside each [x] block.
* |[x] [x] [x] * * * |
* |[x] [x] [x] * * * |
* |[x] [x] [x] * * * |
*
*
DO 1993 i = 1, NSWEEP
*
* .. go go go ...
*
MXAAPQ = ZERO
MXSINJ = ZERO
ISWROT = 0
*
NOTROT = 0
PSKIPPED = 0
*
* Each sweep is unrolled using KBL-by-KBL tiles over the pivot pairs
* 1 <= p < q <= N. This is the first step toward a blocked implementation
* of the rotations. New implementation, based on block transformations,
* is under development.
*
DO 2000 ibr = 1, NBLR
*
igl = ( ibr-1 )*KBL + 1
*
*
* ... go to the off diagonal blocks
*
igl = ( ibr-1 )*KBL + 1
*
* DO 2010 jbc = ibr + 1, NBL
DO 2010 jbc = 1, NBLC
*
jgl = ( jbc-1 )*KBL + N1 + 1
*
* doing the block at ( ibr, jbc )
*
IJBLSK = 0
DO 2100 p = igl, MIN( igl+KBL-1, N1 )
*
AAPP = SVA( p )
IF( AAPP.GT.ZERO ) THEN
*
PSKIPPED = 0
*
DO 2200 q = jgl, MIN( jgl+KBL-1, N )
*
AAQQ = SVA( q )
IF( AAQQ.GT.ZERO ) THEN
AAPP0 = AAPP
*
* .. M x 2 Jacobi SVD ..
*
* Safe Gram matrix computation
*
IF( AAQQ.GE.ONE ) THEN
IF( AAPP.GE.AAQQ ) THEN
ROTOK = ( SMALL*AAPP ).LE.AAQQ
ELSE
ROTOK = ( SMALL*AAQQ ).LE.AAPP
END IF
IF( AAPP.LT.( BIG / AAQQ ) ) THEN
AAPQ = ( CDOTC( M, A( 1, p ), 1,
$ A( 1, q ), 1 ) / AAQQ ) / AAPP
ELSE
CALL CCOPY( M, A( 1, p ), 1,
$ WORK, 1 )
CALL CLASCL( 'G', 0, 0, AAPP,
$ ONE, M, 1,
$ WORK, LDA, IERR )
AAPQ = CDOTC( M, WORK, 1,
$ A( 1, q ), 1 ) / AAQQ
END IF
ELSE
IF( AAPP.GE.AAQQ ) THEN
ROTOK = AAPP.LE.( AAQQ / SMALL )
ELSE
ROTOK = AAQQ.LE.( AAPP / SMALL )
END IF
IF( AAPP.GT.( SMALL / AAQQ ) ) THEN
AAPQ = ( CDOTC( M, A( 1, p ), 1,
$ A( 1, q ), 1 ) / MAX(AAQQ,AAPP) )
$ / MIN(AAQQ,AAPP)
ELSE
CALL CCOPY( M, A( 1, q ), 1,
$ WORK, 1 )
CALL CLASCL( 'G', 0, 0, AAQQ,
$ ONE, M, 1,
$ WORK, LDA, IERR )
AAPQ = CDOTC( M, A( 1, p ), 1,
$ WORK, 1 ) / AAPP
END IF
END IF
*
* AAPQ = AAPQ * CONJG(CWORK(p))*CWORK(q)
AAPQ1 = -ABS(AAPQ)
MXAAPQ = MAX( MXAAPQ, -AAPQ1 )
*
* TO rotate or NOT to rotate, THAT is the question ...
