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
|
SUBROUTINE SLASQ1( N, D, E, WORK, INFO )
*
* -- LAPACK routine (version 3.0) --
* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
* Courant Institute, Argonne National Lab, and Rice University
* October 31, 1999
*
* .. Scalar Arguments ..
INTEGER INFO, N
* ..
* .. Array Arguments ..
REAL D( * ), E( * ), WORK( * )
* ..
*
* Purpose
* =======
*
* SLASQ1 computes the singular values of a real N-by-N bidiagonal
* matrix with diagonal D and off-diagonal E. The singular values
* are computed to high relative accuracy, in the absence of
* denormalization, underflow and overflow. The algorithm was first
* presented in
*
* "Accurate singular values and differential qd algorithms" by K. V.
* Fernando and B. N. Parlett, Numer. Math., Vol-67, No. 2, pp. 191-230,
* 1994,
*
* and the present implementation is described in "An implementation of
* the dqds Algorithm (Positive Case)", LAPACK Working Note.
*
* Arguments
* =========
*
* N (input) INTEGER
* The number of rows and columns in the matrix. N >= 0.
*
* D (input/output) REAL array, dimension (N)
* On entry, D contains the diagonal elements of the
* bidiagonal matrix whose SVD is desired. On normal exit,
* D contains the singular values in decreasing order.
*
* E (input/output) REAL array, dimension (N)
* On entry, elements E(1:N-1) contain the off-diagonal elements
* of the bidiagonal matrix whose SVD is desired.
* On exit, E is overwritten.
*
* WORK (workspace) REAL array, dimension (4*N)
*
* INFO (output) INTEGER
* = 0: successful exit
* < 0: if INFO = -i, the i-th argument had an illegal value
* > 0: the algorithm failed
* = 1, a split was marked by a positive value in E
* = 2, current block of Z not diagonalized after 30*N
* iterations (in inner while loop)
* = 3, termination criterion of outer while loop not met
* (program created more than N unreduced blocks)
*
* =====================================================================
*
* .. Parameters ..
REAL ZERO
PARAMETER ( ZERO = 0.0E0 )
* ..
* .. Local Scalars ..
INTEGER I, IINFO
REAL EPS, SCALE, SAFMIN, SIGMN, SIGMX
* ..
* .. External Subroutines ..
EXTERNAL SLAS2, SLASQ2, SLASRT, XERBLA
* ..
* .. External Functions ..
REAL SLAMCH
EXTERNAL SLAMCH
* ..
* .. Intrinsic Functions ..
INTRINSIC ABS, MAX, SQRT
* ..
* .. Executable Statements ..
*
INFO = 0
IF( N.LT.0 ) THEN
INFO = -2
CALL XERBLA( 'SLASQ1', -INFO )
RETURN
ELSE IF( N.EQ.0 ) THEN
RETURN
ELSE IF( N.EQ.1 ) THEN
D( 1 ) = ABS( D( 1 ) )
RETURN
ELSE IF( N.EQ.2 ) THEN
CALL SLAS2( D( 1 ), E( 1 ), D( 2 ), SIGMN, SIGMX )
D( 1 ) = SIGMX
D( 2 ) = SIGMN
RETURN
END IF
*
* Estimate the largest singular value.
*
SIGMX = ZERO
DO 10 I = 1, N - 1
D( I ) = ABS( D( I ) )
SIGMX = MAX( SIGMX, ABS( E( I ) ) )
10 CONTINUE
D( N ) = ABS( D( N ) )
*
* Early return if SIGMX is zero (matrix is already diagonal).
*
IF( SIGMX.EQ.ZERO ) THEN
CALL SLASRT( 'D', N, D, IINFO )
RETURN
END IF
*
DO 20 I = 1, N
SIGMX = MAX( SIGMX, D( I ) )
20 CONTINUE
*
* Copy D and E into WORK (in the Z format) and scale (squaring the
* input data makes scaling by a power of the radix pointless).
*
EPS = SLAMCH( 'Precision' )
SAFMIN = SLAMCH( 'Safe minimum' )
SCALE = SQRT( EPS / SAFMIN )
CALL SCOPY( N, D, 1, WORK( 1 ), 2 )
CALL SCOPY( N-1, E, 1, WORK( 2 ), 2 )
CALL SLASCL( 'G', 0, 0, SIGMX, SCALE, 2*N-1, 1, WORK, 2*N-1,
$ IINFO )
*
* Compute the q's and e's.
*
DO 30 I = 1, 2*N - 1
WORK( I ) = WORK( I )**2
30 CONTINUE
WORK( 2*N ) = ZERO
*
CALL SLASQ2( N, WORK, INFO )
*
IF( INFO.EQ.0 ) THEN
DO 40 I = 1, N
D( I ) = SQRT( WORK( I ) )
40 CONTINUE
CALL SLASCL( 'G', 0, 0, SCALE, SIGMX, N, 1, D, N, IINFO )
END IF
*
RETURN
*
* End of SLASQ1
*
END
|