*
IF( ABS( AAPQ1 ).GT.TOL ) THEN
OMPQ = AAPQ / ABS(AAPQ)
NOTROT = 0
*[RTD] ROTATED = ROTATED + 1
PSKIPPED = 0
ISWROT = ISWROT + 1
*
IF( ROTOK ) THEN
*
AQOAP = AAQQ / AAPP
APOAQ = AAPP / AAQQ
THETA = -HALF*ABS( AQOAP-APOAQ )/ AAPQ1
IF( AAQQ.GT.AAPP0 )THETA = -THETA
*
IF( ABS( THETA ).GT.BIGTHETA ) THEN
T = HALF / THETA
CS = ONE
CALL CROT( M, A(1,p), 1, A(1,q),
$ 1,
$ CS, CONJG(OMPQ)*T )
IF( RSVEC ) THEN
CALL CROT( MVL, V(1,p), 1,
$ V(1,q), 1, CS, CONJG(OMPQ)*T )
END IF
SVA( q ) = AAQQ*SQRT( MAX( ZERO,
$ ONE+T*APOAQ*AAPQ1 ) )
AAPP = AAPP*SQRT( MAX( ZERO,
$ ONE-T*AQOAP*AAPQ1 ) )
MXSINJ = MAX( MXSINJ, ABS( T ) )
ELSE
*
* .. choose correct signum for THETA and rotate
*
THSIGN = -SIGN( ONE, AAPQ1 )
IF( AAQQ.GT.AAPP0 )THSIGN = -THSIGN
T = ONE / ( THETA+THSIGN*
$ SQRT( ONE+THETA*THETA ) )
CS = SQRT( ONE / ( ONE+T*T ) )
SN = T*CS
MXSINJ = MAX( MXSINJ, ABS( SN ) )
SVA( q ) = AAQQ*SQRT( MAX( ZERO,
$ ONE+T*APOAQ*AAPQ1 ) )
AAPP = AAPP*SQRT( MAX( ZERO,
$ ONE-T*AQOAP*AAPQ1 ) )
*
CALL CROT( M, A(1,p), 1, A(1,q),
$ 1,
$ CS, CONJG(OMPQ)*SN )
IF( RSVEC ) THEN
CALL CROT( MVL, V(1,p), 1,
$ V(1,q), 1, CS, CONJG(OMPQ)*SN )
END IF
END IF
D(p) = -D(q) * OMPQ
*
ELSE
* .. have to use modified Gram-Schmidt like transformation
IF( AAPP.GT.AAQQ ) THEN
CALL CCOPY( M, A( 1, p ), 1,
$ WORK, 1 )
CALL CLASCL( 'G', 0, 0, AAPP,
$ ONE,
$ M, 1, WORK,LDA,
$ IERR )
CALL CLASCL( 'G', 0, 0, AAQQ,
$ ONE,
$ M, 1, A( 1, q ), LDA,
$ IERR )
CALL CAXPY( M, -AAPQ, WORK,
$ 1, A( 1, q ), 1 )
CALL CLASCL( 'G', 0, 0, ONE,
$ AAQQ,
$ M, 1, A( 1, q ), LDA,
$ IERR )
SVA( q ) = AAQQ*SQRT( MAX( ZERO,
$ ONE-AAPQ1*AAPQ1 ) )
MXSINJ = MAX( MXSINJ, SFMIN )
ELSE
CALL CCOPY( M, A( 1, q ), 1,
$ WORK, 1 )
CALL CLASCL( 'G', 0, 0, AAQQ,
$ ONE,
$ M, 1, WORK,LDA,
$ IERR )
CALL CLASCL( 'G', 0, 0, AAPP,
$ ONE,
$ M, 1, A( 1, p ), LDA,
$ IERR )
CALL CAXPY( M, -CONJG(AAPQ),
$ WORK, 1, A( 1, p ), 1 )
CALL CLASCL( 'G', 0, 0, ONE,
$ AAPP,
$ M, 1, A( 1, p ), LDA,
$ IERR )
SVA( p ) = AAPP*SQRT( MAX( ZERO,
$ ONE-AAPQ1*AAPQ1 ) )
MXSINJ = MAX( MXSINJ, SFMIN )
END IF
END IF
* END IF ROTOK THEN ... ELSE
*
* In the case of cancellation in updating SVA(q), SVA(p)
* .. recompute SVA(q), SVA(p)
IF( ( SVA( q ) / AAQQ )**2.LE.ROOTEPS )
$ THEN
IF( ( AAQQ.LT.ROOTBIG ) .AND.
$ ( AAQQ.GT.ROOTSFMIN ) ) THEN
SVA( q ) = SCNRM2( M, A( 1, q ),
$ 1)
ELSE
T = ZERO
AAQQ = ONE
CALL CLASSQ( M, A( 1, q ), 1, T,
$ AAQQ )
SVA( q ) = T*SQRT( AAQQ )
END IF
END IF
IF( ( AAPP / AAPP0 )**2.LE.ROOTEPS ) THEN
IF( ( AAPP.LT.ROOTBIG ) .AND.
$ ( AAPP.GT.ROOTSFMIN ) ) THEN
AAPP = SCNRM2( M, A( 1, p ), 1 )
ELSE
T = ZERO
AAPP = ONE
CALL CLASSQ( M, A( 1, p ), 1, T,
$ AAPP )
AAPP = T*SQRT( AAPP )
END IF
SVA( p ) = AAPP
END IF
* end of OK rotation
ELSE
NOTROT = NOTROT + 1
*[RTD] SKIPPED = SKIPPED + 1
PSKIPPED = PSKIPPED + 1
IJBLSK = IJBLSK + 1
END IF
ELSE
NOTROT = NOTROT + 1
PSKIPPED = PSKIPPED + 1
IJBLSK = IJBLSK + 1
END IF
*
IF( ( i.LE.SWBAND ) .AND. ( IJBLSK.GE.BLSKIP ) )
$ THEN
SVA( p ) = AAPP
NOTROT = 0
GO TO 2011
END IF
IF( ( i.LE.SWBAND ) .AND.
$ ( PSKIPPED.GT.ROWSKIP ) ) THEN
AAPP = -AAPP
NOTROT = 0
GO TO 2203
END IF
*
2200 CONTINUE
* end of the q-loop
2203 CONTINUE
*
SVA( p ) = AAPP
*
ELSE
*
IF( AAPP.EQ.ZERO )NOTROT = NOTROT +
$ MIN( jgl+KBL-1, N ) - jgl + 1
IF( AAPP.LT.ZERO )NOTROT = 0
*
END IF
*
2100 CONTINUE
* end of the p-loop
2010 CONTINUE
* end of the jbc-loop
2011 CONTINUE
*2011 bailed out of the jbc-loop
DO 2012 p = igl, MIN( igl+KBL-1, N )
SVA( p ) = ABS( SVA( p ) )
2012 CONTINUE
***
2000 CONTINUE
*2000 :: end of the ibr-loop
*
* .. update SVA(N)
IF( ( SVA( N ).LT.ROOTBIG ) .AND. ( SVA( N ).GT.ROOTSFMIN ) )
$ THEN
SVA( N ) = SCNRM2( M, A( 1, N ), 1 )
ELSE
T = ZERO
AAPP = ONE
CALL CLASSQ( M, A( 1, N ), 1, T, AAPP )
SVA( N ) = T*SQRT( AAPP )
END IF
*
* Additional steering devices
*
IF( ( i.LT.SWBAND ) .AND. ( ( MXAAPQ.LE.ROOTTOL ) .OR.
$ ( ISWROT.LE.N ) ) )SWBAND = i
*
IF( ( i.GT.SWBAND+1 ) .AND. ( MXAAPQ.LT.SQRT( REAL( N ) )*
$ TOL ) .AND. ( REAL( N )*MXAAPQ*MXSINJ.LT.TOL ) ) THEN
GO TO 1994
END IF
*
IF( NOTROT.GE.EMPTSW )GO TO 1994
*
1993 CONTINUE
* end i=1:NSWEEP loop
*
* #:( Reaching this point means that the procedure has not converged.
INFO = NSWEEP - 1
GO TO 1995
*
1994 CONTINUE
* #:) Reaching this point means numerical convergence after the i-th
* sweep.
*
INFO = 0
* #:) INFO = 0 confirms successful iterations.
1995 CONTINUE
*
* Sort the vector SVA() of column norms.
DO 5991 p = 1, N - 1
q = ISAMAX( N-p+1, SVA( p ), 1 ) + p - 1
IF( p.NE.q ) THEN
TEMP1 = SVA( p )
SVA( p ) = SVA( q )
SVA( q ) = TEMP1
AAPQ = D( p )
D( p ) = D( q )
D( q ) = AAPQ
CALL CSWAP( M, A( 1, p ), 1, A( 1, q ), 1 )
IF( RSVEC )CALL CSWAP( MVL, V( 1, p ), 1, V( 1, q ), 1 )
END IF
5991 CONTINUE
*
*
RETURN
* ..
* .. END OF CGSVJ1
* ..
END
|